# EDGAR Filing Document

**Accession Number:** 0001612930
**File Stem:** 0001193125-26-136727
**Filing Date:** 2026-4
**Character Count:** 271943
**Document Hash:** ce250ee558a03aa16dcb0701d33fdd78
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-136727.hdr.sgml**: 20260401

**ACCESSION NUMBER**: 0001193125-26-136727

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260401

**DATE AS OF CHANGE**: 20260401

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22980
- **FILM NUMBER:** 26826797

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 980 Hammond Drive

  - **City:** Atlanta

  - **State:** GA

  - **Foreign country:** US

  - **Zip / Postal Code:** 30328

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $856787048.91

**Total Liabilities:** $28869185.99

**Net Assets:** $827917862.92

**Delayed Delivery Securities:** $22230972.81

**Cash Not Reported:** $862057.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 482.977023922615 | **1-Year:** 15043.062578140409 | **5-Year:** 11775.423717416648 | **10-Year:** 94170.991467301210 | **30-Year:** 11257.969285549920

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

- **3-Month:** 1064.720876136031 | **1-Year:** 26014.519320927300 | **5-Year:** 45059.252190736540 | **10-Year:** 29508.610231756170 | **30-Year:** 11710.457805242600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238279 | 0.67%                | 0.28%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $74477.34                | $1263353.50                                |
| Month 2  | $269503.24               | $-1824282.63                               |
| Month 3  | $827610.10               | $1342856.22                                |

**Designated Index Information**

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

- **Index Identifier:** GH5UHQ8NQ5

### Schedule of Portfolio Investments

| Name                           | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IBM INTERNAT CAPITAL           | IBM International Capital Pte Ltd                                              | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200950.72    | 0.02%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                 | ICG US CLO 2023-1 I Ltd                                                        | CUSIP: 449278AM2<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4025056.00   | 0.49%             | 2038-07-18      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust      | IP 2025-IP Mortgage Trust                                                      | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254486.75    | 0.03%             | 2042-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust            | ICNQ 2024-MF Mortgage Trust                                                    | CUSIP: 450953AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $758267.25    | 0.09%             | 2034-12-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2021-NQM1                                         | CUSIP: 452764AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1618696.00   | 0.20%             | 2056-06-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM1                                         | CUSIP: 452766AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1496186.00   | 0.18%             | 2067-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF        | Invesco Senior Loan ETF                                                        | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    144578 | NS      | $2998547.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Trust         | Invitation Homes 2024-SFR1 Trust                                               | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997499 | PA      | $983286.34    | 0.12%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield C | iShares Broad USD High Yield Corporate Bond ETF                                | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |    307515 | NS      | $11574864.60  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Park Trust             | Jackson Park Trust 2019-LIC                                                    | CUSIP: 46868RAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $663258.75    | 0.08%             | 2039-10-14      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN        | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $822080.89    | 0.10%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings               | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    185000 | PA      | $204076.83    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                     | RCKTL 2025-2                                                                   | CUSIP: 74939HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1028684.80   | 0.12%             | 2034-11-27      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.        | Regatta 34 Funding Ltd                                                         | CUSIP: 75904BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2024786.00   | 0.24%             | 2038-07-20      | Fixed         | 8.18%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus | Republic Finance Issuance Trust 2024-A                                         | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $411920.20    | 0.05%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus | Republic Finance Issuance Trust 2024-A                                         | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $257400.65    | 0.03%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-5                                      | CUSIP: 76089KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3020094.60   | 0.36%             | 2034-06-26      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-6                                      | CUSIP: 76100HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249576.30    | 0.03%             | 2034-08-25      | Fixed         | 10.53%                | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-6                                      | CUSIP: 76100JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001821.60   | 0.24%             | 2034-08-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                             | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98601.52     | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2022-4                                      | CUSIP: 268432AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1511520.00   | 0.18%             | 2067-09-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2024-NQM1                                                                 | CUSIP: 26845DAJ4<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $395542.00    | 0.05%             | 2069-11-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-BIO                                                              | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199090.20    | 0.02%             | 2041-02-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-BIO                                                              | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198064.00    | 0.02%             | 2041-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-KING                                         | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493503 | PA      | $497600.69    | 0.06%             | 2034-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-VLT4                                                             | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199518.60    | 0.02%             | 2041-06-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-VLT4                                                             | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499563.00    | 0.06%             | 2041-06-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2024-PALM                                                                   | CUSIP: 05612UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259615 | PA      | $260581.67    | 0.03%             | 2037-06-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BXDL Static CLO 2025-1 LLC     | BXDL Static CLO 2025-1 LLC                                                     | CUSIP: 05617FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1925000 | PA      | $1942650.33   | 0.23%             | 2035-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VOLT                                                             | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1507590.00   | 0.18%             | 2044-12-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC              | Bristow Group Inc                                                              | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101218.58    | 0.01%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP              | Brown-Forman Corp                                                              | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153747.55    | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Builders Capital Loan Acquisit | Builders Capital Loan Acquisition Trust 2024-NPL1                              | CUSIP: 12007KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989196.00   | 0.24%             | 2029-09-25      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                       | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    780000 | PA      | $820465.62    | 0.10%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                         | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207219.53    | 0.03%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN       | Burford Capital Global Finance LLC                                             | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    640000 | PA      | $618679.05    | 0.07%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $149073.87    | 0.02%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2025-BIO3 Mortgage Trust                                                    | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $756362.25    | 0.09%             | 2042-02-10      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VLT7                                                             | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $803544.80    | 0.10%             | 2044-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-AIRC                                         | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260175 | PA      | $261576.39    | 0.03%             | 2041-08-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280472.49    | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-3                                     | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2505000 | PA      | $2644879.70   | 0.32%             | 2031-10-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                     | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2414000 | PA      | $2496911.49   | 0.30%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-2                                     | CUSIP: 30166DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354000 | PA      | $1430812.69   | 0.17%             | 2031-10-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE         | Brundage-Bone Concrete Pumping Holdings Inc                                    | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $302163.00    | 0.04%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM1                                                                 | CUSIP: 26846CAF3<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |   1804000 | PA      | $1811600.25   | 0.22%             | 2070-01-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2024-CES1                                                                 | CUSIP: 281907AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017414.00   | 0.12%             | 2060-01-26      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd               | Eldridge CLO 2025-1 Ltd                                                        | CUSIP: 284913AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2270011.50   | 0.27%             | 2038-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC             | Enact Holdings Inc                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136295.34    | 0.02%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC       | Encore Capital Group Inc                                                       | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413872.45    | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                   | Enerflex Inc                                                                   | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424024.46    | 0.05%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enviva LLC                     | Enviva LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5458 | NS      | $81870.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC         | EquipmentShare.com Inc                                                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    580000 | PA      | $620760.66    | 0.07%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ENVIVA ESCROW                  | ENVIVA ESCROW                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    150000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-1                                     | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2985740.40   | 0.36%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2021-2                                      | CUSIP: 31572LAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $492066.40    | 0.06%             | 2066-06-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2021-2                                      | CUSIP: 31572LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2315000 | PA      | $1720056.58   | 0.21%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2022-1                                      | CUSIP: 31573CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $1484383.01   | 0.18%             | 2067-01-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2021-3                                      | CUSIP: 31573JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1138362.00   | 0.14%             | 2066-09-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2017-1                                      | CUSIP: 31574XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $788435.00    | 0.10%             | 2066-02-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                                        | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    185000 | PA      | $205887.16    | 0.02%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                       | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184720.13    | 0.02%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AgoraCapital Auto Securities T | AgoraCapital Auto Securities Trust 2025-1                                      | CUSIP: 008483AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010407.40   | 0.12%             | 2032-11-25      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| AgoraCapital Auto Securities T | AgoraCapital Auto Securities Trust 2025-1                                      | CUSIP: 008483AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $529516.00    | 0.06%             | 2032-11-25      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                          | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $204688.54    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                      | ALA Trust 2025-OANA                                                            | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302423.10    | 0.04%             | 2040-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ALA Trust                      | ALA Trust 2025-OANA                                                            | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201580.40    | 0.02%             | 2040-06-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO XIII Ltd                                                           | CUSIP: 01750WAY5<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1518993.00   | 0.18%             | 2038-07-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R3                                                              | CUSIP: 12570GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $797069.00    | 0.10%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-5 Mortgage Loan Trust                                                | CUSIP: 12598RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3076185.00   | 0.37%             | 2066-11-26      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-3 Mortgage Loan Trust                                                | CUSIP: 12659YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1789396.00   | 0.22%             | 2067-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC               | Cinemark USA Inc                                                               | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    790000 | PA      | $817966.79    | 0.10%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN       | Clarios Global LP / Clarios US Finance Co                                      | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $828532.00    | 0.10%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                           | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    800000 | PA      | $838413.60    | 0.10%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322718.21    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN         | Cogent Communications Group LLC / Cogent Finance Inc                           | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $616074.05    | 0.07%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-2 Mortgage Loan Trust                                                | CUSIP: 19685EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3051299 | PA      | $2600075.96   | 0.31%             | 2067-02-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-1 Mortgage Loan Trust                                                | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2848734.90   | 0.34%             | 2066-12-27      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-HX1 Mortgage Loan Trust                                              | CUSIP: 19688KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1567394.00   | 0.19%             | 2066-10-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $204629.81    | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-WCL1 MORTGAGE TRUST                                                  | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499569.50   | 0.18%             | 2041-06-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC         | Comstock Resources Inc                                                         | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $839625.14    | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                             | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151177.68    | 0.02%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE       | Concentra Health Services Inc                                                  | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377371.80    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN        | Consolidated Energy Finance SA                                                 | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    390000 | PA      | $386386.65    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd    | Corevest American Finance 2020-4 Trust                                         | CUSIP: 21873AAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $271535.40    | 0.03%             | 2052-12-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2021-NQM2 Trust                                                           | CUSIP: 36166XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174175 | PA      | $154272.08    | 0.02%             | 2066-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-NQM2 Trust                                                           | CUSIP: 36169KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712599 | PA      | $686248.87    | 0.08%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                                 | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180817.23    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153812.16    | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC          | Genesee & Wyoming Inc                                                          | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206143.80    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN          | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $835305.60    | 0.10%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                | Gen Digital Inc                                                                | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392298.66    | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-8                                            | CUSIP: 694956AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005939.10   | 0.12%             | 2033-07-15      | Fixed         | 9.56%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                            | CUSIP: 69548XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287450 | PA      | $1302556.93   | 0.16%             | 2033-03-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2025-6                                            | CUSIP: 69549CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005849.20   | 0.24%             | 2033-04-15      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                            | CUSIP: 69549DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501514.15    | 0.06%             | 2033-05-15      | Fixed         | 8.89%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-R3                                           | CUSIP: 69549KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001895.60   | 0.24%             | 2033-01-18      | Fixed         | 8.93%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                  | Coherent Corp                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298973.88    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                                       | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3420556.40   | 0.41%             | 2035-10-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                                       | CUSIP: 07876NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3316517.75   | 0.40%             | 2035-10-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                                       | CUSIP: 07876NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5150000 | PA      | $5306781.45   | 0.64%             | 2035-10-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                                       | CUSIP: 07876NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015151.00   | 0.12%             | 2035-10-25      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2023-1 Ltd                                                       | CUSIP: 07876XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $1020198.00   | 0.12%             | 2033-10-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2023-1 Ltd                                                       | CUSIP: 07876XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    200000 | PA      | $212633.20    | 0.03%             | 2033-10-25      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re Ltd                                                              | CUSIP: 078915AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    900000 | PA      | $934416.90    | 0.11%             | 2034-08-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC          | Belron UK Finance PLC                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203914.26    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                   | Bio-Rad Laboratories Inc                                                       | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184153.03    | 0.02%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR         | Blackstone Mortgage Trust Inc                                                  | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    360000 | PA      | $386112.60    | 0.05%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154212.08    | 0.02%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN        | Borr IHC Ltd / Borr Finance LLC                                                | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153289 | PA      | $156910.75    | 0.02%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2025-CES1                                 | CUSIP: 24380WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2514072.50   | 0.30%             | 2055-10-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-3                                    | CUSIP: 24381YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225395 | PA      | $230253.50    | 0.03%             | 2067-07-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                        | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151399.90    | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2025-D                                                  | CUSIP: 68379HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499517.65    | 0.06%             | 2033-02-08      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2025-D                                                  | CUSIP: 68379HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300007.62    | 0.04%             | 2033-02-08      | Fixed         | 10.82%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202684.56    | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2025-ESH                                           | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5060210.00   | 0.61%             | 2042-10-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2025-ESH                                           | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4057272.00   | 0.49%             | 2042-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                     | EZCORP Inc                                                                     | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $608630.61    | 0.07%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-3                                    | CUSIP: 24381YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243000 | PA      | $1181505.06   | 0.14%             | 2067-07-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2025-INV1                                 | CUSIP: 24382EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991702.00    | 0.12%             | 2060-11-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140ADFL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913743 | PA      | $927264.10    | 0.11%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140AQYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972154 | PA      | $973970.70    | 0.12%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-1                                           | CUSIP: 784212AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1413289 | PA      | $1193555.09   | 0.14%             | 2061-07-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-2                                           | CUSIP: 78432YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529730 | PA      | $457431.26    | 0.06%             | 2061-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-2                                           | CUSIP: 78432YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $645746.92    | 0.08%             | 2061-12-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2024-2                                                  | CUSIP: 81749HCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1419853 | PA      | $1313825.09   | 0.16%             | 2054-03-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2026-1                                                  | CUSIP: 81750KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5976636.00   | 0.72%             | 2056-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2025-1                                           | CUSIP: 81880NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2090000 | PA      | $2001227.25   | 0.24%             | 2065-12-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS       | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $810139.09    | 0.10%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET       | Smyrna Ready Mix Concrete LLC                                                  | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    780000 | PA      | $832014.30    | 0.10%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330179.84    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2022-3                                     | CUSIP: 85571RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903253 | PA      | $866901.14    | 0.10%             | 2067-03-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2019-INV1                                  | CUSIP: 85572JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $474947.35    | 0.06%             | 2049-09-27      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage  | STAR 2021-1 Trust                                                              | CUSIP: 85573GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $535219.20    | 0.06%             | 2065-05-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-3                                     | CUSIP: 85573JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $757050.00    | 0.09%             | 2056-06-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-3                                     | CUSIP: 85573JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2475045.00   | 0.30%             | 2056-06-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-4                                     | CUSIP: 85573PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2460000 | PA      | $1782107.64   | 0.22%             | 2056-08-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA         | Stena International SA                                                         | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $616903.37    | 0.07%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC             | Stonebriar ABF Issuer LLC                                                      | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207887.00    | 0.03%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT          | Stonepeak Nile Parent LLC                                                      | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $338218.88    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                   | VT Topco Inc                                                                   | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    790000 | PA      | $810081.80    | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES1                                     | CUSIP: 92839HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1042979.00   | 0.13%             | 2054-05-25      | Variable      | 10.35%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                       | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325887.50    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204667.71    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES3                                     | CUSIP: 92841WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1271396.25   | 0.15%             | 2055-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                              | CUSIP: 92841YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1022046.00   | 0.12%             | 2054-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES1                                     | CUSIP: 92842DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017694.00   | 0.12%             | 2055-04-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES3                                     | CUSIP: 92842MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3828802.50   | 0.46%             | 2055-11-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES3                                     | CUSIP: 92842MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006249.00   | 0.12%             | 2055-11-25      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES2                                     | CUSIP: 92842UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3037464.00   | 0.37%             | 2055-08-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES2                                     | CUSIP: 92842UAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3085653.00   | 0.37%             | 2055-08-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200379.75    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                  | VoltaGrid LLC                                                                  | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415484.30    | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2018-1 Ltd                                                            | CUSIP: 92917AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    775000 | PA      | $778622.35    | 0.09%             | 2031-04-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC            | Walker & Dunlop Inc                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $410265.20    | 0.05%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | Waste Management Inc                                                           | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153491.85    | 0.02%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deerpath Capital CLO LTD       | Deerpath Capital CLO 2024-1 Ltd                                                | CUSIP: 24461DAJ2<br>LEI: 213800CX787LUT3OSO02 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3527489.00   | 0.43%             | 2036-07-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                              | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $200693.23    | 0.02%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-INV2 Trust                                                            | CUSIP: 552732AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329000 | PA      | $1176360.36   | 0.14%             | 2056-11-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-2                                                  | CUSIP: 57109LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4597966.35   | 0.56%             | 2033-06-15      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204841.48    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2022-INV2                                    | CUSIP: 58549JBU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394996 | PA      | $342543.64    | 0.04%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                | Mercer International Inc                                                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    420000 | PA      | $259888.99    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                            | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153247.23    | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS         | Methanex US Operations Inc                                                     | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $835779.06    | 0.10%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                            | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    620000 | PA      | $621468.16    | 0.08%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HESS CORP                      | Hess Corp                                                                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $149659.42    | 0.02%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1980971.00   | 0.24%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2313679.28   | 0.28%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377RJW5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014084.00   | 0.12%             | 2028-08-21      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1514003.70   | 0.18%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $203456.82    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC            | Axon Enterprise Inc                                                            | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331761.60    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch  | BAMLL Trust 2025-ASHF                                                          | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $752682.00    | 0.09%             | 2042-02-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                  | B&G Foods Inc                                                                  | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47250.21     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                           | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $456485.02    | 0.06%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK51                                                                | CUSIP: 06541HAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $715532.00    | 0.09%             | 2067-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur | BHG Securitization Trust 2022-C                                                | CUSIP: 08860DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $538363.50    | 0.07%             | 2035-10-17      | Fixed         | 9.73%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                        | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200618.80    | 0.02%             | 2037-05-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                        | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200729.80    | 0.02%             | 2037-05-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO         | HPS Private Credit CLO 2024-2 LLC                                              | CUSIP: 40443QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4011076.00   | 0.48%             | 2036-05-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                                                | CUSIP: 42806MDT3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $767993.40    | 0.09%             | 2032-05-25      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP       | Hilcorp Energy I LP / Hilcorp Finance Co                                       | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170133.45    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home Re 2026-1 Ltd                                                             | CUSIP: 436956AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2700000 | PA      | $2723965.20   | 0.33%             | 2036-01-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY        | Howard Midstream Energy Partners LLC                                           | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $338918.25    | 0.04%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                     | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $403985.64    | 0.05%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP           | Capstone Copper Corp                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $497665.44    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2021-5                                                     | CUSIP: 749384AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350471 | PA      | $4548317.86   | 0.55%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2022-4                                                     | CUSIP: 74938GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394775 | PA      | $2160905.83   | 0.26%             | 2052-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES3                                                  | CUSIP: 749420AU9<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |   2839000 | PA      | $2782254.07   | 0.34%             | 2055-03-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES1                                                  | CUSIP: 749427AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3018015.00   | 0.36%             | 2045-01-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES5                                                  | CUSIP: 74942CAS8<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |   2730000 | PA      | $2791072.83   | 0.34%             | 2055-05-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO       | Wildfire Intermediate Holdings LLC                                             | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386188.68    | 0.05%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                           | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150691.39    | 0.02%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                        | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166246.08    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP        | Zebra Technologies Corp                                                        | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412286.40    | 0.05%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                     | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185231.78    | 0.02%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-J2 Trust                                                              | CUSIP: 670861AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1479327 | PA      | $1244115.70   | 0.15%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2024-2                                                | CUSIP: 67578YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2146710.60   | 0.26%             | 2032-07-20      | Fixed         | 9.04%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2024-RVM1                                             | CUSIP: 67579FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1061271.40   | 0.13%             | 2046-01-22      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                      | Olin Corp                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $412089.19    | 0.05%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148544.59    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                           | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829558.38    | 0.10%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2021-B                                                  | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363691 | PA      | $361550.87    | 0.04%             | 2031-05-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Funding Trust 2024-3                                                   | CUSIP: 68377NAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1518731.85   | 0.18%             | 2029-08-15      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz | NRM FHT1 Excess Owner LLC                                                      | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850661 | PA      | $868022.17    | 0.10%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                     | Nucor Corp                                                                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152907.94    | 0.02%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $152884.78    | 0.02%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-28L                                         | CUSIP: 67123JAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006295.00   | 0.12%             | 2038-11-05      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-28L                                         | CUSIP: 67123JAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002417.00   | 0.12%             | 2038-11-05      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                 | Oaktown Re VII Ltd                                                             | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    888866 | PA      | $895413.72    | 0.11%             | 2034-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2023-1                                                | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2097727.60   | 0.25%             | 2030-08-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 38 | Octagon Investment Partners 38 Ltd                                             | CUSIP: 67591XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2575000 | PA      | $2598262.55   | 0.31%             | 2037-10-20      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd            | Brant Point CLO 2023-1 Ltd                                                     | CUSIP: 104922AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5035300.00   | 0.61%             | 2038-07-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM4                                      | CUSIP: 10568NAC6<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |    427834 | PA      | $423580.28    | 0.05%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM4                                      | CUSIP: 10568NAD4<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |    855668 | PA      | $849762.66    | 0.10%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-CES2                                      | CUSIP: 10568RAC7<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006886.00   | 0.12%             | 2055-07-26      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-HE1                                       | CUSIP: 10568VAE4<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2464882.50   | 0.30%             | 2072-09-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE        | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp       | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $612803.64    | 0.07%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AMDR ABS Trust                 | AMDR ABS TRUST 2025-1                                                          | CUSIP: 02342WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358139 | PA      | $360553.23    | 0.04%             | 2033-12-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC        | American Axle & Manufacturing Inc                                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    810000 | PA      | $833706.58    | 0.10%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R1                                                              | CUSIP: 12571YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1263343.50   | 0.15%             | 2061-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                 | CVR Energy Inc                                                                 | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    975000 | PA      | $968309.51    | 0.12%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE       | CVR Partners LP / CVR Nitrogen Finance Corp                                    | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $330260.73    | 0.04%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN        | Consolidated Energy Finance SA                                                 | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    670000 | PA      | $563570.50    | 0.07%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                       | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155782.52    | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149734.80    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                     | DaVita Inc                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $608117.13    | 0.07%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust  | DBSG 2024-ALTA Mortgage Trust                                                  | CUSIP: 239918AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $405162.80    | 0.05%             | 2037-06-10      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-1                                    | CUSIP: 24382JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1508794.00   | 0.18%             | 2067-01-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-1                                    | CUSIP: 24382JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3199372.00   | 0.39%             | 2067-01-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10087790.00  | 1.22%             | 2032-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                  | FirstCash Inc                                                                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337708.64    | 0.04%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148990.12    | 0.02%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2024-1                                              | CUSIP: 33843VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $555659.56    | 0.07%             | 2031-05-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                       | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102323.08    | 0.01%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200076.40    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust       | Gaea Mortgage Loan Trust 2025-A                                                | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815032 | PA      | $1783005.90   | 0.22%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd           | Gallatin CLO XI 2024-1 Ltd                                                     | CUSIP: 36362HAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   4000000 | PA      | $4034888.00   | 0.49%             | 2037-10-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd           | Gallatin CLO X 2023-1 Ltd                                                      | CUSIP: 36362MAU1<br>LEI: 984500E5ACG7837D0749 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2015900.00   | 0.24%             | 2036-10-14      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                           | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $451274.47    | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2025-J2                                                         | CUSIP: 69392TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3072245 | PA      | $3101023.12   | 0.37%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2025-J3                                                         | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2786986 | PA      | $2802902.48   | 0.34%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135663.70    | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200764.94    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                   | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $206007.97    | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2023-3                          | CUSIP: 61775QAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1198000 | PA      | $1083388.54   | 0.13%             | 2053-09-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                  | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149559.57    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD       | Moss Creek Resources Holdings Inc                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194625.56    | 0.02%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                   | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    410000 | PA      | $412457.95    | 0.05%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                     | NLT 2025-CES1 Trust                                                            | CUSIP: 629162AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1500075.64   | 0.18%             | 2060-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AB Bsl CLO 1 Ltd               | AB BSL CLO 6 Ltd                                                               | CUSIP: 00039LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1991654.00   | 0.24%             | 2037-07-20      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                     | NLT 2021-INV2 Trust                                                            | CUSIP: 62917JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1207302.00   | 0.15%             | 2056-08-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                   | NMI Holdings Inc                                                               | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134301.70    | 0.02%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS             | New Flyer Holdings Inc                                                         | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $420447.97    | 0.05%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-5                                     | CUSIP: 64828NAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218456 | PA      | $218160.08    | 0.03%             | 2057-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                                        | CUSIP: 00092HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2977907 | PA      | $3012790.68   | 0.36%             | 2031-10-27      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                     | ACHD Trust 2025-DS1                                                            | CUSIP: 00092TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007479.00   | 0.12%             | 2034-01-09      | Fixed         | 11.33%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2015-1                                     | CUSIP: 64829CAT5<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |    846150 | PA      | $715372.11    | 0.09%             | 2052-05-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-2                                     | CUSIP: 64830DCF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436606 | PA      | $1208121.18   | 0.15%             | 2057-12-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC       | Acadia Healthcare Co Inc                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791235.84    | 0.10%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS         | Adient Global Holdings Ltd                                                     | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $415592.00    | 0.05%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-SFR2                                  | CUSIP: 64830RAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $679946.40    | 0.08%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2021-NQM3                                  | CUSIP: 64831TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1682380.00   | 0.20%             | 2056-11-27      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $203598.04    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM       | Advanced Drainage Systems Inc                                                  | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337599.24    | 0.04%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | NRZT 2025-NQM6                                                                 | CUSIP: 64832KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170000 | PA      | $3110255.01   | 0.38%             | 2065-10-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    390000 | PA      | $409170.45    | 0.05%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                                       | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200626.60    | 0.02%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                                       | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003133.00   | 0.12%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Mar26                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       410 | NC      | $-18294.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CDX45IG CDS (BUY PROTECTION)                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $-3548986.33  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-B                                       | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005780.70   | 0.12%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                 | Dcli Bidco LLC                                                                 | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325849.92    | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust   | DC Trust 2024-HLTN                                                             | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504091.00    | 0.06%             | 2040-04-13      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust   | DC Trust 2024-HLTN                                                             | CUSIP: 24022FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303590.70    | 0.04%             | 2040-04-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-3                                    | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2948000 | PA      | $2273014.13   | 0.27%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-3                                    | CUSIP: 24381VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $803996.00    | 0.10%             | 2066-08-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-2                                    | CUSIP: 24381WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $323306.45    | 0.04%             | 2066-04-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-2                                    | CUSIP: 24381WAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1057790.50   | 0.13%             | 2066-04-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                             | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149595.02    | 0.02%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                                                       | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204132.29    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                 | PulteGroup Inc                                                                 | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $153460.00    | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                                            | CUSIP: 745935AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001666.30   | 0.12%             | 2028-08-15      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                                            | CUSIP: 745935AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200780.92    | 0.02%             | 2028-08-15      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC              | Upbound Group Inc                                                              | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327352.28    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST               | Unlock HEA Trust 2025-2                                                        | CUSIP: 914917AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2949130 | PA      | $2938513.32   | 0.35%             | 2041-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST               | Unlock HEA Trust 2025-2                                                        | CUSIP: 914917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986607.00    | 0.12%             | 2041-11-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST               | Unlock Hea Trust 2023-1                                                        | CUSIP: 91528JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9850170.00   | 1.19%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-3                                              | CUSIP: 92538UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1175511.00   | 0.14%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD             | Viking Cruises Ltd                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    820000 | PA      | $831694.55    | 0.10%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                                 | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203068.69    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-B                                              | CUSIP: 12627SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1060465.20   | 0.13%             | 2031-11-17      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | Consumer Portfolio Services Auto Trust 2025-B                                  | CUSIP: 12630SAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1828476.30   | 0.22%             | 2033-03-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2025-C                                              | CUSIP: 12634SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998802.20    | 0.12%             | 2033-02-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC        | CRH America Finance Inc                                                        | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201918.81    | 0.02%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $153489.39    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM8                                                                 | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3689130 | PA      | $3312289.22   | 0.40%             | 2066-10-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | Csmc 2021-Nqm6 Trust                                                           | CUSIP: 12662KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1618241 | PA      | $1409809.87   | 0.17%             | 2066-07-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2022-D                                              | CUSIP: 12663UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1091346.50   | 0.13%             | 2030-06-17      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2022-C                                              | CUSIP: 12664DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1051479.00   | 0.13%             | 2030-04-15      | Fixed         | 9.08%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-ATH2                                                                 | CUSIP: 12665WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2365215.00   | 0.29%             | 2067-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-ATH2                                                                 | CUSIP: 12665WAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2604975.00   | 0.31%             | 2067-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                 | CQS US CLO 5 Ltd                                                               | CUSIP: 12676EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005720.00   | 0.12%             | 2039-01-17      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Corporate One Auto Receivables | Corporate One Auto Receivables Trust 2026-1                                    | CUSIP: 22004UAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249892.90    | 0.03%             | 2034-07-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-C                                              | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1051805.20   | 0.13%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | Consumer Portfolio Services Auto Trust 2025-D                                  | CUSIP: 223936AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2586174.50   | 0.31%             | 2033-05-16      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-A                                              | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5472232.48   | 0.66%             | 2031-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC               | Credit Acceptance Corp                                                         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $491399.62    | 0.06%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202157.61    | 0.02%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                            | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404551.31    | 0.05%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                            | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203768.47    | 0.02%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp | AMMC CLO 32 Ltd                                                                | CUSIP: 03166KAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4013312.00   | 0.48%             | 2038-10-17      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                             | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748343 | PA      | $748162.94    | 0.09%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                             | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4319666 | PA      | $4405864.65   | 0.53%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                             | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    562086 | PA      | $575058.61    | 0.07%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1                                   | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    782722 | PA      | $660651.53    | 0.08%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-HE1                                   | CUSIP: 36270AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996230.00    | 0.12%             | 2054-08-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ8                                   | CUSIP: 36272LCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1262000 | PA      | $1151068.94   | 0.14%             | 2055-02-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ8                                   | CUSIP: 36272LCU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1734641 | PA      | $1314436.36   | 0.16%             | 2055-02-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-DSC1                                  | CUSIP: 36275EAH4<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991886.00    | 0.12%             | 2065-06-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2026-CES1                                  | CUSIP: 36277LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007829.00   | 0.12%             | 2056-05-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2026-CES1                                  | CUSIP: 36277LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $604651.80    | 0.07%             | 2056-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-RPL4                                  | CUSIP: 362948AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1445697.00   | 0.17%             | 2061-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ7                                   | CUSIP: 362949CR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529000 | PA      | $1380356.74   | 0.17%             | 2054-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402944.05    | 0.05%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr | Goodleap Sustainable Home Solutions Trust 2023-2                               | CUSIP: 38237AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $52442.04     | 0.01%             | 2055-05-20      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER         | Goodyear Tire & Rubber Co/The                                                  | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635385.92    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                 | Gray Media Inc                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    890000 | PA      | $661916.59    | 0.08%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK        | Great Lakes Dredge & Dock Corp                                                 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836772.73    | 0.10%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP        | Gulfport Energy Operating Corp                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413014.80    | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO               | Hawaiian Electric Co Inc                                                       | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416429.21    | 0.05%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd            | Crown Point CLO 10 Ltd                                                         | CUSIP: 22846FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007452.00   | 0.24%             | 2034-07-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM5 Trust                                                           | CUSIP: 22946DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2330603 | PA      | $2023185.10   | 0.24%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                     | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203244.29    | 0.02%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2024-III Ltd                                                      | CUSIP: 12575WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006118.00   | 0.12%             | 2037-07-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                       | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417477.17    | 0.05%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY       | Century Aluminum Co                                                            | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $425094.79    | 0.05%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cerberus                       | Cerberus Loan Funding XLI LLC                                                  | CUSIP: 15674VAG9<br>LEI: 635400YAOHPN8ZVJAS71 | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1925553.10   | 0.23%             | 2035-07-15      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| Cerberus                       | Cerberus Loan Funding XL LLC                                                   | CUSIP: 15675AAE9<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1507950.00   | 0.18%             | 2035-03-22      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP         | Champ Acquisition Corp                                                         | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $758786.94    | 0.09%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-4                                | CUSIP: 16159NBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000239 | PA      | $1918908.96   | 0.23%             | 2055-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-5                                | CUSIP: 16159QBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1868036 | PA      | $1795881.65   | 0.22%             | 2055-04-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                    | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151198.83    | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD       | Cheniere Corpus Christi Holdings LLC                                           | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137339.47    | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC          | Chobani Holdco II LLC                                                          | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314250 | PA      | $335721.76    | 0.04%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                    | Columbia Cent CLO 27 Ltd                                                       | CUSIP: 19736RAU5<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | KY        |   3850000 | PA      | $3863779.15   | 0.47%             | 2035-01-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                            | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332456 | PA      | $300319.40    | 0.04%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC        | Millrose Properties Inc                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $408546.00    | 0.05%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                          | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403094.00    | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE          | Molson Coors Beverage Co                                                       | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101047.93    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2023-1                                                | CUSIP: 608934AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103833.08    | 0.01%             | 2045-03-20      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2023-1                                                | CUSIP: 608934AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $57594.19     | 0.01%             | 2045-03-20      | Fixed         | 11.24%                | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C       | Outfront Media Capital LLC / Outfront Media Capital Corp                       | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $410339.58    | 0.05%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                 | Owens-Brockway Glass Container Inc                                             | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    810000 | PA      | $825384.33    | 0.10%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-3                                                | CUSIP: 46592ABZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320391 | PA      | $287129.06    | 0.03%             | 2050-08-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-9                                                | CUSIP: 46593DBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1339000 | PA      | $1145368.55   | 0.14%             | 2055-02-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-CCM1                                             | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3007133 | PA      | $3050438.73   | 0.37%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES2                                      | CUSIP: 46595TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1533468.00   | 0.19%             | 2055-06-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-6                                              | CUSIP: 465989AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166383 | PA      | $2186675.91   | 0.26%             | 2053-12-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-6                                              | CUSIP: 465989AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33424201 | PA      | $34694.32     | 0.00%             | 2053-12-26      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-6                                              | CUSIP: 465989AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512607 | PA      | $450642.22    | 0.05%             | 2053-12-26      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2014-2                                                | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     21186 | PA      | $20870.43     | 0.00%             | 2029-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                            | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502283.09    | 0.06%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-4                                                | CUSIP: 46652FBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115974 | PA      | $996132.11    | 0.12%             | 2050-11-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-4                                              | CUSIP: 46656QBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1044950 | PA      | $1051490.76   | 0.13%             | 2053-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2023-7                                                | CUSIP: 46657DAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035500 | PA      | $871238.64    | 0.11%             | 2054-02-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2024-1                                              | CUSIP: 46657PBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086219 | PA      | $1333918.16   | 0.16%             | 2054-06-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-8                                         | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2682448 | PA      | $2707574.17   | 0.33%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2024-10                                             | CUSIP: 46658LBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3496518 | PA      | $3445098.57   | 0.42%             | 2055-03-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2024-10                                             | CUSIP: 46658LBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1421000 | PA      | $1212837.71   | 0.15%             | 2055-03-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES7                                      | CUSIP: 46660GAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1652000 | PA      | $1660833.24   | 0.20%             | 2056-04-25      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL | JPMorgan Chase Bank NA - CACLN                                                 | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9546 | PA      | $9566.97      | 0.00%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                                             | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $205724.13    | 0.02%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-NQM2                                      | CUSIP: 10569EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66361 | PA      | $65509.72     | 0.01%             | 2060-03-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur | Bridgecrest Lending Auto Securitization Trust 2026-1                           | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003229.20   | 0.12%             | 2033-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur | Bridgecrest Lending Auto Securitization Trust 2023-1                           | CUSIP: 108056AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $3342408.99   | 0.40%             | 2030-07-15      | Fixed         | 10.37%                | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2024-R1 LLC                                                               | CUSIP: 12530YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $943504.00    | 0.11%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2024-NR1 LLC                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893312 | PA      | $902247.54    | 0.11%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    860000 | PA      | $826315.69    | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD         | Calumet Specialty Products Partners LP / Calumet Finance Corp                  | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103093.00    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE          | Campbell's Company/The                                                         | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208570.20    | 0.03%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2023-N2                                         | CUSIP: 14686LAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1575673.80   | 0.19%             | 2030-04-10      | Fixed         | 9.94%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2023-N3                                         | CUSIP: 14686RAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2411000 | PA      | $2560772.04   | 0.31%             | 2030-09-10      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                   | Magnera Corp                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    560000 | PA      | $506452.46    | 0.06%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP               | Knife River Corp                                                               | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $501552.00    | 0.06%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC        | Kodiak Gas Services LLC                                                        | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420148.73    | 0.05%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                           | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $151084.29    | 0.02%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                                                  | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185236.45    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                               | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184877.60    | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP               | Lamar Media Corp                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170107.95    | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS3                                           | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893921 | PA      | $911116.37    | 0.11%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2026-1                                           | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $749935.35    | 0.09%             | 2031-09-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat | Lendingpoint 2021-B Asset Securitization Trust                                 | CUSIP: 52607HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28767 | PA      | $28629.64     | 0.00%             | 2029-02-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416199.19    | 0.05%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-2                                      | CUSIP: 53949FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1050935.80   | 0.13%             | 2030-09-16      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $151507.75    | 0.02%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Tru | Luxury Lease Partners Auto Lease Trust 2024-4                                  | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178454 | PA      | $179537.72    | 0.02%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409311.61    | 0.05%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                              | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $203411.97    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXXVII Ltd                                                | CUSIP: 55817EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1753248.00   | 0.21%             | 2037-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XIX Ltd                                                   | CUSIP: 55819RAL9<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.48%             | 2037-01-22      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Maranon Loan Funding Ltd       | Maranon Loan Funding 2021-3 Ltd                                                | CUSIP: 56577NAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011343.00   | 0.12%             | 2036-10-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                    | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $416541.20    | 0.05%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN       | Jefferson Capital Holdings LLC                                                 | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $622061.07    | 0.08%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES        | K Hovnanian Enterprises Inc                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409104.00    | 0.05%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                           | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203608.04    | 0.02%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                              | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150943.91    | 0.02%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                            | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101255.70    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD           | Marble Point CLO XVII Ltd                                                      | CUSIP: 56606CAU7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3019104.00   | 0.36%             | 2037-07-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd       | Marble Point CLO XIX Ltd                                                       | CUSIP: 56607KBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2023262.00   | 0.24%             | 2038-10-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2022-3                                                  | CUSIP: 57109NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2316444 | PA      | $2345308.68   | 0.28%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-1                                                  | CUSIP: 57110PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000550 | PA      | $6100210.73   | 0.74%             | 2033-04-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO         | Monroe Capital Mml Clo XII Ltd                                                 | CUSIP: 61034VAL7<br>LEI: 549300015LLKJVT5UL74 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503095.00    | 0.06%             | 2033-09-14      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402822.70    | 0.05%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2014-150E                                       | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $725140.00    | 0.09%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2024-BPR2                                       | CUSIP: 61776EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288699 | PA      | $303430.39    | 0.04%             | 2029-05-05      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                     | NLT 2025-CES1 Trust                                                            | CUSIP: 629162AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002260.00   | 0.12%             | 2060-08-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    790000 | PA      | $811411.37    | 0.10%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                          | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150870.55    | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                   | Novelis Corp                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203658.02    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                               | CUSIP: 89177BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1576334.00   | 0.19%             | 2058-03-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2021-SJ2                                             | CUSIP: 89180LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1887652.00   | 0.23%             | 2061-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS        | TransMontaigne Partners LLC                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $321812.04    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC            | TreeHouse Foods Inc                                                            | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    710000 | PA      | $708631.48    | 0.09%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2020-SFR1                                                | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197096.34    | 0.02%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XXXII Ltd                                                         | CUSIP: 89642NAL0<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1518040.50   | 0.18%             | 2038-07-23      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC         | Trinity Industries Inc                                                         | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330507.52    | 0.04%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN          | Trivium Packaging Finance BV                                                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $416109.12    | 0.05%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                | TX Trust 2024-HOU                                                              | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200431.40    | 0.02%             | 2039-06-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203861.95    | 0.02%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    385000 | PA      | $403471.85    | 0.05%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                   | US Foods Inc                                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168073.92    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC               | UWM Holdings LLC                                                               | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $606527.53    | 0.07%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                    | Unisys Corp                                                                    | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $455793.65    | 0.06%             | 2031-01-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat | United Auto Credit Securitization Trust 2022-1                                 | CUSIP: 90944DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389766 | PA      | $388946.88    | 0.05%             | 2028-11-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE          | United Parcel Service Inc                                                      | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102351.54    | 0.01%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                               | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102548.80    | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $632765.58    | 0.08%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS       | Univision Communications Inc                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    430000 | PA      | $410965.88    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2023-1                                            | CUSIP: 91679AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167976 | PA      | $171149.11    | 0.02%             | 2033-02-20      | Fixed         | 11.10%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2023-2                                            | CUSIP: 91683VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1060941.40   | 0.13%             | 2033-06-20      | Fixed         | 11.87%                | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN       | USA Compression Partners LP / USA Compression Finance Corp                     | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $497272.32    | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |   1530000 | PA      | $1346925.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                     | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304746.38    | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2025-1                                            | CUSIP: 92511BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $549907.07    | 0.07%             | 2032-05-17      | Fixed         | 8.79%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2024-1                                            | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $700890.01    | 0.08%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-1                                              | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1926000 | PA      | $1640888.44   | 0.20%             | 2066-01-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-8                                              | CUSIP: 92538GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1755158.00   | 0.21%             | 2066-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-4                                              | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548606 | PA      | $470419.92    | 0.06%             | 2066-07-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-6                                              | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $224182.43    | 0.03%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-7                                              | CUSIP: 92538QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $328864.00    | 0.04%             | 2066-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-3                                              | CUSIP: 92538UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958428 | PA      | $1885461.01   | 0.23%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-1                                              | CUSIP: 92538WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2332761.00   | 0.28%             | 2067-01-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-2                                              | CUSIP: 92538XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3136094.40   | 0.38%             | 2067-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-3                                              | CUSIP: 92539LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1145496.00   | 0.14%             | 2066-06-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-3                                              | CUSIP: 92539LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257000 | PA      | $986404.35    | 0.12%             | 2066-06-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED       | AmeriTex HoldCo Intermediate LLC                                               | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $568223.10    | 0.07%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186325.48    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC           | Amkor Technology Inc                                                           | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408141.60    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L       | Amneal Pharmaceuticals LLC                                                     | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $411145.41    | 0.05%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust | Avant Credit Card Master Trust                                                 | CUSIP: 05351KAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501460.00    | 0.06%             | 2030-04-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2025-NQM3                                         | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767371 | PA      | $1788061.78   | 0.22%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BARRICK INTL BARBADOS          | Barrick International Barbados Corp                                            | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |     95000 | PA      | $104474.67    | 0.01%             | 2036-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                                       | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183559.05    | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP           | Beacon Mobility Corp                                                           | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    590000 | PA      | $618025.00    | 0.07%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP           | Reworld Holding Corp                                                           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416627.35    | 0.05%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC          | Directv Financing LLC / Directv Financing Co-Obligor Inc                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $845328.98    | 0.10%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 64 CLO Ltd                                                              | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1512274.50   | 0.18%             | 2031-04-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 107 CLO Ltd                                                             | CUSIP: 26254FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3650000 | PA      | $3684890.35   | 0.45%             | 2038-08-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 119 CLO Ltd                                                             | CUSIP: 26254KAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008358.00   | 0.24%             | 2036-04-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-5                                     | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2124138.80   | 0.26%             | 2030-04-15      | Fixed         | 10.45%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-1                                     | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1047626.50   | 0.13%             | 2031-08-15      | Fixed         | 7.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-6                                     | CUSIP: 30168AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2122037.60   | 0.26%             | 2030-06-17      | Fixed         | 11.61%                | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140ATLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1334451 | PA      | $1356283.77   | 0.16%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2926630 | PA      | $2382212.40   | 0.29%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140MWXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807347 | PA      | $808351.23    | 0.10%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140N4PS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2910847 | PA      | $2996562.66   | 0.36%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                       | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1826000 | PA      | $1898883.69   | 0.23%             | 2031-08-15      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Issuer Trust 2026-1                                | CUSIP: 37989DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001325.00   | 0.12%             | 2033-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02                                   | CUSIP: 20754GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1051602.00   | 0.13%             | 2044-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8390632 | PA      | $7469902.49   | 0.90%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2055659 | PA      | $1751553.10   | 0.21%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140QNKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4871534 | PA      | $3959232.46   | 0.48%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140QTEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5444924 | PA      | $5542762.77   | 0.67%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XLE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1124519 | PA      | $1143673.40   | 0.14%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XNPY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2170527 | PA      | $2181209.46   | 0.26%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2579053 | PA      | $2590321.35   | 0.31%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XRGA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3642204 | PA      | $3234568.71   | 0.39%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XRN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5337836 | PA      | $5433506.44   | 0.66%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XTCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3471476 | PA      | $2965241.14   | 0.36%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527264 | PA      | $1246500.67   | 0.15%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                                               | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610680.00    | 0.07%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-1                                       | CUSIP: 36266XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1085067.00   | 0.13%             | 2030-03-15      | Fixed         | 11.42%                | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-3                                       | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1599611.40   | 0.19%             | 2030-08-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-4                                       | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1078616.80   | 0.13%             | 2030-08-15      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                            | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152278.03    | 0.02%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD        | Global Aircraft Leasing Co Ltd                                                 | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1140019.10   | 0.14%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                       | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1030774.10   | 0.12%             | 2031-06-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC             | PBF Holding Co LLC / PBF Finance Corp                                          | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $340821.78    | 0.04%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                  | PRA Group Inc                                                                  | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    530000 | PA      | $485978.13    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2022-NQM1 Trust                                                           | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1466526.00   | 0.18%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-RCF4 LLC                                                             | CUSIP: 69382WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1942524.00   | 0.23%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-RCF5 LLC                                                             | CUSIP: 69384AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1790263.50   | 0.22%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-RPL1 Trust                                                           | CUSIP: 69392FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1447779.00   | 0.17%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-RPL1 Trust                                                           | CUSIP: 69392FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $943177.00    | 0.11%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-RPL2 Trust                                                           | CUSIP: 69392LAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6286000 | PA      | $5951257.93   | 0.72%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-RPL5 Trust                                                           | CUSIP: 69393AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2075292.00   | 0.25%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                             | CUSIP: 694951AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $773733.30    | 0.09%             | 2034-01-20      | Fixed         | 11.28%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                                    | CUSIP: 694960AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357421 | PA      | $365219.32    | 0.04%             | 2031-06-16      | Fixed         | 9.54%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | PAGAYA AI Debt Trust 2022-2                                                    | CUSIP: 69546VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245952 | PA      | $246614.32    | 0.03%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-5                                          | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59579 | PA      | $59036.16     | 0.01%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-1                                          | CUSIP: 69547JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2834 | PA      | $2818.16      | 0.00%             | 2027-11-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Trust 2025-R1                                                   | CUSIP: 69548DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145177 | PA      | $147107.17    | 0.02%             | 2032-06-15      | Fixed         | 12.11%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust                                                 | CUSIP: 69548MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271286 | PA      | $278394.56    | 0.03%             | 2031-12-15      | Fixed         | 10.89%                | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER          | Panther Escrow Issuer LLC                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $752298.58    | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC          | PennyMac Financial Services Inc                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656379.75    | 0.08%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I       | Performance Food Group Inc                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499734.82    | 0.06%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    810000 | PA      | $797361.49    | 0.10%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C       | PHH Escrow Issuer LLC/PHH Corp                                                 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $655347.20    | 0.08%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185877.14    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                     | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129372.26    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                     | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333365.76    | 0.04%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL       | Phoenix Aviation Capital Ltd                                                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   1080000 | PA      | $1132709.32   | 0.14%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                 | Pikes Peak CLO 14 2023 Ltd                                                     | CUSIP: 72134CAW1<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |   2300000 | PA      | $2325493.20   | 0.28%             | 2038-07-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust     | Point Securitization Trust 2025-2                                              | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499690 | PA      | $1495890.19   | 0.18%             | 2055-09-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    810000 | PA      | $816895.53    | 0.10%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust        | PowerPay Issuance Trust 2024-1                                                 | CUSIP: 73934RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $312858.24    | 0.04%             | 2039-02-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2024-1                                         | CUSIP: 74113QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975000 | PA      | $1850592.97   | 0.22%             | 2031-04-15      | Fixed         | 7.94%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-3                                       | CUSIP: 37989YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007166.40   | 0.12%             | 2032-08-16      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                     | goeasy Ltd                                                                     | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $837306.04    | 0.10%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2022-1                                         | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24882.04     | 0.00%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2024-2                                         | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $714947.55    | 0.09%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2023-SFR2 Trust                                           | CUSIP: 74331GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197591.60    | 0.02%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance T | Prosper Marketplace Issuance Trust Series 2024-1                               | CUSIP: 74363CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511738.50    | 0.06%             | 2029-08-15      | Fixed         | 10.98%                | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN          | Provident Funding Associates LP / PFG Finance Corp                             | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $619302.35    | 0.07%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2024-7 LLC                                                                | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799659 | PA      | $799081.61    | 0.10%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-RPL4 LLC                                                             | CUSIP: 74448NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1839236.00   | 0.22%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184829.86    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust  | HTL Commercial Mortgage Trust 2024-T53                                         | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307591.80    | 0.04%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust  | HTL Commercial Mortgage Trust 2024-T53                                         | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103251.20    | 0.01%             | 2039-05-10      | Variable      | 11.93%                | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS         | Helix Energy Solutions Group Inc                                               | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337114.88    | 0.04%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                 | Hertz Corp/The                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413002.84    | 0.05%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing LLC                                                    | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988648.40    | 0.12%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN       | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206994.20    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC            | Resideo Funding Inc                                                            | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406804.40    | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $815557.86    | 0.10%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337966.13    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2023-4                                                  | CUSIP: 81743JCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1441053 | PA      | $1274102.32   | 0.15%             | 2053-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2023-2                                                  | CUSIP: 81744KCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1387618 | PA      | $1261439.29   | 0.15%             | 2053-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2018-2                                                  | CUSIP: 81746QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153710 | PA      | $137904.03    | 0.02%             | 2048-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                                    | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415665.38    | 0.05%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST            | WFLD 2014-MONT Mortgage Trust                                                  | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273832 | PA      | $265535.34    | 0.03%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-VTT                                 | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494115.50   | 0.18%             | 2038-03-15      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    385000 | PA      | $401344.29    | 0.05%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                 | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153291.79    | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2024-CRE9 Ltd                                                            | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800900.80    | 0.10%             | 2041-05-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306274.95    | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust         | ARZ Trust 2024-BILT                                                            | CUSIP: 00218TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258424.00    | 0.03%             | 2039-06-11      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                                  | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150251.80    | 0.02%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD      | Anchorage Capital CLO 7 Ltd                                                    | CUSIP: 03328TBW4<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006754.00   | 0.24%             | 2037-04-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.  | Anchorage Credit Funding 3 Ltd                                                 | CUSIP: 03330EAL8<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1277321.78   | 0.15%             | 2039-01-28      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                  | Anthelion CLO 2025-2 Ltd                                                       | CUSIP: 03675RAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.24%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2019-A                                                      | CUSIP: 038370AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810458 | PA      | $805815.40    | 0.10%             | 2040-07-16      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2021-A                                                      | CUSIP: 03842VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175567 | PA      | $163195.27    | 0.02%             | 2046-07-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Collateralized Loan Obligation Ltd                                | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1010337.00   | 0.12%             | 2041-01-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN       | Archrock Partners LP / Archrock Partners Finance Corp                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $622318.20    | 0.08%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust | ARES Commercial Mortgage Trust 2024-IND                                        | CUSIP: 03990DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503281.00    | 0.06%             | 2041-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXX CLO Ltd                                                               | CUSIP: 039952AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2018208.00   | 0.24%             | 2039-01-25      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2025-1                            | CUSIP: 039962AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501688.70    | 0.06%             | 2032-01-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                          | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203220.90    | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                            | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200406.31    | 0.02%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO         | Asurion LLC and Asurion Co-Issuer Inc                                          | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104545.45    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                     | ATLX 2024-RPL1 Trust                                                           | CUSIP: 049915AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1673061.80   | 0.20%             | 2064-04-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                     | ATLX 2024-RPL1 Trust                                                           | CUSIP: 049915AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4848275.00   | 0.59%             | 2064-04-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                                      | CUSIP: 14316BBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2401780.80   | 0.29%             | 2031-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    320000 | PA      | $329336.96    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust  | CarNow Auto Receivables Trust 2022-1                                           | CUSIP: 14367LAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554835 | PA      | $520905.52    | 0.06%             | 2027-09-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100780.09    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                   | Cars.com Inc                                                                   | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300343.59    | 0.04%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N4                                         | CUSIP: 14687HAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3577470 | PA      | $3487838.67   | 0.42%             | 2028-09-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5024555.00   | 0.61%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $11029601.00  | 1.33%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2017890.00   | 0.24%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1008603.00   | 0.12%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2024990.00   | 0.24%             | 2030-09-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HNWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5020710.00   | 0.61%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HPU50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $7504380.00   | 0.91%             | 2030-12-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HPU84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10012460.00  | 1.21%             | 2035-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HPUD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13000000 | PA      | $13015977.00  | 1.57%             | 2035-09-25      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405374.97    | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC               | Radian Group Inc                                                               | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152308.86    | 0.02%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor Re 2024-1 Ltd                                                           | CUSIP: 75049AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033450.00   | 0.12%             | 2034-09-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor Re 2024-1 Ltd                                                           | CUSIP: 75049AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508153.00    | 0.06%             | 2034-09-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2021-J3                                                    | CUSIP: 75409TBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $343248.50    | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN       | Raven Acquisition Holdings LLC                                                 | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $652213.28    | 0.08%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    140000 | PA      | $152828.60    | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME       | Roller Bearing Co of America Inc                                               | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167619.34    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                         | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201953.61    | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    200000 | PA      | $206228.25    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                             | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $182725.31    | 0.02%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust    | SBNA Auto Receivables Trust 2024-A                                             | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1556598.60   | 0.19%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust   | SAFCO Auto Receivables Trust 2025-1                                            | CUSIP: 785923AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996046.50    | 0.12%             | 2030-12-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP       | Sally Holdings LLC / Sally Capital Inc                                         | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $497901.60    | 0.06%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2020-SEQ1                              | CUSIP: 79581PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107087 | PA      | $104652.85    | 0.01%             | 2050-05-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2023-FIG4                              | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1262543 | PA      | $1304590.88   | 0.16%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-LOC5                              | CUSIP: 79581XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009150.00   | 0.12%             | 2055-10-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2023-FIG3                              | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612821 | PA      | $623766.35    | 0.08%             | 2053-08-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL1                              | CUSIP: 79582BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955214 | PA      | $3958199.97   | 0.48%             | 2030-01-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL1                              | CUSIP: 79582BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501902.50    | 0.06%             | 2030-01-25      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL2                              | CUSIP: 79589BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2646220 | PA      | $2655212.29   | 0.32%             | 2030-05-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin | Santander Bank Auto Credit-Linked Notes Series 2024-A                          | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186413 | PA      | $192323.58    | 0.02%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd               | Sculptor CLO XXIX Ltd                                                          | CUSIP: 81124EAW0<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3029505.00   | 0.37%             | 2038-07-22      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                   | Seaspan Corp                                                                   | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    430000 | PA      | $409345.78    | 0.05%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivab | Securitized Term Auto Receivables Trust                                        | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    595685 | PA      | $609322.69    | 0.07%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC       | Stonex Escrow Issuer LLC                                                       | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $764041.86    | 0.09%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING | Strike Acceptance Auto Funding Trust 2023-1                                    | CUSIP: 862942AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133275 | PA      | $133882.93    | 0.02%             | 2026-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC             | SunCoke Energy Inc                                                             | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    880000 | PA      | $830642.74    | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    400000 | PA      | $412256.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd          | Sycamore Tree CLO 2023-3 Ltd                                                   | CUSIP: 87122FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6440000 | PA      | $6454045.64   | 0.78%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H       | Synergy Infrastructure Holdings LLC                                            | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $418254.80    | 0.05%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                               | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205915.91    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $832628.00    | 0.10%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                           | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $153166.80    | 0.02%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD               | Taseko Mines Ltd                                                               | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $828899.76    | 0.10%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2022-2                                                   | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192373 | PA      | $192674.15    | 0.02%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                               | CUSIP: 89175JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2202798.00   | 0.27%             | 2057-10-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-5                                               | CUSIP: 89176VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1415336.00   | 0.17%             | 2058-07-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2026-HE1                                                           | CUSIP: 30249NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1253565.00   | 0.15%             | 2056-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC       | FHF Issuer Trust 2024-3                                                        | CUSIP: 30339EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $950417.80    | 0.11%             | 2031-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DSR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    941133 | PA      | $945245.19    | 0.11%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DT3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797591 | PA      | $801574.40    | 0.10%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CQ6A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945514 | PA      | $959505.66    | 0.12%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CXZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2263894 | PA      | $2304469.57   | 0.28%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CYQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2448638 | PA      | $2512419.73   | 0.30%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4545478 | PA      | $3873066.25   | 0.47%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31425U2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2095509 | PA      | $2135031.91   | 0.26%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427M4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3273268 | PA      | $3403128.37   | 0.41%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427MYN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3790848 | PA      | $3802671.70   | 0.46%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427MZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4256830 | PA      | $4377289.62   | 0.53%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427NY86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5700782 | PA      | $4867674.99   | 0.59%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC           | Fiesta Purchaser Inc                                                           | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $578033.01    | 0.07%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                            | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    385000 | PA      | $403469.34    | 0.05%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE1                                                           | CUSIP: 31684HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627297 | PA      | $641546.38    | 0.08%             | 2054-03-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE5                                                           | CUSIP: 31684MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1841000 | PA      | $1876995.23   | 0.23%             | 2055-08-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE7                                                           | CUSIP: 31684RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994706.00   | 0.24%             | 2055-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE4                                                           | CUSIP: 31684UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771224 | PA      | $771693.22    | 0.09%             | 2054-09-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                | FinBe USA Trust 2025-1                                                         | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000883.80   | 0.12%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                     | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  42527238 | NS      | $42527237.76  | 5.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L       | First Quantum Minerals Ltd                                                     | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1180000 | PA      | $1240572.94   | 0.15%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS        | FTAI Aviation Investors LLC                                                    | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334800.84    | 0.04%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities  | Fortress Credit Opportunities XXXVII CLO Ltd                                   | CUSIP: 34967BAC9<br>LEI: 254900DYT3A93SMZEQ40 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2526112.50   | 0.31%             | 2033-07-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities  | Fortress Credit Opportunities XXIX CLO Ltd                                     | CUSIP: 34990EAJ9<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2513502.50   | 0.30%             | 2033-04-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2021-1                                                | CUSIP: 35041LAD2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     61446 | PA      | $60337.83     | 0.01%             | 2041-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2025-2                                                | CUSIP: 35042NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $355836.11    | 0.04%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-HQA3                                        | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520650.50    | 0.06%             | 2042-08-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD          | Freedom Mortgage Holdings LLC                                                  | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1622812.83   | 0.20%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                           | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149568.72    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Michael Colombo

**Name of Signer:** Michael Colombo

**Title:** Secretary