# EDGAR Filing Document

**Accession Number:** 0001612930
**File Stem:** 0001193125-26-136731
**Filing Date:** 2026-4
**Character Count:** 185479
**Document Hash:** 0d773191e131c6803b77865530197ed6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-136731.hdr.sgml**: 20260401

**ACCESSION NUMBER**: 0001193125-26-136731

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260401

**DATE AS OF CHANGE**: 20260401

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22980
- **FILM NUMBER:** 26826798

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

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

## Series and Classes Contracts Data

### Angel Oak UltraShort Income Fund (Series ID: S000061509)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000199192 | Class A             | AOUAX           |
| C000199193 | Institutional Class | AOUIX           |
| C000199194 | Class A1            | AOUNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Atlanta

  - **State:** GA

  - **Foreign country:** US

  - **Zip / Postal Code:** 30328

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

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

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

- **b. EDGAR series identifier (if any):** S000061509

- **c. LEI of Series:** 5493003M92WRE81EWR71

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $817086271.77

**Total Liabilities:** $11861324.02

**Net Assets:** $805224947.75

**Delayed Delivery Securities:** $8700618.35

**Cash Not Reported:** $267475.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4835.126285126918 | **1-Year:** 55994.900668687270 | **5-Year:** 31157.714365774810 | **10-Year:** 1792.509788498663 | **30-Year:** 0.000000000000

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

- **3-Month:** 535.387177444657 | **1-Year:** 6409.919169159662 | **5-Year:** 903.671010301106 | **10-Year:** 185.640970042307 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000199192 | 0.38%                | 0.40%                | 0.31%                |
| Class ID C000199193 | 0.40%                | 0.42%                | 0.33%                |
| Class ID C000199194 | 0.38%                | 0.40%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19317.48                | $400908.18                                 |
| Month 2  | $-56581.45               | $211159.18                                 |
| Month 3  | $32341.89                | $125429.45                                 |

**Designated Index Information**

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

- **Index Identifier:** B0YG6G8GTL

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-2                                          | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3539555 | PA      | $3556758.26   | 0.44%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-3                                          | CUSIP: 23345RAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2094277.40   | 0.26%             | 2029-07-16      | Fixed         | 10.99%                | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-1                                          | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1169715.69   | 0.15%             | 2029-03-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 41 Senior Loan Fund                                          | CUSIP: 26244KAQ9<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   2306534 | PA      | $2310478.41   | 0.29%             | 2031-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 61 Clo Ltd                                                   | CUSIP: 26251CBA1<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   3797416 | PA      | $3798301.04   | 0.47%             | 2032-01-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 64 CLO Ltd                                                   | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3001736 | PA      | $3003513.10   | 0.37%             | 2031-04-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    896000 | PA      | $893039.02    | 0.11%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    904000 | PA      | $901189.67    | 0.11%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM6                                                      | CUSIP: 281916AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1476779 | PA      | $1479342.29   | 0.18%             | 2070-12-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                        | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1237191.84   | 0.15%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-2                                | CUSIP: 78432YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3282097 | PA      | $2834146.56   | 0.35%             | 2061-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL1                   | CUSIP: 79582BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1977607 | PA      | $1979099.98   | 0.25%             | 2030-01-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL2                   | CUSIP: 79589BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2268189 | PA      | $2275896.25   | 0.28%             | 2030-05-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-Ces1                 | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   1934325 | PA      | $1944008.49   | 0.24%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                     | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1770147.25   | 0.22%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2023-4                                       | CUSIP: 81743JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120466 | PA      | $120942.79    | 0.02%             | 2053-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD             | Shackleton 2019-XV CLO Ltd                                          | CUSIP: 81883MAL7<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |   3126476 | PA      | $3129370.81   | 0.39%             | 2032-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD             | Shackleton 2019-XV CLO Ltd                                          | CUSIP: 81883MAN3<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3413280.40   | 0.42%             | 2032-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC            | Silgan Holdings Inc                                                 | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2486475.98   | 0.31%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2 | Sotheby's Artfi Master Trust                                        | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   3446000 | PA      | $3453656.32   | 0.43%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust    | Sotheby's Artfi Master Trust                                        | CUSIP: 83589DAB2<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2200000.00   | 0.27%             | 2033-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO IX Ltd                                              | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |   3533363 | PA      | $3537132.94   | 0.44%             | 2032-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO          | Southwest Airlines Co                                               | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1991652.21   | 0.25%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO          | Southwest Airlines Co                                               | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341926.32    | 0.04%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV               | SpringCastle America Funding LLC                                    | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4094203 | PA      | $3874245.24   | 0.48%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET       | Smyrna Ready Mix Concrete LLC                                       | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752822.25    | 0.09%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298185.03    | 0.04%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-INV                        | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724997 | PA      | $702484.16    | 0.09%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2021-3                                   | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $189508.67    | 0.02%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank   | Huntington Bank Auto Credit-Linked Notes Series 2024-1              | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208421 | PA      | $211922.59    | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2021-NMR1                             | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492561 | PA      | $480804.04    | 0.06%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste | Mission Lane Credit Card Master Trust                               | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1514906.70   | 0.19%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste | Mission Lane Credit Card Master Trust                               | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003846.00   | 0.12%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2025-1                                     | CUSIP: 608931AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1526279 | PA      | $1539408.82   | 0.19%             | 2043-06-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2023-1                                     | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214987 | PA      | $215460.57    | 0.03%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1            | CUSIP: 617946AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976471 | PA      | $942737.89    | 0.12%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                            | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999907.00    | 0.12%             | 2039-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XIV Ltd                                                | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4800624.00   | 0.60%             | 2034-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Twin Brook CLO                 | Twin Brook Clo 2024-2 LLC                                           | CUSIP: 901395AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5500000.00   | 0.68%             | 2035-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC          | US Auto Funding Trust 2022-1                                        | CUSIP: 90355FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697157 | PA      | $232537.32    | 0.03%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC            | United Airlines Inc                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3359435.18   | 0.42%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat | United Auto Credit Securitization Trust 2026-1                      | CUSIP: 90945FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001336.00   | 0.12%             | 2028-06-12      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat | United Auto Credit Securitization Trust 2025-1                      | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3507189.70   | 0.44%             | 2028-02-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FF3L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1358356 | PA      | $1355047.39   | 0.17%             | 2028-01-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                         | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7930880.08   | 0.98%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL       | United Wholesale Mortgage LLC                                       | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400648.40    | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FFNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209860 | PA      | $207798.29    | 0.03%             | 2031-01-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FFXQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8113957 | PA      | $8007355.49   | 0.99%             | 2031-01-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC     | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $449264.97    | 0.06%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                       | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689810.89    | 0.09%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP       | Fifth Third Financial Corp                                          | CUSIP: 200340AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1792682.96   | 0.22%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST8                      | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1504374.45   | 0.19%             | 2033-12-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2021-3                                 | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10684 | PA      | $10671.24     | 0.00%             | 2031-07-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FGRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    638724 | PA      | $637745.84    | 0.08%             | 2028-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FL7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97633 | PA      | $97760.61     | 0.01%             | 2026-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FLYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201553 | PA      | $201880.08    | 0.03%             | 2026-04-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FMUT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258008 | PA      | $258347.72    | 0.03%             | 2026-06-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Upstart Structured Pass-Throug | Upstart Structured Pass-Through Trust Series 2022-2A                | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80652 | PA      | $80484.64     | 0.01%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust     | Upstart Pass-Through Trust Series 2022-ST3                          | CUSIP: 91681EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192790 | PA      | $192427.79    | 0.02%             | 2030-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5DU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5360912 | PA      | $5313435.65   | 0.66%             | 2031-12-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5XZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4172197 | PA      | $4145774.38   | 0.51%             | 2029-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FNXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649764 | PA      | $652057.67    | 0.08%             | 2029-08-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FPHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1958021 | PA      | $1961284.88   | 0.24%             | 2026-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-4                                 | CUSIP: 91684AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000067.40   | 0.12%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-1                                 | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440888 | PA      | $1454398.27   | 0.18%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5Y35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893250 | PA      | $891404.59    | 0.11%             | 2029-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H6MJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3581195 | PA      | $3569516.85   | 0.44%             | 2029-02-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                       | CUSIP: 92259MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462380 | PA      | $2165054.68   | 0.27%             | 2051-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                              | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665874.40    | 0.08%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FRE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14402 | PA      | $14419.58     | 0.00%             | 2027-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FREP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333508 | PA      | $334160.51    | 0.04%             | 2029-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-5                                   | CUSIP: 924921AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758650 | PA      | $710160.72    | 0.09%             | 2067-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2026-1                                 | CUSIP: 92511CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001642.80   | 0.12%             | 2029-05-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FUZS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038782 | PA      | $1038411.63   | 0.13%             | 2027-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FV2G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526196 | PA      | $524614.57    | 0.07%             | 2030-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FWGC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    865112 | PA      | $867875.71    | 0.11%             | 2030-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXLS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1142642 | PA      | $1142113.29   | 0.14%             | 2027-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3745857 | PA      | $3739807.01   | 0.46%             | 2027-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592383 | PA      | $592493.36    | 0.07%             | 2030-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6545592 | PA      | $6467417.59   | 0.80%             | 2031-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H7KA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605446 | PA      | $604620.65    | 0.08%             | 2029-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H7M26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475804 | PA      | $474118.41    | 0.06%             | 2032-04-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HA3Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727976 | PA      | $729637.63    | 0.09%             | 2030-02-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HBBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1435222 | PA      | $1443864.67   | 0.18%             | 2030-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HKXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5008815.00   | 0.62%             | 2032-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HPU84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5006230.00   | 0.62%             | 2035-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC           | Fifth Third Bank NA                                                 | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1849807.90   | 0.23%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE6                                                | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955076 | PA      | $955455.20    | 0.12%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-FL1                                                | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480542 | PA      | $1485947.12   | 0.18%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE7                                                | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1912215 | PA      | $1921697.65   | 0.24%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                          | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  20972722 | NS      | $20972721.57  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2024-1                                 | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $948262.95    | 0.12%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-8                                   | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1242155 | PA      | $1133913.58   | 0.14%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-4                                   | CUSIP: 92538HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1229153 | PA      | $1055565.46   | 0.13%             | 2066-07-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-3                                   | CUSIP: 92539GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499672 | PA      | $505058.13    | 0.06%             | 2068-03-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    927000 | PA      | $921900.66    | 0.11%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1574413.01   | 0.20%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $495277.04    | 0.06%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501646.11    | 0.06%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2021-1R Trust                                                 | CUSIP: 92837UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966839 | PA      | $915547.28    | 0.11%             | 2056-05-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES1                          | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762387 | PA      | $778119.51    | 0.10%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES3                          | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770888 | PA      | $780701.81    | 0.10%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES1                          | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2445464 | PA      | $2484973.25   | 0.31%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                         | CUSIP: 694960AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3175603 | PA      | $3240402.24   | 0.40%             | 2031-06-16      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                         | CUSIP: 694960AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3288274 | PA      | $3360017.76   | 0.42%             | 2031-06-16      | Fixed         | 9.54%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-2                                         | CUSIP: 694961AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2476305 | PA      | $2482511.71   | 0.31%             | 2031-08-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-2                                         | CUSIP: 694961AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402635 | PA      | $403937.76    | 0.05%             | 2031-08-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                 | CUSIP: 69545RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7004809.00   | 0.87%             | 2033-05-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                 | CUSIP: 69545RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1995815.60   | 0.25%             | 2033-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2022-1                                         | CUSIP: 69546MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1772854 | PA      | $1762241.50   | 0.22%             | 2029-10-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2499911 | PA      | $2519484.45   | 0.31%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-1                               | CUSIP: 69547JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11336 | PA      | $11272.63     | 0.00%             | 2027-11-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161400 | PA      | $161743.19    | 0.02%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153705 | PA      | $2158732.85   | 0.27%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430470 | PA      | $431779.54    | 0.05%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600902 | PA      | $1602680.14   | 0.20%             | 2031-07-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1734769 | PA      | $1737528.64   | 0.22%             | 2031-07-15      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-7                                         | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71794 | PA      | $71909.71     | 0.01%             | 2031-07-15      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-7                                         | CUSIP: 69548RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80214 | PA      | $80304.01     | 0.01%             | 2031-07-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2025-6                                 | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1163831 | PA      | $1165885.86   | 0.14%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2025-6                                 | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997944.60    | 0.12%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-8                                 | CUSIP: 69549TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003852.60   | 0.25%             | 2033-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                      | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2965570.92   | 0.37%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1800000 | PA      | $1752425.24   | 0.22%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                       | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1270000 | PA      | $1335123.11   | 0.17%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1150000 | PA      | $1116703.84   | 0.14%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    308000 | PA      | $299192.30    | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1632000 | PA      | $1698965.55   | 0.21%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC       | FHF Issuer Trust 2024-1                                             | CUSIP: 31568AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006300.60   | 0.25%             | 2031-05-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC       | FHF Trust 2022-2                                                    | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48962 | PA      | $49018.14     | 0.01%             | 2027-12-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                          | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3282074.31   | 0.41%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2021-4                                   | CUSIP: 33845AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288000 | PA      | $275025.23    | 0.03%             | 2027-12-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2018-6RR                                    | CUSIP: 33851FAB3<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    753101 | PA      | $729813.23    | 0.09%             | 2048-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                            | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1500000.00   | 0.19%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                            | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2925000 | PA      | $3022856.17   | 0.38%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                                    | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $254420.00    | 0.03%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                     | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401056.50    | 0.05%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2023-3                                | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171030 | PA      | $174244.41    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2026-1                                | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499952.75    | 0.06%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                    | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2010000 | PA      | $2012202.96   | 0.25%             | 2036-10-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                     | NMLT 2021-INV1 Trust                                                | CUSIP: 62923JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998888 | PA      | $901681.38    | 0.11%             | 2056-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2215259.74   | 0.28%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $681950.75    | 0.08%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                   | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450340.20    | 0.06%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-4                       | CUSIP: 92258DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833404 | PA      | $726142.97    | 0.09%             | 2051-12-26      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-3                       | CUSIP: 92258RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514607 | PA      | $1285046.82   | 0.16%             | 2051-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture 32 CLO Ltd                                                  | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    719038 | PA      | $719677.32    | 0.09%             | 2031-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-2 LTD                                         | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1876252 | PA      | $1876408.19   | 0.23%             | 2032-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING | Strike Acceptance Auto Funding Trust 2025-1                         | CUSIP: 86332RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115143 | PA      | $1120712.26   | 0.14%             | 2032-04-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BCRED BSL Static CLO Ltd       | BCRED BSL Static CLO 2025-1 Ltd                                     | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |   1489645 | PA      | $1494663.36   | 0.19%             | 2035-07-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-5 Ltd                                  | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $10812171.60  | 1.34%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3225000 | PA      | $3236021.05   | 0.40%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO 2021-1 LLC       | BCRED MML CLO 2022-1 LLC                                            | CUSIP: 072917AA5<br>LEI: 2549008X01GXURMQIW78 | Long             | ABS-CBDO         | CORP              | US        |   6035000 | PA      | $6055404.34   | 0.75%             | 2035-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                   | CUSIP: 05591XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996218.00   | 0.25%             | 2038-08-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                      | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883357.89    | 0.11%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM4                           | CUSIP: 10568NAA0<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |    855668 | PA      | $851545.87    | 0.11%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-NQM3                           | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2426629 | PA      | $2305499.23   | 0.29%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-CES2                           | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |   3821424 | PA      | $3864407.41   | 0.48%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Tr | Bunker Hill Loan Depositary Trust 2019-3                            | CUSIP: 12062BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166896 | PA      | $166785.31    | 0.02%             | 2059-11-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BXP Trust 2017-CQHP                                                 | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688679 | PA      | $670492.61    | 0.08%             | 2034-11-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                          | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1345877.18   | 0.17%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2024-NR1 LLC                                                   | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893312 | PA      | $902247.54    | 0.11%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                     | Cabot Corp                                                          | CUSIP: 127055AK7<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696064.24    | 0.09%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd         | Canyon CLO 2018-1 Ltd                                               | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2356686 | PA      | $2357987.15   | 0.29%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd         | Canyon Capital CLO 2016-1 Ltd                                       | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1203538 | PA      | $1204125.63   | 0.15%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2026-1                                      | CUSIP: 14320XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2151049.63   | 0.27%             | 2029-04-16      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3405000 | PA      | $3371470.97   | 0.42%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | CarVal CLO VI-C Ltd                                                 | CUSIP: 14686FAA6<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |   4400000 | PA      | $4400000.00   | 0.55%             | 2034-04-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N2                              | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153567 | PA      | $150531.73    | 0.02%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N1                              | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346462 | PA      | $342385.87    | 0.04%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N3                              | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359214 | PA      | $350212.95    | 0.04%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097744.00   | 0.14%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                          | CUSIP: 36251SAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $391322.32    | 0.05%             | 2031-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-HE1                        | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   3489089 | PA      | $3528439.02   | 0.44%             | 2055-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-DSC2                       | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |   4874896 | PA      | $4906972.80   | 0.61%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-HE2                        | CUSIP: 362934AA9<br>LEI: 254900J0PZAB9KZBPX66 | Long             | ABS-MBS          | CORP              | US        |   1860036 | PA      | $1866092.07   | 0.23%             | 2065-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd               | Greywolf CLO III Ltd                                                | CUSIP: 39809CAY0<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |   3606082 | PA      | $3610834.94   | 0.45%             | 2033-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XXIV Ltd                                                       | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1221744 | PA      | $1222307.01   | 0.15%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-NQM1 Trust                                                 | CUSIP: 67114BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3131052 | PA      | $2775890.71   | 0.34%             | 2066-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2020-EXP1 Trust                                                 | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258988 | PA      | $253388.51    | 0.03%             | 2060-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                           | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1109979.52   | 0.14%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                           | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601503.31    | 0.07%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R08                        | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268964 | PA      | $269732.38    | 0.03%             | 2043-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1658703 | PA      | $1651516.21   | 0.21%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-INV2                                                 | CUSIP: 12554TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125582 | PA      | $120053.89    | 0.01%             | 2049-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2020-I Ltd                                             | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10268368.00  | 1.28%             | 2036-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-3 Mortgage Loan Trust                                     | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652726 | PA      | $643715.18    | 0.08%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-10 Mortgage Loan Trust                                    | CUSIP: 12675XAG1<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |   1951024 | PA      | $1966756.78   | 0.24%             | 2070-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000572.16   | 0.12%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT Funding LLC                                                    | CUSIP: 19688DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373567 | PA      | $350946.22    | 0.04%             | 2064-12-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2025-SBX Mortgage Trust                                        | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2018368.00   | 0.25%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                  | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3207721.34   | 0.40%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN        | Consolidated Energy Finance SA                                      | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $495367.50    | 0.06%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1667677.02   | 0.21%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1773166.79   | 0.22%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9CM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4052680 | PA      | $4014556.10   | 0.50%             | 2030-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2022-2                            | CUSIP: 36265NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005951.40   | 0.12%             | 2029-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., | Galton Funding Mortgage Trust 2017-1                                | CUSIP: 36416UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31152 | PA      | $28728.49     | 0.00%             | 2056-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2783239.61   | 0.35%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD        | Global Aircraft Leasing Co Ltd                                      | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    600000 | PA      | $621828.60    | 0.08%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                     | goeasy Ltd                                                          | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $272641.70    | 0.03%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust               | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316312 | PA      | $311043.51    | 0.04%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd | Golub Capital Partners CLO 61M                                      | CUSIP: 381738AY9<br>LEI: 254900WW1795MW2WKR08 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2501187.50   | 0.31%             | 2035-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1867316.59   | 0.23%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust 2019-MILE              | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848857 | PA      | $807522.17    | 0.10%             | 2036-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2021-INV1                       | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824619 | PA      | $1662956.22   | 0.21%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM4                       | CUSIP: 64831UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863458 | PA      | $843887.68    | 0.10%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust        | NYMT Loan Trust 2025-CP1                                            | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |    940009 | PA      | $914024.31    | 0.11%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-28L                              | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502732.50    | 0.06%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                           | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1105866.70   | 0.14%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                           | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    950000 | PA      | $944994.36    | 0.12%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV | Octagon Investment Partners XVII Ltd                                | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1421752 | PA      | $1423657.65   | 0.18%             | 2031-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444632.09    | 0.06%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501973.67   | 0.19%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2022-3                                        | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019683 | PA      | $1023730.92   | 0.13%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                          | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $936397.60    | 0.12%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-HY3                                  | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531581 | PA      | $531897.47    | 0.07%             | 2059-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2021-SJ2                                  | CUSIP: 89180LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1415739.00   | 0.18%             | 2061-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-FIX1                                 | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-MBS          | CORP              | US        |   3727062 | PA      | $3732287.68   | 0.46%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-CRM1                                 | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1566325 | PA      | $1589097.49   | 0.20%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-CRM1                                 | CUSIP: 891946AK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4008984.00   | 0.50%             | 2065-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-D Owner Trust                          | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4027199.20   | 0.50%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Mar26                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -143 | NC      | $26311.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ERIS SOFR 4yr     Dec22                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -213 | NC      | $345102.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                   | CUSIP: 3136AXYR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384836 | PA      | $375802.69    | 0.05%             | 2046-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136AY6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760629 | PA      | $751703.39    | 0.09%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136B7GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820069 | PA      | $810819.93    | 0.10%             | 2027-02-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BPW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4254699 | PA      | $4246831.58   | 0.53%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXZA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3214411 | PA      | $3199948.97   | 0.40%             | 2031-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYTS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4548346 | PA      | $4517731.48   | 0.56%             | 2031-02-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR         | Blackstone Mortgage Trust Inc                                       | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592513.54    | 0.07%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXII Ltd                                           | CUSIP: 09629PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3501526.00   | 0.43%             | 2031-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296929.06   | 0.16%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1750000.00   | 0.22%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                          | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1779378.62   | 0.22%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cerberus                       | Cerberus Loan Funding XL LLC                                        | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5010740.00   | 0.62%             | 2035-03-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2019-ATR2                         | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065286 | PA      | $1034825.17   | 0.13%             | 2049-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust    | Cherry Securitization Trust 2025-1                                  | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1524072.30   | 0.19%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1276936.18   | 0.16%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-3                          | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4863951 | PA      | $4917227.67   | 0.61%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-1                          | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2985740.40   | 0.37%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9Z46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8856827 | PA      | $8740696.19   | 1.09%             | 2030-12-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9ZZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3369235 | PA      | $3356378.08   | 0.42%             | 2027-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FEJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1730741 | PA      | $1727243.10   | 0.21%             | 2028-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1442691 | PA      | $1426692.99   | 0.18%             | 2031-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463013 | PA      | $460877.61    | 0.06%             | 2031-02-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H13L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578309 | PA      | $575359.34    | 0.07%             | 2028-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LD5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7993000 | PA      | $7941525.08   | 0.99%             | 2026-06-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-GR2                        | CUSIP: 36250BAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109437 | PA      | $111093.32    | 0.01%             | 2044-07-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2020-PJ2                   | CUSIP: 36262DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194919 | PA      | $178671.34    | 0.02%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2021-NQM1                  | CUSIP: 36262EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999162 | PA      | $926630.77    | 0.12%             | 2061-07-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2023-HE1                                   | CUSIP: 46656UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320526 | PA      | $322079.36    | 0.04%             | 2053-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-12MPR                          | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2330026 | PA      | $2338546.58   | 0.29%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3033196.53   | 0.38%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN          | Keybank National Association                                        | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1038400.40   | 0.13%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                  | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1613915.84   | 0.20%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-3                                 | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944067 | PA      | $953131.25    | 0.12%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-3                                 | CUSIP: 69544TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999797 | PA      | $1012930.99   | 0.13%             | 2032-12-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                                 | CUSIP: 69545GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1999790 | PA      | $2008341.83   | 0.25%             | 2032-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Trust 2025-R1                                        | CUSIP: 69547CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1674974 | PA      | $1685703.00   | 0.21%             | 2032-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2999893 | PA      | $3022964.06   | 0.38%             | 2033-01-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999964 | PA      | $1010481.99   | 0.13%             | 2033-01-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                 | CUSIP: 69548WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4499826 | PA      | $4518828.90   | 0.56%             | 2033-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust      | SAIF Securitization Trust 2025-CES1                                 | CUSIP: 78438CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3592725 | PA      | $3599361.19   | 0.45%             | 2065-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                        | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71078.19     | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2021-MF1                    | CUSIP: 79582KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2458864 | PA      | $2370541.58   | 0.29%             | 2029-11-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Tr | Sunbit Asset Securitization Trust 2025-1                            | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003756.90   | 0.12%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                      | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1986266.55   | 0.25%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BUX78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2860000 | PA      | $2848102.40   | 0.35%             | 2026-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F62A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1208760 | PA      | $1206683.18   | 0.15%             | 2030-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F84A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1780929 | PA      | $1774337.89   | 0.22%             | 2030-11-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F84M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89461 | PA      | $89210.93     | 0.01%             | 2030-11-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F8RQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1666075 | PA      | $1651801.93   | 0.21%             | 2030-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F8ZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3754423 | PA      | $3713710.27   | 0.46%             | 2030-12-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2024-2                                       | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468753 | PA      | $469558.62    | 0.06%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Funding Trust 2024-3                                        | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3005929.20   | 0.37%             | 2029-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA               | Beazer Homes USA Inc                                                | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598187.58    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                            | CUSIP: 07876NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001274 | PA      | $1003613.39   | 0.12%             | 2035-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                            | CUSIP: 07876NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020467.00   | 0.13%             | 2035-10-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2023-1 Ltd                                            | CUSIP: 07876XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    300000 | PA      | $306059.40    | 0.04%             | 2033-10-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES7                                       | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   1325419 | PA      | $1342266.81   | 0.17%             | 2055-07-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-2                        | CUSIP: 96041KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3001792.20   | 0.37%             | 2028-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust   | WinWater Mortgage Loan Trust 2015-A                                 | CUSIP: 97653BAZ4<br>LEI: 549300XEB1FUZ3CHE748 | Long             | ABS-MBS          | CORP              | US        |   4712321 | PA      | $57160.45     | 0.01%             | 2045-06-20      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                             | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3557008.00   | 0.44%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re Ltd                                                   | CUSIP: 078915AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    153860 | PA      | $154134.57    | 0.02%             | 2034-08-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H13Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1152066 | PA      | $1136880.55   | 0.14%             | 2031-05-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F72L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67443 | PA      | $67045.05     | 0.01%             | 2030-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F73C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468415 | PA      | $468728.27    | 0.06%             | 2027-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2025-A                                       | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2521000 | PA      | $2520973.53   | 0.31%             | 2033-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                         | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3253288.32   | 0.40%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1LN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4231221 | PA      | $4174171.84   | 0.52%             | 2031-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1LV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3120239 | PA      | $3084674.43   | 0.38%             | 2031-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1Z82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1837839 | PA      | $1825909.87   | 0.23%             | 2028-07-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H2NB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6905611 | PA      | $6859495.70   | 0.85%             | 2031-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H2NK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6348820 | PA      | $6302587.40   | 0.78%             | 2028-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H3K84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4739056 | PA      | $4716256.09   | 0.59%             | 2031-09-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                         | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247586.43    | 0.03%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                 | Owens-Brockway Glass Container Inc                                  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301739.40    | 0.04%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H3KE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1189359 | PA      | $1180932.60   | 0.15%             | 2028-09-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H4SB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3667486 | PA      | $3650215.60   | 0.45%             | 2028-12-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F73D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400495 | PA      | $399559.18    | 0.05%             | 2027-10-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LEE98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852584 | PA      | $847535.47    | 0.11%             | 2026-07-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LEVW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555000 | PA      | $1540899.26   | 0.19%             | 2026-08-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LFE53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1530000 | PA      | $1513240.38   | 0.19%             | 2026-09-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LFXK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1288975 | PA      | $1274725.67   | 0.16%             | 2026-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3140HWR38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3550847 | PA      | $3512508.96   | 0.44%             | 2026-11-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| BLACK & DECKER HOLDINGS        | Black & Decker Holdings Inc                                         | CUSIP: 091802AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2194287.77   | 0.27%             | 2028-07-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd          | Black Diamond Clo 2019-2 Ltd                                        | CUSIP: 09204GAF6<br>LEI: 254900MIPS4I29O2I690 | Long             | ABS-CBDO         | CORP              | KY        |   2415518 | PA      | $2418977.49   | 0.30%             | 2032-07-23      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD      | BlackRock DLF X 2025-C CLO LP                                       | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7900000 | PA      | $7902346.30   | 0.98%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 18 Ltd                                                      | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   3689649 | PA      | $3696743.95   | 0.46%             | 2035-10-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                   | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    186263 | PA      | $186670.94    | 0.02%             | 2039-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2492095.30   | 0.31%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lake Shore MM CLO LLC          | Lake Shore MM CLO II Ltd                                            | CUSIP: 510760AL5<br>LEI: 5493004NSSTVWDFT9W29 | Long             | ABS-CBDO         | CORP              | KY        |    410494 | PA      | $410749.25    | 0.05%             | 2031-10-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Lake Shore MM CLO LLC          | Lake Shore MM CLO II Ltd                                            | CUSIP: 510760AQ4<br>LEI: 5493004NSSTVWDFT9W29 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1557477.20   | 0.19%             | 2031-10-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2023-1                                | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211241 | PA      | $213768.96    | 0.03%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC             | PBF Holding Co LLC / PBF Finance Corp                               | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $799443.52    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                  | PRA Group Inc                                                       | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657131.15    | 0.08%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM6 Trust                                                | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388738 | PA      | $1391069.63   | 0.17%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-RCF5 LLC                                                  | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    934613 | PA      | $934444.75    | 0.12%             | 2055-10-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                  | CUSIP: 694952AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2015442.40   | 0.25%             | 2034-01-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3059100 | PA      | $3086652.51   | 0.38%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                | CUSIP: 69544AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689612 | PA      | $695297.04    | 0.09%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-5                                 | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920862 | PA      | $925853.41    | 0.11%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-10                                | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240133 | PA      | $1248182.62   | 0.16%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                 | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999915 | PA      | $1007709.35   | 0.13%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                 | CUSIP: 69544NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999915 | PA      | $1006038.10   | 0.12%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-8                                 | CUSIP: 69544QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    704002 | PA      | $708664.45    | 0.09%             | 2032-01-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                                 | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1624829 | PA      | $1632108.56   | 0.20%             | 2032-10-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2024-9                                 | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543562 | PA      | $546531.80    | 0.07%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6 | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985357 | PA      | $990495.08    | 0.12%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-4 Ltd                               | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3252834.00   | 0.40%             | 2031-07-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                       | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135528.21    | 0.02%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-NPL9 LLC                                                  | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-MBS          | CORP              | US        |   1880998 | PA      | $1889588.24   | 0.23%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2025-1                              | CUSIP: 74113UAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999445.90   | 0.37%             | 2028-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC               | Radian Group Inc                                                    | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1857663.40   | 0.23%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES1                          | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896617 | PA      | $905772.64    | 0.11%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2023-D                                   | CUSIP: 12598VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2090457.60   | 0.26%             | 2030-01-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2019-NQM1                                               | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295039 | PA      | $293139.95    | 0.04%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-ATH1                                                      | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557657 | PA      | $1536119.18   | 0.19%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE       | CVR Partners LP / CVR Nitrogen Finance Corp                         | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225177.77    | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES2                          | CUSIP: 12674UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923328 | PA      | $937171.08    | 0.12%             | 2060-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                            | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3060000 | PA      | $3055697.76   | 0.38%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES3                          | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1916734 | PA      | $1914324.33   | 0.24%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2025-CES1 Mortgage Trust                                      | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1896695 | PA      | $1895221.16   | 0.24%             | 2060-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987634.58   | 0.25%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222259.72    | 0.03%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2025-CES1                      | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890430 | PA      | $1905001.77   | 0.24%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1322650.10   | 0.16%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC          | Directv Financing LLC / Directv Financing Co-Obligor Inc            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $247324.96    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                 | AMCR ABS TRUST 2024-A                                               | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404672 | PA      | $405159.64    | 0.05%             | 2031-08-18      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                  | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3392774.62   | 0.42%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC          | Amcor Finance USA Inc                                               | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2097559.02   | 0.26%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                 | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3062774.70   | 0.38%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2026-1                 | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1500224.10   | 0.19%             | 2029-07-12      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2025-1                     | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003160.00   | 0.25%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN       | Apollo Management Holdings LP                                       | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340148.21    | 0.04%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXI                                                     | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   1194070 | PA      | $1195165.69   | 0.15%             | 2031-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Collateralized Loan Obligation Ltd                     | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004266.00   | 0.12%             | 2041-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                    | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3050000 | PA      | $3175538.15   | 0.39%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1204796.99   | 0.15%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58918.00     | 0.01%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2208052.39   | 0.27%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2022-2                 | CUSIP: 04047JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81898 | PA      | $82545.25     | 0.01%             | 2029-01-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 042735AK6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102625.33    | 0.01%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3372647.27   | 0.42%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                 | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1724043.00   | 0.21%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2619094.92   | 0.33%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                           | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3165808.81   | 0.39%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                       | FMC Corp                                                            | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3022116.96   | 0.38%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                    | CUSIP: 3132XFD47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1970274.00   | 0.24%             | 2026-11-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                    | CUSIP: 3132XGHM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6415195 | PA      | $6337166.65   | 0.79%             | 2026-10-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                  | CUSIP: 3137F9YS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22247 | PA      | $22223.02     | 0.00%             | 2035-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit | Freddie Mac Whole Loan Securities Trust 2016-SC02                   | CUSIP: 3137G1BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1043683 | PA      | $1016003.24   | 0.13%             | 2046-10-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2807409.84   | 0.35%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited    | Fortress Credit BSL IX Ltd                                          | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3375604 | PA      | $3376481.65   | 0.42%             | 2033-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2021-2                                     | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |    446590 | PA      | $424959.71    | 0.05%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA3                             | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   3111000 | PA      | $3190010.07   | 0.40%             | 2042-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                             | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    763865 | PA      | $766008.68    | 0.10%             | 2045-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2022-3FP                                            | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225155 | PA      | $226064.32    | 0.03%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2022-4FP                                            | CUSIP: 35634JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468259 | PA      | $470028.17    | 0.06%             | 2029-12-18      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP          | Freedom Mortgage Corp                                               | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599828.94    | 0.07%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596944.36    | 0.07%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1086906.38   | 0.13%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2021-NQM2 Trust                                                | CUSIP: 36166XAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039557 | PA      | $908885.93    | 0.11%             | 2066-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Gallatin Loan Management, LLC  | Gallatin CLO VIII 2017-1 Ltd                                        | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    743203 | PA      | $743740.05    | 0.09%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                   | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184580.63    | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2557745.23   | 0.32%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LJV I MM CLO LLC               | LJV I MM CLO LLC                                                    | CUSIP: 50203VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3490192 | PA      | $3493825.73   | 0.43%             | 2034-04-28      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2848307.52   | 0.35%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376976.99    | 0.05%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat | Lendingpoint 2021-B Asset Securitization Trust                      | CUSIP: 52607HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221854 | PA      | $220791.72    | 0.03%             | 2029-02-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                            | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $800951.24    | 0.10%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-1                           | CUSIP: 53946XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339529 | PA      | $340163.72    | 0.04%             | 2028-10-16      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-1                           | CUSIP: 53946XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $3039362.55   | 0.38%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-2                           | CUSIP: 53949FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3062350.20   | 0.38%             | 2029-06-15      | Fixed         | 10.04%                | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Tru | Luxury Lease Partners Auto Lease Trust 2024-4                       | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142763 | PA      | $143630.18    | 0.02%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO       | Manufacturers & Traders Trust Co                                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247671.98    | 0.03%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                   | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2743179.75   | 0.34%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-3                                       | CUSIP: 57109RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1149219 | PA      | $1153053.68   | 0.14%             | 2033-09-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-3                                       | CUSIP: 57109RAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3785000 | PA      | $3898308.14   | 0.48%             | 2033-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-1                                       | CUSIP: 57110PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3060000 | PA      | $3110822.32   | 0.39%             | 2033-04-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                          | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3234538.85   | 0.40%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-MTG2                         | CUSIP: 585494AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960162 | PA      | $2668488.12   | 0.33%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1712756.09   | 0.21%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                  | Methanex Corp                                                       | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $351163.40    | 0.04%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2020-1                                 | CUSIP: 59166CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1362648 | PA      | $1201304.88   | 0.15%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2023-4                     | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521017 | PA      | $522113.46    | 0.06%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-5                           | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006574.20   | 0.25%             | 2034-06-26      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2023-3                     | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145627 | PA      | $145891.79    | 0.02%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2025-3                     | CUSIP: 76090QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3529474.20   | 0.44%             | 2034-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1230000 | PA      | $1255536.29   | 0.16%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1770000 | PA      | $1769474.35   | 0.22%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    490000 | PA      | $493830.35    | 0.06%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                        | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751865.75    | 0.09%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    745000 | PA      | $742779.90    | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2771110.30   | 0.34%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                   | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340398 | PA      | $342394.09    | 0.04%             | 2054-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                   | CUSIP: 92841YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999296.00   | 0.25%             | 2054-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES1                          | CUSIP: 92842DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3069000 | PA      | $3085735.26   | 0.38%             | 2055-04-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES3                          | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4331472 | PA      | $4341815.08   | 0.54%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES2                          | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3718375 | PA      | $3744760.61   | 0.47%             | 2055-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2013-2 Ltd                                                 | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     36580 | PA      | $36497.32     | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-VTT                      | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4015684.00   | 0.50%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904721.11    | 0.11%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2177709.18   | 0.27%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                             | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125130.94    | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                             | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1742026.07   | 0.22%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd | HPS Loan Management 11-2017 Ltd                                     | CUSIP: 40436VAG6<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |    274238 | PA      | $274239.83    | 0.03%             | 2030-05-06      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1443577.47   | 0.18%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2115705.48   | 0.26%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LP                                      | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1475438.70   | 0.18%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                         | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1698020.67   | 0.21%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home Re 2026-1 Ltd                                                  | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $1005257.00   | 0.12%             | 2036-01-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                            | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2556089.32   | 0.32%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                   | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2802820.16   | 0.35%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2025-D                               | CUSIP: 44891XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3002956.80   | 0.37%             | 2028-11-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2021-NQM1                              | CUSIP: 452764AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885307 | PA      | $791300.22    | 0.10%             | 2056-06-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                              | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3233944.53   | 0.40%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-5                                     | CUSIP: 46591FAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473343 | PA      | $463279.18    | 0.06%             | 2049-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                           | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398180.19    | 0.05%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC       | CUSIP: 46649GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253000 | PA      | $545860.68    | 0.07%             | 2031-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-6                                     | CUSIP: 46651BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925480 | PA      | $844495.20    | 0.10%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd              | Jamestown CLO XI Ltd                                                | CUSIP: 47049QAC0<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |   1625000 | PA      | $1628607.50   | 0.20%             | 2031-07-14      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN       | Jefferies Finance LLC / JFIN Co-Issuer Corp                         | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $766513.54    | 0.10%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN       | Jefferson Capital Holdings LLC                                      | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $649357.87    | 0.08%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                    | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3230000 | PA      | $3232947.83   | 0.40%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2023-3PL                                             | CUSIP: 000876AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1832577 | PA      | $1844750.68   | 0.23%             | 2030-08-19      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2023-1PL                                             | CUSIP: 00091XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1169082 | PA      | $1179023.15   | 0.15%             | 2030-03-18      | Fixed         | 8.47%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374669 | PA      | $378826.51    | 0.05%             | 2031-04-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054253 | PA      | $1069795.94   | 0.13%             | 2031-04-25      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                             | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361603 | PA      | $365325.52    | 0.05%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS Trust 2024-3AL                                             | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471601 | PA      | $477050.19    | 0.06%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                     | ACHD Trust 2025-DS1                                                 | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360415 | PA      | $361461.21    | 0.04%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                 | ACM Auto Trust 2025-4                                               | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698807 | PA      | $701603.31    | 0.09%             | 2030-05-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                 | ACM Auto Trust 2025-3                                               | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    879336 | PA      | $878507.06    | 0.11%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.            | ACREC 2021-FL1 Ltd                                                  | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370445.85    | 0.05%             | 2036-10-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1760000 | PA      | $1707785.24   | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AgoraCapital Auto Securities T | AgoraCapital Auto Securities Trust 2025-1                           | CUSIP: 008483AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619288 | PA      | $621400.22    | 0.08%             | 2032-11-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Michael Colombo

**Name of Signer:** Michael Colombo

**Title:** Secretary