# EDGAR Filing Document

**Accession Number:** 0001221845
**File Stem:** 0000940400-26-020776
**Filing Date:** 2026-5
**Character Count:** 912403
**Document Hash:** 8c75cbcf822624eebe23ef6854848823
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020776.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000940400-26-020776

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK ALLOCATION TARGET SHARES
- **CENTRAL INDEX KEY:** 0001221845

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21457
- **FILM NUMBER:** 261017621

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BOND ALLOCATION TARGET SHARES
- **DATE OF NAME CHANGE:** 20030306

## Series and Classes Contracts Data

### BATS: Securitized Total Return Series (Series ID: S000047014)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000146955 | BATS: Securitized Total Return Series |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Allocation Target Shares

- **b. Investment Company Act file number:** 811-21457

- **c. CIK number of Registrant:** 0001221845

- **d. LEI of Registrant:** 549300R5YFYF3PL2MC94

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BATS: Securitized Total Return Series

- **b. EDGAR series identifier (if any):** S000047014

- **c. LEI of Series:** 5493001N6IPQ853IL862

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $5163935358.62

**Total Liabilities:** $66720926.02

**Net Assets:** $5097214432.60

**Delayed Delivery Securities:** $10698383.30

**Cash Not Reported:** $490000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 434668.82000000 | **1-Year:** 49337.83000000 | **5-Year:** 345963.78000000 | **10-Year:** -4263.98000000 | **30-Year:** 106730.82000000

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

- **3-Month:** 139524.17000000 | **1-Year:** 32405.32000000 | **5-Year:** 170250.09000000 | **10-Year:** 23186.11000000 | **30-Year:** 89544.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146955 | 0.57%                | 0.75%                | -0.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1542052.82              | $4710040.73                                |
| Month 2  | $485221.48               | $11127682.89                               |
| Month 3  | $1395910.39              | $-39391714.92                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRESTLES CLO IX LTD                                                                       | TREST 2025-9A A1                                              | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   4970000 | PA      | $4968661.08   | 0.10%             | 2039-01-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                         | CMPDC 2025-2A A1                                              | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5303000 | PA      | $5219152.68   | 0.10%             | 2050-11-28      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM3 TRUST                                                                      | PRPM 2025-NQM3 A1                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4971085 | PA      | $4988602.87   | 0.10%             | 2070-05-25      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2007-GEL2                            | SASC 2007-GEL2 M1                                             | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1644672 | PA      | $1372498.78   | 0.03%             | 2037-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                                       | SAN 2025-NQM2 A1                                              | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2935326 | PA      | $2951996.31   | 0.06%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                 | CWHL 2007-HYB1 3A1                                            | CUSIP: 22239EAG1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |   1076261 | PA      | $932958.78    | 0.02%             | 2037-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                          | NSLT 2025-BA C                                                | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4045000 | PA      | $3979291.40   | 0.08%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                          | NSLT 2025-BA A1B                                              | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13314130 | PA      | $13380354.13  | 0.26%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                       | SHR 2024-LXRY D                                               | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1282000 | PA      | $1278802.31   | 0.03%             | 2041-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                                      | GCAT 2023-NQM4 A1                                             | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3269647 | PA      | $3083383.76   | 0.06%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                       | BPR 2024-PMDW A                                               | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $648002.37    | 0.01%             | 2041-11-07      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                        | CFMT 2024-HB15 M2                                             | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-O            | CORP              | US        |    358000 | PA      | $349384.77    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                   | OMFIT 2021-1A B                                               | CUSIP: 68269MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4469793.06   | 0.09%             | 2036-06-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                              | LENDR 2026-P1 D                                               | CUSIP: 52611WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365554 | PA      | $341260.45    | 0.01%             | 2037-08-15      | Fixed         | 1.15%                 | No            |                  3 | On Loan: No      |
| ARZ TRUST 2024-BILT                                                                       | ARZ 2024-BILT A                                               | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710000 | PA      | $2741806.46   | 0.05%             | 2039-06-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2026-INV1                                                                 | NYMT 2026-INV1 A1                                             | CUSIP: 62957GAF4<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |   1256845 | PA      | $1249304.83   | 0.02%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| BETHPAGE PARK CLO LTD                                                                     | BETHP 2021-1A D                                               | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1170000 | PA      | $1120251.83   | 0.02%             | 2036-10-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-2                                                             | LFT 2024-2A C                                                 | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1905000 | PA      | $1910278.37   | 0.04%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FHMS KL05 X1P                                                 | CUSIP: 3137FNAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  12845000 | PA      | $332464.57    | 0.01%             | 2029-06-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2019-D                                               | NAVSL 2019-D A2A                                              | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1397808 | PA      | $1360751.35   | 0.03%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO                                                                              | AGL 2019-2A A1R                                               | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |   3770000 | PA      | $3771124.21   | 0.07%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 17-R LTD                                                               | OAKC 2024-17RA A1                                             | CUSIP: 676920AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4770000 | PA      | $4759943.89   | 0.09%             | 2039-04-20      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2013-7                                                                         | CSMC 2022-NQM6 PT                                             | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6501557 | PA      | $6543409.23   | 0.13%             | 2067-12-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                             | VCC 2025-1 M3                                                 | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3994885 | PA      | $4028192.44   | 0.08%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST                                     | WFMBS 2006-AR15 A1                                            | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549590 | PA      | $530189.68    | 0.01%             | 2036-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2023-1 M5                                                 | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720122 | PA      | $1633641.04   | 0.03%             | 2053-01-25      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                                                         | NSTR 2007-B M1                                                | CUSIP: 63860LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $363369.03    | 0.01%             | 2037-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ARES XLIII CLO LTD                                                                        | ARES 2017-43A A1R2                                            | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500146.85    | 0.01%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-3                                               | DRMT 2022-3 B1                                                | CUSIP: 24381YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1349000 | PA      | $1270883.19   | 0.02%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD 25                                                                       | FLAT 2024-2A A                                                | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |   1060000 | PA      | $1060312.17   | 0.02%             | 2037-10-19      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                             | RFMSI 2006-SA2 2A1                                            | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383578 | PA      | $254682.45    | 0.00%             | 2036-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Apidos Clo LV / Apidos Clo LV LLC                                                         | APID 2025-55A A1                                              | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |   3670000 | PA      | $3666777.01   | 0.07%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                           | BANK 2021-BN35 C                                              | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735000 | PA      | $2303975.76   | 0.05%             | 2064-06-17      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                        | ELM 2024-ELM D10                                              | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000355.40   | 0.02%             | 2039-06-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO VII LTD                                                                      | OR 2022-7A AR                                                 | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900000 | PA      | $2887973.41   | 0.06%             | 2038-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                                  | BHMS 2025-ATLS A                                              | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11756000 | PA      | $11763552.05  | 0.23%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-55CW 2A3                                           | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394970 | PA      | $283418.50    | 0.01%             | 2035-11-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Apidos Clo XXXIX Ltd / Apidos Clo XXXIX LLC                                               | APID 2022-39A A1R                                             | CUSIP: 03766HAQ3<br>LEI: 549300NZQZOTNS7ILQ86 | Long             | ABS-CBDO         | CORP              | JE        |   3130000 | PA      | $3128399.32   | 0.06%             | 2038-10-21      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH1                                             | JPMAC 2007-CH1 MF1                                            | CUSIP: 46630LAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102894.36    | 0.00%             | 2036-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                                        | CMSI 2007-9 1A1                                               | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1409951 | PA      | $1339025.21   | 0.03%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DGWD TRUST 2025-INFL                                                                      | DGWD 2025-INFL A                                              | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3395000 | PA      | $3397671.19   | 0.07%             | 2035-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| REGATTA 35 FUNDING LTD                                                                    | REG35 2025-5A A1                                              | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8200000 | PA      | $8200951.20   | 0.16%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                  | CSTL 2024-GATE A                                              | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2717000 | PA      | $2709791.26   | 0.05%             | 2041-11-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-12                                                        | VERUS 2025-12 B1                                              | CUSIP: 92490FAP5<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992865.50    | 0.02%             | 2070-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI LTD                                                                           | TICP 2018-11A BR                                              | CUSIP: 87249QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2760000 | PA      | $2762899.66   | 0.05%             | 2037-04-27      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-6                                                | AHMA 2006-6 A1A                                               | CUSIP: 008684AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3791806 | PA      | $3318396.92   | 0.07%             | 2046-12-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF2 LLC                                                                        | PRPM 2025-RCF2 A1                                             | CUSIP: 74448VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2461019 | PA      | $2401676.09   | 0.05%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST 2007-1                                                            | CITM 2007-1 2M2                                               | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $627557.63    | 0.01%             | 2037-10-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2024-27 LTD.                                                                  | OAKCL 2024-27A D1                                             | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $317830.08    | 0.01%             | 2037-10-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM5                                                    | BARC 2025-NQM5 PT2                                            | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  43932735 | PA      | $44709219.46  | 0.88%             | 2055-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM4                                                              | ADMT 2026-NQM1 A1                                             | CUSIP: 00040DAC7<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-O            | CORP              | US        |   5493223 | PA      | $5442526.73   | 0.11%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM2                                                              | ADMT 2025-NQM2 A1                                             | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-O            | CORP              | US        |   5165138 | PA      | $5194345.78   | 0.10%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD 2021-29                                                             | SYMP 2021-29A BR                                              | CUSIP: 87168GAQ2<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3298184.67   | 0.06%             | 2035-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MFA 2022-CHM1 TRUST                                                                       | MFRA 2022-CHM1 A1                                             | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4589866 | PA      | $4509513.64   | 0.09%             | 2056-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2012-1 LTD                                                          | ANCHC 2025-34A A1                                             | CUSIP: 03332UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4640000 | PA      | $4638518.91   | 0.09%             | 2039-01-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LN TR 2021-4                                                             | VCC 2021-4 A                                                  | CUSIP: 92258DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5501548 | PA      | $4966827.56   | 0.10%             | 2051-12-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2020-2 B1                                                | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2763000 | PA      | $2717370.44   | 0.05%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BXP TRUST 2021-601L                                                                       | BXP 2021-601L D                                               | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $916618.42    | 0.02%             | 2044-01-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXXVI LTD                                                                    | SCUL 36A A1                                                   | CUSIP: 81125KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3620000 | PA      | $3616206.60   | 0.07%             | 2039-01-31      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Winwater Mtge Loan Trust 2014-3                                                           | WIN 2014-3 B5                                                 | CUSIP: 97652RBD8<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-O            | CORP              | US        |    923000 | PA      | $696350.89    | 0.01%             | 2044-11-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                                                                              | VOYA 2016-1A A1R                                              | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8690 | PA      | $8689.49      | 0.00%             | 2031-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                    | AHPT 2024-ATRM A                                              | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6510000 | PA      | $6573088.41   | 0.13%             | 2029-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO LTD 2024-5                                                            | WWICK 2024-5A A1                                              | CUSIP: 93656FAA6<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450269.64    | 0.01%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Regatta Xii Funding Ltd/Llc 2019-12                                                       | REG12 2019-1A ARR                                             | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   5370000 | PA      | $5373104.93   | 0.11%             | 2037-10-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                          | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27108.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-4                                                           | AOMT 2021-4 B1                                                | CUSIP: 03464EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $142964.64    | 0.00%             | 2065-01-20      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 M1                                             | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1882500 | PA      | $1890366.03   | 0.04%             | 2064-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 MORTGAGE TRUST                                                             | COMM 2019-GC44 XA                                             | CUSIP: 12655TBN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34914729 | PA      | $578760.51    | 0.01%             | 2057-08-17      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                                               | DBC 2025-DBC C                                                | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3736000 | PA      | $3721997.10   | 0.07%             | 2042-11-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2023-3 LTD                                                              | STCP 2023-3A BR                                               | CUSIP: 87122FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999825.40    | 0.02%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 TRUST                                                                     | PRKCM 2026-AFC1 A1                                            | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5173053 | PA      | $5118589.71   | 0.10%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST                                                           | CWHL 2007-J1 2A1                                              | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1039445 | PA      | $360648.20    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 XS                                             | CUSIP: 066941AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20937801 | PA      | $425579.64    | 0.01%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 4 LTD                                                                     | BGCLO 2022-4A A1R                                             | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1260224.91   | 0.02%             | 2037-07-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                    | CDS CMBX.NA.BBB-.9                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $12788.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC1 TRUST                                                                     | PRKCM 2022-AFC1 A1A                                           | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349276 | PA      | $347727.53    | 0.01%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                         | BMARK 2020-B17 XB                                             | CUSIP: 08162MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17599000 | PA      | $284862.69    | 0.01%             | 2053-03-17      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                   | SMB 2024-A B                                                  | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2415000 | PA      | $2451785.28   | 0.05%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-1 LTD                                                        | BCC 2022-1A A1R                                               | CUSIP: 05684UAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199387.64   | 0.02%             | 2038-10-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-D                                               | NAVSL 2018-DA A2A                                             | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318730 | PA      | $317219.83    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upland Clo Limited                                                                        | UPLND 2016-1A A2R                                             | CUSIP: 915328AW8<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   1330901 | PA      | $1328951.73   | 0.03%             | 2031-04-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                              | GSMBS 2026-CES1 A1                                            | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1118779 | PA      | $1108994.30   | 0.02%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                     | BX 2024-XL4 D                                                 | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2381566 | PA      | $2387519.62   | 0.05%             | 2039-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2007-Oc2                | WMALT 2007-OC2 A3                                             | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617696 | PA      | $600385.87    | 0.01%             | 2037-06-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                     | PRK 2017-280P B                                               | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $579150.00    | 0.01%             | 2034-09-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ares Xli Clo Ltd                                                                          | ARES 2016-41A AR2                                             | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1430072.93   | 0.03%             | 2034-04-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                            | HVMLT 2007-3 1A1A                                             | CUSIP: 41164UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987102 | PA      | $829584.35    | 0.02%             | 2037-05-19      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2023-118 BA                                               | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    791868 | PA      | $713565.70    | 0.01%             | 2065-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2020-1 LTD                                                                  | WELF 2020-1A BRR                                              | CUSIP: 94949GBA8<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499254.20    | 0.01%             | 2033-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-5                                             | VCC 2025-5 M3                                                 | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000514 | PA      | $985901.57    | 0.02%             | 2055-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2021-3 M4                                                 | CUSIP: 92258RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2162620 | PA      | $1826592.66   | 0.04%             | 2051-10-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM3                                                    | BARC 2026-NQM3 PT2                                            | CUSIP: 06749CAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37454934 | PA      | $37971879.80  | 0.74%             | 2066-01-01      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                            | EFMT 2025-INV1 A1                                             | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-O            | CORP              | US        |   8958464 | PA      | $8994265.02   | 0.18%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2007-4A A1                                               | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3420207 | PA      | $3251113.33   | 0.06%             | 2037-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1                                          | MSAC 2007-SEA1 2A1                                            | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |     16464 | PA      | $16115.97     | 0.00%             | 2047-02-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2024-27 LTD.                                                                  | OAKCL 2024-27A A2                                             | CUSIP: 67402UAC0<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $608671.24    | 0.01%             | 2037-10-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI 2016-2 LTD                                                                    | TICP 2016-6A BR2                                              | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320295.42    | 0.01%             | 2034-01-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                        | JPMMT 2026-CES1 A1B                                           | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183855 | PA      | $1174373.56   | 0.02%             | 2056-06-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-VIS1                                                        | JPMMT 2026-VIS1 A1LC                                          | CUSIP: 46660PAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1647125 | PA      | $1631711.04   | 0.03%             | 2066-06-01      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd / OHA Credit Partners XI LLC                                   | OAKC 2015-11A A1R2                                            | CUSIP: 67109FAU9<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |   3844719 | PA      | $3845872.42   | 0.08%             | 2037-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2025-88 AT                                                | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3744391 | PA      | $3750320.92   | 0.07%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGATTA 32 FUNDING LTD                                                                    | REG32 2025-4A A1                                              | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2902612.32   | 0.06%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST 2005-1                                                      | MARP 2005-1 1A3                                               | CUSIP: 576436AT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1693880 | PA      | $1139696.47   | 0.02%             | 2034-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Through Trust 2004-A                                            | POPLR 2006-B M1                                               | CUSIP: 73316PKJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2537488 | PA      | $2444598.81   | 0.05%             | 2036-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C C                                                | CUSIP: 009926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3812983 | PA      | $2061649.82   | 0.04%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO 2013-2 Ltd.                                                              | BLUEM 2013-2A BR                                              | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |    204285 | PA      | $204140.96    | 0.00%             | 2030-10-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                            | FKH 2022-SFR3 E2                                              | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6928000 | PA      | $6880198.88   | 0.13%             | 2038-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                            | LendingClub Rated Notes Issuer Trust Series 2025-P1           | CUSIP: 525943AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509000 | PA      | $1514511.17   | 0.03%             | 2031-06-16      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| WILDWOOD PARK CLO LTD. / LLC                                                              | WILDPK 2024-1A E                                              | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250274.90    | 0.00%             | 2037-10-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 B2                                             | CUSIP: 066941AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015600 | PA      | $1016569.29   | 0.02%             | 2064-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 A3                                             | CUSIP: 066941AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630636 | PA      | $1641514.51   | 0.03%             | 2064-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                                  | OAKC 2020-5A B1R                                              | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2602535.00   | 0.05%             | 2037-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C M2                                               | CUSIP: 009926AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2283700 | PA      | $1881200.84   | 0.04%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A M1                                               | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    884300 | PA      | $777523.87    | 0.02%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-4 LTD                                                                 | CGMS 2019-4A A11R                                             | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.06%             | 2035-04-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 7 LTD                                                                     | SPEAK 2019-1A BR                                              | CUSIP: 82671EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $480908.26    | 0.01%             | 2037-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2021-2                                                                  | FFIN 2021-2A A                                                | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |    823611 | PA      | $784880.86    | 0.02%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 12 LTD                                                                    | SPEAK 2022-12A A1R                                            | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    980000 | PA      | $980715.69    | 0.02%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO V LTD                                                                         | BBAM 2025-5A B                                                | CUSIP: 05556BAE2<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001181.40   | 0.04%             | 2038-07-26      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Alternative Loan Trust 2006-S3                                                  | JPALT 2006-S2 A5                                              | CUSIP: 46628CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3169862 | PA      | $2840795.53   | 0.06%             | 2036-05-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ANTARES CLO 2024-5 LLC                                                                    | ANTR 2024-5A A                                                | CUSIP: 03663YAA5<br>LEI: 254900QIMCGHWG9DBB86 | Long             | ABS-CBDO         | CORP              | US        |   5760000 | PA      | $5778781.06   | 0.11%             | 2036-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                           | WFCM 2024-BPRC D                                              | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2628000 | PA      | $2628641.76   | 0.05%             | 2043-07-17      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 81(B) LTD                                                      | GCBSL 2025-81A A1                                             | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250108.98    | 0.00%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                                | CNSL 2026-1A A2                                               | CUSIP: 315961AG7<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |   1049000 | PA      | $1035374.54   | 0.02%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Sovereign ComlMtg                                                                         | SGCMS 2016-C5 B                                               | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $968276.10    | 0.02%             | 2048-10-13      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LTD                                                                       | VOYA 2019-2A AR                                               | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2308426 | PA      | $2308499.21   | 0.05%             | 2032-07-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                    | BX 2020-VIV4 A                                                | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780663 | PA      | $723225.49    | 0.01%             | 2044-03-11      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                              | OAK 2002-A M1                                                 | CUSIP: 67087TDH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265271 | PA      | $1282323.08   | 0.03%             | 2032-03-15      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XV LTD                                                                | OAKC 2021-10RA A1                                             | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3190000 | PA      | $3186810.00   | 0.06%             | 2037-07-18      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-1                                                         | VERUS 2026-1 A1LC                                             | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-O            | CORP              | US        |   1704372 | PA      | $1696129.15   | 0.03%             | 2071-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                                    | WAMU 2007-HY3 4A1                                             | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15896 | PA      | $14767.38     | 0.00%             | 2037-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                                  | MSRM 2026-NQM2 A1                                             | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5685957 | PA      | $5631243.79   | 0.11%             | 2071-01-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Ozlm Xviii Limited                                                                        | OZLM 2018-18A B                                               | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |   2408153 | PA      | $2402404.70   | 0.05%             | 2031-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                    | ARCLO 2025-BTR1 A                                             | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4810000 | PA      | $4813297.26   | 0.09%             | 2041-01-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-3 LTD                                                                     | CANYC 2020-3A BR                                              | CUSIP: 13876RAS3<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250286.70    | 0.00%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-MF A                                                  | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615458 | PA      | $615265.87    | 0.01%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                         | DK 2025-LXP D                                                 | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1332000 | PA      | $1332000.00   | 0.03%             | 2037-08-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                    | CMLTI 2007-WFH4 M3A                                           | CUSIP: 17313JAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988927.50    | 0.02%             | 2037-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-B LLC                                                   | CASL 2021-B C                                                 | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480195 | PA      | $1369362.15   | 0.03%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                  | BFLD 2025-660F D                                              | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414000 | PA      | $412965.00    | 0.01%             | 2042-11-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A B                                                | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1911600 | PA      | $1548072.94   | 0.03%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 LTD                                                                            | KKR 34A AR                                                    | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4543514.43   | 0.09%             | 2034-07-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FNMA-30YR                                                     | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -4579000 | PA      | $-3687168.18  | -0.07%            | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                                  | CIFC 2021-4A BR                                               | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498275.00   | 0.05%             | 2037-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                                 | CGMS 2024-6A B                                                | CUSIP: 14319PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2604241.12   | 0.05%             | 2037-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST         | WMABS 2006-HE3 1A                                             | CUSIP: 93934MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5068901 | PA      | $4815919.32   | 0.09%             | 2036-08-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 A2                                             | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1653307 | PA      | $1671902.80   | 0.03%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WaMu Asset-backed Certificates WaMu Series 2007-HE3 Trust                                 | WMHE 2007-HE3 2A3                                             | CUSIP: 93364EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92661 | PA      | $83784.04     | 0.00%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-CB9                            | CBASS 2006-CB9 A4                                             | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166660 | PA      | $76636.65     | 0.00%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 A2                                             | CUSIP: 066941AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    934463 | PA      | $940692.09    | 0.02%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-4                                                           | ABMT 2015-4 B5                                                | CUSIP: 00842ACG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $356556.80    | 0.01%             | 2045-06-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO V LTD                                                                        | WBOX 2025-5A B                                                | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999647.30    | 0.02%             | 2038-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                             | GSAA 2006-18 AF3A                                             | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303048 | PA      | $345047.15    | 0.01%             | 2036-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM1                                       | SAN 2026-NQM1 A1                                              | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-O            | CORP              | US        |   2808796 | PA      | $2790547.39   | 0.05%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GALAPAGOS: TL LOAN/TERM                                                                   | GALAPAGOS: TL LOAN/TERM                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   5520383 | PA      | $6380734.17   | 0.13%             | 2029-10-20      | Floating      | 5.03%                 | No            |                  3 | On Loan: No      |
| EFMT 2025-NQM3                                                                            | EFMT 2025-NQM6 A1A                                            | CUSIP: 281916AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4416987 | PA      | $4392126.77   | 0.09%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                    | CMLTI 2007-AHL2 A3B                                           | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850198 | PA      | $579957.03    | 0.01%             | 2037-05-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2006-4 3A1                                              | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77585 | PA      | $68252.81     | 0.00%             | 2036-05-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXVII LLC                                                           | MDPK 2019-37A AR2                                             | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $570227.43    | 0.01%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                    | BX 2025-BCAT E                                                | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2896895 | PA      | $2904137.30   | 0.06%             | 2042-08-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 38 LTD                                                                       | AGL 2025-38A A1                                               | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3647119.42   | 0.07%             | 2038-01-22      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 29 LTD                                                                        | ELM29 2024-5A AR1                                             | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4251216.78   | 0.08%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-12 Ltd.                                                                      | OCP 2016-12A BAR3                                             | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |   5360000 | PA      | $5362951.22   | 0.11%             | 2037-10-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Halseypoint Clo 4 Ltd / Llc                                                               | HLSY 2021-4A A                                                | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    920000 | PA      | $920305.26    | 0.02%             | 2034-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2007-FLX5                                                | INDX 2007-FLX5 2A2                                            | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2142546 | PA      | $1999212.78   | 0.04%             | 2037-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 12 LTD                                                                  | KLLM 2023-12A CR                                              | CUSIP: 37147VAQ0<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | PA      | $1183753.82   | 0.02%             | 2038-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4                                            | UMPT 2025-ST4 A                                               | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2328646 | PA      | $2333824.80   | 0.05%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                            | JPMCC 2024-IGLG D                                             | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5319000 | PA      | $5310065.14   | 0.10%             | 2039-11-10      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-1 Ltd / Rockford Tower Clo 2021-1 Llc                             | ROCKT 2021-1A A1                                              | CUSIP: 77341KAA9<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500649.25   | 0.07%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                    | CDS CMBX.NA.BBB-.9                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $6514.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAEA MTG LN TR 2025-A                                                                     | GAEA 2025-A A                                                 | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1077259 | PA      | $1060151.98   | 0.02%             | 2030-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                          | CDS CMBX.NA.BBB-.9                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-53084.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                    | FHMR 2024-P015 A1                                             | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1377089 | PA      | $1361922.15   | 0.03%             | 2032-11-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-C A                                                | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1421353 | PA      | $1422148.98   | 0.03%             | 2061-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                   | HILT 2024-ORL D                                               | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4173000 | PA      | $4170391.88   | 0.08%             | 2037-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                                 | CSAIL 2019-C16 XA                                             | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9133537 | PA      | $351756.27    | 0.01%             | 2052-06-17      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECURITIZA                                                       | BHG 2020-A C                                                  | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1451429 | PA      | $1450926.46   | 0.03%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2020-2 LLC                                                             | LPSLT 2020-2GF A                                              | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692533 | PA      | $575889.69    | 0.01%             | 2047-07-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                      | BMP 2024-MF23 D                                               | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8720000 | PA      | $8720000.00   | 0.17%             | 2041-06-17      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                                 | FNH 2025-1 A                                                  | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4811239 | PA      | $4791210.74   | 0.09%             | 2045-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-3                                                         | VERUS 2023-3 B1                                               | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $413445.95    | 0.01%             | 2068-03-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                        | CFMT 2024-HB14 M3                                             | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |    473195 | PA      | $455718.35    | 0.01%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2                                               | DRMT 2026-INV1 A1                                             | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025452 | PA      | $3000956.88   | 0.06%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XII-B LTD                                                     | BSP 2017-12BRA B                                              | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700902.87   | 0.03%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST                                                                      | GCAT 2020-NQM2 B1                                             | CUSIP: 36166RAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2533000 | PA      | $2388934.11   | 0.05%             | 2065-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C A3                                               | CUSIP: 009926AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420900 | PA      | $371510.92    | 0.01%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXVI LTD                                                                 | BLUEM 2019-26A D1R                                            | CUSIP: 09630GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1120000 | PA      | $1103406.42   | 0.02%             | 2034-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 B3                                             | CUSIP: 066941AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2779300 | PA      | $2738813.66   | 0.05%             | 2064-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                      | GCAT 2025-NQM4 A1                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2428462 | PA      | $2436759.02   | 0.05%             | 2070-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                        | BX 2025-ROIC E                                                | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8149731 | PA      | $8119169.25   | 0.16%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 B1                                             | CUSIP: 06744FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680700 | PA      | $686995.45    | 0.01%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 4 LTD                                                                  | OAKC 2019-4A AR2                                              | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    670000 | PA      | $669985.66    | 0.01%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                         | BMARK 2020-B21 A5                                             | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    769000 | PA      | $680774.71    | 0.01%             | 2053-12-17      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 2025-AOA                                                                       | 1345T 2025-AOA A                                              | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12610000 | PA      | $12570593.75  | 0.25%             | 2042-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-D C                                                | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2323040 | PA      | $2869767.58   | 0.06%             | 2060-03-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo XVII Ltd.                                                            | NEUB 2014-17A AR3                                             | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1580000 | PA      | $1580890.17   | 0.03%             | 2038-07-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| 610 Funding 2 CLO Ltd                                                                     | Anchorage Capital CLO 2026-22 Ltd                             | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | US        |   9230000 | PA      | $9224085.42   | 0.18%             | 2039-01-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO                                                  | HLTN 2024-DPLO A                                              | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2096000 | PA      | $2096000.00   | 0.04%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GULF STREAM MERIDIAN 3 LTD                                                                | RRAM 2024-29RA A1R                                            | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250125.00    | 0.00%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-SL1                                                                      | FIGRE 2024-SL1 A1                                             | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6429737 | PA      | $6475682.27   | 0.13%             | 2053-07-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust 2006-Bnc3                                          | SAIL 2004-10 A11                                              | CUSIP: 86358EPB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49354 | PA      | $57915.00     | 0.00%             | 2034-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                                                      | TREST 2023-6A A1R                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2145603.04   | 0.04%             | 2038-04-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 4 Ltd                                                                     | CRNPT 2018-4A C                                               | CUSIP: 22845XAJ9<br>LEI: 549300735PG2ZC70V672 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250876.23    | 0.00%             | 2031-04-21      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES TRUST 2006-M1                                                           | ARSI 2006-M1 A2C                                              | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2049675 | PA      | $545849.05    | 0.01%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Agl Clo 5 Ltd/ Llc                                                                        | AGL 2020-5A D1AR                                              | CUSIP: 00119TBM5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $870649.03    | 0.02%             | 2039-01-20      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW05 MORTGAGE TRUST                                                            | FREMF 2018-W5FX CFX                                           | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4100000 | PA      | $3854430.50   | 0.08%             | 2028-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CML PROJECT SPIDER 6-DEC-2029: CML LOAN/TERM                                              | CML PROJECT SPIDER 6-DEC-2029: CML LOAN/TERM                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3344489 | PA      | $3343221.90   | 0.07%             | 2029-12-06      | Floating      | 5.82%                 | No            |                  3 | On Loan: No      |
| Cross 2025-H8 Mortgage Trust                                                              | CROSS 2025-H8 A1A                                             | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4510357 | PA      | $4488732.69   | 0.09%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-OC10 2A3                                           | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458308 | PA      | $423953.91    | 0.01%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| INDYMAC HOME EQUITY MORTGAGE LOAN ASSET-BACKED TRUST SPMD 2004-C                          | INHEL 2004-A M2                                               | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10048 | PA      | $9763.01      | 0.00%             | 2034-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2023-2                                                             | LFT 2024-1A C                                                 | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2447000 | PA      | $2472776.45   | 0.05%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2017-13 Ltd / Llc                                                                 | OCP 2017-13A X                                                | CUSIP: 67097LAT3<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    553333 | PA      | $553334.82    | 0.01%             | 2037-11-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                                               | ANCHC 2015-7A BR3                                             | CUSIP: 03328TBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $801201.60    | 0.02%             | 2037-04-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2022-II LTD/LLC                                                             | PKBLU 2022-2A A1R                                             | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430250.43    | 0.01%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd                                                              | MDPK 2018-30A A1R                                             | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   4410000 | PA      | $4411586.72   | 0.09%             | 2037-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ix Ltd                                                                    | SNDPT 2015-2A BRRR                                            | CUSIP: 83609GBQ7<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502004.00   | 0.05%             | 2032-07-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2022-2 LTD                                                                 | CGMS 2022-2A A1R                                              | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    730000 | PA      | $730320.18    | 0.01%             | 2038-01-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E M1                                               | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698000 | PA      | $496783.42    | 0.01%             | 2060-12-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                   | DRSLF 2018-64A A                                              | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    218934 | PA      | $218936.30    | 0.00%             | 2031-04-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                           | LMAT 2019-SL2 M                                               | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703303 | PA      | $639633.21    | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 A2                                             | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1929954 | PA      | $1944682.85   | 0.04%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BRIDGE STREET CLO VI LTD                                                                  | BRDGS 2025-2A A1                                              | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5210000 | PA      | $5208490.14   | 0.10%             | 2039-01-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                      | FIGRE 2026-HE1 A                                              | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4259905 | PA      | $4224901.33   | 0.08%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRT 2021-A                                                             | BHG 2021-A B                                                  | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3714000 | PA      | $3642443.10   | 0.07%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                                         | MF1 2026-FL21 A                                               | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3922000 | PA      | $3907416.83   | 0.08%             | 2041-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                            | WFCM 2019-C53 A3                                              | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975516 | PA      | $924331.80    | 0.02%             | 2052-10-18      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                       | BAHA 2024-MAR C                                               | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4525843.52   | 0.09%             | 2041-12-12      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC                  | GCBSL 2024-76A A1                                             | CUSIP: 38180BAA5<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |    790000 | PA      | $790243.40    | 0.02%             | 2037-10-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3                                                    | BARC 2025-NQM3 A1                                             | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2748072 | PA      | $2759348.84   | 0.05%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M2                                                | CUSIP: 92262XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723348 | PA      | $715809.61    | 0.01%             | 2055-10-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2025-129 AB                                               | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1241973 | PA      | $1234788.08   | 0.02%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BEECH                                                                                     | BEECH                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1389343 | PA      | $1605872.28   | 0.03%             | 2027-05-17      | Floating      | 5.62%                 | No            |                  3 | On Loan: No      |
| Trimaran CAVU Ltd                                                                         | Trimaran Cavu 2023-2 Ltd                                      | CUSIP: 89623WAY5<br>LEI: 254900N0C728FOYWNB70 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500073.10    | 0.01%             | 2039-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2006-SP2 A                                               | CUSIP: 07325KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870976 | PA      | $831850.50    | 0.02%             | 2037-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 34 Ltd                                                 | NEUB 2019-34A A1R2                                            | CUSIP: 64132YBE1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300673.79   | 0.03%             | 2039-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MAC TRUST 2025-801B                                                                       | MAC 2025-801B A                                               | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4655000 | PA      | $4643368.55   | 0.09%             | 2040-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-2                                                           | AOMT 2022-2 A1                                                | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205326 | PA      | $196340.15    | 0.00%             | 2067-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST          | WMALT 2007-OA1 2A                                             | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123110 | PA      | $103027.91    | 0.00%             | 2046-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 5 LTD                                                                          | CQS 2025-5A B                                                 | CUSIP: 12676EAE7<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $389651.42    | 0.01%             | 2039-01-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-RM2                                           | MLMI 2006-OPT1 M1                                             | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1764061 | PA      | $1845843.34   | 0.04%             | 2037-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M1                                                | CUSIP: 92262XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647518 | PA      | $641175.16    | 0.01%             | 2055-10-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                          | SLST 2020-3 M1                                                | CUSIP: 35564CHL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    208064 | PA      | $206281.72    | 0.00%             | 2060-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-2                                             | VCC 2023-2 A                                                  | CUSIP: 92260AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395211 | PA      | $395105.64    | 0.01%             | 2053-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 29 LTD                                                                      | BALLY 2025-29A A1A                                            | CUSIP: 05876GAA2<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250125.03    | 0.00%             | 2038-07-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-MF E                                                  | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1931176 | PA      | $1926694.10   | 0.04%             | 2039-02-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                        | LEXT 2026-450 E                                               | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3475000 | PA      | $3441253.58   | 0.07%             | 2043-03-16      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| SAGARD-HALSEYPOINT CLO 8 LTD/LLC                                                          | HLSY 2024-8A A1                                               | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |   3670000 | PA      | $3671550.94   | 0.07%             | 2038-02-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MCM 2021-VFN1: CERT CMO/WHOLE                                                             | MCM 2021-VFN1: CERT CMO/WHOLE                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1895624 | PA      | $1458336.10   | 0.03%             | 2031-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-22T1                             | CWALT 2005-22T1 A1                                            | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981549 | PA      | $868173.80    | 0.02%             | 2035-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MLTI TRUST 2026-SF75                                                                      | MLTI 2026-SF75 E                                              | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1706900 | PA      | $1697334.36   | 0.03%             | 2031-03-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2026-NQM1                                             | GSMBS 2026-NQM1 A1                                            | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-O            | CORP              | US        |    730510 | PA      | $726151.94    | 0.01%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A2X                                           | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27029989 | PA      | $769232.94    | 0.02%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2026-2                                                      | SGR 2026-2 A1                                                 | CUSIP: 78438NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6394110 | PA      | $6388221.36   | 0.13%             | 2066-04-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1                                        | ARCLO 2022-FL1 A                                              | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     52854 | PA      | $52839.14     | 0.00%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO II LLC                                                           | BLUEM 2017-2A A2                                              | CUSIP: 09629EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820000 | PA      | $1818889.98   | 0.04%             | 2030-10-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO XII LTD                                                               | MIDO 2023-12A A1RR                                            | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | KY        |   9690000 | PA      | $9692834.33   | 0.19%             | 2038-07-19      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2006-4A A2                                               | CUSIP: 07325BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799917 | PA      | $766269.97    | 0.02%             | 2036-12-26      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 34 LLC                                                 | NEUB 2019-34A BR2                                             | CUSIP: 64132YBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5495765.55   | 0.11%             | 2039-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                            | CSMC 2021-BHAR B                                              | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649000 | PA      | $642715.86    | 0.01%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2025-3 LTD                                                             | ROCKT 2025-3A A1                                              | CUSIP: 77340WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3270000 | PA      | $3267188.13   | 0.06%             | 2038-03-31      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                           | BANK 2019-BN22 XB                                             | CUSIP: 06540XBJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  85561000 | PA      | $472929.87    | 0.01%             | 2062-11-17      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2017-3 Ltd                                                             | ROCKT 2017-3A A                                               | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       366 | PA      | $365.50       | 0.00%             | 2030-10-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                              | BAY 2025-LIVN A                                               | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13237000 | PA      | $13166703.59  | 0.26%             | 2035-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                                               | MCR 2024-TWA XA                                               | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11446000 | PA      | $68416.18     | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-H1                                                                       | GSAMP 2007-H1 A1B                                             | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8835 | PA      | $4304.55      | 0.00%             | 2047-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                                                   | SPCLO 2025-13A A1                                             | CUSIP: 82809RAA9<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-O            | CORP              | KY        |   6760000 | PA      | $6757083.06   | 0.13%             | 2038-10-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-I2                                                                         | CIM 2023-I2 B1                                                | CUSIP: 12570HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140000 | PA      | $2129473.55   | 0.04%             | 2067-12-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                                  | MSRM 2026-NQM3 A1LC                                           | CUSIP: 617960AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1749989.50   | 0.03%             | 2071-03-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                            | SASC 2005-RF5 2A                                              | CUSIP: 86359DRU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1332413 | PA      | $1267321.26   | 0.02%             | 2035-07-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 27 LTD                                                                        | ELM27 2024-3A B                                               | CUSIP: 29003FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1210291.61   | 0.02%             | 2037-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                              | LENDR 2026-P1 C                                               | CUSIP: 52611WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    526398 | PA      | $502606.27    | 0.01%             | 2037-08-15      | Fixed         | 2.40%                 | No            |                  3 | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Pass-Through Certificates Series 2007-3 | LBSBC 2007-3A M2                                              | CUSIP: 52521UAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3340000 | PA      | $2948303.84   | 0.06%             | 2037-10-26      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                                 | ACORE 2026-FL1 A                                              | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4250000 | PA      | $4238136.98   | 0.08%             | 2043-08-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                 | BRAVO 2023-NQM6 B1                                            | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505834.70   | 0.03%             | 2063-09-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust                                      | DMSI 2006-PR1 CWA1                                            | CUSIP: 25157GCT7<br>LEI: 529900RSBMUF46QF5O69 | Long             | ABS-O            | CORP              | US        |    982035 | PA      | $470728.37    | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC                                                               | TUNES 2024-1A A                                               | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2133000 | PA      | $2141267.51   | 0.04%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                 | RMIT 2024-2 A                                                 | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1418000 | PA      | $1423440.44   | 0.03%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                             | BBCMS 2025-C35 AS                                             | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $1154206.70   | 0.02%             | 2058-07-17      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MORTGAGE TRUST                                                             | ALEN 2021-ACEN A                                              | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644000 | PA      | $608580.00    | 0.01%             | 2034-04-17      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2021-22 LTD                                                                       | OCP 2021-22A BR                                               | CUSIP: 67117TAQ8<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $340190.67    | 0.01%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU MORTGAGE TRUST                                                             | HONO 2021-LULU A                                              | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2761700 | PA      | $2732356.94   | 0.05%             | 2036-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST 2006-A                                      | BAYV 2006-A B2                                                | CUSIP: 07325NDD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5459000 | PA      | $5521738.65   | 0.11%             | 2041-02-28      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MORTGAGE TRUST                                                              | ORL 2024-GLKS A                                               | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3090000 | PA      | $3090000.00   | 0.06%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-C                                                   | SMB 2021-C B                                                  | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338376 | PA      | $330450.06    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET-BACKED CERTIFICATES WMABS SERIES 2006-HE5 TRUST                   | WMABS 2006-HE5 1A                                             | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200740 | PA      | $1696519.45   | 0.03%             | 2036-10-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO III LLC                                                                      | OR 2020-3A AR                                                 | CUSIP: 69120DAA9<br>LEI: 2549004CIDJSHLSPXF37 | Long             | ABS-CBDO         | CORP              | US        |   1110000 | PA      | $1110333.78   | 0.02%             | 2036-04-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV3                                                                            | EFMT 2025-INV3 A1                                             | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-O            | CORP              | US        |   4785722 | PA      | $4795267.75   | 0.09%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Invesco US CLO 2024-4 Ltd.                                                                | INVCO 2024-4A A1                                              | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |    298000 | PA      | $298149.00    | 0.01%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PK CLO LTD 2017-4R                                                                 | SPEAK 2018-5A BR                                              | CUSIP: 82666VAE4<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $388147.23    | 0.01%             | 2037-04-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-IV LTD                                                                  | CIFC 2025-4A A1                                               | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4980000 | PA      | $4980389.44   | 0.10%             | 2038-10-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2018-10 Ltd.                                                                | AWPT 2018-10A BR                                              | CUSIP: 28623CAN1<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |   1680000 | PA      | $1674984.02   | 0.03%             | 2031-10-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2025-SPOT A                                                | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18993245 | PA      | $18996198.92  | 0.37%             | 2040-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2019-2 Ltd / Ballyrock Clo 2019-2 LLC                                       | BALLY 2019-2A A2R3                                            | CUSIP: 05875MBF8<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    540000 | PA      | $539578.80    | 0.01%             | 2038-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                            | LendingClub Rated Notes Issuer Trust Series 2025-P1           | CUSIP: 525943AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456000 | PA      | $458228.29    | 0.01%             | 2031-06-15      | Fixed         | 13.31%                | No            |                  2 | On Loan: No      |
| Apidos Clo XXXII                                                                          | APID 2019-32A B1R                                             | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $899614.17    | 0.02%             | 2033-01-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BlueMountain Clo 2014-4 Limited                                                           | BLUEM 2022-35A A1R                                            | CUSIP: 09631RAL2<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $840758.02    | 0.02%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2020-1 Ltd.                                                                 | BALLY 2023-25A A2R                                            | CUSIP: 05876QAQ5<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000113.80   | 0.02%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP CLO 2025-78M                                                                    | GOCAP 2025-78A A1                                             | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $571465.88    | 0.01%             | 2039-04-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                                            | BBCMS 2018-CHRS E                                             | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $562863.02    | 0.01%             | 2038-08-06      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-A                                                    | REPS 2024-A C                                                 | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1794000 | PA      | $1808364.38   | 0.04%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Springcastle I Spv Llc                                                                    | SCFT 2020-AA A                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562934 | PA      | $530372.02    | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2017-24 IO                                                | CUSIP: 38379U6K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9289673 | PA      | $270614.67    | 0.01%             | 2056-12-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                       | GSAT 2025-BMF A                                               | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1691000 | PA      | $1689347.72   | 0.03%             | 2040-07-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                     | WAL 2021-CL2 M1                                               | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-O            | CORP              | US        |   3444520 | PA      | $3599763.17   | 0.07%             | 2059-07-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL MORTGAGE TRUST                                                              | DBGS 2024-SBL A                                               | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3719000 | PA      | $3714351.25   | 0.07%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Dryden 68 Clo Ltd                                                                         | DRSLF 2019-68A ARR                                            | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499276.15    | 0.01%             | 2035-07-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO IX LTD                                                                    | GRTLK 2025-9A A1                                              | CUSIP: 390922AC6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4008506.00   | 0.08%             | 2039-01-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                               | MCR 2024-HTL A                                                | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190949 | PA      | $190710.36    | 0.00%             | 2037-02-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 21 LTD                                                                       | FLAT 2021-1A BR                                               | CUSIP: 33883PAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201357.08   | 0.02%             | 2037-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 XS                                             | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32060687 | PA      | $982938.98    | 0.02%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park Clo                                                                         | BKPRK 2019-1A ARR                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3210000 | PA      | $3205416.76   | 0.06%             | 2034-07-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-2                                                             | LFT 2024-2A B                                                 | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $934555.13    | 0.02%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 8 LTD                                                                   | KLLM 8A A1R2                                                  | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   4990000 | PA      | $4991652.19   | 0.10%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B A                                                | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5424994 | PA      | $5399186.04   | 0.11%             | 2062-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-45 LTD                                                                       | OCP 2025-45A A                                                | CUSIP: 67126BAA1<br>LEI: 2138003GLGSMD38EKJ48 | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1239193.13   | 0.02%             | 2038-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                             | ARESDL 2025-2A A1                                             | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   2020000 | PA      | $2023806.69   | 0.04%             | 2037-10-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9 LTD                                                                       | AREIT 2024-CRE9 A                                             | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2587161 | PA      | $2585879.10   | 0.05%             | 2041-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 15 LTD                                                              | ANCHC 2020-15A A1R2                                           | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   6510000 | PA      | $6512391.12   | 0.13%             | 2038-07-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVI Ltd/Llc                                                   | BSP 2018-16A A1R2                                             | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $830303.28    | 0.02%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMM CAP TR 2019-3                                                               | VCC 2019-3 M6                                                 | CUSIP: 92257HAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399448 | PA      | $333922.00    | 0.01%             | 2049-10-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                            | OOMLT 2007-FXD1 3A4                                           | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132773 | PA      | $130390.28    | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                                                     | UBSCM 2017-C4 AS                                              | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $742424.77    | 0.01%             | 2050-10-17      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2022-II LTD/LLC                                                             | PKBLU 2022-2A BR                                              | CUSIP: 70018CAS5<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500275.45    | 0.01%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 TRUST                                                                      | PRPM 2024-NQM1 B1                                             | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2067000 | PA      | $2078890.62   | 0.04%             | 2068-12-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 6 LTD                                                                  | OAKC 2020-6A AR2                                              | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $670260.09    | 0.01%             | 2037-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2006-S5                        | NAA 2006-S5 A1                                                | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79463 | PA      | $164184.55    | 0.00%             | 2036-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-10 LTD                                                                       | OCP 2015-10A AR3                                              | CUSIP: 67092DBD0<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3999292.80   | 0.08%             | 2038-01-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CONE TRUST 2024-DFW1                                                                      | CONE 2024-DFW1 E                                              | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2330000 | PA      | $2308663.96   | 0.05%             | 2041-08-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-1                                                         | VERUS 2021-1 M1                                               | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2506530.30   | 0.05%             | 2066-01-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK MORTGAGE TRUST                                                             | NRTH 2025-PARK A                                              | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2809000 | PA      | $2806367.97   | 0.06%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR5 TRUST                                                      | PROG 2021-SFR5 F                                              | CUSIP: 74333FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1808000 | PA      | $1794724.22   | 0.04%             | 2038-07-19      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2025-126 AD                                               | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1697849 | PA      | $1693685.97   | 0.03%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD                                                                         | ARES 2017-44A CRR                                             | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2610000 | PA      | $2569554.92   | 0.05%             | 2034-04-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 B1                                             | CUSIP: 066941AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1109000 | PA      | $1119414.95   | 0.02%             | 2064-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                             | LFT 2025-1A A                                                 | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5984000 | PA      | $6004603.51   | 0.12%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-3 LTD                                                                     | CANYC 2020-3A A1R                                             | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |   3495000 | PA      | $3497935.45   | 0.07%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                 | FMBT 2024-FBLU A                                              | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12510713 | PA      | $12506803.40  | 0.25%             | 2039-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cwalt Incorporation                                                                       | CWALT 2006-6CB 2A10                                           | CUSIP: 12668BSQ7<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    172140 | PA      | $60008.58     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastr Specialized Loan Trust 2006-03                                                      | MASD 2006-3 A                                                 | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8308 | PA      | $8058.79      | 0.00%             | 2046-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE2 TRUST                   | WMABS 2007-HE2 2A2                                            | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690514 | PA      | $214822.20    | 0.00%             | 2037-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                              | CHASE 2007-S6 1A1                                             | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9038611 | PA      | $3495968.52   | 0.07%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-5                                                           | AOMT 2025-5 A1                                                | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-O            | CORP              | US        |  10110880 | PA      | $10153477.45  | 0.20%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING                                                    | BX 2024-KING A                                                | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6306970 | PA      | $6306969.94   | 0.12%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1 TRUST                                                                     | PRKCM 2023-AFC1 B1                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4666000 | PA      | $4646837.67   | 0.09%             | 2058-02-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-AIR2 A                                                | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3031009 | PA      | $3033850.82   | 0.06%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                                        | CMSI 2007-4 1A14                                              | CUSIP: 17312XAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337014 | PA      | $294146.90    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGATTA XIX FUNDING LTD                                                                   | REG19 2022-1A A1R                                             | CUSIP: 75888EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249925.83    | 0.00%             | 2038-10-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-NSLB                            | JPMCC 2025-BHR5 A                                             | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1986067 | PA      | $1985445.96   | 0.04%             | 2040-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN IS                                                       | EDVES 2022-A A                                                | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672117 | PA      | $669746.02    | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA4 TRUST          | WAMU 2007-OA4 2A                                              | CUSIP: 93364CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1884301 | PA      | $1623262.41   | 0.03%             | 2047-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 Ltd./ KKR CLO 27 LLC                                                           | KKR 27A A1R2                                                  | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2845770.32   | 0.06%             | 2035-01-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LN TR 2024-1                                                                | SOFI PERSONAL LN TR 2024-1 ABS 2031-02-12 USD                 | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135500 | PA      | $2605801.18   | 0.05%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRSO TRUST 2023-BRND                                                                      | CRSO TRUST 2023-BRND 7.1207% MTG BDS 10/07/28 USD1000 A 144A  | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1929098 | PA      | $1985794.58   | 0.04%             | 2040-07-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd.                                                            | ROCKT 2019-2A AR2                                             | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    405483 | PA      | $405459.33    | 0.01%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1                                              | MABS 2006-AM2 A4                                              | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204178 | PA      | $193395.85    | 0.00%             | 2036-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD                                                               | BLUEM 2018-2A B                                               | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1320327.23   | 0.03%             | 2031-08-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4                                                  | CSMC 2006-4 1A3                                               | CUSIP: 12637HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357468 | PA      | $178144.50    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                            | LendingClub Rated Notes Issuer Trust Series 2025-P1           | CUSIP: 525943AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5862076 | PA      | $5885584.27   | 0.12%             | 2031-06-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 L                                                       | PSTAT 2024-3A A2R                                             | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4680000 | PA      | $4661741.92   | 0.09%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                             | BBCMS 2025-C35 D                                              | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236000 | PA      | $963117.65    | 0.02%             | 2058-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                        | MSM 2006-12XS A6A                                             | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551364 | PA      | $141908.33    | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2025-31 LTD                                                                   | OAKCL 2025-31A A                                              | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300325.52   | 0.03%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2020-2 B2                                                | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1054616.53   | 0.02%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                              | CROSS 2025-H1 M1                                              | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1405000 | PA      | $1412658.23   | 0.03%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO I LTD                                                                         | ELMW1 2019-1A A1R3                                            | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2810000 | PA      | $2801272.98   | 0.05%             | 2037-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-B LLC                                                   | CASL 2021-B D                                                 | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270888 | PA      | $248249.08    | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 3 LTD                                                                     | SPEAK 2016-3A AR3                                             | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $890395.61    | 0.02%             | 2037-01-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 9 LTD                                                                     | SPEAK 2021-9A A1R                                             | CUSIP: 82670QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050521.54   | 0.02%             | 2038-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| LCM 29 LTD                                                                                | LCM 29A AR                                                    | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    686915 | PA      | $687104.24    | 0.01%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIfc FundIng 2018-I Ltd. / CIfc FundIng 2018-I LLC                                        | CIFC 2018-1A A1R                                              | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1390000 | PA      | $1390410.75   | 0.03%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                                 | BAR 2026-FL1 A                                                | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2995888.20   | 0.06%             | 2043-08-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                       | CSFB 2004-CF2 1B                                              | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209105 | PA      | $175504.10    | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                         | FS 2026-ORL E                                                 | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1772000 | PA      | $1769103.31   | 0.03%             | 2041-02-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-RR1                                                                             | NYMT 2024-RR1 A                                               | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5028332 | PA      | $4996557.71   | 0.10%             | 2064-05-28      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Comm 2004-Lnb3 Commercial Mortgage Pass-Through Certificates                              | ILPT 2025-LPF2 A                                              | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8890000 | PA      | $9006987.07   | 0.18%             | 2042-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-16                                                   | CWHL 2007-16 A1                                               | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4249909 | PA      | $1694647.65   | 0.03%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2019-MH1                                                           | CMHAT 2019-MH1 A                                              | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3866722 | PA      | $3714695.52   | 0.07%             | 2044-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD                                                              | PLMRS 2024-2A B                                               | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2298412.54   | 0.05%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                      | MAIN 2026-OLAS F                                              | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2749959.58   | 0.05%             | 2041-01-15      | Fixed         | 8.93%                 | No            |                  2 | On Loan: No      |
| Yale Mortgage Loan Trust 2007-1                                                           | YMLT 2007-1 A                                                 | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393103 | PA      | $119476.03    | 0.00%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSAA 2006-14 A3A                                              | CUSIP: 36298YAC4<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   4366935 | PA      | $1249676.07   | 0.02%             | 2036-09-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2023-3 LTD                                                                 | INVCO 2023-3A AR                                              | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |    970000 | PA      | $970401.77    | 0.02%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2014-III LTD                                                                 | CIFC 2014-3A A1R                                              | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1037920.00   | 0.02%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2024-RVR                                                | GSMS 2024-RVR E                                               | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1263000 | PA      | $1253742.08   | 0.02%             | 2041-08-12      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                           | WFCM 2024-BPRC C                                              | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1948830.68   | 0.04%             | 2043-07-17      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC                                    | ARCREN 2025-FL1 A                                             | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4854000 | PA      | $4838080.82   | 0.09%             | 2043-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Del LP                                                                  | LYRA 2024-2A A2                                               | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   5553640 | PA      | $5583753.35   | 0.11%             | 2064-12-20      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 B2                                             | CUSIP: 06744FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572600 | PA      | $576995.16    | 0.01%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                                 | CWHL 2005-J2 3A9                                              | CUSIP: 12669GV81<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |   2108803 | PA      | $1295961.93   | 0.03%             | 2035-08-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXX LTD                                                                      | TRNTS 2024-30A A1                                             | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $460250.65    | 0.01%             | 2037-10-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                     | GSMS 2018-GS10 A5                                             | CUSIP: 36250SAE9<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4060867.96   | 0.08%             | 2051-07-12      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                         | ROCKT 2018-2A B                                               | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $619361.96    | 0.01%             | 2031-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2021-2 LTD                                                                  | CAVU 2021-2A D1R                                              | CUSIP: 89624UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $289495.50    | 0.01%             | 2034-10-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                          | CWALT 2007-OA2 1A1                                            | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108169 | PA      | $98691.87     | 0.00%             | 2047-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                     | WAL 2021-CL2 M2                                               | CUSIP: 95763PND9<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-O            | CORP              | US        |   4925363 | PA      | $5224471.94   | 0.10%             | 2059-07-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2021-2                                                            | MSAIC 2021-2A B                                               | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2634282 | PA      | $1967065.83   | 0.04%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| GGP TRUST 2026-TY                                                                         | GGP 2026-TY A                                                 | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1555876.51   | 0.03%             | 2043-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2021-3 M7                                                 | CUSIP: 92258RAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2159690 | PA      | $1527077.57   | 0.03%             | 2051-10-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2026-HYB1                                                          | SEMT 2026-HYB1 A1A                                            | CUSIP: 81750GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4422174.61   | 0.09%             | 2056-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                                      | ORCHPK 2024-1A A                                              | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |  14850000 | PA      | $14855405.40  | 0.29%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                              | OAK 2002-C M1                                                 | CUSIP: 67087TDY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1306403 | PA      | $1311773.68   | 0.03%             | 2032-11-15      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                    | BX 2025-BCAT A                                                | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3519780 | PA      | $3519778.79   | 0.07%             | 2042-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                           | CNSL 2025-4A B                                                | CUSIP: 315961AC6<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |  17236000 | PA      | $17302127.64  | 0.34%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                                   | NYC 2025-300P E                                               | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1596647.95   | 0.03%             | 2042-07-15      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                          | NSLT 2025-BA B                                                | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7080000 | PA      | $7010046.06   | 0.14%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                               | DRMT 2025-INV1 B1                                             | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1238000 | PA      | $1221513.31   | 0.02%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                    | ARCREN 2026-FL1 A                                             | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4247573.68   | 0.08%             | 2043-09-22      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C A1                                               | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9765586 | PA      | $9364709.42   | 0.18%             | 2063-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DWIGHT 2025-FL1 ISSUER LLC                                                                | DWIGHT 2025-FL1 A                                             | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4725000 | PA      | $4720751.75   | 0.09%             | 2042-06-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TRUST                                                         | BMARK 2019-B12 XA                                             | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32862885 | PA      | $762100.17    | 0.01%             | 2052-08-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A                                          | NAVSL 2024-A A                                                | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6586961 | PA      | $6678856.18   | 0.13%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| 522 Funding Clo 2018-3(A) Ltd.                                                            | MORGN 2018-3A CR                                              | CUSIP: 33835NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502204.00    | 0.01%             | 2031-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                            | EFMT 2026-NQM1 A1LC                                           | CUSIP: 26846GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581609 | PA      | $577890.60    | 0.01%             | 2071-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| C-Bass Mortgage Loan Asset-Backed Certificates Series 2006-Mh1                            | CBASS 2006-MH1 B2                                             | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1793261 | PA      | $1507727.10   | 0.03%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-11CB                                                          | CWALT 2005-11CB 2A6                                           | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539425 | PA      | $425690.21    | 0.01%             | 2025-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CML PROJECT CRABTREE                                                                      | CML PROJECT CRABTREE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4400000 | PA      | $4372745.52   | 0.09%             | 2029-08-06      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| 280 Park Avenue Trust                                                                     | PRK 2017-280P A                                               | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5792000 | PA      | $5763040.00   | 0.11%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 SA                                             | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       208 | PA      | $207.42       | 0.00%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bryant Pk FDG 2023-19 Ltd.                                                                | BRYPK 2023-19A A1R                                            | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $718743.10    | 0.01%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                    | AHPT 2024-ATRM E                                              | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2001000 | PA      | $2055227.10   | 0.04%             | 2029-11-10      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                           | PRKAV 2017-245P A                                             | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4918268.00   | 0.10%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                                   | SMB 2017-B A2B                                                | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     18189 | PA      | $18188.78     | 0.00%             | 2035-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C M1                                               | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368400 | PA      | $322602.02    | 0.01%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-X LTD                                                                  | PKBLU 2025-10A D1                                             | CUSIP: 70019YAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1247546.16   | 0.02%             | 2039-01-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                        | ELMW2 2019-2A A1RR                                            | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4920000 | PA      | $4921440.58   | 0.10%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 SA                                             | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9148 | PA      | $8281.87      | 0.00%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3                                      | AMMST 2021-MF3 A5                                             | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504000 | PA      | $1346942.39   | 0.03%             | 2054-10-16      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2014-10R                                                                      | CSMC 2014-10R 5A2                                             | CUSIP: 12649BAY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860009 | PA      | $265187.53    | 0.01%             | 2036-05-30      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                             | NRZT 2025-NQM4 A1                                             | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |   2229361 | PA      | $2230954.61   | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                         | ROCKT 2018-2A A                                               | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     41523 | PA      | $41533.69     | 0.00%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                                    | BERRY 2024-1A D1                                              | CUSIP: 09609QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    470000 | PA      | $461030.14    | 0.01%             | 2037-10-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 48(B) LTD                                                      | GCBSL 2020-48A A1R                                            | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1900766.08   | 0.04%             | 2038-04-19      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-15                                                   | CWHL 2007-15 2A2                                              | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    621461 | PA      | $205483.85    | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK IV LTD                                                                     | SAND 2025-1A D1                                               | CUSIP: 80012AAJ4<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1415286.73   | 0.03%             | 2039-01-20      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2                                             | GSMBS 2025-DSC2 A1                                            | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-O            | CORP              | US        |   1818513 | PA      | $1813209.87   | 0.04%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                    | CMLTI 2007-AHL2 A3C                                           | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395836 | PA      | $270138.18    | 0.01%             | 2037-05-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF16                                              | FFML 2006-FF16 2A3                                            | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    418148 | PA      | $162162.65    | 0.00%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 44 LTD                                                        | BSP 2025-44A A1                                               | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |   3710000 | PA      | $3707351.06   | 0.07%             | 2039-01-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A A2                                               | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477900 | PA      | $446275.83    | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO VII LTD /LLC                                                                 | TREST 2024-7A A1                                              | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500342.15   | 0.03%             | 2037-10-26      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                       | AOA 2025-1301 F                                               | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13045000 | PA      | $13594013.17  | 0.27%             | 2042-08-13      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XL-R LTD                                                             | MDPK 2025-40RA A                                              | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000081.80   | 0.02%             | 2038-10-16      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 48 Ltd. / Benefit Street Partners CLO 48 LLC                  | BSP 2026-48A A                                                | CUSIP: 08187TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2350000.00   | 0.05%             | 2038-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2006-1                                                     | BAYC 2006-1A A1                                               | CUSIP: 07324SDE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3906589 | PA      | $3705374.15   | 0.07%             | 2036-04-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                   | SLG 2026-OMA F                                                | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3015978.00   | 0.06%             | 2041-04-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 31 LTD/LLC                                                                   | AGL 2024-31A C                                                | CUSIP: 00852MAE0<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500566.85    | 0.01%             | 2037-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                    | AHPT 2025-ATRM F                                              | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4960000 | PA      | $4911390.02   | 0.10%             | 2042-08-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                              | GSMBS 2019-PJ2 A4                                             | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177646 | PA      | $166539.33    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVIII LLC                                                                    | OR 2024-18A A                                                 | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |   2990000 | PA      | $2990444.61   | 0.06%             | 2036-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD                                                     | PSTAT 2025-3A A1                                              | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4930000 | PA      | $4927985.11   | 0.10%             | 2034-01-17      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| BONDS 2024-FL13 LLC                                                                       | BDS 2024-FL13 A                                               | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1946000 | PA      | $1944545.95   | 0.04%             | 2039-09-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 A1                                             | CUSIP: 06744FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8754128 | PA      | $8822106.85   | 0.17%             | 2063-10-25      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2014-IV-R LTD                                                                | CIFC 2014-4RA A1A2                                            | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997982.00    | 0.02%             | 2035-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                       | DC 2024-HLTN A                                                | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1114429.68   | 0.02%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                 | BRAVO 2024-NQM1 B1                                            | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566000 | PA      | $577401.11    | 0.01%             | 2063-12-01      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                 | RMIT 2024-2 D                                                 | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1673855.97   | 0.03%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                                               | MCR 2024-TWA E                                                | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1904000 | PA      | $1909744.37   | 0.04%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP                                                      | CNF 2000-4 A6                                                 | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157317 | PA      | $254621.02    | 0.00%             | 2032-05-01      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Csmc Series 2014-9r                                                                       | CSMC 2014-9R 9A1                                              | CUSIP: 12648UBW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53161 | PA      | $44353.31     | 0.00%             | 2036-08-27      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD                                                                     | VENTR 2017-27A BR                                             | CUSIP: 92331LBE9<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |   1878444 | PA      | $1870704.93   | 0.04%             | 2030-07-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST 2020-1                                              | HCCLT 2020-1 M4                                               | CUSIP: 41754FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    669000 | PA      | $657276.31    | 0.01%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2024-1 A                                                  | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2455380 | PA      | $2482101.29   | 0.05%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                            | EFMT 2024-NQM1 A1A                                            | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-O            | CORP              | US        |   6639224 | PA      | $6680960.94   | 0.13%             | 2069-11-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                                              | Post CLO 2023-1 Ltd                                           | CUSIP: 73743CAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1420000 | PA      | $1406018.68   | 0.03%             | 2038-10-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 18 LTD                                                                          | AIMCO 2022-18A A1LR                                           | CUSIP: 00889EBA2<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-O            | CORP              | JE        |   1730000 | PA      | $1730872.44   | 0.03%             | 2037-07-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIV2                                                    | BX 2020-VIV2 C                                                | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2204000 | PA      | $2053727.97   | 0.04%             | 2044-03-11      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                      | MAIN 2026-OLAS A                                              | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11200000 | PA      | $11199940.64  | 0.22%             | 2041-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOME EFFICIENCY TRUST 2024-A-1                                                            | HOME EFFICIENCY TRUST 2024-A-1 ABS 2054-12-31 USD             | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7942933 | PA      | $8162157.66   | 0.16%             | 2054-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 80 CLO Ltd/Dryden 80 CLO LLC                                                       | DRSLF 2019-80A CRR                                            | CUSIP: 26245JBE7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1348353.54   | 0.03%             | 2033-01-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING II LTD                                                                       | OZLMF 2012-2A AR4                                             | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2530000 | PA      | $2527774.61   | 0.05%             | 2037-07-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-6 Ltd.                                                                       | OCP 2025-44A A                                                | CUSIP: 67570UAA0<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500132.70    | 0.01%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ares Commercial Mortgage Trust 2026-GCP                                                   | ARES1 2026-AZURE E                                            | CUSIP: 03990QAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.02%             | 2038-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                | GWT 2024-WLF2 A                                               | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4793000 | PA      | $4793000.00   | 0.09%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1 LLC                                                                       | INCREF 2025-FL1 A                                             | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3457000 | PA      | $3454629.54   | 0.07%             | 2042-10-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM6                                             | NRZT 2025-NQM6 A1                                             | CUSIP: 64832KAC9<br>LEI: 213800WA8IIKCWU9R842 | Long             | ABS-O            | CORP              | US        |   6908056 | PA      | $6890998.33   | 0.14%             | 2065-10-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                   | BFLD 2025-5MW F                                               | CUSIP: 088921AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12660000 | PA      | $12973259.04  | 0.25%             | 2042-10-10      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A M3                                               | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79700 | PA      | $66109.10     | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                             | COMM 2025-167G F                                              | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1169552.58   | 0.02%             | 2040-08-10      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2024-1 LTD                                                             | ROCKT 2024-1A A1                                              | CUSIP: 77342BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001624.50   | 0.10%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corp.                                                             | BAFC 2014-R2 1C                                               | CUSIP: 05968KAC8<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-O            | CORP              | US        |   6830279 | PA      | $2356099.96   | 0.05%             | 2036-11-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST 2024-1                                                           | SPLT 2024-1A A                                                | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1266143 | PA      | $1267337.89   | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                               | OCP CLO 2025-46 Ltd                                           | CUSIP: 671023AG4<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | US        |    890000 | PA      | $862709.66    | 0.02%             | 2038-10-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                                             | BBCMS 2025-C39 A5                                             | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52000 | PA      | $52738.57     | 0.00%             | 2058-12-17      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-1                                             | VCC 2019-1 M2                                                 | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126424 | PA      | $116765.71    | 0.00%             | 2049-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 11 LTD                                                                    | CRNPT 2021-11A A1R                                            | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1710000 | PA      | $1709489.39   | 0.03%             | 2038-03-01      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                                               | Dreyfus Treasury Securities Cash Management INSTL SHS         | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        | 354181474 | NS      | $354181473.64 | 6.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME LOAN TRUST 2004-1                                                          | SVHE 2004-WMC1 M2                                             | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81698 | PA      | $71197.28     | 0.00%             | 2035-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                              | LENDR 2025-P2 R                                               | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106000 | PA      | $263748.35    | 0.01%             | 2045-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PKHL COMMERCIAL MORTGAGE TRUST 2021-MF                                                    | PKHL 2021-MF F                                                | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $246352.59    | 0.00%             | 2038-07-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| MENLO CLO IV LIMITED                                                                      | MENLO 2026-1A A1                                              | CUSIP: 58682QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1620000 | PA      | $1617066.50   | 0.03%             | 2039-03-21      | None          | 4.89%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                     | MFIT 2025-AA A                                                | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9101000 | PA      | $9168726.00   | 0.18%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                           | BANK 2019-BN22 XA                                             | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37801537 | PA      | $694372.65    | 0.01%             | 2062-11-17      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                    | BX 2025-BCAT B                                                | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    923787 | PA      | $921478.41    | 0.02%             | 2042-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                     | SWTCH 2026-1A A21                                             | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3604000 | PA      | $3610543.52   | 0.07%             | 2056-03-27      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                    | CMLTI 2007-WFH2 M3                                            | CUSIP: 17312BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4886826.00   | 0.10%             | 2037-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BCP VOYAGER MASTER FUND 2009                                                              | VOOML 2009-1 SAA7                                             | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9043310 | PA      | $1912430.42   | 0.04%             | 2038-02-26      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                     | MFIT 2025-AA C                                                | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3732000 | PA      | $3765120.38   | 0.07%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-W11              | ARSI 2005-W1 A2                                               | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33069 | PA      | $28056.12     | 0.00%             | 2035-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                        | HIH 2024-61P A                                                | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2222246 | PA      | $2222246.00   | 0.04%             | 2041-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-                                                       | CHI 2025-110W D                                               | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2491000 | PA      | $2436155.40   | 0.05%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO 2013-1 Ltd.                                                             | KKR 2013-1A A1R3                                              | CUSIP: 48249VBG5<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |   1460000 | PA      | $1458540.00   | 0.03%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-OC7 2A3                                            | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2422642 | PA      | $2252116.72   | 0.04%             | 2046-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                           | PFP 2026-13 A                                                 | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1637000 | PA      | $1636991.32   | 0.03%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-RTL1                                          | VCC 2025-RTL1 A1                                              | CUSIP: 92262GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16000000 | PA      | $16115484.80  | 0.32%             | 2030-03-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| P11 COMMERCIAL MORTGAGE TRUST 2025-P11                                                    | P11 2025-P11 C                                                | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1522000 | PA      | $1578821.43   | 0.03%             | 2042-08-12      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-IV LTD                                                                  | CIFC 2025-4A C                                                | CUSIP: 12575MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    540000 | PA      | $540050.49    | 0.01%             | 2038-10-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                   | SMB 2024-A A1B                                                | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4315211 | PA      | $4351388.41   | 0.09%             | 2056-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-C                                               | NAVSL 2020-CA A2B                                             | CUSIP: 63941KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430892 | PA      | $1444527.43   | 0.03%             | 2068-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                            | LendingClub Rated Notes Issuer Trust Series 2025-P1           | CUSIP: 525943AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1194000 | PA      | $1198543.41   | 0.02%             | 2031-06-15      | Fixed         | 9.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 B3                                             | CUSIP: 06744FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1566800 | PA      | $1535236.19   | 0.03%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                                            | BARDT 2019-2A ARR                                             | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |    928196 | PA      | $926567.45    | 0.02%             | 2032-10-22      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Rali Series 2006-Qa10 Trust                                                               | RALI 2006-QA10 A2                                             | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1161602 | PA      | $1060732.01   | 0.02%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 20 LTD                                                                       | KLLM 2024-20A B                                               | CUSIP: 370912AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1930000 | PA      | $1929353.45   | 0.04%             | 2038-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2025-3 LTD                                                             | ROCKT 2025-3A D1                                              | CUSIP: 77340WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $942956.70    | 0.02%             | 2038-03-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                           | LMAT 2019-SL2 A                                               | CUSIP: 52473FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1745368 | PA      | $1706202.99   | 0.03%             | 2059-02-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 XS                                             | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31842000 | PA      | $1073543.49   | 0.02%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                             | LFT 2025-3A B                                                 | CUSIP: 525951AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1336000 | PA      | $1320636.13   | 0.03%             | 2035-05-21      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                              | CWHL 2005-R1 1AF1                                             | CUSIP: 12669GWN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780985 | PA      | $754196.64    | 0.01%             | 2035-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVI-S Ltd.                                                           | NEUB 2017-16SA A1R2                                           | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1067812.60   | 0.02%             | 2039-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd.                                                            | ROCKT 2019-2A BR2                                             | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749473.08   | 0.03%             | 2032-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT                                                                            | CSMC 2020-FACT E                                              | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1134000 | PA      | $1029105.00   | 0.02%             | 2037-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2007-1                                                | AHMA 2007-1 A1                                                | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30289 | PA      | $10146.12     | 0.00%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                            | VEGAS 2024-GCS D                                              | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8090000 | PA      | $8048951.34   | 0.16%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VCC 2025-MC1 TRUST                                                                        | VCC 2025-MC1 A1                                               | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2111066 | PA      | $2102571.83   | 0.04%             | 2055-05-25      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING IX LTD                                                                  | ARES 2025-ALF9A A1                                            | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2594716.28   | 0.05%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 SA                                             | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4078 | PA      | $3899.14      | 0.00%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1                                             | VCC 2024-1 M3                                                 | CUSIP: 92261CAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276303 | PA      | $283293.66    | 0.01%             | 2054-01-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVI, Ltd/LLC                                                 | BSP 2022-26A AR                                               | CUSIP: 08186AAJ5<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | KY        |   1920000 | PA      | $1920987.07   | 0.04%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                          | GDLP 2025-1A A                                                | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7643567 | PA      | $7667481.13   | 0.15%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1                                                 | BRAVO 2021-NQM1 M1                                            | CUSIP: 10569TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $294803.46    | 0.01%             | 2049-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE CORP                                                                      | GT 1996-10 B1                                                 | CUSIP: 393505RK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12016 | PA      | $12138.54     | 0.00%             | 2028-11-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 B1                                             | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320800 | PA      | $1321396.87   | 0.03%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 4 Ltd.                                                                  | KLLM 4A ARR                                                   | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |   2910000 | PA      | $2911752.40   | 0.06%             | 2037-07-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                        | ELM 2024-ELM XP10                                             | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33570000 | PA      | $13206.44     | 0.00%             | 2039-06-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| RAD CLO 21 LTD                                                                            | RAD 2023-21A BR                                               | CUSIP: 750099AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997982.80   | 0.04%             | 2037-01-26      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DRYDEN 65 CLO LTD                                                                         | DRSLF 2018-65A B                                              | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499714.10    | 0.01%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2020-1 LTD                                                                    | OAKCL 2020-1A BRR                                             | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $818715.06    | 0.02%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Antares Clo 2018-1 Ltd/ Llc                                                               | ANTR 2018-1A A1R                                              | CUSIP: 03665MAJ0<br>LEI: 254900BLLG7F7B4DGG41 | Long             | ABS-CBDO         | CORP              | KY        |   1955000 | PA      | $1958316.66   | 0.04%             | 2038-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corporation                                                               | ABK 5.1 PERP 144A                                             | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |     57743 | PA      | $75931.52     | 0.00%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dryden 60 clo ltd/llc                                                                     | DRSLF 2018-60A A                                              | CUSIP: 26251NAB6<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |     46381 | PA      | $46381.32     | 0.00%             | 2031-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| PKHL COMMERCIAL MORTGAGE TRUST 2021-MF                                                    | PKHL 2021-MF G                                                | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1967000 | PA      | $369068.01    | 0.01%             | 2038-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2021-STOR                                                   | MHP 2021-STOR G                                               | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3426000 | PA      | $3423858.75   | 0.07%             | 2038-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                                 | AFFRM 2025-X1 C                                               | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5757512.38   | 0.11%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD                                                                  | CAVU 2024-1A A                                                | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $830508.04    | 0.02%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2015-3                                                           | ABMT 2015-3 B5                                                | CUSIP: 00841YCG1<br>LEI: 549300GXWD0QSMEEID35 | Long             | ABS-O            | CORP              | US        |    832000 | PA      | $532721.03    | 0.01%             | 2045-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR5                                   | SAMI 2006-AR5 2A1                                             | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24447 | PA      | $17313.47     | 0.00%             | 2046-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| RR 8 LTD                                                                                  | RRAM 2020-8A A1A2                                             | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999495.70    | 0.02%             | 2039-01-18      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                            | LBMLT 2006-5 2A3                                              | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2892818 | PA      | $1348919.64   | 0.03%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-SRCH                                                                     | BBCMS 2015-SRCH A1                                            | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114946 | PA      | $113042.61    | 0.00%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| SDAL TRUST 2025-DAL                                                                       | SDAL 2025-DAL A                                               | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1651000 | PA      | $1654663.07   | 0.03%             | 2042-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| P11 COMMERCIAL MORTGAGE TRUST 2025-P11                                                    | P11 2025-P11 A                                                | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2087000 | PA      | $2120547.06   | 0.04%             | 2042-08-12      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2025-130 AL                                               | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1242611 | PA      | $1234974.39   | 0.02%             | 2056-08-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                        | ONYP 2020-1NYP AJ                                             | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872000 | PA      | $821860.00    | 0.02%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                                               | ANCHC 2015-7A CR3                                             | CUSIP: 03328TBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1625000 | PA      | $1626470.30   | 0.03%             | 2037-04-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRT 2021-A                                                             | BHG 2021-A A                                                  | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12961 | PA      | $12901.16     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| AGL CLO 21 LTD                                                                            | AGL 2022-21A A1R                                              | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1620000 | PA      | $1620587.25   | 0.03%             | 2037-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-19 Ltd.                                                                      | OCP 2020-19A A1R2                                             | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5987952.60   | 0.12%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B C                                                | CUSIP: 009691AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914235 | PA      | $1474714.38   | 0.03%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                                 | NSLT 2023-PL1A A1A                                            | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1196564 | PA      | $1212067.15   | 0.02%             | 2053-11-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-VII LTD                                                                | PKBLU 2025-7A A1                                              | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4494671.10   | 0.09%             | 2038-04-26      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 B3                                             | CUSIP: 06745AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1006800 | PA      | $1007593.86   | 0.02%             | 2064-01-25      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-3 LLC                                                                     | CLVR 2021-3A AR                                               | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3630000 | PA      | $3624555.00   | 0.07%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                           | FFIN 2024-2A B                                                | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888625 | PA      | $887604.00    | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2015-1                                             | VCC 2020-1 AFX                                                | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1796337 | PA      | $1675636.23   | 0.03%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-42 LTD                                                                       | OCP 2025-42A A                                                | CUSIP: 67097SAN1<br>LEI: 213800W6MUA69TG69A72 | Long             | ABS-CBDO         | CORP              | KY        |   1990000 | PA      | $1988188.90   | 0.04%             | 2038-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR1                                             | NRMLT 2022-SFR1 F                                             | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502000 | PA      | $492997.18    | 0.01%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-DSC1                                             | GSMBS 2026-DSC1 A1                                            | CUSIP: 36276BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3705584 | PA      | $3661711.54   | 0.07%             | 2066-05-25      | None          | 4.72%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2024-2 M4                                                 | CUSIP: 92259PAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2193838 | PA      | $2283959.36   | 0.04%             | 2054-04-25      | Variable      | 10.72%                | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                              | GSMBS 2026-CES1 A2                                            | CUSIP: 36277LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321659 | PA      | $318941.05    | 0.01%             | 2056-05-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| RMIT_21-3                                                                                 | RMIT_21-3                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10210000 | PA      | $10031325.00  | 0.20%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-C B                                                | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889794 | PA      | $890024.73    | 0.02%             | 2061-01-25      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                 | RMIT 2025-2 A                                                 | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9558000 | PA      | $9452949.93   | 0.19%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                             | NRZT 2025-NQM4 B1                                             | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $709792.51    | 0.01%             | 2065-07-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-CRE1 ISSUER LLC                                                                 | PRPM 2026-CRE1 A                                              | CUSIP: 74391FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998177.80    | 0.02%             | 2043-03-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2026-PAT                                                                 | SLG 2026-PAT A                                                | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6293000 | PA      | $6241304.26   | 0.12%             | 2039-02-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                                 | RMIT 2024-1 D                                                 | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637000 | PA      | $1669802.53   | 0.03%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                     | BX 2024-XL4 A                                                 | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4434667 | PA      | $4439712.03   | 0.09%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GULF STREAM MERIDIAN 6 LTD                                                                | RRAM 2024-36RA A1R                                            | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500003.50    | 0.01%             | 2040-01-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6                                             | VCC 2024-6 M4                                                 | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975019 | PA      | $982148.08    | 0.02%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                               | UPXHI 2025-1 A                                                | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6981266 | PA      | $6952284.62   | 0.14%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 MORTGAGE LOAN TRUST                                                           | COLT 2022-1 B2                                                | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227000 | PA      | $197255.46    | 0.00%             | 2066-12-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                             | LFT 2025-1A C                                                 | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4474000 | PA      | $4511915.36   | 0.09%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                            | FREMF 2018-K74 B                                              | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2150000 | PA      | $2115300.72   | 0.04%             | 2051-02-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 AX1                                           | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  52978829 | PA      | $799408.15    | 0.02%             | 2052-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC4                                            | CARR 2006-NC4 A3                                              | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12382 | PA      | $12164.19     | 0.00%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| MARINER CLO 8 LTD                                                                         | SPEAK 2020-8A A1R                                             | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1230822.26   | 0.02%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2007-1 A2                                                | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3631141 | PA      | $3481831.48   | 0.07%             | 2037-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A4X                                           | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7872774 | PA      | $326920.88    | 0.01%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO 2014-2 Ltd.                                                              | BLUEM 2014-2A BR2                                             | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   1120000 | PA      | $1120885.14   | 0.02%             | 2030-10-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corp 2007-Wmc1 Trust                                                 | ABFC 2007-WMC1 A2B                                            | CUSIP: 04545EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2477932 | PA      | $2125169.61   | 0.04%             | 2037-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 7 LTD                                                                     | SPEAK 2019-1A A1R                                             | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600538.68    | 0.01%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD 2023-38                                                                  | SYMP 2023-38A BR                                              | CUSIP: 87169NAZ6<br>LEI: 254900T60KIPND298026 | Long             | ABS-CBDO         | CORP              | BM        |   2510000 | PA      | $2510655.36   | 0.05%             | 2038-07-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2                       | NAA 2007-2 A4                                                 | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460928 | PA      | $387623.29    | 0.01%             | 2037-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                          | THPT 2023-THL A                                               | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1049563 | PA      | $1057018.73   | 0.02%             | 2034-12-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM 32 Ltd.                                                                               | LCM 32A B                                                     | CUSIP: 50204AAE6<br>LEI: 549300PWEMQKJMMXR454 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249333.88   | 0.02%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXIX LTD                                                                      | APID 2022-39A BR                                              | CUSIP: 03766HAU4<br>LEI: 549300BRN9PL9K0SIB31 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $549618.36    | 0.01%             | 2038-10-21      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2023-2                                                             | LFT 2024-1A B                                                 | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1215953.93   | 0.02%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 Ltd.                                                               | EATON 2020-2A AR2                                             | CUSIP: 27829PAU0<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650365.89    | 0.01%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Cifc Funding Ltd                                                                          | CIFC 2018-3A A1R                                              | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |   1031000 | PA      | $1030882.67   | 0.02%             | 2038-10-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-20 LTD                                                                       | OCP 2020-20A B1R                                              | CUSIP: 670859AQ0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370404.97    | 0.01%             | 2037-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK IV LTD                                                                     | SAND 2025-1A C1                                               | CUSIP: 80012AAG0<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1434806.95   | 0.03%             | 2039-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-1                                                             | LFT 2021-1A B                                                 | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1456360.67   | 0.03%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2007-6                                                     | BAYC 2007-6A A4A                                              | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-O            | CORP              | US        |   2158698 | PA      | $1944830.49   | 0.04%             | 2037-12-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO XII LTD                                                                       | ELM12 2021-5A AR                                              | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1788000 | PA      | $1788647.97   | 0.04%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 3 LTD                                                                    | NMC CLO-3A A1R                                                | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-O            | CORP              | KY        |   1430000 | PA      | $1430881.31   | 0.03%             | 2038-10-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A3A                                           | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11951692 | PA      | $10769245.53  | 0.21%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M5                                                | CUSIP: 92262XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274141 | PA      | $249821.07    | 0.00%             | 2055-10-25      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-G B                                                | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1359208 | PA      | $1359148.17   | 0.03%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-VIS1                                                        | JPMMT 2024-VIS1 B2                                            | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002437.40   | 0.02%             | 2064-07-25      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                       | NCMF 2025-MFS E                                               | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11343000 | PA      | $11404749.02  | 0.22%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                        | ELM 2024-ELM A10                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3356607.88   | 0.07%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FDG XLIV 2024-44                                                            | CERB 2023-5A A                                                | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1711442.04   | 0.03%             | 2036-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2026-INV1                                                                 | NYMT 2026-INV1 A1LC                                           | CUSIP: 62957GAC1<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |    319861 | PA      | $318424.09    | 0.01%             | 2061-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5               | ARSI 2006-W2 A2C                                              | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529925 | PA      | $298010.84    | 0.01%             | 2036-03-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41 LTD                                                        | OCT41 2019-2A A1R2                                            | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5990000 | PA      | $5981196.50   | 0.12%             | 2033-10-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                                    | RMLT 2019-2 B2                                                | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656000 | PA      | $646236.29    | 0.01%             | 2059-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-G A                                                | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5476653 | PA      | $5478849.51   | 0.11%             | 2061-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables Llc Trust 2007-Nc2                                   | SABR 2007-NC2 A2C                                             | CUSIP: 81378GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446000 | PA      | $340324.76    | 0.01%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                      | AREIT 2025-CRE10 A                                            | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1396337.46   | 0.03%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SILVER PT SCF CLO LTD 2025-5                                                              | SPCSL 2025-1A A1                                              | CUSIP: 827916AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3420000 | PA      | $3426871.12   | 0.07%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO                                                        | NEUB 2022-51A D1R2                                            | CUSIP: 64135BBC2<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   1110000 | PA      | $1094874.59   | 0.02%             | 2036-10-23      | None          | 6.47%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                                                            | BCAP 2011-RR4 3A6                                             | CUSIP: 05533VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922041 | PA      | $944682.75    | 0.02%             | 2036-07-28      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| HONEY HILL PARK CLO LTD 2026-1                                                            | HONPK 2026-1A A1                                              | CUSIP: 438453AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1037895.66   | 0.02%             | 2039-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                   | OMFIT 2025-1A D                                               | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1842000 | PA      | $1853414.51   | 0.04%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                      | FIGRE 2026-HE1 B                                              | CUSIP: 30249NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498527 | PA      | $493424.61    | 0.01%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| KKR CLO 17 Ltd.                                                                           | KKR 17 AR                                                     | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500065.70    | 0.01%             | 2034-04-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 TRUST                                                                      | GCAT 2026-NQM1 A1A                                            | CUSIP: 36274BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12993405 | PA      | $12862604.07  | 0.25%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                             | LFT 2025-3A C                                                 | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4372000 | PA      | $4326579.73   | 0.08%             | 2035-05-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MCR Trust 2024-Hf1                                                                        | MCR 2024-HF1 A                                                | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2596214 | PA      | $2596214.39   | 0.05%             | 2041-12-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO IV LTD                                                        | BSP 2014-IVA BR5                                              | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249672.83    | 0.00%             | 2038-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 12 LTD                                                               | DCLO 2025-12A A                                               | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7710000 | PA      | $7705885.94   | 0.15%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST 2023-1                                                           | SPLT 2023-1A A                                                | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1447301 | PA      | $1455337.60   | 0.03%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXV LTD                                                       | BSP 2021-25A A1R                                              | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7479781 | PA      | $7460955.14   | 0.15%             | 2035-01-16      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B A2                                               | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375600 | PA      | $350072.98    | 0.01%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                      | PRPM 2025-NQM1 A1                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7776533 | PA      | $7817725.34   | 0.15%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD/LLC                                                                   | SYMP 2024-43A A1                                              | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1690508.52   | 0.03%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 39 LTD                                                                        | ELM39 2025-2A A1                                              | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1810000 | PA      | $1804397.69   | 0.04%             | 2038-04-19      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                    | KSL 2024-HT2 A                                                | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5453312 | PA      | $5443086.77   | 0.11%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                     | PRK 2017-280P E                                               | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2158731 | PA      | $2115556.38   | 0.04%             | 2034-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                            | LBMLT 2006-7 2A3                                              | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5179154 | PA      | $2029453.11   | 0.04%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                                  | MSC 2017-ASHF G                                               | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939000 | PA      | $924915.00    | 0.02%             | 2034-11-15      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LIFE                                                                        | BX 2025-LIFE A                                                | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7791000 | PA      | $7813385.88   | 0.15%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                                                       | GLM 2021-9A DR                                                | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752152.58    | 0.01%             | 2037-04-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST                                                                      | NLT 2021-INV1 B1                                              | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922300 | PA      | $733168.18    | 0.01%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-F C                                                | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6772252 | PA      | $6741263.17   | 0.13%             | 2061-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2021-B                                                     | MFIT 2021-BA C                                                | CUSIP: 56847JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4403000 | PA      | $4178326.80   | 0.08%             | 2036-11-20      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 C                                              | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2078212 | PA      | $758547.34    | 0.01%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XVIII LTD                                                                    | TRNTS 2021-18A A1R                                            | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |   2110000 | PA      | $2108155.86   | 0.04%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-GPA3 B                                                | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065626 | PA      | $1065625.96   | 0.02%             | 2039-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| KSL TRUST 2025-MAK                                                                        | KSL 2025-MAK A                                                | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8351000 | PA      | $8348609.94   | 0.16%             | 2042-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A B                                                | CUSIP: 009692AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1717000 | PA      | $1323277.31   | 0.03%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2019-B                                               | NAVSL 2019-BA A2A                                             | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518698 | PA      | $510950.69    | 0.01%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2015-3 Ltd.                                                                      | VOYA 2015-3A A3R4                                             | CUSIP: 92913UBN5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500098.05    | 0.01%             | 2031-10-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2024-A LLC                                                      | CASL 2024-A A1B                                               | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4809068 | PA      | $4876619.61   | 0.10%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Brck Trust 2025 830B                                                                      | BRCK 2025-830B F                                              | CUSIP: 10635AAN9<br>LEI: 213800SK28MWXB3K3P26 | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1952744.95   | 0.04%             | 2042-12-11      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-6                                                         | VERUS 2021-6 M1                                               | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462000 | PA      | $357218.77    | 0.01%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| LCM 34 Ltd.                                                                               | LCM 34A BR                                                    | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   2310000 | PA      | $2303070.00   | 0.05%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2014-II-R LTD                                                                | CIFC 2014-2RA AR                                              | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10003663.00  | 0.20%             | 2037-10-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXIII LTD                                                           | MDPK 2025-73A B                                               | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250495.30    | 0.00%             | 2038-10-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 2 LTD                                                                | DCLO 2021-2A A1R                                              | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |   9990000 | PA      | $9998415.58   | 0.20%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-SRCH                                                                     | BBCMS 2015-SRCH XB                                            | CUSIP: 05547HAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $26353.75     | 0.00%             | 2035-08-10      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8                                        | JPMDB 2018-C8 AS                                              | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111000 | PA      | $109025.98    | 0.00%             | 2051-06-16      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                           | JPMMT 2021-4 B4                                               | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305399 | PA      | $243889.25    | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Lstar Commercial Mortgage Trust 2017-5                                                    | LNSTR 2017-5 X                                                | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7581708 | PA      | $29937.13     | 0.00%             | 2050-03-11      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-8                                                         | VERUS 2021-8 A1                                               | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1611556 | PA      | $1475517.34   | 0.03%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                       | BAHA 2024-MAR B                                               | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    894000 | PA      | $921168.57    | 0.02%             | 2041-12-12      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2006-SL1                                              | BSMF 2006-SL1 A1                                              | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196205 | PA      | $195692.41    | 0.00%             | 2036-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM3 TRUST                                                                      | CSMC 2022-NQM3 A1B                                            | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2291000 | PA      | $2267538.79   | 0.04%             | 2067-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                             | RFMSI 2005-SA4 2A1                                            | CUSIP: 76111XYH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1667687 | PA      | $914724.35    | 0.02%             | 2035-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                               | DRMT 2025-INV1 A1                                             | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5403116 | PA      | $5387531.65   | 0.11%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD                                                                        | ELM36 2024-12RA AR                                            | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1483000 | PA      | $1483735.57   | 0.03%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B B                                                | CUSIP: 009691AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881100 | PA      | $871247.36    | 0.02%             | 2062-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR4 TRUST                                                      | PROG 2024-SFR4 E2                                             | CUSIP: 74334JAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4601694.50   | 0.09%             | 2041-07-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-1 Ltd                                                                   | CIFC 2019-1A BR2                                              | CUSIP: 12553DAW7<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250253.73    | 0.00%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2019-1 Ltd / Llc                                                       | ROCKT 2019-1A AR2                                             | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1258565.11   | 0.02%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2006-AR9 TRUST          | WAMU 2006-AR9 1A                                              | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2089162 | PA      | $1970781.72   | 0.04%             | 2046-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4                                                  | CSMC 2006-4 4A1                                               | CUSIP: 12637HAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5026418 | PA      | $1236911.91   | 0.02%             | 2036-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                     | HOMES 2025-NQM2 A1                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13449840 | PA      | $13474507.50  | 0.26%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 6 LTD/LLC                                                                 | HLSY 2022-6A A1R                                              | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.02%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| UNIV TRUST 2025-APTS                                                                      | UNIV 2025-APTS A                                              | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776000 | PA      | $3762736.42   | 0.07%             | 2042-11-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                         | ROCKT 2018-2A D                                               | CUSIP: 77342KAG5<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501943.75    | 0.01%             | 2031-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2026-GCP                                                   | ARES1 2026-GCP A                                              | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499000 | PA      | $496816.88    | 0.01%             | 2043-02-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                         | VERUS 2025-5 A1                                               | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |   3176284 | PA      | $3186433.57   | 0.06%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                                   | CGMS 2017-3A A1R2                                             | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |   2815000 | PA      | $2817969.26   | 0.06%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| OZLM XXII LTD                                                                             | OZLM 2018-22A A2                                              | CUSIP: 67111VAE6<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |    134505 | PA      | $134477.19    | 0.00%             | 2031-01-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 22 LTD                                                                        | ELM22 2023-1A AR                                              | CUSIP: 29001YAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998701.50    | 0.02%             | 2038-04-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                             | COMM 2025-167G A                                              | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1743000 | PA      | $1736103.12   | 0.03%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TRUST 2005-OPT2                                                       | SVHE 2005-OPT3 M4                                             | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312806 | PA      | $267764.31    | 0.01%             | 2035-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM MORTGAGE TRUST                                                               | BX 2024-PALM A                                                | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9565962 | PA      | $9559982.81   | 0.19%             | 2037-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 B1                                             | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1176000 | PA      | $1198526.99   | 0.02%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-11X                                                    | NYC 2025-11X A                                                | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7269000 | PA      | $7271271.56   | 0.14%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 Ltd.                                                              | BLUEM 2016-3A A1R2                                            | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   1242340 | PA      | $1242181.65   | 0.02%             | 2030-11-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2005-5                                              | CWHEL 2004-U 2A                                               | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6266 | PA      | $6222.22      | 0.00%             | 2034-03-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                            | BAYRT 2005-E A1                                               | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628148 | PA      | $639454.98    | 0.01%             | 2040-12-28      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                              | CROSS 2025-H1 A1                                              | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2834407 | PA      | $2850026.97   | 0.06%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4                                             | VCC 2021-4 M4                                                 | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930876 | PA      | $759138.12    | 0.01%             | 2051-12-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                                      | BWAY 2025-1535 A                                              | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747000 | PA      | $755883.47    | 0.01%             | 2042-05-07      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                            | GSKY 2024-1 B                                                 | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570248 | PA      | $577617.66    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                                  | CIFC 2021-4A CR                                               | CUSIP: 12547DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001187.70   | 0.02%             | 2037-07-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS2                                                      | JPMMT 2024-VIS2 B1                                            | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3289000 | PA      | $3320453.04   | 0.07%             | 2064-11-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                    | BX 2025-JDI A                                                 | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4591843 | PA      | $4593272.42   | 0.09%             | 2042-11-17      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-OC1 1A1                                            | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544784 | PA      | $526251.42    | 0.01%             | 2036-03-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-AG1                                | ACE 2005-AG1 M2                                               | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628440 | PA      | $560710.37    | 0.01%             | 2035-08-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-J7                               | CWALT 2006-J7 1A2                                             | CUSIP: 23244FAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2845800 | PA      | $1288629.62   | 0.03%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                         | BX 2021-LBA AJV                                               | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699723 | PA      | $1698660.67   | 0.03%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17                                                             | BBCMS 2022-C17 A5                                             | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96000 | PA      | $93767.42     | 0.00%             | 2055-09-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM6                                             | GSMBS 2025-NQM6 B1                                            | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $742060.13    | 0.01%             | 2066-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                                          | MF1 2022-FL9 A                                                | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1720706 | PA      | $1720694.93   | 0.03%             | 2037-06-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS 2020-52BR                                                              | GCBSL 2020-52A BR                                             | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001448.20   | 0.04%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO V LTD                                                                          | CARVL 2021-2A E                                               | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1158609.25   | 0.02%             | 2034-10-16      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                            | EFMT 2025-INV2 A1                                             | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-O            | CORP              | US        |   8063865 | PA      | $8081407.94   | 0.16%             | 2070-05-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                                                  | GTLNF 2013-1A AR2                                             | CUSIP: 36248MAS6<br>LEI: 5493001FSVQ1JNHC3I60 | Long             | ABS-CBDO         | CORP              | KY        |   1315000 | PA      | $1314139.60   | 0.03%             | 2039-04-28      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VI LTD                                                                  | CIFC 2019-6A A1R                                              | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4080000 | PA      | $4083490.85   | 0.08%             | 2037-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2021-1                                                      | SGR 2021-1 A1                                                 | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4775740 | PA      | $4019180.90   | 0.08%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                        | FFML 2006-FFH1 M2                                             | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    677618 | PA      | $620517.66    | 0.01%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IV LTD                                                                        | ELMW4 2020-1A DR                                              | CUSIP: 29002GAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $983018.00    | 0.02%             | 2037-04-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| VISIO 2019-2 TRUST                                                                        | VISIO 2019-2 B1                                               | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95174.55     | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| POST CLO 2023-1 LTD                                                                       | POST 2023-1A A1R                                              | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2020000 | PA      | $2020530.05   | 0.04%             | 2038-10-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| KKR CLO 48 LTD/LLC                                                                        | KKR 48A AR                                                    | CUSIP: 48256EAQ2<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | JE        |   1010000 | PA      | $1009711.24   | 0.02%             | 2038-10-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-2                                                               | CHNGE 2022-2 A1                                               | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5892426 | PA      | $5782180.07   | 0.11%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Brck Trust 2025 830B                                                                      | BRCK 2025-830B A                                              | CUSIP: 10635AAA7<br>LEI: 213800SK28MWXB3K3P26 | Long             | ABS-O            | CORP              | US        |   2826000 | PA      | $2797958.17   | 0.05%             | 2042-12-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-19 Ltd.                                                                      | OCP 2020-19A D1R2                                             | CUSIP: 670881BE0<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |    970000 | PA      | $959168.01    | 0.02%             | 2038-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2021-230P                                                  | MSC 2021-230P B                                               | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $373000.00    | 0.01%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A4A                                           | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6217990 | PA      | $4267397.21   | 0.08%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 13 LTD                                                                    | BGCLO 2025-13A A1                                             | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3070000 | PA      | $3070422.74   | 0.06%             | 2038-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R2                                                        | VERUS 2021-R2 B1                                              | CUSIP: 92538DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $226409.88    | 0.00%             | 2064-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2017-D B                                                | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5550 | PA      | $1925.97      | 0.00%             | 2057-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                          | OMPT 2017-1MKT XNCP                                           | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18278146 | PA      | $47806.49     | 0.00%             | 2032-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Sixth Street Clo XVI Ltd.                                                                 | SIXST 2020-16A A1R2                                           | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   5880000 | PA      | $5868355.84   | 0.12%             | 2039-01-21      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                        | ELMW2 2019-2A BRR                                             | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $899442.09    | 0.02%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 LTD                                                                      | AREIT 2025-CRE11 A                                            | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4098000 | PA      | $4100225.62   | 0.08%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FBR Securitization Trust                                                                  | FBRSI 2005-5 M2                                               | CUSIP: 30246QCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303866 | PA      | $1296400.26   | 0.03%             | 2035-11-26      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CAFL 2024-RTL1 ISSUER LLC                                                                 | CAFL 2024-RTL1 A1                                             | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3330000 | PA      | $3350741.57   | 0.07%             | 2031-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RR 5 Ltd.                                                                                 | RRAM 2018-5A A1R                                              | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $880558.27    | 0.02%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| EFMT 2023-1                                                                               | EFMT 2023-1 B1                                                | CUSIP: 26844QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2592138.38   | 0.05%             | 2068-02-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                           | WFCM 2024-BPRC B                                              | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3055000 | PA      | $3122418.35   | 0.06%             | 2043-07-17      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD                                                                        | ELM30 2024-6A A                                               | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701294.04   | 0.03%             | 2037-07-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST6                                          | UMPT 2025-ST6 A                                               | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1748157 | PA      | $1748470.30   | 0.03%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Marble Point Clo Xv Ltd                                                                   | MP15 2019-1A BR2                                              | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1568300 | PA      | $1561521.02   | 0.03%             | 2032-07-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ASSURANT CLO I LTD                                                                        | MORGN 2017-1A BR                                              | CUSIP: 33836JAE9<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1397489.66   | 0.03%             | 2034-10-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2025-4 LTD                                                              | PLMRS 2025-4A B                                               | CUSIP: 696916AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2660000 | PA      | $2661942.33   | 0.05%             | 2038-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FNMA-30YR                                                     | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -22139000 | PA      | $-18610596.88 | -0.37%            | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFSP 2024-AHP1 MORTGAGE TRUST                                                             | CFSP 2024-AHP1 A                                              | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6397644 | PA      | $6123281.65   | 0.12%             | 2037-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO, Ltd                                                                | CEDF 2018-7A AR2                                              | CUSIP: 15032FAW6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   2830000 | PA      | $2828829.23   | 0.06%             | 2038-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd. / Silver Point CLO 3 LLC                                          | SPCLO 2023-3A A1R                                             | CUSIP: 827925AL2<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | JE        |   2340000 | PA      | $2337951.56   | 0.05%             | 2039-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SIGNAL PK CLO LTD 2017-4R                                                                 | SPEAK 2018-5A A1R                                             | CUSIP: 82666VAA2<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |   1810000 | PA      | $1810464.63   | 0.04%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| New MTN CLO 8 Ltd / New MTN CLO 8 LLC                                                     | NMC CLO-8A A1                                                 | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |    940000 | PA      | $939659.63    | 0.02%             | 2038-10-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                            | JPMCC 2024-IGLG F                                             | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5223000 | PA      | $5211833.23   | 0.10%             | 2039-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING TRUST                                                     | LABMH 2002-A C                                                | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315588 | PA      | $305223.52    | 0.01%             | 2033-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 10 LTD                                                                    | CRNPT 2021-10A B                                              | CUSIP: 22846FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $510877.30    | 0.01%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST 2023-1                                                           | SPLT 2023-1A R1                                               | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43129 | PA      | $575629.35    | 0.01%             | 2030-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-51                                                            | CWALT 2005-51 3A3A                                            | CUSIP: 12668ACZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333893 | PA      | $301171.41    | 0.01%             | 2035-11-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Areit 2022-Cre7 LLC                                                                       | AREIT 2022-CRE7 A                                             | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    807723 | PA      | $807485.35    | 0.02%             | 2039-06-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1                                             | VCC 2022-1 M4                                                 | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4578215 | PA      | $3835628.62   | 0.08%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                               | DRMT 2026-INV1 B1                                             | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $310463.69    | 0.01%             | 2070-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 26 LTD                                                                        | ELM26 2024-1A A1                                              | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $560000.00    | 0.01%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                        | BX 2026-XL6 E                                                 | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2790000 | PA      | $2772613.28   | 0.05%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE MORTGAGE ACCEPTANCE CORP                                                      | RAMC 2005-3 AF4                                               | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212063 | PA      | $211988.82    | 0.00%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2019-C17                                                    | UBSCM 2019-C17 XA                                             | CUSIP: 90278MBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5125473 | PA      | $209280.24    | 0.00%             | 2052-10-18      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Diameter Capital EU CLO I DAC                                                             | DECLO 1A B                                                    | CUSIP: 000000000<br>LEI: 635400XNJLPFTSOZK196 | Long             | ABS-O            | CORP              | IE        |    910000 | PA      | $1051823.50   | 0.02%             | 2041-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 87 CLO LTD                                                                         | DRSLF 2021-87A BR                                             | CUSIP: 26246GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1680000 | PA      | $1683150.17   | 0.03%             | 2038-08-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                           | CMLTI 2007-6 2A1                                              | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    911524 | PA      | $873253.68    | 0.02%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                              | CWHL 2005-R3 AF                                               | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238619 | PA      | $200958.51    | 0.00%             | 2035-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MSC 2024-Nstb                                                                             | MSC 2024-NSTB A                                               | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2062014 | PA      | $2033632.94   | 0.04%             | 2057-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-1                                     | MSRM 2023-NQM1 B1                                             | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100309.44    | 0.00%             | 2068-09-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2020-EYP                                                                       | BFLD 2020-EYP E                                               | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1353000 | PA      | $10161.03     | 0.00%             | 2035-10-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MGMT 4 LTD/LLC                                                                 | WELLI 2025-4A A                                               | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |   1520000 | PA      | $1515067.75   | 0.03%             | 2038-04-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM2                                                 | BRAVO 2025-NQM2 A1                                            | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-O            | CORP              | US        |   5155621 | PA      | $5182928.00   | 0.10%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust Inc                                                             | AHT1 2018-ASHF D                                              | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128000 | PA      | $1112490.00   | 0.02%             | 2035-04-16      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-I1                                                                         | CIM 2023-I1 B1                                                | CUSIP: 12570DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1876000 | PA      | $1878427.36   | 0.04%             | 2058-04-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2005-A                                              | SLMA 2005-A A4                                                | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |    557316 | PA      | $552455.46    | 0.01%             | 2038-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                            | OOMLT 2007-FXD1 2A1                                           | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130155 | PA      | $1841504.30   | 0.04%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-HE7 1A2                                            | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59785 | PA      | $58930.36     | 0.00%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD                                                                       | THAYR 2017-1A A1RR                                            | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   2830000 | PA      | $2824606.87   | 0.06%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                              | LENDR 2026-P1 F                                               | CUSIP: 52611WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185214 | PA      | $158032.61    | 0.00%             | 2037-08-15      | Fixed         | 0.90%                 | No            |                  3 | On Loan: No      |
| RALI SERIES 2005-QS13 TRUST                                                               | RALI 2005-QO2 A1                                              | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581229 | PA      | $502878.78    | 0.01%             | 2045-09-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXI LTD                                                              | MDPK 2023-61A AR                                              | CUSIP: 55822NAW9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1149168.90   | 0.02%             | 2039-01-20      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                             | BWAY 2013-1515 F                                              | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338000 | PA      | $286564.61    | 0.01%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Self Commercial Mortgage Trust 2024-STRG                                                  | SELF 2024-STRG F                                              | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304500 | PA      | $302714.63    | 0.01%             | 2034-11-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2026-NQM2                                             | GSMBS 2026-NQM2 ALCF                                          | CUSIP: 362972AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197500 | PA      | $194991.20    | 0.00%             | 2061-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                      | PRPM 2025-NQM1 M1A                                            | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2636000 | PA      | $2658889.44   | 0.05%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-1                                                         | VERUS 2022-1 B1                                               | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1507000 | PA      | $1189504.79   | 0.02%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                        | BX 2025-VLT6 A                                                | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6301248 | PA      | $6257926.92   | 0.12%             | 2042-03-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2013-2 Ltd                                                                       | INGIM 2013-2A A1R                                             | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     96449 | PA      | $96374.11     | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                                                          | CSMC 2015-6R 5A2                                              | CUSIP: 12650EBQ9<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | ABS-O            | CORP              | CH        |   1057563 | PA      | $898230.39    | 0.02%             | 2036-03-27      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2026-CES1 A1                                             | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9128619 | PA      | $9040672.79   | 0.18%             | 2056-02-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES3                                                | VSTA 2025-CES3 A1                                             | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2188094 | PA      | $2180470.86   | 0.04%             | 2055-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2019-1 LTD                                                              | PLMRS 2019-1A A1R2                                            | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1448757.93   | 0.03%             | 2038-08-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TRUST                                                    | STRE 2025-1A A                                                | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2613259 | PA      | $2621583.75   | 0.05%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Trestles Clo 2017-1 Ltd/Llc                                                               | TREST 2017-1A A1RR                                            | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1911086.41   | 0.04%             | 2037-07-27      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 7 LTD                                                                 | WWICK 2025-7A A1                                              | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    960000 | PA      | $960234.24    | 0.02%             | 2038-10-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                            | LendingClub Rated Notes Issuer Trust Series 2025-P1           | CUSIP: 525943AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $657054.80    | 0.01%             | 2031-06-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2006-3                                          | FHAMS 2005-AA12 2A1                                           | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89161 | PA      | $52662.68     | 0.00%             | 2036-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV                                                  | BFLD 2024-UNIV A                                              | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3790000 | PA      | $3791184.38   | 0.07%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                        | LEXT 2026-450 A                                               | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1459000 | PA      | $1452616.88   | 0.03%             | 2043-03-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                           | LMAT 2019-SL2 B                                               | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557706 | PA      | $122012.50    | 0.00%             | 2059-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2025-A                                                    | REPS 2025-A A                                                 | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8391000 | PA      | $8353803.54   | 0.16%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AREIT 2023-CRE8 LTD                                                                       | AREIT 2023-CRE8 A                                             | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    505099 | PA      | $504960.82    | 0.01%             | 2041-08-19      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVI                                                                          | APID 2021-36A D1R                                             | CUSIP: 03769LAU2<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246846.93    | 0.00%             | 2039-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BRYANT PARK FUNDING 2025-27 LTD                                                           | BRYPK 2025-27A A1                                             | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1910704.60   | 0.04%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                                             | LNCR 2022-CRE7 A                                              | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    667113 | PA      | $666810.60    | 0.01%             | 2037-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 14 LTD                                                                      | BALLY 2020-14A A1AR                                           | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   2539000 | PA      | $2539716.00   | 0.05%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2018                                                                         | CIFC 2018-2A BR                                               | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502464.35   | 0.03%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                                       | WBOX 2019-1A A1R3                                             | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   5040000 | PA      | $5029412.47   | 0.10%             | 2037-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK II LTD/LLC                                                                 | SAND 2023-1A A1R                                              | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   3050000 | PA      | $3051191.64   | 0.06%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2006-14                                             | CWL 2006-14 M1                                                | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828322 | PA      | $888809.14    | 0.02%             | 2037-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                                               | BLUEM 2018-3A BR                                              | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9430000 | PA      | $9428246.02   | 0.18%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                    | JW 2024-MRCO A                                                | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10813000 | PA      | $10813000.00  | 0.21%             | 2039-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-INV2                                                                            | EFMT 2026-INV2 A1                                             | CUSIP: 26846TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6647631 | PA      | $6560659.46   | 0.13%             | 2071-02-25      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                          | Flatiron CLO 24 LTD                                           | CUSIP: 33882CAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    780000 | PA      | $753044.76    | 0.01%             | 2039-01-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Agl Clo 5 Ltd/ Llc                                                                        | AGL 2020-5A D2R3                                              | CUSIP: 00119TBR4<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $485330.38    | 0.01%             | 2039-01-20      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS 2023-R                                                             | GCBSL 2019-43A A1R                                            | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |   1970000 | PA      | $1970525.20   | 0.04%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2018                                                                         | CIFC 2018-2A A1R                                              | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    737000 | PA      | $737320.74    | 0.01%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2025-4 LTD                                                                       | VOYA 2025-4A A1                                               | CUSIP: 92946DAA3<br>LEI: 254900U7M8PTC5C6HY46 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500051.70    | 0.01%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2021-1 LTD                                                                  | CAVU 2021-1A AR                                               | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1880000 | PA      | $1881702.15   | 0.04%             | 2037-07-23      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                      | BMP 2024-MF23 E                                               | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1719000 | PA      | $1712553.75   | 0.03%             | 2041-06-17      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD                                                                        | DRSLF 2022-104A A1R                                           | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3370000 | PA      | $3369499.89   | 0.07%             | 2034-08-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2005-11 A7                                              | CUSIP: 93934FJB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1949694 | PA      | $1666503.93   | 0.03%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TRUST                                                                       | TRK 2021-INV2 B1                                              | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5929000 | PA      | $5147618.87   | 0.10%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 70 B-r Ltd. / Golub Capital Partners Clo 70 B-r LLC            | GCBSL 2023-70A CR                                             | CUSIP: 38182HAG7<br>LEI: 254900Y43PI32U9YGF14 | Long             | ABS-CBDO         | CORP              | JE        |   1260000 | PA      | $1259582.81   | 0.02%             | 2037-10-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                                               | BLUEM 2018-3A A1R                                             | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    456571 | PA      | $456383.55    | 0.01%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7                                                    | MSC 2019-H7 AS                                                | CUSIP: 61771MAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1803770.89   | 0.04%             | 2052-07-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2005-WF1                                              | MABS 2005-WF1 M8                                              | CUSIP: 57643LKD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1118764 | PA      | $1165881.18   | 0.02%             | 2035-06-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDEN TREE LN MGMT US 2021-11                                                            | GLM 2021-11A AR                                               | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   7920000 | PA      | $7903959.62   | 0.16%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2019 2                                                            | BCC 2019-2A BR3                                               | CUSIP: 05682LBC0<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   1160000 | PA      | $1155057.01   | 0.02%             | 2032-10-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | EUR/USD FORWARD                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-61220.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                           | CWHL 2006-17 A6                                               | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195887 | PA      | $84550.16     | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-III Ltd                                                                 | CIFC 2019-3A CR2                                              | CUSIP: 12554VBC9<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1550192.20   | 0.03%             | 2038-01-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2007-OA3 5A                                             | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495906 | PA      | $438880.01    | 0.01%             | 2047-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                                    | BX 2024-MDHS A                                                | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7136600 | PA      | $7136599.92   | 0.14%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSAA 2006-4 1A1                                               | CUSIP: 362334FD1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    626248 | PA      | $432163.41    | 0.01%             | 2036-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                           | PRKAV 2017-245P E                                             | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1151000 | PA      | $1111453.25   | 0.02%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-HE9 M1                                             | CUSIP: 07389MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385135 | PA      | $2433796.82   | 0.05%             | 2036-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2007-HE2 23A                                            | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24528 | PA      | $23674.86     | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                                 | OAKC 2025-22A A1                                              | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000241.00   | 0.04%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                                         | VERUS 2025-6 A1                                               | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-O            | CORP              | US        |   7834386 | PA      | $7861028.17   | 0.15%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                        | MSM 2006-12XS A4                                              | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2254979 | PA      | $467730.97    | 0.01%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD                                                     | PSTAT 2025-3A C                                               | CUSIP: 696918AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $429889.68    | 0.01%             | 2034-01-17      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                         | BX 2021-LBA AV                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593898 | PA      | $593526.95    | 0.01%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                              | CROSS 2025-H10 B1                                             | CUSIP: 22758YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496000 | PA      | $488965.68    | 0.01%             | 2071-01-25      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 27 LTD                                                                           | AMMC 2022-27A A1R                                             | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6680000 | PA      | $6666387.50   | 0.13%             | 2037-01-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2021-STOR                                                   | MHP 2021-STOR A                                               | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1104309.38   | 0.02%             | 2038-07-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIX LT                                                       | BSP 2022-29A AR                                               | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $997756.90    | 0.02%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 B                                              | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253929 | PA      | $1254268.52   | 0.02%             | 2028-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2023-2                                                             | LFT 2024-1A D                                                 | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5550000 | PA      | $5622635.63   | 0.11%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| WHETSTONE PARK CLO LTD                                                                    | WHTPK 2021-1A D                                               | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $698911.50    | 0.01%             | 2035-01-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                             | MDPK 2016-24A BR2                                             | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    155051 | PA      | $154933.53    | 0.00%             | 2029-10-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                                   | CIP 2025-SBAY A                                               | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4785000 | PA      | $4782009.38   | 0.09%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2005-8 M1                                                         | HEAT 2006-3 M2                                                | CUSIP: 437084UT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276072 | PA      | $264672.32    | 0.01%             | 2036-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B4                                            | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610290 | PA      | $510445.21    | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 2 LTD                                                                  | OAKC 2019-2A B1R2                                             | CUSIP: 67707EBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249766.63    | 0.00%             | 2038-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PRKCM 2021-AFC2 TRUST                                                                     | PRKCM 2021-AFC2 A1                                            | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928714 | PA      | $823000.47    | 0.02%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2024-B                                                     | MFIT 2024-BA A                                                | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7581000 | PA      | $7604629.22   | 0.15%             | 2038-11-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-A                                                    | REPS 2024-A D                                                 | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4072000 | PA      | $4124286.92   | 0.08%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| DRYDEN 119 CLO LTD                                                                        | DRSLF 2024-119A C1                                            | CUSIP: 26254KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001192.60   | 0.02%             | 2036-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-CNYN E                                                | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2113218 | PA      | $2103000.83   | 0.04%             | 2041-04-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                            | HVMLT 2005-1 1A                                               | CUSIP: 41161PLC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    871232 | PA      | $416779.31    | 0.01%             | 2035-03-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                          | VBTEL 2026-1A D                                               | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2967000 | PA      | $2917140.46   | 0.06%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2021-22 LTD                                                                       | OCP 2021-22A AR                                               | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1820000 | PA      | $1820283.56   | 0.04%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                    | AHPT 2025-ATRM A                                              | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2336000 | PA      | $2337835.86   | 0.05%             | 2042-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                           | BANK 2019-BN22 A4                                             | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2834223.00   | 0.06%             | 2062-11-17      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                                               | ACRES 2026-FL4 A                                              | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1875000 | PA      | $1871955.75   | 0.04%             | 2044-08-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 TRUST                                                      | PROG 2026-SFR1 E                                              | CUSIP: 74334HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $923251.70    | 0.02%             | 2043-02-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD                                              | IVYH 18A A1R                                                  | CUSIP: 46603PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10075000 | PA      | $10108159.85  | 0.20%             | 2037-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES LXXIX CLO LTD                                                                        | ARES 2026-79A A1                                              | CUSIP: 04021UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4591533.24   | 0.09%             | 2039-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                   | BFLD 2025-5MW E                                               | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1024000 | PA      | $1042572.80   | 0.02%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                          | CWALT 2006-29T1 2A6                                           | CUSIP: 02147PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2176180 | PA      | $1246914.54   | 0.02%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2023-119 AD                                               | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1341577 | PA      | $1073053.41   | 0.02%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                   | SCG 2025-DLFN E                                               | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3142000 | PA      | $3145483.22   | 0.06%             | 2035-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD                                                              | PLMRS 2021-4A BR                                              | CUSIP: 69702EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1740000 | PA      | $1739921.87   | 0.03%             | 2038-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Octagon Ltd                                                                               | OCT75 2025-1A A1                                              | CUSIP: 67579EAA7<br>LEI: 5493009LQ0GMI27K0355 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998734.10    | 0.02%             | 2038-01-22      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                      | ROCC 2024-CNTR A                                              | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385775 | PA      | $2425349.76   | 0.05%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Agl Clo 6 Ltd / Agl Clo 6 Llc                                                             | AGL 2020-6A A1R2                                              | CUSIP: 00119VAY5<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |   4540000 | PA      | $4540740.47   | 0.09%             | 2038-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD                                                                              | OZLM 2017-19A B1R3                                            | CUSIP: 67112CBS5<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | US        |   1620000 | PA      | $1607554.35   | 0.03%             | 2035-01-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| KSL TRUST 2025-MAK                                                                        | KSL 2025-MAK E                                                | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2364000 | PA      | $2371670.23   | 0.05%             | 2042-06-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2025-1                                                      | SGR 2025-1 A1                                                 | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244181 | PA      | $1239758.94   | 0.02%             | 2065-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM6                                                 | BRAVO 2024-NQM6 B2                                            | CUSIP: 05613JAH9<br>LEI: 254900RNYV3TS5A5VX69 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252587.03    | 0.00%             | 2064-08-01      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| COMM 2025-SBX Mortgage Trust                                                              | COMM 2025-SBX B                                               | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1647000 | PA      | $1636855.47   | 0.03%             | 2041-08-12      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 M1                                             | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1616700 | PA      | $1622480.67   | 0.03%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces8                                                             | RCKT 2024-CES8 A1A                                            | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2922098 | PA      | $2933281.41   | 0.06%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 21 LTD                                                                       | FLAT 2021-1A A2R                                              | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2060000 | PA      | $2055646.81   | 0.04%             | 2037-10-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1                                              | PATH 2023-1 F                                                 | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $857632.50    | 0.02%             | 2040-10-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST                                                      | OT 2017-OT D                                                  | CUSIP: 68162MAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $989063.03    | 0.02%             | 2039-05-12      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-1 Ltd                                                                   | CIFC 2019-1A A1R2                                             | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |   4297000 | PA      | $4298563.25   | 0.08%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                    | GSMS 2019-GSA1 C                                              | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530000 | PA      | $2279992.48   | 0.04%             | 2052-11-13      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-B                                                          | NSLT 2021-BA B                                                | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8450000 | PA      | $7610171.40   | 0.15%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TRUST                                                         | COLT 2021-HX1 B1                                              | CUSIP: 19688KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1471000 | PA      | $1103698.95   | 0.02%             | 2066-10-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XLVIII LTD                                                                     | APID 2024-48A A1                                              | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500417.80    | 0.01%             | 2037-07-27      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP MORTGAGE TRUST                                                               | SCG 2024-MSP A                                                | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8372000 | PA      | $8371994.14   | 0.16%             | 2041-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust 2020-Sh2                                                  | SHMLT 2020-SH2 B1                                             | CUSIP: 85214RAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1336653 | PA      | $1316185.21   | 0.03%             | 2055-06-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                           | BALTA 2005-7 26A1                                             | CUSIP: 07386HVX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1306086 | PA      | $421212.35    | 0.01%             | 2035-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1                             | CWALT 2006-13T1 A3                                            | CUSIP: 12668BZD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1636920 | PA      | $756848.29    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE CO                                                                    | LBMLT 2006-2 1A                                               | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500800 | PA      | $440846.02    | 0.01%             | 2046-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                           | CMLTI 2007-6 1A2A                                             | CUSIP: 17312VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3092394 | PA      | $2272920.77   | 0.04%             | 2037-03-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| CALI COMMERCIAL MORTGAGE TRUST 2024-SUN                                                   | CALI 2024-SUN A                                               | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390000 | PA      | $2390000.00   | 0.05%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 42 LTD                                                        | BSP 2025-42A A                                                | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4050000 | PA      | $4049940.47   | 0.08%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-3                                          | GDLP 2025-3A A                                                | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12450092 | PA      | $12394702.52  | 0.24%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-F A                                                | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13766015 | PA      | $13771535.30  | 0.27%             | 2061-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 B1                                             | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1145800.81   | 0.02%             | 2064-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 50(B)-R Ltd.                                                   | GCBSL 2020-50A BR2                                            | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   2660000 | PA      | $2641073.83   | 0.05%             | 2035-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GSMSC RESECURITIZATION TRUST 2015-5R                                                      | GSMSC 2015-5R 1D                                              | CUSIP: 36251QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3520410 | PA      | $2003117.09   | 0.04%             | 2037-04-28      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2019-PREZ                                         | SGCMS 2019-PREZ E                                             | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3391000 | PA      | $2882088.89   | 0.06%             | 2039-09-16      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust 2016-C32                               | MSBAM 2016-C32 A4                                             | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1053871.40   | 0.02%             | 2049-12-17      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                           | COLT 2022-3 B1                                                | CUSIP: 12659YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3069733.10   | 0.06%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                      | MAIN 2026-OLAS E                                              | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1599981.44   | 0.03%             | 2041-01-15      | Fixed         | 7.93%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2024-2                                                              | TRK 2024-2 A1                                                 | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1642585.58   | 0.03%             | 2031-10-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Self Commercial Mortgage Trust 2024-STRG                                                  | SELF 2024-STRG E                                              | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2104900 | PA      | $2099191.72   | 0.04%             | 2034-11-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A C                                                | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899694 | PA      | $1176593.30   | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-3                                                    | RMLT 2019-3 B2                                                | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3102000 | PA      | $3080720.59   | 0.06%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                   | SLG 2026-OMA E                                                | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2765045.25   | 0.05%             | 2041-04-17      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                                   | MTN 2022-LPFL A                                               | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $909431.25    | 0.02%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                                             | NRZT 2026-NQM1 A1                                             | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-O            | CORP              | US        |    970200 | PA      | $961229.72    | 0.02%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 7 LTD                                                                    | NMC CLO-7A A1                                                 | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998514.70    | 0.02%             | 2038-03-31      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LCM 35 LTD / LCM 35 LLC                                                                   | LCM 35A BR                                                    | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997515.40   | 0.06%             | 2034-10-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WASH MUT BANK NV                                                                          | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW | CUSIP: 939ESCAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $0.05         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj2                                              | GSMBS 2020-PJ2 B4                                             | CUSIP: 36262DAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1022926 | PA      | $870484.49    | 0.02%             | 2050-07-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST                                                      | PROG 2024-SFR2 E2                                             | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1884579.80   | 0.04%             | 2041-04-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2024-III LTD                                                                 | CIFC 2024-3A A1                                               | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2901177.40   | 0.06%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                   | SCG 2025-DLFN D                                               | CUSIP: 78398EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413000 | PA      | $412483.75    | 0.01%             | 2035-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                          | CWALT 2007-9T1 1A1                                            | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162553 | PA      | $73607.58     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                               | GSMPS 2005-RP2 1AF                                            | CUSIP: 36242DT52<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     40386 | PA      | $37659.57     | 0.00%             | 2035-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                    | AHPT 2025-ATRM G                                              | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $921115.25    | 0.02%             | 2042-08-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-D                                                          | NSLT 2021-DA C                                                | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2365613.10   | 0.05%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                          | NSLT 2025-BA D                                                | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453000 | PA      | $1429243.89   | 0.03%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Apidos Clo XXXII                                                                          | APID 2019-32A A1R                                             | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    421575 | PA      | $421737.45    | 0.01%             | 2033-01-21      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| OCP Clo 2019-16 Ltd.                                                                      | OCP 2020-18A D1R2                                             | CUSIP: 671078BG7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360366.12    | 0.01%             | 2037-07-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2020-8R                                                                       | OCP 2020-8RA CR2                                              | CUSIP: 670898BC8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250034.15    | 0.00%             | 2038-10-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XX LTD                                                                       | SYMP 2018-20A BR2                                             | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    640000 | PA      | $638499.90    | 0.01%             | 2032-01-16      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 M1                                             | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878800 | PA      | $883144.00    | 0.02%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTAGE SECURITIES TRUST 2022                                  | JPMCC 2022-OPO D                                              | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2061000 | PA      | $1594183.09   | 0.03%             | 2039-01-07      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC                  | GCBSL 2024-76A B                                              | CUSIP: 38180BAE7<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |    560000 | PA      | $559306.44    | 0.01%             | 2037-10-26      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2025-4 LTD                                                              | PLMRS 2025-4A A                                               | CUSIP: 696916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1980000 | PA      | $1979759.83   | 0.04%             | 2038-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 LTD                                                                            | MUZ88 2023-2A A1R                                             | CUSIP: 653947AJ0<br>LEI: 2549005L3R392HOGHS10 | Long             | ABS-CBDO         | CORP              | JE        |   2710000 | PA      | $2705935.00   | 0.05%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                      | MAIN 2026-OLAS C                                              | CUSIP: 56036BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1059992.69   | 0.02%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-1 Ltd / Rockford Tower Clo 2021-1 Llc                             | ROCKT 2021-1A B                                               | CUSIP: 77341KAE1<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |   1156092 | PA      | $1157475.38   | 0.02%             | 2034-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-2                                             | VCC 2019-2 M2                                                 | CUSIP: 92257NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890008 | PA      | $807418.60    | 0.02%             | 2049-07-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-VI. LTD                                                                 | CIFC 2021-6A B                                                | CUSIP: 12553SAG9<br>LEI: 549300RCIHU9SRSHMT38 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550099.66    | 0.01%             | 2034-10-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                    | BOCA 2025-BOCA A                                              | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4620000 | PA      | $4622887.50   | 0.09%             | 2042-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE7                                                                      | FIGRE 2025-HE7 A                                              | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2677878 | PA      | $2660361.42   | 0.05%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust 2005-Opt1                                                       | SVHE 2007-NS1 M1                                              | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447594 | PA      | $468056.99    | 0.01%             | 2037-01-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2023-1 LTD                                                              | PLMRS 2023-1A AR                                              | CUSIP: 69702TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998686.00   | 0.04%             | 2038-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                             | VCC 2024-5 A                                                  | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090178 | PA      | $1084641.08   | 0.02%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 5 LTD                                                           | WELLI 2025-5A A                                               | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1360119.00   | 0.03%             | 2038-10-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                                                 | AFFRM 2025-X2 C                                               | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362000 | PA      | $362484.25    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SAGARD-HALSEYPOINT CLO 9 LTD                                                              | HLSY 2025-9A A                                                | CUSIP: 78662EAA2<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3249952.23   | 0.06%             | 2038-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-2 LTD                                                           | MCSLT 2019-2GS A                                              | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1384799 | PA      | $1253274.24   | 0.02%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VIV5                                                    | BX 2021-VIV5 A                                                | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1522000 | PA      | $1405412.82   | 0.03%             | 2044-03-11      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2021-2 LTD                                                                       | VOYA 2021-2A BR                                               | CUSIP: 92919AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    810000 | PA      | $809203.69    | 0.02%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                            | MSAIC 2020-2A B                                               | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935173 | PA      | $756590.48    | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| WEST TRUST 2025-ROSE                                                                      | WEST 2025-ROSE A                                              | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1836000 | PA      | $1843658.87   | 0.04%             | 2035-04-12      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2021-1 Ltd.                                                       | BCC 2021-1A AR                                                | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   4040000 | PA      | $4031644.47   | 0.08%             | 2034-04-18      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 2025-AOA                                                                       | 1345T 2025-AOA E                                              | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3853000 | PA      | $3881169.28   | 0.08%             | 2042-06-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A                                                                 | AQFIT 2021-A A                                                | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87027 | PA      | $79873.62     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 11 LTD                                                                    | SPEAK 2024-11A A1                                             | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1720000 | PA      | $1721141.22   | 0.03%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                              | LENDR 2025-P2 A                                               | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5884774 | PA      | $5909751.43   | 0.12%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1                                                    | RMLT 2020-1 B2                                                | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622000 | PA      | $576492.05    | 0.01%             | 2060-01-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                 | CWHL 2007-9 A11                                               | CUSIP: 12544XAV7<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |    397303 | PA      | $174349.36    | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 B3                                             | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86500 | PA      | $77422.38     | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                          | GDLP 2025-1A B                                                | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1735941 | PA      | $1765678.36   | 0.03%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                                             | NRZT 2025-NQM5 A1                                             | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-O            | CORP              | US        |   3784295 | PA      | $3771157.23   | 0.07%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-D B                                                | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1736117 | PA      | $1741016.19   | 0.03%             | 2060-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2007-5                                                  | CSMC 2007-5 1A11                                              | CUSIP: 22944BAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1851020 | PA      | $836517.37    | 0.02%             | 2037-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                         | MF1 2024-FL14 A                                               | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $1009983.74   | 0.02%             | 2039-03-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM1 TRUST                                                                      | CSMC 2021-NQM1 M1                                             | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3299166 | PA      | $2575820.89   | 0.05%             | 2065-05-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST            | WMALT 2005-9 5A9                                              | CUSIP: 93934FFK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128466 | PA      | $105498.61    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                            | Sofi Consumer Loan Program 2026-B Trust                       | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16361000 | PA      | $16359558.60  | 0.32%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD                                                                              | OZLM 2017-19A A1R3                                            | CUSIP: 67112CBN6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | US        |   4050000 | PA      | $4049954.64   | 0.08%             | 2035-01-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                           | CWHL 2007-9 A1                                                | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726995 | PA      | $319028.73    | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 11 Ltd /Llc                                                                     | AIMCO 2020-11A BR2                                            | CUSIP: 00140NAY6<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2178495.36   | 0.04%             | 2037-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2006-1A A2                                               | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8766 | PA      | $8328.67      | 0.00%             | 2036-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                      | BALLY 2022-20A BR3                                            | CUSIP: 05876CBM4<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $717788.09    | 0.01%             | 2036-10-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-4                                                | AHMA 2006-4 1A12                                              | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76186 | PA      | $38126.68     | 0.00%             | 2046-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO VIII LTD                                                                     | TREST 2025-8A A1                                              | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   2340000 | PA      | $2339444.95   | 0.05%             | 2035-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.              | VDCR 2025-1A A2A                                              | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   6258000 | PA      | $6119171.28   | 0.12%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODUCTS INC TRUST 2007-AR4                                       | BSMF 2007-AR4 2A1                                             | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13593 | PA      | $12937.95     | 0.00%             | 2037-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-C                                                          | NSLT 2021-CA D                                                | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5590000 | PA      | $4978546.24   | 0.10%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC                                                        | CMDC 2025-3A A2                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8109000 | PA      | $8029321.78   | 0.16%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                          | GBP/USD FORWARD                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4234.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 8 LTD                                                               | ANCHC 2016-8A A1R3                                            | CUSIP: 03329KBJ1<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |   6670000 | PA      | $6670913.12   | 0.13%             | 2038-10-27      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                                  | MSRM 2025-DSC2 A1                                             | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5840592 | PA      | $5855612.98   | 0.11%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 TRUST                                                                       | TRK 2021-INV1 B1                                              | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657000 | PA      | $544463.39    | 0.01%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R1                                                        | VERUS 2021-R1 M1                                              | CUSIP: 92538BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3079965.53   | 0.06%             | 2063-10-25      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-C                                                          | NSLT 2021-CA B                                                | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5370432 | PA      | $4766731.54   | 0.09%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                        | MSM 2006-16AX 2A3                                             | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    584798 | PA      | $159114.32    | 0.00%             | 2036-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2026-HE2                                                                      | FIGRE 2026-HE2 A                                              | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4268070 | PA      | $4232876.25   | 0.08%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                                       | NAVRL 2025-C A                                                | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4193082 | PA      | $4170822.30   | 0.08%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2                                                 | EASY 2025-RTL2 A1                                             | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2063000 | PA      | $2065176.47   | 0.04%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2                                                           | FFIN 2025-2A D                                                | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4057000 | PA      | $4040264.88   | 0.08%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2025-TAIL A                                                | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1084000 | PA      | $1083999.57   | 0.02%             | 2035-06-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 XS2                                            | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29897675 | PA      | $762863.10    | 0.01%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2022-4                                             | VCC 2022-4 M2                                                 | CUSIP: 92259KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912782 | PA      | $914513.30    | 0.02%             | 2052-08-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 5 LTD                                                                    | SPCLO 2024-5A A1                                              | CUSIP: 82809BAA4<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |    970000 | PA      | $970837.98    | 0.02%             | 2037-10-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2021-2 LTD                                                                    | OAKCL 2021-2A AR                                              | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1950000 | PA      | $1945928.01   | 0.04%             | 2035-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 TRUST                                                                       | GCAT 2022-HX1 A1                                              | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225887 | PA      | $208832.69    | 0.00%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2025-STAR                                                   | BPR 2025-STAR A                                               | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3090000 | PA      | $3063695.76   | 0.06%             | 2042-11-07      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| COLT 2025-7 MORTGAGE LOAN TRUST                                                           | COLT 2025-7 A1                                                | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-O            | CORP              | US        |   3188026 | PA      | $3197075.52   | 0.06%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 18 LTD                                                              | ANCHC 2021-18A A1                                             | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $950107.26    | 0.02%             | 2034-04-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 53(B) LT                                                       | GCBSL 2021-53A AR                                             | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |    985955 | PA      | $983883.51    | 0.02%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-NQM1 TRUST                                                                      | PRPM 2022-NQM1 B1                                             | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335500 | PA      | $330699.16    | 0.01%             | 2067-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                                  | CSAIL 2019-C17 XA                                             | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3505516 | PA      | $117277.04    | 0.00%             | 2052-09-17      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 44(M)-R                                                        | GOCAP 2019-44A A1R                                            | CUSIP: 38180NAA9<br>LEI: 254900AZTP39QR6WEC46 | Long             | ABS-CBDO         | CORP              | US        |  14460000 | PA      | $14379031.23  | 0.28%             | 2038-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                          | OMPT 2017-1MKT XCP                                            | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  91390728 | PA      | $284545.03    | 0.01%             | 2032-02-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                                                     | TMTS 2005-10HE M5                                             | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257014 | PA      | $243718.22    | 0.00%             | 2036-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Silver Point Clo 8 Ltd.                                                                   | SPCLO 2025-8A A1                                              | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   6130000 | PA      | $6121882.04   | 0.12%             | 2038-04-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 2013-1, Ltd.                                                        | ANCHC 2019-13A BRR                                            | CUSIP: 033291BA2<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004531.80   | 0.06%             | 2038-04-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust 2019-Obp                                                            | OBP 2019-OBP A                                                | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1783205.55   | 0.03%             | 2054-09-13      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FN BZ1178                                                     | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3533000 | PA      | $3589718.92   | 0.07%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1                                                   | OMFIT 2024-1A A                                               | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10618000 | PA      | $11114946.82  | 0.22%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                            | JPMCC 2024-IGLG A                                             | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7170000 | PA      | $7185024.74   | 0.14%             | 2039-11-10      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                        | ONYP 2020-1NYP A                                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976945 | PA      | $940309.80    | 0.02%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                        | SUBWAY 2024-1A A2II                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3560925 | PA      | $3591860.18   | 0.07%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 27 LTD                                                                        | ELM27 2024-3A D                                               | CUSIP: 29003FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250328.40    | 0.00%             | 2037-04-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC1 TRUST                                                                     | HOMES 2025-AFC4 A1A                                           | CUSIP: 43762DAA7<br>LEI: 2549006ZK3R8WZLA9S73 | Long             | ABS-O            | CORP              | US        |   2023126 | PA      | $2019355.66   | 0.04%             | 2060-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-C                                                          | NSLT 2021-CA C                                                | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2770000 | PA      | $2448646.76   | 0.05%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO X LTD                                                                       | BATLN 2016-10A A1R3                                           | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   2355699 | PA      | $2354543.98   | 0.05%             | 2035-01-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                              | LENDR 2025-P2 C                                               | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    762000 | PA      | $761233.05    | 0.01%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA MORTGAGE TRUST                                                             | DBSG 2024-ALTA A                                              | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1612641 | PA      | $1627737.42   | 0.03%             | 2037-06-12      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                                  | DURST 2025-151 D                                              | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1493000 | PA      | $1525305.68   | 0.03%             | 2042-08-12      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Rr 19 LTD/Rr 19 LLC                                                                       | RRAM 2021-19A A2R                                             | CUSIP: 74983AAL7<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249772.05    | 0.00%             | 2040-04-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                                      | ORCHPK 2024-1A B1                                             | CUSIP: 68563JAC8<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |   1340000 | PA      | $1341515.41   | 0.03%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E B1                                               | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068000 | PA      | $743964.85    | 0.01%             | 2060-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-C                                                          | NSLT 2025-CA A1B                                              | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6692769 | PA      | $6739693.76   | 0.13%             | 2065-06-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MORTGAGE TRUST                                                            | BBCMS 2018-TALL A                                             | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5260000 | PA      | $4984042.52   | 0.10%             | 2037-03-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ARES LXIII CLO LTD                                                                        | ARES 2022-63A A1R                                             | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2990000 | PA      | $2991642.71   | 0.06%             | 2038-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd / Symphony CLO 40 LLC                                                 | SYMP 2023-40A AR                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |    730000 | PA      | $730260.25    | 0.01%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-SL1                            | CBASS 2006-SL1 A3                                             | CUSIP: 14983AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5439410 | PA      | $171004.18    | 0.00%             | 2036-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD/LLC                                                                  | SYMP 2019-21A AR2                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   1009828 | PA      | $1009846.07   | 0.02%             | 2032-07-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                   | SMB 2021-A D1                                                 | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398047 | PA      | $359545.53    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                             | LNCR 2025-CRE9 A                                              | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1755000 | PA      | $1748880.49   | 0.03%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                       | SHR 2024-LXRY E                                               | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206000 | PA      | $205741.16    | 0.00%             | 2041-10-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                    | BX 2026-VLT9 A                                                | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9019000 | PA      | $8975344.43   | 0.18%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                         | SE 2024-1A A                                                  | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1802726 | PA      | $1838750.95   | 0.04%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd / Regatta XXVII Funding LLC                                     | REG27 2024-1A A1                                              | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   3440000 | PA      | $3441834.90   | 0.07%             | 2037-04-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                               | GSMPS 2005-RP3 2A1                                            | CUSIP: 362341LS6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   2104559 | PA      | $1833979.30   | 0.04%             | 2035-09-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST7                                          | UMPT 2025-ST7 A                                               | CUSIP: 91533RAA3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   2095171 | PA      | $2095518.43   | 0.04%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2024-7 Ltd.                                                                      | VOYA 2024-7A A1                                               | CUSIP: 92920XAC5<br>LEI: 254900WMSNDRG5HQ9A72 | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1260187.36   | 0.02%             | 2038-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                           | COLT 2024-6 A1                                                | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-O            | CORP              | US        |   2522194 | PA      | $2525702.11   | 0.05%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2024-B                                                     | MFIT 2024-BA D                                                | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1102750.67   | 0.02%             | 2038-11-22      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 13 LTD                                                               | DCLO 2025-13A A1                                              | CUSIP: 25256GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1730000 | PA      | $1728842.63   | 0.03%             | 2039-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                          | CFMT 2024-R1 A2                                               | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177185 | PA      | $171552.18    | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                   | HILT 2024-ORL C                                               | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1426000 | PA      | $1425108.75   | 0.03%             | 2037-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2007-H1                           | FFMER 2007-H1 1A2                                             | CUSIP: 59025TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1993919 | PA      | $1961273.14   | 0.04%             | 2037-10-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-BRBK B                                                | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    702000 | PA      | $697612.50    | 0.01%             | 2041-10-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                               | GSMS 2025-800D A                                              | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5593000 | PA      | $5587102.74   | 0.11%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Diameter Capital EU CLO I DAC                                                             | DECLO 1A A2                                                   | CUSIP: 000000000<br>LEI: 635400XNJLPFTSOZK196 | Long             | ABS-O            | CORP              | IE        |   1250000 | PA      | $1444812.50   | 0.03%             | 2041-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-2                                                             | LFT 2021-2A D                                                 | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3235087.10   | 0.06%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                                         | DRSLF 2022-98A B1R                                            | CUSIP: 26248AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498225.10    | 0.01%             | 2035-04-20      | None          | 5.23%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO 2016-1 Ltd.                                                              | TSYMP 2016-1A AR2                                             | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    581642 | PA      | $581641.69    | 0.01%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                            | SASC 2005-RF3 1A                                              | CUSIP: 86359DMC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    552042 | PA      | $472105.72    | 0.01%             | 2035-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2020-8R                                                                       | OCP 2020-8RA B1R2                                             | CUSIP: 670898AY1<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    730000 | PA      | $729508.42    | 0.01%             | 2038-10-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST            | WMALT 2006-AR1 A1A                                            | CUSIP: 93934FJQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020652 | PA      | $873027.17    | 0.02%             | 2036-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Rali Series 2006-Qo10 Trust                                                               | RALI 2006-QO10 A1                                             | CUSIP: 751153AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1397950 | PA      | $1278088.26   | 0.03%             | 2037-01-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-2                                                             | LFT 2024-2A D                                                 | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2948000 | PA      | $2950319.49   | 0.06%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-Inv1                                             | STAR 2020-INV1 B1                                             | CUSIP: 85573EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $239848.10    | 0.00%             | 2055-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-5                                                           | JPMMT 2020-5 B3                                               | CUSIP: 46653JCA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3438926 | PA      | $2995357.53   | 0.06%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                            | FSRIA 2025-FL10 A                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1237336.85   | 0.02%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Brck Trust 2025 830B                                                                      | BRCK 2025-830B E                                              | CUSIP: 10635AAL3<br>LEI: 213800SK28MWXB3K3P26 | Long             | ABS-O            | CORP              | US        |   3591000 | PA      | $3664601.14   | 0.07%             | 2042-12-11      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING I LTD                                                                   | ARES 2021-ALFA AR                                             | CUSIP: 04018XAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   3790000 | PA      | $3783220.45   | 0.07%             | 2039-04-15      | None          | 4.84%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                          | NSLT 2021-A B1                                                | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1979000 | PA      | $1790674.40   | 0.04%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                               | OAKC 2012-7A AR4                                              | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $687949.32    | 0.01%             | 2038-02-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST                                                      | PROG 2024-SFR2 E1                                             | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1881426.80   | 0.04%             | 2041-04-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP                                                          | SASC 2007-GEL1 A3                                             | CUSIP: 86362QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1348296 | PA      | $1115744.04   | 0.02%             | 2037-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VII LTD                                                                       | ELMW7 2020-4A A1RR                                            | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1210443.59   | 0.02%             | 2037-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                   | SMB 2021-A D2                                                 | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271011 | PA      | $245426.08    | 0.00%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 15 Ltd / Ballyrock CLO 15 LLC                                               | BALLY 2021-1A A1R                                             | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4600056.58   | 0.09%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XII-B LTD                                                     | BSP 2017-12BRA A                                              | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1870000 | PA      | $1870647.96   | 0.04%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2                                                    | BARC 2026-NQM2 A1                                             | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9936136 | PA      | $9802998.72   | 0.19%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING III LTD                                                                 | ARES 2022-ALF3A A1R                                           | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2715000 | PA      | $2715000.00   | 0.05%             | 2036-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LQR TRUST 2025-CALI                                                                       | LQR 2025-CALI A                                               | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1771000 | PA      | $1758876.44   | 0.03%             | 2043-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2018-1 Ltd/ Llc                                                        | ROCKT 2018-1A A                                               | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    146732 | PA      | $146816.34    | 0.00%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIV LTD                                                                  | SIXST 2019-14A A1R2                                           | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1944637.50   | 0.04%             | 2038-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                                        | DK 2024-SPBX E                                                | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8186000 | PA      | $8195886.23   | 0.16%             | 2034-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Del LP                                                                  | LYRA 2025-1A A2                                               | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   2073680 | PA      | $2086142.44   | 0.04%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                             | BWAY 2013-1515 A2                                             | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025370 | PA      | $984933.58    | 0.02%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                 | CSTL 2025-GATE2 A                                             | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $550548.15    | 0.01%             | 2042-11-13      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                          | NSLT 2021-A APT2                                              | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    996597 | PA      | $949441.24    | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR2                                                          | GSR 2006-AR2 3A1                                              | CUSIP: 36297TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1594734 | PA      | $893200.28    | 0.02%             | 2036-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                       | AFRMT 2025-1A A                                               | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2006000 | PA      | $2018150.34   | 0.04%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                              | CWL 2006-26 M1                                                | CUSIP: 12668HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4282019 | PA      | $4154903.34   | 0.08%             | 2037-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 A2                                             | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2034498 | PA      | $2028323.61   | 0.04%             | 2064-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTURE 34 CLO LTD                                                                        | VENTR 2018-34A AR                                             | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |   1882574 | PA      | $1883839.22   | 0.04%             | 2031-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B M2                                               | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198500 | PA      | $1067719.08   | 0.02%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-3                                             | VCC 2024-3 M2                                                 | CUSIP: 92259QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1332984 | PA      | $1348592.11   | 0.03%             | 2054-06-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                   | SMB 2021-A C                                                  | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2099891 | PA      | $1850987.17   | 0.04%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-AA8                              | FHAMS 2006-AA7 A1                                             | CUSIP: 32052CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2258382 | PA      | $1741519.83   | 0.03%             | 2037-01-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                                                     | MFIT 2021-AA A                                                | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685921 | PA      | $678031.52    | 0.01%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                      | MAIN 2026-OLAS B                                              | CUSIP: 56036BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4999970.50   | 0.10%             | 2041-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                    | BX 2025-BCAT C                                                | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351691 | PA      | $351250.92    | 0.01%             | 2042-08-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                            | GSKY 2024-1 A4                                                | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3577259 | PA      | $3628438.80   | 0.07%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR6 TRUST                                                      | PROG 2021-SFR6 F                                              | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3577000 | PA      | $3554198.41   | 0.07%             | 2038-07-19      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Cross 2025-CES1 Mortgage Trust                                                            | CROSS 2025-CES1 A1A                                           | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    988084 | PA      | $985919.00    | 0.02%             | 2060-11-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                       | CMALT 2007-A3 1A5                                             | CUSIP: 12567AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244937 | PA      | $1113506.14   | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRYANT PARK FUNDING 2025-28 LTD                                                           | BRYPK 2025-28A A                                              | CUSIP: 11766GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2070000 | PA      | $2068477.72   | 0.04%             | 2039-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MORTGAGE TRUST                                                         | BMARK 2021-B23 XA                                             | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18035594 | PA      | $775835.34    | 0.02%             | 2054-02-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SENIOR LOAN FUND                                                                | DRSLF 2017-54A AR                                             | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |     38875 | PA      | $38876.18     | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Acres 2025-FL3 LLC                                                                        | ACRES 2025-FL3 A                                              | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7859000 | PA      | $7861201.31   | 0.15%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BRES COMMERCIAL MORTGAGE TRUST 2025-ATCAP                                                 | BRES 2025-ATCAP A                                             | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2058000 | PA      | $2053172.76   | 0.04%             | 2042-11-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-AF2                                           | MLMI 2006-AF2 AV1                                             | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486262 | PA      | $238767.33    | 0.00%             | 2037-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO 2018-II LTD                                                                   | BABSN 2018-2A B1AR                                            | CUSIP: 06760JAU9<br>LEI: 549300I8OP7Y4MO3JF74 | Long             | ABS-CBDO         | CORP              | KY        |   2560000 | PA      | $2558310.40   | 0.05%             | 2036-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B M1                                               | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241500 | PA      | $222145.54    | 0.00%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LV TRUST 2024-SHOW                                                                        | Fashion Show Mall LLC                                         | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362970 | PA      | $365150.25    | 0.01%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST                                                      | OT 2017-OT A                                                  | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920000 | PA      | $2796991.50   | 0.05%             | 2039-05-12      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP3                                       | JPMCC 2016-JP3 XC                                             | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17400000 | PA      | $22820.10     | 0.00%             | 2049-08-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXIX LTD                                                                      | APID 2022-39A D1R                                             | CUSIP: 03766HAW0<br>LEI: 549300BRN9PL9K0SIB31 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483188.00    | 0.01%             | 2038-10-21      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST 202                                                       | SREIT 2021-MFP2 F                                             | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1136000 | PA      | $1135290.00   | 0.02%             | 2036-11-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN HOME IMPROVEMENT TRUST 2021-GRN2 ISSUER TRUST                                     | GHIT 2021-GRN2 B                                              | CUSIP: 38149XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225963 | PA      | $1182541.51   | 0.02%             | 2051-06-26      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 10 LTD                                                               | DCLO 2025-10A A                                               | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4410000 | PA      | $4410665.47   | 0.09%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-C                                                   | SMB 2021-C A2                                                 | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858992 | PA      | $852834.55    | 0.02%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1                                               | CGCMT 2015-P1 D                                               | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10631 | PA      | $10391.92     | 0.00%             | 2048-09-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                                                   | BOAMS 2007-4 1A1                                              | CUSIP: 059513CA7<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |    658170 | PA      | $486090.13    | 0.01%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                  | MSRM 2025-NQM3 A1                                             | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11418576 | PA      | $11449647.77  | 0.22%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D                                               | NAVSL 2021-DA A                                               | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352577 | PA      | $343817.81    | 0.01%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2021-C LL                                                       | CASL 2021-C C                                                 | CUSIP: 19424WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2457458 | PA      | $2302414.07   | 0.05%             | 2055-07-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                             | VCC 2024-5 M2                                                 | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486418 | PA      | $483478.67    | 0.01%             | 2054-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                                   | CGMS 2017-3A BR2                                              | CUSIP: 14314FBC1<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |   2810000 | PA      | $2815598.93   | 0.06%             | 2037-10-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans Inc                                                            | RALI 2005-QA10 A21                                            | CUSIP: 761118GC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4691281 | PA      | $1660318.35   | 0.03%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2021-STOR                                                   | MHP 2021-STOR J                                               | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1917000 | PA      | $1910947.65   | 0.04%             | 2038-07-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 16-R LTD                                                               | OAKC 2023-16RA A1                                             | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2280000 | PA      | $2277722.05   | 0.04%             | 2038-10-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                                | CNSL 2026-1A B                                                | CUSIP: 315961AJ1<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |   2591000 | PA      | $2555532.58   | 0.05%             | 2056-03-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 5 LTD                                                           | WELLI 2025-5A B                                               | CUSIP: 94957NAC9<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1748934.95   | 0.03%             | 2038-10-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-NQM1 TRUST                                                                      | PRPM 2026-NQM1 A1LC                                           | CUSIP: 74391DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1481796.60   | 0.03%             | 2071-02-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2025-TAIL E                                                | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4418000 | PA      | $4417920.03   | 0.09%             | 2035-06-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-I LTD                                                                   | CIFC 2025-1A A                                                | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249249.03    | 0.00%             | 2038-04-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| RFMSI SERIES 2007-SA4 TRUST                                                               | RFMSI 2007-SA4 3A1                                            | CUSIP: 74959AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4224239 | PA      | $2543187.20   | 0.05%             | 2037-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO VIII 2017-1 LTD                                                              | GALL 2017-1A A1R                                              | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1161255 | PA      | $1161555.71   | 0.02%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXIX LTD                                                                     | TRNTS 2024-29A A1                                             | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $440102.34    | 0.01%             | 2037-07-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                               | GSAMP 2006-HE4 M1                                             | CUSIP: 362439AF8<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2543848.97   | 0.05%             | 2036-06-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2025-VOLT A                                                | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12406000 | PA      | $12367231.25  | 0.24%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE N.2 LLC                                            | EDVES 2019-A A                                                | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260998 | PA      | $258212.80    | 0.01%             | 2038-11-25      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                       | BAHA 2024-MAR A                                               | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28280000 | PA      | $28856722.52  | 0.57%             | 2041-12-12      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-A                                                    | REPS 2024-A B                                                 | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4430000 | PA      | $4459321.28   | 0.09%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                            | JPMCC 2024-OMNI A                                             | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1675138.87   | 0.03%             | 2039-10-07      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                              | LENDR 2026-P1 E                                               | CUSIP: 52611WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180340 | PA      | $162218.18    | 0.00%             | 2037-08-15      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| VOLT CVI LLC                                                                              | VOLT 2021-NP12 A1                                             | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5521385 | PA      | $5523943.98   | 0.11%             | 2051-12-26      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-9CB 1A1                                            | CUSIP: 12667GEK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900937 | PA      | $796165.70    | 0.02%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2022-3 Ltd.                                                             | PLMRS 2022-3A D1R                                             | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $441522.23    | 0.01%             | 2037-07-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXXV LTD                                                                     | TRNTS 2026-35A D1                                             | CUSIP: 89643NAJ4<br>LEI: 2549006LSGK3FM05EN89 | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $666284.06    | 0.01%             | 2039-01-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2020-C                                                           | AJAXM 2020-C C                                                | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5827 | PA      | $116.53       | 0.00%             | 2060-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital EU CLO I DAC                                                             | DECLO 1A A1                                                   | CUSIP: 000000000<br>LEI: 635400XNJLPFTSOZK196 | Long             | ABS-O            | CORP              | IE        |   1820000 | PA      | $2103647.00   | 0.04%             | 2041-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                                                           | COLT 2025-8 B1                                                | CUSIP: 19689DAE9<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |    684000 | PA      | $685931.21    | 0.01%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                  | BFLD 2025-660F A                                              | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5112000 | PA      | $5105623.29   | 0.10%             | 2042-11-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                                           | GOCAP 2025-83A A1                                             | CUSIP: 38182EAA7<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003525.60   | 0.04%             | 2038-11-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                          | HACLN 2025-2 B2                                               | CUSIP: 44644NAP4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   3218194 | PA      | $3226874.01   | 0.06%             | 2033-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-Inv1                                             | STAR 2020-INV1 M1                                             | CUSIP: 85573EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2688000 | PA      | $2542764.67   | 0.05%             | 2055-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2007-2                                                     | BAYC 2007-2A A1                                               | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19930 | PA      | $18701.45     | 0.00%             | 2037-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B                                                   | SMB 2021-B A                                                  | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230669 | PA      | $1164041.95   | 0.02%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-3                                               | DRMT 2022-3 M1                                                | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2742000 | PA      | $2642094.41   | 0.05%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                       | PRDGY 2021-1A B                                               | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    442935 | PA      | $440709.81    | 0.01%             | 2051-07-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2022-4                                             | VCC 2022-4 M3                                                 | CUSIP: 92259KAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750351 | PA      | $752749.05    | 0.01%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TRUST                                                         | COLT 2021-HX1 B2                                              | CUSIP: 19688KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $777936.50    | 0.02%             | 2066-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-6 Ltd.                                                                       | OCP 2025-44A B                                                | CUSIP: 67570UAC6<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998935.30   | 0.06%             | 2038-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 66(B) Ltd.                                                     | GCBSL 2023-66A AR                                             | CUSIP: 38181AAA6<br>LEI: 254900RV27CWP39PB446 | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290233.10    | 0.01%             | 2038-07-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                             | COMM 2025-167G E                                              | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1348642.07   | 0.03%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1                                              | MABS 2007-HE1 A4                                              | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83274 | PA      | $72180.35     | 0.00%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LIX LTD                                                              | MDPK 2021-59A A1R                                             | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270118.15    | 0.01%             | 2037-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2022-IV LTD                                                                  | CIFC 2022-4A BR                                               | CUSIP: 12567WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499649.05    | 0.01%             | 2035-07-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                     | DNKN 2025-1A A2I                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   6895718 | PA      | $6830019.93   | 0.13%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 32 LTD                                                                      | BALLY 2025-32A B                                              | CUSIP: 058944AG4<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1510154.47   | 0.03%             | 2039-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 46 LTD                                                 | NEUB 2021-46A BR                                              | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1220000 | PA      | $1219714.64   | 0.02%             | 2037-01-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 A1                                             | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155356 | PA      | $1160097.56   | 0.02%             | 2064-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIV LTD                                                            | MDPK 2025-71A A1                                              | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11960000 | PA      | $11920705.42  | 0.23%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE N.3 LLC                                            | EDVES 2021-A A                                                | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142581 | PA      | $133495.86    | 0.00%             | 2045-11-27      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-BRBK A                                                | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6184500.00   | 0.12%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CWHEQ HOME EQUITY LOAN TRUST SERIES 2006-C                                                | CWHEL 2006-C 2A                                               | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181534 | PA      | $180752.25    | 0.00%             | 2036-05-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                        | ELM 2024-ELM A15                                              | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3356607.88   | 0.07%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                    | GSMS 2019-GSA1 A4                                             | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2587000 | PA      | $2452414.17   | 0.05%             | 2052-11-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 76 CLO LTD                                                                         | DRSLF 2019-76A A1R2                                           | CUSIP: 26252WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $870378.10    | 0.02%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                            | BAYRT 2005-E A2A                                              | CUSIP: 073250CB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514652 | PA      | $503623.40    | 0.01%             | 2040-12-28      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2020-2 A3                                                | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45493 | PA      | $44410.64     | 0.00%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-B                                                       | NAVRL 2025-B A                                                | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5991611 | PA      | $5952153.51   | 0.12%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                                | NRZT 2019-2A A1                                               | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790425 | PA      | $774167.15    | 0.02%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                                                | DRSLF 2017-49A AR                                             | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |     36841 | PA      | $36840.66     | 0.00%             | 2030-07-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-B                                                          | NSLT 2021-BA D                                                | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8380000 | PA      | $7551165.21   | 0.15%             | 2062-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2022-NQM1                                                    | BARC 2022-NQM1 A1                                             | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2603509 | PA      | $2584049.11   | 0.05%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-SPT1 TRUST                                                                      | CSMC 2020-SPT1 B2                                             | CUSIP: 12659LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $7590109.80   | 0.15%             | 2065-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                      | PRPM 2025-NQM5 A1A                                            | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4461234 | PA      | $4448754.84   | 0.09%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-XL5 A                                                 | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2281930 | PA      | $2284543.57   | 0.04%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CIfc FundIng 2018-I Ltd. / CIfc FundIng 2018-I LLC                                        | CIFC 2018-1A BR                                               | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1629005.86   | 0.03%             | 2038-01-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-1 LTD/CIFC Funding 2017-1 LLC                                           | CIFC 2017-1A BRR                                              | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002162.00   | 0.04%             | 2037-04-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Babson CLO 2015-I LLC                                                                     | BABSN 2015-IA BR                                              | CUSIP: 056162AQ3<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |     89896 | PA      | $89869.56     | 0.00%             | 2031-01-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2025-128 AD                                               | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3908391 | PA      | $3923689.34   | 0.08%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Csmc Trust 2014-Saf1                                                                      | CSMC 2014-SAF1 B5                                             | CUSIP: 12648FAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1572561 | PA      | $1195291.53   | 0.02%             | 2044-03-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                               | GSMPS 2004-4 1AF                                              | CUSIP: 36242DJQ7<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   2284520 | PA      | $2059841.80   | 0.04%             | 2034-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                                                      | OHA Loan Funding 2015-1 Ltd                                   | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1359538.96   | 0.03%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                             | LFT 2025-3A A                                                 | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8085000 | PA      | $8028920.82   | 0.16%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| REGATTA XVI FDG LTD/LLC                                                                   | REG16 2019-2A BR2                                             | CUSIP: 75888TBC8<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   2590000 | PA      | $2586360.27   | 0.05%             | 2039-04-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                                      | PROG 2021-SFR8 F                                              | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4441215.15   | 0.09%             | 2038-10-19      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COLT 2025-12 MORTGAGE LOAN TRUST                                                          | COLT 2025-12 A1LC                                             | CUSIP: 19688UAC6<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992591.90    | 0.02%             | 2071-01-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                                              | OWL Rock Clo V LLC                                            | CUSIP: 69120JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1353565.35   | 0.03%             | 2034-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD /LLC                                                                       | AGL 2025-42A A1                                               | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |   4120000 | PA      | $4120827.30   | 0.08%             | 2038-07-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                    | QTSII 2026-5A A2                                              | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3047000 | PA      | $3032020.45   | 0.06%             | 2056-03-06      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                     | MFIT 2024-AA D                                                | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1969000 | PA      | $2001240.01   | 0.04%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                      | CENT 2025-CITY A                                              | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6956000 | PA      | $7005884.26   | 0.14%             | 2040-07-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                              | CHASE 2006-S2 1A16                                            | CUSIP: 16163BAR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2678181 | PA      | $950816.97    | 0.02%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RR 32 LTD                                                                                 | RRAM 2024-32RA A1R                                            | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11850000 | PA      | $11854296.81  | 0.23%             | 2039-10-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                             | GSKY 2025-3A A3                                               | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4412134 | PA      | $4406687.88   | 0.09%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                                               | RBIT 2021-HB1 M6                                              | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335416 | PA      | $1192067.58   | 0.02%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                    | BX 2025-JDI E                                                 | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2471984 | PA      | $2471211.14   | 0.05%             | 2042-11-17      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-NQM1                                                        | JPMMT 2026-NQM1 A1LC                                          | CUSIP: 46660DAB1<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-O            | CORP              | US        |   1866686 | PA      | $1850879.65   | 0.04%             | 2066-06-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2021-1 LTD                                                              | STCP 2021-1A AR                                               | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501740.25   | 0.05%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 10 LTD                                                                    | BGCLO 2025-15A A1                                             | CUSIP: 09078EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1498976.25   | 0.03%             | 2039-01-24      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR14                                                | INDX 2007-FLX2 A1A                                            | CUSIP: 45668RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3613081 | PA      | $3232377.05   | 0.06%             | 2037-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                                        | FFML 2006-FF17 A5                                             | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152273 | PA      | $1012817.29   | 0.02%             | 2036-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                                        | CMSI 2008-2 1A1                                               | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222072 | PA      | $190480.25    | 0.00%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                        | CMLTI 2009-12 5A2                                             | CUSIP: 173097AK2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   5110425 | PA      | $2054334.32   | 0.04%             | 2037-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| ACRA 2024-NQM1                                                                            | ACRA 2024-NQM1 A1                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6219299 | PA      | $6235036.15   | 0.12%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                                 | BRAVO 2026-NQM2 A1LC                                          | CUSIP: 105934AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2239906 | PA      | $2218275.90   | 0.04%             | 2065-11-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd 2013-3R                                                                      | INGIM 2013-3A A1RR                                            | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |     74288 | PA      | $74306.67     | 0.00%             | 2031-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO II LTD                                                                | C4US 2022-1A AR                                               | CUSIP: 14016CAN6<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |   2280000 | PA      | $2281110.13   | 0.04%             | 2037-01-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO V LTD                                                                        | NWML 2024-2A B                                                | CUSIP: 81789MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000540.80   | 0.02%             | 2037-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust 2006-3                                                            | FHLT 2006-3 1A1                                               | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1652497 | PA      | $1239494.67   | 0.02%             | 2037-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                                  | RRAM 2019-7A A2B                                              | CUSIP: 74980EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $480000.00    | 0.01%             | 2037-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                       | SHR 2024-LXRY A                                               | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6747000 | PA      | $6738566.25   | 0.13%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M3                                                | CUSIP: 92262XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265858 | PA      | $1252692.04   | 0.02%             | 2055-10-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-FRE2                                           | CARR 2006-FRE2 A4                                             | CUSIP: 14454AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183378 | PA      | $964129.35    | 0.02%             | 2036-10-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D                                               | NAVSL 2021-DA C                                               | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2372556 | PA      | $2211152.06   | 0.04%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis Clo 13 Ltd. / Kennedy Lewis Clo 13 LLC                                      | KLLM 2023-13A A1R                                             | CUSIP: 488930AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2270000 | PA      | $2263617.90   | 0.04%             | 2038-01-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2024-NQM5                                                              | ADMT 2024-NQM5 A1                                             | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-O            | CORP              | US        |   3925591 | PA      | $3939796.24   | 0.08%             | 2069-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C4 MORTGAGE TRUST                                                              | CFCRE 2016-C4 C                                               | CUSIP: 12531YAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $128295.70    | 0.00%             | 2058-05-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 B2                                             | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469200 | PA      | $473932.21    | 0.01%             | 2064-01-25      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                                 | AFFRM 2025-X2 B                                               | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1044227.64   | 0.02%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| OCTAGON 56 LTD                                                                            | OCT56 2021-1A B                                               | CUSIP: 67577EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250045.30    | 0.00%             | 2034-10-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2024-2 Ltd.                                                       | BCC 2024-2A A1                                                | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | JE        |   5090000 | PA      | $5088705.61   | 0.10%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VIII LTD                                                                | ARES 2024-ALF8 A1                                             | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8840000 | PA      | $8834202.73   | 0.17%             | 2038-01-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39                                            | WFCM 2017-C39 B                                               | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $961275.20    | 0.02%             | 2050-09-16      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026-1                                             | VCC 2026-1 M4                                                 | CUSIP: 92262WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994895 | PA      | $978191.80    | 0.02%             | 2056-02-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT                                | WMALT 2007-HY1 A2A                                            | CUSIP: 93936AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    406229 | PA      | $322131.92    | 0.01%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                            | Sofi Consumer Loan Program 2026-B Trust                       | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1532000 | PA      | $1530204.04   | 0.03%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2024-IND2                                                                      | ARES1 2024-IND2 A                                             | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9250000.00   | 0.18%             | 2034-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 2 LTD                                                                     | BGCLO 2021-2A A1R                                             | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $630475.15    | 0.01%             | 2037-10-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B C                                                | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1867310 | PA      | $1500993.07   | 0.03%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR 2022-SSP                                                                              | BPR 2022-SSP A                                                | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $770000.00    | 0.02%             | 2039-05-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KKR CLO 17 Ltd.                                                                           | KKR 17 BR                                                     | CUSIP: 48251FAJ0<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $580180.44    | 0.01%             | 2034-04-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO VI LTD                                                                        | BBAM 2025-6A A1                                               | CUSIP: 05556TAA1<br>LEI: 213800XNFJXOBNFACF61 | Long             | ABS-CBDO         | CORP              | KY        |   4460000 | PA      | $4458111.19   | 0.09%             | 2039-01-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-J4                               | CWALT 2006-J4 2A1                                             | CUSIP: 23242WAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3234651 | PA      | $1764057.02   | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 MORTGAGE TRUST                                                              | CROSS 2025-H4 A1                                              | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5333235 | PA      | $5356262.09   | 0.11%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                                                     | MFIT 2021-AA B                                                | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1565746.52   | 0.03%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE1 TRUST                    | WMABS 2006-HE4 2A2                                            | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193942 | PA      | $48532.63     | 0.00%             | 2036-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 2020-30R                                                                      | KKR 30A BR2                                                   | CUSIP: 48250EBE4<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |   1670000 | PA      | $1670886.60   | 0.03%             | 2037-04-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 A2                                             | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1394452 | PA      | $1406555.09   | 0.03%             | 2063-10-25      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                             | VCC 2018-2 M6                                                 | CUSIP: 92259BAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1449093 | PA      | $1257032.81   | 0.02%             | 2048-10-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR10 Trust                                                     | PROG 2021-SFR10 E2                                            | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820641 | PA      | $786316.53    | 0.02%             | 2040-12-19      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                              | LENDR 2025-P2 F                                               | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244000 | PA      | $243529.28    | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC                                                                         | SESAC 2024-1 A2                                               | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660520 | PA      | $661567.25    | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 23 LTD                                                  | GLM 2024-23A A                                                | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | JE        |   1540000 | PA      | $1539975.36   | 0.03%             | 2039-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS X-R LTD                                                               | OAKC 2014-10RA AR2                                            | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2710000 | PA      | $2701313.10   | 0.05%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                                   | WHARF 2025-DC E                                               | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2354000 | PA      | $2355784.80   | 0.05%             | 2040-07-17      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                                        | TPMT 2019-HY2 A1                                              | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487789 | PA      | $496359.69    | 0.01%             | 2058-05-28      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2004-HE7                              | ABSHE 2005-HE6 M6                                             | CUSIP: 04541GTQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914000 | PA      | $839155.56    | 0.02%             | 2035-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND MORTGAGE TRUST                                                               | INV 2024-IND A                                                | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3510000 | PA      | $3463931.25   | 0.07%             | 2041-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                          | NSLT 2021-A A1                                                | CUSIP: 64035DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658777 | PA      | $657668.27    | 0.01%             | 2062-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                       | PRDGY 2021-1A C                                               | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    444948 | PA      | $442563.99    | 0.01%             | 2051-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 M1                                             | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2124700 | PA      | $2140329.29   | 0.04%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 TRUST                                                                       | MFRA 2021-INV1 M1                                             | CUSIP: 552747AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $667947.14    | 0.01%             | 2056-01-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                       | ALA 2025-OANA A                                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5763000 | PA      | $5777407.50   | 0.11%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO 33 LTD                                                                         | GALXY 2024-33A D1                                             | CUSIP: 36321EAL9<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1864954.69   | 0.04%             | 2037-04-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                          | CDS CMBX.NA.BBB-.10                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-273427.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                              | SAST 2004-2 MF5                                               | CUSIP: 805564QE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396747 | PA      | $308774.60    | 0.01%             | 2035-08-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                                             | NRZT 2026-NQM3 A1                                             | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14772484 | PA      | $14632686.43  | 0.29%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                               | SOFI 2020-A BFX                                               | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226000 | PA      | $204139.77    | 0.00%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                                                | LCM 31A AR                                                    | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3930000 | PA      | $3930003.54   | 0.08%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2023-1 LTD                                                                  | CAVU 2023-1A A1R                                              | CUSIP: 89624WAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2098899.39   | 0.04%             | 2038-03-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST         | WAMU 2007-OA5 1A                                              | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404273 | PA      | $348898.51    | 0.01%             | 2047-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-MP                                                    | MSC 2018-MP E                                                 | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2184000 | PA      | $1665684.60   | 0.03%             | 2040-07-12      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST 2025-FLWR                                                   | SCG 2025-FLWR E                                               | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249000 | PA      | $247187.08    | 0.00%             | 2042-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2021-2 LTD                                                                       | VOYA 2021-2A A1R                                              | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    615000 | PA      | $613805.67    | 0.01%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                        | ELMW2 2019-2A D1RR                                            | CUSIP: 29001LBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246960.00    | 0.00%             | 2037-10-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| DBWF 2024-LCRS MORTGAGE TRUST                                                             | DBWF 2024-LCRS A                                              | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2423000 | PA      | $2415428.13   | 0.05%             | 2037-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST 2026-CES1                                                       | SAIF 2026-CES1 A1A                                            | CUSIP: 78710HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2748162.28   | 0.05%             | 2056-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2020-1 Ltd.                                                                 | BALLY 2023-25A BR                                             | CUSIP: 05876QAS1<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1429464.89   | 0.03%             | 2038-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                            | OOMLT 2007-FXD1 1A1                                           | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3697797 | PA      | $3167823.84   | 0.06%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                          | EUR/USD FORWARD                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $27491.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                                  | INT 2025-PLAZA A                                              | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1295641.88   | 0.03%             | 2037-11-05      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2018-1 LTD                                                                     | CANYC 2018-1A A                                               | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    113121 | PA      | $113120.89    | 0.00%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM6 TRUST                                                                      | PRPM 2025-NQM6 A1LC                                           | CUSIP: 69383RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258367 | PA      | $257372.49    | 0.01%             | 2070-12-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT                                           | WFCM 2021-FCMT A                                              | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4660000 | PA      | $4657974.76   | 0.09%             | 2031-05-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2006-2                                                | ARMT 2006-2 4A1                                               | CUSIP: 007034AL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3882798 | PA      | $2889511.50   | 0.06%             | 2036-05-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Cfk Trust 2019-Fax                                                                        | CFK 2019-FAX E                                                | CUSIP: 12528XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2375033.96   | 0.05%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2019-B                                                   | SMB 2019-B A2A                                                | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    861142 | PA      | $845872.15    | 0.02%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO X LTD                                                                         | ELM10 2021-3A CR2                                             | CUSIP: 29002VBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    940000 | PA      | $941870.79    | 0.02%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Cfk Trust 2019-Fax                                                                        | CFK 2019-FAX XA                                               | CUSIP: 12528XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  62647750 | PA      | $415924.68    | 0.01%             | 2039-01-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Cwheq Revolving Home Equity Loan Trust Series 2006-I                                      | CWHEL 2006-I 1A                                               | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98120 | PA      | $95296.38     | 0.00%             | 2037-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 A3                                             | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2279076 | PA      | $2274834.99   | 0.04%             | 2064-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                             | GSAA 2007-2 AF3                                               | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23709 | PA      | $4062.38      | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 14 LTD                                                                        | ELM14 2022-1A A1R                                             | CUSIP: 29003WAL9<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1130529.18   | 0.02%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN2 ISSUER TRUST                                     | GHIT 2022-GRN2 A                                              | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462798 | PA      | $472981.77    | 0.01%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Dryden 85 CLO Ltd/LLC                                                                     | DRSLF 2020-85A A1LN                                           | CUSIP: 26246BBG8<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-CBDO         | CORP              | KY        |   2620000 | PA      | $2627729.00   | 0.05%             | 2037-07-15      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                     | BX 2024-XL4 E                                                 | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1414554 | PA      | $1411889.25   | 0.03%             | 2039-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                                     | SYMP 2015-16A ARR                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    304927 | PA      | $304975.55    | 0.01%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MORTGAGE FUNDING TRUST 2005-AR4                                                | GPMF 2006-AR2 4A1                                             | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12963 | PA      | $11948.90     | 0.00%             | 2036-03-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static 2024-1 Ltd.                                                 | GOST 2024-1A AR                                               | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |    201288 | PA      | $201229.58    | 0.00%             | 2035-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 19 LTD                                                                       | KLLM 2025-19A A                                               | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249830.75    | 0.00%             | 2036-04-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2005-11 A1                                              | CUSIP: 93934FHV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958366 | PA      | $819727.40    | 0.02%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD                                                                      | SYMP 2018-19A A                                               | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    154528 | PA      | $154407.03    | 0.00%             | 2031-04-16      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                                                 | CWALT 2005-76 2A1                                             | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311620 | PA      | $289228.35    | 0.01%             | 2036-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2019-RP1                                                    | CMLTI 2019-RP1 A1                                             | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    803431 | PA      | $787230.32    | 0.02%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                   | PLYM 2026-IND D                                               | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2138000 | PA      | $2116712.58   | 0.04%             | 2043-03-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Gadsden Med Clinic                                                                        | GSAMP 2007-HS1 M7                                             | CUSIP: 362429AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2836784.40   | 0.06%             | 2037-02-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                                   | BPR 2024-PARK A                                               | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1435000.60   | 0.03%             | 2039-11-07      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-I                                               | NAVSL 2020-IA B                                               | CUSIP: 63942AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1880000 | PA      | $1628618.81   | 0.03%             | 2069-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1                                            | PLNT 2025-1A A2II                                             | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   6430000 | PA      | $6347908.19   | 0.12%             | 2055-12-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-29CB                             | CWALT 2005-29CB A6                                            | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206776 | PA      | $113752.88    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH                             | JPMCC 2018-PHH A                                              | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725845 | PA      | $471813.88    | 0.01%             | 2035-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2025-4 LTD                                                                       | VOYA 2025-4A B                                                | CUSIP: 92946DAE5<br>LEI: 254900U7M8PTC5C6HY46 | Long             | ABS-CBDO         | CORP              | KY        |   1235000 | PA      | $1237772.58   | 0.02%             | 2038-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2005-AP1                       | NAA 2005-AP1 2A4                                              | CUSIP: 65535VHG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268559 | PA      | $257753.99    | 0.01%             | 2035-02-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                                        | THE 2023-MIC A                                                | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3089000 | PA      | $3287344.07   | 0.06%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 11 Ltd /Llc                                                                     | AIMCO 2020-11A A1R2                                           | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   2810000 | PA      | $2810367.55   | 0.06%             | 2037-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                                                        | APID 2018-18A A1R2                                            | CUSIP: 03767NAW6<br>LEI: 254900ACGV2NIR3KVB11 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1350305.64   | 0.03%             | 2038-01-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2026-MOON                                                                     | CRSNT 2026-MOON A                                             | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7270000 | PA      | $7238193.75   | 0.14%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2020-8R                                                                       | OCP 2020-8RA AR2                                              | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   3025000 | PA      | $3022720.36   | 0.06%             | 2038-10-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TRUST 2006-5                                                | TMST 2006-3 A1                                                | CUSIP: 885221AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958094 | PA      | $394598.52    | 0.01%             | 2046-06-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                                       | JPMBB 2015-C33 D1                                             | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507000 | PA      | $443630.07    | 0.01%             | 2048-12-17      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                       | NCMF 2025-MFS F                                               | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9942000 | PA      | $10002853.99  | 0.20%             | 2033-06-10      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2024-37                                                                       | OCP 2024-37A A1                                               | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |   2180000 | PA      | $2181304.73   | 0.04%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                    | BX 2020-VIV3 B                                                | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2788437 | PA      | $2626497.68   | 0.05%             | 2044-03-11      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Tcw Clo 2019-2 Ltd                                                                        | TCW 2019-2A A1R2                                              | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199982.84   | 0.02%             | 2038-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Kkr Clo 28 Ltd.                                                                           | KKR 28A AR2                                                   | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |   2310000 | PA      | $2307228.00   | 0.05%             | 2035-02-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                                      | BAMLL 2025-ASHF A                                             | CUSIP: 05494CAA3<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |   8471000 | PA      | $8433147.34   | 0.17%             | 2042-02-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST                                                                      | LMRE 2025-SFR1 A                                              | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $2929936.41   | 0.06%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR41                                                | INDX 2006-AR41 A3                                             | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304096 | PA      | $295307.66    | 0.01%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Self Commercial Mortgage Trust 2024-STRG                                                  | SELF 2024-STRG A                                              | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262768 | PA      | $262604.15    | 0.01%             | 2034-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM6                                       | SAN 2025-NQM6 A1                                              | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-O            | CORP              | US        |   3509379 | PA      | $3499407.88   | 0.07%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BlueMountain Clo 2014-4 Limited                                                           | BLUEM 2019-25A A1RR                                           | CUSIP: 09627FBA7<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $490206.24    | 0.01%             | 2038-01-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                       | AOA 2025-1301 E                                               | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1232000 | PA      | $1273360.09   | 0.02%             | 2042-08-13      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                         | BXMT 2025-FL5 A                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17933000 | PA      | $17917444.92  | 0.35%             | 2042-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| RAD CLO 6 LTD                                                                             | RAD 2019-6A A1R                                               | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4670000 | PA      | $4671414.54   | 0.09%             | 2037-10-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2024-IND2                                                   | BLP 2024-IND2 A                                               | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2546838 | PA      | $2547435.29   | 0.05%             | 2041-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE CORP                                                                      | GT 1998-4 M1                                                  | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344883 | PA      | $350006.55    | 0.01%             | 2030-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 SA                                             | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       215 | PA      | $196.12       | 0.00%             | 2063-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2                                                     | MSWF 2023-2 XA                                                | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33164760 | PA      | $1788343.33   | 0.04%             | 2056-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Goodleap Home Improvement Solutions Trust 2025-2                                          | GDLP 2025-2A A                                                | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6483742 | PA      | $6519835.94   | 0.13%             | 2049-06-21      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| RADIAN MORTGAGE CAPITAL TRUST 2024-J2                                                     | RMCT 2024-J2 A8                                               | CUSIP: 75023WAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608709 | PA      | $607272.80    | 0.01%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                                                 | NYMT 2024-INV1 A1                                             | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-O            | CORP              | US        |    787496 | PA      | $789240.99    | 0.02%             | 2069-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 2 LTD                                                                    | NMC CLO-2A A1R                                                | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3120000 | PA      | $3121871.69   | 0.06%             | 2038-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORTGAGE LOAN RESEC 2009-RS1                                                              | MLRT 2009-RS1 A85                                             | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95002 | PA      | $93660.21     | 0.00%             | 2036-04-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-SP3 TRUST                                                                | RAAC 2006-SP3 M3                                              | CUSIP: 74919QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1661704 | PA      | $1737351.51   | 0.03%             | 2036-08-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                                      | GCAT 2021-NQM3 B1                                             | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1151000 | PA      | $865218.67    | 0.02%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR1 Trust                                                      | PROG 2022-SFR1 F                                              | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4841886.50   | 0.09%             | 2041-02-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2019-5                                                           | AOMT 2019-5 B1                                                | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $378697.80    | 0.01%             | 2049-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                      | MAIN 2026-OLAS D                                              | CUSIP: 56036BAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2249980.65   | 0.04%             | 2041-01-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                                   | CIP 2025-SBAY E                                               | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5990000 | PA      | $5967537.50   | 0.12%             | 2037-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                        | PFS Financing Corp ABS 2028-10-16 USD                         | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9036900.00   | 0.18%             | 2027-10-29      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                                              | CROSS 2025-H2 A1                                              | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8824050 | PA      | $8831964.48   | 0.17%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                              | OAK 2001-D A2                                                 | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21634 | PA      | $6369.81      | 0.00%             | 2019-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-G C                                                | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2286616 | PA      | $2351882.79   | 0.05%             | 2061-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAIN TRUST 2026-OLAS                                                                      | MAIN 2026-OLAS G                                              | CUSIP: 56036BAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999978.00    | 0.02%             | 2041-01-15      | Fixed         | 10.93%                | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                             | VCC 2025-1 M4                                                 | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3994885 | PA      | $4024418.48   | 0.08%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                       | BARC 2021-NPL1 B                                              | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126450 | PA      | $1127484.97   | 0.02%             | 2051-11-25      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2021-2                                             | VCC 2021-2 M7                                                 | CUSIP: 92259MAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1593473 | PA      | $1165262.42   | 0.02%             | 2051-08-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                                              | CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    857378 | PA      | $1133886.72   | 0.02%             | 2030-09-11      | Floating      | 6.88%                 | No            |                  3 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR27                                                | INDX 2006-AR27 2A2                                            | CUSIP: 45661LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159113 | PA      | $145725.64    | 0.00%             | 2036-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-CNYN D                                                | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1390275 | PA      | $1389406.38   | 0.03%             | 2041-04-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-5                                                     | OOMLT 2005-4 M3                                               | CUSIP: 68389FJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $405483.84    | 0.01%             | 2035-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-L2                                                    | MSC 2019-L2 XA                                                | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10146983 | PA      | $240708.76    | 0.00%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 32 LTD                                                              | ANCHC 2025-32A D                                              | CUSIP: 03333MAG8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |    483800 | PA      | $483768.79    | 0.01%             | 2037-07-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                          | CDS CMBX.NA.AAA.6.V1                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-0.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-1                                                               | CHNGE 2022-1 A1                                               | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1815556 | PA      | $1748839.34   | 0.03%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-                                                       | CHI 2025-110W A                                               | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5895000 | PA      | $5855191.07   | 0.11%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Shackleton 2013-Iii Clo Ltd                                                               | SHACK 2013-3A BR                                              | CUSIP: 81881QAU0<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |     70737 | PA      | $70689.22     | 0.00%             | 2030-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6                                             | VCC 2024-6 M3                                                 | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1543394 | PA      | $1545519.49   | 0.03%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sg Mortgage Securities Trust 2006-fre2                                                    | SGMS 2006-FRE2 A2C                                            | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181537 | PA      | $37128.77     | 0.00%             | 2036-07-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                                   | WHARF 2025-DC A                                               | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4020000 | PA      | $4109584.90   | 0.08%             | 2040-07-17      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                        | HIH 2024-61P D                                                | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    833342 | PA      | $833342.25    | 0.02%             | 2041-10-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| NJ TRUST 2023-GSP                                                                         | NJ 2023-GSP A                                                 | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1523388.49   | 0.03%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                          | CWALT 2007-3T1 1A1                                            | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1118669 | PA      | $473230.80    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MLTI TRUST 2026-SF75                                                                      | MLTI 2026-SF75 A                                              | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1220000 | PA      | $1213900.00   | 0.02%             | 2031-03-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LLC                                                                       | ELMW3 2019-3A BRR                                             | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080000 | PA      | $1081221.48   | 0.02%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A A3                                               | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291900 | PA      | $261320.50    | 0.01%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PGA TRUST 2024-RSR2                                                                       | PGA 2024-RSR2 A                                               | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1754000 | PA      | $1747970.63   | 0.03%             | 2039-06-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B6                                            | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822311 | PA      | $424340.13    | 0.01%             | 2052-02-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2016-2                                             | VCC 2026-1 A                                                  | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4908765 | PA      | $4839979.62   | 0.09%             | 2056-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                     | GSMS 2017-GS6 A3                                              | CUSIP: 36253PAC6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1976194.60   | 0.04%             | 2050-05-12      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E A2                                               | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1770000 | PA      | $1346506.26   | 0.03%             | 2060-12-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                    | TCO 2024-DPM A                                                | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8232000 | PA      | $8219137.50   | 0.16%             | 2039-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-2                                             | VCC 2019-2 M3                                                 | CUSIP: 92257NAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976243 | PA      | $869062.90    | 0.02%             | 2049-07-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                                  | DURST 2025-151 A                                              | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3053000 | PA      | $3081176.14   | 0.06%             | 2042-08-12      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                          | CFMT 2024-R1 A1                                               | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085242 | PA      | $1063887.97   | 0.02%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-NQM1                                                               | JPMMT 2025-NQM5 A1LC                                          | CUSIP: 46664DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1580272 | PA      | $1569349.95   | 0.03%             | 2066-05-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| WILDWOOD PARK CLO LTD. / LLC                                                              | WILDPK 2024-1A A                                              | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |   3110000 | PA      | $3111186.15   | 0.06%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-2                                                           | AOMT 2025-2 A1                                                | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-O            | CORP              | US        |   4289406 | PA      | $4309782.66   | 0.08%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2007-B                                         | ORGN 2007-B A1                                                | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |     59638 | PA      | $59558.97     | 0.00%             | 2037-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                                                                              | VOYA 2018-2A A1                                               | CUSIP: 92917JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     36768 | PA      | $36778.09     | 0.00%             | 2031-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIV FUNDING LTD                                                                  | REG24 2021-5A AR                                              | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1800517.86   | 0.04%             | 2038-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B5                                            | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251226 | PA      | $207291.85    | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E XS                                               | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7523957 | PA      | $234785.83    | 0.00%             | 2060-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                          | MSAC 2007-NC1 A2D                                             | CUSIP: 617505AE2<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   4620879 | PA      | $2188980.73   | 0.04%             | 2036-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 A1                                             | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21152838 | PA      | $21286822.14  | 0.42%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-11CB                                                          | CWALT 2005-11CB 2A1                                           | CUSIP: 12667GJD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62904 | PA      | $49641.38     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2006-AR5 TRUST          | WAMU 2006-AR5 A1A                                             | CUSIP: 93362YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129021 | PA      | $120647.76    | 0.00%             | 2046-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 M1                                             | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2386500 | PA      | $2405727.31   | 0.05%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan trust 2014-C                                                      | CMLTI 2014-C B2                                               | CUSIP: 17323GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317000 | PA      | $307598.35    | 0.01%             | 2054-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                               | OHALF 2016-1A A1R2                                            | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   2640000 | PA      | $2640795.70   | 0.05%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-2                                                             | LFT 2021-2A B                                                 | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4630000 | PA      | $4354128.86   | 0.09%             | 2032-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2025-9 LTD                                                                | BRTPT 2025-9A A1                                              | CUSIP: 10490AAA1<br>LEI: 254900SZ0H5JXJT6M054 | Long             | ABS-CBDO         | CORP              | KY        |   2930000 | PA      | $2928507.46   | 0.06%             | 2039-01-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2022-II Ltd. / CIFC Funding 2022-II LLC                                      | CIFC 2022-2A A1R                                              | CUSIP: 12567MAN1<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |   8095000 | PA      | $8077822.41   | 0.16%             | 2035-04-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO V LTD                                                                          | CARVL 2021-2A D                                               | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983150.40    | 0.02%             | 2034-10-16      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-2                                                         | VERUS 2026-2 B1                                               | CUSIP: 92490GAP3<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $975175.20    | 0.02%             | 2071-02-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| COAST COMMERCIAL MORTGAGE TRUST 2023-2HTL                                                 | COAST 2023-2HTL D                                             | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080000 | PA      | $2069656.58   | 0.04%             | 2036-08-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                                        | DK 2024-SPBX A                                                | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2860000 | PA      | $2859106.25   | 0.06%             | 2034-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2006-4 1A1                                              | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119025 | PA      | $112188.19    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LBA TRUST 2024-7IND                                                                       | LBA 2024-7IND D                                               | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420434 | PA      | $420170.97    | 0.01%             | 2041-10-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                             | CWL 2005-16 1AF                                               | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1079044 | PA      | $966275.80    | 0.02%             | 2036-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4                                         | GRADE 2024-RTL4 A1                                            | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24604 | PA      | $24515.76     | 0.00%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                                                                      | TREST 2021-4A AR1                                             | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   2060000 | PA      | $2059448.33   | 0.04%             | 2038-11-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-B                                                          | NSLT 2021-BA C                                                | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386000 | PA      | $340983.02    | 0.01%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2024-IND                                                   | ARES1 2024-IND A                                              | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5730000 | PA      | $5731790.63   | 0.11%             | 2041-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2017-13 Ltd / Llc                                                                 | OCP 2017-13A B1R2                                             | CUSIP: 67097LAX4<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430241.23    | 0.01%             | 2037-11-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                     | MFIT 2024-AA A                                                | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4126000 | PA      | $4159251.85   | 0.08%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-VIII LTD                                                               | PKBLU 2025-8A A1                                              | CUSIP: 70019WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1049656.34   | 0.02%             | 2038-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                                | CGMS 2021-11A A1R                                             | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500330.20    | 0.01%             | 2037-07-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                            | JPMCC 2024-IGLG E                                             | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6096000 | PA      | $6080732.57   | 0.12%             | 2039-11-10      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 MORTGAGE LOAN TRUST                                                           | COLT 2021-5 A1                                                | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1723104 | PA      | $1564063.70   | 0.03%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-RF4                             | SASC 2006-RF4 2A1                                             | CUSIP: 863911AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1227167 | PA      | $598421.93    | 0.01%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYC TRUST 2024-3ELV                                                                       | NYCT 2024-3ELV D                                              | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1564000 | PA      | $1563510.00   | 0.03%             | 2029-08-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                        | BX 2024-VLT4 A                                                | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3623000 | PA      | $3600356.25   | 0.07%             | 2041-06-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2017-V LTD                                                                   | CIFC 2017-5A AR                                               | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1080705.56   | 0.02%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2007-HE2 1A4                                            | CUSIP: 07389YAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715585 | PA      | $711895.84    | 0.01%             | 2037-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| C-Bass Mortgage Loan Asset-Backed Certificates Series 2006-Mh1                            | CBASS 2006-MH1 B1                                             | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675519 | PA      | $672869.19    | 0.01%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust 2022-SH1                                                  | SHMLT 2022-SH1 A3                                             | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899103 | PA      | $879459.18    | 0.02%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST5                                          | UMPT 2025-ST5 B                                               | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5754000 | PA      | $5745976.05   | 0.11%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TRUST                                                                     | HOMES 2024-NQM2 A1                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-O            | CORP              | US        |   2807492 | PA      | $2820550.02   | 0.06%             | 2069-10-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                          | CWALT 2006-OA11 A4                                            | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185224 | PA      | $176718.80    | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-Nqm3                                             | NRZT 2024-NQM3 B1                                             | CUSIP: 647910AG3<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |   1596000 | PA      | $1613369.11   | 0.03%             | 2064-11-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                                                             | AGL 2020-7A AR2                                               | CUSIP: 008511AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1698545.31   | 0.03%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 A3                                             | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1838090 | PA      | $1852040.83   | 0.04%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7                                                    | MSC 2019-H7 C                                                 | CUSIP: 61771MBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4555505.00   | 0.09%             | 2052-07-17      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-S8 Trust                                                                | RFMSI 2006-SA4 2A1                                            | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182861 | PA      | $155139.61    | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J2                                                                         | CIM 2019-J2 B4                                                | CUSIP: 12558TBJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806032 | PA      | $652467.89    | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-1                                                           | AOMT 2024-1 A1                                                | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-O            | CORP              | US        |    839205 | PA      | $837734.31    | 0.02%             | 2068-08-25      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2018-2 LTD                                                        | BCC 2018-2A BR                                                | CUSIP: 05682VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1299617.15   | 0.03%             | 2031-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Cifc Funding Ltd                                                                          | CIFC 2018-3A BR                                               | CUSIP: 12551YAN3<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |    256000 | PA      | $255810.48    | 0.01%             | 2038-10-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-11                                                          | AOMT 2024-11 A1                                               | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-O            | CORP              | US        |   2204367 | PA      | $2215300.29   | 0.04%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                           | PRKAV 2017-245P C                                             | CUSIP: 90187LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2936204.40   | 0.06%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-7                                                         | VERUS 2024-7 B1                                               | CUSIP: 924925AG5<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-O            | CORP              | US        |    648000 | PA      | $648298.66    | 0.01%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VIII-C LTD                                                                     | CARVL 2022-2A A1R                                             | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |    770000 | PA      | $770694.46    | 0.02%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                      | BALLY 2022-20A C1R3                                           | CUSIP: 05876CBN2<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $711058.32    | 0.01%             | 2036-10-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2021-B                                                     | MFIT 2021-BA E                                                | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3620000 | PA      | $3397152.44   | 0.07%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM3 TRUST                                                                       | MFRA 2025-NQM3 A1                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-O            | CORP              | US        |   4726607 | PA      | $4721392.54   | 0.09%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                                               | DBC 2025-DBC A                                                | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6314000 | PA      | $6310060.70   | 0.12%             | 2042-11-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B1                                            | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3518011 | PA      | $3031579.02   | 0.06%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL 2022-LION TRUST                                            | CSMC 2022-LION A                                              | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2333000 | PA      | $2322689.31   | 0.05%             | 2027-02-16      | Floating      | 7.11%                 | No            |                  3 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                             | ARESDL 2025-4A A1                                             | CUSIP: 039933AA4<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |   1130000 | PA      | $1131967.22   | 0.02%             | 2039-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2023-FUN                                                | GSMS 2023-FUN A                                               | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5707000 | PA      | $5723050.94   | 0.11%             | 2028-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 29 LTD/LLC                                                              | ANCHC 2024-29A A1                                             | CUSIP: 03332QAA3<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |   4430000 | PA      | $4430842.59   | 0.09%             | 2037-07-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                             | CDS CMBX.NA.BBB-.9                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |         1 | NC      | $33780.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                        | ELM 2024-ELM XP15                                             | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30405000 | PA      | $79566.84     | 0.00%             | 2039-06-10      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                 | CSTL 2025-GATE2 D                                             | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2040000 | PA      | $2005701.28   | 0.04%             | 2042-11-13      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXVII LTD                                                            | MDPK 2024-67A B                                               | CUSIP: 55821YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4230000 | PA      | $4234529.06   | 0.08%             | 2037-04-27      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                             | BWAY 2013-1515 C                                              | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1142724.00   | 0.02%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                | CWALT 2006-28CB A14                                           | CUSIP: 02147TAP1<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-O            | CORP              | US        |    636319 | PA      | $293209.60    | 0.01%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                       | PRDGY 2021-1A D                                               | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    331947 | PA      | $332063.03    | 0.01%             | 2051-07-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                               | MCR 2024-HTL E                                                | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1377734 | PA      | $1362684.92   | 0.03%             | 2037-02-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                    | HTL 2024-T53 A                                                | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1390670.85   | 0.03%             | 2039-05-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST                                               | SOFI 2018-D BFX                                               | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96625.19     | 0.00%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST7                                          | UMPT 2025-ST7 B                                               | CUSIP: 91533RAB1<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   2229000 | PA      | $2227912.47   | 0.04%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2021-1                                             | VCC 2021-1 M4                                                 | CUSIP: 92259TAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1644278 | PA      | $1261345.94   | 0.02%             | 2051-05-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                   | DRSLF 2018-55A A1                                             | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    655588 | PA      | $655822.58    | 0.01%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-2                                             | VCC 2019-2 M4                                                 | CUSIP: 92257NAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997839 | PA      | $879726.92    | 0.02%             | 2049-07-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                             | COMM 2024-WCL1 A                                              | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5270000 | PA      | $5251871.20   | 0.10%             | 2041-06-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2024-6 LTD                                                        | BCC 2024-6A A1                                                | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1500000.00   | 0.03%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO 2023-22 LTD                                                              | SIXST 2023-22A AR                                             | CUSIP: 83011LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4094200 | PA      | $4083871.97   | 0.08%             | 2038-04-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO 1 LLC                                                                         | BBAM 2022-1A AR                                               | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |   1851000 | PA      | $1848217.02   | 0.04%             | 2038-03-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                           | JPMMT 2021-4 B6                                               | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336671 | PA      | $145995.68    | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                            | WFCM 2018-1745 A                                              | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1121459.57   | 0.02%             | 2036-06-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2021-2                                                 | RMIT 2021-2 B                                                 | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098000 | PA      | $1032223.21   | 0.02%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C A2                                               | CUSIP: 009926AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789300 | PA      | $714597.02    | 0.01%             | 2063-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 A3                                             | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3248317 | PA      | $3284818.21   | 0.06%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                         | MF1 2025-FL19 A                                               | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4467000 | PA      | $4469741.84   | 0.09%             | 2042-05-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2                                                 | BRAVO 2024-CES2 A1A                                           | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |   1206104 | PA      | $1208288.09   | 0.02%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                    | HTL 2024-T53 E                                                | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3538338 | PA      | $3596146.30   | 0.07%             | 2039-05-12      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Cross 2026 NQM2 Mortgage Trust                                                            | CROSS 2026-NQM2 A1LC                                          | CUSIP: 227924AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380038 | PA      | $2352537.31   | 0.05%             | 2061-03-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST 2025-FLWR                                                   | SCG 2025-FLWR A                                               | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3056000 | PA      | $3050270.00   | 0.06%             | 2042-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                                               | DCLO 2022-3A A1R                                              | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   5162408 | PA      | $5162515.38   | 0.10%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-3                                               | DRMT 2021-3 B1                                                | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670731 | PA      | $2884086.74   | 0.06%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ARES LXX CLO LTD                                                                          | ARES 2023-70A A1R                                             | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2247809.18   | 0.04%             | 2039-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                            | EFMT 2026-NQM1 A1                                             | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4112995 | PA      | $4072967.94   | 0.08%             | 2071-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 LTD                                                                            | AGL 2024-37A A1                                               | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $459618.34    | 0.01%             | 2038-04-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                            | FKH 2022-SFR1 E1                                              | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3952950.80   | 0.08%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV                                                  | BFLD 2024-UNIV E                                              | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1723000 | PA      | $1723538.44   | 0.03%             | 2041-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                             | GSKY 2024-2 B                                                 | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450505 | PA      | $1454949.31   | 0.03%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 TRUST                                                      | PROG 2021-SFR9 F                                              | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2327579.04   | 0.05%             | 2040-11-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM3                                                                            | EFMT 2026-NQM3 A1                                             | CUSIP: 26846JAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2482015.75   | 0.05%             | 2071-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                            | WFCM 2019-C50 B                                               | CUSIP: 95001XBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3121000 | PA      | $2959398.99   | 0.06%             | 2052-05-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Reremic                                                                         | JPMRR 2014-5 5C                                               | CUSIP: 46642VAR9<br>LEI: 549300I70LJMOFGPXY37 | Long             | ABS-O            | CORP              | US        |   9236655 | PA      | $1519196.95   | 0.03%             | 2036-05-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-5                                             | VCC 2025-5 M2                                                 | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846060 | PA      | $844108.06    | 0.02%             | 2055-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 B3                                             | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2545900 | PA      | $2495922.71   | 0.05%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM6                                             | GSMBS 2025-NQM6 A1                                            | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-O            | CORP              | US        |   5698435 | PA      | $5677379.51   | 0.11%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                           | CWHL 2007-14 A18                                              | CUSIP: 12544DAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5878300 | PA      | $2752286.34   | 0.05%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1                                             | GSMBS 2022-NQM1 A4                                            | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283605 | PA      | $263748.29    | 0.01%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2019-17 LTD                                                                       | OCP 2019-17A AR2                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1680000 | PA      | $1680711.31   | 0.03%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-F B                                                | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4761371 | PA      | $4733737.45   | 0.09%             | 2061-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-2 TRUST                                                     | HPA 2021-2 F                                                  | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5756070 | PA      | $5671579.91   | 0.11%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 7 LTD                                                                   | KLLM 7A A1R                                                   | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   8525000 | PA      | $8527821.78   | 0.17%             | 2037-04-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST                                                       | CMALT 2007-A6 1A21                                            | CUSIP: 18976GAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751594 | PA      | $668832.53    | 0.01%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                         | MFRA 2024-NPL1 A1                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4855987 | PA      | $4861975.31   | 0.10%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd                                                              | MDPK 2018-30A BR                                              | CUSIP: 55821TAQ0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $710817.35    | 0.01%             | 2037-07-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-CES1                                                    | BARC 2026-CES1 A1A                                            | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4428390 | PA      | $4385142.21   | 0.09%             | 2056-01-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2020-2 M1                                                | CUSIP: 92838TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $163119.15    | 0.00%             | 2065-04-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MORTGAGE TRUST                                                                | BMO 2023-C5 XA                                                | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7990312 | PA      | $312047.26    | 0.01%             | 2056-06-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                           | JPMMT 2021-4 B5                                               | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229049 | PA      | $179810.85    | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                            | EFMT 2025-NQM5 A1                                             | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4550342 | PA      | $4526913.93   | 0.09%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M4                                                | CUSIP: 92262XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752526 | PA      | $744620.84    | 0.01%             | 2055-10-25      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                    | NY 2025-299P B                                                | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697000 | PA      | $714902.10    | 0.01%             | 2047-02-12      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                            | VEGAS 2024-GCS C                                              | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5520000 | PA      | $5577436.70   | 0.11%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM2 TRUST                                                                      | GCAT 2022-NQM2 M1                                             | CUSIP: 36169KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1044334 | PA      | $869836.96    | 0.02%             | 2067-02-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                 | JMIKE 2026-1A A2II                                            | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14978000 | PA      | $14720132.76  | 0.29%             | 2056-02-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D                                               | NAVSL 2021-DA B                                               | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503905 | PA      | $450202.97    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 15 2023 LTD                                                                | PIPK 2023-15A AR                                              | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |   1040000 | PA      | $1039247.98   | 0.02%             | 2038-10-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                        | ELM 2024-ELM E10                                              | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4157000 | PA      | $4161273.81   | 0.08%             | 2039-06-10      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| POINT BROADBAND FUNDING LLC                                                               | POINTB 2025-1A C                                              | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5660000 | PA      | $5769173.48   | 0.11%             | 2055-07-15      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                                  | CIFC 2021-4A AR                                               | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2225517 | PA      | $2226649.57   | 0.04%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD                                                              | PLMRS 2021-4A A1R                                             | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $660485.17    | 0.01%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                                        | MDPK 2022-57A A1R                                             | CUSIP: 55822GAQ7<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |   4550000 | PA      | $4548727.82   | 0.09%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                                 | EFMT 2021-3 A1                                                | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    762055 | PA      | $636116.37    | 0.01%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                                      | BAMLL 2025-ASHF E                                             | CUSIP: 05494CAJ4<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |   3454000 | PA      | $3443413.84   | 0.07%             | 2042-02-18      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                                    | MSC 2017-H1 B                                                 | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2346891.12   | 0.05%             | 2050-06-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-1                                                            | MSAIC 2023-1A A                                               | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194048 | PA      | $179479.67    | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK SB COMMERCIAL MORTGAGE TR                                                       | AOMT 2020-SBC1 A1                                             | CUSIP: 03465BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846784 | PA      | $1803273.70   | 0.04%             | 2050-05-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 B3                                             | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1998900 | PA      | $1947122.09   | 0.04%             | 2064-12-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| CREEKSOURCE 2024-1 DUNES CREEK CLO                                                        | CKSRC 2024-1A B                                               | CUSIP: 225914AE0<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |    960000 | PA      | $959815.87    | 0.02%             | 2038-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-3                                                         | VERUS 2022-3 B1                                               | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2188000 | PA      | $1761240.66   | 0.03%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 A                                                 | CUSIP: 92262XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7170458 | PA      | $7105420.09   | 0.14%             | 2055-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2024-VI LTD                                                                 | PKBLU 2024-6A A1                                              | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1420645.96   | 0.03%             | 2038-01-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-J4                                                            | CWALT 2005-J4 B1                                              | CUSIP: 12667GNJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121780 | PA      | $120841.38    | 0.00%             | 2035-07-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-II LTD                                                                  | CIFC 2020-2A A1R2                                             | CUSIP: 12547LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2480000 | PA      | $2475330.90   | 0.05%             | 2039-04-18      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C19                               | MSBAM 2014-C19 XF                                             | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $2463.27      | 0.00%             | 2047-12-17      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Silver Point Clo 12 Ltd. / Silver Point Clo 12 LLC                                        | SPCLO 2025-12A A1                                             | CUSIP: 82809MAA0<br>LEI: 254900KD09WHIS1Q6F73 | Long             | ABS-CBDO         | CORP              | KY        |   3710000 | PA      | $3711137.86   | 0.07%             | 2038-10-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE3                                     | BSABS 2007-HE3 1A4                                            | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345284 | PA      | $331509.18    | 0.01%             | 2037-04-27      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                   | SLG 2026-OMA A                                                | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251449.25    | 0.00%             | 2041-04-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| RR 43 LTD                                                                                 | RRAM 2026-43A B                                               | CUSIP: 78110AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1994530.40   | 0.04%             | 2039-10-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-IX LTD                                                                 | PKBLU 2025-9A A1                                              | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6255005.00   | 0.12%             | 2038-10-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST                                                      | OT 2017-OT XA                                                 | CUSIP: 68162MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28100000 | PA      | $73045.95     | 0.00%             | 2039-05-12      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3                                             | VCC 2025-3 M3                                                 | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2210367 | PA      | $2226711.18   | 0.04%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                                              | CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   3774207 | PA      | $4358763.37   | 0.09%             | 2030-09-11      | Floating      | 5.28%                 | No            |                  3 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-3                                                | STAR 2020-3 B1                                                | CUSIP: 85573MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2628310.78   | 0.05%             | 2065-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JW TRUST 2024-BERY                                                                        | JW 2024-BERY A                                                | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1700000.00   | 0.03%             | 2039-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                             | GSKY 2025-2A E                                                | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1828000 | PA      | $1858111.00   | 0.04%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-C                                                           | BHG 2022-C B                                                  | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112817 | PA      | $112944.42    | 0.00%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR4 TRUST                                                      | PROG 2024-SFR4 E1                                             | CUSIP: 74334JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5640000 | PA      | $5213623.90   | 0.10%             | 2041-07-18      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI                                           | WFCM 2024-1CHI A                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $396683.29    | 0.01%             | 2035-07-17      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                                           | WFCM 2016-BNK1 XD                                             | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $5279.60      | 0.00%             | 2049-08-17      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Battalion Clo 18 Ltd. / Battalion Clo 18 LLC                                              | BATLN 2020-18A BRR                                            | CUSIP: 07134QBA3<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998991.80    | 0.02%             | 2036-10-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| EQT TRUST 2024-EXTR                                                                       | EQT 2024-EXTR A                                               | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28645625 | PA      | $28969567.13  | 0.57%             | 2041-07-08      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                          | NSLT 2021-A B2                                                | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $579096.38    | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR10 Trust                                                     | PROG 2021-SFR10 F                                             | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3315723 | PA      | $3246295.00   | 0.06%             | 2040-12-19      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                                         | RMRK 2018-2A A1R                                              | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     97027 | PA      | $97023.84     | 0.00%             | 2031-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                 | FMBT 2024-FBLU G                                              | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1693000 | PA      | $1706789.65   | 0.03%             | 2039-12-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5                                          | GOOD 2021-5CS A                                               | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1093820 | PA      | $875062.12    | 0.02%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                             | VCC 2024-5 M4                                                 | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506280 | PA      | $506206.91    | 0.01%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                              | OAK 1999-C A2                                                 | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1113387 | PA      | $771293.49    | 0.02%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                                             | AGL 2022-20A A1R                                              | CUSIP: 00119CAN1<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2901261.79   | 0.06%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TRUST                                                            | FKH 2021-SFR2 F1                                              | CUSIP: 33767TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5426291.20   | 0.11%             | 2038-09-17      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2024-2 M3                                                 | CUSIP: 92259PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180100 | PA      | $1193717.13   | 0.02%             | 2054-04-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                            | BAYV 2005-A A1                                                | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2518539 | PA      | $2274240.81   | 0.04%             | 2040-02-28      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                              | TCN 2021-SFR1 G                                               | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2099000 | PA      | $2082585.40   | 0.04%             | 2038-07-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 M1                                             | CUSIP: 06744FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1134500 | PA      | $1146065.32   | 0.02%             | 2063-10-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST 2024-APT                                                   | ONNI 2024-APT A                                               | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    952000 | PA      | $963484.64    | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST            | WMALT 2006-AR3 A1A                                            | CUSIP: 93934FQP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2491891 | PA      | $2237356.55   | 0.04%             | 2046-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-C                                                   | SMB 2021-C APT1                                               | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775020 | PA      | $710531.43    | 0.01%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2026-19 LTD                                                                 | AWPT 2026-19A A1                                              | CUSIP: 28624QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749652.45    | 0.01%             | 2038-03-31      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-4                                                                               | EFMT 2022-4 B2                                                | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1629000 | PA      | $1611696.44   | 0.03%             | 2067-09-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                       | BARC 2021-NPL1 A                                              | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4024529 | PA      | $4026476.32   | 0.08%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 B2                                             | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873400 | PA      | $870026.14    | 0.02%             | 2064-12-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 10 LTD                                                                    | BGCLO 2024-10A A                                              | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3400000 | PA      | $3402545.92   | 0.07%             | 2038-01-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2015-3 LLC                                                               | BLUEM 2015-3A A1R                                             | CUSIP: 09628JAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    682271 | PA      | $682526.64    | 0.01%             | 2031-04-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2017-13 Ltd / Llc                                                                 | OCP 2017-13A AR2                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   9329000 | PA      | $9333528.30   | 0.18%             | 2037-11-27      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                            | EFMT 2026-NQM1 B1                                             | CUSIP: 26846GAM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207000 | PA      | $204716.58    | 0.00%             | 2071-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                           | BALTA 2007-1 21A1                                             | CUSIP: 07386XAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2623997 | PA      | $1257334.56   | 0.02%             | 2047-01-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Colt 2025-11 Mortgage Loan Trust                                                          | COLT 2025-11 A1                                               | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |   5209173 | PA      | $5192110.62   | 0.10%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 32 LTD                                                                      | BALLY 2025-32A A1A                                            | CUSIP: 058944AA7<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |   2020000 | PA      | $2017651.95   | 0.04%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2014-1                                     | MSRM 2014-1A B3                                               | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197643 | PA      | $199267.18    | 0.00%             | 2044-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-IV LTD                                                                  | CIFC 2025-4A B                                                | CUSIP: 12575MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    540000 | PA      | $540938.47    | 0.01%             | 2038-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                          | AOMT 2024-10 A1                                               | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |   1795483 | PA      | $1796722.50   | 0.04%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST 1997-2                                    | BAMH 1997-2 B1                                                | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5740000 | PA      | $325222.66    | 0.01%             | 2022-02-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PT CLO LTD 2017-M-R2                                                            | GOCAP 2013-17A A1RR                                           | CUSIP: 38180VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8730000 | PA      | $8746710.09   | 0.17%             | 2039-02-09      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 A2                                             | CUSIP: 06745AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787724 | PA      | $790453.59    | 0.02%             | 2064-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-Ashf                                      | BAMLL 2024-BHP A                                              | CUSIP: 05493WAA0<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $820113.57    | 0.02%             | 2039-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                             | MDPK 2016-24A CR2                                             | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001200.50   | 0.02%             | 2029-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO V LTD                                                                        | TREST 2021-5A A1R                                             | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $519671.98    | 0.01%             | 2034-10-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                          | HACLN 2024-1 B2                                               | CUSIP: 44644NAB5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   4550032 | PA      | $4563070.92   | 0.09%             | 2032-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 B2                                             | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1148400 | PA      | $1147731.63   | 0.02%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2005-9 5A6                                              | CUSIP: 93934FFG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312219 | PA      | $235482.23    | 0.00%             | 2035-11-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                          | NSLT 2021-A C                                                 | CUSIP: 64035DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $111037.34    | 0.00%             | 2062-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-AC2 1A1                                            | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1796921 | PA      | $446647.14    | 0.01%             | 2036-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Washg Mutual 7-He1                                                                        | WMABS 2007-HE1 2A1                                            | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194578 | PA      | $60703.02     | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                     | HOMES 2025-NQM5 A1                                            | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4987476 | PA      | $4962257.74   | 0.10%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                          | CDS CMBX.NA.BBB-.10                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-136713.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7                                                    | MSC 2019-H7 D                                                 | CUSIP: 61771MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2537576.70   | 0.05%             | 2052-07-17      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2022-3 LTD                                                                 | CGMS 2022-3A A1R2                                             | CUSIP: 143111AY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3480000 | PA      | $3473516.06   | 0.07%             | 2039-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 A3                                             | CUSIP: 06745AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    601611 | PA      | $603838.12    | 0.01%             | 2064-01-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                       | AFRMT 2025-1A B                                               | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    897000 | PA      | $899805.91    | 0.02%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TRUST                                                                      | CSMC 2021-NQM8 M1                                             | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589750 | PA      | $450669.43    | 0.01%             | 2066-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2007-QH3 TRUST                                                                | RALI 2007-QH3 A1                                              | CUSIP: 74922WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4020962 | PA      | $3983287.55   | 0.08%             | 2037-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                            | LBMLT 2006-7 2A4                                              | CUSIP: 54251TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195189 | PA      | $469303.91    | 0.01%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS 2019-1 LLC                                                             | MSAIC 2019-1A A                                               | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065196 | PA      | $1004462.32   | 0.02%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2026-NQM2                                                              | ADMT 2026-NQM2 A1                                             | CUSIP: 00038TAC6<br>LEI: 984500676AA49C11FP07 | Long             | ABS-O            | CORP              | US        |   9949695 | PA      | $9843696.04   | 0.19%             | 2071-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5                                     | BSABS 2006-HE5 M2                                             | CUSIP: 07388CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2146287 | PA      | $2128699.92   | 0.04%             | 2036-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON MORTGAGE TRUST                                                              | BPR 2023-STON A                                               | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5722000 | PA      | $5860206.33   | 0.11%             | 2039-12-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2026-1                                                      | SGR 2026-1 A1                                                 | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7835250 | PA      | $7761176.57   | 0.15%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                           | BANK 2020-BN28 XB                                             | CUSIP: 06540YAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29819566 | PA      | $1184316.87   | 0.02%             | 2063-03-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 30 Ltd / Anchorage Capital CLO 30 LLC                               | ANCHC 2024-30A A1                                             | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4750216.13   | 0.09%             | 2037-01-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MORTGAGE TRUST                                                              | DBJPM 2017-C6 XD                                              | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11214000 | PA      | $109711.05    | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                     | BFLD 2025-EWEST A                                             | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8457000 | PA      | $8430020.48   | 0.17%             | 2042-06-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1                                             | VCC 2024-1 M2                                                 | CUSIP: 92261CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278272 | PA      | $281795.85    | 0.01%             | 2054-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE EDUCATION LOAN TRUST 2010-C                                                   | SLMA 2010-C A5                                                | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |   1905351 | PA      | $1998542.20   | 0.04%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                          | BMARK 2019-B9 XA                                              | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14171297 | PA      | $322377.18    | 0.01%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2017-1 Ltd.                                                            | ROCKT 2017-1A AR2                                             | CUSIP: 77340EAW6<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499976.75    | 0.01%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| REGATTA 30 FUNDING LTD                                                                    | REG30 2024-4A A1                                              | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6150000 | PA      | $6151768.74   | 0.12%             | 2038-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-2                                                           | AOMT 2021-2 A1                                                | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3031888 | PA      | $2628450.44   | 0.05%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-2-GS                                                         | MSAIC 2018-2GS A                                              | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691366 | PA      | $645569.21    | 0.01%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A A2                                               | CUSIP: 009692AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515100 | PA      | $473537.41    | 0.01%             | 2062-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-D A                                                | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3689803 | PA      | $3691588.67   | 0.07%             | 2060-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                 | BRAVO 2024-NQM3 B1                                            | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $857611.54    | 0.02%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Ares Xxxix Clo. Ltd                                                                       | ARES 2016-39A BR3                                             | CUSIP: 04015WBN3<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $330528.92    | 0.01%             | 2037-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-1 Ltd                                                                   | CIFC 2019-1A CR2                                              | CUSIP: 12553DAY3<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250749.28    | 0.00%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                     | MFIT 2024-AA E                                                | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2867774.84   | 0.06%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC                                                                         | Summit Issuer LLC                                             | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5682000 | PA      | $5667735.34   | 0.11%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3                                                 | CSTL 2026-GATE3 E                                             | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1942000 | PA      | $1918200.98   | 0.04%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                                        | JPMMT 2025-NQM2 A1                                            | CUSIP: 46590SAC1<br>LEI: 529900LIO4UMWFLNQ670 | Long             | ABS-O            | CORP              | US        |   5357321 | PA      | $5378466.55   | 0.11%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-1                                                           | ABMT 2015-1 B5                                                | CUSIP: 00841WBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723000 | PA      | $468135.85    | 0.01%             | 2045-01-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2007-BR1                                   | SABR 2007-BR1 A2A                                             | CUSIP: 81378KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365431 | PA      | $146027.90    | 0.00%             | 2037-02-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| RAD CLO 18 LTD                                                                            | RAD 2023-18A A1R                                              | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250125.00    | 0.00%             | 2037-07-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| A10 2025-FL6 Issuer LLC                                                                   | A10 2025-FL6 A                                                | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2809000 | PA      | $2807762.92   | 0.06%             | 2042-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 43 LTD                                                        | BSP 2025-43A A                                                | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249829.13    | 0.00%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                   | OMFIT 2023-2A D                                               | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1773859.56   | 0.03%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 TRUST                                                                      | GCAT 2021-NQM4 A1                                             | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504117 | PA      | $426020.37    | 0.01%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST 2007-1                                                            | CITM 2007-1 1M2                                               | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2144000 | PA      | $2137284.13   | 0.04%             | 2037-10-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                        | BX 2024-CNYN A                                                | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3230499 | PA      | $3231577.89   | 0.06%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2021-2 LTD                                                             | LPSLT 2021-2GS A                                              | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2684616 | PA      | $2113814.97   | 0.04%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                           | WFCM 2024-BPRC X                                              | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24115000 | PA      | $193771.26    | 0.00%             | 2043-07-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1                                                 | RMIT 2022-1 C                                                 | CUSIP: 75907DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1111000 | PA      | $1104750.18   | 0.02%             | 2032-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 A3                                             | CUSIP: 06744FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    841958 | PA      | $849607.23    | 0.02%             | 2063-10-25      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                             | GSREFT 2026-FL1 A                                             | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248051.13   | 0.02%             | 2043-10-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-D                                                          | NSLT 2021-DA D                                                | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680200 | PA      | $596274.48    | 0.01%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 XS                                             | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14945139 | PA      | $43330.44     | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026-1                                             | VCC 2026-1 M3                                                 | CUSIP: 92262WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994895 | PA      | $979532.72    | 0.02%             | 2056-02-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Lehman Xs Trust                                                                           | LXS 2007-20N A1                                               | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16894 | PA      | $17219.69     | 0.00%             | 2037-12-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2021-2                                                 | RMIT 2021-2 C                                                 | CUSIP: 75907UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $770954.16    | 0.02%             | 2033-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B3                                            | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1148631 | PA      | $968570.92    | 0.02%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                               | DRMT 2021-1 M1                                                | CUSIP: 24380VAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1512558.20   | 0.03%             | 2065-05-25      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                              | LENDR 2025-P2 B                                               | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379000 | PA      | $378839.87    | 0.01%             | 2035-04-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-RF3                             | SASC 2006-RF3 1A2                                             | CUSIP: 863592AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4296012 | PA      | $2288338.23   | 0.04%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2023-3 LTD                                                                 | INVCO 2023-3A BR                                              | CUSIP: 46091RAN3<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001854.60   | 0.02%             | 2038-07-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXVIII LTD                                                                   | TRNTS 2024-28A A1                                             | CUSIP: 89640FAA3<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1450298.99   | 0.03%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RAD CLO 23 LTD                                                                            | RAD 2024-23A B1                                               | CUSIP: 75009CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1088752.28   | 0.02%             | 2037-04-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2023-50 AC                                                | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    773248 | PA      | $694446.29    | 0.01%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                          | NSLT 2021-A D                                                 | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $670237.39    | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 TRUST                                                                      | PRPM 2025-NQM2 A1                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10690634 | PA      | $10736370.27  | 0.21%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                    | JW 2024-MRCO D                                                | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2812000 | PA      | $2804970.00   | 0.06%             | 2039-06-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-V LTD                                                                   | CIFC 2019-5A A1R2                                             | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $569911.19    | 0.01%             | 2038-10-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING XIV CLO LTD                                                                 | CEDF 2021-14A B1R                                             | CUSIP: 15034AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1480000 | PA      | $1480815.33   | 0.03%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO 2021-1 LTD                                                                    | STRAS 2021-1A SUB                                             | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $0.10         | 0.00%             | 2029-12-31      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| NYC TRUST 2024-3ELV                                                                       | NYCT 2024-3ELV A                                              | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440658 | PA      | $441354.33    | 0.01%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-R1                                                        | VERUS 2026-R1 A1LC                                            | CUSIP: 924932AE6<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-O            | CORP              | US        |   3760790 | PA      | $3741963.86   | 0.07%             | 2067-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2021-1                                             | VCC 2021-1 M6                                                 | CUSIP: 92259TAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1686900 | PA      | $1255590.99   | 0.02%             | 2051-05-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                                   | SMB 2017-B A2A                                                | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     11077 | PA      | $11069.34     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mrtg                                                                         | INDX 2007-AR19 3A1                                            | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590477 | PA      | $381250.03    | 0.01%             | 2037-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                              | TACLN 2025-1 B                                                | CUSIP: 897926CB5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-O            | CORP              | US        |   4001976 | PA      | $4000770.56   | 0.08%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2018-A                                                   | SMB 2018-A A2B                                                | CUSIP: 78449PAC3<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |    382000 | PA      | $381867.90    | 0.01%             | 2036-02-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2022-3 Ltd.                                                             | PLMRS 2022-3A A1R                                             | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |   1480000 | PA      | $1480360.23   | 0.03%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                             | GSKY 2025-2A C                                                | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5586000 | PA      | $5575828.45   | 0.11%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                                | CD 2017-CD6 B                                                 | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336000 | PA      | $318116.03    | 0.01%             | 2050-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                                            | MSAIC 2019-2A A                                               | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188677 | PA      | $167058.87    | 0.00%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                        | CFMT 2024-HB14 M2                                             | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |    191978 | PA      | $185751.25    | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO III LTD                                                                      | WBOX 2021-3A A1R                                              | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   2104000 | PA      | $2104537.15   | 0.04%             | 2035-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                  | JPMMT 2005-A4 B1                                              | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155293 | PA      | $153499.69    | 0.00%             | 2035-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-8                                                           | AOMT 2025-8 A1                                                | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-O            | CORP              | US        |   3114698 | PA      | $3120781.40   | 0.06%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-X LTD                                                                  | PKBLU 2025-10A A1                                             | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5840000 | PA      | $5838803.97   | 0.11%             | 2039-01-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-IV LTD                                                                  | CIFC 2020-4A A1R                                              | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1870000 | PA      | $1870183.63   | 0.04%             | 2040-01-17      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-31 LTD                                                                       | OCP 2024-31A AR                                               | CUSIP: 67570AAN6<br>LEI: 213800N1UPGC4M9NYM13 | Long             | ABS-CBDO         | CORP              | JE        |   1320000 | PA      | $1317132.83   | 0.03%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2023-NQM1                                                   | MCMLT 2023-NQM1 A1                                            | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3319794 | PA      | $3308883.12   | 0.06%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 6 LTD                                                                     | BGCLO 2023-6A A1R                                             | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500294.25    | 0.01%             | 2037-07-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                | GWT 2024-WOLF A                                               | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369000 | PA      | $368884.69    | 0.01%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                    | NYC 2025-77C A                                                | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10530000 | PA      | $10445698.93  | 0.20%             | 2036-01-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd / LLC                                                               | HLSY 2023-7A A1R                                              | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250201.55    | 0.00%             | 2038-07-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1                                          | GDLP 2024-1A A                                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8894354 | PA      | $8964404.14   | 0.18%             | 2046-10-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BXP TRUST 2017-GM                                                                         | BXP 2017-GM B                                                 | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $259674.72    | 0.01%             | 2039-06-15      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-5C23                                                            | BBCMS 2023-5C23 D                                             | CUSIP: 05493QAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332000 | PA      | $316315.16    | 0.01%             | 2056-12-15      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-R1                                                        | VERUS 2026-R1 A1                                              | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-O            | CORP              | US        |   2563693 | PA      | $2541145.11   | 0.05%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST                                                      | OT 2017-OT E                                                  | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498000 | PA      | $442348.80    | 0.01%             | 2039-05-12      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                | SCLP 2025-1 B                                                 | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1373000 | PA      | $1385194.71   | 0.03%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIV TRUST 2025-APTS                                                                      | UNIV 2025-APTS B                                              | CUSIP: 91336XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967000 | PA      | $963615.69    | 0.02%             | 2042-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 SA                                             | CUSIP: 06745AAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200 | PA      | $1261.15      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2007-2                            | FFMER 2007-2 A2C                                              | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859323 | PA      | $628496.04    | 0.01%             | 2037-05-26      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A C                                                | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1454711 | PA      | $1035951.35   | 0.02%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A A3                                               | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254900 | PA      | $236678.70    | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B2                                            | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825626 | PA      | $703024.71    | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                            | FSRIA 2026-FL11 A                                             | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2214000 | PA      | $2206866.71   | 0.04%             | 2044-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 2 LTD                                                                | DCLO 2021-2A A2R                                              | CUSIP: 25255LAU6<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500275.45    | 0.01%             | 2037-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                                               | MCR 2024-TWA A                                                | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2266025.18   | 0.04%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V Ltd                                                         | BSP 2018-5BA A1R                                              | CUSIP: 08181JAH5<br>LEI: 549300E7VMVNVKXVY242 | Long             | ABS-CBDO         | CORP              | KY        |   2366000 | PA      | $2365618.84   | 0.05%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                              | LENDR 2025-P2 D                                               | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $304216.36    | 0.01%             | 2035-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO III LTD                                                                      | TREST 2020-3A A1R                                             | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1190000 | PA      | $1190375.33   | 0.02%             | 2037-10-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1                                                 | RMIT 2022-1 B                                                 | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4446374 | PA      | $4435617.74   | 0.09%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-11CB 3A1                                           | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    979913 | PA      | $429416.88    | 0.01%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5                                        | JPMDB 2017-C5 XB                                              | CUSIP: 46590TAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30000000 | PA      | $127839.00    | 0.00%             | 2050-03-17      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                                          | OBX 2025-NQM3 A1                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |   2842247 | PA      | $2857747.12   | 0.06%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-2                                                         | VERUS 2026-2 A1LC                                             | CUSIP: 92490GAE8<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-O            | CORP              | US        |   3715468 | PA      | $3647074.41   | 0.07%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                              | LENDR 2026-P1 A                                               | CUSIP: 52611WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2217695 | PA      | $2309536.12   | 0.05%             | 2037-08-15      | Fixed         | 6.98%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                        | MSM 2006-11 1A3                                               | CUSIP: 61749WAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4181983 | PA      | $660649.15    | 0.01%             | 2036-08-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6                                             | VCC 2024-6 M2                                                 | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843043 | PA      | $843895.16    | 0.02%             | 2054-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-VAMF                                                                        | BX 2022-VAMF B                                                | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302127 | PA      | $301938.22    | 0.01%             | 2039-01-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                       | AOA 2025-1301 A                                               | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1754151.70   | 0.03%             | 2042-08-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Notes Trust 2007-SEA2                                                  | CWL 2007-SEA2 2A1                                             | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891926 | PA      | $747581.56    | 0.01%             | 2047-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                     | MFIT 2025-AA B                                                | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1224000 | PA      | $1233652.71   | 0.02%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST 2006-B                                              | SLMA 2006-BW A5                                               | CUSIP: 78443CCY8<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |    952818 | PA      | $931517.03    | 0.02%             | 2039-12-15      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MORTGAGE LOAN TRUST 2007-1                                                     | LABSM 2007-1 2A1                                              | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67772 | PA      | $44828.62     | 0.00%             | 2037-06-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                               | OCP CLO 2025-46 Ltd                                           | CUSIP: 671023AE9<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1335472.41   | 0.03%             | 2038-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Colt 2025-11 Mortgage Loan Trust                                                          | COLT 2025-11 B1                                               | CUSIP: 12676KAJ2<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |    586000 | PA      | $583815.51    | 0.01%             | 2070-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXXII LTD                                                                    | TRNTS 2025-32A A1                                             | CUSIP: 89642NAA4<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250478.25   | 0.02%             | 2038-07-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2006-6 3CB1                                             | CUSIP: 93935GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3752517 | PA      | $1459631.61   | 0.03%             | 2036-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP2                                                        | GSMPS 2006-RP2 2A1                                            | CUSIP: 36298XAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1806586 | PA      | $1504101.25   | 0.03%             | 2036-04-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2007-OA1 1A                                             | CUSIP: 93935NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2082417 | PA      | $1937389.56   | 0.04%             | 2046-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Wireless Propco Funding LLC                                                               | SYMTOW 2025-1A C                                              | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4744000 | PA      | $4780265.51   | 0.09%             | 2055-06-25      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XX LTD                                                             | ATCLO 2022-20A XR                                             | CUSIP: 049410AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    415000 | PA      | $414999.21    | 0.01%             | 2037-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-CH1                                             | JPMAC 2006-CH1 M7                                             | CUSIP: 46629TAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3498000 | PA      | $3210907.25   | 0.06%             | 2036-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SHACKLETON 2013-IV-R CLO LTD                                                              | SHACK 2013-4RA A1A                                            | CUSIP: 81882HAA3<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |      1146 | PA      | $1145.53      | 0.00%             | 2031-04-14      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2                                                           | FFIN 2025-2A E                                                | CUSIP: 35042NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3942000 | PA      | $3882836.89   | 0.08%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO IX LTD                                                                   | SIXST 2017-9A AR                                              | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |   1546000 | PA      | $1546425.30   | 0.03%             | 2037-07-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                                               | RBIT 2021-HB1 M3                                              | CUSIP: 74969TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3379000 | PA      | $3227916.12   | 0.06%             | 2031-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-34 LTD                                                                       | OCP 2024-34A D1                                               | CUSIP: 67570MAJ9<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |    410000 | PA      | $410589.17    | 0.01%             | 2037-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2                                               | DRMT 2025-CES1 A1A                                            | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2749157 | PA      | $2745331.16   | 0.05%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E A1                                               | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9073589 | PA      | $7938849.35   | 0.16%             | 2060-12-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2024-NQM5                                                              | ADMT 2024-NQM5 M1                                             | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-O            | CORP              | US        |   4238000 | PA      | $4256531.93   | 0.08%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                          | MSAC 2006-HE8 A2FP                                            | CUSIP: 61750SAB8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   1241551 | PA      | $537492.61    | 0.01%             | 2036-10-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP2                                       | JPMCC 2016-JP2 A4                                             | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2970074 | PA      | $2960507.39   | 0.06%             | 2049-08-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                           | KKR 2024-54A A                                                | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |    930000 | PA      | $929854.73    | 0.02%             | 2038-01-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2026-CES1 A2                                             | CUSIP: 92790EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1364900 | PA      | $1344757.35   | 0.03%             | 2056-02-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                         | DK 2025-LXP A                                                 | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4496000 | PA      | $4496000.00   | 0.09%             | 2037-08-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                                           | AOMT 2023-7 A1                                                | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-O            | CORP              | US        |   5977641 | PA      | $5943894.25   | 0.12%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                                                       | NAVEL 2025-A D                                                | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1411220.21   | 0.03%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2025-7 LTD                                                              | STCP 2025-7A D1                                               | CUSIP: 87122KAJ4<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496514.50    | 0.01%             | 2038-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2024-37                                                                       | OCP 2024-37A B1                                               | CUSIP: 67120AAE1<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |   2180000 | PA      | $2181222.98   | 0.04%             | 2037-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                             | GSKY 2024-2 A4                                                | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1156079 | PA      | $1161339.99   | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 A1                                             | CUSIP: 066941AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11852115 | PA      | $11931214.09  | 0.23%             | 2064-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2021-909                                                    | NYC 2025-28L A                                                | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2181000 | PA      | $2171781.35   | 0.04%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-B TRUST                                               | SOFI 2019-B A2FX                                              | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136187 | PA      | $134143.99    | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                                             | GSMBS 2025-NQM5 A1                                            | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-O            | CORP              | US        |   3122671 | PA      | $3105882.80   | 0.06%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO1 TRUST                                                                | RALI 2006-QO1 3A1                                             | CUSIP: 761118RM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626946 | PA      | $562155.46    | 0.01%             | 2046-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-SPT1 TRUST                                                                      | CSMC 2020-SPT1 PT                                             | CUSIP: 12659LAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291563 | PA      | $292338.21    | 0.01%             | 2065-04-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2                                               | DRMT 2022-2 M1                                                | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    884000 | PA      | $791066.32    | 0.02%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| RAD CLO 14 LTD                                                                            | RAD 2021-14A A                                                | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4550821.28   | 0.09%             | 2035-01-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST 2024-DPM                                                    | TCO 2024-DPM D                                                | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387000 | PA      | $386516.25    | 0.01%             | 2039-12-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd./ LLC                                                            | CEDF 2019-11A A2R2                                            | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249373.75    | 0.00%             | 2032-06-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                                                     | MFIT 2021-AA C                                                | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2744141.88   | 0.05%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXIX LTD                                                                 | BLUEM 2020-29A BR                                             | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $418044.35    | 0.01%             | 2034-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 38 LTD                                                                        | ELM38 2025-1A A                                               | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2230000 | PA      | $2223332.97   | 0.04%             | 2038-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-III INVESTOR LTD                                                        | CIFC 2021-3A BR                                               | CUSIP: 12564DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    613000 | PA      | $612385.96    | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Hartwick PK CLO Ltd. / Hartwick PK CLO LLC                                                | HWKPK 2023-1A BR                                              | CUSIP: 417403AQ5<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1996119.60   | 0.04%             | 2037-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Gadsden Med Clinic                                                                        | GSAMP 2007-HS1 M5                                             | CUSIP: 362429AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3260159 | PA      | $3262051.73   | 0.06%             | 2037-02-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2007-QO2 TRUST                                                                | RALI 2007-QO2 A1                                              | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2654171 | PA      | $769537.33    | 0.02%             | 2047-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                        | BX 2025-LUNR A                                                | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3857835 | PA      | $3861440.19   | 0.08%             | 2040-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                            | WFCM 2019-C49 D                                               | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354000 | PA      | $289546.41    | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO                                                                              | AGL 2020-4A AR2                                               | CUSIP: 001199AQ1<br>LEI: 549300HS2AZ4GZPCZ864 | Long             | ABS-CBDO         | CORP              | KY        |   4350000 | PA      | $4352333.78   | 0.09%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A5X                                           | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2943310 | PA      | $83762.19     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2020-1                                                                | RCKT 2020-1 B4                                                | CUSIP: 749389BK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    849562 | PA      | $762890.54    | 0.01%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                             | RCKT 2024-CES2 B2                                             | CUSIP: 74938PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882000 | PA      | $907189.39    | 0.02%             | 2044-04-25      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1                                                 | BRAVO 2021-NQM1 B1                                            | CUSIP: 10569TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1426612 | PA      | $1227622.02   | 0.02%             | 2049-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Tci-Symphony Clo 2017-1 Ltd                                                               | TSYMP 2017-1A BR                                              | CUSIP: 87232BAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999526.70    | 0.02%             | 2030-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS HOME LOAN OWNER TRUST 2001-A                                                 | BSABS 2005-HE8 M3                                             | CUSIP: 073879J82<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973856 | PA      | $3063226.08   | 0.06%             | 2035-08-27      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2025-6 LTD                                                              | STCP 2025-6A B                                                | CUSIP: 87122HAE2<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000910.10   | 0.02%             | 2038-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 2023-5                                                               | DCLO 2023-5A A1R                                              | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |   3980000 | PA      | $3977963.04   | 0.08%             | 2039-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2025-P2                                              | LENDR 2025-P2 E                                               | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488000 | PA      | $486618.86    | 0.01%             | 2036-07-15      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-59 1A1                                             | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    779523 | PA      | $749515.69    | 0.01%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| DRYDEN 113 CLO LTD                                                                        | DRSLF 2022-113A AR3                                           | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498983.50    | 0.01%             | 2037-10-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1                                               | DRMT 2024-1 A1                                                | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3663285 | PA      | $3691216.06   | 0.07%             | 2069-07-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| First Nlc Trust 2005-2                                                                    | FNLC 2007-1 A3                                                | CUSIP: 32115BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    684081 | PA      | $343346.18    | 0.01%             | 2037-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                        | ONYP 2020-1NYP B                                              | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1338000 | PA      | $1254375.00   | 0.02%             | 2036-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DRYDEN 93 CLO LTD                                                                         | DRSLF 2021-93A BR                                             | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $669571.20    | 0.01%             | 2038-01-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XLVI LTD                                                                       | APID 2023-46A A1R                                             | CUSIP: 03770RAN2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   2180000 | PA      | $2177861.86   | 0.04%             | 2038-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-12                                                        | VERUS 2025-12 A1LC                                            | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-O            | CORP              | US        |   2915497 | PA      | $2895800.49   | 0.06%             | 2070-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                   | HILT 2024-ORL A                                               | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3695000 | PA      | $3692690.63   | 0.07%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BSPDF 2025-FL2 ISSUER LLC                                                                 | BSPDF 2025-FL2 A                                              | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1212000 | PA      | $1210581.60   | 0.02%             | 2042-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                            | LendingClub Rated Notes Issuer Trust Series 2025-P1           | CUSIP: 525943106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158000 | PA      | $456568.18    | 0.01%             | 2040-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI 2016-2 LTD                                                                    | TICP 2016-6A AR2                                              | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4501133.10   | 0.09%             | 2034-01-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC                  | GCBSL 2024-76A D1                                             | CUSIP: 38180BAJ6<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |    490000 | PA      | $480797.70    | 0.01%             | 2037-10-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                              | TCN 2021-SFR1 F                                               | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3227252.93   | 0.06%             | 2038-07-19      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DRYDEN 30 SENIOR LOAN FUND                                                                | DRSLF 2013-30A CR                                             | CUSIP: 26249BAU5<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    159475 | PA      | $159166.18    | 0.00%             | 2028-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ares Commercial Mortgage Trust 2026-GCP                                                   | ARES1 2026-GCP D                                              | CUSIP: 04021QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1243750.00   | 0.02%             | 2043-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 XS                                             | CUSIP: 06745AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10064266 | PA      | $213323.18    | 0.00%             | 2064-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                             | GSKY 2025-2A D                                                | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5959000 | PA      | $5937186.48   | 0.12%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                      | M1RA 2023-MILE A                                              | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1978000 | PA      | $2030424.71   | 0.04%             | 2038-06-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxxvii Ltd / Llc                                                               | APID 2021-37A A                                               | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |   1780000 | PA      | $1780238.16   | 0.03%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GNR 2016-36 IO                                                | CUSIP: 38379RHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2338394 | PA      | $62368.47     | 0.00%             | 2057-08-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| MFA 2026-NQM1 TRUST                                                                       | MFRA 2026-NQM1 A1                                             | CUSIP: 55287YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7345261 | PA      | $7300485.44   | 0.14%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XVII Ltd.                                                                | MP17 2020-1A AR                                               | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-O            | CORP              | KY        |   2280000 | PA      | $2280412.68   | 0.04%             | 2037-07-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-B LLC                                                   | CASL 2021-B B                                                 | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347151 | PA      | $316875.27    | 0.01%             | 2052-06-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-I LTD                                                                   | CIFC 2021-1A BR                                               | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $691148.37    | 0.01%             | 2037-07-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                                  | 3650R 2022-PF2 A5                                             | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $612568.80    | 0.01%             | 2055-11-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                       | BARC 2021-NPL1 C                                              | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2184898 | PA      | $3146252.63   | 0.06%             | 2051-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                       | NCMF 2025-MFS A                                               | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4961000 | PA      | $4942905.74   | 0.10%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN 2021-A LLC                                               | EDVES 2021-A B                                                | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1021200.36   | 0.02%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 A1                                             | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21628799 | PA      | $21571951.93  | 0.42%             | 2064-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| MCM 2021-VFN1: NOTE CMO/WHOLE                                                             | MCM 2021-VFN1: NOTE CMO/WHOLE                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2665832 | PA      | $2561701.46   | 0.05%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                    | BOAA 2006-7 A4                                                | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2194770 | PA      | $541491.40    | 0.01%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM MORTGAGE TRUST                                                               | BX 2024-PALM B                                                | CUSIP: 05612UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    696635 | PA      | $695763.83    | 0.01%             | 2037-06-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                                           | BVSTAT 2024-1A B                                              | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $289822.14    | 0.01%             | 2032-07-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST                                                   | CSMC 2009-12R 3A1                                             | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39022 | PA      | $14535.02     | 0.00%             | 2037-10-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST                                               | SOFI 2018-B BFX                                               | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143850 | PA      | $139446.63    | 0.00%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2007-BR1                                   | SABR 2007-BR1 A2B                                             | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1947624 | PA      | $778177.31    | 0.02%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                 | FMBT 2024-FBLU F                                              | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $315984.38    | 0.01%             | 2039-12-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM6 TRUST                                                                      | PRPM 2025-NQM6 A1                                             | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5270704 | PA      | $5235827.08   | 0.10%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 64 B Ltd./ Golub Capital Partners CLO 64 B LLC                 | GCBSL 2022-64A AR                                             | CUSIP: 38180LAA3<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500096.25    | 0.01%             | 2037-10-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RAIN CITY MORTGAGE TRUST 2024-RTL1                                                        | RCITY 2024-RTL1 A1                                            | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1256000 | PA      | $1267383.88   | 0.02%             | 2029-09-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-6                                                         | VERUS 2021-6 B1                                               | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169000 | PA      | $141224.88    | 0.00%             | 2066-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2016-1 LTD                                                                     | CANYC 2016-1A AR                                              | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250336 | PA      | $250335.64    | 0.00%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Acrec 2026-FL4 LLC                                                                        | ACREC 2026-FL4 A                                              | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3738901.50   | 0.07%             | 2043-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd                                                               | ANCHC 2015-6A BR4                                             | CUSIP: 03328QBY6<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |   1720652 | PA      | $1721668.22   | 0.03%             | 2038-07-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                                           | BVSTAT 2024-1A A                                              | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1022167 | PA      | $1022373.85   | 0.02%             | 2032-07-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND CLO 2                                                   | GCRED 2025-1A A1                                              | CUSIP: 38181WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1815000 | PA      | $1818511.66   | 0.04%             | 2039-10-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund 2024-1 Ltd/Apidos Loan Fund 2024-1 LLC                                   | APID 2024-1A A1R                                              | CUSIP: 037986AN6<br>LEI: 549300092LX0NPUDVC76 | Long             | ABS-CBDO         | CORP              | JE        |    150000 | PA      | $149850.00    | 0.00%             | 2038-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2019-55HY MORTGAGE TRUST                                                     | HY 2019-55HY F                                                | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711882 | PA      | $611297.13    | 0.01%             | 2041-12-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Cfk Trust 2019-Fax                                                                        | CFK 2019-FAX D                                                | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2389350.25   | 0.05%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 19(B)-R3 LTD                                                   | GCBSL 2017-19RA A1R3                                          | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |   5810000 | PA      | $5801125.81   | 0.11%             | 2036-10-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| PRM5 TRUST 2025-PRM5                                                                      | PRM5 2025-PRM5 D                                              | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1289179.19   | 0.03%             | 2033-03-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Higley Park Clo Ltd. / Higley Park Clo LLC                                                | HIGPK 2025-1A B1                                              | CUSIP: 43128QAE9<br>LEI: 213800CD95HT8UXDOH68 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997720.30   | 0.06%             | 2038-07-26      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE TRUST                                                                      | CHASE 2016-SH1 M4                                             | CUSIP: 16163YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385774 | PA      | $349371.66    | 0.01%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                                                            | KKR 35A AR                                                    | CUSIP: 48254LAN5<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998520.10    | 0.02%             | 2038-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                      | JPMCC 2022-NLP F                                              | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2864789 | PA      | $2793332.18   | 0.05%             | 2037-04-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                               | DRMT 2021-1 B2                                                | CUSIP: 24380VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $135750.12    | 0.00%             | 2065-05-25      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| WASH MUT BANK FA                                                                          | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $0.03         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AGL CLO 13 LTD                                                                            | AGL 2021-13A BR                                               | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   2660000 | PA      | $2657822.52   | 0.05%             | 2034-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                  | AJAXM 2021-C C                                                | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2002870 | PA      | $2117531.04   | 0.04%             | 2061-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXI LTD                                                             | MDPK 2018-31A B1R                                             | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $510561.31    | 0.01%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                   | BFLD 2025-5MW A                                               | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3315000 | PA      | $3288839.68   | 0.06%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR35                                                | INDX 2006-AR35 2A1A                                           | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280527 | PA      | $256881.21    | 0.01%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                              | COMM 2024-CBM A2                                              | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $631758.58    | 0.01%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                                | UPGHI 2025-2 A                                                | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2622360 | PA      | $2607048.17   | 0.05%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                        | DC 2024-HLTN F                                                | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2932000 | PA      | $2899188.57   | 0.06%             | 2040-04-13      | Variable      | 10.30%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A3X                                           | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15132676 | PA      | $269066.55    | 0.01%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Cbam 2018-7 Ltd/Llc                                                                       | CBAM 2018-7A B1                                               | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498472.95    | 0.01%             | 2031-07-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VI LTD                                                                        | ELMW6 2020-3A ARR                                             | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2394000 | PA      | $2394002.39   | 0.05%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E B3                                               | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629770 | PA      | $339008.26    | 0.01%             | 2060-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                 | NSLT 2025-CA D                                                | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4242000 | PA      | $4137280.72   | 0.08%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                                       | MFRA 2022-NQM1 M1                                             | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2112131 | PA      | $1895088.42   | 0.04%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                | CWHL 2005-R2 1AF1                                             | CUSIP: 12669GN64<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-O            | CORP              | US        |    136806 | PA      | $133233.72    | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-NR1                                                                        | CIM 2025-NR1 A1                                               | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11126863 | PA      | $11041679.30  | 0.22%             | 2064-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 TRUST                                                                      | CSMC 2022-NQM1 A1                                             | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4051292 | PA      | $3666992.46   | 0.07%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| VRTX TRUST 2025-HQ                                                                        | VRTX 2025-HQ B                                                | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1521518.14   | 0.03%             | 2042-08-07      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-B                                              | SLMA 2005-B A4                                                | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |    459406 | PA      | $450285.70    | 0.01%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                    | QTSII 2025-1A A2                                              | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7517000 | PA      | $7363033.05   | 0.14%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 B1                                             | CUSIP: 06745AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511900 | PA      | $517234.41    | 0.01%             | 2064-01-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1                                                 | RMIT 2022-1 D                                                 | CUSIP: 75907DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2072000 | PA      | $2075269.62   | 0.04%             | 2032-03-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                         | FS 2026-ORL A                                                 | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670000 | PA      | $2664993.75   | 0.05%             | 2041-02-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                                                 | RRAM 2025-41A A1A                                             | CUSIP: 749764AA4<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | PA      | $1178756.99   | 0.02%             | 2040-10-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2024-6 LTD                                                                | BRTPT 2024-6A D1                                              | CUSIP: 83617JAJ8<br>LEI: 254900XHQ73AT2SOPY37 | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1410504.46   | 0.03%             | 2038-01-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-D                                                          | NSLT 2021-DA B                                                | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5408000 | PA      | $4877090.15   | 0.10%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Washg Mutual 7-He1                                                                        | WMABS 2007-HE1 2A2                                            | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727181 | PA      | $540809.54    | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP                                                      | CNF 2000-1 A5                                                 | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2164585 | PA      | $243859.08    | 0.00%             | 2029-09-01      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A M2                                               | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250500 | PA      | $1046096.02   | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREEKSOURCE 2024-1 DUNES CREEK CLO                                                        | CKSRC 2024-1A A1                                              | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500421.35    | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXIV / Apidos CLO XXIV LLC                                                     | APID 2016-24A A2LX                                            | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $339451.72    | 0.01%             | 2030-10-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM5                                                              | ADMT 2023-NQM5 A1                                             | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-O            | CORP              | US        |   3936468 | PA      | $3966494.21   | 0.08%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| SAGARD- HALSEYPOINT CLO 10 LTD                                                            | HLSY 2025-10A A1                                              | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |  13480000 | PA      | $13491645.37  | 0.26%             | 2038-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2017-3 Ltd                                                             | ROCKT 2017-3A C                                               | CUSIP: 77341DAG2<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401175.44    | 0.01%             | 2030-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM5                                                 | BRAVO 2025-NQM5 A1                                            | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-O            | CORP              | US        |   3149659 | PA      | $3161646.32   | 0.06%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW RES MTG LN TR 2025-NQM1                                                               | NRZT 2025-NQM7 A1LC                                           | CUSIP: 64831YAB2<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $872197.20    | 0.02%             | 2065-10-26      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Banc Of America Funding 2006-I Trust                                                      | BAFC 2007-1 1A6                                               | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76096 | PA      | $65022.65     | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST 2004-3                                                       | MARS 2008-1 A1                                                | CUSIP: 55292EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    744974 | PA      | $468954.86    | 0.01%             | 2037-09-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                      | WAMU 2007-OA5 2A                                              | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1402600 | PA      | $1193184.72   | 0.02%             | 2047-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                              | LENDR 2026-P1 R                                               | CUSIP: 52611W101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34000 | PA      | $11034.79     | 0.00%             | 2041-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NYC TRUST 2024-3ELV                                                                       | NYCT 2024-3ELV C                                              | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405315 | PA      | $405681.45    | 0.01%             | 2029-08-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                             | LNCR 2025-CRE8 A                                              | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1337493.93   | 0.03%             | 2042-08-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO LTD 2023-12                                                                | PIPK 2023-12A AR                                              | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499126.10    | 0.01%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| RAMP Series 2007-RS1 Trust                                                                | RAMP 2007-RS1 A4                                              | CUSIP: 74923RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2074270 | PA      | $457571.93    | 0.01%             | 2037-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MORTGAGE TRUST                                                         | BMARK 2020-B19 XA                                             | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19865301 | PA      | $860384.06    | 0.02%             | 2053-09-17      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 26 LTD                                                  | GLM 2025-26A B                                                | CUSIP: 38139QAG1<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4746390.48   | 0.09%             | 2038-07-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD 25                                                                       | FLAT 2024-2A B                                                | CUSIP: 33883XAC4<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650370.57    | 0.01%             | 2037-10-19      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                                              | Post CLO 2023-1 Ltd                                           | CUSIP: 73743CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2251397.25   | 0.04%             | 2038-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 7 LTD                                                                  | OAKC 2020-7A A1R2                                             | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7459382 | PA      | $7459277.57   | 0.15%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI LTD                                                                           | TICP 2018-11A AR                                              | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250105.45    | 0.00%             | 2037-04-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK II LTD/LLC                                                                 | SAND 2023-1A BR                                               | CUSIP: 80013TAQ6<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   1620000 | PA      | $1620455.38   | 0.03%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                                            | LendingClub Rated Notes Issuer Trust Series 2025-P1           | CUSIP: 525943AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612000 | PA      | $614482.95    | 0.01%             | 2031-06-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM4                                                    | BARC 2025-NQM4 PT2                                            | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  42652879 | PA      | $43748282.18  | 0.86%             | 2065-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDEN TREE LN MGMT US 2021-11                                                            | GLM 2021-11A ER                                               | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1227150.75   | 0.02%             | 2034-10-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                       | AFRMT 2026-2A A                                               | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6251000 | PA      | $6242105.03   | 0.12%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AB3                             | DBALT 2006-AB3 A8                                             | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12835 | PA      | $11162.66     | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                            | LBMLT 2006-WL3 2A4                                            | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2580444 | PA      | $2361078.49   | 0.05%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                           | FFIN 2024-1A B                                                | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524392 | PA      | $536062.74    | 0.01%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                                           | MDPK 2019-33A AR                                              | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3215971 | PA      | $3215969.39   | 0.06%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2021-C LL                                                       | CASL 2021-C B                                                 | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248544 | PA      | $229923.87    | 0.00%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVII LTD                                                     | BSP 2022-27A AR                                               | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |   7630000 | PA      | $7634134.70   | 0.15%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                        | BX 2025-ARIA A                                                | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10720000 | PA      | $10776442.94  | 0.21%             | 2042-12-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                               | GSMS 2025-800D C                                              | CUSIP: 36273XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2125000 | PA      | $2113185.00   | 0.04%             | 2041-11-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| COLT 2025-12 MORTGAGE LOAN TRUST                                                          | COLT 2025-12 B1                                               | CUSIP: 19688UAM4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-O            | CORP              | US        |    854000 | PA      | $852771.61    | 0.02%             | 2071-01-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 36 LTD                                                                       | AGL 2024-36A B                                                | CUSIP: 00121WAE3<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749756.40    | 0.01%             | 2038-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 TRUST                                                                      | PRPM 2025-NQM6 B1                                             | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $753988.70    | 0.01%             | 2070-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I LLC                                                | BSABS 2007-HE5 M2                                             | CUSIP: 073859AH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6226640 | PA      | $5679928.43   | 0.11%             | 2047-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD                                                     | PSTAT 2025-3A D                                               | CUSIP: 696917AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $466578.96    | 0.01%             | 2034-01-17      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Bx Trust 2025-OMG                                                                         | BX 2025-OMG A                                                 | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3874000 | PA      | $3864315.00   | 0.08%             | 2042-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 3 LTD                                                                            | MUZ88 2023-3A A1R                                             | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2070000 | PA      | $2061838.61   | 0.04%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                    | BOAA 2006-4 3CB1                                              | CUSIP: 05950AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350462 | PA      | $301827.83    | 0.01%             | 2046-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A M1                                               | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278700 | PA      | $257307.32    | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-I2                                                                         | CIM 2023-I2 A2                                                | CUSIP: 12570HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588709 | PA      | $589288.03    | 0.01%             | 2067-12-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO3 TRUST                                                                | RALI 2005-QS15 3A                                             | CUSIP: 761118KJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3602748 | PA      | $3175664.82   | 0.06%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2021-1 LLC                                                         | SE 2021-1A A                                                  | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653433 | PA      | $642774.04    | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-NQM1 TRUST                                                                      | PRPM 2026-NQM1 A1                                             | CUSIP: 74391DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5531267 | PA      | $5510191.77   | 0.11%             | 2071-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-1                                                | STAR 2021-1 B1                                                | CUSIP: 85573GAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648000 | PA      | $570945.54    | 0.01%             | 2065-05-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC                                                                         | SESAC 2025-1 A2                                               | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5960000 | PA      | $5842456.28   | 0.11%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                                                            | BCAP 2011-RR5 11A5                                            | CUSIP: 05533YBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138236 | PA      | $134837.54    | 0.00%             | 2036-05-28      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                            | CSMC 2021-BHAR A                                              | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $1006612.50   | 0.02%             | 2038-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                                                   | SMB 2024-C A1B                                                | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1993749 | PA      | $1990425.37   | 0.04%             | 2052-06-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2007-5                                                     | BAYC 2007-5A A4                                               | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-O            | CORP              | US        |   1876226 | PA      | $1077252.71   | 0.02%             | 2037-10-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-IX LTD                                                                 | PKBLU 2025-9A C                                               | CUSIP: 70019UAG0<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3259387.63   | 0.06%             | 2038-10-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| LUX TRUST 2023-LION                                                                       | LUX 2023-LION A                                               | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281135 | PA      | $1286644.26   | 0.03%             | 2040-08-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20                                           | WFCM 2015-LC20 XB                                             | CUSIP: 94989EAJ6<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-O            | CORP              | US        |    765948 | PA      | $7.66         | 0.00%             | 2050-04-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK IV LTD                                                                     | SAND 2025-1A A1                                               | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |   4630000 | PA      | $4630636.63   | 0.09%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                            | JPMCC 2016-NINE B                                             | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2073000 | PA      | $2054957.64   | 0.04%             | 2038-09-09      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp Mortgage Pass Through Certificates Series 2006-3                | IMSA 2006-3 A1                                                | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185199 | PA      | $1098026.89   | 0.02%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                                                           | COLT 2025-8 A1                                                | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |   1890303 | PA      | $1896806.57   | 0.04%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                   | OMFIT 2021-1A C                                               | CUSIP: 68269MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4680000 | PA      | $4426303.28   | 0.09%             | 2036-06-16      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-1                                                    | CWHL 2007-1 A2                                                | CUSIP: 170255AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203570 | PA      | $82866.92     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lendingclub Structured Loan Certificate Issuer Trust Series 2023-921                      | SLCLC 2025-P16 A                                              | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2094778 | PA      | $2093713.55   | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                        | VISIO 2022-1 B1                                               | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718000 | PA      | $1710813.78   | 0.03%             | 2057-08-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR MORTGAGE TRUST                                                             | TYSN 2023-CRNR A                                              | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1392556.14   | 0.03%             | 2033-12-12      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2007-FRE1                                           | CARR 2007-FRE1 A3                                             | CUSIP: 144527AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3393611 | PA      | $3273437.57   | 0.06%             | 2037-02-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                            | LBMLT 2006-9 2A3                                              | CUSIP: 54251WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1884118 | PA      | $568105.34    | 0.01%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGED TRUST                                                             | CROSS 2024-H7 A1                                              | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8229394 | PA      | $8255863.35   | 0.16%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC2 TRUST                                                                     | PRKCM 2022-AFC2 A1                                            | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4890519 | PA      | $4876033.18   | 0.10%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO II LTD                                                                  | BARHN 2023-2A A1R                                             | CUSIP: 06875RAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2300923.22   | 0.05%             | 2038-03-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2006-WMC2                                             | MABS 2006-WMC2 A4                                             | CUSIP: 57644TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3143338 | PA      | $612546.60    | 0.01%             | 2036-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 LTD                                                                          | AIMCO 2025-23A A                                              | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | JE        |    584000 | PA      | $582127.35    | 0.01%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dryden 53 Clo Ltd                                                                         | DRSLF 2017-53A BR                                             | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $569573.24    | 0.01%             | 2031-01-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                                   | BPR 2024-PARK D                                               | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    879000 | PA      | $908733.41    | 0.02%             | 2039-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2025-FL4 LTD                                                          | GSTNE 2025-FL4 A                                              | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1731000 | PA      | $1728512.90   | 0.03%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5                                         | GRADE 2024-RTL5 A1                                            | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4013000 | PA      | $4008283.92   | 0.08%             | 2030-04-25      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                          | OMPT 2017-1MKT D                                              | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127000 | PA      | $1037412.97   | 0.02%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-5                                             | NHEL 2006-5 A2D                                               | CUSIP: 66988YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3561986 | PA      | $1067120.75   | 0.02%             | 2036-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2019-1 Ltd / LLc                                                          | EATON 2019-1A AR2                                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1040556.82   | 0.02%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                          | ARES 2021-59A A                                               | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250010.13    | 0.00%             | 2034-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-12 Ltd.                                                                      | OCP 2016-12A A1R3                                             | CUSIP: 67092RAY4<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500712.50   | 0.05%             | 2037-10-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 SA                                             | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2196 | PA      | $1828.86      | 0.00%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                            | Sofi Consumer Loan Program 2026-B Trust                       | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1561000 | PA      | $1558904.83   | 0.03%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                                 | BSPDF 2026-FL3 A                                              | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3788573.02   | 0.07%             | 2043-09-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES QUEST TRUST 2004-X2 INC                                    | QUEST 2004-X2 M3                                              | CUSIP: 03072SSY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2004649 | PA      | $1846186.72   | 0.04%             | 2034-06-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| KEYCORP STUDENT LOAN TRUST 2004-A                                                         | KSLT 2004-A 2D                                                | CUSIP: 493268CB0<br>LEI: 54930033UKCEKIMIUS32 | Long             | ABS-O            | CORP              | US        |   1555400 | PA      | $1511240.74   | 0.03%             | 2042-07-27      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSAA 2005-14 1A2                                              | CUSIP: 362341B32<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    282517 | PA      | $125614.52    | 0.00%             | 2035-12-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                               | GSMPS 2006-RP1 1AF1                                           | CUSIP: 3623413C1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     33895 | PA      | $27195.87     | 0.00%             | 2036-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B SA                                               | CUSIP: 009691AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25772 | PA      | $25240.42     | 0.00%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-B                                                     | MFIT 2025-BA A                                                | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6752000 | PA      | $6718805.82   | 0.13%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE ACCEPTANCE CORP                                       | CSFB 2005-11 1A1                                              | CUSIP: 2254W0NE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2720833 | PA      | $1076190.65   | 0.02%             | 2035-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3                                                    | BARC 2025-NQM3 B1                                             | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627000 | PA      | $633809.53    | 0.01%             | 2065-05-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-HULA                                                                        | FS 2026-HULA A                                                | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3998748.80   | 0.08%             | 2041-03-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5                                             | VCC 2024-5 M3                                                 | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858994 | PA      | $854012.55    | 0.02%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2021-1                                                            | MSAIC 2021-1A B                                               | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276007 | PA      | $215722.19    | 0.00%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                                    | MHC 2021-MHC F                                                | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182400 | PA      | $182286.00    | 0.00%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Regatta XI funding LTD                                                                    | REG11 2018-1A BR                                              | CUSIP: 75887XAQ0<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   4650000 | PA      | $4657783.17   | 0.09%             | 2037-07-17      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                             | FSRIA 2024-FL9 A                                              | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4618000 | PA      | $4619975.58   | 0.09%             | 2039-10-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO II LTD                                                                       | WBOX 2020-2A A1R2                                             | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   7661125 | PA      | $7665886.39   | 0.15%             | 2037-10-26      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                                             | CQS 2023-3A B                                                 | CUSIP: 223929AE0<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   2390000 | PA      | $2380773.41   | 0.05%             | 2037-01-26      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                             | COMM 2024-WCL1 B                                              | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2007000 | PA      | $2000095.92   | 0.04%             | 2041-06-17      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| REGATTA XVII FUNDING LTD                                                                  | REG17 2020-1A AR                                              | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1260660.37   | 0.02%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Kkr Clo 21 Ltd                                                                            | KKR 21 A                                                      | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |    106623 | PA      | $106632.07    | 0.00%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 3 LTD                                                                          | ABBSL 2021-3A A1R                                             | CUSIP: 00037QAJ8<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |   2080000 | PA      | $2079541.36   | 0.04%             | 2038-04-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII LTD                                                    | BSP 2024-37A A                                                | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3470000 | PA      | $3471778.38   | 0.07%             | 2038-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-1 LTD                                                                    | INVCO 2022-1A B                                               | CUSIP: 460988AC2<br>LEI: 2138003W7QBGJSA8VF04 | Long             | ABS-CBDO         | CORP              | JE        |    980000 | PA      | $980823.89    | 0.02%             | 2035-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 SA                                             | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3895 | PA      | $3014.62      | 0.00%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XVI LTD                                                               | OAKC 2021-16A AR                                              | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5340259 | PA      | $5341816.75   | 0.10%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-A                                                          | NSLT 2025-AA A1B                                              | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9732414 | PA      | $9708184.37   | 0.19%             | 2057-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 25 LTD                                                  | GLM 2025-25A A                                                | CUSIP: 38139XAC5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |   1840000 | PA      | $1840907.86   | 0.04%             | 2037-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR2                                              | BSMF 2007-AR2 A1                                              | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153336 | PA      | $141154.10    | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Battalion Clo 18 Ltd. / Battalion Clo 18 LLC                                              | BATLN 2020-18A ARR                                            | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499475.80    | 0.01%             | 2036-10-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRU                                                       | HCCLT 2019-1 M5                                               | CUSIP: 41753CAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1536000 | PA      | $1491665.05   | 0.03%             | 2046-09-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-AC1 1A2                                            | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111090 | PA      | $115361.10    | 0.00%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E SA                                               | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1064 | PA      | $496.26       | 0.00%             | 2060-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                                        | MDPK 2019-35A A1R2                                            | CUSIP: 55819MBC9<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |   8080000 | PA      | $8074301.18   | 0.16%             | 2039-02-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-EC1 M4                                             | CUSIP: 07387UAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1428210 | PA      | $1398887.65   | 0.03%             | 2035-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-2                                            | AHM 2006-2 2A2                                                | CUSIP: 02660YAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15106458 | PA      | $1192985.67   | 0.02%             | 2036-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                     | BELL 2025-1A A2I                                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7703000 | PA      | $7584654.19   | 0.15%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                    | BX 2024-AIRC A                                                | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6715993 | PA      | $6722289.23   | 0.13%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A A1                                               | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8017397 | PA      | $7631876.85   | 0.15%             | 2062-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust 2014-4R                                                     | NMRR 2014-8R 1A2                                              | CUSIP: 65540QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    917180 | PA      | $879958.52    | 0.02%             | 2036-10-28      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                              | CWL 2006-22 M1                                                | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475997 | PA      | $478266.59    | 0.01%             | 2047-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                                            | Sofi Consumer Loan Program 2026-B Trust                       | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1633225.04   | 0.03%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-VI. LTD                                                                 | CIFC 2021-6A A                                                | CUSIP: 12553SAC8<br>LEI: 549300RCIHU9SRSHMT38 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $580088.80    | 0.01%             | 2034-10-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-6 LTD                                                                 | CGMS 2025-6A A1                                               | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2747085.00   | 0.05%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 Ltd.                                                              | BLUEM 2016-3A A2R2                                            | CUSIP: 09628VAY0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999487.90    | 0.02%             | 2030-11-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2015-R3 TRUST                                                     | BAFC 2015-R3 1A2                                              | CUSIP: 05990QAB9<br>LEI: 5493007QL4MZKX7JWH30 | Long             | ABS-O            | CORP              | US        |   1924384 | PA      | $1634847.93   | 0.03%             | 2036-03-27      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 22 LTD                                                                      | BALLY 2024-22A C                                              | CUSIP: 05877GAJ2<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004193.80   | 0.04%             | 2037-04-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                       | BAHA 2024-MAR D                                               | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391000 | PA      | $1450111.52   | 0.03%             | 2041-12-12      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4                                        | JPMDB 2016-C4 XC                                              | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8570000 | PA      | $22257.15     | 0.00%             | 2049-12-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BRIDGE STREET CLO III LTD                                                                 | BRDGS 2022-1A A1R                                             | CUSIP: 10806YAN0<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |   2660000 | PA      | $2662633.40   | 0.05%             | 2037-10-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B B                                                | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1788800 | PA      | $1470250.85   | 0.03%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                     | HOMES 2025-NQM5 B1                                            | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1164000 | PA      | $1154208.55   | 0.02%             | 2070-09-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                                               | CGCMT 2017-P7 A4                                              | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5933839.20   | 0.12%             | 2050-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                          | FHMS K116 X1                                                  | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  23209927 | PA      | $1135165.05   | 0.02%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2025-1                                                      | SGR 2025-1 ALCF                                               | CUSIP: 81880NAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779952 | PA      | $1777249.32   | 0.03%             | 2065-12-26      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Aps Resecuritization Trust 2016-1                                                         | APS 2016-1 1MZ                                                | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2221466 | PA      | $813524.68    | 0.02%             | 2057-07-27      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Aimco CLO Series 2018-A                                                                   | AIMCO 2018-AA AR                                              | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3460000 | PA      | $3461220.00   | 0.07%             | 2037-10-19      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-2 LTD                                                                       | VOYA 2020-2A A1RR                                             | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000586.80   | 0.06%             | 2038-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B A3                                               | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322000 | PA      | $297929.44    | 0.01%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                    | MSC 2019-H6 D                                                 | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $387513.50    | 0.01%             | 2052-06-17      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                                    | MSC 2017-H1 XD                                                | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8625000 | PA      | $192275.40    | 0.00%             | 2050-06-17      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| Cd 2016-Cd1 Mortgage Trust                                                                | CD 2016-CD1 A3                                                | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1916367 | PA      | $1910064.94   | 0.04%             | 2049-08-12      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Merit Securities Corp                                                                     | MESC 13 M2                                                    | CUSIP: 589962CW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    831086 | PA      | $786173.41    | 0.02%             | 2033-12-28      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Dryden 72 CLO LLC                                                                         | DRSLF 2019-72A ARR                                            | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264301 | PA      | $264259.32    | 0.01%             | 2032-05-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026-2                                                           | AOMT 2026-2 A1LC                                              | CUSIP: 03466LAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2593103 | PA      | $2558895.04   | 0.05%             | 2071-02-01      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Ares Xli Clo Ltd                                                                          | ARES 2016-41A BR                                              | CUSIP: 04016DAU9<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2839123.58   | 0.06%             | 2034-04-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                  | OAKC 2021-9A A1R                                              | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3890000 | PA      | $3891131.99   | 0.08%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| POST CLO VI LTD                                                                           | POST 2024-2A A1                                               | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001371.00   | 0.04%             | 2038-01-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                          | NSLT 2021-A A2                                                | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2680000 | PA      | $2681238.43   | 0.05%             | 2062-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                                             | AGL 2023-24A CR                                               | CUSIP: 00119AAS4<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $883530.21    | 0.02%             | 2038-03-31      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| LBA TRUST 2024-7IND                                                                       | LBA 2024-7IND A                                               | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1661850 | PA      | $1660810.91   | 0.03%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS -THRU TRUST SERIES 2025-ST8                                           | UMPT 2025-ST8 C                                               | CUSIP: 91535UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9433000 | PA      | $9385576.54   | 0.18%             | 2033-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-1 LTD                                                           | MCSLT 2019-1A A                                               | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    796883 | PA      | $745732.18    | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 A                                              | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4941086 | PA      | $4943519.00   | 0.10%             | 2028-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding 2024-25 Ltd.                                                          | BRYPK 2024-25A C                                              | CUSIP: 117913AG8<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500948.85    | 0.01%             | 2038-01-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LQR TRUST 2025-CALI                                                                       | LQR 2025-CALI E                                               | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5078000 | PA      | $5077945.67   | 0.10%             | 2043-01-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                            | FKH 2022-SFR1 E2                                              | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2990000 | PA      | $2945701.95   | 0.06%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-CB2                            | CBASS 2006-CB2 AF4                                            | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13895 | PA      | $11321.08     | 0.00%             | 2036-12-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46                                            | WFCM 2018-C46 A4                                              | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3740000 | PA      | $3705562.45   | 0.07%             | 2051-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VIII LTD                                                                      | ELMW8 2021-1A FR                                              | CUSIP: 290021AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224052.45    | 0.00%             | 2037-04-20      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-N                                                       | BARC 2025-NQM7 PT2                                            | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  48239288 | PA      | $49119747.05  | 0.96%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-V LTD                                                                   | CIFC 2019-5A BR2                                              | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2925000 | PA      | $2922718.50   | 0.06%             | 2038-10-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Silver Point Clo 1 Ltd.                                                                   | SPCLO 2022-1A A1R                                             | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   2070000 | PA      | $2069784.31   | 0.04%             | 2038-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-36 Ltd.                                                                      | OCP 2024-36A B1                                               | CUSIP: 67570EAN8<br>LEI: 213800SXD3RKNW1ZTX26 | Long             | ABS-CBDO         | CORP              | JE        |   2973000 | PA      | $2974668.74   | 0.06%             | 2037-10-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                               | OCP CLO 2025-46 Ltd                                           | CUSIP: 671023AA7<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | US        |   2180000 | PA      | $2177303.99   | 0.04%             | 2038-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                            | USCLN 2026-RVM1 B1                                            | CUSIP: 90355PAJ5<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1974000 | PA      | $1964814.19   | 0.04%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 8 LTD / LLC                                                                  | AGL 2020-8A A1R2                                              | CUSIP: 00851KAK1<br>LEI: 254900IPV3KA57E31I16 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500390.30   | 0.03%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST                                                                      | AMSR 2021-SFR1 F                                              | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2872000 | PA      | $2746470.62   | 0.05%             | 2038-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2023-I LTD                                                                   | CIFC 2023-1A A1R                                              | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2446630 | PA      | $2446001.22   | 0.05%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MORTGAGE TRUST                                                            | BBCMS 2018-TALL B                                             | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781000 | PA      | $718562.49    | 0.01%             | 2037-03-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIV LTD                                                                  | SIXST 2019-14A ER2                                            | CUSIP: 83013RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1129247.88   | 0.02%             | 2038-01-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LI LTD                                                               | MDPK 2021-51A A1R                                             | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    960000 | PA      | $959374.56    | 0.02%             | 2038-10-19      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 A1                                             | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20880065 | PA      | $21128326.60  | 0.41%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER TRUST 2026-P1                                              | LENDR 2026-P1 B                                               | CUSIP: 52611WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545894 | PA      | $561530.13    | 0.01%             | 2037-08-15      | Fixed         | 6.86%                 | No            |                  3 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                           | FFIN 2025-1A A                                                | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2169616 | PA      | $2173937.69   | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 B2                                             | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466900 | PA      | $462760.32    | 0.01%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock Allocation Target Shares

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer