# EDGAR Filing Document

**Accession Number:** 0000826813
**File Stem:** 0001193125-26-182057
**Filing Date:** 2026-4
**Character Count:** 1375412
**Document Hash:** 26ef70971f61a28b25b25ad99c4cd73a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-182057.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001193125-26-182057

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INTERMEDIATE BOND FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000826813

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05446
- **FILM NUMBER:** 26900898

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

## Series and Classes Contracts Data

### INTERMEDIATE BOND FUND OF AMERICA (Series ID: S000009236)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025146 | Class A       | AIBAX           |
| C000025147 | Class R-1     | RBOAX           |
| C000025148 | Class R-2     | RBOBX           |
| C000025149 | Class R-3     | RBOCX           |
| C000025150 | Class R-4     | RBOEX           |
| C000025151 | Class R-5     | RBOFX           |
| C000025153 | Class C       | IBFCX           |
| C000025154 | Class F-1     | IBFFX           |
| C000025155 | Class 529-A   | CBOAX           |
| C000025157 | Class 529-C   | CBOCX           |
| C000025158 | Class 529-E   | CBOEX           |
| C000025159 | Class 529-F-1 | CBOFX           |
| C000068597 | Class F-2     | IBAFX           |
| C000077900 | Class R-6     | RBOGX           |
| C000148469 | Class R-2E    | REBBX           |
| C000164803 | Class R-5E    | RBOHX           |
| C000179993 | Class F-3     | IFBFX           |
| C000189436 | Class 529-T   | TIIBX           |
| C000189437 | Class T       | TIBBX           |
| C000224561 | Class 529-F-2 | FFOOX           |
| C000224562 | Class 529-F-3 | FIFBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Intermediate Bond Fund of America

- **b. Investment Company Act file number:** 811-05446

- **c. CIK number of Registrant:** 0000826813

- **d. LEI of Registrant:** R8LBW477MUD2IBLY9S75

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Intermediate Bond Fund of America

- **b. EDGAR series identifier (if any):** S000009236

- **c. LEI of Series:** R8LBW477MUD2IBLY9S75

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $30294483834.93

**Total Liabilities:** $1653246780.83

**Net Assets:** $28641237054.10

**Cash Not Reported:** $11167806.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -50631.860000000000 | **1-Year:** -867187.710000000000 | **5-Year:** -1827216.730000000000 | **10-Year:** -832220.080000000000 | **30-Year:** -66472.700000000000

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

- **3-Month:** -5090.280000000000 | **1-Year:** -82586.120000000000 | **5-Year:** -182307.700000000000 | **10-Year:** -55657.940000000000 | **30-Year:** -22187.790000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025146 | 0.17%                | 0.14%                | 1.00%                |
| Class ID C000025147 | 0.11%                | 0.16%                | 0.87%                |
| Class ID C000025148 | 0.11%                | 0.17%                | 0.87%                |
| Class ID C000025149 | 0.15%                | 0.20%                | 0.98%                |
| Class ID C000025150 | 0.17%                | 0.23%                | 0.92%                |
| Class ID C000025151 | 0.20%                | 0.25%                | 0.95%                |
| Class ID C000025153 | 0.11%                | 0.16%                | 0.87%                |
| Class ID C000025154 | 0.17%                | 0.22%                | 0.92%                |
| Class ID C000025155 | 0.17%                | 0.14%                | 1.00%                |
| Class ID C000025157 | 0.10%                | 0.16%                | 0.86%                |
| Class ID C000025158 | 0.15%                | 0.21%                | 0.98%                |
| Class ID C000025159 | 0.18%                | 0.23%                | 0.94%                |
| Class ID C000068597 | 0.27%                | 0.16%                | 1.02%                |
| Class ID C000077900 | 0.20%                | 0.26%                | 0.95%                |
| Class ID C000148469 | 0.13%                | 0.19%                | 0.89%                |
| Class ID C000164803 | 0.19%                | 0.24%                | 0.94%                |
| Class ID C000179993 | 0.20%                | 0.26%                | 0.95%                |
| Class ID C000189436 | 0.19%                | 0.24%                | 0.94%                |
| Class ID C000189437 | 0.19%                | 0.24%                | 0.95%                |
| Class ID C000224561 | 0.19%                | 0.25%                | 0.94%                |
| Class ID C000224562 | 0.20%                | 0.17%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5249489.82              | $-49627229.53                              |
| Month 2  | $8604682.06              | $-16840339.68                              |
| Month 3  | $4134509.50              | $167673732.87                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 QO2528 09-01-39                                                    | CUSIP: 3133WLYZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      24057 | PA      | $24940.29      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE5117 07-01-55                                                    | CUSIP: 3140BHVK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     221169 | PA      | $227080.97     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY8178 07-01-55                                                    | CUSIP: 31426TCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     522827 | PA      | $536788.58     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ1787 08-01-54                                                    | CUSIP: 3133CR6Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      24351 | PA      | $25033.83      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QY0752 04-01-55                                                    | CUSIP: 31426JZS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     336344 | PA      | $354613.24     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RQ0081 01-01-56                                                    | CUSIP: 3142J6CT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     986881 | PA      | $930974.43     | 0.00%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QY0611 04-01-55                                                    | CUSIP: 31426JVD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     195100 | PA      | $205872.71     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                         | GCAT 2021-NQM6 A1 144A FRN 08-25-66                                              | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13502560 | PA      | $12539260.68   | 0.04%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 MA7533 08-20-51                                                         | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1113556 | PA      | $944337.67     | 0.00%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7534 08-20-51                                                         | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23580981 | PA      | $20837499.10   | 0.07%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA9015 07-20-53                                                         | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13076092 | PA      | $13000315.97   | 0.05%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                            | GSMS 2024-70P A 144A FRN 03-10-41                                                | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4789000 | PA      | $4894037.14    | 0.02%             | 2041-03-10      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2024-RPL2                                                                 | GSMBS 2024-RPL2 A1 144A 3.75% 07-25-61                                           | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3410821 | PA      | $3357377.21    | 0.01%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1                                      | IMPRL 2023-NQM1 A1 144A 5.941% 02-25-68                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12908227 | PA      | $12877840.97   | 0.04%             | 2068-02-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26                         | JPMBB 2014-C26 B 3.9508% 01-15-48                                                | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2859460 | PA      | $2787095.22    | 0.01%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                | JPMCC 2016-JP4 A4 FRN 12-15-49                                                   | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $992880.00     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| NRZT 2018-1A                                                                    | NRZT 2018-1A A1A 144A FRN 12-25-57                                               | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      27580 | PA      | $27375.64      | 0.00%             | 2057-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                                  | NRZT 2019-2A A1 144A FRN 12-25-57                                                | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1106096 | PA      | $1104678.96    | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A                                  | NRZT 2018-5A A1 144A FRN 12-25-57                                                | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     902304 | PA      | $911880.95     | 0.00%             | 2057-12-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                   | OBX 2024-NQM4 A1 144A 6.067% 01-25-64                                            | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |    4795949 | PA      | $4844128.89    | 0.02%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB2                                                                   | OBX 2024-HYB2 A1 144A FRN 04-25-53                                               | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12638093 | PA      | $12605625.91   | 0.04%             | 2053-04-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                   | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                            | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |    4832650 | PA      | $4881276.27    | 0.02%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                            | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                            | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5481487 | PA      | $5552384.86    | 0.02%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM8                                                                   | OBX 2024-NQM8 A1 144A 6.233% 05-25-64                                            | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-CBDO         | CORP              | US        |   12852598 | PA      | $13028010.51   | 0.05%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                           | OBX 2022-NQM6 A1 144A 4.7% 07-25-62                                              | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4822300 | PA      | $4862908.88    | 0.02%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM10                                                                  | OBX 2024-NQM10 A1 144A 6.18% 05-25-64                                            | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-CBDO         | CORP              | US        |    7650813 | PA      | $7762568.79    | 0.03%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM11                                                                  | OBX 2024-NQM11 A1 144A 5.875% 06-25-64                                           | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-CBDO         | CORP              | US        |   10540004 | PA      | $10669435.50   | 0.04%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_23-NQM7                                            | OBX 2023-NQM7 A1 144A 6.844% 04-25-63                                            | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-CBDO         | CORP              | US        |    2770792 | PA      | $2795363.30    | 0.01%             | 2063-04-25      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                   | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                            | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |    9135117 | PA      | $9248721.04    | 0.03%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM6                                                           | OBX 2023-NQM6 A1 144A 6.52% 07-25-63                                             | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1270442 | PA      | $1276307.37    | 0.00%             | 2063-07-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                                   | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                            | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |    9330150 | PA      | $9436392.80    | 0.03%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM14                                                                  | OBX 2025-NQM14 A1A 144A 5.162% 07-25-65                                          | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-CBDO         | CORP              | US        |    6717452 | PA      | $6772031.52    | 0.02%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                  | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                            | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3695088 | PA      | $3604994.26    | 0.01%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR6                                                                  | PROG 2025-SFR6 D 144A 4.0% 12-17-42                                              | CUSIP: 74334EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1734000 | PA      | $1647872.22    | 0.01%             | 2042-12-17      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR6                                                                  | PROG 2025-SFR6 B 144A 4.0% 12-17-42                                              | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2006000 | PA      | $1942421.84    | 0.01%             | 2042-12-17      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR6                                                                  | PROG 2025-SFR6 A 144A 4.0% 12-17-42                                              | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8725000 | PA      | $8630900.88    | 0.03%             | 2042-12-17      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | STACR 2026-DNA1 M1 144A FRN 02-25-46                                             | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17986000 | PA      | $18092836.84   | 0.06%             | 2046-02-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | STACR 2026-DNA1 A1 144A FRN 02-25-46                                             | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17239000 | PA      | $17341399.66   | 0.06%             | 2046-02-25      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                         | SCRT 2017-1 HA 3.0% 01-25-56                                                     | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4395031 | PA      | $4210730.12    | 0.01%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 2017-2 HA FRN 08-25-56                                                      | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4428108 | PA      | $4238088.64    | 0.01%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 2017-2 MA 3.0% 08-25-56                                                     | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4635257 | PA      | $4411976.46    | 0.02%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 MT 3.5% 06-25-57                                                     | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2507029 | PA      | $2344027.18    | 0.01%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 HT FRN 06-25-57                                                      | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4800398 | PA      | $4479482.00    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                         | SCRT 2018-2 MT 3.5% 11-25-57                                                     | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6227936 | PA      | $5770400.64    | 0.02%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                                  | SLST 2018-1 A1 3.5% 06-25-28                                                     | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     677893 | PA      | $668322.06     | 0.00%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                    | SLST 2018-2 A1 3.5% 11-25-28                                                     | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9341308 | PA      | $9261785.93    | 0.03%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 2019-1 MA 3.5% 07-25-58                                                     | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2050945 | PA      | $2020894.60    | 0.01%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                                    | SLST 2019-2 A1C 2.75% 09-25-29                                                   | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22702353 | PA      | $21975219.30   | 0.08%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                         | SCRT 2019-4 MA 3.0% 02-25-59                                                     | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3018741 | PA      | $2855749.94    | 0.01%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                    | SLST 2019-3 A1C 2.75% 11-25-29                                                   | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12863283 | PA      | $12378928.53   | 0.04%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                         | SCRT 2019-3 MT 3.5% 10-25-58                                                     | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1850701 | PA      | $1718081.97    | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                         | SCRT 2019-2 MT 3.5% 08-25-58                                                     | CUSIP: 35563PKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2215815 | PA      | $2045145.88    | 0.01%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                                      | SCRT 2019-3 MA 3.5% 10-25-58                                                     | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     409971 | PA      | $402900.74     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 2019-1 MT 3.5% 07-25-58                                                     | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6508960 | PA      | $6016303.06    | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                       | OMW 2020-1MW A 144A 2.13% 09-10-39                                               | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8385000 | PA      | $8102257.80    | 0.03%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2026-1                                                                    | BLAST 2026-1 B 4.25% 11-17-31                                                    | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115000 | PA      | $115482.43     | 0.00%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO LLC BCMM_23-2A                                            | BCMM 2023-2A A1R CLO 144A FRN 10-21-35                                           | CUSIP: 05554QAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9630000 | PA      | $9614399.40    | 0.03%             | 2035-10-21      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2023-2A                                                                    | CIFC 2023-2A CR CLO 144A FRN 01-21-37                                            | CUSIP: 125488AQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1771000 | PA      | $1769937.40    | 0.01%             | 2037-01-21      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2023-2A                                                                    | CIFC 2023-2A AR CLO 144A FRN 01-21-37                                            | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   23466000 | PA      | $23454267.00   | 0.08%             | 2037-01-21      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2026-1                                                                    | CARMX 2026-1 A3 4.04% 03-17-31                                                   | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9394000 | PA      | $9475633.86    | 0.03%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| COLO 2026-1A                                                                    | COLO 2026-1A A2 144A 5.811% 02-25-56                                             | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17851000 | PA      | $18100021.45   | 0.06%             | 2056-02-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CAVU 2021-2A                                                                    | CAVU 2021-2A CR CLO 144A FRN 10-25-34                                            | CUSIP: 89624UAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2098000 | PA      | $2100035.06    | 0.01%             | 2034-10-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CMXS 2026-A                                                                     | CMXS 2026-A A2A 4.03% 12-17-29                                                   | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1628000 | PA      | $1629025.64    | 0.01%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2026-1A                                                                  | DRVPNK 2026-1A A2 144A 3.95% 01-11-29                                            | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7396000 | PA      | $7405829.28    | 0.03%             | 2029-01-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK 2026-1A                                                                  | DRVPNK 2026-1A A3 144A 4.03% 08-12-30                                            | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6343000 | PA      | $6381489.32    | 0.02%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                                | DLLMT 2026-1A A3 144A 4.2% 12-20-29                                              | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14884000 | PA      | $15001732.44   | 0.05%             | 2029-12-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                                | DLLMT 2026-1A A2 144A 4.03% 07-20-28                                             | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6640000 | PA      | $6652317.20    | 0.02%             | 2028-07-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| EART 2026-1A                                                                    | EART 2026-1A A2 4.08% 09-15-28                                                   | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13446000 | PA      | $13450719.55   | 0.05%             | 2028-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A                                                                    | EART 2026-1A A3 4.03% 03-15-30                                                   | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12108000 | PA      | $12141793.43   | 0.04%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A                                                                    | EART 2026-1A B 4.22% 10-15-30                                                    | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     342000 | PA      | $344196.67     | 0.00%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ELMW1 2019-1A                                                                   | ELMW1 2019-1A CR3 CLO 144A FRN 04-20-37                                          | CUSIP: 290015BQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2493675.00    | 0.01%             | 2037-04-20      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2023-3A                                                                   | FCBSL 2023-3A CR CLO 144A FRN 01-23-37                                           | CUSIP: 349936AQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     726000 | PA      | $721723.86     | 0.00%             | 2037-01-23      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2023-3A                                                                   | FCBSL 2023-3A AR CLO 144A FRN 01-23-37                                           | CUSIP: 349936AL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   30000000 | PA      | $30015000.00   | 0.10%             | 2037-01-23      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FORDR 2026-1                                                                    | FORDR 2026-1 A 144A 4.32% 08-15-38                                               | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17318000 | PA      | $17631975.34   | 0.06%             | 2038-08-15      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| GCRED 2025-BSL1A                                                                | GCRED 2025-BSL1A A1 CLO 144A FRN 01-20-34                                        | CUSIP: 3615EMAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15007350.00   | 0.05%             | 2034-01-20      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCRED 2025-BSL1A                                                                | GCRED 2025-BSL1A C CLO 144A FRN 01-20-34                                         | CUSIP: 3615EMAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     904000 | PA      | $902870.00     | 0.00%             | 2034-01-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP_19-44A                                     | GOCAP 2019-44A A1R CLO 144A FRN 10-21-38                                         | CUSIP: 38180NAA9<br>LEI: 254900KERZS5XFEN4I27 | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3507840.00    | 0.01%             | 2038-10-21      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GALXY 2016-22A                                                                  | GALXY 2016-22A CR4 CLO 144A FRN 04-16-34                                         | CUSIP: 36320TBR3<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-O            | CORP              | US        |    1227000 | PA      | $1228227.00    | 0.00%             | 2034-04-16      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2026-1                                        | GCAR 2026-1A B 144A 4.22% 08-17-30                                               | CUSIP: 36274AAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1110000 | PA      | $1114939.50    | 0.00%             | 2030-08-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| OHS 2026-1                                                                      | OHS 2026-1 A2 144A 5.98% 02-25-61                                                | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35784000 | PA      | $35946101.52   | 0.13%             | 2061-02-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| POST 2022-1A                                                                    | POST 2022-1A CR CLO 144A FRN 04-20-35                                            | CUSIP: 73742YAN5<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2502650.00    | 0.01%             | 2035-04-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2026-1A                                                                    | PEAC 2026-1A A3 144A 4.39% 07-20-33                                              | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10607000 | PA      | $10730338.20   | 0.04%             | 2033-07-20      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2026-1A                                                                    | PEAC 2026-1A A2 144A 4.27% 10-20-28                                              | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12239000 | PA      | $12288592.43   | 0.04%             | 2028-10-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-3A                                                                   | PSTAT 2024-3A CR CLO 144A FRN 08-08-32                                           | CUSIP: 69690EAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     300000 | PA      | $300354.00     | 0.00%             | 2032-08-08      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                                     | PAID 2026-1 B 144A 5.37% 09-15-33                                                | CUSIP: 694969AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2385000 | PA      | $2403383.58    | 0.01%             | 2033-09-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                                     | PAID 2026-1 A1 144A 4.228% 02-15-27                                              | CUSIP: 694969AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1000171.00    | 0.00%             | 2027-02-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A                              | SSTRT 2026-A B 144A 4.284% 03-25-33                                              | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2176315 | PA      | $2187350.78    | 0.01%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A                              | SSTRT 2026-A C 144A 4.431% 03-25-33                                              | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1373769 | PA      | $1380719.04    | 0.00%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A                              | SSTRT 2026-A D 144A 4.873% 03-25-33                                              | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     304967 | PA      | $306659.88     | 0.00%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SABEY DATA CENTER ISSUER LLC                                                    | SDCP 2026-1 A2 144A 5.482% 01-20-51                                              | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23396000 | PA      | $23680729.32   | 0.08%             | 2051-01-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                   | SDART 2026-1 A2 4.04% 03-15-29                                                   | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     949000 | PA      | $949626.34     | 0.00%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_23-2A                                                | STCP 2023-2A BR2 CLO 144A FRN 01-20-37                                           | CUSIP: 87122CAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $1000500.00    | 0.00%             | 2037-01-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_23-2A                                                | STCP 2023-2A CR2 CLO 144A FRN 01-20-37                                           | CUSIP: 87122CAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2001500.00    | 0.01%             | 2037-01-20      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                                   | UMPT 2026-ST1 C 144A 5.13% 03-15-34                                              | CUSIP: 91533VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     624000 | PA      | $627687.84     | 0.00%             | 2034-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                                   | UMPT 2026-ST1 B 144A 4.635% 03-15-34                                             | CUSIP: 91533VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     819000 | PA      | $821915.64     | 0.00%             | 2034-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                                   | UMPT 2026-ST1 A 144A 4.244% 03-15-34                                             | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2964000 | PA      | $2970461.52    | 0.01%             | 2034-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2026-1A                                                                   | WLAKE 2026-1A A2A 144A 4.02% 09-15-28                                            | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9915000 | PA      | $9918113.31    | 0.03%             | 2028-09-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2026-1A                                                                   | WLAKE 2026-1A B 144A 4.2% 05-15-31                                               | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     448000 | PA      | $449602.50     | 0.00%             | 2031-05-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2026-1A                                                                   | WLAKE 2026-1A A3 144A 4.01% 07-16-29                                             | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21937000 | PA      | $21984734.91   | 0.08%             | 2029-07-16      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                           | WLAKE 2026-P1 A3 144A 3.92% 03-15-30                                             | CUSIP: 96043AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4815000 | PA      | $4825304.10    | 0.02%             | 2030-03-15      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                           | WLAKE 2026-P1 C 144A 4.38% 08-15-31                                              | CUSIP: 96043AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2014400.00    | 0.01%             | 2031-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                           | WLAKE 2026-P1 A2 144A 3.84% 01-16-29                                             | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3229000 | PA      | $3228160.46    | 0.01%             | 2029-01-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   24056914 | NS      | $2405691430.00 | 8.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $637608.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 3.488% 06-17-26/06-17-31 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $433177.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.801% 06-17-26/06-17-36 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-842827.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 4.13862% 06-17-26/06-17-56 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $464999.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 4.07464% 06-17-26/06-17-56 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $331071.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 3.403% 06-17-26/06-17-31 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $337015.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.73632% 06-17-26/06-17-36 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-711070.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $15234508.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.045% 03-24-23/07-27-50 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $803998.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $300781.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-387797.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-304319.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.848% 06-04-25/11-15-26 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19687.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.482% 10-02-25/10-02-32 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-251139.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4815% 10-02-25/10-02-32 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-256914.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.48% 10-02-25/10-02-32 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-254054.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.66593% 11-03-25/11-03-35 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-784298.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.50061% 11-03-25/11-03-32 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-848629.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.639% 01-14-26/01-14-33 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-798396.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.628% 01-14-26/01-14-33 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-765108.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT OPT SFRZ6C C @ 98 12-11-26                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |        699 | NC      | $122325.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT OPT SFRH6C C @ 96.8125 03-13-26                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       2600 | NC      | $-16250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT OPT SFRH6C C @ 96.625 03-13-26                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       2600 | NC      | $32500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRM6 09-15-26                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        285 | NC      | $-179408.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRZ5 03-17-26                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         25 | NC      | $8343.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYM6 06-18-26                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      10228 | NC      | $-11362238.66  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8493 12-01-54                                                    | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7332279 | PA      | $7458555.42    | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8432 05-01-54                                                    | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       9140 | PA      | $9381.58       | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                     | FARM 2024-2 A1 144A FRN 08-01-54                                                 | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3349567 | PA      | $3420377.27    | 0.01%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0844 06-01-51                                                    | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     790655 | PA      | $686199.21     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3017 12-01-54                                                    | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18296483 | PA      | $18409811.27   | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3012 12-01-54                                                    | CUSIP: 3142GTK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1046297 | PA      | $1058898.05    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS9566 10-01-54                                                    | CUSIP: 3140XRTY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6018940 | PA      | $6354159.21    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS9025 09-01-54                                                    | CUSIP: 3140XRA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19050382 | PA      | $19597680.87   | 0.07%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 MA5773 07-01-40                                                    | CUSIP: 31418FMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20474 | PA      | $21185.27      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DC9263 12-01-39                                                    | CUSIP: 3140AXJH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     150061 | PA      | $155708.87     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 RR0011 07-01-40                                                    | CUSIP: 3142JCAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      35746 | PA      | $36987.09      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 MA5632 02-01-40                                                    | CUSIP: 31418FHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      43434 | PA      | $44950.19      | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 QO2894 12-01-39                                                    | CUSIP: 3133WMGB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     645357 | PA      | $668611.95     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DC3299 09-01-39                                                    | CUSIP: 3140AQUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     687840 | PA      | $713553.95     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 SB8368 02-01-40                                                    | CUSIP: 3132D6JM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6722755 | PA      | $6957379.06    | 0.02%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 FA0743 03-01-40                                                    | CUSIP: 3140W0ZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8707503 | PA      | $9010576.67    | 0.03%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DC9688 12-01-39                                                    | CUSIP: 3140AXXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     895300 | PA      | $927876.81     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DD0877 01-01-40                                                    | CUSIP: 3140B06P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1762224 | PA      | $1826495.75    | 0.01%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 QO2526 09-01-39                                                    | CUSIP: 3133WLYX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     852794 | PA      | $884929.12     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DD0876 01-01-40                                                    | CUSIP: 3140B06N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1084765 | PA      | $1126045.48    | 0.00%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 QO2810 12-01-39                                                    | CUSIP: 3133WMDP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     943449 | PA      | $978082.56     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 MA5662 03-01-40                                                    | CUSIP: 31418FJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2089432 | PA      | $2162154.75    | 0.01%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DC9689 01-01-40                                                    | CUSIP: 3140AXXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1747001 | PA      | $1812723.14    | 0.01%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 SB1398 09-01-39                                                    | CUSIP: 3132CXRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8485981 | PA      | $8809670.28    | 0.03%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DC9687 12-01-39                                                    | CUSIP: 3140AXXR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1387559 | PA      | $1442365.93    | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 SB8386 05-01-40                                                    | CUSIP: 3132D6J76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12070000 | PA      | $12489106.44   | 0.04%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 SB1452 04-01-40                                                    | CUSIP: 3132CXTH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      57259 | PA      | $59293.14      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 SB8380 04-01-40                                                    | CUSIP: 3132D6JZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     392006 | PA      | $405615.45     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 CC0032 02-01-40                                                    | CUSIP: 3140Y6BA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     168852 | PA      | $174713.87     | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 SB1215 07-01-39                                                    | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     446803 | PA      | $462669.78     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 DC3296 09-01-39                                                    | CUSIP: 3140AQUW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     821174 | PA      | $853156.59     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC5696 11-01-54                                                    | CUSIP: 3140ATKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1665926 | PA      | $1709884.55    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6143 07-01-54                                                    | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      88162 | PA      | $90580.20      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0041 08-01-55                                                    | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     736370 | PA      | $755801.56     | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BW3272 04-01-52                                                    | CUSIP: 3140MUT67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     634414 | PA      | $527202.84     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 MA5649 03-01-55                                                    | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2525556 | PA      | $2652518.20    | 0.01%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 SL2928 01-01-55                                                    | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5971417 | PA      | $6271767.27    | 0.02%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QY9732 07-01-55                                                    | CUSIP: 31426UY65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     815725 | PA      | $769515.64     | 0.00%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC1547 09-01-54                                                    | CUSIP: 3140ANWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     414623 | PA      | $426199.07     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SI2123 02-01-55                                                    | CUSIP: 3133USLC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      74172 | PA      | $77101.99      | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FA2841 08-01-52                                                    | CUSIP: 3140W3EP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19022755 | PA      | $17233493.93   | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL2623 10-01-53                                                    | CUSIP: 31427P4H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1037416 | PA      | $939515.65     | 0.00%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DE6152 08-01-55                                                    | CUSIP: 3140BJZS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6653617 | PA      | $6915011.31    | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 ZA0550 09-01-28                                                    | CUSIP: 31329HTF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       3281 | PA      | $3402.82       | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 ZA0560 11-01-28                                                    | CUSIP: 31329HTR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      19235 | PA      | $19950.32      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3774 05-01-55                                                    | CUSIP: 31426NFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7907748 | PA      | $8119991.49    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 MA5738 06-01-55                                                    | CUSIP: 31418FLU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1355437 | PA      | $1423580.64    | 0.00%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD8649 05-01-55                                                    | CUSIP: 3140B9TF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     997871 | PA      | $1050532.43    | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DE1088 06-01-55                                                    | CUSIP: 3140BDF62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1912033 | PA      | $2012054.88    | 0.01%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 RJ3130 12-01-54                                                    | CUSIP: 3142GTPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     660252 | PA      | $695361.14     | 0.00%             | 2054-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QY3520 05-01-55                                                    | CUSIP: 31426M4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1997103 | PA      | $2109034.29    | 0.01%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD8349 04-01-55                                                    | CUSIP: 3140B9H36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     919773 | PA      | $967388.51     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD7749 05-01-55                                                    | CUSIP: 3140B8TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     480910 | PA      | $506671.83     | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD1054 02-01-55                                                    | CUSIP: 3140B1E44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1748321 | PA      | $1845844.08    | 0.01%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 RJ3923 04-01-55                                                    | CUSIP: 3142GULD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     258698 | PA      | $272090.31     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD1917 01-01-55                                                    | CUSIP: 3140B2DX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1240066 | PA      | $1304262.10    | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DF5677 12-01-55                                                    | CUSIP: 3140BWJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     409770 | PA      | $416715.06     | 0.00%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD6277 04-01-55                                                    | CUSIP: 3140B66P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     326003 | PA      | $343841.73     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2762 04-01-54                                                    | CUSIP: 3140ACB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      72864 | PA      | $74882.02      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SL1959 07-01-55                                                    | CUSIP: 31427PE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3245225 | PA      | $3374846.05    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD0760 02-01-55                                                    | CUSIP: 3140B0Z27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1403746 | PA      | $1479692.51    | 0.01%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5355 05-01-51                                                    | CUSIP: 3133KL5Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1683635 | PA      | $1472380.91    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5937 09-01-51                                                    | CUSIP: 3133KMS22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1316802 | PA      | $1150137.44    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 RQ0030 07-01-55                                                    | CUSIP: 3142J6A86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     521887 | PA      | $548123.78     | 0.00%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 TBA 03-01-56                                                            | CUSIP: 21H020634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11434565 | PA      | $9690702.36    | 0.03%             | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 TBA 03-01-56                                                            | CUSIP: 21H052637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9695000 | PA      | $9820240.01    | 0.03%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 TBA 03-01-56                                                            | CUSIP: 21H022630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2960000 | PA      | $2612555.20    | 0.01%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 005306 02-20-42                                                         | CUSIP: 36202F3P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4882 | PA      | $4954.92       | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2016-GS4                                                                   | GSMS 16-GS4 A3 3.178% 11-10-49/09-14-26                                          | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2059484 | PA      | $2049435.49    | 0.01%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA4511 06-20-47                                                         | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7775172 | PA      | $7634518.70    | 0.03%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS6                                                                   | GSMS 2017-GS6 A3 3.433% 05-10-50                                                 | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1663000 | PA      | $1646223.66    | 0.01%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                        | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                           | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4830000 | PA      | $4781202.51    | 0.02%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF MA5332 07-20-48                                                             | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1939 | PA      | $1978.56       | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA6042 07-20-49                                                         | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3781 | PA      | $3861.22       | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                       | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                        | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1809000 | PA      | $1689533.64    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                                       | GSMS 2020-GSA2 A5 2.012% 12-12-53                                                | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2975000 | PA      | $2662955.23    | 0.01%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 MA7051 12-20-50                                                         | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44490740 | PA      | $37757823.23   | 0.13%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA6217 10-20-49                                                         | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34653 | PA      | $30793.74      | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA8151 07-20-52                                                         | CUSIP: 36179XBU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325267 | PA      | $324233.79     | 0.00%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA7937 03-20-52                                                         | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14282912 | PA      | $13116969.09   | 0.05%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                   | GWT 2024-WLF2 A 144A FRN 05-15-41                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14461000 | PA      | $14487695.01   | 0.05%             | 2041-05-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                  | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                           | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4703980 | PA      | $4761975.68    | 0.02%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA9776 07-20-54                                                         | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135380 | PA      | $130913.21     | 0.00%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                            | GCAT 2025-NQM4 A1 144A 0.0% 06-25-70                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17544792 | PA      | $17758838.61   | 0.06%             | 2070-06-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0485 07-20-55                                                         | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9106250 | PA      | $9233911.01    | 0.03%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0147 01-20-55                                                         | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42595975 | PA      | $43279469.75   | 0.15%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0205 02-20-55                                                         | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2664713 | PA      | $2702692.67    | 0.01%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0424 06-20-55                                                         | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38344157 | PA      | $38881704.01   | 0.14%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0366 05-20-55                                                         | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12617343 | PA      | $12797177.73   | 0.04%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ5                                 | GSMBS 2023-PJ5 A22 144A FRN 02-25-54                                             | CUSIP: 36268ABL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2631235.00    | 0.01%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_19-1                                         | HPA 2019-1 A 144A 2.908% 09-17-39                                                | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2268559 | PA      | $2224256.23    | 0.01%             | 2039-09-17      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                                    | HILT 2016-HHV A 144A 3.719% 11-05-38                                             | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     795000 | PA      | $791203.88     | 0.00%             | 2038-11-05      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                         | HPA 2021-2 A 144A 1.901% 12-17-26                                                | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12409788 | PA      | $12186536.28   | 0.04%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                         | HPA 2022-1 A 144A 3.93% 04-17-39                                                 | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4886349 | PA      | $4869706.16    | 0.02%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                    | HTL 2024-T53 A 144A FRN 05-10-39                                                 | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5246000 | PA      | $5307252.30    | 0.02%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                    | HY 2025-SPRL A 144A FRN 01-13-40                                                 | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27553000 | PA      | $28750701.36   | 0.10%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                           | HGMT 2025-HGLR A 144A FRN 02-05-45                                               | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6995000 | PA      | $7392050.19    | 0.03%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                         | HPA 2021-2 C 144A 2.402% 12-17-26                                                | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2878487 | PA      | $2824486.48    | 0.01%             | 2026-12-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI A 144A FRN 03-15-42                                                | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13305000 | PA      | $13329893.66   | 0.05%             | 2042-03-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                      | IMPRL 2022-NQM7 A1 144A 7.369% 11-25-67                                          | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16782526 | PA      | $16804443.77   | 0.06%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| JPMCC 2017-JP5                                                                  | JPMCC 2017-JP5 A5 3.7232% 03-15-50                                               | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $995225.00     | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO               | JPMCC 2022-OPO A 144A 3.0242% 01-05-39                                           | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12313000 | PA      | $11169208.49   | 0.04%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO               | JPMCC 2022-OPO B 144A 3.3765% 01-05-39                                           | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1164000 | PA      | $1011953.66    | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JW 2024-BERY                                                                    | JW 2024-BERY A 144A FRN 11-15-39                                                 | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3223000 | PA      | $3228321.17    | 0.01%             | 2039-11-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LBTY 2026-225L                                                                  | LBTY 2026-225L A 144A FRN 02-10-43                                               | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12021000 | PA      | $12114763.80   | 0.04%             | 2043-02-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                         | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13358955 | PA      | $13410373.20   | 0.05%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                         | LMAT 2021-GS5 A1 144A 6.25% 07-25-67                                             | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10055270 | PA      | $10073369.97   | 0.04%             | 2067-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LV TRUST LV_24-SHOW                                                             | LV 2024-SHOW A 144A FRN 10-10-41                                                 | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11473000 | PA      | $11746263.91   | 0.04%             | 2041-10-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_16-UBS9                                      | MSC 2016-UBS9 C FRN 03-15-49                                                     | CUSIP: 61766CAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     137500 | PA      | $123165.21     | 0.00%             | 2049-03-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                  | MSBAM 2015-C22 AS 3.561% 04-15-48                                                | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $965938.00     | 0.00%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-3                                             | MCMLT 2018-3 A1 144A FRN 08-25-58                                                | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     843630 | PA      | $836983.52     | 0.00%             | 2058-08-25      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                                             | MCMLT 2018-1 A1 144A FRN 05-25-62                                                | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      18722 | PA      | $18665.30      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS1                                           | MCMLT 2019-GS1 A1 144A FRN 07-25-59                                              | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     111609 | PA      | $109981.16     | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MFA 2020-NQM1 TRUST                                                             | MFRA 2020-NQM1 A1 144A FRN 03-25-65                                              | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     491197 | PA      | $480765.44     | 0.00%             | 2065-03-25      | Variable      | 2.48%                 | Yes           |                  2 | On Loan: No      |
| MSC 2022-L8                                                                     | MSC 22-L8 A5 FRN 04-15-55/03-17-32                                               | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $402575.88     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1                                        | MCMLT 2015-1 M3 144A FRN 06-25-56                                                | CUSIP: 599809CG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     881216 | PA      | $876382.69     | 0.00%             | 2056-06-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_16-1                                        | MCMLT 2016-1 M3 144A FRN 04-25-57                                                | CUSIP: 59980TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2976324 | PA      | $2949078.85    | 0.01%             | 2057-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                  | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69                                           | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7592755 | PA      | $7696616.24    | 0.03%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                    | MCAS 2024-01 M7 144A FRN 07-25-54                                                | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |     965398 | PA      | $978204.17     | 0.00%             | 2054-07-25      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM2                                                                  | MFRA 2024-NQM2 A1 144A 5.272% 08-25-69                                           | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-CBDO         | CORP              | US        |    7146823 | PA      | $7181641.99    | 0.03%             | 2069-08-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                  | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                           | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8949021 | PA      | $9045169.29    | 0.03%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                                  | MSBAM 25-5C1 AS 6.011% 03-15-30                                                  | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6144000 | PA      | $6471542.78    | 0.02%             | 2058-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                          | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                           | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |    7425730 | PA      | $7491641.25    | 0.03%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2025-NQM1                                                                  | MSRM 2025-NQM1 A1 144A FRN 11-25-69                                              | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8013732 | PA      | $8129097.58    | 0.03%             | 2069-11-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-1A                                  | NRZT 2016-1A A1 144A FRN 03-25-56                                                | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     446162 | PA      | $437054.41     | 0.00%             | 2056-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                   | NRZT 2019-RPL3 A1 144A FRN 07-25-59                                              | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1472458 | PA      | $1436333.72    | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1                                | NRZT 2018-RPL1 A1 144A FRN 12-25-57                                              | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     863799 | PA      | $847961.99     | 0.00%             | 2057-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                   | NYMT 2024-CP1 A1 144A FRN 02-25-68                                               | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3686860 | PA      | $3515125.66    | 0.01%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                    | NY 2025-299P A 144A FRN 02-10-47                                                 | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9200000 | PA      | $9858499.20    | 0.03%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM2                                                                  | NRZT 2025-NQM2 A1 144A 5.566% 04-25-65                                           | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-CBDO         | CORP              | US        |    7988164 | PA      | $8121925.83    | 0.03%             | 2065-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                                    | NYC 2025-28L B 144A FRN 11-05-38                                                 | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3114000 | PA      | $3143866.37    | 0.01%             | 2038-11-05      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                                    | NYC 2025-28L A 144A FRN 11-05-38                                                 | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19129000 | PA      | $19286240.38   | 0.07%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM12                                                                  | OBX 2025-NQM12 A1 144A 5.316% 06-25-65                                           | CUSIP: 67449FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32036386 | PA      | $32540734.81   | 0.11%             | 2065-06-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL OBX_20-EXP1                                                | OBX 2020-EXP1 2A1B 144A FRN 02-25-60                                             | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2322606 | PA      | $2290867.91    | 0.01%             | 2060-02-25      | Variable      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 2017-1MKT A 144A 3.6139% 02-10-32                                           | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10751043 | PA      | $10453959.91   | 0.04%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 2017-1MKT C 144A 4.0163% 02-10-32                                           | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1164000 | PA      | $1109452.63    | 0.00%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM1                                                           | OBX 2023-NQM1 A1 144A 6.12% 11-25-62                                             | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3249791 | PA      | $3256491.97    | 0.01%             | 2062-11-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4                                          | OBX 2023-NQM4 A1 144A 6.113% 03-25-63                                            | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7709128 | PA      | $7714724.98    | 0.03%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                                   | OBX 2024-HYB1 A1 144A FRN 03-25-53                                               | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6571389 | PA      | $6591057.11    | 0.02%             | 2053-03-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM16                                                                  | OBX 2025-NQM16 A1A 144A 4.905% 08-25-65                                          | CUSIP: 67122DAA1<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-CBDO         | CORP              | US        |    5320616 | PA      | $5347702.84    | 0.02%             | 2065-08-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM18                                                                  | OBX 2025-NQM18 A1A 144A 5.057% 09-25-65                                          | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-CBDO         | CORP              | US        |   10910205 | PA      | $10985747.13   | 0.04%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM19                                                                  | OBX 2025-NQM19 A1 144A FRN 10-25-65                                              | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-CBDO         | CORP              | US        |   29100881 | PA      | $29212221.26   | 0.10%             | 2065-10-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PROG 2026-SFR1                                                                  | PROG 2026-SFR1 A 144A 3.85% 02-17-43                                             | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15281000 | PA      | $14921636.72   | 0.05%             | 2043-02-17      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                             | PRKCM 2021-AFC2 A1 144A FRN 11-25-56                                             | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7950977 | PA      | $7205708.39    | 0.03%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 A 144A 3.2% 04-17-39                                              | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1538798 | PA      | $1521425.23    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                         | PROG 2024-SFR1 A 144A 3.35% 02-17-41                                             | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6075447 | PA      | $5929393.22    | 0.02%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                                         | PROG 2021-SFR6 A 144A 1.524% 07-17-38                                            | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5845140 | PA      | $5791569.66    | 0.02%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                                  | PROG 2024-SFR3 A 144A 3.0% 06-17-41                                              | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8964993 | PA      | $8629756.23    | 0.03%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                         | PROG 2024-SFR5 A 144A 3.0% 08-09-29                                              | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4955036 | PA      | $4750670.64    | 0.02%             | 2029-08-09      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                        | SREIT 2021-MFP A 144A FRN 11-15-38                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31458234 | PA      | $31459964.13   | 0.11%             | 2038-11-15      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                              | SMRT 2022-MINI A 144A FRN 01-15-39                                               | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52202000 | PA      | $52213066.82   | 0.18%             | 2039-01-15      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                                     | STACR 2022-DNA2 M1A 144A FRN 02-25-42                                            | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     371749 | PA      | $372016.95     | 0.00%             | 2042-02-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                     | STACR 2022-DNA5 M1A 144A FRN 06-25-42                                            | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    7391796 | PA      | $7507654.80    | 0.03%             | 2042-06-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                     | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                            | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     443892 | PA      | $445688.88     | 0.00%             | 2042-09-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                        | SFO 2021-555 A 144A 4.93748% 05-15-38                                            | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24800000 | PA      | $24760121.60   | 0.09%             | 2038-05-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                        | SFO 2021-555 B 144A FRN 05-15-38                                                 | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2472000 | PA      | $2465239.08    | 0.01%             | 2038-05-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                                 | STACR 2024-DNA1 A1 144A FRN 02-25-44                                             | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |   17402207 | PA      | $17502756.80   | 0.06%             | 2044-02-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_24-1                                         | SCRT 2024-1 MT 3.0% 11-25-63                                                     | CUSIP: 35563PR43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17460188 | PA      | $15200403.34   | 0.05%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STACR 2018-DNA1                                                                 | STACR 2018-DNA1 M2B FRN 07-25-30                                                 | CUSIP: 3137G0TV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2229261 | PA      | $2255093.72    | 0.01%             | 2030-07-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                   | SDR 2024-DSNY A 144A FRN 05-15-39                                                | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5663000 | PA      | $5665333.16    | 0.02%             | 2039-05-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                                     | PAID 2026-1 A2 144A 4.739% 09-15-33                                              | CUSIP: 694969AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3980000 | PA      | $3984783.96    | 0.01%             | 2033-09-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                                     | PAID 2026-1 C 144A 5.507% 09-15-33                                               | CUSIP: 694969AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1593000 | PA      | $1602983.33    | 0.01%             | 2033-09-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                                     | PAID 2026-1 D 144A 5.744% 09-15-33                                               | CUSIP: 694969AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1328000 | PA      | $1333245.60    | 0.00%             | 2033-09-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2026-1                                                                    | PKAIR 2026-1 A 144A 4.614% 09-15-43                                              | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5450000 | PA      | $5502429.00    | 0.02%             | 2043-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-R1                                                                    | PAID 2026-R1 B 144A 5.276% 12-15-33                                              | CUSIP: 694971AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8631000 | PA      | $8659741.23    | 0.03%             | 2033-12-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-R1                                                                    | PAID 2026-R1 D 144A 5.75% 12-15-33                                               | CUSIP: 694971AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3036000 | PA      | $3044075.76    | 0.01%             | 2033-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-R1                                                                    | PAID 2026-R1 A 144A 4.714% 12-15-33                                              | CUSIP: 694971AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32684000 | PA      | $32762441.60   | 0.11%             | 2033-12-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-R1                                                                    | PAID 2026-R1 C 144A 5.409% 12-15-33                                              | CUSIP: 694971AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3182000 | PA      | $3190591.40    | 0.01%             | 2033-12-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| REACH 2026-1A                                                                   | REACH 2026-1A C 144A 4.8% 02-15-33                                               | CUSIP: 75526XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1717000 | PA      | $1727684.89    | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                       | SPRTE 2021-1 A 144A 3.75% 11-15-46                                               | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3720790 | PA      | $3669436.08    | 0.01%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                               | SOLRR 2021-1 A 144A 2.636% 10-15-46                                              | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    5082907 | PA      | $4893268.48    | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 2022-1A A1 144A 5.97% 08-15-62                                              | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42909509 | PA      | $42901742.43   | 0.15%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 2022-1A A2 144A 6.11% 08-15-62                                              | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11207453 | PA      | $11070071.61   | 0.04%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 2022-5 C 4.74% 10-16-28                                                    | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     525053 | PA      | $525315.76     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2022-6                                                                    | SDART 2022-6 C 4.96% 11-15-28                                                    | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2676281 | PA      | $2680611.67    | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-3RA                                                | SNDPT 2013-3RA A CLO 144A FRN 04-18-31                                           | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-O            | CORP              | KY        |      97703 | PA      | $97750.91      | 0.00%             | 2031-04-18      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-3RA                                                | SNDPT 2013-3RA C CLO 144A FRN 04-18-31                                           | CUSIP: 83609YAG1<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-O            | CORP              | KY        |     800000 | PA      | $801944.00     | 0.00%             | 2031-04-18      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 2022-7 C 6.69% 03-17-31                                                    | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1133025 | PA      | $1153833.86    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1                                                                    | SDART 2023-1 C 5.09% 05-15-30                                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9776552 | PA      | $9836403.91    | 0.03%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_19-2A                                                 | SNDPT 2019-2A CR CLO 144A FRN 07-15-34                                           | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1602752.00    | 0.01%             | 2034-07-15      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| EIDP INC                                                                        | EIDP INC SR UNSEC 4.5% 05-15-26                                                  | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8127340.00    | 0.03%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP SR UNSEC 6.1% 12-01-28                                        | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7310000 | PA      | $7696523.56    | 0.03%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 5.95% 02-01-29                                        | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5246575.00    | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.97% 04-06-29                                 | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   17394000 | PA      | $17509844.04   | 0.06%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.753% 04-06-33                                | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11928000 | PA      | $12158961.86   | 0.04%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMA 0.875% 08-05-30                                                             | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   21412000 | PA      | $19154055.35   | 0.07%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.6% 01-08-31                           | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   21100000 | PA      | $21300323.40   | 0.07%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 01-08-36                          | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2544397.50    | 0.01%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.148% 01-21-29/28                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30061000 | PA      | $30081231.05   | 0.11%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.516% 01-21-32/31                              | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33757000 | PA      | $33972842.26   | 0.12%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.065% 01-21-37/36                              | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13223000 | PA      | $13321141.11   | 0.05%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                                  | GE VERNOVA INC SR UNSEC 4.25% 02-04-31                                           | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $7045832.67    | 0.02%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                               | GOLDMAN SACHS PRIVATE CREDIT CORP 144A SR UNSEC 5.05% 02-23-28                   | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2841983.23    | 0.01%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 01-08-29                        | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   12356000 | PA      | $12429604.69   | 0.04%             | 2029-01-08      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.347% 01-22-32/31                                  | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18345000 | PA      | $18443219.13   | 0.06%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.898% 01-22-37/36                                  | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22463000 | PA      | $22606358.87   | 0.08%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | JBIC GLOBAL SR UNSEC 1.875% 04-15-31                                             | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |    4918000 | PA      | $4490989.73    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR UNSEC 4.35% 01-12-31         | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2520567.50    | 0.01%             | 2031-01-12      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.505% 01-14-32/31                   | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2250000 | PA      | $2272207.50    | 0.01%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                        | MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.0% 01-14-29             | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $18386351.35   | 0.06%             | 2029-01-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.493% 01-16-32/31                                       | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24737000 | PA      | $24885842.53   | 0.09%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.238% 01-09-30/29                                       | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22045000 | PA      | $22125067.44   | 0.08%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                               | MA'ADEN SUKUK LTD 144A LIFE SR UNSEC 5.25% 01-29-36                              | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    7195000 | PA      | $7287909.04    | 0.03%             | 2036-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA SR UNSEC 4.213% 02-08-30/29                       | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   31375000 | PA      | $31528517.88   | 0.11%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.073% 01-30-37/36                                       | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29088000 | PA      | $29347290.43   | 0.10%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO INC                                                              | MCCORMICK & CO INC SR UNSEC 4.15% 02-15-29                                       | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    7028000 | PA      | $7076029.35    | 0.02%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHLMC POOL #760015 ARH5 FRN 01-01-47                                             | CUSIP: 31342WAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1826237 | PA      | $1806341.95    | 0.01%             | 2047-01-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760012 04-01-45                                                        | CUSIP: 31342WAM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     453726 | PA      | $463054.82     | 0.00%             | 2045-04-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760013 04-01-45                                                        | CUSIP: 31342WAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     352340 | PA      | $358260.31     | 0.00%             | 2045-04-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                         | SCRT 2018-3 MA FRN 08-25-57                                                      | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12986969 | PA      | $12823488.56   | 0.04%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK7590 01-01-29                                                    | CUSIP: 3131XBNF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     335688 | PA      | $332645.95     | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCN UMBS 3.0 MA2973 04-01-27                                                    | CUSIP: 31418CJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        258 | PA      | $256.58        | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BK0499 12-01-34                                                    | CUSIP: 3140HDRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      52287 | PA      | $50926.43      | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AU6682 09-01-28                                                    | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        679 | PA      | $672.10        | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 QN1073 12-01-34                                                    | CUSIP: 3133G7FN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      54195 | PA      | $52784.82      | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BM3501 04-01-32                                                    | CUSIP: 3140J73K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      51086 | PA      | $50576.34      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AU6794 09-01-28                                                    | CUSIP: 3138X6RQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3062 | PA      | $3028.94       | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZS8526 05-01-29                                                    | CUSIP: 3132A9PK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      10555 | PA      | $10433.46      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AY2719 02-01-30                                                    | CUSIP: 3138YGAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      56369 | PA      | $55663.17      | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1369 09-01-49                                                    | CUSIP: 3133KGQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5470094 | PA      | $5220750.54    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G67711 03-01-48                                                        | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5327626 | PA      | $5255260.79    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1580 10-01-49                                                    | CUSIP: 3133KGXH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4054912 | PA      | $3902260.33    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA0284 06-01-49                                                    | CUSIP: 31334WJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1670828 | PA      | $1604976.08    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 932606 02-01-40                                                        | CUSIP: 31412RDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      45189 | PA      | $46446.91      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5009 01-01-45                                                    | CUSIP: 3140FQR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      80818 | PA      | $78072.56      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AE1283 12-01-41                                                        | CUSIP: 31419BM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      39807 | PA      | $40865.36      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK3828 01-01-27                                                    | CUSIP: 3131X7HD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       9897 | PA      | $9830.26       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AB4213 01-01-27                                                    | CUSIP: 31417AVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3286 | PA      | $3264.14       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AT4968 05-01-28                                                    | CUSIP: 3138WSQW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8757 | PA      | $8650.92       | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK6172 11-01-28                                                    | CUSIP: 3131X92D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      45465 | PA      | $44915.44      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK6134 10-01-28                                                    | CUSIP: 3131X9Y73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      90093 | PA      | $89055.21      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK6157 10-01-28                                                    | CUSIP: 3131X9ZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      90242 | PA      | $89176.85      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK3934 03-01-27                                                    | CUSIP: 3131X7LP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       1703 | PA      | $1687.96       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK7089 01-01-30                                                    | CUSIP: 3131XA2W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     149297 | PA      | $147273.25     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK3929 03-01-27                                                    | CUSIP: 3131X7LJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       5986 | PA      | $5943.69       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZS6995 08-01-29                                                    | CUSIP: 3132A7XY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     110005 | PA      | $108704.40     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZA3774 03-01-30                                                    | CUSIP: 31329MFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     199080 | PA      | $196547.62     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 V60616 09-01-29                                                         | CUSIP: 3132KEVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150221 | PA      | $148628.02     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 V60341 11-01-28                                                         | CUSIP: 3132KELW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122509 | PA      | $121346.15     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 V60362 12-01-28                                                         | CUSIP: 3132KEMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75304 | PA      | $74443.79      | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 G15175 09-01-29                                                         | CUSIP: 3128MD6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224273 | PA      | $221762.94     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 G14502 02-01-27                                                         | CUSIP: 3128MDGK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20215 | PA      | $20107.39      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 J33952 03-01-31                                                         | CUSIP: 31307QL96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35547 | PA      | $34794.37      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 V60493 02-01-29                                                         | CUSIP: 3132KERN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129201 | PA      | $127875.54     | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 J32008 06-01-30                                                         | CUSIP: 31307NGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118015 | PA      | $116516.74     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 V60448 01-01-29                                                         | CUSIP: 3132KEP90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94768 | PA      | $93659.83      | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AL6368 10-01-29                                                    | CUSIP: 3138EPCE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      51884 | PA      | $51159.77      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 V60651 11-01-29                                                         | CUSIP: 3132KEWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106191 | PA      | $104952.68     | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AS0192 08-01-28                                                    | CUSIP: 3138W9GA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     133843 | PA      | $132535.24     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU7817 12-01-51                                                    | CUSIP: 3140M9VK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     707109 | PA      | $586631.90     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3095 03-01-52                                                    | CUSIP: 3140QNNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3256957 | PA      | $2702010.79    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5587 01-01-55                                                    | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5997744 | PA      | $6156006.07    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC7823 12-01-54                                                    | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     186503 | PA      | $191477.98     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 CB3701 05-01-37                                                    | CUSIP: 3140QPDF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3086298 | PA      | $2944670.44    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4773 10-01-37                                                    | CUSIP: 31418EJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     395162 | PA      | $377024.28     | 0.00%             | 2037-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4665 07-01-37                                                    | CUSIP: 31418EFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     873128 | PA      | $833053.90     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                 | STACR 2024-DNA2 A1 144A FRN 05-25-44                                             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |   21315645 | PA      | $21438657.13   | 0.07%             | 2044-05-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                     | STACR 2020-DNA6 B1 144A FRN 12-25-50                                             | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4268028.00    | 0.01%             | 2050-12-25      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| SCRT 2024-2                                                                     | SCRT 2024-2 MT 3.5% 05-25-64                                                     | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11089457 | PA      | $10108183.89   | 0.04%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                                  | STAR 2024-SFR4 A 144A FRN 10-17-41                                               | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13180844 | PA      | $13232644.27   | 0.05%             | 2041-10-17      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                 | STACR 2024-DNA3 A1 144A FRN 10-25-44                                             | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |    3278925 | PA      | $3288814.24    | 0.01%             | 2044-10-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                  | STAR 2025-SFR5 A 144A FRN 02-17-42                                               | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1856550 | PA      | $1861096.44    | 0.01%             | 2042-02-17      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                  | SWCH 2025-DATA A 144A FRN 02-15-42                                               | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14350000 | PA      | $14245560.70   | 0.05%             | 2042-02-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                         | STACR 2020-HQA5 B1 144A FRN 11-25-50                                             | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $7163689.00    | 0.03%             | 2050-11-25      | Variable      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| STACR 2021-DNA1                                                                 | STACR 2021-DNA1 B1 144A FRN 01-25-51                                             | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $211426.20     | 0.00%             | 2051-01-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                   | STACR 2021-DNA2 B1 144A FRN 08-25-33                                             | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |     202000 | PA      | $224618.34     | 0.00%             | 2033-08-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA3                                                                 | STACR 2025-DNA3 A1 144A FRN 09-25-45                                             | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-CBDO         | CORP              | US        |    2420438 | PA      | $2426914.59    | 0.01%             | 2045-09-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2025-HYB1                                                                  | SEMT 2025-HYB1 A1A 144A FRN 10-25-55                                             | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17618884 | PA      | $17741300.32   | 0.06%             | 2055-10-25      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TCN 2026-SFR1                                                                   | TCN 2026-SFR1 A 144A FRN 02-17-43                                                | CUSIP: 895989AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19812000 | PA      | $19846175.70   | 0.07%             | 2043-02-17      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 2017-6 A1 144A FRN 10-25-57                                                 | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     481051 | PA      | $475840.46     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                             | TPMT 2020-4 A1 144A 1.75% 10-25-60                                               | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6317684 | PA      | $5851293.59    | 0.02%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR2                                               | TAH 2020-SFR2 A 144A 1.482% 11-17-39                                             | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3113366 | PA      | $2980413.16    | 0.01%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                                             | TPMT 2019-4 A2 144A FRN 10-25-59                                                 | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2285000 | PA      | $2149156.75    | 0.01%             | 2059-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                             | TPMT 2018-3 M2 144A FRN 05-25-58                                                 | CUSIP: 89175MAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3435000 | PA      | $3078326.78    | 0.01%             | 2058-05-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                  | TCN 2021-SFR1 A 144A 1.943% 07-17-38                                             | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20349147 | PA      | $20157763.50   | 0.07%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.0 UMBS TBA 03-01-41                                                       | CUSIP: 01F020430<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     538196 | PA      | $501661.10     | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 3.0 UMBS TBA 03-01-41                                                       | CUSIP: 01F030439<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1061000 | PA      | $1027409.80    | 0.00%             | 2041-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 4.0 UMBS TBA 03-01-41                                                       | CUSIP: 01F040438<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7932784.00    | 0.03%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | UMBS  15YR TBA(REG B) 5.5 UMBS TBA 03-01-41                                      | CUSIP: 01F052433<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3652000 | PA      | $3747127.30    | 0.01%             | 2041-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 04-01-56                                                       | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  294782847 | PA      | $244287429.66  | 0.85%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 04-01-56                                                       | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4497793 | PA      | $4358892.16    | 0.02%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.0 UMBS TBA 04-01-56                                                       | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33998133 | PA      | $30736726.10   | 0.11%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 04-01-56                                                       | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352703 | PA      | $348522.41     | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 05-01-56                                                       | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6030682 | PA      | $5839732.52    | 0.02%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A                                                                    | AXIS 2024-2A B 144A 5.2% 07-21-31                                                | CUSIP: 03238BAC7<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    4484000 | PA      | $4598436.16    | 0.02%             | 2031-07-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A C 144A 4.89% 10-16-34                                              | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3994000 | PA      | $4037322.92    | 0.01%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A A 144A 4.45% 10-16-34                                              | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19453000 | PA      | $19613351.08   | 0.07%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A B 4.86% 02-15-30                                                    | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2107000 | PA      | $2137648.42    | 0.01%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                                 | EQS 2025-1M A 144A 5.48% 09-26-33                                                | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3504446 | PA      | $3562903.40    | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                             | GMREV 2022-1 A 144A 5.91% 10-11-35                                               | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3487000 | PA      | $3609902.80    | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1                                  | GFORT 2023-1 A1 144A 5.34% 06-15-28                                              | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7050000 | PA      | $7081012.95    | 0.02%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A C 144A 6.01% 05-15-29                                               | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     563172 | PA      | $566831.27     | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A D 144A 6.44% 05-15-29                                               | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     529000 | PA      | $542996.28     | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A B 144A 5.9% 12-25-31                                               | CUSIP: 42806MDG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1320000 | PA      | $1367124.00    | 0.00%             | 2031-12-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A A 144A 5.06% 12-26-29                                              | CUSIP: 42806MDB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5897000 | PA      | $6035968.70    | 0.02%             | 2029-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A C 144A 6.13% 12-26-29                                              | CUSIP: 42806MDD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1615000 | PA      | $1657238.71    | 0.01%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PARL 2023-1A                                                                    | PARL 2023-1A A1R CLO 144A FRN 07-20-36                                           | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   14000000 | PA      | $14032480.00   | 0.05%             | 2036-07-20      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A A3 144A 4.03% 07-15-30                                              | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2631000 | PA      | $2647256.95    | 0.01%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A A2 144A 4.12% 09-15-28                                              | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3372000 | PA      | $3376609.52    | 0.01%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                            | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5160000 | PA      | $5024720.28    | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2                                                                  | AMSR 2025-SFR2 A 144A 4.275% 11-17-42                                            | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5565000 | PA      | $5550141.45    | 0.02%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM6                                   | BRAVO 2024-NQM6 A1 144A 5.409% 08-01-64                                          | CUSIP: 05613JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7322656 | PA      | $7373475.30    | 0.03%             | 2064-08-01      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2019-1                                          | BRAVO 2019-1 A1D 144A 3.5% 03-25-58                                              | CUSIP: 10568GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8579456 | PA      | $8344781.87    | 0.03%             | 2058-03-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9                                                                    | BX 2026-VLT9 D 144A FRN 03-15-45                                                 | CUSIP: 05618UAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1004000 | PA      | $1008177.64    | 0.00%             | 2045-03-15      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9                                                                    | BX 2026-VLT9 B 144A FRN 03-15-45                                                 | CUSIP: 05618UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     987000 | PA      | $989180.28     | 0.00%             | 2045-03-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9                                                                    | BX 2026-VLT9 A 144A FRN 03-15-45                                                 | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1019000 | PA      | $1019674.58    | 0.00%             | 2045-03-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9                                                                    | BX 2026-VLT9 C 144A FRN 03-15-45                                                 | CUSIP: 05618UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     215000 | PA      | $215623.29     | 0.00%             | 2045-03-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| BANK_17-BNK4                                                                    | BANK 2017-BNK4 A3 3.362% 05-15-50                                                | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11474487 | PA      | $11386936.77   | 0.04%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1                                  | CMLTI 2018-RP1 M1 144A FRN 09-25-64                                              | CUSIP: 17326QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9620350.00    | 0.03%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                              | COLT 2021-5 A1 144A FRN 11-26-66                                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1113347 | PA      | $1035340.77    | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                             | CIM 2022-R2 A1 144A FRN 12-25-61                                                 | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31206531 | PA      | $30205488.19   | 0.11%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2372 12-01-51                                                    | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5715859 | PA      | $5052024.68    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9804 12-01-51                                                    | CUSIP: 3140XD3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3762919 | PA      | $3349084.22    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9694 11-01-51                                                    | CUSIP: 3140XDXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3420802 | PA      | $3050213.00    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0290 04-01-51                                                    | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5115743 | PA      | $4276014.24    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD7089 02-01-52                                                    | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     715932 | PA      | $680077.77     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1385 11-01-51                                                    | CUSIP: 3132DNRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3411732 | PA      | $3023933.82    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6231 11-01-51                                                    | CUSIP: 3133KM4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     169442 | PA      | $147054.88     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA5659 05-01-50                                                    | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18203 | PA      | $15821.00      | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1793 10-01-51                                                    | CUSIP: 3140QL7F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     683517 | PA      | $593210.89     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8332 06-01-53                                                    | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24063906 | PA      | $24853562.93   | 0.09%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5039 06-01-53                                                    | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   43269745 | PA      | $44155866.36   | 0.15%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR4075 03-01-51                                                    | CUSIP: 3140L2Q55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13185051 | PA      | $11097804.52   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8316 04-01-53                                                    | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   29860921 | PA      | $30472442.86   | 0.11%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0191 04-01-51                                                    | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1193835 | PA      | $1090067.14    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0193 04-01-51                                                    | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     143248 | PA      | $131151.59     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4979 04-01-53                                                    | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24052166 | PA      | $24547183.85   | 0.09%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD2948 11-01-52                                                    | CUSIP: 3132DQHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18618254 | PA      | $18999481.75   | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8341 07-01-53                                                    | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     143611 | PA      | $144955.97     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA3384 08-01-50                                                    | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     250017 | PA      | $228363.61     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA7052 09-01-50                                                    | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     256785 | PA      | $234625.40     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW1243 10-01-52                                                    | CUSIP: 3140MSLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5820653 | PA      | $5943987.19    | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS4563 05-01-53                                                    | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7604032 | PA      | $7702093.21    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8315 04-01-53                                                    | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5539319 | PA      | $5592956.17    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD2716 04-01-53                                                    | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11542701 | PA      | $11694522.11   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8329 06-01-53                                                    | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1253769 | PA      | $1265892.89    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW1289 10-01-52                                                    | CUSIP: 3140MSNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6319088 | PA      | $6451056.09    | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6597 04-01-53                                                    | CUSIP: 3140QSKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      33542 | PA      | $34669.86      | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF1573 10-01-52                                                    | CUSIP: 3133BNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     583290 | PA      | $594978.99     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF8331 02-01-53                                                    | CUSIP: 3133BWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1051571 | PA      | $1072624.60    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF8462 03-01-53                                                    | CUSIP: 3133BWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3666951 | PA      | $3739714.20    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG4632 06-01-53                                                    | CUSIP: 3133C5ED9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     772200 | PA      | $787717.12     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX6633 01-01-53                                                    | CUSIP: 3140NBLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1422528 | PA      | $1450983.14    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0003 04-01-53                                                    | CUSIP: 3140NGAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1460191 | PA      | $1493554.96    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8374 11-01-53                                                    | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     370290 | PA      | $385098.99     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD2979 05-01-53                                                    | CUSIP: 3132DQJY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1858565 | PA      | $1967551.51    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS6163 10-01-53                                                    | CUSIP: 3140XMZ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8809713 | PA      | $9089967.64    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3817 09-01-53                                                    | CUSIP: 3132E0G22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4798174 | PA      | $4930579.81    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4703 11-01-53                                                    | CUSIP: 3132DSGL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10973259 | PA      | $11362052.80   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD4977 11-01-53                                                    | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   33482198 | PA      | $33795692.29   | 0.12%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4906 02-01-54                                                    | CUSIP: 3132DSNX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4288493 | PA      | $4424918.28    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7341 10-01-53                                                    | CUSIP: 3140QTEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1117410 | PA      | $1162852.40    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4730 01-01-54                                                    | CUSIP: 3132DSHF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1707708 | PA      | $1782628.13    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS5517 07-01-53                                                    | CUSIP: 3140XMDX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     766804 | PA      | $800445.68     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6873 01-01-54                                                    | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29379035 | PA      | $30565683.54   | 0.11%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1076 03-01-54                                                    | CUSIP: 3142GRFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     501231 | PA      | $516797.27     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4964 02-01-54                                                    | CUSIP: 3132DSQR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     753871 | PA      | $785836.92     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5296 03-01-54                                                    | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4037702 | PA      | $4110214.65    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8408 03-01-54                                                    | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13151291 | PA      | $13384463.80   | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8163 03-01-54                                                    | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7117790 | PA      | $7344228.00    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8151 03-01-54                                                    | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4893075 | PA      | $4990295.70    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5271 02-01-54                                                    | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     555677 | PA      | $565783.62     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8153 03-01-54                                                    | CUSIP: 3140QUBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6597306 | PA      | $6886756.54    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8143 03-01-54                                                    | CUSIP: 3140QUBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1173445 | PA      | $1203578.22    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8148 03-01-54                                                    | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2338281 | PA      | $2392601.33    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8168 03-01-54                                                    | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     327144 | PA      | $336958.79     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8454 08-01-54                                                    | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2828732 | PA      | $2904157.69    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5445 08-01-54                                                    | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4844874 | PA      | $4974992.64    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6878 06-01-54                                                    | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     770861 | PA      | $791923.24     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6901 07-01-54                                                    | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     474537 | PA      | $487227.96     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4614 01-01-54                                                    | CUSIP: 3132DSDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2262582 | PA      | $2381549.08    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS7162 02-01-54                                                    | CUSIP: 3140XN5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2053796 | PA      | $2161789.07    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6763 01-01-54                                                    | CUSIP: 3140XNQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     869089 | PA      | $915309.31     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7510 11-01-53                                                    | CUSIP: 3140QTKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13949338 | PA      | $14647376.50   | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB5545 01-01-53                                                    | CUSIP: 3140QRET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1669138 | PA      | $1753160.52    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB5213 07-01-54                                                    | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2329667 | PA      | $2372194.66    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4840 05-01-53                                                    | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     405232 | PA      | $413252.78     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6838 11-01-53                                                    | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2055737 | PA      | $2095418.64    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1797 06-01-54                                                    | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7736270 | PA      | $8048784.26    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS4736 05-01-53                                                    | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1258040 | PA      | $1311582.39    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1015 03-01-54                                                    | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     535048 | PA      | $556526.88     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB5480 06-01-54                                                    | CUSIP: 3140AFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     285507 | PA      | $297014.95     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8619 07-01-54                                                    | CUSIP: 3140XQSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8198216 | PA      | $8634246.22    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5949 07-01-54                                                    | CUSIP: 3132DTTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7654372 | PA      | $7879417.79    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8607 07-01-54                                                    | CUSIP: 3140XQR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1851309 | PA      | $1943959.80    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5905 07-01-54                                                    | CUSIP: 3132DTR28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1143807 | PA      | $1201049.53    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1986 07-01-54                                                    | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16542112 | PA      | $17210942.40   | 0.06%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8448 07-01-54                                                    | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27281546 | PA      | $28359111.99   | 0.10%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0854 01-01-54                                                    | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1354635 | PA      | $1412292.69    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1725 06-01-54                                                    | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2367017 | PA      | $2500878.62    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0296 08-01-54                                                    | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     162388 | PA      | $169513.48     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5446 08-01-54                                                    | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2043341 | PA      | $2122826.94    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8455 08-01-54                                                    | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17670936 | PA      | $18358335.18   | 0.06%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7687 08-01-54                                                    | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     207529 | PA      | $214599.99     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7039 07-01-54                                                    | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     415435 | PA      | $428715.12     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8219 06-01-54                                                    | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     488399 | PA      | $505704.35     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3432 07-01-53                                                    | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     429705 | PA      | $449475.73     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5896 07-01-54                                                    | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     398934 | PA      | $410991.50     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8223 06-01-54                                                    | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     567626 | PA      | $584313.87     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                    | FS 2024-HULA A 144A FRN 08-15-39                                                 | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18037566.00   | 0.06%             | 2039-08-15      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2206 08-01-54                                                    | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1754219 | PA      | $1789077.48    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2210 08-01-54                                                    | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     570385 | PA      | $586869.34     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2247 08-01-54                                                    | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3290444 | PA      | $3436155.03    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2200 08-01-54                                                    | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2908800 | PA      | $2964526.34    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2243 08-01-54                                                    | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1695597 | PA      | $1733522.80    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2203 08-01-54                                                    | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     306765 | PA      | $313892.04     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2216 08-01-54                                                    | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1632954 | PA      | $1680964.02    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2228 08-01-54                                                    | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1730936 | PA      | $1804613.57    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2222 08-01-54                                                    | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6980557 | PA      | $7302241.50    | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9071 08-01-54                                                    | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5164781 | PA      | $5398202.90    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2212 08-01-54                                                    | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4262333 | PA      | $4449347.21    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB8977 08-01-54                                                    | CUSIP: 3140QU6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     293138 | PA      | $296326.17     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4693 01-01-54                                                    | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1535688 | PA      | $1599872.25    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 6.0 MA5477 09-01-39                                                    | CUSIP: 31418FCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4328917 | PA      | $4479944.08    | 0.02%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6034 08-01-54                                                    | CUSIP: 3132DTV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2809298 | PA      | $2938755.68    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5701 06-01-54                                                    | CUSIP: 3132DTKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1391463 | PA      | $1465469.09    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2314 09-01-54                                                    | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5799882 | PA      | $5987752.19    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                         | FORDL 2024-A A3 5.06% 05-15-27                                                   | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1101735 | PA      | $1102777.87    | 0.00%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2325 09-01-54                                                    | CUSIP: 3142GSSP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     432524 | PA      | $451032.46     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2320 09-01-54                                                    | CUSIP: 3142GSSJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1082475 | PA      | $1133328.58    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2309 09-01-54                                                    | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2358585 | PA      | $2427929.45    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2306 09-01-54                                                    | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3876349 | PA      | $4048764.73    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2308 09-01-54                                                    | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3922924 | PA      | $4095046.52    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2312 09-01-54                                                    | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4074357 | PA      | $4208896.39    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1                                     | FNMNT 2024-1 A 5.34% 05-15-30                                                    | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6751000 | PA      | $6870087.64    | 0.02%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED FCBSL_22-2A                                         | FCBSL 2022-2A CR CLO 144A FRN 10-18-33                                           | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3005760.00    | 0.01%             | 2033-10-18      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB7104 09-01-53                                                    | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      90617 | PA      | $93030.39      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5221 04-01-54                                                    | CUSIP: 3132DSYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1311433 | PA      | $1384436.28    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2408 09-01-54                                                    | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5178978 | PA      | $5294293.34    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9146 09-01-54                                                    | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2232944 | PA      | $2284821.67    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 1.9% 09-01-31                                                  | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2225992.50    | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.75% 11-08-26                                                 | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4495953.04    | 0.02%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9210 09-01-54                                                    | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3854020 | PA      | $3923330.30    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD6286 08-01-54                                                    | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1127104 | PA      | $1156047.13    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC1873 09-01-54                                                    | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      91752 | PA      | $94560.67      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0784 12-01-63                                                       | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3983440 | PA      | $3697393.10    | 0.01%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD6284 01-01-54                                                    | CUSIP: 3132DT6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     954090 | PA      | $791776.45     | 0.00%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0786 12-01-63                                                       | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     919766 | PA      | $884616.94     | 0.00%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29                     | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15450000 | PA      | $15895917.90   | 0.06%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 6.303% 10-23-29/28                                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $10600237.50   | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8401 02-01-54                                                    | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     552091 | PA      | $562132.03     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ1576 08-01-54                                                    | CUSIP: 3133CRXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     574016 | PA      | $597043.44     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                          | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $1824580.01    | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NA                                                         | ZIONS BANCORP NA SR UNSEC 4.704% 08-18-28/27                                     | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8046280.00    | 0.03%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8464 09-01-54                                                    | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4733677 | PA      | $4917816.85    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BW9648 07-01-53                                                    | CUSIP: 3140N2WJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     356577 | PA      | $336692.94     | 0.00%             | 2053-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD5368 07-01-52                                                    | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1393773 | PA      | $1211711.71    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6631 07-01-52                                                    | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1976964 | PA      | $1722428.13    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5294 07-01-52                                                    | CUSIP: 3140XL3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     113031 | PA      | $98096.69      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 FM2499 02-01-35                                                    | CUSIP: 3140X5X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3136829 | PA      | $3005687.35    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6271 09-01-54                                                    | CUSIP: 3132DT6G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5257570 | PA      | $5485758.63    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8783 08-01-54                                                    | CUSIP: 3140XQXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     395503 | PA      | $415296.81     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ4693 09-01-54                                                    | CUSIP: 3133CVGA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     173043 | PA      | $182065.17     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI9151 07-01-54                                                    | CUSIP: 3133WGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2587663 | PA      | $2722586.14    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8762 08-01-54                                                    | CUSIP: 3140XQWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1528855 | PA      | $1597474.44    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI4365 04-01-54                                                    | CUSIP: 3133WAZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1533581 | PA      | $1596746.29    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7626 12-01-53                                                    | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1074875 | PA      | $1134115.30    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7426 11-01-53                                                    | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2841207 | PA      | $2964487.47    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5419 05-01-54                                                    | CUSIP: 3132DTAU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5427737 | PA      | $5661221.51    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2625 10-01-54                                                    | CUSIP: 3142GS4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     977284 | PA      | $999319.39     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD6328 09-01-54                                                    | CUSIP: 3132DUA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2479005 | PA      | $2549847.43    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI9763 07-01-54                                                    | CUSIP: 3133WGZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      28867 | PA      | $30305.29      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD4807 06-01-52                                                    | CUSIP: 3132DSKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1021390 | PA      | $851029.11     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8462 09-01-54                                                    | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   23740920 | PA      | $24148551.57   | 0.08%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU7607 12-01-51                                                    | CUSIP: 3140M9NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     345894 | PA      | $300919.56     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9530 07-01-51                                                    | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1666529 | PA      | $1446363.58    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.0 BF0762 09-01-63                                                       | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2749611 | PA      | $2434384.28    | 0.01%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS9374 10-01-54                                                    | CUSIP: 3140XRMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7679453 | PA      | $8014961.07    | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6733 10-01-54                                                    | CUSIP: 3132DUPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7299202 | PA      | $7600622.39    | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6531 09-01-54                                                    | CUSIP: 3132DUHG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5136768 | PA      | $5419890.91    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5165 11-01-54                                                    | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4681968 | PA      | $4785739.53    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5530 11-01-54                                                    | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3591719 | PA      | $3613467.35    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9432 11-01-54                                                    | CUSIP: 3140QVPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14445927 | PA      | $14934011.66   | 0.05%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ2851 11-01-54                                                    | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     103136 | PA      | $102107.70     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2860 11-01-54                                                    | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7800480 | PA      | $7850715.39    | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2917 11-01-54                                                    | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   33847440 | PA      | $34459199.08   | 0.12%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ2850 11-01-54                                                    | CUSIP: 3142GTEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1788602 | PA      | $1780497.87    | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2913 11-01-54                                                    | CUSIP: 3142GTGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5496595 | PA      | $5601618.16    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5822 09-01-55                                                    | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     310717 | PA      | $315964.29     | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FA3738 04-01-52                                                    | CUSIP: 3140W4EL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20137682 | PA      | $17513298.75   | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8099 06-20-52                                                         | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236977 | PA      | $225623.09     | 0.00%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7881 02-20-52                                                         | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     554314 | PA      | $489819.41     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7987 04-20-52                                                         | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4076558 | PA      | $3602246.19    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA7988 04-20-52                                                         | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10834557 | PA      | $9951659.79    | 0.03%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8346 10-20-52                                                         | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115708 | PA      | $112597.26     | 0.00%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                              | GNR 2021-2 AH 1.5% 06-16-63                                                      | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9757203 | PA      | $7399131.05    | 0.03%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785575 08-20-51                                                         | CUSIP: 3622ABCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4332783 | PA      | $3787164.48    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785659 10-20-51                                                         | CUSIP: 3622ABE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5333182 | PA      | $4673104.54    | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785607 08-20-51                                                         | CUSIP: 3622ABDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5834519 | PA      | $5112409.80    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785847 01-20-52                                                         | CUSIP: 3622ABL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5286586 | PA      | $4632286.12    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP                 | GSMS 2023-SHIP B 144A FRN 09-10-38                                               | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1548000 | PA      | $1547732.20    | 0.01%             | 2038-09-10      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8266 09-20-52                                                         | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13115987 | PA      | $12479441.58   | 0.04%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-4                                                                    | BLAST 2025-4 A2 4.35% 06-15-28                                                   | CUSIP: 10807UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22365636 | PA      | $22386368.80   | 0.08%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-4                                                                    | BLAST 2025-4 D 5.41% 08-15-31                                                    | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2998000 | PA      | $3068836.74    | 0.01%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-4                                                                    | BLAST 2025-4 C 4.8% 08-15-31                                                     | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2471000 | PA      | $2503893.95    | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING LIMITED CAI_20-1                                                    | CAI 2020-1A A 144A 2.22% 09-25-45                                                | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10068471 | PA      | $9710355.32    | 0.03%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 2021-1 A 144A 2.868% 05-11-37                                               | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10419389 | PA      | $9915122.05    | 0.03%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 2021-N4 C 1.72% 09-11-28                                                   | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42490 | PA      | $41594.83      | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 2021-N4 A2 1.8% 09-11-28                                                   | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2991371 | PA      | $2948041.06    | 0.01%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_22-1                                                       | CLIF 2022-1A A 144A 2.72% 01-18-47                                               | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2889886 | PA      | $2718492.26    | 0.01%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                                             | CPS 2023-A C 144A 5.54% 04-16-29                                                 | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     806066 | PA      | $806966.80     | 0.00%             | 2029-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING LP CERB_23-1                                              | CERB 2023-1A A CLO 144A FRN 03-22-35                                             | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2007300.00    | 0.01%             | 2035-03-22      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD CANYC_21-2                                               | CANYC 2021-2A D CLO 144A FRN 04-15-34                                            | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     923077 | PA      | $916984.69     | 0.00%             | 2034-04-15      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-3                                              | CARMX 2023-3 A4 5.26% 02-15-29                                                   | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8980000 | PA      | $9134761.32    | 0.03%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-3                                              | CARMX 2023-3 A3 5.28% 05-15-28                                                   | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250903 | PA      | $2265331.72    | 0.01%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3                                      | CRVNA 2023-P3 A3 144A 5.82% 08-10-28                                             | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     807033 | PA      | $811875.10     | 0.00%             | 2028-08-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2                                      | CITZN 2023-2 A3 144A 5.83% 02-15-28                                              | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2112447 | PA      | $2125715.10    | 0.01%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2                                      | CITZN 2023-2 A4 144A 5.74% 10-15-30                                              | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6122000 | PA      | $6224996.53    | 0.02%             | 2030-10-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_23-2                                             | CFII 2023-2A A1 144A 6.16% 10-15-35                                              | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    1287989 | PA      | $1301796.69    | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_23-A1                                                | CHAIT 2023-A1 A 5.16% 09-15-28                                                   | CUSIP: 161571HT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5037425.00    | 0.02%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A B 144A 5.65% 05-15-28                                                 | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     146113 | PA      | $146221.60     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A C 144A 5.74% 04-15-30                                                 | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1492000 | PA      | $1501883.01    | 0.01%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A D 144A 6.13% 04-15-30                                                 | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238000 | PA      | $242776.90     | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_24-A1                                                | CHAIT 2024-A1 A 4.6% 01-15-29                                                    | CUSIP: 161571HV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14965000 | PA      | $15085198.88   | 0.05%             | 2029-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-1A                                                                   | CHAOT 2024-1A A3 144A 5.13% 05-25-29                                             | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4236498 | PA      | $4277388.27    | 0.01%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2                          | HACLN 2025-2 B2 144A FRN 09-20-33                                                | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3899468 | PA      | $3912652.06    | 0.01%             | 2033-09-20      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| HALST 2026-A                                                                    | HALST 2026-A A2A 144A 3.85% 05-15-28                                             | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1286000 | PA      | $1287122.68    | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| HALST 2026-A                                                                    | HALST 2026-A A3 144A 3.97% 12-15-28                                              | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8517000 | PA      | $8558060.46    | 0.03%             | 2028-12-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| HARUS 2023-1A                                                                   | HARUS 2023-1A CR CLO 144A FRN 01-15-37                                           | CUSIP: 417923AS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1483000 | PA      | $1465307.81    | 0.01%             | 2037-01-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| HARUS 2023-1A                                                                   | HARUS 2023-1A BR CLO 144A FRN 01-15-37                                           | CUSIP: 417923AQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2503100.00    | 0.01%             | 2037-01-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| LPATH 2026-1A                                                                   | LPATH 2026-1A A2 144A 5.597% 03-25-56                                            | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33159000 | PA      | $33683575.38   | 0.12%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| LEDN 2026-1A                                                                    | LEDN 2026-1A A 144A 6.748% 02-25-41                                              | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1729000 | PA      | $1735518.33    | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2026-1A                                                                   | LADAR 2026-1A A2 144A 3.75% 05-15-29                                             | CUSIP: 505708AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1070000 | PA      | $1069614.80    | 0.00%             | 2029-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MAPSL 2026-1A                                                                   | MAPSL 2026-1A A 144A 5.201% 01-15-51                                             | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18890000 | PA      | $19184400.65   | 0.07%             | 2051-01-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MP24 2022-1A                                                                    | MP24 2022-1A C1R CLO 144A FRN 04-20-35                                           | CUSIP: 56607WBA5<br>LEI: 549300110Z5KVNWF6X83 | Long             | ABS-O            | CORP              | KY        |    2159000 | PA      | $2161310.13    | 0.01%             | 2035-04-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_19-5A                                                 | MORGN 2019-5A AR2 CLO 144A FRN 04-15-35                                          | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-O            | CORP              | US        |    2399000 | PA      | $2400103.54    | 0.01%             | 2035-04-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| NEUB 2022-50A                                                                   | NEUB 2022-50A CR2 CLO 144A FRN 07-23-36                                          | CUSIP: 64134VBC9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3002640.00    | 0.01%             | 2036-07-23      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_26-A                                             | NSLT 2026-A D 144A 5.84% 02-21-61                                                | CUSIP: 64032UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     836000 | PA      | $842278.36     | 0.00%             | 2061-02-21      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_26-A                                             | NSLT 2026-A C 144A 5.34% 02-21-61                                                | CUSIP: 64032UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1465000 | PA      | $1474376.00    | 0.01%             | 2061-02-21      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_26-A                                             | NSLT 2026-A B 144A 4.78% 02-21-61                                                | CUSIP: 64032UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1570000 | PA      | $1577159.20    | 0.01%             | 2061-02-21      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                         | NMEF 2026-A A3 144A 4.2% 02-15-34                                                | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     923000 | PA      | $927661.15     | 0.00%             | 2034-02-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                         | NMEF 2026-A A2 144A 4.09% 02-15-34                                               | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2719000 | PA      | $2721256.77    | 0.01%             | 2034-02-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNM6 06-18-26                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        633 | NC      | $889452.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYM6 06-18-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       2502 | NC      | $-1682379.01   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USM6 06-18-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         86 | NC      | $78138.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUM6 06-30-26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      37479 | NC      | $12118140.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVM6 06-30-26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      32314 | NC      | $16689879.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBWAY 2024-1A                                                                  | SUBWAY 2024-1A A23 144A 6.505% 07-30-54                                          | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     962812 | PA      | $999194.30     | 0.00%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                  | SUBWAY 2024-1A A2I 144A 6.028% 07-30-54                                          | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2136950 | PA      | $2162456.64    | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                  | SUBWAY 2024-1A A2II 144A 6.268% 07-30-54                                         | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1481250 | PA      | $1519091.49    | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A C 144A 5.82% 09-20-32                                              | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1625000 | PA      | $1699839.38    | 0.01%             | 2032-09-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A A2 144A 5.88% 11-20-29                                             | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     509772 | PA      | $511526.23     | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A A3 144A 5.52% 01-20-32                                             | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12158000 | PA      | $12419166.00   | 0.04%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A B 144A 5.56% 04-20-32                                              | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3390000 | PA      | $3528695.07    | 0.01%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                    | SDART 2024-3 B 5.55% 09-17-29                                                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3675000 | PA      | $3719801.93    | 0.01%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3                                                                    | SDART 2024-3 A3 5.63% 01-16-29                                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4510959 | PA      | $4527302.57    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SCCU 2024-1A                                                                    | SCCU 2024-1A A3 144A 5.11% 06-15-29                                              | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4755592 | PA      | $4786698.82    | 0.02%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_24-A2                                       | SYNIT 2024-A2 A 4.93% 07-15-30                                                   | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12285000 | PA      | $12476105.46   | 0.04%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 A3 4.85% 01-16-29                                                   | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5894116 | PA      | $5908668.07    | 0.02%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                  | SUBWAY 2024-3A A2I 144A 5.246% 07-30-54                                          | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21006100 | PA      | $20989694.24   | 0.07%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.0% 02-02-36                            | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    3492000 | PA      | $3498722.10    | 0.01%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.8% 03-15-33                      | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   22037000 | PA      | $22144628.71   | 0.08%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                   | TOTALENERGIES CAPITAL USA LLC SR UNSEC 4.569% 01-13-33                           | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10127650.00   | 0.04%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ1873 10-01-41                                                    | CUSIP: 3138ATCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      13834 | PA      | $13813.56      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55060 04-01-48                                                        | CUSIP: 3132XXTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153807 | PA      | $147188.30     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54698 03-01-48                                                        | CUSIP: 3132XXGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138924 | PA      | $133620.86     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AL3829 06-01-43                                                    | CUSIP: 3138ELHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1152545 | PA      | $1119294.33    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58436 09-01-48                                                        | CUSIP: 3132Y2LS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     523057 | PA      | $527799.43     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BM3788 03-01-48                                                    | CUSIP: 3140J8F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2856199 | PA      | $2741825.63    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 HT 3.25% 07-25-56                                                    | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     964267 | PA      | $888244.15     | 0.00%             | 2056-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 MT 3.0% 07-25-56                                                     | CUSIP: 35563PBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4809736 | PA      | $4344500.17    | 0.02%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-1SC                                                        | SCRT 2018-1 HT 3.0% 05-25-57                                                     | CUSIP: 35563PDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5015935 | PA      | $4468911.96    | 0.02%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105                       | FHMS K105 A2 1.872% 01-25-30                                                     | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      52000 | PA      | $48619.17      | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AY1948 01-01-30                                                    | CUSIP: 3138YFEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      36385 | PA      | $36079.95      | 0.00%             | 2030-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AZ0554 10-01-30                                                    | CUSIP: 3138YRTL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      56186 | PA      | $55697.59      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0187 01-01-50                                                    | CUSIP: 3132DMF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3772055 | PA      | $3496899.03    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5333 03-01-50                                                    | CUSIP: 3140QC4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33697583 | PA      | $31166119.66   | 0.11%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA2457 04-01-50                                                    | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8014473 | PA      | $7372473.74    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AX1293 09-01-29                                                    | CUSIP: 3138Y2NK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      78626 | PA      | $77935.18      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J27240 02-01-29                                                         | CUSIP: 31307GBH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69143 | PA      | $68730.87      | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AS0113 08-01-28                                                    | CUSIP: 3138W9DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      61730 | PA      | $61311.67      | 0.00%             | 2028-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J26343 11-01-28                                                         | CUSIP: 31307FBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33553 | PA      | $33341.18      | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J36383 02-01-32                                                         | CUSIP: 31307TCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12142 | PA      | $12047.08      | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.0 UMBS TBA 04-01-41                                                       | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391804 | PA      | $365191.50     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBSCM 2017-C2                                                                   | UBSCM 2017-C2 A4 3.487% 08-15-50                                                 | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1102000 | PA      | $1093624.80    | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| VERUS 2026-R1                                                                   | VERUS 2026-R1 A1 144A 4.832% 10-25-67                                            | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-CBDO         | CORP              | US        |    5202550 | PA      | $5245054.74    | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-B                                                                     | NMEF 2025-B B 144A 4.73% 01-18-33                                                | CUSIP: 62919WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6354000 | PA      | $6427954.21    | 0.02%             | 2033-01-18      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-B                                                                     | NMEF 2025-B A2 144A 4.64% 01-18-33                                               | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17300427 | PA      | $17387793.67   | 0.06%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                                | NRZT 2020-RPL1 A1 144A FRN 11-25-59                                              | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2401136 | PA      | $2328189.18    | 0.01%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                    | TPRK 2021-1A DR CLO 144A FRN 04-15-34                                            | CUSIP: 884887AU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2001040.00    | 0.01%             | 2034-04-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                    | TPRK 2021-1A A1R CLO 144A FRN 04-15-34                                           | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   12917000 | PA      | $12924233.52   | 0.05%             | 2034-04-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                    | TAST 2025-1A A 144A 4.94% 02-15-29                                               | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15823000 | PA      | $9177340.09    | 0.03%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                           | TCF 2020-1A B 144A 3.74% 09-20-45                                                | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2834971 | PA      | $2733271.91    | 0.01%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                    | TMCL 2020-2A A 144A 2.1% 09-20-45                                                | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |    9366651 | PA      | $8942360.37    | 0.03%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                 | TAL 2020-1A A 144A 2.05% 09-20-45                                                | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7401544 | PA      | $7126287.74    | 0.02%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A D 144A 6.02% 10-15-29                                              | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7427000 | PA      | $7624387.38    | 0.03%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A C 144A 5.65% 02-15-29                                              | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5770000 | PA      | $5833787.35    | 0.02%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A                | WFNMT 2024-A A 5.47% 02-15-31                                                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8630000 | PA      | $8788930.08    | 0.03%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                    | WOSAT 2024-A A3 4.98% 02-15-30                                                   | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3673556 | PA      | $3690442.99    | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-B                                                                    | WFNMT 2024-B A 4.62% 05-15-31                                                    | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21381000 | PA      | $21615079.19   | 0.08%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 2024-1A C 144A 5.28% 09-20-32                                                | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     718000 | PA      | $727736.08     | 0.00%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 2024-1A A2 144A 4.99% 09-20-32                                               | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3966557 | PA      | $3990368.31    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                        | WFLF 2024-2A A1 144A 4.87% 06-21-39                                              | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11318965 | PA      | $11438278.27   | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.95% 03-15-31                                               | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   16525000 | PA      | $17208110.45   | 0.06%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.8% 03-15-29                                                | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   32500000 | PA      | $33396675.00   | 0.12%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.05% 03-15-34                                               | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1869345.00    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.35% 03-20-33                                           | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14121730.00   | 0.05%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 3.9% 11-20-28                                            | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3017163.00    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.5% 05-15-35                                                  | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1246925.24    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD7528 11-01-50                                                    | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7341469 | PA      | $6227569.81    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI6 3.0 BF0497 07-01-60                                                       | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8630953 | PA      | $7695409.73    | 0.03%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0481 06-01-60                                                       | CUSIP: 3140FXRB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6700687 | PA      | $6277800.37    | 0.02%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0379 04-01-59                                                       | CUSIP: 3140FXM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10221310 | PA      | $9577765.71    | 0.03%             | 2059-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0041 04-01-51                                                    | CUSIP: 3140QKBK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18170516 | PA      | $16826224.53   | 0.06%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9510 12-01-51                                                    | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4434681 | PA      | $3928590.42    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5971 09-01-51                                                    | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   58829435 | PA      | $54083487.67   | 0.19%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9483 12-01-51                                                    | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4425789 | PA      | $3917040.56    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BM1179 04-01-47                                                    | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1178073 | PA      | $1104138.06    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5498 10-01-54                                                    | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     508702 | PA      | $522390.31     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS7879 07-01-52                                                    | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1724415 | PA      | $1496576.57    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 AS8310 11-01-46                                                    | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     937376 | PA      | $879420.39     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2544 01-01-52                                                    | CUSIP: 3140QMZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10705378 | PA      | $9811811.13    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2541 08-01-54                                                    | CUSIP: 3140ABZF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      76758 | PA      | $78817.79      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8463 09-01-54                                                    | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      61421 | PA      | $63087.47      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 ZA0559 10-01-28                                                    | CUSIP: 31329HTQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       1056 | PA      | $1106.70       | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DB1919 08-01-54                                                    | CUSIP: 3140ABDZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     176508 | PA      | $188339.64     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5145 02-01-42                                                    | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4943003 | PA      | $4359698.71    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5148 03-01-42                                                    | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10656707 | PA      | $9418930.31    | 0.03%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DA5799 01-01-54                                                    | CUSIP: 3140A6NR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1125375 | PA      | $1193060.71    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA9735 08-01-53                                                    | CUSIP: 3133KRY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     134593 | PA      | $116992.70     | 0.00%             | 2053-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4540 02-01-42                                                    | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3867667 | PA      | $3420835.86    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4586 04-01-42                                                    | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1462244 | PA      | $1292405.52    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA9126 05-01-53                                                    | CUSIP: 3133KRD76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     325535 | PA      | $282963.80     | 0.00%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV3847 04-01-52                                                    | CUSIP: 3140MHHZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     653698 | PA      | $570684.67     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7548 11-01-51                                                    | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3308238 | PA      | $2932078.41    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0433 12-01-51                                                    | CUSIP: 3140XFPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21901253 | PA      | $19600526.33   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5613 01-01-52                                                    | CUSIP: 3140XMGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     569900 | PA      | $495744.81     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2049 11-01-51                                                    | CUSIP: 3140QMH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     116410 | PA      | $101029.65     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9976 12-01-51                                                    | CUSIP: 3140XECN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5078237 | PA      | $4701508.03    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD0873 02-01-52                                                    | CUSIP: 3132DM6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3544024 | PA      | $3385301.47    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6764 03-01-51                                                    | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3763 | PA      | $3265.51       | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3478 04-01-52                                                    | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     704109 | PA      | $611082.12     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K143                                      | FHMS K143 A2 (MF) 2.35% 06-25-32                                                 | CUSIP: 3137H6MG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4990000 | PA      | $4578225.20    | 0.02%             | 2032-06-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | WI K749 AM 2.12% 06-25-29                                                        | CUSIP: 3137H6ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2069000 | PA      | $1971041.13    | 0.01%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU9638 01-01-52                                                    | CUSIP: 3140MBV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     220458 | PA      | $192421.41     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3549 01-01-52                                                    | CUSIP: 3140XJ5K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     120266 | PA      | $104764.95     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | FHMS K749 A2 (MF) 2.12% 06-25-29                                                 | CUSIP: 3137H6MM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2113000 | PA      | $2024036.36    | 0.01%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RA7556 06-01-52                                                    | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7953114 | PA      | $7903335.64    | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7886 07-01-51                                                    | CUSIP: 3140XBXQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     138917 | PA      | $121508.16     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BU5361 12-01-54                                                    | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4984741 | PA      | $5039219.37    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5288 05-01-51                                                    | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   46714678 | PA      | $39266068.94   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5782 09-01-51                                                    | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4916934 | PA      | $4358031.35    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QX1743 12-01-54                                                    | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4333167 | PA      | $4380857.77    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QX2834 12-01-54                                                    | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1438285 | PA      | $1453968.20    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7900 07-01-51                                                    | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1237526 | PA      | $1096883.26    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0523 02-01-52                                                    | CUSIP: 3140XFSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1389873 | PA      | $1226066.87    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM8197 08-01-51                                                    | CUSIP: 3140XCDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     127676 | PA      | $105924.88     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6332 02-01-51                                                    | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     157613 | PA      | $130763.73     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.5 BF0585 12-01-61                                                       | CUSIP: 3140FXUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2549706 | PA      | $2525927.87    | 0.01%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2286 12-01-51                                                    | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13030034 | PA      | $11510249.71   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2927 02-01-52                                                    | CUSIP: 3140QNHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     180877 | PA      | $150234.85     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0566 04-01-51                                                    | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     158499 | PA      | $137560.10     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6593 08-01-50                                                    | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9258254 | PA      | $8193647.77    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0965 11-01-51                                                    | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     340713 | PA      | $283781.08     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0718 08-01-51                                                    | CUSIP: 3132DMYP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     178675 | PA      | $155067.05     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM4783 12-01-50                                                    | CUSIP: 3140X8J57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     264828 | PA      | $219791.25     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.5 BM6736 11-01-59                                                       | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1143813 | PA      | $1143397.88    | 0.00%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8266 11-01-52                                                    | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      75868 | PA      | $75346.53      | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU3058 12-01-51                                                    | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     965597 | PA      | $839592.64     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0031 10-01-51                                                    | CUSIP: 3140XFA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1664928 | PA      | $1445205.89    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4805 11-01-52                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      31684 | PA      | $31478.95      | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8730 06-01-52                                                    | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     106010 | PA      | $92461.66      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU6503 11-01-51                                                    | CUSIP: 3140M8GM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     501344 | PA      | $417951.08     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3457 09-01-54                                                    | CUSIP: 3140AQZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     251352 | PA      | $258060.27     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT4725 09-01-51                                                    | CUSIP: 3140LTHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     839950 | PA      | $728986.90     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0554 03-01-51                                                    | CUSIP: 3132DMTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12857966 | PA      | $11159325.60   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA3952 11-01-50                                                    | CUSIP: 3133KKL98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5764225 | PA      | $4786232.19    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD4526 03-01-52                                                    | CUSIP: 3132DSA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     199284 | PA      | $165518.06     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8271 10-01-52                                                    | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     336495 | PA      | $292667.67     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0174 01-01-52                                                    | CUSIP: 3140XFFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     948581 | PA      | $824895.65     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY7786 07-01-55                                                    | CUSIP: 31426SUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2637112 | PA      | $2707692.16    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8513 01-01-51                                                    | CUSIP: 3140QGN78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     390826 | PA      | $340159.15     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS9677 05-01-53                                                    | CUSIP: 3140XRXF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     139936 | PA      | $121705.43     | 0.00%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR2258 08-01-51                                                    | CUSIP: 3140L0QL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     143505 | PA      | $125498.86     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE4044 06-01-52                                                    | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     206085 | PA      | $179022.57     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8980 09-01-51                                                    | CUSIP: 3140XC6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     777918 | PA      | $679147.36     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4528 02-01-51                                                    | CUSIP: 3133KLA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     566127 | PA      | $492727.33     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8320 08-01-51                                                    | CUSIP: 3140XCG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     230595 | PA      | $200244.80     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0924 03-01-55                                                    | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     410805 | PA      | $421848.99     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM13                                                                  | OBX 2024-NQM13 A1 144A 5.116% 06-25-64                                           | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-CBDO         | CORP              | US        |    4884679 | PA      | $4904598.69    | 0.02%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                                  | OBX 2024-NQM17 A1 144A 5.61% 11-25-64                                            | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |   13702573 | PA      | $13866866.69   | 0.05%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                   | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                            | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |   15344108 | PA      | $15507568.71   | 0.05%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2024-INV1                                                                 | PMTLT 2024-INV1 A2 144A FRN 10-25-59                                             | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1345174 | PA      | $1374822.63    | 0.00%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR2                                                                  | PROG 2025-SFR2 A 144A 3.305% 04-17-42                                            | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3375621 | PA      | $3253214.13    | 0.01%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW0160 05-01-52                                                    | CUSIP: 3140MRFA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     712275 | PA      | $622907.56     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6107 10-01-51                                                    | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2459388 | PA      | $2134460.81    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                  | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                             | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9485000 | PA      | $9148870.57    | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 4.097% 06-17-26/06-17-56 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $333495.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0392 01-01-52                                                    | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1492150 | PA      | $1295005.26    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BV0952 09-01-52                                                    | CUSIP: 3140MEBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     802795 | PA      | $797042.66     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.79168% 06-17-26/06-17-36 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-938042.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 3.43574% 06-17-26/06-17-31 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $405059.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0854 01-01-52                                                    | CUSIP: 3132DM5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1291884 | PA      | $1121189.88    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC8778 10-01-51                                                    | CUSIP: 3133ATXF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     459890 | PA      | $399131.35     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT 2IH6C C @ 109.5 03-13-26                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       1831 | NC      | $-1301726.56   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT 2IH6P P @ 109.5 03-13-26                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       1831 | NC      | $-128742.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW1215 10-01-52                                                    | CUSIP: 3140MSK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2003643 | PA      | $1990691.13    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ0991 07-01-51                                                    | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     601606 | PA      | $522123.77     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | FED FUND 30DAY FUT FFG6 02-27-26                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        884 | NC      | $-213426.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8287 01-01-53                                                    | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      49743 | PA      | $49416.60      | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8288 01-01-53                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1970378 | PA      | $1990341.46    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1852 06-01-51                                                    | CUSIP: 3132DPBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2816173 | PA      | $2449382.96    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1598 04-01-52                                                    | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1284713 | PA      | $1068399.48    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV5578 05-01-52                                                    | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     851913 | PA      | $772766.47     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE4383 06-01-52                                                    | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      67077 | PA      | $65462.49      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2555 01-01-52                                                    | CUSIP: 3140QMZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     503321 | PA      | $436821.11     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD3226 12-01-51                                                    | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1559225 | PA      | $1353212.80    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ6558 09-01-51                                                    | CUSIP: 3140KSJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3199840 | PA      | $2777083.21    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6871 04-01-51                                                    | CUSIP: 3140XAT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23606 | PA      | $20487.62      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW2934 06-01-52                                                    | CUSIP: 3140MUHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     798839 | PA      | $696991.69     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8220 06-01-52                                                    | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6903943 | PA      | $6261607.26    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT4304 08-01-51                                                    | CUSIP: 3140LSYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      33984 | PA      | $29694.31      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5040 06-01-53                                                    | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   63870473 | PA      | $65905769.15   | 0.23%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7737 11-01-50                                                    | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7726044 | PA      | $6800016.08    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM4969 12-01-50                                                    | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4113523 | PA      | $3465540.22    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6491 06-01-53                                                    | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13848583 | PA      | $14507387.60   | 0.05%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6468 06-01-53                                                    | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4045005 | PA      | $4235010.58    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6490 06-01-53                                                    | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5099922 | PA      | $5310624.77    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6486 06-01-53                                                    | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14407350 | PA      | $14885919.21   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6465 06-01-53                                                    | CUSIP: 3140QSFF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10460569 | PA      | $10831166.29   | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6485 06-01-53                                                    | CUSIP: 3140QSF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22682114 | PA      | $23390249.50   | 0.08%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9287 06-01-53                                                    | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2882584 | PA      | $3063699.75    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9279 06-01-53                                                    | CUSIP: 3133KRJY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7584812 | PA      | $7912415.58    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9288 06-01-53                                                    | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4246864 | PA      | $4507341.51    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9289 06-01-53                                                    | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4331859 | PA      | $4588477.87    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9290 06-01-53                                                    | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2479629 | PA      | $2625043.89    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9281 06-01-53                                                    | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4449765 | PA      | $4607419.87    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9291 06-01-53                                                    | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1501513 | PA      | $1563286.95    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9292 06-01-53                                                    | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4489339 | PA      | $4700225.68    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9283 06-01-53                                                    | CUSIP: 3133KRJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6824822 | PA      | $7051631.54    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9294 06-01-53                                                    | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5016150 | PA      | $5247278.87    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9284 06-01-53                                                    | CUSIP: 3133KRJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3847808 | PA      | $4034896.14    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9295 06-01-53                                                    | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1400692 | PA      | $1499597.49    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE7695 08-01-52                                                    | CUSIP: 3133BHRQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14811378 | PA      | $14906289.04   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5216 12-01-53                                                    | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3518447 | PA      | $3621801.76    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5166 10-01-53                                                    | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9599865 | PA      | $9884788.61    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5190 11-01-53                                                    | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3095685 | PA      | $3156243.27    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4053 10-01-53                                                    | CUSIP: 3132E0QE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20030070 | PA      | $20679304.25   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3083 02-01-52                                                    | CUSIP: 3140MGM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     772303 | PA      | $640890.68     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV4172 03-01-52                                                    | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     834722 | PA      | $692496.68     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8372 11-01-53                                                    | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2957326 | PA      | $3015180.19    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8362 09-01-53                                                    | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1178799 | PA      | $1202452.84    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8396 01-01-54                                                    | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7228320 | PA      | $7434146.31    | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5247 01-01-54                                                    | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1984696 | PA      | $2041975.93    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG5436 06-01-53                                                    | CUSIP: 3133C6BD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21099091 | PA      | $21374581.92   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8402 02-01-54                                                    | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3302978 | PA      | $3394057.46    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7438 11-01-53                                                    | CUSIP: 3140QTHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8233797 | PA      | $8490321.44    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7122 09-01-53                                                    | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7935248 | PA      | $8180820.22    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7480 11-01-53                                                    | CUSIP: 3140QTJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5930280 | PA      | $6110270.28    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7862 01-01-54                                                    | CUSIP: 3140QTWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7296137 | PA      | $7515123.23    | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0856 02-01-54                                                    | CUSIP: 3142GQ5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     136148 | PA      | $141769.64     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7932 02-01-54                                                    | CUSIP: 3140QTY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17844322 | PA      | $18392267.92   | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7933 02-01-54                                                    | CUSIP: 3140QTY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10288461 | PA      | $10689649.18   | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7617 12-01-53                                                    | CUSIP: 3140QTPB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29347912 | PA      | $30230197.97   | 0.11%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4897 02-01-54                                                    | CUSIP: 3132DSNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25725525 | PA      | $26496081.34   | 0.09%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QG7218 07-01-53                                                    | CUSIP: 3133C8AT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1219325 | PA      | $1257867.02    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1785 06-01-54                                                    | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4671805 | PA      | $4828324.12    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8755 06-01-54                                                    | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4257950 | PA      | $4398117.93    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ1855 06-01-54                                                    | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7489114 | PA      | $7572879.83    | 0.03%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1857 06-01-54                                                    | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1807514 | PA      | $1848126.73    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8153 06-01-54                                                    | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3849996 | PA      | $4012758.07    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8447 07-01-54                                                    | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3600343 | PA      | $3697609.97    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5421 07-01-54                                                    | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7494341 | PA      | $7694769.31    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4699 07-01-54                                                    | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5025561 | PA      | $5144370.35    | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4700 07-01-54                                                    | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2112723 | PA      | $2182644.07    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI8872 07-01-54                                                    | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2612937 | PA      | $2674576.48    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI8874 07-01-54                                                    | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     908158 | PA      | $937893.36     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8842 07-01-54                                                    | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2025876 | PA      | $2073974.05    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1963 07-01-54                                                    | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     541110 | PA      | $553775.68     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8317 07-01-54                                                    | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     555373 | PA      | $584911.19     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7690 08-01-54                                                    | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     181643 | PA      | $189294.84     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI3333 04-01-54                                                    | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     238918 | PA      | $249239.45     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5692 05-01-54                                                    | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     319334 | PA      | $333309.03     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6047 08-01-54                                                    | CUSIP: 3132DTWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1037072 | PA      | $1093414.72    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6035 08-01-54                                                    | CUSIP: 3132DTV49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     675195 | PA      | $708984.26     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS8467 07-01-54                                                    | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     263229 | PA      | $270945.78     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS9189 05-01-52                                                    | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1742689 | PA      | $1453360.58    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 BU5049 10-01-54                                                    | CUSIP: 3140M6TF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     592894 | PA      | $622166.66     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS3056 10-01-52                                                    | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7411849 | PA      | $6169719.17    | 0.02%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD5485 09-01-51                                                    | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     798843 | PA      | $695365.29     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3055 07-01-50                                                    | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      17499 | PA      | $15189.49      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2644 01-01-52                                                    | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2454203 | PA      | $2129943.54    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5552 12-01-54                                                    | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16004011 | PA      | $16100515.26   | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                  | FMBT 2024-FBLU A 144A FRN 12-15-39                                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4001000 | PA      | $4004792.95    | 0.01%             | 2039-12-15      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5531 11-01-54                                                    | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4184 | PA      | $4256.17       | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3163 12-01-54                                                    | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19270188 | PA      | $19480792.20   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9616 12-01-54                                                    | CUSIP: 3140QVVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12775058 | PA      | $13056581.63   | 0.05%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9675 12-01-54                                                    | CUSIP: 3140QVXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1668874 | PA      | $1726559.92    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5234 12-01-54                                                    | CUSIP: 3140M6Y80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     887281 | PA      | $906856.46     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX0376 12-01-54                                                    | CUSIP: 31425UM28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8604845 | PA      | $8796870.93    | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8469 10-01-54                                                    | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26677879 | PA      | $27141380.41   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DA7881 03-01-54                                                    | CUSIP: 3140A8XK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5613968 | PA      | $5712936.56    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI1404 03-01-54                                                    | CUSIP: 3133W7RZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5379389 | PA      | $5483813.55    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8494 01-01-55                                                    | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       7579 | PA      | $7709.38       | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5472 09-01-54                                                    | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6389513 | PA      | $6638065.21    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC1349 09-01-54                                                    | CUSIP: 3140ANQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      48367 | PA      | $50292.15      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8475 11-01-54                                                    | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2510004 | PA      | $2553359.50    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5586 01-01-55                                                    | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      10180 | PA      | $10354.55      | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB6947 07-01-54                                                    | CUSIP: 3140AGWH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     553058 | PA      | $576352.74     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Z40273 10-01-48                                                        | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     794561 | PA      | $801814.87     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9792 12-01-50                                                    | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     316415 | PA      | $318928.79     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ3931 09-01-54                                                    | CUSIP: 3133CULL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      78893 | PA      | $81962.45      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8795 08-01-54                                                    | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2265942 | PA      | $2327410.33    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB9737 01-01-55                                                    | CUSIP: 3140QVZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8913817 | PA      | $9011013.43    | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9736 01-01-55                                                    | CUSIP: 3140QVZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      91222 | PA      | $90524.42      | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3187 10-01-54                                                    | CUSIP: 3142GTRH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     501721 | PA      | $515374.60     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5792 08-01-55                                                    | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5198838 | PA      | $5287847.17    | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3296 08-01-54                                                    | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       4749 | PA      | $4881.52       | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3459 09-01-54                                                    | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1644 | PA      | $1687.87       | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3262 09-01-54                                                    | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2512 | PA      | $2577.83       | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CC0879 08-01-55                                                    | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      46301 | PA      | $48332.62      | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1039 08-01-52                                                    | CUSIP: 31427NEM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1971358 | PA      | $1785333.03    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6892 04-01-52                                                    | CUSIP: 3140XNUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     126440 | PA      | $104967.49     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3345 04-01-52                                                    | CUSIP: 3140QNWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     123540 | PA      | $102490.67     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9921 12-01-51                                                    | CUSIP: 3140XEAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7750451 | PA      | $7019102.67    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS5083 03-01-52                                                    | CUSIP: 3140XLUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1105774 | PA      | $1007497.48    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1564 06-01-52                                                    | CUSIP: 31427NW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     435321 | PA      | $395452.59     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0050 09-01-55                                                    | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       4482 | PA      | $4599.38       | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0027 07-01-55                                                    | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     244523 | PA      | $248709.78     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SL1315 05-01-55                                                    | CUSIP: 31427NN96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     101494 | PA      | $105502.42     | 0.00%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SL2621 07-01-52                                                    | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6937603 | PA      | $6020985.72    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FA2839 07-01-52                                                    | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5554237 | PA      | $4822310.36    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FP0128 06-01-54                                                    | CUSIP: 3140XTEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8159926 | PA      | $8477338.44    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FA2842 07-01-55                                                    | CUSIP: 3140W3EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   54790574 | PA      | $56954691.84   | 0.20%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FA2843 03-01-55                                                    | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15880028 | PA      | $16521486.37   | 0.06%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FP0130 12-01-54                                                    | CUSIP: 3140XTEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3285338 | PA      | $3413131.31    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8609 01-01-51                                                    | CUSIP: 3140QGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     189620 | PA      | $164806.64     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNGT 2001-T10 A1 7.0% 12-25-41                                                   | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      22075 | PA      | $22909.49      | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SPCS SERIES K-174              | FHMS K-174 A2 FRN 10-25-35                                                       | CUSIP: 3137HNWM6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1000000 | PA      | $1023412.00    | 0.00%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SL2625 07-01-55                                                    | CUSIP: 31427P4K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14984797 | PA      | $15567706.02   | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 190445 03-01-55                                                    | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   66919576 | PA      | $69522747.30   | 0.24%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-2A                                                                   | SCFET 2025-2A D 144A 5.33% 06-20-36                                              | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     276000 | PA      | $282178.26     | 0.00%             | 2036-06-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 A2 4.28% 01-15-29                                                   | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2110000 | PA      | $2114777.04    | 0.01%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 D 4.95% 01-15-32                                                    | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1479000 | PA      | $1498576.04    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                   | TOTALENERGIES CAPITAL USA LLC SR UNSEC 4.248% 01-13-31                           | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   49775000 | PA      | $50231785.18   | 0.18%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK SR UNSEC 4.144% 01-27-29/28                                          | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4010788.00    | 0.01%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 4.597% 01-27-32/31                                | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2527000.00    | 0.01%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.902% 02-12-36                            | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     289000 | PA      | $294123.68     | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.215% 02-12-31                            | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   12095000 | PA      | $12196924.57   | 0.04%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.55% 06-15-33                             | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4643000 | PA      | $4697160.60    | 0.02%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 4.8% 03-15-36                                  | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1704452.30    | 0.01%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC SR UNSEC 4.1% 02-12-31                                                  | CUSIP: 92826CAZ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   13880000 | PA      | $14047226.24   | 0.05%             | 2031-02-12      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.182% 01-23-30/29                                     | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $7050844.98    | 0.02%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.96% 01-23-37/36                                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   27857000 | PA      | $27973776.54   | 0.10%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_23-A2                                   | BACCT 2023-A2 A2 4.98% 11-15-28                                                  | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7806000 | PA      | $7874107.35    | 0.03%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 B 5.43% 08-15-28                                                    | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1453843 | PA      | $1455923.73    | 0.01%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                            | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1449398.79    | 0.01%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.35% 03-01-29                                                 | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2528485.00    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 2.75% 12-15-29                      | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2169326.45    | 0.01%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2922111.00    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.3% 06-01-27                                                  | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     550000 | PA      | $539733.70     | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.65% 02-01-28                                                 | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2315215.59    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.9% 07-15-32                                              | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2060492.00    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.2% 07-15-35                                              | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5169435.00    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.35% 09-22-31/30                                      | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2984000 | PA      | $3004756.70    | 0.01%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.15% 05-01-30                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3959000 | PA      | $4101215.20    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                 | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3056000 | PA      | $2775816.75    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                 | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9233000 | PA      | $8332911.76    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.25% 02-01-28                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9243877.50    | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.651% 03-11-32/31                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92743.20      | 0.00%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.687% 04-22-32/31                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1787450.20    | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32777000 | PA      | $29579734.76   | 0.10%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                          | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5325000 | PA      | $5066439.30    | 0.02%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31                                 | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2227000 | PA      | $2029716.75    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                       | BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26                               | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1647933.52    | 0.01%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.972% 02-04-33/32                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7915000 | PA      | $7318818.46    | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 2.95% 03-15-32                                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4210834.50    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.571% 04-27-33/32                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4457000 | PA      | $4476419.15    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1187960.44    | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 5.05% 06-15-35                                                 | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3250781.10    | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3300000 | PA      | $3462317.10    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 4.8% 03-30-30                               | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   27842000 | PA      | $28675144.01   | 0.10%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.857% 03-30-29/03-31-28             | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2546840.00    | 0.01%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.5% 01-15-31                                | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   13675000 | PA      | $13963542.50   | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1082079.60    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.3% 05-15-35                                              | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2096000 | PA      | $2194038.30    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                     | CITIBANK NA SR UNSEC 4.914% 05-29-30                                             | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    8775000 | PA      | $9066935.48    | 0.03%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 4.885% 07-03-31/30                            | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1698000 | PA      | $1733493.29    | 0.01%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 4.634% 07-03-29/28                            | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2250000 | PA      | $2277648.00    | 0.01%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                    | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1520830.50    | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO SR UNSEC 3.75% 03-14-29                                           | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001198.00    | 0.01%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | KSA IJARAH SUKUK LTD 144A LIFE 4.25% 09-09-30                                    | CUSIP: 50116FAA0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   32255000 | PA      | $32388729.23   | 0.11%             | 2030-09-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                           | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   10285000 | PA      | $10262290.72   | 0.04%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35             | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4389432.60    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.8% 11-15-28                                | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4102345.20    | 0.01%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27                                 | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   27016000 | PA      | $26881919.59   | 0.09%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.25% 01-30-31                                          | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $5087146.24    | 0.02%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.65% 02-01-34              | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    6730000 | PA      | $7150631.73    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GOVERNMENT INTERNATIONAL BOND 4.85% 01-22-29                               | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    6885000 | PA      | $7048518.75    | 0.02%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO SR UNSEC 4.95% 07-01-27                                            | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6605198.78    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                          | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1097628.39    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 5.297% 05-09-31/30                                  | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1755930.00    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                          | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1232253.16    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.8% 01-15-31                                           | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8485703.00    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KUWAIT STATE OF (GOVERNMENT)                                                    | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A LIFE 4.016% 10-09-28                   | CUSIP: 501499AD9<br>LEI: 2549005G75NMAK8TM233 | Long             | DBT              | NUSS              | KW        |   16750000 | PA      | $16844637.50   | 0.06%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | PROVINCE OF ONTARIO CANADA 3.9% 09-04-30                                         | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   11889000 | PA      | $11995685.94   | 0.04%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND 3.25% 04-06-26                  | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     472000 | PA      | $472048.14     | 0.00%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                      | PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27                                   | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   10528000 | PA      | $10476979.21   | 0.04%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.85% 12-01-35                           | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4869000 | PA      | $4908054.25    | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.2% 12-01-30                            | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   31555000 | PA      | $31805483.59   | 0.11%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.625% 02-15-29                                      | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $48931640.00   | 0.17%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-51                                      | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     578100 | PA      | $337498.88     | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                      | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17700000 | PA      | $17410992.63   | 0.06%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 10-31-28                                      | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48250000 | PA      | $45803575.43   | 0.16%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE8579 08-01-52                                                    | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     189384 | PA      | $188802.01     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS5554 11-01-52                                                    | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3088278 | PA      | $3068442.25    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5105 08-01-53                                                    | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7655313 | PA      | $7594782.45    | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2026-2                                                                    | VERUS 2026-2 A1 144A FRN 02-25-71                                                | CUSIP: 92490GAF5<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-CBDO         | CORP              | US        |   13468000 | PA      | $13491703.68   | 0.05%             | 2071-02-25      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FA1162 04-01-55                                                    | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7434 | PA      | $7629.84       | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4459 04-01-55                                                    | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2402 | PA      | $2465.88       | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY6303 06-01-55                                                    | CUSIP: 31426RAD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15389267 | PA      | $15807300.98   | 0.06%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ1163 08-01-54                                                    | CUSIP: 3133CRJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     234388 | PA      | $240670.08     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7411 06-01-51                                                    | CUSIP: 3140KTGV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2300166 | PA      | $1919725.41    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA7021 09-01-50                                                    | CUSIP: 3140QEYT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2041586 | PA      | $1700500.42    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3449 05-01-55                                                    | CUSIP: 31426MZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1048349 | PA      | $1076487.15    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4791 07-01-54                                                    | CUSIP: 3140M6KD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     981706 | PA      | $1008589.47    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1413 04-01-55                                                    | CUSIP: 31427NSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      29477 | PA      | $30263.72      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1416 04-01-55                                                    | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2249829 | PA      | $2309307.61    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ0957 07-01-54                                                    | CUSIP: 3133CRB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     102864 | PA      | $105764.17     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 1.75% 06-15-30                           | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   10940000 | PA      | $9974709.10    | 0.03%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.45% 03-02-26        | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5445000 | PA      | $5445000.00    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-3                                           | VERUS 2023-3 A1 144A 5.93% 03-25-68                                              | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1079434 | PA      | $1078467.86    | 0.00%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                                           | VERUS 2023-5 A1 144A 6.476% 06-25-68                                             | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |    6470705 | PA      | $6488150.33    | 0.02%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2                                                                    | VERUS 2024-2 A1 144A 6.095% 02-25-69                                             | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |    3923762 | PA      | $3961999.06    | 0.01%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                                           | VERUS 2024-3 A1 144A 6.338% 04-25-69                                             | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |   13560078 | PA      | $13744725.96   | 0.05%             | 2069-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A1 144A 6.218% 06-25-69                                             | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |    7013518 | PA      | $7108565.44    | 0.02%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                    | VERUS 2024-8 A1 144A FRN 10-25-69                                                | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |    5034260 | PA      | $5073104.31    | 0.02%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                        | VERUS 2024-R1 A1 144A FRN 09-25-69                                               | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2847665 | PA      | $2868985.36    | 0.01%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-7                                           | VERUS 2024-7 A1 144A FRN 09-25-69                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-CBDO         | CORP              | US        |     832710 | PA      | $836606.65     | 0.00%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-INV2                                        | VERUS 2024-INV2 A1 144A 5.332% 08-26-69                                          | CUSIP: 92540NAA1<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-CBDO         | CORP              | US        |    4937257 | PA      | $4975436.86    | 0.02%             | 2069-08-26      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                    | VERUS 2024-9 A1 144A FRN 11-25-69                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |    5421945 | PA      | $5472879.13    | 0.02%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-4                                                                    | VERUS 2023-4 A1 144A 5.811% 05-25-68                                             | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-CBDO         | CORP              | US        |    1798897 | PA      | $1799102.45    | 0.01%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-7                                                                    | VERUS 2023-7 A1 144A 7.07% 10-25-68                                              | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-CBDO         | CORP              | US        |    2541968 | PA      | $2570539.97    | 0.01%             | 2068-10-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-3                                                                    | VERUS 2025-3 A1 144A 5.623% 05-25-70                                             | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    9884648 | PA      | $10011191.09   | 0.03%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-5                                                                    | VERUS 2025-5 A1 144A 5.427% 06-25-70                                             | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-CBDO         | CORP              | US        |    6228470 | PA      | $6294890.29    | 0.02%             | 2070-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                    | VERUS 2024-5 A1 144A 6.192% 06-25-69                                             | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |   14530110 | PA      | $14738283.05   | 0.05%             | 2069-06-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                                   | VERUS 2025-R1 A1 144A 5.402% 05-25-65                                            | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |   20401267 | PA      | $20669727.06   | 0.07%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 D 6.03% 11-15-29                                                    | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2892000 | PA      | $2950184.15    | 0.01%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 C 5.65% 04-16-29                                                    | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4696000 | PA      | $4733286.24    | 0.02%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_24-25                                                   | BATLN 2024-25A C CLO 144A FRN 03-13-37                                           | CUSIP: 07134FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2403432.00    | 0.01%             | 2037-03-13      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_24-A1                                   | BACCT 2024-A1 A 4.93% 05-15-29                                                   | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14833000 | PA      | $15057363.96   | 0.05%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-2                        | BLAST 2024-2 A3 5.84% 06-15-28                                                   | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2662580 | PA      | $2666382.48    | 0.01%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                    | BLAST 2024-3 A3 5.34% 04-17-28                                                   | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1656522 | PA      | $1658064.01    | 0.01%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                   | BJETS 2024-2A A 144A 5.364% 09-15-39                                             | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1243930 | PA      | $1264025.29    | 0.00%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 A3 4.72% 09-15-28                                                   | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4275768 | PA      | $4283335.86    | 0.01%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                    | BMO 2024-5C8 AS FRN 12-15-57                                                     | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5450000 | PA      | $5720696.05    | 0.02%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                    | BLAST 2025-1 A3 4.67% 08-15-28                                                   | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6064856 | PA      | $6074396.50    | 0.02%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                  | BATLN 2018-12A ARR CLO 144A FRN 05-17-31                                         | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |    1381709 | PA      | $1382289.52    | 0.00%             | 2031-05-17      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| BEACN 2021-1A                                                                   | BEACN 2021-1A A 144A 2.25% 10-22-46                                              | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     779733 | PA      | $735190.34     | 0.00%             | 2046-10-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-2                                                                    | BLAST 2025-2 A2 4.84% 01-18-28                                                   | CUSIP: 10807HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1886475 | PA      | $1888748.59    | 0.01%             | 2028-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                        | BLAST 2025-3 A2 4.73% 02-15-28                                                   | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4529078 | PA      | $4534657.69    | 0.02%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BARK 2021-1A                                                                    | BARK 2021-1A AR CLO 144A FRN 04-20-34                                            | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-O            | CORP              | KY        |   12000000 | PA      | $12005880.00   | 0.04%             | 2034-04-20      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                                  | BLUEM 2021-31A A1R CLO 144A FRN 04-19-34                                         | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   16938000 | PA      | $16966117.08   | 0.06%             | 2034-04-19      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                                  | BLUEM 2021-31A CR CLO 144A FRN 04-19-34                                          | CUSIP: 09631BAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2491000 | PA      | $2493142.26    | 0.01%             | 2034-04-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-4                                                                    | BLAST 2025-4 A3 4.24% 10-15-29                                                   | CUSIP: 10807UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $13041665.00   | 0.05%             | 2029-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7                                                                    | VERUS 2025-7 A1 144A 5.129% 08-25-70                                             | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |    8965994 | PA      | $9032190.30    | 0.03%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-8                                                                    | VERUS 2025-8 A1A 144A 4.869% 09-25-70                                            | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-CBDO         | CORP              | US        |   10212110 | PA      | $10246361.13   | 0.04%             | 2070-09-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                   | WFCM 2016-C34 A4 3.096% 06-15-49                                                 | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |    7178814 | PA      | $7154714.70    | 0.02%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     765000 | PA      | $759173.00     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC SR UNSEC 3.2% 07-01-26                                                | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13456867.50   | 0.05%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200013.60     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2267538.00    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR SEC 1ST LIEN 4.85% 04-01-36           | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3024000 | PA      | $3034526.54    | 0.01%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                               | CPPIB CAPITAL 144A SR UNSEC FRN (SOFR+125) 03-11-26                              | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |    9893000 | PA      | $9905270.29    | 0.03%             | 2026-03-11      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                               | CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26                                 | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |   12181000 | PA      | $12012473.43   | 0.04%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                   | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26                  | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |    6158000 | PA      | $6061627.30    | 0.02%             | 2026-10-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                   | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 10-20-31                      | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |    2296000 | PA      | $2053833.99    | 0.01%             | 2031-10-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 4.725% 02-06-32/31                                  | CUSIP: 25160PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30429000 | PA      | $30696318.77   | 0.11%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 4.85% 03-01-36                                   | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7452895.20    | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 BN1087 01-01-34                                                    | CUSIP: 3140JHF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       5324 | PA      | $5329.83       | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS AV0637 11-01-28                                                        | CUSIP: 3138XBV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8403 | PA      | $8362.62       | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BN3184 06-01-33                                                    | CUSIP: 3140JKRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     124138 | PA      | $121027.79     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ8411 08-01-49                                                    | CUSIP: 3140HAKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1133490 | PA      | $1089155.60    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1277 11-01-41                                                    | CUSIP: 31419BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      85014 | PA      | $87513.33      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BJ5015 12-01-47                                                    | CUSIP: 3140H6SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      69810 | PA      | $68986.40      | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ4901 03-01-48                                                    | CUSIP: 3140H6NT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     412739 | PA      | $397204.63     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK9743 08-01-48                                                    | CUSIP: 3140HPZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17391 | PA      | $17179.01      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1290 02-01-42                                                    | CUSIP: 31419BNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     118679 | PA      | $122050.92     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2848 05-01-47                                                    | CUSIP: 3140GREW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      77264 | PA      | $74524.97      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8742 05-01-47                                                    | CUSIP: 3140FUWC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     151486 | PA      | $146304.85     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1443 09-01-49                                                    | CUSIP: 3140X4S98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3223787 | PA      | $3096724.45    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1062 06-01-49                                                    | CUSIP: 3140X4FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4295626 | PA      | $4135322.09    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 931768 08-01-39                                                    | CUSIP: 31412QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      26581 | PA      | $27387.11      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AT0300 03-01-43                                                        | CUSIP: 3138WMKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37123 | PA      | $36402.17      | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2847 05-01-47                                                    | CUSIP: 3140GREV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22724 | PA      | $21865.09      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AD3566 10-01-35                                                    | CUSIP: 31418Q6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17258 | PA      | $17683.42      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2846 05-01-47                                                    | CUSIP: 3140GREU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      86233 | PA      | $83173.58      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56591 06-01-48                                                        | CUSIP: 3132Y0KD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150456 | PA      | $144167.93     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 695412 06-01-33                                                    | CUSIP: 31400RR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2103 | PA      | $2156.38       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54700 03-01-48                                                        | CUSIP: 3132XXGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     438568 | PA      | $421156.92     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q19133 06-01-43                                                        | CUSIP: 3132JASX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298416 | PA      | $288662.86     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK5232 05-01-48                                                    | CUSIP: 3140HJY62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      40866 | PA      | $40368.37      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56175 05-01-48                                                        | CUSIP: 3132XY2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29584 | PA      | $29275.77      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AB7551 01-01-28                                                    | CUSIP: 31417EL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4119 | PA      | $4072.35       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZK3899 02-01-27                                                    | CUSIP: 3131X7KL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       4579 | PA      | $4545.94       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.0 V60622 11-01-29                                                         | CUSIP: 3132KEVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111057 | PA      | $109899.08     | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AW1249 05-01-29                                                    | CUSIP: 3138XQL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18840 | PA      | $18513.23      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AB9935 07-01-28                                                    | CUSIP: 31417HBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      84734 | PA      | $83783.30      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AS0756 10-01-28                                                    | CUSIP: 3138W9ZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     139563 | PA      | $138168.19     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AS1063 11-01-28                                                    | CUSIP: 3138WAFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     219105 | PA      | $216865.49     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AX3593 06-01-27                                                    | CUSIP: 3138Y47F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25061 | PA      | $24903.89      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AB4920 04-01-27                                                    | CUSIP: 31417BPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      65958 | PA      | $65491.44      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AB9654 06-01-28                                                    | CUSIP: 31417GWQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      78688 | PA      | $77852.62      | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AS1296 12-01-28                                                    | CUSIP: 3138WANN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     155468 | PA      | $153845.51     | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J30209 12-01-29                                                         | CUSIP: 31307LGS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2949 | PA      | $2930.63       | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AS0905 11-01-28                                                    | CUSIP: 3138WAAF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     100763 | PA      | $100329.06     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J28964 08-01-29                                                         | CUSIP: 31307H5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29013 | PA      | $28847.41      | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AL5688 08-01-29                                                    | CUSIP: 3138ENKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     197655 | PA      | $196748.28     | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AS1641 02-01-29                                                    | CUSIP: 3138WAZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      99042 | PA      | $98611.25      | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AL4843 02-01-29                                                    | CUSIP: 3138EMLZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     138587 | PA      | $137948.17     | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 G14278 10-01-26                                                         | CUSIP: 3128MC6P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26500 | PA      | $26428.95      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AJ9184 01-01-27                                                    | CUSIP: 3138E2F26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      15529 | PA      | $15445.69      | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AT0321 04-01-28                                                    | CUSIP: 3138WMLB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       6790 | PA      | $6735.92       | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J17236 11-01-26                                                         | CUSIP: 3128PXBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7984 | PA      | $7954.13       | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AX1256 08-01-29                                                    | CUSIP: 3138Y2ME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20501 | PA      | $20334.60      | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6816 02-01-52                                                    | CUSIP: 3133KNSD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4537052 | PA      | $3764006.25    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8507 02-01-55                                                    | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9423302 | PA      | $9671955.04    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8506 02-01-55                                                    | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       2510 | PA      | $2552.79       | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8516 03-01-55                                                    | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1268200 | PA      | $1301664.46    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8496 01-01-55                                                    | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     443561 | PA      | $455265.68     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5615 02-01-55                                                    | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6163949 | PA      | $6328458.37    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5647 03-01-55                                                    | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2094289 | PA      | $2150235.36    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8491 12-01-54                                                    | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3193667 | PA      | $3212924.78    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX6698 02-01-55                                                    | CUSIP: 31426CNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     220702 | PA      | $230370.45     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB6174 06-01-54                                                    | CUSIP: 3140AF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      43381 | PA      | $45094.65      | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC4927 10-01-54                                                    | CUSIP: 3140ASPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     271069 | PA      | $281694.99     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC9365 01-01-55                                                    | CUSIP: 3140AXMP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11405 | PA      | $11875.27      | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB4021 05-01-54                                                    | CUSIP: 3140ADPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      56101 | PA      | $58887.74      | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ8297 10-01-54                                                    | CUSIP: 3133D0GE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      17621 | PA      | $18546.08      | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD4797 02-01-55                                                    | CUSIP: 3140B5KK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      36023 | PA      | $38233.27      | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX2588 12-01-54                                                    | CUSIP: 31425W2W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     549504 | PA      | $577218.45     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ0973 07-01-54                                                    | CUSIP: 3133CRCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     184154 | PA      | $192179.88     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ0143 07-01-54                                                    | CUSIP: 3133CQEQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     515886 | PA      | $538670.54     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB2704 04-01-54                                                    | CUSIP: 3140ACAE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     344790 | PA      | $364288.57     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX6931 02-01-55                                                    | CUSIP: 31426CVZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     840593 | PA      | $873796.23     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 RB5317 10-01-44                                                    | CUSIP: 3133KY4A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     238125 | PA      | $247588.61     | 0.00%             | 2044-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5674 04-01-55                                                    | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33460882 | PA      | $34343847.41   | 0.12%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8525 04-01-55                                                    | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8359921 | PA      | $8581250.20    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 03-01-56                                                       | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1445000 | PA      | $1468393.11    | 0.01%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.0 UMBS TBA 03-01-56                                                       | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17485371 | PA      | $15815535.55   | 0.06%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 03-01-56                                                       | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   87303756 | PA      | $89560121.57   | 0.31%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26                            | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    6750000 | PA      | $6711234.75    | 0.02%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                    | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     267000 | PA      | $246703.19     | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                         | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   20850000 | PA      | $20695897.65   | 0.07%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 2.375% 07-15-31                                                 | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1404133.79    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                    | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1136000 | PA      | $1086362.48    | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                    | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13875000 | PA      | $13993728.38   | 0.05%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7259000 | PA      | $7650129.44    | 0.03%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 3.125% 03-15-27                                                 | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8267794.90    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 3.375% 03-15-29                                                 | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3459000 | PA      | $3399854.56    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $3011841.63    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 4.5% 06-30-28                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1934000 | PA      | $1955291.41    | 0.01%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                    | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    7250000 | PA      | $7512906.75    | 0.03%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.2% 03-15-31                             | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    7376000 | PA      | $7412455.88    | 0.03%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | INTUIT INC SR UNSEC 1.35% 07-15-27                                               | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1282372.10    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 3.05% 08-12-51                                               | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4635000 | PA      | $2916045.36    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 4.15% 08-05-32                                               | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8318491.00    | 0.03%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   14500000 | PA      | $17341289.50   | 0.06%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 5.125% 02-10-30                                              | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12389676.00   | 0.04%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2174000 | PA      | $2270871.27    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18888000 | PA      | $19460098.63   | 0.07%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13596000 | PA      | $13849728.55   | 0.05%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                  | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7555000 | PA      | $7623085.66    | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                  | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4231348.00    | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                  | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5703000 | PA      | $5721238.19    | 0.02%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                   | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16593000 | PA      | $16567927.98   | 0.06%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 3.782% 02-01-28/27                                  | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4989970.00    | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.764% 11-19-31/30                                  | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     358000 | PA      | $320759.05     | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13380000 | PA      | $12011694.30   | 0.04%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.58% 04-22-32/31                                   | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4699000 | PA      | $4338281.27    | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11643000 | PA      | $10608018.80   | 0.04%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                             | J M SMUCKER CO SR UNSEC 5.9% 11-15-28                                            | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    4657000 | PA      | $4885234.91    | 0.02%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                             | J M SMUCKER CO SR UNSEC 6.2% 11-15-33                                            | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2720006.44    | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5371000 | PA      | $5419704.23    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                         | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     101000 | PA      | $101834.87     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                            | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                      | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   10832000 | PA      | $11130789.89   | 0.04%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                       | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    3872000 | PA      | $3915997.54    | 0.01%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.125% 01-15-31                       | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    2499000 | PA      | $2542345.16    | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 2.25% 10-01-30                        | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1077774.22    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                             | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2150000 | PA      | $2139815.45    | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP SR UNSEC 4.45% 05-15-28                                     | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    6968000 | PA      | $7065036.37    | 0.02%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 01-15-27                                 | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5629553.66    | 0.02%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                 | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    6114000 | PA      | $6443306.15    | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 5.985% 08-07-27/26                             | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6785000 | PA      | $6842943.90    | 0.02%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                 | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   18410000 | PA      | $18895379.65   | 0.07%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.831% 04-19-35/34                                       | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $4762212.35    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.042% 07-19-30/29                                       | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1929568.13    | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.3% 08-15-29                                        | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4980000 | PA      | $5061183.96    | 0.02%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.75% 08-15-34                                       | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5923000 | PA      | $6016707.78    | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.35% 01-15-32                                           | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10139920.00   | 0.04%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                 | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18480000 | PA      | $19021999.92   | 0.07%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                 | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3616000 | PA      | $3714051.46    | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                               | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3205000 | PA      | $3362365.50    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                          | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     814000 | PA      | $834731.77     | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 4.6% 03-01-28                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5581988.50    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   24807000 | PA      | $25506358.94   | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   30295000 | PA      | $31389406.88   | 0.11%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   17177000 | PA      | $17792366.03   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                       | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2236950.70    | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 4.5% 05-06-30                                | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15232950.00   | 0.05%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                              | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3620641.50    | 0.01%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSEC 4.8% 02-15-31                                                   | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2042260.00    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSEC 5.4% 09-15-35                                                   | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $2102568.05    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.2% 07-15-27                                | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12054156.00   | 0.04%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.5% 10-15-31                                | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9096678.00    | 0.03%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 4.15% 08-25-28      | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5039535.00    | 0.02%             | 2028-08-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.527% 09-12-31/30                   | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13500000 | PA      | $13664943.00   | 0.05%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                       | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30369000 | PA      | $30446744.64   | 0.11%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                       | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17378000 | PA      | $17295384.99   | 0.06%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.133% 10-18-29/28                                       | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13335000 | PA      | $13357309.46   | 0.05%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 1.642% 06-14-27/26                                    | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19866380.00   | 0.07%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33        | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     747000 | PA      | $753477.24     | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                    | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2791997.82    | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP SR UNSEC 4.7% 03-15-33                                     | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    8697000 | PA      | $8887490.39    | 0.03%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 4.685% 09-01-27                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8700215.80    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.05% 08-01-30                                    | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4288000 | PA      | $4462723.14    | 0.02%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.375% 01-01-32                               | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4270117.20    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.45% 09-26-30                                              | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $24035970.00   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.8% 09-26-32                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   27020000 | PA      | $26412482.32   | 0.09%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 5.55% 11-01-26                                                | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3198831.15    | 0.01%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10920000 | PA      | $11395631.52   | 0.04%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE OPERATING CO SR UNSEC FRN 04-16-27                                | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   12055000 | PA      | $12106981.16   | 0.04%             | 2027-04-16      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                               | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    5330000 | PA      | $5463825.64    | 0.02%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.85% 08-01-34                | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8816000 | PA      | $8963491.68    | 0.03%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                           | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2740568.00    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 11-01-29                         | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   18773000 | PA      | $19234590.52   | 0.07%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                          | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3957000 | PA      | $4070743.97    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                     | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1052840.00    | 0.00%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.222% 01-29-31/30                     | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7687000 | PA      | $7996201.89    | 0.03%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A B 144A 4.87% 01-15-36                                              | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3026000 | PA      | $3071190.28    | 0.01%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A A 144A 4.5% 11-15-35                                               | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16462000 | PA      | $16635921.03   | 0.06%             | 2035-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS ONSHORE CLO LLC CERB_25-4                                              | CERB 2025-4A A CLO 144A FRN 01-15-38                                             | CUSIP: 15674YAA6<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5004500.00    | 0.02%             | 2038-01-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A A4 144A 4.6% 11-20-31                                              | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4269000 | PA      | $4343523.93    | 0.02%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A A3 144A 4.55% 06-20-30                                             | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8827000 | PA      | $8888533.02    | 0.03%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A A2 144A 4.71% 05-22-28                                             | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295765 | PA      | $295939.08     | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 A3 4.62% 11-15-28                                                   | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5007900 | PA      | $5015812.30    | 0.02%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A                                                                     | SBAT 2024-A C 144A 5.59% 01-15-30                                                | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1247000 | PA      | $1272452.52    | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                    | SSTRT 2025-A B 144A 5.038% 07-25-31                                              | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |     469776 | PA      | $474949.32     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A A3 144A 5.11% 11-21-33                                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10356000 | PA      | $10650907.81   | 0.04%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A A2 144A 4.82% 07-22-30                                             | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250604 | PA      | $251382.75     | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A B 144A 5.23% 09-20-34                                              | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4552000 | PA      | $4760440.63    | 0.02%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A C 144A 5.37% 09-20-34                                              | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1242000 | PA      | $1298970.54    | 0.00%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                 | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                           | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8154918 | PA      | $8145784.26    | 0.03%             | 2032-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                   | SYNIT 2025-A1 A 4.78% 02-15-31                                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11616000 | PA      | $11845334.69   | 0.04%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STCR 2019-1A                                                                    | STCR 2019-1A DRR CLO 144A FRN 04-15-32                                           | CUSIP: 85817BAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2003900.00    | 0.01%             | 2032-04-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| STCR 2019-1A                                                                    | STCR 2019-1A ARR CLO 144A FRN 04-15-32                                           | CUSIP: 85817BAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6194145 | PA      | $6192224.82    | 0.02%             | 2032-04-15      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2                                       | SYNIT 2025-A2 A 4.49% 05-15-31                                                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17525000 | PA      | $17820418.93   | 0.06%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SCCU 2025-1A                                                                    | SCCU 2025-1A A2 144A 4.67% 11-15-28                                              | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14620805 | PA      | $14666626.30   | 0.05%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SEACO 2025-1H                                                                   | SEACO 2025-1H A 144A 6.169% 09-20-45                                             | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10576772 | PA      | $10721091.84   | 0.04%             | 2045-09-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| SBCLN 2024-A                                                                    | SBCLN 2024-A D 144A 6.11% 06-15-32                                               | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4594924 | PA      | $4654773.05    | 0.02%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A3                                       | SYNIT 2025-A3 A 4.06% 11-15-31                                                   | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24999000 | PA      | $25177492.86   | 0.09%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-2A                                                                   | SCFET 2025-2A C 144A 4.82% 06-20-36                                              | CUSIP: 78439XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102405.80     | 0.00%             | 2036-06-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 4.4% 07-15-28                                         | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    3072000 | PA      | $3113333.76    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.2% 01-15-36                         | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $1063321.85    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.3% 06-20-28                         | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1516428.00    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                        | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   17807000 | PA      | $19406887.72   | 0.07%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 01-15-29                        | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15756840.00   | 0.06%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28                     | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   19943000 | PA      | $20673312.66   | 0.07%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 4.875% 06-15-28                                             | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9286000 | PA      | $9506867.51    | 0.03%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.6% 01-15-31                         | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12442000 | PA      | $12723537.58   | 0.04%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.0% 10-15-28                                            | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2523895.00    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.9% 10-15-35                                            | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10245470.00   | 0.04%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.55% 10-15-32                                           | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2042156.00    | 0.01%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC SR UNSEC 5.0% 09-01-35                                                | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7230720.00    | 0.03%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.6% 09-15-32                                       | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3028524.00    | 0.01%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.0% 09-15-28                                       | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7513950.00    | 0.03%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 4.125% 09-30-28                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   16625000 | PA      | $16664634.00   | 0.06%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 4.375% 09-30-30                 | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6500000 | PA      | $6535152.00    | 0.02%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 4.45% 12-15-30                                        | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17102357.00   | 0.06%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 3.12% 09-01-27                             | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1101645.03    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                         | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5015952.48    | 0.02%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 1.9% 06-15-28                                              | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9558390.00    | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28                 | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2550000 | PA      | $2441436.30    | 0.01%             | 2028-07-12      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 1.4% 08-15-26                                         | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   17138000 | PA      | $16931281.44   | 0.06%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                     | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     800000 | PA      | $861127.20     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                     | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6066155.90    | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.9% 10-06-29                           | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5991000 | PA      | $6127474.98    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.692% 10-23-30/29                              | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $4085108.53    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.35% 01-07-30                          | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $9058452.05    | 0.03%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                       | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3411635.50    | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                            | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                       | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3545358.62    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                            | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                       | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    3181000 | PA      | $3232503.57    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO SR UNSEC 4.0% 10-01-28                                          | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10059320.00   | 0.04%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.939% 10-21-36/35                              | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16823000 | PA      | $16769536.51   | 0.06%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.369% 10-21-31/30                              | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25147000 | PA      | $25168475.54   | 0.09%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.153% 10-21-29/28                              | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5617453.76    | 0.02%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.2% 10-27-28                           | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   19313000 | PA      | $19391874.29   | 0.07%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                               | GSCFV 2019-1A B 144A 4.81% 08-17-39                                              | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2770250 | PA      | $2722964.60    | 0.01%             | 2039-08-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $11366855.60   | 0.04%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9993930.00    | 0.03%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 1.15% 06-01-26                                    | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4415796.35    | 0.02%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.4% 04-06-26                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   13440000 | PA      | $13454784.00   | 0.05%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                      | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3488860.46    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.375% 04-15-31                                              | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    9705000 | PA      | $10004564.24   | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                           | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   13198000 | PA      | $13645478.19   | 0.05%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                            | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10171370.00   | 0.04%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.45% 06-24-26                             | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6226000 | PA      | $6252118.07    | 0.02%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.3% 06-24-29                              | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2733000 | PA      | $2830089.83    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.75% 09-26-31                        | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13249366.00   | 0.05%             | 2031-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-32                                      | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9063768.00    | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27               | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30670437 | PA      | $30421247.43   | 0.11%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                      | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  140000000 | PA      | $138540248.00  | 0.48%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BK9761 08-01-48                                                    | CUSIP: 3140HPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      90887 | PA      | $91831.05      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54701 03-01-48                                                        | CUSIP: 3132XXGK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     530828 | PA      | $508645.68     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q52069 11-01-47                                                        | CUSIP: 3132XUJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     786139 | PA      | $756208.64     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q28558 09-01-44                                                        | CUSIP: 3132M9E75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     345588 | PA      | $334146.70     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55971 05-01-48                                                        | CUSIP: 3132XYT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35640 | PA      | $35200.33      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AR1512 01-01-43                                                    | CUSIP: 3138NXVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     261578 | PA      | $253774.42     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54709 03-01-48                                                        | CUSIP: 3132XXGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     514714 | PA      | $494270.46     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56590 06-01-48                                                        | CUSIP: 3132Y0KC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     281240 | PA      | $270415.80     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1248 06-01-41                                                    | CUSIP: 31419BL60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     202705 | PA      | $208793.33     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56589 06-01-48                                                        | CUSIP: 3132Y0KB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165473 | PA      | $159533.94     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4151 09-01-49                                                    | CUSIP: 3140QBTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5741689 | PA      | $5525526.08    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q15874 02-01-43                                                        | CUSIP: 3132J66L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2086 | PA      | $2073.14       | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5017 02-01-45                                                    | CUSIP: 3140FQSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     700482 | PA      | $676101.99     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58378 09-01-48                                                        | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353978 | PA      | $356263.46     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AY1829 12-01-44                                                    | CUSIP: 3138YFA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      19055 | PA      | $18435.76      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT0412 03-01-43                                                    | CUSIP: 3138WMN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     110862 | PA      | $107239.63     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q51622 10-01-47                                                        | CUSIP: 3132XTYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555531 | PA      | $527386.06     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q47615 04-01-47                                                        | CUSIP: 3132WMN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     564036 | PA      | $535924.85     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT3954 04-01-43                                                    | CUSIP: 3138WRMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      54121 | PA      | $52495.96      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56599 06-01-48                                                        | CUSIP: 3132Y0KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59082 | PA      | $58425.54      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q18236 05-01-43                                                        | CUSIP: 3132J9S25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379211 | PA      | $368540.15     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8740 05-01-47                                                    | CUSIP: 3140FUWA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     564185 | PA      | $541980.71     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54782 03-01-48                                                        | CUSIP: 3132XXJ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237325 | PA      | $227664.20     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58411 09-01-48                                                        | CUSIP: 3132Y2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1110366 | PA      | $1119765.12    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55970 05-01-48                                                        | CUSIP: 3132XYT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17466 | PA      | $17250.32      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q17696 04-01-43                                                        | CUSIP: 3132J87J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282490 | PA      | $274454.45     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AZ3371 07-01-30                                                    | CUSIP: 3138YUW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     178826 | PA      | $178039.40     | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J26473 11-01-28                                                         | CUSIP: 31307FFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126463 | PA      | $125978.74     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J28177 05-01-29                                                         | CUSIP: 31307HCN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45323 | PA      | $44978.48      | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J25843 10-01-28                                                         | CUSIP: 31307EP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37047 | PA      | $36822.39      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AS0904 11-01-28                                                    | CUSIP: 3138WAAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     105948 | PA      | $105494.93     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AU8095 09-01-28                                                    | CUSIP: 3138X77H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20085 | PA      | $19896.84      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 G14942 12-01-28                                                         | CUSIP: 3128MDWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171025 | PA      | $170343.18     | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 310129 07-01-27                                                    | CUSIP: 31374CPN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      30452 | PA      | $30312.14      | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J28885 08-01-29                                                         | CUSIP: 31307H2S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7632 | PA      | $7589.16       | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AS0503 09-01-28                                                    | CUSIP: 3138W9RZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     166286 | PA      | $165503.74     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD2465 10-01-52                                                    | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      79041 | PA      | $78545.91      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J36382 02-01-32                                                         | CUSIP: 31307TCT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16034 | PA      | $15915.52      | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J28422 06-01-29                                                         | CUSIP: 31307HLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72432 | PA      | $71975.73      | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J29039 08-01-29                                                         | CUSIP: 31307JBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14083 | PA      | $13997.95      | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AS1071 11-01-28                                                    | CUSIP: 3138WAFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     100983 | PA      | $100548.67     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AU6684 09-01-28                                                    | CUSIP: 3138X6NA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     190344 | PA      | $189438.28     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AS1639 02-01-29                                                    | CUSIP: 3138WAZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      50446 | PA      | $50096.21      | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZA3673 11-01-28                                                    | CUSIP: 31329MCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     206584 | PA      | $204471.78     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZA3750 12-01-29                                                    | CUSIP: 31329MEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     117889 | PA      | $116469.92     | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZA3742 11-01-29                                                    | CUSIP: 31329MEP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     201717 | PA      | $199210.24     | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZA3699 02-01-29                                                    | CUSIP: 31329MDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     160613 | PA      | $158937.69     | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE9497 09-01-52                                                    | CUSIP: 3133BKRS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     190784 | PA      | $190174.76     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD4071 03-01-52                                                    | CUSIP: 3132E0QY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4199153 | PA      | $3483726.60    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC3423 06-01-51                                                    | CUSIP: 3133AMYU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     955391 | PA      | $792626.89     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC2901 06-01-51                                                    | CUSIP: 3133AMGJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      59963 | PA      | $49747.47      | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV2340 02-01-52                                                    | CUSIP: 3140MFS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     126721 | PA      | $105130.43     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD1406 08-01-52                                                    | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     729438 | PA      | $605337.94     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC1665 05-01-51                                                    | CUSIP: 3133AKZ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     196175 | PA      | $162753.79     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC5798 08-01-51                                                    | CUSIP: 3133AQNP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     106099 | PA      | $88288.31      | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT2298 03-01-52                                                    | CUSIP: 3140LQRU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     156954 | PA      | $130478.26     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3040 03-01-52                                                    | CUSIP: 3140QNLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     840329 | PA      | $698841.70     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6237 11-01-51                                                    | CUSIP: 3133KM4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     103535 | PA      | $85897.03      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT2296 03-01-52                                                    | CUSIP: 3140LQRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29684 | PA      | $24727.85      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR4694 03-01-51                                                    | CUSIP: 3140L3GC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      47534 | PA      | $39556.23      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3000 12-01-51                                                    | CUSIP: 3140QNKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     931781 | PA      | $773591.38     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ3114 10-01-50                                                    | CUSIP: 3140KNN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      45579 | PA      | $37913.72      | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6774 02-01-52                                                    | CUSIP: 3133KNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      22256 | PA      | $18595.63      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2849 02-01-52                                                    | CUSIP: 3140QNEX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      35205 | PA      | $29255.60      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT4771 08-01-51                                                    | CUSIP: 3140LTJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     153030 | PA      | $126958.18     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0490 01-01-52                                                    | CUSIP: 3140XFRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     703392 | PA      | $583548.39     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8532 05-01-55                                                    | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     653159 | PA      | $656963.92     | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5735 06-01-55                                                    | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7446902 | PA      | $7574400.20    | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0013 06-01-55                                                    | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2609580 | PA      | $2654589.71    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5701 05-01-55                                                    | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18825952 | PA      | $19322730.85   | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                                  | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                             | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |   22637276 | PA      | $22154151.28   | 0.08%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5734 06-01-55                                                    | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     361760 | PA      | $363875.79     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RQ0012 06-01-55                                                    | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1346858 | PA      | $1354911.07    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SL1094 04-01-55                                                    | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     652251 | PA      | $656162.71     | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0797 02-01-55                                                    | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2319759 | PA      | $2405872.98    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SL0585 03-01-55                                                    | CUSIP: 31427MUK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     301822 | PA      | $307020.21     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8533 05-01-55                                                    | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4048022 | PA      | $4117741.52    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8505 02-01-55                                                    | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      53410 | PA      | $53731.05      | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5700 05-01-55                                                    | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       6694 | PA      | $6809.16       | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                  | SUBWAY 2024-3A A2II 144A 5.566% 07-30-54                                         | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     972688 | PA      | $973813.87     | 0.00%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-C                                                                    | SBALT 2024-C A3 144A 4.56% 02-22-28                                              | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2828653 | PA      | $2834174.79    | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8515 03-01-55                                                    | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     300127 | PA      | $305272.58     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0796 04-01-55                                                    | CUSIP: 31427M3E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2447443 | PA      | $2512640.52    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLAM 2024-1A                                                                    | SLAM 2024-1A A 144A 5.335% 09-15-49                                              | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5362370 | PA      | $5488750.79    | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 A3 4.17% 04-15-30                                                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30749000 | PA      | $30932694.53   | 0.11%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC7035 12-01-54                                                    | CUSIP: 3140AUY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1363029 | PA      | $1399148.91    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX4065 01-01-55                                                    | CUSIP: 31425YQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     844696 | PA      | $867069.76     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 C 4.52% 01-15-32                                                    | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2993000 | PA      | $3033327.68    | 0.01%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA                                                                   | SFUEL 2025-CA A3 144A 4.11% 04-20-29                                             | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9082000 | PA      | $9151050.45    | 0.03%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 A1 144A 1.69% 07-15-60                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48366102 | PA      | $41404817.50   | 0.14%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 A2 144A 1.99% 07-15-60                                               | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6828238 | PA      | $5622828.32    | 0.02%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD0835 01-01-55                                                    | CUSIP: 3140B04V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1344095 | PA      | $1379697.57    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM MORTGAGE TRUST FARM_25-1                                                   | FARM 2025-1 A1 144A FRN 08-01-55                                                 | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13794388 | PA      | $14156490.89   | 0.05%             | 2055-08-01      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                      | SEACO 2020-1A A 144A 2.17% 10-17-40                                              | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13821443 | PA      | $13352716.35   | 0.05%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                       | SEACO 2020-2A A 144A 2.26% 11-19-40                                              | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8730862 | PA      | $8440098.09    | 0.03%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5737 06-01-55                                                    | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5247644 | PA      | $5451782.65    | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5671 04-01-55                                                    | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     143381 | PA      | $141952.04     | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5644 03-01-55                                                    | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     132578 | PA      | $131256.17     | 0.00%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8534 05-01-55                                                    | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2090467 | PA      | $2145630.17    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                              | WFCM 2015-LC22 C FRN 09-15-58                                                    | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |     340090 | PA      | $324361.20     | 0.00%             | 2058-09-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36                               | WFCM 2016-C36 A4 3.065% 11-15-59                                                 | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4954800.00    | 0.02%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C39                                                                   | WFCM 2017-C39 A5 3.418% 09-15-50                                                 | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1851000 | PA      | $1828240.10    | 0.01%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30                           | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5287950.00    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                     | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     700000 | PA      | $797222.30     | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                         | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   12048000 | PA      | $12519956.30   | 0.04%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                     | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     250000 | PA      | $265422.50     | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.3% 01-21-28/27                       | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8931844.28    | 0.03%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.203% 09-09-29                            | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    5562000 | PA      | $5634639.72    | 0.02%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                 | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   17250000 | PA      | $17893235.25   | 0.06%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.965% 01-24-29/28                                 | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10205970.00   | 0.04%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 4.875% 03-14-30                               | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   10250000 | PA      | $10590597.25   | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1710000 | PA      | $1785086.10    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.971% 05-02-31/30                                 | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16750000 | PA      | $17303972.75   | 0.06%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                 | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2555250.00    | 0.01%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.25% 09-15-28                                   | CUSIP: 776696AK2<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8037512.00    | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.45% 09-15-30                                   | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25154750.00   | 0.09%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                    | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    5054000 | PA      | $5047076.02    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.375% 01-15-36                             | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    7576000 | PA      | $7741709.85    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.722% 01-30-32/31                           | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30213000.00   | 0.11%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC SR UNSEC 4.25% 11-15-30                                              | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10040050.00   | 0.04%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC SR UNSEC 4.6% 02-13-33                                               | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10076120.00   | 0.04%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                       | SMB 2021-A APT2 144A 1.07% 01-15-53                                              | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4207075 | PA      | $3890152.10    | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                  | CLIF 2021-1A A 144A 1.64% 02-18-46                                               | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2417936 | PA      | $2267806.26    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                  | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     450000 | PA      | $431490.15     | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                  | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     650000 | PA      | $630767.15     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97310.20      | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                  | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198655.40     | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                 | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5980000 | PA      | $6023713.80    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27                                 | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3877215.48    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                  | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10010000 | PA      | $10473042.58   | 0.04%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.4% 05-15-28                           | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   12505000 | PA      | $12667089.81   | 0.04%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.8% 05-15-33                           | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    7786000 | PA      | $8001757.85    | 0.03%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                 | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1075578.98    | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8214000 | PA      | $8659880.56    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     631000 | PA      | $689796.58     | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34                              | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     750000 | PA      | $799931.25     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.049% 07-23-30/29                              | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2932000 | PA      | $3008363.94    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.286% 11-19-30/29                                    | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3067000 | PA      | $3179988.28    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-30                         | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5203845.00    | 0.02%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.13% 03-03-31/30                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   30750000 | PA      | $31734369.00   | 0.11%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                        | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    4251000 | PA      | $4491585.35    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | HYATT HOTELS CORP SR UNSEC 5.05% 03-30-28                                        | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3399000 | PA      | $3468540.14    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                         | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   11737000 | PA      | $12126304.55   | 0.04%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 09-18-28                        | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4783000 | PA      | $4807001.09    | 0.02%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16157712.00   | 0.06%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                    | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   24150000 | PA      | $24431806.35   | 0.09%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.133% 11-06-36/35                                    | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4170000 | PA      | $4213609.86    | 0.01%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                       | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     745000 | PA      | $726836.16     | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 4.75% 05-15-33                              | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   44566000 | PA      | $44887588.26   | 0.16%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.25% 07-17-34                           | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     695000 | PA      | $719204.07     | 0.00%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 4.494% 01-15-32/31                  | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2742000 | PA      | $2769628.39    | 0.01%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                              | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |   10061322 | PA      | $10067962.39   | 0.04%             | 2032-07-23      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B C 144A 5.41% 09-15-31                                               | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     394000 | PA      | $395289.56     | 0.00%             | 2031-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B A 144A 5.06% 09-15-31                                               | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11884000 | PA      | $11976172.30   | 0.04%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B D 144A 5.8% 09-15-31                                                | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805000 | PA      | $802077.05     | 0.00%             | 2031-09-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                      | MMP 2025-A A 144A 5.36% 12-15-31                                                 | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2001433 | PA      | $2020781.21    | 0.01%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C D 144A 5.71% 12-16-30                                               | CUSIP: 60510MCD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     607000 | PA      | $606462.81     | 0.00%             | 2030-12-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C A 144A 4.78% 12-16-30                                               | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7738000 | PA      | $7775993.58    | 0.03%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C C 144A 5.23% 12-15-30                                               | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     753000 | PA      | $755050.42     | 0.00%             | 2030-12-16      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| MMAF 2025-B                                                                     | MMAF 2025-B A2 144A 4.02% 02-13-29                                               | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22500000 | PA      | $22551322.50   | 0.08%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                             | NSLT 2021-A APT1 144A 1.36% 04-20-62                                             | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10295386 | PA      | $9855989.14    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                 | NAVSL 2021-CA A 144A 1.06% 10-15-69                                              | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3188791 | PA      | $2954143.43    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                             | NSLT 2021-BA AFX 144A 1.42% 04-20-62                                             | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37334031 | PA      | $35509815.83   | 0.12%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 2021-CA AFX 144A 1.32% 04-20-62                                             | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12692345 | PA      | $12048423.92   | 0.04%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 2021-CA AFL 144A FRN 04-20-62                                               | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9621588 | PA      | $9603489.39    | 0.03%             | 2062-04-20      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                           | NAVTR 2021-1 A 144A 2.771% 11-15-46                                              | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8617184 | PA      | $8283742.36    | 0.03%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                 | NAVSL 2021-GA A 144A 1.58% 04-15-70                                              | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9612796 | PA      | $8854423.16    | 0.03%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2024-A                                                                     | NMEF 2024-A A2 144A 5.15% 12-15-31                                               | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7018618 | PA      | $7064737.10    | 0.02%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                     | NMEF 2025-A A2 144A 4.72% 07-15-32                                               | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13498592 | PA      | $13560618.01   | 0.05%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2025-AA                                                                    | NSLT 2025-AA A1A 144A 5.07% 03-15-57                                             | CUSIP: 64033XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13478922 | PA      | $13838620.10   | 0.05%             | 2057-03-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                    | NAVEL 2025-A A 144A 5.02% 07-15-55                                               | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2785555 | PA      | $2840987.67    | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                    | PKAIR 2025-2 A 144A 4.75% 03-15-43                                               | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4542123 | PA      | $4578005.61    | 0.02%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A C 144A 5.48% 09-15-29                                                | CUSIP: 45333GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     998000 | PA      | $1000025.94    | 0.00%             | 2029-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                               | TIF 2021-1A A 144A 1.65% 02-20-46                                                | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1225218 | PA      | $1134678.38    | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                             | TMCL 2021-1A A 144A 1.68% 02-20-46                                               | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    6529800 | PA      | $6185372.64    | 0.02%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII LLC                                               | TCF 2021-1A A 144A 1.86% 03-20-46                                                | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7198042 | PA      | $6743140.57    | 0.02%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                   | TMCL 2021-2A A 144A 2.23% 04-20-46                                               | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23474719 | PA      | $22343565.92   | 0.08%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                               | USRE 2021-1 A1 144A 1.91% 10-20-61                                               | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  159685000 | PA      | $135835885.57  | 0.47%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 A 144A 4.8% 06-10-27                                                | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     852065 | PA      | $852468.58     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 B 144A 5.05% 02-10-28                                               | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4783000 | PA      | $4792747.75    | 0.02%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 C 144A 5.15% 06-10-30                                               | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1843000 | PA      | $1849933.37    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                 | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                           | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4023565 | PA      | $4069151.64    | 0.01%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                                 | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                         | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8212757 | PA      | $8277965.80    | 0.03%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| UMPT 2025-ST8                                                                   | UMPT 2025-ST8 B 144A 5.065% 12-15-33                                             | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4010000 | PA      | $4027872.57    | 0.01%             | 2033-12-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-4                                                                     | UPST 2025-4 B 144A 5.2% 11-20-35                                                 | CUSIP: 91684AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8054000 | PA      | $8140258.34    | 0.03%             | 2035-11-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| VIBRANT CLO LTD VIBR_19-11A                                                     | VIBR 2019-11A A1R1 CLO 144A FRN 07-20-32                                         | CUSIP: 92558NAJ1<br>LEI: 5493008IYL3HLPE46G85 | Long             | ABS-O            | CORP              | US        |     237540 | PA      | $237552.18     | 0.00%             | 2032-07-20      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-3                                                  | VZMT 2023-3 A 144A 4.73% 04-21-31                                                | CUSIP: 92348KBP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13818000 | PA      | $14113290.66   | 0.05%             | 2031-04-21      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-2                                                  | VZMT 2024-2 A 144A 4.83% 12-22-31                                                | CUSIP: 92348KCH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5212000 | PA      | $5362788.37    | 0.02%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                    | VSTRG 2024-A A3 144A 5.62% 12-15-28                                              | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     219136 | PA      | $219988.40     | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-3                                                  | VZMT 2024-3 A1A 5.34% 04-22-30                                                   | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20364700.00   | 0.07%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                                    | VERD 2024-1A A2 144A 5.68% 12-12-31                                              | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2729255 | PA      | $2782589.82    | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2024-5                                                                     | VZMT 2024-5 A 144A 5.0% 06-21-32                                                 | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4587000 | PA      | $4761328.94    | 0.02%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2021-2A                                                                   | WINDR 2021-2A CR CLO 144A FRN 07-20-34                                           | CUSIP: 97315VAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3077000 | PA      | $3081707.81    | 0.01%             | 2034-07-20      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2025-A                                                                    | WOSAT 2025-A A2A 4.14% 05-15-30                                                  | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2892000 | PA      | $2899149.02    | 0.01%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A A2 144A 4.33% 09-20-33                                               | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2542000 | PA      | $2552800.96    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A D 144A 5.45% 09-20-33                                                | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     536000 | PA      | $541837.58     | 0.00%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                    | WLAKE 2025-3A A3 144A 4.22% 06-15-29                                             | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10908000 | PA      | $10956224.27   | 0.04%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST WFLOOR_25-1                                      | WFLOOR 2025-1A B 144A 4.84% 10-15-29                                             | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4006000 | PA      | $4019195.76    | 0.01%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A A4 144A 5.17% 09-15-28                                             | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5073000 | PA      | $5097837.41    | 0.02%             | 2028-09-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST WFLOOR_25-1                                      | WFLOOR 2025-1A A 144A 4.23% 10-15-29                                             | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36909000 | PA      | $37097383.54   | 0.13%             | 2029-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| WHTPK 2021-1A                                                                   | WHTPK 2021-1A CR CLO 144A FRN 01-20-35                                           | CUSIP: 96329YAS6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-O            | CORP              | KY        |    2222000 | PA      | $2225532.98    | 0.01%             | 2035-01-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A C 144A 5.64% 06-15-29                                              | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1377410.40    | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A A3 144A 5.61% 08-15-28                                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1890643 | PA      | $1900155.18    | 0.01%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A A4 144A 5.46% 07-16-29                                             | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3124000 | PA      | $3170347.66    | 0.01%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A D 144A 6.37% 10-15-31                                              | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     259000 | PA      | $268771.03     | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A B 144A 7.15% 06-17-31                                               | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1106000 | PA      | $1118090.79    | 0.00%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A A 144A 6.27% 06-17-31                                               | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20179000 | PA      | $20453535.30   | 0.07%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A2 144A 4.64% 11-15-27                                             | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     329627 | PA      | $329728.57     | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A C 144A 4.93% 03-15-30                                              | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197000 | PA      | $200373.03     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| XROAD 2024-A                                                                    | XROAD 2024-A A2 144A 5.9% 08-20-30                                               | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2156318 | PA      | $2177948.02    | 0.01%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A A2 144A 5.84% 03-15-27                                              | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198639 | PA      | $198793.37     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A D 144A 5.18% 02-17-32                                              | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179000 | PA      | $181814.06     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A B 144A 4.74% 01-15-30                                              | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     548000 | PA      | $556000.80     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A C 144A 6.01% 07-15-31                                               | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1197000 | PA      | $1233988.50    | 0.00%             | 2031-07-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A A3 144A 5.49% 07-15-31                                              | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3875000 | PA      | $3938995.63    | 0.01%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A4 144A 4.6% 12-17-29                                              | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3385000 | PA      | $3422996.63    | 0.01%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A3 144A 4.52% 03-15-29                                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1891000 | PA      | $1898575.35    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                              | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    4193000 | PA      | $4007958.72    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.098% 02-16-28/27                                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5612921.99    | 0.02%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                   | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12555000 | PA      | $13144946.90   | 0.05%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31                                   | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   14725000 | PA      | $15404691.28   | 0.05%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                    | LBZZ 2025-1A A2 144A 5.1% 10-15-30                                               | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3644302 | PA      | $3658700.25    | 0.01%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2025-2A                                                                   | LADAR 2025-2A D 144A 5.01% 12-15-32                                              | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1642000 | PA      | $1665950.21    | 0.01%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                        | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2299917.35    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    8631000 | PA      | $9048136.23    | 0.03%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_18-3                                                  | MORGN 2018-3A AR CLO 144A FRN 10-20-31                                           | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11581 | PA      | $11591.48      | 0.00%             | 2031-10-20      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| MBART 2024-1                                                                    | MBART 2024-1 A4 4.79% 07-15-31                                                   | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7429000 | PA      | $7583032.89    | 0.03%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.15% 11-15-31                                             | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3326000 | PA      | $3483492.75    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                     | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    3396000 | PA      | $3461013.02    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.35% 02-15-30                                             | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4405245.00    | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.55% 02-15-32                                             | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $2005219.26    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MBART 2024-1                                                                    | MBART 2024-1 A3 4.8% 04-16-29                                                    | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9846684 | PA      | $9912075.40    | 0.03%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MBALT 2024-A                                                                    | MBALT 2024-A A3 5.32% 01-18-28                                                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7634000 | PA      | $7693461.23    | 0.03%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                  | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                         | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |    4618000 | PA      | $4621971.48    | 0.02%             | 2036-07-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2                            | MFCC 2024-2A A 144A 6.56% 07-20-29                                               | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8816000 | PA      | $8842562.61    | 0.03%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29                          | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5180990.00    | 0.02%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.528% 05-01-34                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1570139.20    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                                            | MFF 2024-1A A 144A 5.82% 04-20-37                                                | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8985497 | PA      | $9037028.35    | 0.03%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                           | NAVSL 2021-A A 144A 0.84% 05-15-69                                               | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     914582 | PA      | $848661.38     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.259% 05-01-27                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     738000 | PA      | $756186.53     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.388% 05-01-31                                               | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11349000 | PA      | $12407929.79   | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                      | NBCLO 2017-1A A1R CLO 144A FRN 07-25-30                                          | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     802169 | PA      | $803131.55     | 0.00%             | 2030-07-25      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                               | SORT 2021-1A A1 144A 1.53% 03-15-61                                              | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42616282 | PA      | $35178291.61   | 0.12%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                               | SEACO 2021-1A A 144A 1.86% 04-17-41                                              | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28000663 | PA      | $26490895.31   | 0.09%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                   | TMCL 2020-3A A 144A 2.11% 09-20-45                                               | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4149463 | PA      | $3995754.34    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.298% 05-01-29                                               | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2852000 | PA      | $3039815.61    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.876% 01-14-31/30                                 | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   14756000 | PA      | $15516834.12   | 0.05%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.979% 01-24-29/28                                 | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4072584.00    | 0.01%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.3% 02-21-35                              | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3147273.00    | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 2017-2 M1 144A FRN 04-25-57                                                 | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7376817 | PA      | $7329937.57    | 0.03%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 2017-2 M2 144A FRN 04-25-57                                                 | CUSIP: 89173HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5233000 | PA      | $5163652.28    | 0.02%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.35% 08-15-32                                         | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $27306890.00   | 0.10%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.389% 05-28-31/30                                 | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    9629000 | PA      | $9965600.95    | 0.03%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 M1 144A FRN 06-25-57                                                 | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7381000 | PA      | $6971679.26    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                             | TPMT 2017-3 A2 144A FRN 07-25-57                                                 | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3247117 | PA      | $3216928.72    | 0.01%             | 2057-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                         | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5593923.50    | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 4.7% 06-23-28                                         | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3029247.00    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 B1 144A FRN 06-25-57                                                 | CUSIP: 89173UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2357313.40    | 0.01%             | 2057-06-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A                                   | TAOT 2023-A A3 4.63% 09-15-27                                                    | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1519525 | PA      | $1522571.23    | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.875% 11-15-35                                      | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   25480000 | PA      | $25743386.76   | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.6% 11-15-32                                        | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   33856000 | PA      | $34433515.65   | 0.12%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.2% 11-15-30                                        | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12939000 | PA      | $13055916.80   | 0.05%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 08-15-35                 | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5918929.00    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                             | TPMT 2019-2 A1 144A FRN 12-25-58                                                 | CUSIP: 89177JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2664645 | PA      | $2624049.39    | 0.01%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-1                                             | TPMT 2016-1 B1 144A FRN 02-25-55                                                 | CUSIP: 89172EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7070000 | PA      | $7058101.19    | 0.02%             | 2055-02-25      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                                         | PRICOA GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.75% 08-26-32             | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2526645.00    | 0.01%             | 2032-08-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.05% 10-15-32                       | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3612000 | PA      | $3682210.06    | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                   | TAOT 2023-C A3 5.16% 04-17-28                                                    | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3920194 | PA      | $3944926.62    | 0.01%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD TCW_19-1R                                                           | TCW 2019-1A CR CLO 144A FRN 08-16-34                                             | CUSIP: 87241EAY1<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $1004210.00    | 0.00%             | 2034-08-16      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                    | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3066000 | PA      | $3056746.81    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7475000 | PA      | $7749220.38    | 0.03%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD TCW_19-1R                                                           | TCW 2019-1A DR CLO 144A FRN 08-16-34                                             | CUSIP: 87241EBC8<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1486995.00    | 0.01%             | 2034-08-16      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A                                   | TAOT 2024-A A3 4.83% 10-16-28                                                    | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7472188 | PA      | $7520212.10    | 0.03%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 5.05% 03-27-28        | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10163940.00   | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                      | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $203460940.00  | 0.71%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A                                   | TAOT 2024-A A4 4.77% 04-16-29                                                    | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5269000 | PA      | $5359516.15    | 0.02%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_24-1                                                    | TMUST 2024-1A A 144A 5.05% 09-20-29                                              | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14656000 | PA      | $14723109.82   | 0.05%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                    | TPRK 2021-1A CR CLO 144A FRN 04-15-34                                            | CUSIP: 884887AS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2001800.00    | 0.01%             | 2034-04-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.7% 11-15-35                                              | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    5388000 | PA      | $5457731.50    | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 09-30-30                                      | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153949300 | PA      | $161199542.28  | 0.56%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                      | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36728000 | PA      | $36984809.52   | 0.13%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.1% 11-20-30                                            | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   38015000 | PA      | $38302355.39   | 0.13%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.65% 11-20-35                                           | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   23802000 | PA      | $23947263.61   | 0.08%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 4.687% 04-15-30                                         | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   12513000 | PA      | $12900214.79   | 0.05%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.786% 03-04-29/28                                        | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10170000 | PA      | $10323841.59   | 0.04%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 12-31-30                                      | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12367200 | PA      | $12426620.69   | 0.04%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-32                                      | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33000000 | PA      | $33326132.40   | 0.12%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                      | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3404600 | PA      | $3403100.95    | 0.01%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-31-33                                        | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16490000 | PA      | $16774678.41   | 0.06%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                           | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 4.75% 05-15-30               | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2713000 | PA      | $2772759.25    | 0.01%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   10844000 | PA      | $10476290.80   | 0.04%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 01-31-31                                       | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1057959600 | PA      | $1068911174.60 | 3.73%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-15-36                                      | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75461000 | PA      | $76469113.68   | 0.27%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                          | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7388000 | PA      | $7519920.13    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33                              | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $2141309.88    | 0.01%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 02-15-29                                        | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135012400 | PA      | $135439592.73  | 0.47%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 2.5% 11-02-27                                                       | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |    2787000 | PA      | $2746047.82    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 5.15% 02-21-34                                               | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2046596.00    | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 5.6% 02-21-54                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $987574.12     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                                   | CORPORACION ANDINA DE FOMENTO 5.0% 01-24-29                                      | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |   10024000 | PA      | $10386969.04   | 0.04%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK UNSEC 0.75% 10-26-26                                            | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   10357000 | PA      | $10165954.78   | 0.04%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31                            | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1240577.91    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32                                  | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     827000 | PA      | $767256.69     | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTERAMER DEV BK 1.125% 07-20-28                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |       1000 | PA      | $948.31        | 0.00%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTERAMER DEV BK 4.5% 05-15-26                                                   | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    8404000 | PA      | $8415202.53    | 0.03%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4323000 | PA      | $4433686.09    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28                                  | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4985413.26    | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-1                                                 | ARRW 2019-1 A1 144A FRN 01-25-49                                                 | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1994990 | PA      | $1961867.43    | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                 | ARRW 2020-1 A1A 144A 1.662% 03-25-55                                             | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     542470 | PA      | $529025.00     | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                       | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20565000 | PA      | $20904157.98   | 0.07%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.65% 03-15-30                                 | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5816428.20    | 0.02%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                | ARRW 2021-1R A1 144A FRN 10-25-48                                                | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6459225 | PA      | $5960644.07    | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                 | ARRW 2022-1 A1A 144A 3.495% 12-25-56                                             | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8520822 | PA      | $8356335.66    | 0.03%             | 2056-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                  | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4888934.40    | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 3.125% 07-27-26                                          | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     770000 | PA      | $767489.03     | 0.00%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_23-SFR2                                                         | AMSR 2023-SFR2 A 144A 3.95% 06-17-40                                             | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2286000 | PA      | $2273838.48    | 0.01%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                                         | AMSR 2021-SFR3 A 144A 1.476% 10-17-38                                            | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2972058 | PA      | $2920341.22    | 0.01%             | 2038-10-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| ARES1 2024-IND                                                                  | ARES1 2024-IND A 144A FRN 07-15-41                                               | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3580000 | PA      | $3587915.38    | 0.01%             | 2041-07-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-8                                                                     | AOMT 2024-8 A1 144A 5.338% 05-27-69                                              | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-CBDO         | CORP              | US        |    4035293 | PA      | $4061526.73    | 0.01%             | 2069-05-27      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                              | BX 2022-IND A 144A FRN 04-15-37                                                  | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6438950 | PA      | $6443772.31    | 0.02%             | 2037-04-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B34                                           | BMARK 2022-B34 A5 FRN 04-15-55                                                   | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2318658 | PA      | $2202655.54    | 0.01%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16                        | BBCMS 2022-C16 A5 FRN 06-15-55                                                   | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     560000 | PA      | $564032.56     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2                                                                     | BMO 2022-C2 A5 FRN 07-15-54                                                      | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1830000 | PA      | $1885988.85    | 0.01%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2                                   | BRAVO 2022-NQM2 A1 144A 4.272% 11-25-61                                          | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     703670 | PA      | $701934.39     | 0.00%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                              | BANK 2022-BNK43 A5 4.399% 08-15-55                                               | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1490000 | PA      | $1485437.62    | 0.01%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                                   | BRAVO 2022-NQM3 A1 144A 5.108% 07-25-62                                          | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10815854 | PA      | $10819661.22   | 0.04%             | 2062-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                 | BANK 2023-BNK45 A5 5.203% 02-15-56                                               | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     770000 | PA      | $799341.62     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                                 | BANK5 2023-5YR1 A3 FRN 04-15-56                                                  | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2661000 | PA      | $2760593.25    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19                        | BBCMS 2023-C19 A5 5.451% 04-15-56                                                | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3627000 | PA      | $3810518.95    | 0.01%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C5                                                    | BMO 2023-C5 A5 5.7653% 06-15-56                                                  | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1327501 | PA      | $1410850.81    | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL                                                                 | BBCMS 2018-TALL A 144A FRN 03-15-37                                              | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2539000 | PA      | $2442457.06    | 0.01%             | 2037-03-15      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A A1 144A 6.2% 08-15-29                                               | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10115000 | PA      | $10154964.37   | 0.04%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A B 144A 6.59% 08-15-29                                               | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1103000 | PA      | $1107510.17    | 0.00%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPMENT NOTES MTLRF_24-1                                                  | MTLRF 2024-1A A3 144A 4.76% 08-18-31                                             | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12721000 | PA      | $12881513.58   | 0.04%             | 2031-08-18      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A B1R2 CLO 144A FRN 04-25-33                                        | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |    1318000 | PA      | $1319093.94    | 0.00%             | 2033-04-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A A1R2 CLO 144A FRN 04-25-33                                        | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |    9969399 | PA      | $9977773.03    | 0.03%             | 2033-04-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A CR2 CLO 144A FRN 04-25-33                                         | CUSIP: 89641GBC5<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |     818000 | PA      | $818777.10     | 0.00%             | 2033-04-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2021-17A                                                                  | TRNTS 2021-17A CR CLO 144A FRN 10-20-34                                          | CUSIP: 89642JAP0<br>LEI: 254900E0LENORBQRRG46 | Long             | ABS-O            | CORP              | KY        |    4229000 | PA      | $4235174.34    | 0.01%             | 2034-10-20      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26  | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1168311.69    | 0.00%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                       | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $5428795.43    | 0.02%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP SR UNSEC 1.5% 02-15-28                                                | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    4158000 | PA      | $3969372.33    | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                            | MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27                    | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5476971.50    | 0.02%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27 | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11808468.00   | 0.04%             | 2027-01-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.4% 06-30-27   | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9484703.40    | 0.03%             | 2027-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.875% 03-09-28                                          | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    6351000 | PA      | $6492589.19    | 0.02%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29                                | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2798000 | PA      | $2869989.74    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28                            | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    6917000 | PA      | $6985651.23    | 0.02%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28                                       | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17883000 | PA      | $18290786.05   | 0.06%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                               | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10000000 | PA      | $10265000.00   | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.6% 12-05-29                | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     740000 | PA      | $756625.58     | 0.00%             | 2029-12-05      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 4.95% 01-09-30                                 | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   12490000 | PA      | $12953416.47   | 0.05%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.861% 01-31-28                                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10095000 | PA      | $10289167.23   | 0.04%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                          | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1258939.85    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                     | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6918000 | PA      | $7153474.88    | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.125% 05-15-32                                        | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5111000 | PA      | $5310574.33    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                          | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4913000 | PA      | $5090300.34    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    9385000 | PA      | $9688173.04    | 0.03%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.25% 04-01-31                          | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   12117000 | PA      | $11122788.03   | 0.04%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                   | BMO 2023-5C1 AS FRN 08-15-56                                                     | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2661000 | PA      | $2817873.93    | 0.01%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C38                                                                 | BBCMS 2025-5C38 A3 5.14612% 11-15-58                                             | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4159988.00    | 0.01%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA SR UNSEC 4.5% 02-09-31                                 | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5089825.00    | 0.02%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK SR UNSEC 4.671% 05-20-27/26                                          | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8011248.00    | 0.03%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.25% 02-03-32                                              | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6075706.45    | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.5% 08-03-35                                               | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11570211.90   | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.808% 06-03-30                                   | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5143095.00    | 0.02%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                         | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   19225000 | PA      | $19781890.58   | 0.07%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18                                                                | BANK5 2025-5YR18 AS FRN 12-15-58                                                 | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8992000 | PA      | $9341528.03    | 0.03%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18                                                                | BANK5 2025-5YR18 B FRN 12-15-58                                                  | CUSIP: 06604CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2416000 | PA      | $2506363.23    | 0.01%             | 2058-12-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.2% 09-26-35                                               | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11600532.00   | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                        | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     213000 | PA      | $222175.19     | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 5.05% 07-24-35                                        | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     638000 | PA      | $653417.91     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.2% 03-01-31                              | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $9699978.75    | 0.03%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                  | BOCA 2025-BOCA D 144A FRN 12-15-42                                               | CUSIP: 05619RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     242000 | PA      | $243212.66     | 0.00%             | 2042-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                  | BOCA 2025-BOCA B 144A FRN 12-15-42                                               | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3044000 | PA      | $3057545.80    | 0.01%             | 2042-12-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 4.625% 01-15-33                                        | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10082320.00   | 0.04%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 4.95% 11-15-35                                         | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11222000 | PA      | $11329809.75   | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                  | BOCA 2025-BOCA A 144A FRN 12-15-42                                               | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16271000 | PA      | $16363321.65   | 0.06%             | 2042-12-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                  | BOCA 2025-BOCA C 144A FRN 12-15-42                                               | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     721000 | PA      | $724947.48     | 0.00%             | 2042-12-15      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 5.4% 03-15-35                       | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     250000 | PA      | $259453.50     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 04-28-28                         | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5036390.00    | 0.02%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 4.964% 10-23-36/35                                | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14984250.00   | 0.05%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                        | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     280000 | PA      | $262982.44     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                         | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10282000 | PA      | $10417804.66   | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC BANK NA SR UNSEC 4.543% 05-13-27/26                                          | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   17204000 | PA      | $17223337.30   | 0.06%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BX 2025-ARIA                                                                    | BX 2025-ARIA A 144A FRN 12-13-42                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51021000 | PA      | $52429230.62   | 0.18%             | 2042-12-13      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-7                                              | COLT 2024-7 A1 144A 5.538% 12-26-69                                              | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-CBDO         | CORP              | US        |    3831511 | PA      | $3868994.98    | 0.01%             | 2069-12-26      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 04-06-28                                  | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3433586.09    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.25% 11-15-31                                         | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1796592.00    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.0% 06-04-28                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1981739.11    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                        | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5992000 | PA      | $6387046.57    | 0.02%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R06                                                                    | CAS 2024-R06 1M2 144A FRN 09-25-44                                               | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1829513 | PA      | $1833934.77    | 0.01%             | 2044-09-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CHASE 2024-RPL4                                                                 | CHASE 2024-RPL4 A1A 144A FRN 12-25-64                                            | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3971539 | PA      | $3645272.70    | 0.01%             | 2064-12-25      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                         | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   31500000 | PA      | $31459963.50   | 0.11%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.125% 06-18-26                                | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     985000 | PA      | $977102.27     | 0.00%             | 2026-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.373% 07-21-36/35                     | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     892000 | PA      | $925147.61     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 3.875% 10-27-28                         | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2506112.50    | 0.01%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4                                                                 | CHASE 2024-RPL4 A1B 144A FRN 12-25-64                                            | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4259383 | PA      | $3883211.50    | 0.01%             | 2064-12-25      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                   | CFMT 2024-RM5 A 144A FRN 10-25-54                                                | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |   19082886 | PA      | $18815114.59   | 0.07%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 1.75% 10-15-28                             | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2703000 | PA      | $2569536.67    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                  | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1683477.90    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.0% 10-29-30                           | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   17510000 | PA      | $17505114.71   | 0.06%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 10-29-32                          | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8978463.00    | 0.03%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                                             | CIM 2024-R1 A1 144A FRN 06-25-64                                                 | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5762644 | PA      | $5783216.65    | 0.02%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                   | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                            | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8024619 | PA      | $8048492.60    | 0.03%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TVA BOND 3.875% 03-15-28                                                         | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     450000 | PA      | $453966.39     | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 4.85% 01-15-29                                         | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2049316.00    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                         | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4488000 | PA      | $4450646.38    | 0.02%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                              | PPG INDUSTRIES INC SR UNSEC 4.375% 03-15-31                                      | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10068420.00   | 0.04%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R01                                                                    | CAS 2025-R01 1A1 144A FRN 01-25-45                                               | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3696145 | PA      | $3698872.52    | 0.01%             | 2045-01-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                              | COLT 2023-3 A1 144A 7.18% 09-25-68                                               | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |    1853873 | PA      | $1872968.01    | 0.01%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.9% 04-15-31                                    | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     650000 | PA      | $672154.60     | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 01-15-32                                   | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9614000 | PA      | $9929060.39    | 0.03%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 5.625% 01-15-33                       | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    6724000 | PA      | $6760228.91    | 0.02%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC SR UNSEC 4.5% 11-15-32                                                | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4068588.00    | 0.01%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 3.5% 06-15-29                                         | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2719149.70    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.45% 01-15-30                | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1471000 | PA      | $1392550.10    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                        | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5217255.00    | 0.02%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.4% 06-15-28                                    | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5063185.00    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 2.7% 09-15-30                                         | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5228000 | PA      | $4878377.50    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                        | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17550450.00   | 0.06%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10438840.00   | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.65% 01-15-31                                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3680492.40    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE OPERATING CO SR UNSEC 1.85% 05-01-28                              | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2552924.36    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 1.9% 08-15-31                 | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1907000 | PA      | $1704743.58    | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                    | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $12454492.50   | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31                               | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2483000 | PA      | $2233095.98    | 0.01%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                           | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    3041000 | PA      | $2899459.70    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                        | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     721000 | PA      | $715257.96     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 05-31-30                                       | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65000000 | PA      | $65682747.00   | 0.23%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32                        | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4062000 | PA      | $4310338.49    | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6638632.00    | 0.02%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26                                   | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9295000 | PA      | $9243626.54    | 0.03%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.0% 05-15-29                                    | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6524284.00    | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1A1 144A FRN 02-25-45                                               | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1469787 | PA      | $1471709.59    | 0.01%             | 2045-02-25      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1M1 144A FRN 02-25-45                                               | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4046998 | PA      | $4049931.63    | 0.01%             | 2045-02-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                       | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2585050.33    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO SR UNSEC 3.95% 01-26-28                                      | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7564215.00    | 0.03%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2598127.50    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28                    | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    9000000 | PA      | $9133839.00    | 0.03%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                      | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $7035749.70    | 0.02%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 11-30-28                                      | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13194400 | PA      | $13533022.40   | 0.05%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                    | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    5425000 | PA      | $5539429.53    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.4% 09-06-26                      | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10017460.00   | 0.03%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIM 2025-R1                                                                     | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5465738 | PA      | $5461977.52    | 0.02%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                                             | CIM 2020-R7 A1B 144A FRN 12-27-61                                                | CUSIP: 12563GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $4959936.00    | 0.02%             | 2061-12-27      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | SOLVENTUM CORP SR UNSEC 5.4% 03-01-29                                            | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    2153000 | PA      | $2232996.87    | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 4.85% 02-10-30                                             | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2785814.10    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                             | DBJPM 2016-C1 AM 3.539% 05-10-49                                                 | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $148860.60     | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MORTGAGE TRUST DATA_23-CNTR                                                     | DATA 2023-CNTR A 144A FRN 08-12-43                                               | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $11448063.00   | 0.04%             | 2043-08-12      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 5.2% 02-10-35                                              | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1661859.20    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                             | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    8752000 | PA      | $8967036.64    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                           | DC 2023-DC A 144A 6.3143% 09-12-40                                               | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9316000 | PA      | $9604740.10    | 0.03%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                  | DURST 2025-151 A 144A FRN 08-10-42                                               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15962000 | PA      | $16441769.83   | 0.06%             | 2042-08-10      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 4.55% 04-01-27                                             | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   10240000 | PA      | $10319708.16   | 0.04%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 4.65% 04-01-28                                             | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18232578.00   | 0.06%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2026-ESH2                                           | ESA 2026-ESH2 A 144A FRN 02-15-43                                                | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20032360.00   | 0.07%             | 2043-02-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                  | EFMT 2026-NQM1 A1 144A FRN 02-25-71                                              | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5893000 | PA      | $5921345.33    | 0.02%             | 2071-02-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.0% 04-01-32                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2062804.00    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 4.85% 04-01-30                                             | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4608792.00    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8240 07-01-52                                                    | CUSIP: 3132DWEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25167 | PA      | $20925.81      | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4651 07-01-52                                                    | CUSIP: 31418EEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     749057 | PA      | $621427.19     | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                     | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   20611000 | PA      | $21307651.80   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 4.9% 05-28-32                              | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $3117165.00    | 0.01%             | 2032-05-28      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                      | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $18421608.60   | 0.06%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-31                                      | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48900000 | PA      | $50206549.32   | 0.18%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.2% 05-28-35                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   16000000 | PA      | $16782976.00   | 0.06%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.3% 08-15-28                                       | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8074792.00    | 0.03%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6973 03-01-52                                                    | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4048356 | PA      | $3362455.56    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8342 07-01-53                                                    | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2044135 | PA      | $2085831.71    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                      | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $76776502.50   | 0.27%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                       | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33452700 | PA      | $33542687.76   | 0.12%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                        | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1673700 | PA      | $1680107.09    | 0.01%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 11-15-28                                        | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2328500 | PA      | $2335230.76    | 0.01%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 10-31-30                                      | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58802700 | PA      | $62236683.60   | 0.22%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 11-30-30                                      | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6660800 | PA      | $6909279.15    | 0.02%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 12-15-26                                      | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31496400 | PA      | $31696943.88   | 0.11%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                  | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10082681 | PA      | $9919553.35    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM A 144A FRN 11-10-29                                               | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8416000 | PA      | $8657934.75    | 0.03%             | 2029-11-10      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                   | ALA 2025-OANA A 144A FRN 06-15-40                                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1840000 | PA      | $1852064.88    | 0.01%             | 2040-06-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                            | BMARK 2018-B2 A5 FRN 02-15-51                                                    | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4179555 | PA      | $4155196.55    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                            | BMARK 2018-B3 AS FRN 04-10-51                                                    | CUSIP: 08161BBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8783937 | PA      | $8549783.59    | 0.03%             | 2051-04-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                   | BMARK 2018-B7 A4 FRN 05-15-53                                                    | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2872488 | PA      | $2895272.57    | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                          | BX 2022-AHP A 144A FRN 01-17-39                                                  | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18217000 | PA      | $18219550.38   | 0.06%             | 2039-01-17      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                        | BINOM 2022-RPL1 A1 144A FRN 02-25-61                                             | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11690255 | PA      | $11105134.14   | 0.04%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM1                                   | BRAVO 2022-NQM1 A1 144A 4.626% 09-25-61                                          | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1691818 | PA      | $1698837.43    | 0.01%             | 2061-09-25      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.125% 01-12-29                    | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    9934000 | PA      | $9998561.07    | 0.03%             | 2029-01-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.375% 01-12-31                    | CUSIP: 80413TBQ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   10000000 | PA      | $10049360.00   | 0.04%             | 2031-01-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11 A3 5.893% 11-15-57                                              | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18087940 | PA      | $19140079.29   | 0.07%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12 A3 FRN 12-15-57                                                 | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6956000 | PA      | $7375850.25    | 0.03%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12 AS FRN 12-15-57                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3272000 | PA      | $3452768.18    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                    | BMO 2024-5C8 A3 FRN 12-15-57                                                     | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5990000 | PA      | $6287619.14    | 0.02%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                                 | BBCMS 2024-5C31 AS FRN 12-15-57                                                  | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3130000 | PA      | $3267344.40    | 0.01%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                    | BX 2024-GPA3 A 144A FRN 12-15-39                                                 | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6789739 | PA      | $6799427.94    | 0.02%             | 2039-12-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                    | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                             | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14225000 | PA      | $14626756.68   | 0.05%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM1                                                                 | BRAVO 2025-NQM1 A1 144A 5.604% 12-25-64                                          | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12175459 | PA      | $12305419.89   | 0.04%             | 2064-12-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                   | IRV 2025-200P A 144A FRN 03-14-47                                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16156112 | PA      | $16828383.98   | 0.06%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2023-NQM4                                                                 | BRAVO 2023-NQM4 A1 144A 6.435% 05-25-63                                          | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1999769 | PA      | $2005128.53    | 0.01%             | 2063-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 01-12-36                    | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    9776000 | PA      | $9832857.22    | 0.03%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 4.3% 01-15-31                                   | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2011476.00    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                    | BMO 2025-5C9 AS FRN 04-15-58                                                     | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     743000 | PA      | $786814.71     | 0.00%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                  | BMARK 2025-V14 AM FRN 04-15-57                                                   | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     552000 | PA      | $584430.00     | 0.00%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C34                                                                 | BBCMS 2025-5C34 B FRN 05-15-58                                                   | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     197000 | PA      | $210312.47     | 0.00%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                                 | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                          | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |    8052131 | PA      | $8136669.97    | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-GW                                                                      | BX 2025-GW A 144A FRN 07-15-42                                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1480000 | PA      | $1484127.72    | 0.01%             | 2042-07-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| BRDGE 2025-SFR1                                                                 | BRDGE 2025-SFR1 A 144A 4.05% 09-17-42                                            | CUSIP: 10807GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9539255 | PA      | $9316274.66    | 0.03%             | 2042-09-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM8                                                                 | BRAVO 2025-NQM8 A1A 144A 5.082% 06-25-65                                         | CUSIP: 10571JAB2<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-CBDO         | CORP              | US        |    8667772 | PA      | $8718357.02    | 0.03%             | 2065-06-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2025-5MW                                                                   | BFLD 2025-5MW A 144A FRN 10-10-42                                                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7318000 | PA      | $7406533.16    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM10                                                                | BRAVO 2025-NQM10 A1 144A FRN 09-25-65                                            | CUSIP: 10570BAC8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-CBDO         | CORP              | US        |   18908420 | PA      | $18979439.82   | 0.07%             | 2065-09-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT B 144A FRN 12-15-44                                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6002000 | PA      | $6026014.00    | 0.02%             | 2044-12-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT A 144A FRN 12-15-44                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   41594000 | PA      | $41706179.02   | 0.15%             | 2044-12-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT D 144A FRN 12-15-44                                                 | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     466000 | PA      | $468136.61     | 0.00%             | 2044-12-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.0% 02-02-29                            | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    3893000 | PA      | $3895892.50    | 0.01%             | 2029-02-02      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.375% 02-02-31                          | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   32655000 | PA      | $32673025.56   | 0.11%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 07-31-27                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52000000 | PA      | $51505100.40   | 0.18%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 09-30-27                                      | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $60643074.00   | 0.21%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-27               | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40355935 | PA      | $41024316.35   | 0.14%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-27                                      | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30338334.00   | 0.11%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                      | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     687000 | PA      | $704243.36     | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 11-30-27                                      | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40000000 | PA      | $40313516.00   | 0.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A A2A 5.78% 09-15-27                                                   | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     449577 | PA      | $450092.62     | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-29                                      | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $24361584.00   | 0.09%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 01-31-30                                        | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26000000 | PA      | $26043430.40   | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A D 6.27% 12-16-30                                                     | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3022000 | PA      | $3125533.72    | 0.01%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                               | CHAOT 2024-3A A3 144A 5.22% 07-25-29                                             | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7661139 | PA      | $7744538.64    | 0.03%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 01-31-28                                        | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1158256700 | PA      | $1160542751.25 | 4.05%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 02-15-33                                        | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3200000 | PA      | $3156191.36    | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TACLN 2025-1                                                                    | TACLN 2025-1 B 144A 4.728% 09-26-33                                              | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27848523 | PA      | $28018482.61   | 0.10%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| TRL 2020-2A                                                                     | TRL 2020-2A A2 144A 2.56% 11-19-50                                               | CUSIP: 89656YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6605000 | PA      | $6399234.44    | 0.02%             | 2050-11-19      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2025-5C38                                                                 | BBCMS 2025-5C38 AS 5.4758% 11-15-58                                              | CUSIP: 05556RAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4179292.00    | 0.01%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_25-R03                                  | CAS 2025-R03 2M1 144A FRN 03-25-45                                               | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10916135 | PA      | $10945586.55   | 0.04%             | 2045-03-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                      | CPS 2024-C B 144A 5.68% 12-15-28                                                 | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4587357 | PA      | $4603188.26    | 0.02%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                   | CPTRS 2024-1A A2 144A 5.58% 07-20-32                                             | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14523396 | PA      | $14805091.91   | 0.05%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                               | CHAOT 2024-4A A3 144A 4.94% 07-25-29                                             | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5936615 | PA      | $5988851.66    | 0.02%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-3                                                                    | CARMX 2024-3 A3 4.89% 07-16-29                                                   | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8001000 | PA      | $8091395.30    | 0.03%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_25-R06                                  | CAS 2025-R06 1M1 144A FRN 09-25-45                                               | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25435353 | PA      | $25507919.69   | 0.09%             | 2045-09-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                               | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                        | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185866 | PA      | $184645.76     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3                                                                    | CARMX 2024-3 B 5.08% 02-15-30                                                    | CUSIP: 14319GAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2473000 | PA      | $2539034.05    | 0.01%             | 2030-02-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CCG 2024-1                                                                      | CCG 2024-1 A2 144A 4.99% 03-15-32                                                | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610131 | PA      | $615516.95     | 0.00%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R01                                                                    | CAS 2023-R01 1M1 144A FRN 12-25-42                                               | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7187773 | PA      | $7375977.37    | 0.03%             | 2042-12-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-1                                              | COLT 2023-1 A1 144A 6.048% 04-25-68                                              | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6916801 | PA      | $6920134.93    | 0.02%             | 2068-04-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| TRL 2020-1A                                                                     | TRL 2020-1A A 144A 1.96% 10-17-50                                                | CUSIP: 89657AAC0<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    9321949 | PA      | $8972552.91    | 0.03%             | 2050-10-17      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 A1 144A FRN 06-25-57                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     377752 | PA      | $372321.76     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                  | CLARUS 2024-1A B 144A 4.79% 08-20-32                                             | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2313000 | PA      | $2327347.54    | 0.01%             | 2032-08-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.9% 02-12-32                                            | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   23190000 | PA      | $24150576.18   | 0.08%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                               | CGCMT 23-SMRT A 144A FRN 10-12-40                                                | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67170000 | PA      | $69277525.92   | 0.24%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-NQM4                                                                  | EFMT 2025-NQM4 A1A 144A 4.972% 09-25-70                                          | CUSIP: 26846RAA1<br>LEI: 254900CD2QA4YMZIVN66 | Long             | ABS-CBDO         | CORP              | US        |   14952143 | PA      | $15030477.08   | 0.05%             | 2070-09-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                            | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2757000 | PA      | $2871280.41    | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                     | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    8889000 | PA      | $9405273.12    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH A 144A FRN 10-15-42                                                 | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36013000 | PA      | $36105553.41   | 0.13%             | 2042-10-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH B 144A FRN 10-15-42                                                 | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     683000 | PA      | $685376.16     | 0.00%             | 2042-10-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W3 A5 7.5% 11-25-41                                                     | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     129874 | PA      | $136105.77     | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FSPC T-41 3A FRN 07-25-32                                                        | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      95164 | PA      | $89559.41      | 0.00%             | 2032-07-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.5% 05-01-33                                | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $3204396.57    | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                  | ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27                        | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |   31138000 | PA      | $30933488.73   | 0.11%             | 2027-04-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                             | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |    2494000 | PA      | $2438954.93    | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA 144A LIFE SR UNSEC 4.75% 01-13-33                                      | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   18164000 | PA      | $18381041.64   | 0.06%             | 2033-01-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                        | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3350000 | PA      | $3416639.21    | 0.01%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                      | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10965300 | PA      | $11017125.30   | 0.04%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA 144A LIFE SR UNSEC 4.0% 01-13-29                                       | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3009972.00    | 0.01%             | 2029-01-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA 144A LIFE SR UNSEC 4.25% 01-13-31                                      | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   14000000 | PA      | $14025816.00   | 0.05%             | 2031-01-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                             | TPMT 2018-2 A1 144A FRN 03-25-58                                                 | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1413950 | PA      | $1406870.26    | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                             | TPMT 2018-3 A1 144A FRN 05-25-58                                                 | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1379645 | PA      | $1364954.44    | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA 144A LIFE SR UNSEC 5.0% 01-13-36                                       | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   11740000 | PA      | $11796081.98   | 0.04%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.35% 05-04-33                                              | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   48603000 | PA      | $48781518.82   | 0.17%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.25% 04-15-28                | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54024500 | PA      | $54362150.00   | 0.19%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT7161 06-01-43                                                    | CUSIP: 3138WU5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     385654 | PA      | $373212.88     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-1                                             | TPMT 2019-1 A1 144A FRN 03-25-58                                                 | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3058263 | PA      | $3009131.95    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-4                                             | TPMT 2018-4 A1 144A FRN 06-25-58                                                 | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6083511 | PA      | $5857861.28    | 0.02%             | 2058-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55056 03-01-48                                                        | CUSIP: 3132XXTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     469775 | PA      | $451502.11     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1463 10-01-49                                                    | CUSIP: 3133KGTU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3892652 | PA      | $3746101.80    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                             | TPMT 2018-5 A1A 144A FRN 07-25-58                                                | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     112812 | PA      | $112245.24     | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 A2 144A FRN 06-25-57                                                 | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5541000 | PA      | $5351835.80    | 0.02%             | 2057-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54781 03-01-48                                                        | CUSIP: 3132XXJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     310936 | PA      | $299274.02     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54699 03-01-48                                                        | CUSIP: 3132XXGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216744 | PA      | $208598.77     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                             | TPMT 2017-1 M1 144A FRN 10-25-56                                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3615000 | PA      | $3587616.38    | 0.01%             | 2056-10-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                             | TPMT 2017-1 A2 144A FRN 10-25-56                                                 | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      48900 | PA      | $48787.60      | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2019-HY2 A1                                                                | TPMT 2019-HY2 A1 144A FRN 05-25-58                                               | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1411673 | PA      | $1442782.53    | 0.01%             | 2058-05-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                             | TPMT 2018-1 A1 144A FRN 01-25-58                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10841 | PA      | $10793.80      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54831 03-01-48                                                        | CUSIP: 3132XXLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160070 | PA      | $154476.38     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK6840 06-01-48                                                    | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      57067 | PA      | $56371.24      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                      | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1218110.26    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                       | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7109067.00    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AC0794 10-01-39                                                    | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     110148 | PA      | $113406.80     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AX8521 12-01-44                                                    | CUSIP: 3138YAPF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37078 | PA      | $35787.05      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                   | TMCL 2020-1A A 144A 2.73% 08-21-45                                               | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3191872 | PA      | $3109674.82    | 0.01%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                           | TCF 2020-1A A 144A 2.11% 09-20-45                                                | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24402117 | PA      | $23184621.72   | 0.08%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA2748 09-01-49                                                    | CUSIP: 31339SBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     494058 | PA      | $474586.62     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AU7549 10-01-28                                                    | CUSIP: 3138X7L76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58544 | PA      | $58146.48      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29                                    | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15865000 | PA      | $16364366.74   | 0.06%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34                              | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1200000 | PA      | $1279351.20    | 0.00%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 J27711 03-01-29                                                         | CUSIP: 31307GR84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4481 | PA      | $4439.29       | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGCI 3.5 V60368 12-01-28                                                         | CUSIP: 3132KEMR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85754 | PA      | $85260.45      | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SUB 5.915% 04-25-35/34                                       | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $8014057.50    | 0.03%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.0% 02-15-32                                   | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   12365000 | PA      | $12645178.54   | 0.04%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8328 06-01-53                                                    | CUSIP: 3132DWHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5880619 | PA      | $5838666.76    | 0.02%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5037 06-01-53                                                    | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5496258 | PA      | $5457047.68    | 0.02%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 4.85% 12-15-29                                  | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $11067732.00   | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 4.6% 12-15-27                                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $11177947.95   | 0.04%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.085% 01-30-31/30                                  | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5167105.00    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.875% 02-04-28                                        | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2254000 | PA      | $2295396.96    | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5165 10-01-53                                                    | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     222493 | PA      | $226845.81     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1502 07-01-52                                                    | CUSIP: 3132DNU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4855840 | PA      | $4744641.11    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.2% 03-15-35                                                | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5093000 | PA      | $5316236.38    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.667% 04-25-36/35                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3178194.00    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS2654 08-01-52                                                    | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2861693 | PA      | $2787755.35    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE8940 09-01-52                                                    | CUSIP: 3133BJ4Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11793880 | PA      | $11708362.09   | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13346489.00   | 0.05%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.5% 08-06-30                                          | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1883792.10    | 0.01%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8363 09-01-53                                                    | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2272091 | PA      | $2343034.70    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5108 08-01-53                                                    | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  129222767 | PA      | $133261624.71  | 0.47%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.543% 08-22-35                     | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4761000 | PA      | $4744898.30    | 0.02%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.4% 02-15-33                                             | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    6764000 | PA      | $6782614.53    | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5191 11-01-53                                                    | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11584761 | PA      | $11890401.65   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8367 10-01-53                                                    | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7284302 | PA      | $7426805.12    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB4852 10-01-52                                                    | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7574734 | PA      | $7525771.11    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC7739 09-01-51                                                    | CUSIP: 3133ASS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25465 | PA      | $22100.42      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 3.9% 11-15-28                                             | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3314909.40    | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.125% 11-15-30                                           | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   13800000 | PA      | $13875030.60   | 0.05%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QC5857 08-01-51                                                    | CUSIP: 3133AQQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25248926 | PA      | $22866892.26   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3101 03-01-52                                                    | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2016604 | PA      | $1673291.37    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 3.8% 11-15-27                                             | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     800000 | PA      | $801656.00     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.625% 02-15-36                                           | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9445536.50    | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB6471 06-01-53                                                    | CUSIP: 3140QSFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     896064 | PA      | $889579.43     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4628 06-01-37                                                    | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4451360 | PA      | $4247862.07    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.375% 11-15-32                                            | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5698331.56    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.1% 11-15-30                                              | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10092820.00   | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                      | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    7010000 | PA      | $7526146.30    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTERNATIONAL FINANCE PLC SR UNSEC 5.931% 02-02-29                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   12406000 | PA      | $13070986.41   | 0.05%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                                  | FS 2023-4SZN A 144A 7.06626% 11-10-39                                            | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7270000 | PA      | $7368370.37    | 0.03%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5192 11-01-53                                                    | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2229146 | PA      | $2318296.72    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                        | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8886000 | PA      | $9886572.49    | 0.03%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30                                        | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   16373000 | PA      | $17812759.76   | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-30                             | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    4661000 | PA      | $4894786.44    | 0.02%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28                                 | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8811000 | PA      | $9190199.01    | 0.03%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                 | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1335000 | PA      | $1417987.61    | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.174% 02-13-30/29                                        | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9962000 | PA      | $10266060.16   | 0.04%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31                                        | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $5054183.81    | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                    | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    7121000 | PA      | $7332187.50    | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB4021 06-01-52                                                    | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1197995 | PA      | $1168944.83    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB3379 04-01-52                                                    | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     579056 | PA      | $566072.82     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FA0608 02-01-55                                                    | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6254005 | PA      | $6362030.26    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8792 08-01-54                                                    | CUSIP: 3140XQXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1028309 | PA      | $1063388.07    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8331 06-01-53                                                    | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   55140557 | PA      | $56257153.58   | 0.20%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5072 07-01-53                                                    | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   57315140 | PA      | $58462646.70   | 0.20%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5699 05-01-55                                                    | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     709943 | PA      | $714078.83     | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QY2186 04-01-55                                                    | CUSIP: 31426LNC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1940373 | PA      | $2016263.04    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                            | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    8650000 | PA      | $9022088.40    | 0.03%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                           | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9490000 | PA      | $9867379.34    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                          | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $9834273.99    | 0.03%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.55% 06-01-34              | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14329000 | PA      | $15245454.18   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6556 03-01-51                                                    | CUSIP: 3140XAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2506577 | PA      | $2079596.36    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8018 02-01-54                                                    | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      69119 | PA      | $72304.25      | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.3% 06-01-34                                              | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2325443.18    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                       | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 4.95% 08-15-34                    | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2164637.63    | 0.01%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BW9710 05-01-53                                                    | CUSIP: 3140N2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2661307 | PA      | $2410659.36    | 0.01%             | 2053-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5762 07-01-55                                                    | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14013164 | PA      | $14558303.64   | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                        | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3334421.38    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                          | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                       | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1772958.30    | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8786 07-01-54                                                    | CUSIP: 3140XQXQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     854471 | PA      | $898095.23     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RQ0015 06-01-55                                                    | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34234157 | PA      | $35565899.45   | 0.12%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 4.7% 01-15-30                                         | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8540499.43    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 4.85% 01-15-32                                        | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   17450000 | PA      | $18105317.30   | 0.06%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD3317 02-01-55                                                    | CUSIP: 3140B3VK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     321854 | PA      | $335088.42     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8517 03-01-55                                                    | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   30158955 | PA      | $31332168.59   | 0.11%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B9                                            | BMARK 2019-B9 A5 4.0156% 03-15-52                                                | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5140000 | PA      | $5088831.30    | 0.02%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                               | BANK 2019-BN18 A4 3.584% 05-15-62                                                | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7587269 | PA      | $7392025.81    | 0.03%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU2630 02-01-52                                                    | CUSIP: 3140M34Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     444152 | PA      | $368475.06     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6771 02-01-52                                                    | CUSIP: 3133KNQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4386008 | PA      | $3638706.42    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                               | BANK 2019-BN19 A3 3.183% 08-15-61                                                | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9814483 | PA      | $9428970.11    | 0.03%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                           | BMARK 2019-B13 A4 2.952% 08-15-57                                                | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1650000 | PA      | $1582907.70    | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6031 06-01-52                                                    | CUSIP: 3140XMVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     829707 | PA      | $688351.66     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3771 04-01-51                                                    | CUSIP: 3140L2FM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12208021 | PA      | $10132864.68   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                    | BANK 2020-BN26 A4 2.403% 03-15-63                                                | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2157000 | PA      | $2008833.51    | 0.01%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                           | BMARK 2020-B17 A5 2.289% 03-15-53                                                | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2202000 | PA      | $2021259.84    | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM8114 06-01-51                                                    | CUSIP: 3140XCAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4197983 | PA      | $3482818.75    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6093 02-01-52                                                    | CUSIP: 3133B3XW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      69272 | PA      | $57469.18      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2                                     | BHLD 2019-2 A3 144A FRN 07-25-49                                                 | CUSIP: 12061RAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     318254 | PA      | $313756.73     | 0.00%             | 2049-07-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                   | BRAVO 2020-RPL1 A1 144A FRN 05-26-59                                             | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1573664 | PA      | $1556836.57    | 0.01%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD6085 04-01-55                                                    | CUSIP: 3140B6XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     337382 | PA      | $351096.17     | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX8785 03-01-55                                                    | CUSIP: 31426FXP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     596710 | PA      | $623796.32     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B19                                           | BMARK 2020-B19 A5 1.85% 09-15-53                                                 | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12968266 | PA      | $11730665.47   | 0.04%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                   | BRAVO 2020-RPL2 A1 144A FRN 05-25-59                                             | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4067089 | PA      | $3871054.88    | 0.01%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                                           | BMARK 2020-B20 A5 2.0341% 10-15-53                                               | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2256922.50    | 0.01%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B21                                           | BMARK 2020-B21 AS 2.2543% 12-17-53                                               | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1789052.00    | 0.01%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD6203 06-01-52                                                    | CUSIP: 3132DT3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     333181 | PA      | $301741.05     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS2676 06-01-52                                                    | CUSIP: 3140XH6N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     767353 | PA      | $695687.71     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B23                                           | BMARK 2021-B23 A5 2.07% 02-15-54                                                 | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1341589.50    | 0.00%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BMK_21-B24                                                                      | BMARK 2021-B24 A4 2.2638% 03-15-54                                               | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $2987117.25    | 0.01%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9906 12-01-51                                                    | CUSIP: 3140XEAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32982 | PA      | $29893.06      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                               | WFCM 2017-C40 AS FRN 10-15-50                                                    | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1961832.00    | 0.01%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BXP TRUST BXP_17-GM                                                             | BXP 2017-GM A 144A 3.379% 06-13-39                                               | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9331000 | PA      | $9202988.01    | 0.03%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2021-B25                                                                  | BMARK 2021-B25 A5 2.577% 04-15-54                                                | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16713000 | PA      | $15278590.06   | 0.05%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                               | WFCM 2018-C46 A3 3.888% 08-15-51                                                 | CUSIP: 95001QAT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $10958002.00   | 0.04%             | 2051-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WFCM 2022-C62                                                                   | WFCM 2022-C62 A4 FRN 04-15-55                                                    | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1850000 | PA      | $1797615.40    | 0.01%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B27                                           | BMARK 2021-B27 A5 2.39% 07-15-54                                                 | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10274000 | PA      | $9311089.90    | 0.03%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                         | BX 2021-SDMF A 144A FRN 09-15-34                                                 | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36831372 | PA      | $36812588.20   | 0.13%             | 2034-09-15      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                             | BX 2021-ACNT A 144A FRN 11-15-38                                                 | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17114242 | PA      | $17111914.22   | 0.06%             | 2038-11-15      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                   | BRAVO 2022-RPL1 A1 144A 2.75% 09-25-61                                           | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     976684 | PA      | $912223.28     | 0.00%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                     | WMRK 2022-WMRK A 144A FRN 11-15-27                                               | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17280576 | PA      | $17464303.30   | 0.06%             | 2027-11-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI           | WSTN 2023-MAUI C 144A FRN 07-05-37                                               | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     891000 | PA      | $904437.17     | 0.00%             | 2037-07-05      | Variable      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30                            | CSFB 2002-30 1A1 7.5% 11-25-32                                                   | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      37678 | PA      | $39250.82      | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                             | CSFB 2002-34 1A1 7.5% 12-25-32                                                   | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50037 | PA      | $51680.94      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI           | WSTN 2023-MAUI B 144A FRN 07-05-37                                               | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2077000 | PA      | $2109754.29    | 0.01%             | 2037-07-05      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                   | WFCM 2024-5C1 AS 6.52% 07-15-57                                                  | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     740000 | PA      | $785845.22     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                   | WFCM 2024-5C2 A3 FRN 11-15-57                                                    | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4466000 | PA      | $4728953.61    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                   | WFCM 2024-5C2 AS FRN 11-15-57                                                    | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7100000 | PA      | $7510664.00    | 0.03%             | 2057-11-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21                             | CSFB 2003-21 5A1 6.5% 07-25-33                                                   | CUSIP: 22541QQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      61186 | PA      | $63816.64      | 0.00%             | 2033-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29                             | CSFB 2003-29 5A1 7.0% 12-25-33                                                   | CUSIP: 22541Q4B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      35805 | PA      | $37610.17      | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-1918                                                                  | WFCM 2025-1918 A 144A FRN 09-15-40                                               | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3108000 | PA      | $3163163.89    | 0.01%             | 2040-09-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | ASCENSION HEALTH SR UNSEC 4.294% 11-15-30                                        | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7883000 | PA      | $7971494.56    | 0.03%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C7                                     | CFCRE 2016-C7 A2 3.5853% 12-10-54                                                | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2463352 | PA      | $2447517.21    | 0.01%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-COR1                                                | COMM 2016-COR1 A4 3.091% 10-10-49                                                | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5975000 | PA      | $5927188.05    | 0.02%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3                                                                     | CD 2017-CD3 A4 3.631% 02-10-50                                                   | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1957152.00    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9                                    | CSAIL 2017-CX9 A4 3.1755% 09-15-50                                               | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2330188 | PA      | $2298086.87    | 0.01%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                | COMM 2017-COR2 A2 3.239% 09-10-50                                                | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850980 | PA      | $843937.68     | 0.00%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-C4                                                                   | CGCMT 17-C4 A4 3.471% 10-12-50/09-14-27                                          | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2479322.50    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                      | FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30                               | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    3805000 | PA      | $3557918.52    | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                      | FLORIDA HURRICANE CATASTROPHE FUND 1.705% 07-01-27                               | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    3785000 | PA      | $3692047.97    | 0.01%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6                                                                     | CD 17-CD6 A5 3.456% 11-13-50/10-18-27                                            | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9983000 | PA      | $9876551.27    | 0.03%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10                                                                 | CSAIL 2017-CX10 A5 FRN 11-15-50                                                  | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $978095.00     | 0.00%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                        | GOLDEN STATE TOBACCO SECURITIZATION CORP 2.532% 06-01-28                         | CUSIP: 38122NC75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11085000 | PA      | $10719882.27   | 0.04%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                        | STATE OF NEW YORK PERSONAL INCOME TAX REVENUE 1.748% 03-15-28                    | CUSIP: 64990FD76<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   15255000 | PA      | $14706262.40   | 0.05%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10                                                                 | CSAIL 2017-CX10 A4 3.1908% 11-15-50                                              | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     248000 | PA      | $245439.65     | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                                 | CF 2019-CF1 AS 4.0273% 05-15-52                                                  | CUSIP: 12529MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1255000 | PA      | $1218330.16    | 0.00%             | 2052-05-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ACAR 2026-1                                                                     | ACAR 2026-1 B 144A 4.24% 04-12-30                                                | CUSIP: 02531FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435000 | PA      | $436528.59     | 0.00%             | 2030-04-12      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2026-1                                                                     | ACAR 2026-1 C 144A 4.55% 01-12-33                                                | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1007122.00    | 0.00%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17                                    | CSAIL 2019-C17 A5 3.0161% 09-15-52                                               | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2883324.00    | 0.01%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_19-G44                                                 | COMM 2019-GC44 AM 3.263% 08-15-57                                                | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $481920.93     | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ACAR 2026-1                                                                     | ACAR 2026-1 A 144A 4.16% 07-12-29                                                | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     691000 | PA      | $691133.36     | 0.00%             | 2029-07-12      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_26-1                                                  | AFRMT 2026-1A A 144A 4.37% 02-15-34                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12612000 | PA      | $12713652.72   | 0.04%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-RPL3                                       | CSMC 2017-RPL3 A1 144A FRN 08-01-57                                              | CUSIP: 12651YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     898084 | PA      | $869266.75     | 0.00%             | 2057-08-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1                            | CSMC 2019-RPL1 A1A 144A FRN 07-25-58                                             | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     771696 | PA      | $762712.40     | 0.00%             | 2058-07-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_22-20A                                                      | BALLY 2022-20A A1A3 CLO 144A FRN 10-15-36                                        | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-O            | CORP              | KY        |   23267000 | PA      | $23279098.84   | 0.08%             | 2036-10-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2026-1                                                                    | BLAST 2026-1 A3 4.04% 12-17-29                                                   | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8225000 | PA      | $8239994.18    | 0.03%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC5000 07-01-51                                                    | CUSIP: 3133APRV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     223787 | PA      | $185658.25     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD0195 11-01-51                                                    | CUSIP: 3133AWGC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1927057 | PA      | $1598738.19    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1                                                                    | BLAST 2026-1 A2 4.1% 07-17-28                                                    | CUSIP: 107927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8316000 | PA      | $8319259.87    | 0.03%             | 2028-07-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FA4192 06-01-52                                                    | CUSIP: 3140W4US4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1099979 | PA      | $912740.19     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 FA4420 09-01-55                                                    | CUSIP: 3140W44E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      47331 | PA      | $49781.82      | 0.00%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                 | CMLTI 2020-EXP1 A1A 144A FRN 05-25-60                                            | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     981183 | PA      | $935726.36     | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3                                       | CSMC 2021-RPL3 A1 144A FRN 01-25-60                                              | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1398667 | PA      | $1269218.91    | 0.00%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4333 05-01-41                                                    | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2169048 | PA      | $1942345.46    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0480 06-01-60                                                       | CUSIP: 3140FXRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4274951 | PA      | $4005162.67    | 0.01%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4208 12-01-50                                                    | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1571045 | PA      | $1315445.62    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5118 07-01-41                                                    | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4550922 | PA      | $4067227.62    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4387 07-01-41                                                    | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8609182 | PA      | $7694422.09    | 0.03%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI3 5.5 BF0320 01-01-49                                                       | CUSIP: 3140FXLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1652715 | PA      | $1731416.84    | 0.01%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 AB1084 05-01-40                                                    | CUSIP: 31416WF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      45645 | PA      | $46617.48      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G67700 08-01-46                                                        | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1523917 | PA      | $1468310.49    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G60238 10-01-45                                                        | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4052711 | PA      | $3926396.33    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                            | FSMT 2021-8INV A3 144A FRN 09-25-51                                              | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1636109 | PA      | $1405440.62    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                           | FSMT 2021-11IN A2 144A FRN 11-25-51                                              | CUSIP: 33851TAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13908800 | PA      | $12460226.74   | 0.04%             | 2051-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9632 11-01-51                                                    | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8069564 | PA      | $7398813.78    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-31-31                                        | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      64000 | PA      | $65357.50      | 0.00%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                        | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     160000 | PA      | $162693.74     | 0.00%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9631 11-01-51                                                    | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3539312 | PA      | $3252018.88    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2292 11-01-51                                                    | CUSIP: 3140QMRN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     993005 | PA      | $913504.37     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2293 12-01-51                                                    | CUSIP: 3140QMRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1036339 | PA      | $952308.30     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2375 12-01-51                                                    | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11801437 | PA      | $10423489.53   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6483 12-01-51                                                    | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9786438 | PA      | $8644438.75    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7545 09-01-51                                                    | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12258204 | PA      | $10885015.24   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9492 11-01-51                                                    | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7316084 | PA      | $6496492.62    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2319 12-01-51                                                    | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11868388 | PA      | $10496509.07   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0130 04-01-53                                                    | CUSIP: 3140NGEC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1764781 | PA      | $1802532.96    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3207 05-01-53                                                    | CUSIP: 3140NKR52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1525492 | PA      | $1571176.07    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY1592 05-01-53                                                    | CUSIP: 3140NHXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1518505 | PA      | $1548323.74    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RA8544 02-01-53                                                    | CUSIP: 3133KQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8245120 | PA      | $8421639.91    | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE4613 06-01-52                                                    | CUSIP: 3133BEDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     378097 | PA      | $369415.51     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7498 04-01-52                                                    | CUSIP: 3140XPKL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2653410 | PA      | $2204845.66    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS7653 03-01-54                                                    | CUSIP: 3140XPQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     925040 | PA      | $976533.80     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB7783 08-01-54                                                    | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24203 | PA      | $24665.60      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6767 01-01-54                                                    | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4875343 | PA      | $5138660.75    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 6.0 SB8279 01-01-39                                                    | CUSIP: 3132D6FU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      11648 | PA      | $12060.32      | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FA0287 12-01-54                                                    | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     451681 | PA      | $463599.16     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1138 05-01-55                                                    | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      58624 | PA      | $60192.92      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1137 05-01-55                                                    | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      57140 | PA      | $58652.44      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0028 07-01-55                                                    | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21823467 | PA      | $22399344.52   | 0.08%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB1186 07-01-51                                                    | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3723156 | PA      | $3105011.80    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5761 07-01-55                                                    | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18893 | PA      | $19391.76      | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD0162 11-01-51                                                    | CUSIP: 3133AWFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     366886 | PA      | $318414.09     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QC9669 10-01-51                                                    | CUSIP: 3133AUW61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     107634 | PA      | $102272.44     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REACH 2026-1A                                                                   | REACH 2026-1A B 144A 4.37% 02-15-33                                              | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8476000 | PA      | $8495782.98    | 0.03%             | 2033-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| REACH 2026-1A                                                                   | REACH 2026-1A A 144A 4.32% 02-15-33                                              | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11595602 | PA      | $11596877.80   | 0.04%             | 2033-02-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| USQ RAIL I LLC STEAM_21-3                                                       | STEAM 2021-3A A 144A 2.21% 06-28-51                                              | CUSIP: 90354PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16437335 | PA      | $15853974.17   | 0.06%             | 2051-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.95% 02-04-31                                              | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17552000 | PA      | $17521161.14   | 0.06%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.7% 02-04-36                                               | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18145000 | PA      | $18161965.58   | 0.06%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.55% 02-04-29                                              | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   24807000 | PA      | $24859640.45   | 0.09%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                  | ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 2.0% 04-16-31                           | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |    5070000 | PA      | $4668347.00    | 0.02%             | 2031-04-16      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                  | ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 0.875% 09-21-26                         | CUSIP: 68329AAK4<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |   23131000 | PA      | $22778550.64   | 0.08%             | 2026-09-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| PSP CAPITAL INC                                                                 | PSP CAPITAL INC 144A LIFE SR UNSEC 1.625% 10-26-28                               | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | USGA              | CA        |   12052000 | PA      | $11492365.38   | 0.04%             | 2028-10-26      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.2% 01-01-31                 | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   18750000 | PA      | $18877856.25   | 0.07%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 4.075% 01-26-29/28                     | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   16681000 | PA      | $16736047.30   | 0.06%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6349 07-01-50                                                    | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     146845 | PA      | $133354.56     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA7381 10-01-50                                                    | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     113414 | PA      | $102994.48     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 5.026% 10-01-29               | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    4813000 | PA      | $4922385.05    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 5.125% 10-01-35                                 | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5496000 | PA      | $5630794.90    | 0.02%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 4.375% 10-01-30                                 | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15196005.00   | 0.05%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC SR UNSEC 4.125% 11-06-30                                    | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6049914.00    | 0.02%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5267 05-01-51                                                    | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      57516 | PA      | $52498.70      | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4191 03-01-53                                                    | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3727434 | PA      | $3823139.59    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 4.25% 03-15-29                                        | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   27026000 | PA      | $27214533.38   | 0.10%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.2% 05-01-36                        | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15182000 | PA      | $15238203.76   | 0.05%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_24-M1A                                                      | FNA 2024-M1 A2 FRN 01-25-34                                                      | CUSIP: 3136BQL23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16000000 | PA      | $16357248.00   | 0.06%             | 2034-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1216 04-01-54                                                    | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2366314 | PA      | $2427079.06    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                      | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $10244500.00   | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BJ6880 06-01-33                                                    | CUSIP: 3140H8UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      14450 | PA      | $14091.88      | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AL6140 12-01-29                                                    | CUSIP: 3138ENZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     319371 | PA      | $317453.96     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AL7141 07-01-30                                                    | CUSIP: 3138EP5B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      51142 | PA      | $50736.11      | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AV4997 01-01-29                                                    | CUSIP: 3138XGRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     113482 | PA      | $112926.81     | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                             | TPMT 2016-2 B2 144A FRN 08-25-55                                                 | CUSIP: 89172PAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5800000 | PA      | $5394208.80    | 0.02%             | 2055-08-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                      | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     306000 | PA      | $306571.61     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                     | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6753000 | PA      | $6469698.14    | 0.02%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRP 2021-2                                                                      | TRP 2021-2 A 144A 2.15% 06-19-51                                                 | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9176234 | PA      | $8921474.41    | 0.03%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-4                                             | TPMT 2016-4 M2 144A FRN 07-25-56                                                 | CUSIP: 89172UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4905000 | PA      | $4865558.85    | 0.02%             | 2056-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                     | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2761920.00    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26            | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    4172000 | PA      | $4169046.22    | 0.01%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31                      | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11892000 | PA      | $10874544.26   | 0.04%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                     | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3957805.80    | 0.01%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 2017-6 A2 144A FRN 10-25-57                                                 | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10335000 | PA      | $10057494.92   | 0.04%             | 2057-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                             | TPMT 2023-1 A1 144A 3.75% 01-25-63                                               | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14687368 | PA      | $14396587.37   | 0.05%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                     | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4367484.81    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 2.3% 03-08-27                                           | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    8000000 | PA      | $7857272.00    | 0.03%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                     | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4839000 | PA      | $5185917.59    | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.88% 07-13-26                      | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12317000 | PA      | $12406815.56   | 0.04%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.65% 10-01-28                     | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3869000 | PA      | $4014629.16    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                      | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1014000 | PA      | $1031156.88    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29                                     | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7275973.50    | 0.03%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                                | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3891000 | PA      | $4043138.10    | 0.01%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                         | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     585000 | PA      | $541650.92     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                        | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3534000 | PA      | $3507491.47    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                         | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     950000 | PA      | $918098.05     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 03-25-27        | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    9573000 | PA      | $9666212.30    | 0.03%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-28-26                                      | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8316000 | PA      | $8316000.00    | 0.03%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-28-29                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  994000000 | PA      | $1018073487.20 | 3.55%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                               | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8706000 | PA      | $8967267.06    | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.0% 01-15-36                                | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2059883.05    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-28-31                                       | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2355000 | PA      | $2431905.35    | 0.01%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 03-31-26                                        | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $200128900.00  | 0.70%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 4.75% 01-15-33                               | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   20108000 | PA      | $20398460.06   | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                        | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |    2291000 | PA      | $2225646.93    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $894563.00     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   20031000 | PA      | $18538169.69   | 0.06%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4333000 | PA      | $3870395.92    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                     | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5098710.00    | 0.02%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20368980.00   | 0.07%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                            | WISCONSIN PUBLIC SERVICE CORP SR UNSEC 4.55% 12-01-29                            | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    9195000 | PA      | $9387929.49    | 0.03%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4141708.00    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5260530.00    | 0.02%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.15% 10-15-30                              | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   26035000 | PA      | $26195896.30   | 0.09%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 2.879% 10-30-30/29                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9381471.40    | 0.03%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1376099.41    | 0.00%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.897% 07-25-33/32                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3871000 | PA      | $3948834.20    | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                     | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    4353000 | PA      | $4431232.12    | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC SR UNSEC 4.75% 01-15-28                                     | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7286714.75    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7095000 | PA      | $7340969.46    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 4.125% 02-28-29                              | CUSIP: 00774MBT1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    2750000 | PA      | $2751914.00    | 0.01%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 4.75% 01-15-33                               | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1500000 | PA      | $1503373.50    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 5.125% 04-30-36                                                | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2030252.00    | 0.01%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 04-30-31                                      | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29000000 | PA      | $30464169.40   | 0.11%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 04-30-26                                      | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67000000 | PA      | $67130857.70   | 0.23%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.75% 04-30-33                                                 | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   11984000 | PA      | $12151560.29   | 0.04%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.4% 04-30-31                                                  | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12618237.50   | 0.04%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                      | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     179000 | PA      | $185865.12     | 0.00%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                      | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     997200 | PA      | $1008838.82    | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.009% 02-09-29/28                                  | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003245.00    | 0.00%             | 2029-02-09      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.456% 02-10-32/31                                  | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   39105000 | PA      | $39496910.31   | 0.14%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.1% 02-15-31                                              | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   21914000 | PA      | $22063102.86   | 0.08%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.4% 02-15-33                                              | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   19550000 | PA      | $19728080.95   | 0.07%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  223100000 | PA      | $230536926.95  | 0.80%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 06-30-29                                       | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19120000 | PA      | $19620406.73   | 0.07%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.8% 02-15-36                                              | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2356000 | PA      | $2395620.85    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.2% 02-19-31                                                 | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   32528000 | PA      | $32631276.40   | 0.11%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 06-30-31                                       | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $61992186.00   | 0.22%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-15-27                                      | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4881000 | PA      | $4941441.42    | 0.02%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                      | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  787750000 | PA      | $790134834.35  | 2.76%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 08-15-27                                       | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211000000 | PA      | $211918166.50  | 0.74%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.85% 02-19-36                                                | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8124000 | PA      | $8171078.58    | 0.03%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES SR UNSEC 4.3% 03-15-33                                       | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   29265000 | PA      | $29244660.83   | 0.10%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 09-15-27                                      | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105000000 | PA      | $104909101.50  | 0.37%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-26                                        | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  131000000 | PA      | $130902784.90  | 0.46%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES SR UNSEC 4.0% 03-15-31                                       | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2498602.50    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.125% 03-15-31                                              | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9563000 | PA      | $9596518.32    | 0.03%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                                      | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 144A                | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |       4000 | NS      | $3168000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-31                                      | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17279600 | PA      | $17741290.18   | 0.06%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                        | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  204350000 | PA      | $206445752.30  | 0.72%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.4% 03-15-33                                                | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   30584000 | PA      | $30721322.16   | 0.11%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.1% 12-15-27/26                                       | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10010370.00   | 0.03%             | 2027-12-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 12-31-29                                      | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  104000000 | PA      | $107418885.60  | 0.38%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-15-28                                       | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4600000 | PA      | $4670198.76    | 0.02%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A                | WFNMT 2023-A A 5.02% 03-15-30                                                    | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6414000 | PA      | $6427693.89    | 0.02%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                       | AESOP 2023-4A A 144A 5.49% 06-20-29                                              | CUSIP: 05377RGY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $13395044.00   | 0.05%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.417% 01-13-37/36                                 | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4817000 | PA      | $4852862.57    | 0.02%             | 2037-01-13      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 4.76% 01-13-32/31                                  | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15132795.00   | 0.05%             | 2032-01-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                       | AESOP 2023-6A A 144A 5.81% 12-20-29                                              | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18450000 | PA      | $19282427.10   | 0.07%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5                                       | AESOP 2023-5A A 144A 5.78% 04-20-28                                              | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37394000 | PA      | $38033661.76   | 0.13%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 01-31-27                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50260740.00   | 0.18%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                      | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $15596710.50   | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.456% 02-06-32/31                                 | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   36718000 | PA      | $37000948.91   | 0.13%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR2                                            | TCN 2023-SFR2 A 144A 5.0% 12-17-40                                               | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6848858 | PA      | $6903607.86    | 0.02%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                                   | TCN 2024-SFR2 A 144A 4.75% 06-17-40                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5476658 | PA      | $5504293.57    | 0.02%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AMXCA 2023-2                                                                    | AMXCA 2023-2 A 4.8% 05-15-30                                                     | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3078201.00    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                       | AESOP 2023-8A A 144A 6.02% 02-20-30                                              | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5340000 | PA      | $5621855.88    | 0.02%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                | TPMT 2024-3 A1A 144A FRN 07-25-65                                                | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6966720 | PA      | $7099630.71    | 0.02%             | 2065-07-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                            | TCN 2024-SFR3 A 144A 4.5% 08-17-41                                               | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9674828 | PA      | $9725088.23    | 0.03%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                       | AESOP 2024-1A A 144A 5.36% 06-20-30                                              | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5598000 | PA      | $5826465.58    | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                          | ACAR 2024-1 D 144A 5.86% 05-13-30                                                | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2489000 | PA      | $2520124.95    | 0.01%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-2                                             | TPMT 2015-2 1B2 144A FRN 11-25-60                                                | CUSIP: 89171YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13157123 | PA      | $12960147.71   | 0.05%             | 2060-11-25      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2015-5                                                                     | TPMT 2015-5 B1 144A FRN 05-25-55                                                 | CUSIP: 89171VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13480000 | PA      | $13398230.32   | 0.05%             | 2055-05-25      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                          | ACAR 2024-1 C 144A 5.63% 01-14-30                                                | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7380257 | PA      | $7408154.05    | 0.03%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_24-1                         | AMXCA 2024-1 A 5.23% 04-15-29                                                    | CUSIP: 02582JKH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2035666.00    | 0.01%             | 2029-04-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A                               | AXIS 2023-1A A2 144A 6.09% 12-20-29                                              | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    1021677 | PA      | $1029068.72    | 0.00%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1                             | AMCAR 2024-1 A3 5.43% 01-18-29                                                   | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6800535 | PA      | $6849601.01    | 0.02%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| APID 2019-32A                                                                   | APID 2019-32A A1R CLO 144A FRN 01-20-33                                          | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-O            | CORP              | KY        |    6697324 | PA      | $6711656.08    | 0.02%             | 2033-01-20      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                     | ACAR 2024-3 B 144A 5.66% 08-14-28                                                | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3182913 | PA      | $3186153.40    | 0.01%             | 2028-08-14      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0326 11-01-53                                                    | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1740470 | PA      | $1813721.50    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8756 08-01-54                                                    | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1504596 | PA      | $1554279.47    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                   | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                          | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |    2817664 | PA      | $2818932.18    | 0.01%             | 2032-04-20      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2024-2A                                                                    | AXIS 2024-2A A2 144A 5.19% 07-21-31                                              | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    3928196 | PA      | $3984058.94    | 0.01%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6029 08-01-54                                                    | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2264233 | PA      | $2339000.70    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4916 08-01-54                                                    | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1630579 | PA      | $1678517.73    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                    | AFFRM 2024-B A 144A 4.62% 09-15-29                                               | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12804000 | PA      | $12839902.42   | 0.04%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                   | AVCCT 2024-2A A 144A 5.38% 05-15-29                                              | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33686000 | PA      | $33766004.25   | 0.12%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5813 07-01-54                                                    | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3651492 | PA      | $3763271.04    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8757 08-01-54                                                    | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3681225 | PA      | $3833863.22    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4968 08-01-54                                                    | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     536222 | PA      | $550649.90     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8866 09-01-54                                                    | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3736538 | PA      | $3859922.22    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 D 144A 5.34% 08-12-31                                                | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1017170.00    | 0.00%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 B 144A 4.8% 11-13-28                                                 | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1307504 | PA      | $1308710.66    | 0.00%             | 2028-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8758 08-01-54                                                    | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1846103 | PA      | $1900380.66    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5470 09-01-54                                                    | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2912118 | PA      | $2963010.12    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                    | DRIVE 2024-2 C 4.67% 05-17-32                                                    | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4359000 | PA      | $4398082.79    | 0.02%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DEXT 2023-1                                                                     | DEXT 2023-1 A2 144A 5.99% 03-15-32                                               | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     344876 | PA      | $346456.44     | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4946 09-01-54                                                    | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     884241 | PA      | $899694.34     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ3044 09-01-54                                                    | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1770173 | PA      | $1801963.68    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 A3 4.73% 09-15-32                                                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10253000 | PA      | $10311093.50   | 0.04%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 D 5.41% 09-15-32                                                    | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2003000 | PA      | $2041421.55    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB3612 05-01-54                                                    | CUSIP: 3140ADAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     368760 | PA      | $375298.31     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0133 08-01-56                                                       | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1982665 | PA      | $1934608.76    | 0.01%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 C 4.99% 09-15-32                                                    | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     647000 | PA      | $657965.36     | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 B 4.79% 09-15-32                                                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3614000 | PA      | $3648520.93    | 0.01%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4479 04-01-54                                                    | CUSIP: 3140M56R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2616475 | PA      | $2668859.11    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 2.5 BF0546 07-01-61                                                       | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8694204 | PA      | $7358218.13    | 0.03%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS6943 06-01-52                                                    | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     684668 | PA      | $620714.79     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8446 07-01-54                                                    | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8404660 | PA      | $8552397.18    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2474 09-01-54                                                    | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2115749 | PA      | $2203119.12    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2470 09-01-54                                                    | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     619992 | PA      | $646268.86     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6965 04-01-51                                                    | CUSIP: 3140XAW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      39346 | PA      | $34220.55      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8315 07-01-51                                                    | CUSIP: 3140XCGZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      33451 | PA      | $29154.16      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-1                                                                     | DEXT 2025-1 A3 144A 4.77% 08-15-35                                               | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14595000 | PA      | $14766418.28   | 0.05%             | 2035-08-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2024-1A                                                                   | DLLMT 2024-1A A4 144A 4.98% 04-20-32                                             | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4089368.00    | 0.01%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP5576 06-01-50                                                    | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     515299 | PA      | $447864.69     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1A                                                                   | DLLAD 2025-1A A3 144A 4.42% 09-20-30                                             | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3773000 | PA      | $3837329.65    | 0.01%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 D 4.9% 12-15-32                                                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4667000 | PA      | $4717165.58    | 0.02%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 A3 4.14% 09-15-32                                                   | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1640000 | PA      | $1644646.12    | 0.01%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 C 4.39% 09-15-32                                                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6097000 | PA      | $6135459.88    | 0.02%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 A2 4.29% 10-16-28                                                   | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2228520 | PA      | $2230130.91    | 0.01%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1                                      | DROCK 2025-1 A 3.97% 07-15-31                                                    | CUSIP: 06742LBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35124000 | PA      | $35412192.42   | 0.12%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-2                                             | DEFT 2025-2 C 144A 4.53% 03-24-31                                                | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     387000 | PA      | $390637.80     | 0.00%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| BLKMM 2025-2A                                                                   | BLKMM 2025-2A A CLO 144A FRN 11-21-33                                            | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21390000 | PA      | $21409892.70   | 0.07%             | 2033-11-21      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2025-2                                                                     | DEXT 2025-2 A2 144A 4.1% 04-17-28                                                | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4157000 | PA      | $4158043.41    | 0.01%             | 2028-04-17      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2025-2                                                                     | DEXT 2025-2 A3 144A 4.23% 04-15-36                                               | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6884000 | PA      | $6912541.06    | 0.02%             | 2036-04-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-31-30                                       | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2350000 | PA      | $2417837.92    | 0.01%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                      | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80000000 | PA      | $79800008.00   | 0.28%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TCN 2025-SFR2                                                                   | TCN 2025-SFR2 A 144A 5.2% 08-17-44                                               | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8646427 | PA      | $8870145.07    | 0.03%             | 2044-08-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TCN 2025-SFR2                                                                   | TCN 2025-SFR2 B 144A 5.424% 08-17-44                                             | CUSIP: 89617FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4495529 | PA      | $4594723.06    | 0.02%             | 2044-08-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-15-28                                       | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $9145241.10    | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55               | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  205111471 | PA      | $202323210.51  | 0.71%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                         | EFF 2022-3 A2 144A 4.38% 07-20-29                                                | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9164 | PA      | $9166.58       | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                         | EFF 2022-4 A2 144A 5.76% 10-22-29                                                | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     723404 | PA      | $725029.08     | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 03-01-56                                                       | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21547560 | PA      | $22382851.16   | 0.08%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 03-01-56                                                       | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5106808 | PA      | $4813243.14    | 0.02%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1                                   | EART 2023-1A D 6.69% 06-15-29                                                    | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2044698 | PA      | $2076419.05    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A B 5.29% 08-15-28                                                    | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3049346 | PA      | $3056377.47    | 0.01%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                      | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40000000 | PA      | $41057484.00   | 0.14%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 04-15-30               | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25452500 | PA      | $25987400.00   | 0.09%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 03-01-56                                                       | CUSIP: 01F020638<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   66954942 | PA      | $55485761.30   | 0.19%             | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 7.0 UMBS TBA 03-01-56                                                       | CUSIP: 01F070633<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  138296531 | PA      | $145281335.59  | 0.51%             | 2056-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 04-30-32                                        | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50966135.00   | 0.18%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 05-15-28                                       | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12774900 | PA      | $12872040.34   | 0.04%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A D 5.84% 06-17-30                                                    | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5363000 | PA      | $5481077.17    | 0.02%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A C 5.41% 05-15-30                                                    | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4872000 | PA      | $4918868.64    | 0.02%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                      | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $15072415.50   | 0.05%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                        | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244000000 | PA      | $248989043.60  | 0.87%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 03-01-56                                                       | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40311 | PA      | $39871.01      | 0.00%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 03-01-56                                                       | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15000000 | PA      | $15070800.00   | 0.05%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A D 5.92% 02-15-30                                                    | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7450000 | PA      | $7616522.40    | 0.03%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A C 5.74% 05-15-29                                                    | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3051331 | PA      | $3075543.23    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 06-15-28                                      | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18302600 | PA      | $18501075.22   | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                       | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  277999900 | PA      | $279047542.62  | 0.97%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 03-01-56                                                       | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  184676062 | PA      | $160041198.71  | 0.56%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                      | EFF 2024-2 A2 144A 5.74% 12-20-26                                                | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     707830 | PA      | $709617.04     | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-3                                                                      | EFF 2024-3 A2 144A 5.31% 04-20-27                                                | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1924538 | PA      | $1930501.72    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 06-30-32                                        | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77000000 | PA      | $78463331.10   | 0.27%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                      | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14102700 | PA      | $14322432.76   | 0.05%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C                                                                     | EQS 2024-1C A 144A 6.05% 01-20-31                                                | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6782955 | PA      | $6936771.59    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-4                                                                      | EFF 2024-4 A2 144A 4.69% 07-20-27                                                | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4048473 | PA      | $4062144.69    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                        | EQS 2024-2M A 144A 5.7% 12-20-32                                                 | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10062402 | PA      | $10283100.63   | 0.04%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                            | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |    1691000 | PA      | $1712142.57    | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                       | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89000000 | PA      | $90654038.30   | 0.32%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                      | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  192969000 | PA      | $192697646.99  | 0.67%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 2025-CRT5 C 144A 5.53% 05-15-29                                            | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |     292000 | PA      | $295103.38     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A B 4.91% 08-15-29                                                    | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5304000 | PA      | $5343345.07    | 0.02%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 11-30-30                                        | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4300400 | PA      | $4298586.95    | 0.02%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                      | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3647200 | PA      | $3645156.11    | 0.01%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A A3 4.67% 08-15-28                                                   | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2473134 | PA      | $2476547.32    | 0.01%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A D 5.49% 05-15-31                                                    | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4233000 | PA      | $4327878.46    | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 11-30-32                                       | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8531500 | PA      | $8555494.84    | 0.03%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                        | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9889062.00    | 0.03%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 A2 4.83% 10-16-28                                                   | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3648156 | PA      | $3657758.43    | 0.01%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 C 5.4% 08-15-31                                                     | CUSIP: 30185AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1416000 | PA      | $1451976.31    | 0.01%             | 2031-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-27                                      | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11300000 | PA      | $11152408.44   | 0.04%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 11-15-27                                       | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56000000 | PA      | $54931710.40   | 0.19%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-42                | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20818719 | PA      | $16789152.14   | 0.06%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                      | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9882422.00    | 0.03%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 A3 4.69% 04-15-30                                                   | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3027000 | PA      | $3058841.01    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A D 5.57% 10-15-31                                                    | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2237000 | PA      | $2300197.49    | 0.01%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A C 5.09% 10-15-31                                                    | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1847000 | PA      | $1885349.26    | 0.01%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GALC 2025-1                                                                     | GALC 2025-1 A2 144A 4.52% 10-15-27                                               | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    5390468 | PA      | $5408504.46    | 0.02%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_25-2                                  | GFORT 2025-2A A 144A 4.64% 03-15-30                                              | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11343000 | PA      | $11543419.47   | 0.04%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A                                                                    | GCAR 2025-2A B 144A 4.97% 10-15-29                                               | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3314000 | PA      | $3359660.29    | 0.01%             | 2029-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A                                                                    | GCAR 2025-2A A3 144A 4.75% 01-16-29                                              | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14663000 | PA      | $14756813.87   | 0.05%             | 2029-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GSAR_25-3                                            | GSAR 2025-3A A2 144A 4.46% 10-15-30                                              | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5005365 | PA      | $5037624.90    | 0.02%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A B 144A 4.57% 01-15-30                                               | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3702000 | PA      | $3733848.31    | 0.01%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A A2 144A 4.52% 07-17-28                                              | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12544215 | PA      | $12565903.68   | 0.04%             | 2028-07-17      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A A3 144A 4.44% 03-15-29                                              | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3426000 | PA      | $3444007.06    | 0.01%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GGAMMT 2025-1A                                                                  | GGAMMT 2025-1A A 144A 5.923% 09-30-60                                            | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22124026 | PA      | $22687458.28   | 0.08%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-4A                                                                    | GSAR 2025-4A A2 144A 4.17% 02-18-31                                              | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12717000 | PA      | $12743743.85   | 0.04%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A B 144A 4.53% 04-15-30                                               | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5595000 | PA      | $5651073.09    | 0.02%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A D 144A 5.13% 08-15-31                                               | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3664000 | PA      | $3717827.82    | 0.01%             | 2031-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A C 144A 4.74% 08-15-31                                               | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11078000 | PA      | $11242774.17   | 0.04%             | 2031-08-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A A3 144A 4.29% 07-16-29                                              | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7388000 | PA      | $7426262.45    | 0.03%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES GALC_25-2                                     | GALC 2025-2 B 144A 4.5% 09-15-32                                                 | CUSIP: 39154TCS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2109000 | PA      | $2145319.09    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GLM 2023-18A                                                                    | GLM 2023-18A DR CLO 144A FRN 01-20-37                                            | CUSIP: 38139LAU1<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-O            | CORP              | JE        |    2961000 | PA      | $2969083.53    | 0.01%             | 2037-01-20      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| GLM 2023-18A                                                                    | GLM 2023-18A CR CLO 144A FRN 01-20-37                                            | CUSIP: 38139LAS6<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-O            | CORP              | JE        |    2073000 | PA      | $2076752.13    | 0.01%             | 2037-01-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GLM 2023-18A                                                                    | GLM 2023-18A BR CLO 144A FRN 01-20-37                                            | CUSIP: 38139LAQ0<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-O            | CORP              | JE        |    2005000 | PA      | $2010934.80    | 0.01%             | 2037-01-20      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                      | GCI 2020-1 A 144A 2.82% 10-18-45                                                 | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5904878 | PA      | $5703049.38    | 0.02%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                      | GCI 2020-1 B 144A 3.81% 10-18-45                                                 | CUSIP: 36166VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     809794 | PA      | $777321.64     | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A A 144A 1.68% 12-27-27                                              | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37314000 | PA      | $36761491.60   | 0.13%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A B 144A 2.12% 12-27-27                                              | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7780000 | PA      | $7668886.04    | 0.03%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A C 144A 2.52% 12-27-27                                              | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4842000 | PA      | $4773311.39    | 0.02%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A D 144A 6.3% 02-15-31                                               | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283000 | PA      | $287981.37     | 0.00%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A B 144A 5.45% 04-15-28                                              | CUSIP: 505713AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     891110 | PA      | $891998.50     | 0.00%             | 2028-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                           | LADAR 2023-3A A4 144A 5.95% 03-15-28                                             | CUSIP: 50168BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2292681 | PA      | $2297739.01    | 0.01%             | 2028-03-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A B 144A 5.71% 05-15-28                                               | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     965254 | PA      | $965924.91     | 0.00%             | 2028-05-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A D 144A 6.21% 02-15-30                                               | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1712000 | PA      | $1733413.70    | 0.01%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                    | PKAIR 2024-1 A1 144A 5.842% 09-15-39                                             | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3742936 | PA      | $3845409.78    | 0.01%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                    | PEAC 2025-1A A3 144A 5.04% 07-20-32                                              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5214408.30    | 0.02%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR6                                  | PROG 2022-SFR6 B 144A 4.997% 07-20-39                                            | CUSIP: 74334DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501348.00     | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PARL 2023-1A                                                                    | PARL 2023-1A BR CLO 144A FRN 07-20-36                                            | CUSIP: 69915NAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1636000 | PA      | $1638012.28    | 0.01%             | 2036-07-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-6                                                  | VZMT 2024-6 A1A 4.17% 08-20-30                                                   | CUSIP: 92348KDE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9686000 | PA      | $9746585.93    | 0.03%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1A                                          | VYSPK 2022-1A ARR CLO 144A FRN 01-20-37                                          | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-O            | CORP              | JE        |   13000000 | PA      | $13014040.00   | 0.05%             | 2037-01-20      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| VIBR 2018-9RA                                                                   | VIBR 2018-9RA C1 CLO 144A FRN 04-20-37                                           | CUSIP: 92557BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     543000 | PA      | $543423.54     | 0.00%             | 2037-04-20      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A A3 144A 4.71% 04-17-28                                             | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9200000 | PA      | $9230038.00    | 0.03%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                        | WFLF 2024-3A A1 144A 4.8% 09-19-39                                               | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4947386 | PA      | $5004137.57    | 0.02%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A D 144A 5.54% 11-15-30                                              | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1139000 | PA      | $1166006.83    | 0.00%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A C 144A 5.14% 10-15-30                                              | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1754000 | PA      | $1780371.39    | 0.01%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A A2A 144A 4.66% 01-18-28                                            | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4095475 | PA      | $4101748.97    | 0.01%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                    | WEFUN 2025-1 A 144A 4.75% 07-16-35                                               | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6119000 | PA      | $6196001.50    | 0.02%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                    | WEFUN 2025-1 B 144A 4.98% 09-17-35                                               | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1631000 | PA      | $1657741.88    | 0.01%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4469541.68    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 2.45% 02-04-32                                         | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2019838.50    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.7% 03-25-26                                                  | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2567000 | PA      | $2563262.45    | 0.01%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 1.3% 09-09-26                               | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7402492.50    | 0.03%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.55% 12-01-33                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5601000 | PA      | $4859478.01    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                      | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3339752.71    | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                        | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2454839.29    | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | AMERICAN TRANSMISSION SYSTEMS INC 144A LIFE SR UNSEC 2.65% 01-15-32              | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4691189.25    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 3.0% 02-22-29                                                 | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16261000 | PA      | $15872768.63   | 0.06%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 2.85% 05-28-27                                                 | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9862830.00    | 0.03%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                                                                   | ALABAMA POWER CO SR UNSEC 3.75% 09-01-27                                         | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5008395.00    | 0.02%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.05% 08-18-29                                                | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10054050.00   | 0.04%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.15% 03-02-28                                                | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11195000 | PA      | $11467732.59   | 0.04%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-30                                                | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5891000 | PA      | $6148631.10    | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-33                                                | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9426348.00    | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 5.4% 02-15-34                                                  | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4443000 | PA      | $4658387.75    | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.062% 09-22-28/27                                     | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1762000 | PA      | $1766993.51    | 0.01%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                        | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7857000 | PA      | $7892348.64    | 0.03%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.2% 10-15-30                                              | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   17250000 | PA      | $17352033.75   | 0.06%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CPS 2024-D                                                                      | CPS 2024-D B 144A 4.65% 03-15-29                                                 | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2340000 | PA      | $2343751.02    | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-D                                                                      | CPS 2024-D A 144A 4.91% 06-15-28                                                 | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     653782 | PA      | $654289.33     | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                                      | CRVNA 2024-N3 C 144A 4.9% 12-10-30                                               | CUSIP: 14687WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1942000 | PA      | $1964511.66    | 0.01%             | 2030-12-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                                      | CRVNA 2024-N3 B 144A 4.67% 12-10-30                                              | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1911476.00    | 0.01%             | 2030-12-10      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                   | CLAST 2025-1A A 144A 5.783% 02-15-50                                             | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12321533 | PA      | $12579792.37   | 0.04%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST CCG_23-1                                                  | CCG 2023-1 B 144A 5.99% 09-16-30                                                 | CUSIP: 12512XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3028113.00    | 0.01%             | 2030-09-16      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| CCG 2025-1                                                                      | CCG 2025-1 B 144A 4.69% 10-14-32                                                 | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3850000 | PA      | $3914271.90    | 0.01%             | 2032-10-14      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 RQ0059 10-01-55                                                    | CUSIP: 3142J6B51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     474445 | PA      | $498933.45     | 0.00%             | 2055-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB8675 02-01-51                                                    | CUSIP: 3133AFT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     577315 | PA      | $478970.90     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B B 144A 4.79% 11-15-29                                                 | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8357000 | PA      | $8415315.15    | 0.03%             | 2029-11-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B A 144A 4.74% 02-15-29                                                 | CUSIP: 12630SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6173579 | PA      | $6189599.04    | 0.02%             | 2029-02-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CLIF 2024-1A                                                                    | CLIF 2024-1A C 144A 6.0% 07-20-49                                                | CUSIP: 12571WAC7<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |     853167 | PA      | $865361.84     | 0.00%             | 2049-07-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CMXS 2025-B                                                                     | CMXS 2025-B C 4.83% 06-16-31                                                     | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4974000 | PA      | $5074201.23    | 0.02%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B                                                                     | CMXS 2025-B D 5.33% 07-15-31                                                     | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7999000 | PA      | $8156284.34    | 0.03%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CANYC 2021-1A                                                                   | CANYC 2021-1A AR CLO 144A FRN 04-15-34                                           | CUSIP: 13877EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   18000000 | PA      | $18018180.00   | 0.06%             | 2034-04-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD3806 01-01-52                                                    | CUSIP: 3133B1GP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1319947 | PA      | $1095046.90    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU1452 01-01-52                                                    | CUSIP: 3140M2TJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     349115 | PA      | $289629.49     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-3A                                                                   | CLAST 2025-3A A 144A 5.087% 11-15-50                                             | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31888922 | PA      | $32263552.91   | 0.11%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                    | CCG 2025-2 B 144A 4.58% 08-15-34                                                 | CUSIP: 12516XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3942000 | PA      | $3994893.76    | 0.01%             | 2034-08-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| FS 2026-HULA                                                                    | FS 2026-HULA A 144A FRN 03-15-41                                                 | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13895000 | PA      | $13917287.58   | 0.05%             | 2041-03-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W7 A5 7.5% 02-25-29                                                     | CUSIP: 31392DD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      65915 | PA      | $70815.10      | 0.00%             | 2029-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                    | CCG 2025-2 A2 144A 4.14% 08-15-34                                                | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17762000 | PA      | $17847506.27   | 0.06%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D A 144A 4.46% 07-16-29                                                 | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20599006 | PA      | $20664140.46   | 0.07%             | 2029-07-16      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D B 144A 4.48% 04-15-30                                                 | CUSIP: 223936AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2196000 | PA      | $2206417.82    | 0.01%             | 2030-04-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CEFI 2025-1A                                                                    | CEFI 2025-1A A 144A 4.83% 05-15-31                                               | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15930954 | PA      | $16018080.52   | 0.06%             | 2031-05-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A C 144A 5.38% 03-17-36                                              | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97000 | PA      | $98977.25      | 0.00%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                   | REACH 2024-2A A 144A 5.88% 07-15-31                                              | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1070037 | PA      | $1073447.41    | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4                              | RPM 2025-4A A2 144A 5.124% 04-25-34                                              | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7905000 | PA      | $7945821.42    | 0.03%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A B 144A 5.228% 06-26-34                                               | CUSIP: 76089KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5878000 | PA      | $5917705.89    | 0.02%             | 2034-06-26      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K056 A2 (MF) 2.525% 05-25-26                                                | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     821036 | PA      | $817491.91     | 0.00%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3171 MO PAC PO 0.0% 06-15-36                                                 | CUSIP: 31396TUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     154893 | PA      | $142317.98     | 0.00%             | 2036-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3213 OG PAC PO 0.0% 09-15-36                                                 | CUSIP: 31397B2P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      92420 | PA      | $87271.98      | 0.00%             | 2036-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-123 BO PAC PO 0.0% 01-25-37                                             | CUSIP: 31396PBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     182403 | PA      | $161711.31     | 0.00%             | 2037-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-96 MO PAC PO 0.0% 10-25-36                                              | CUSIP: 31396LCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      44001 | PA      | $40435.32      | 0.00%             | 2036-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNIONP 7.0 888698 10-01-37                                                       | CUSIP: 31410GKK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11955 | PA      | $12601.73      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 MA3463 09-01-33                                                    | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4829826 | PA      | $4863108.16    | 0.02%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082                             | FHMS K082 A2 FRN 09-25-28                                                        | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3000000 | PA      | $3016560.00    | 0.01%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A A2 144A 4.575% 06-26-34                                              | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6162000 | PA      | $6171840.71    | 0.02%             | 2034-06-26      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A A3 144A 4.838% 06-26-34                                              | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9524000 | PA      | $9573010.50    | 0.03%             | 2034-06-26      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BJ9182 05-01-33                                                    | CUSIP: 3140HBFY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     607276 | PA      | $596364.64     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7553 03-01-52                                                    | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4784844 | PA      | $4400702.07    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 AM (MF) 2.45% 07-25-32                                                 | CUSIP: 3137H73K7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3000000 | PA      | $2751924.00    | 0.01%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 A2 (MF) 2.45% 07-25-32                                                 | CUSIP: 3137H73J0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2536000 | PA      | $2335473.41    | 0.01%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RPM 2025-6A                                                                     | RPM 2025-6A A3 144A 5.013% 08-25-34                                              | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003906.00    | 0.00%             | 2034-08-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                        | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13740000 | PA      | $13506612.36   | 0.05%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4501 12-01-41                                                    | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18878697 | PA      | $16838136.70   | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5138 12-01-41                                                    | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15803236 | PA      | $13958065.54   | 0.05%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                | SEACO 2021-2A A 144A 1.95% 08-17-41                                              | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |   14991876 | PA      | $14286088.41   | 0.05%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                   | SPSS 2021-A A 144A 1.95% 09-15-75                                                | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8534479 | PA      | $8313547.11    | 0.03%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 QK1181 11-01-41                                                    | CUSIP: 3133D4J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1157720 | PA      | $1025417.21    | 0.00%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM7909 06-01-51                                                    | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     107935 | PA      | $98551.75      | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 2021-1A A 144A 2.675% 02-28-33                                             | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     442931 | PA      | $432682.76     | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 2021-1A AA 144A 2.301% 02-28-33                                            | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300592 | PA      | $1272146.76    | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                 | STELR 2021-1 A 144A 3.967% 10-15-41                                              | CUSIP: 858558AA7<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |    2898600 | PA      | $2883147.75    | 0.01%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7411 05-01-51                                                    | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2191645 | PA      | $1818280.68    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM5166 12-01-50                                                    | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      77183 | PA      | $70104.81      | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                   | BLACKSTONE REG FINANCE CO LLC SR UNSEC 4.3% 11-03-30                             | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1846880.90    | 0.01%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                   | BLACKSTONE REG FINANCE CO LLC SR UNSEC 4.95% 02-15-36                            | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     420000 | PA      | $416373.30     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM6293 01-01-51                                                    | CUSIP: 3140X97F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      41730 | PA      | $37922.62      | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4547 02-01-52                                                    | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3192152 | PA      | $2655688.38    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 4.45% 02-15-29                                 | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6437000 | PA      | $6465766.95    | 0.02%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 4.9% 12-15-30                                  | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   15890000 | PA      | $15996606.01   | 0.06%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4305 04-01-51                                                    | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      74187 | PA      | $61985.87      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4152 10-01-40                                                    | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     230135 | PA      | $207972.30     | 0.00%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA4727 03-01-51                                                    | CUSIP: 3133KLHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     737714 | PA      | $612413.99     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4492 12-01-51                                                    | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1552355 | PA      | $1292203.47    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 5.65% 12-15-35                                 | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    7820000 | PA      | $7954902.82    | 0.03%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 3.824% 01-20-28/27                                 | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2566000 | PA      | $2563174.83    | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5155 05-01-51                                                    | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      32292 | PA      | $26791.11      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8199 03-01-52                                                    | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13420019 | PA      | $11174970.60   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                 | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2877000 | PA      | $2848255.89    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                        | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   14161000 | PA      | $14111578.11   | 0.05%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.884% 10-22-30/29                                 | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13724000 | PA      | $13170662.04   | 0.05%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.0% 09-15-32                                           | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   24111000 | PA      | $24744178.97   | 0.09%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8182 12-01-51                                                    | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     774439 | PA      | $644654.27     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8193 02-01-52                                                    | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     792400 | PA      | $659230.52     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8106 11-01-50                                                    | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16236033 | PA      | $13591150.74   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7525 10-01-50                                                    | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3522662 | PA      | $3125182.54    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35              | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   17156000 | PA      | $17273501.44   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.25% 08-21-28                  | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12542950.00   | 0.04%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 4.875% 09-15-32                                             | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8185832.00    | 0.03%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                        | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11901000 | PA      | $12113278.14   | 0.04%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5121 08-01-41                                                    | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7101170 | PA      | $6291444.80    | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 1.5 FS0305 01-01-42                                                    | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28318281 | PA      | $24367059.56   | 0.09%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.503% 09-11-31/30                                        | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4314000 | PA      | $4347813.13    | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                        | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   10718000 | PA      | $10758117.47   | 0.04%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0457 05-01-51                                                    | CUSIP: 3140QKQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3051580 | PA      | $2682384.50    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5259 05-01-51                                                    | CUSIP: 3133KLZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2979664 | PA      | $2619160.06    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144                       | FHMS K144 A2 2.45% 04-25-32                                                      | CUSIP: 3137H7M91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5358183 | PA      | $4934500.75    | 0.02%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7554 04-01-52                                                    | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5347813 | PA      | $4733873.36    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_16-DNA2                                     | STACR 2016-DNA2 M3 FRN 10-25-28                                                  | CUSIP: 3137G0JU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     286394 | PA      | $288080.68     | 0.00%             | 2028-10-25      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8828 02-01-51                                                    | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15184769 | PA      | $13404855.61   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.95% 11-01-35                                 | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10022710.00   | 0.03%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.666% 01-29-31/30                                        | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1107000 | PA      | $1045013.54    | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0647 02-01-52                                                    | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     412857 | PA      | $380588.53     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA8046 12-01-50                                                    | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4498791 | PA      | $4152667.83    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 3.625% 04-01-27                                         | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3016865.78    | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 1.995% 05-11-27                                            | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3980000 | PA      | $3907850.56    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7599 11-01-50                                                    | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4799504 | PA      | $4258825.46    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6406 11-01-51                                                    | CUSIP: 3133KNDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3962627 | PA      | $3307141.19    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                        | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8327000 | PA      | $7785528.50    | 0.03%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.3% 08-21-27                                           | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15411616.00   | 0.05%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.0 BF0548 07-01-61                                                       | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2253649 | PA      | $1995266.05    | 0.01%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RA7938 09-01-52                                                    | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   50628088 | PA      | $51277393.72   | 0.18%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                      | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6104132.63    | 0.02%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM9416 07-01-45                                                    | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22508193 | PA      | $21723714.90   | 0.08%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7552 01-01-52                                                    | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2346968 | PA      | $2080195.43    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8213 05-01-52                                                    | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13648960 | PA      | $12379074.71   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4577 04-01-52                                                    | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7263070 | PA      | $6040179.52    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.5% 01-31-27                                        | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19500000 | PA      | $19144277.10   | 0.07%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.75% 04-30-26                                       | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10175000 | PA      | $10127504.12   | 0.04%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4562 03-01-52                                                    | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1601740 | PA      | $1332303.66    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8244 09-01-52                                                    | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     353778 | PA      | $344203.09     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                      | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     661600 | PA      | $434627.67     | 0.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-31-28                                       | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4300000 | PA      | $4103476.67    | 0.01%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8204 04-01-52                                                    | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1979001 | PA      | $1645790.76    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD2877 12-01-51                                                    | CUSIP: 3133B0FS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     506549 | PA      | $459535.75     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 06-30-28                                       | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16000000 | PA      | $15243160.00   | 0.05%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.0% 07-31-28                                        | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        100 | PA      | $94.54         | 0.00%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD1439 11-01-51                                                    | CUSIP: 3133AXS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     470818 | PA      | $427122.57     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW9206 08-01-52                                                    | CUSIP: 3140N2GQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     562044 | PA      | $586986.70     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB4421 08-01-52                                                    | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     218353 | PA      | $224720.20     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8225 07-01-52                                                    | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7125384 | PA      | $6461533.61    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 08-15-31                                       | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2655925.80    | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 08-31-28                                      | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36732700 | PA      | $34768360.10   | 0.12%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4842 12-01-52                                                    | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13983010 | PA      | $14290720.41   | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT6781 10-01-51                                                    | CUSIP: 3140LVRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22892 | PA      | $19867.76      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                        | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38000000 | PA      | $38443828.60   | 0.13%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 03-31-30                                      | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11700000 | PA      | $11770838.82   | 0.04%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD3209 12-01-51                                                    | CUSIP: 3133B0R62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     761098 | PA      | $689287.14     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4894 01-01-53                                                    | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5614160 | PA      | $5789349.72    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 07-31-30                                        | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12962900 | PA      | $13232729.24   | 0.05%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                   | BMO 2023-5C1 A3 FRN 08-15-56                                                     | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1768000 | PA      | $1853123.90    | 0.01%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8156 04-01-52                                                    | CUSIP: 3140MNB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     161905 | PA      | $140992.80     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8301 02-01-53                                                    | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3756155 | PA      | $3882429.43    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                    | BMO 2023-C6 AS FRN 09-15-56                                                      | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5997970.00    | 0.02%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                    | BMO 2023-C6 A5 FRN 09-15-56                                                      | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1240000 | PA      | $1333241.80    | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8290 01-01-53                                                    | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19172470 | PA      | $19816991.09   | 0.07%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8820 03-01-52                                                    | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     247489 | PA      | $205320.32     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR3                                                             | BANK5 2023-5YR3 AS FRN 09-15-56                                                  | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3909000 | PA      | $4189814.74    | 0.01%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21                                                                  | BBCMS 2023-C21 A5 FRN 09-15-56                                                   | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2509994.60    | 0.01%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23                       | BBCMS 2023-5C23 AS FRN 12-15-56                                                  | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     777000 | PA      | $832759.07     | 0.00%             | 2056-12-15      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3                                                                    | BMO 2024-5C3 AS FRN 02-15-57                                                     | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3648000 | PA      | $3828068.93    | 0.01%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE1586 04-01-52                                                    | CUSIP: 3133BAXP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     776294 | PA      | $644404.65     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4407 08-01-41                                                    | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7682058 | PA      | $6815330.18    | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2                                       | BLP 2024-IND2 A 144A FRN 03-15-41                                                | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7168496 | PA      | $7175291.80    | 0.03%             | 2041-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                                             | BX 2024-CNYN A 144A FRN 04-15-41                                                 | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8846429 | PA      | $8858344.79    | 0.03%             | 2041-04-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 FM7690 07-01-41                                                    | CUSIP: 3140XBRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1025452 | PA      | $917059.45     | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0175 09-01-41                                                    | CUSIP: 3132D9FQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     648316 | PA      | $579884.14     | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                         | BX 2024-KING A 144A FRN 05-15-34                                                 | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6113517 | PA      | $6124215.36    | 0.02%             | 2034-05-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                   | BMARK 2024-V8 A3 FRN 07-15-57                                                    | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3974000 | PA      | $4216517.32    | 0.01%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 FM8120 08-01-41                                                    | CUSIP: 3140XCAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     700026 | PA      | $627774.66     | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0169 06-01-41                                                    | CUSIP: 3132D9FJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     347268 | PA      | $310177.99     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                    | BX 2024-AIRC A 144A FRN 08-15-41                                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21029106 | PA      | $21110972.44   | 0.07%             | 2041-08-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                    | BX 2024-BIO2 A 144A FRN 08-13-41                                                 | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21869000 | PA      | $22224874.24   | 0.08%             | 2041-08-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 BT5941 07-01-41                                                    | CUSIP: 3140LUS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     406110 | PA      | $362915.10     | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4093 08-01-40                                                    | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     203116 | PA      | $183900.77     | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5                                                                    | BMO 2024-5C5 AS FRN 02-15-57                                                     | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7389000 | PA      | $7810416.84    | 0.03%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                | BMARK 2024-V9 A3 5.6019% 08-15-57                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15675800 | PA      | $16389393.77   | 0.06%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0113 12-01-40                                                    | CUSIP: 3132D9DS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     192425 | PA      | $172688.84     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX9111 03-01-53                                                    | CUSIP: 3140NEDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1296945 | PA      | $1322283.65    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                 | BANK5 2024-5YR9 A3 5.6136% 08-15-57                                              | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12415000 | PA      | $13001646.00   | 0.05%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                 | BANK5 2024-5YR8 A3 5.884% 08-15-57                                               | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2360000 | PA      | $2484077.00    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG5097 06-01-53                                                    | CUSIP: 3133C5UW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     996835 | PA      | $1016969.22    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG1023 04-01-53                                                    | CUSIP: 3133C1D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1335186 | PA      | $1361098.30    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                | BMARK 2024-V9 AS FRN 08-15-57                                                    | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1047233.00    | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6                                                                    | BMO 2024-5C6 A3 5.3161% 09-15-57                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7016000 | PA      | $7273360.91    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3382 05-01-53                                                    | CUSIP: 3133C3XK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1424180 | PA      | $1453727.65    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7144 02-01-53                                                    | CUSIP: 3133BU5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     978928 | PA      | $998475.83     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V10                                                                  | BMARK 2024-V10 A3 5.2774% 09-15-57                                               | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1058146 | PA      | $1097803.20    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                  | BMARK 2024-V11 A3 FRN 11-15-57                                                   | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4250000 | PA      | $4500201.75    | 0.02%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7483 02-01-53                                                    | CUSIP: 3133BVJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     572153 | PA      | $583563.63     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY2505 05-01-53                                                    | CUSIP: 3140NJYB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2213668 | PA      | $2256818.96    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                  | BMARK 2024-V11 AM FRN 11-15-57                                                   | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2316000 | PA      | $2437492.73    | 0.01%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11 AS 6.139% 11-15-57                                              | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2509000 | PA      | $2646611.12    | 0.01%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7774 02-01-53                                                    | CUSIP: 3133BVT70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     699808 | PA      | $714174.87     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8883 04-01-53                                                    | CUSIP: 3140ND2R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1139035 | PA      | $1160003.09    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                        | CAS 2023-R04 1M1 144A FRN 05-25-43                                               | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2159030 | PA      | $2205209.21    | 0.01%             | 2043-05-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                               | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                              | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $14590674.00   | 0.05%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                    | CAS 2023-R05 1M1 144A FRN 06-25-43                                               | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1688616 | PA      | $1703440.55    | 0.01%             | 2043-06-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1M1 144A FRN 01-25-44                                               | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2946620 | PA      | $2948323.26    | 0.01%             | 2044-01-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0091 05-01-53                                                    | CUSIP: 3140NGC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     872242 | PA      | $889527.69     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX7551 02-01-53                                                    | CUSIP: 3140NCL98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1532447 | PA      | $1563011.96    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX7779 03-01-53                                                    | CUSIP: 3140NCUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1463765 | PA      | $1496872.68    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8872 07-01-54                                                    | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4783309 | PA      | $5003733.34    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8725 06-01-54                                                    | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3134913 | PA      | $3279372.60    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8876 07-01-54                                                    | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1381993 | PA      | $1441542.11    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R02                                                                    | CAS 2024-R02 1M1 144A FRN 02-25-44                                               | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2211831 | PA      | $2212288.85    | 0.01%             | 2044-02-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                 | CHASE 2024-RPL2 A1A 144A FRN 08-25-64                                            | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10116817 | PA      | $9200819.82    | 0.03%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2411 09-01-54                                                    | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1474004 | PA      | $1537078.57    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2422 09-01-54                                                    | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13597616 | PA      | $13858119.14   | 0.05%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1M1 144A FRN 05-25-44                                               | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1383988 | PA      | $1384627.57    | 0.00%             | 2044-05-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                  | CONE 2024-DFW1 A 144A FRN 08-15-41                                               | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11554000 | PA      | $11565831.30   | 0.04%             | 2041-08-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                   | CALI 2024-SUN A 144A FRN 07-15-41                                                | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7266000 | PA      | $7278788.16    | 0.03%             | 2041-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                   | CALI 2024-SUN B 144A FRN 07-15-41                                                | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3787000 | PA      | $3796009.27    | 0.01%             | 2041-07-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2415 09-01-54                                                    | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5709675 | PA      | $5885310.43    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 A 144A FRN 08-25-34                                               | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |    2208083 | PA      | $2204357.55    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                    | CAS 2024-R06 1A1 144A FRN 09-25-44                                               | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5902140 | PA      | $5921576.06    | 0.02%             | 2044-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_23-1                                    | EFMT 2023-1 A1 144A 5.732% 02-25-68                                              | CUSIP: 26844QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2897193 | PA      | $2890263.11    | 0.01%             | 2068-02-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                            | ELM 2024-ELM A15 144A FRN 06-10-39                                               | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7231000 | PA      | $7259511.83    | 0.03%             | 2039-06-10      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                            | ELM 2024-ELM A10 144A FRN 06-10-39                                               | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6570000 | PA      | $6603539.85    | 0.02%             | 2039-06-10      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHMS K061 A2 FRN 11-25-26                                                        | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     948719 | PA      | $944318.62     | 0.00%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760014 08-01-45                                                        | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1174815 | PA      | $1186176.43    | 0.00%             | 2045-08-01      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3292 BO PAC PO 0.0% 03-15-37                                                 | CUSIP: 31397FRD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      53208 | PA      | $45691.77      | 0.00%             | 2037-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5338 03-01-50                                                    | CUSIP: 3140QC4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11151258 | PA      | $10144722.97   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5731 05-01-50                                                    | CUSIP: 3140QDLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23923832 | PA      | $21911287.72   | 0.08%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4237 01-01-51                                                    | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5361764 | PA      | $4487206.87    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4465 11-01-51                                                    | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5009119 | PA      | $4171233.80    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4378 07-01-51                                                    | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     147316 | PA      | $122903.76     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD5748 02-01-52                                                    | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     798884 | PA      | $664626.39     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM3280 05-01-49                                                    | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     743543 | PA      | $717674.89     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA5968 06-01-50                                                    | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3322555 | PA      | $2940192.43    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2765 02-01-52                                                    | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5251928 | PA      | $4390454.07    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8010 03-01-52                                                    | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     884783 | PA      | $734026.61     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3080 02-01-52                                                    | CUSIP: 3140MGM65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11669880 | PA      | $9683899.99    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3076 02-01-52                                                    | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15189673 | PA      | $12605438.41   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                     | F1VE 2023-V1 A3 FRN 02-10-56                                                     | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10941000 | PA      | $11225783.29   | 0.04%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4919 02-01-53                                                    | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12962656 | PA      | $13232071.34   | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD1961 12-01-52                                                    | CUSIP: 3132DPFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     897723 | PA      | $914415.07     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX5592 01-01-53                                                    | CUSIP: 3140NAGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     647550 | PA      | $661205.31     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX0856 01-01-53                                                    | CUSIP: 3140N45S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      21196 | PA      | $21731.83      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0370 01-01-52                                                    | CUSIP: 3140XFMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1677104 | PA      | $1455521.93    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW1417 12-01-52                                                    | CUSIP: 3140MSSF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     507616 | PA      | $441951.72     | 0.00%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9481 11-01-51                                                    | CUSIP: 3140XDRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     958979 | PA      | $832283.11     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8312 01-01-53                                                    | CUSIP: 3132DWGV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     453056 | PA      | $394637.32     | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB5764 12-01-52                                                    | CUSIP: 3140QRMN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     634987 | PA      | $551790.71     | 0.00%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX5040 01-01-53                                                    | CUSIP: 3140N9S64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     102172 | PA      | $105547.20     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6106 04-01-53                                                    | CUSIP: 3140QRYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3932421 | PA      | $4165373.96    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8324 05-01-53                                                    | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   80240191 | PA      | $81865054.99   | 0.29%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8323 05-01-53                                                    | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2524240 | PA      | $2549555.42    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5010 05-01-53                                                    | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15993528 | PA      | $16321059.80   | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0449 05-01-51                                                    | CUSIP: 3140QKQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   34431200 | PA      | $28704258.65   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751                       | FHMS K751 A2 (MF) 4.412% 03-25-30                                                | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   44953000 | PA      | $45929154.40   | 0.16%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4980 04-01-53                                                    | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2615189 | PA      | $2696000.70    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5011 05-01-53                                                    | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   40972778 | PA      | $42404776.45   | 0.15%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8325 05-01-53                                                    | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1931886 | PA      | $1996057.00    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7073 02-01-53                                                    | CUSIP: 3133BU2E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1456508 | PA      | $1486192.81    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3365 05-01-53                                                    | CUSIP: 3133C3W28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1595460 | PA      | $1635388.16    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3337 06-01-53                                                    | CUSIP: 3140NKV73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     960204 | PA      | $980249.73     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG5136 06-01-53                                                    | CUSIP: 3133C5V57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     965237 | PA      | $985144.52     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3206 04-01-53                                                    | CUSIP: 3140NKR45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1791030 | PA      | $1825773.90    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0007 04-01-53                                                    | CUSIP: 3140NGAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1413084 | PA      | $1442976.22    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG2749 04-01-53                                                    | CUSIP: 3133C3BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1045727 | PA      | $1064938.43    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4152 03-01-53                                                    | CUSIP: 3140XKTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     914025 | PA      | $932974.68     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG0979 04-01-53                                                    | CUSIP: 3133C1CQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1239969 | PA      | $1262501.66    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3208 05-01-53                                                    | CUSIP: 3140NKR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1200445 | PA      | $1224493.65    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX9999 04-01-53                                                    | CUSIP: 3140NFDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2136546 | PA      | $2190017.68    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG1387 04-01-53                                                    | CUSIP: 3133C1RG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     890036 | PA      | $908005.56     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX7555 03-01-53                                                    | CUSIP: 3140NCMD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1127594 | PA      | $1150513.96    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX3101 11-01-52                                                    | CUSIP: 3140N7NT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     145911 | PA      | $148928.55     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BW5303 06-01-53                                                    | CUSIP: 3140MW3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32979 | PA      | $33944.45      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BY1721 05-01-53                                                    | CUSIP: 3140NH4F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1659080 | PA      | $1721519.64    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 C 144A 4.91% 08-12-31                                                | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1025000 | PA      | $1030415.08    | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                          | AASET 2025-1A A 144A 5.943% 02-16-50                                             | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6366879 | PA      | $6564902.18    | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BY2260 05-01-53                                                    | CUSIP: 3140NJQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      81904 | PA      | $84179.65      | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS4775 06-01-53                                                    | CUSIP: 3140XLJV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     691945 | PA      | $712314.44     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3                          | ACAR 2023-3 D 144A 6.82% 10-12-29                                                | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2047732.00    | 0.01%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| ATCLO 2021-17A                                                                  | ATCLO 2021-17A CR CLO 144A FRN 10-20-34                                          | CUSIP: 04942FAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2998000 | PA      | $3001627.58    | 0.01%             | 2034-10-20      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY5242 06-01-53                                                    | CUSIP: 3140NMZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42185 | PA      | $42988.24      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3240 06-01-53                                                    | CUSIP: 3132DQS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     409833 | PA      | $423280.94     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA3506 09-01-50                                                    | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     127371 | PA      | $116300.09     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5901 09-01-51                                                    | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      59849 | PA      | $54645.83      | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL C 144A 5.31% 04-26-32                                              | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1756172 | PA      | $1766166.49    | 0.01%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL B 144A 5.04% 04-26-32                                              | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1476560 | PA      | $1484758.83    | 0.01%             | 2032-04-26      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6740 08-01-50                                                    | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      72908 | PA      | $66232.51      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6347 11-01-51                                                    | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     119046 | PA      | $108696.42     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL A 144A 4.76% 04-26-32                                              | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1294866 | PA      | $1299399.72    | 0.00%             | 2032-04-26      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X1                                                                   | AFFRM 2025-X1 A 144A 5.08% 04-15-30                                              | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5710906 | PA      | $5718484.51    | 0.02%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3356 07-01-53                                                    | CUSIP: 3132DQWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     212799 | PA      | $219610.91     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS5192 06-01-53                                                    | CUSIP: 3140XLXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20230734 | PA      | $20589384.74   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-2                                                                     | ACAR 2025-2 B 144A 4.85% 05-14-29                                                | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1390000 | PA      | $1397328.08    | 0.00%             | 2029-05-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-2                                                                     | ACAR 2025-2 A 144A 4.81% 09-12-28                                                | CUSIP: 024938AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2053220 | PA      | $2056545.83    | 0.01%             | 2028-09-12      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-2                                                                     | ACAR 2025-2 C 144A 5.11% 04-14-31                                                | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3517000 | PA      | $3559752.65    | 0.01%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                       | AESOP 2025-1A A 144A 4.8% 08-20-29                                               | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1254000 | PA      | $1277212.79    | 0.00%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                                       | AESOP 2025-2A A 144A 5.12% 08-20-31                                              | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5839000 | PA      | $6057874.92    | 0.02%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                   | AASET 2025-2A A 144A 5.522% 02-16-50                                             | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9152398 | PA      | $9363754.42    | 0.03%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD3369 05-01-53                                                    | CUSIP: 3132DQW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5644681 | PA      | $5741300.59    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD3310 12-01-51                                                    | CUSIP: 3133B0VB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      12312 | PA      | $11171.04      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AO7778 07-01-27                                                    | CUSIP: 3138LYUC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      10536 | PA      | $10422.43      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AR9883 04-01-28                                                    | CUSIP: 3138W76V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2457 | PA      | $2428.17       | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                                | AFRMT 2025-2A A 144A 4.67% 07-15-33                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2496000 | PA      | $2514722.50    | 0.01%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A A2 144A 4.92% 05-15-29                                             | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2789045 | PA      | $2800798.47    | 0.01%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1215 04-01-54                                                    | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1498578 | PA      | $1527151.67    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-1                                                                     | FARM 2024-1 A 144A FRN 10-01-53                                                  | CUSIP: 30335JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2003881 | PA      | $1966087.44    | 0.01%             | 2053-10-01      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A B 144A 5.11% 11-17-31                                              | CUSIP: 039962AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     932000 | PA      | $940610.75     | 0.00%             | 2031-11-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A C 144A 5.42% 12-15-31                                              | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     897000 | PA      | $908785.68     | 0.00%             | 2031-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6809 02-01-54                                                    | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     106651 | PA      | $108761.46     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5215 12-01-53                                                    | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2224237 | PA      | $2266728.64    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A D 144A 5.82% 01-15-32                                              | CUSIP: 039962AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     502000 | PA      | $507852.32     | 0.00%             | 2032-01-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| APEXC 2021-2A                                                                   | APEXC 2021-2A A2R CLO 144A FRN 10-20-34                                          | CUSIP: 03755QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     526000 | PA      | $526673.28     | 0.00%             | 2034-10-20      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI2281 04-01-54                                                    | CUSIP: 3133W8RA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3119331 | PA      | $3250735.67    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8328 04-01-54                                                    | CUSIP: 3140QUHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5057389 | PA      | $5187253.13    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8337 04-01-54                                                    | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6664299 | PA      | $6796718.59    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8387 04-01-54                                                    | CUSIP: 3140QUJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2058259 | PA      | $2154787.18    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755                            | FHMS K755 A2 (MF) 5.203% 02-25-31                                                | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13009000 | PA      | $13778105.09   | 0.05%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS5520 01-01-53                                                    | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     247436 | PA      | $245691.09     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5388 06-01-54                                                    | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9274478 | PA      | $9438441.12    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7823 07-01-53                                                    | CUSIP: 3140XPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8060461 | PA      | $6697614.77    | 0.02%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD5343 03-01-52                                                    | CUSIP: 3132DS5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2632949 | PA      | $2187559.58    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1742 03-01-52                                                    | CUSIP: 3140XG5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1966584 | PA      | $1635279.19    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8408 03-01-52                                                    | CUSIP: 3133B6KV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     855177 | PA      | $711188.81     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD1841 11-01-51                                                    | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1922814 | PA      | $1596626.31    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7006 01-01-52                                                    | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1541748 | PA      | $1283370.79    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1768 06-01-54                                                    | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     817549 | PA      | $841572.53     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1779 06-01-54                                                    | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3337825 | PA      | $3482258.96    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES 2022-65A                                                                   | ARES 2022-65A CR CLO 144A FRN 07-25-34                                           | CUSIP: 04019FAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $4005920.00    | 0.01%             | 2034-07-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A D 5.23% 01-15-32                                                    | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3686000 | PA      | $3753800.28    | 0.01%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-4 LLC                                           | EFF 2025-4 A3 144A 4.11% 12-20-29                                                | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $30265770.00   | 0.11%             | 2029-12-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-4 LLC                                           | EFF 2025-4 A2 144A 4.05% 08-20-28                                                | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $30092400.00   | 0.11%             | 2028-08-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| ESART 2025-3                                                                    | ESART 2025-3 C 5.0% 03-15-32                                                     | CUSIP: 30185FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1531362.00    | 0.01%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3                                                                    | ESART 2025-3 A2 4.24% 05-15-29                                                   | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17038000 | PA      | $17058104.84   | 0.06%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3                                                                    | ESART 2025-3 B 4.42% 03-15-32                                                    | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     841000 | PA      | $850041.59     | 0.00%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3                                                                    | ESART 2025-3 D 5.54% 05-17-32                                                    | CUSIP: 30185FAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1534846.50    | 0.01%             | 2032-05-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A C 4.68% 03-15-32                                                    | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3692000 | PA      | $3745489.70    | 0.01%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A B 4.28% 07-15-30                                                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1820000 | PA      | $1834028.56    | 0.01%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A D 5.16% 03-15-32                                                    | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1773000 | PA      | $1804401.60    | 0.01%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A A3 4.24% 11-15-29                                                   | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8269000 | PA      | $8308079.29    | 0.03%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EQS 2025-2M                                                                     | EQS 2025-2M A 144A 5.42% 03-27-34                                                | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18755014 | PA      | $19043128.10   | 0.07%             | 2034-03-27      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                               | EDVES 2021-A A 144A 1.8% 11-25-45                                                | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1446812 | PA      | $1363825.99    | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                                         | FORDR 2021-1 A 144A 1.37% 10-17-33                                               | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6591000 | PA      | $6568874.01    | 0.02%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-1                                         | FORDR 2023-1 A 144A 4.85% 08-15-35                                               | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8653000 | PA      | $8836556.09    | 0.03%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FNMNT 2023-1                                                                    | FNMNT 2023-1 A 5.13% 04-15-29                                                    | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7104000 | PA      | $7113974.02    | 0.02%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1                             | FORDF 2023-1 A1 144A 4.92% 05-15-28                                              | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5010450.00    | 0.02%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                         | FORDR 2023-2 A 144A 5.28% 02-15-36                                               | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38713000 | PA      | $40118514.18   | 0.14%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2                                     | FNMNT 2023-2 A 5.77% 09-15-29                                                    | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8022000 | PA      | $8102075.60    | 0.03%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                         | FORDL 2024-A A4 5.05% 06-15-27                                                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1521000 | PA      | $1525091.49    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                  | CLARUS 2024-1A A2 144A 4.71% 08-20-32                                            | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     759743 | PA      | $762506.24     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-5                                               | CHAOT 2024-5A A4 144A 4.15% 03-25-30                                             | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3470000 | PA      | $3504120.51    | 0.01%             | 2030-03-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-5                                               | CHAOT 2024-5A A2 144A 4.4% 11-26-27                                              | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204883 | PA      | $204969.10     | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                              | CLIF 2020-1A A 144A 2.08% 09-18-45                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    6644137 | PA      | $6316706.82    | 0.02%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                       | CLIF 2020-2A A 144A 2.03% 09-15-45                                               | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2185783 | PA      | $2077428.90    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                              | CLIF 2020-3A A 144A 2.07% 10-18-45                                               | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4710676 | PA      | $4482495.21    | 0.02%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                                  | DTAOT 2023-1A C 144A 5.55% 10-16-28                                              | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1642236 | PA      | $1645152.50    | 0.01%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-37A                                            | DRSLF 2015-37A AR CLO 144A FRN 01-15-31                                          | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |     428708 | PA      | $428866.98     | 0.00%             | 2031-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                    | DRIVE 2024-1 B 5.31% 01-16-29                                                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6903294 | PA      | $6927538.04    | 0.02%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                    | DRIVE 2024-1 C 5.43% 11-17-31                                                    | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7615000 | PA      | $7717642.59    | 0.03%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1                                                                     | DEFT 2024-1 A3 144A 5.39% 03-22-30                                               | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7933166 | PA      | $7987388.75    | 0.03%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                           | DTRT 2024-1 A3 5.49% 12-15-27                                                    | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2158100 | PA      | $2174164.79    | 0.01%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A3 144A 5.3% 07-20-29                                              | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1963000 | PA      | $2004923.79    | 0.01%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A2 144A 5.5% 08-20-27                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1108352 | PA      | $1112474.93    | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                    | DRIVE 2024-2 A3 4.5% 09-15-28                                                    | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12886967 | PA      | $12899222.19   | 0.05%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A D 144A 5.82% 09-15-29                                                | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1202000 | PA      | $1203581.83    | 0.00%             | 2029-09-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A A 144A 4.84% 09-15-29                                                | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20026000 | PA      | $20095189.83   | 0.07%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A B 144A 5.24% 09-15-29                                                | CUSIP: 45333GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1288000 | PA      | $1290895.42    | 0.00%             | 2029-09-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| POSH 2025-2                                                                     | POSH 2025-2 B 144A 5.212% 07-20-33                                               | CUSIP: 69549JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3001310 | PA      | $3014464.74    | 0.01%             | 2033-07-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| POSH 2025-2                                                                     | POSH 2025-2 C 144A 5.506% 07-20-33                                               | CUSIP: 69549JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1766000 | PA      | $1772698.44    | 0.01%             | 2033-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| POSH 2025-2                                                                     | POSH 2025-2 A 144A 5.065% 07-20-33                                               | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33321000 | PA      | $33457949.31   | 0.12%             | 2033-07-20      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| POSH 2025-2                                                                     | POSH 2025-2 D 144A 5.799% 07-20-33                                               | CUSIP: 69549JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2168000 | PA      | $2176971.18    | 0.01%             | 2033-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-R3                                                                    | PAID 2025-R3 B 144A 5.088% 01-18-33                                              | CUSIP: 69549EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6789000 | PA      | $6806732.87    | 0.02%             | 2033-01-18      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-R3                                                                    | PAID 2025-R3 A 144A 4.841% 01-18-33                                              | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25517416 | PA      | $25573324.41   | 0.09%             | 2033-01-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_17-3A                                              | ROCKT 2017-3A A CLO 144A FRN 10-20-30                                            | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-O            | CORP              | KY        |        200 | PA      | $200.16        | 0.00%             | 2030-10-20      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                   | REACH 2024-2A B 144A 5.84% 07-15-31                                              | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3823000 | PA      | $3871827.36    | 0.01%             | 2031-07-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                            | SFAST 2023-1A A3 144A 5.47% 10-20-28                                             | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3526457 | PA      | $3547456.79    | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                            | SFAST 2023-1A A4 144A 5.47% 12-20-29                                             | CUSIP: 78398AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4131000 | PA      | $4199215.20    | 0.01%             | 2029-12-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                       | SYNIT 2023-A1 A 5.54% 07-15-29                                                   | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20672000 | PA      | $20799835.65   | 0.07%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                       | SMB 2023-C A1B 144A FRN 11-15-52                                                 | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1672707 | PA      | $1691155.18    | 0.01%             | 2052-11-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SDART 2023-4                                                                    | SDART 2023-4 A3 5.73% 04-17-28                                                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     252142 | PA      | $252390.58     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A2                                       | SYNIT 2023-A2 A 5.74% 10-15-29                                                   | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5977000 | PA      | $6046464.69    | 0.02%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6                               | SDART 2023-6 A3 5.93% 07-17-28                                                   | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     819773 | PA      | $821405.29     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 C 5.45% 03-15-30                                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1325000 | PA      | $1342219.70    | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 B 5.23% 12-15-28                                                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5701846 | PA      | $5724761.39    | 0.02%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_23-2R                                                | STCP 2023-2A DR CLO 144A FRN 01-20-37                                            | CUSIP: 87122CAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1500075.00    | 0.01%             | 2037-01-20      | Variable      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                | SBALT 2024-A A3 144A 5.39% 11-20-26                                              | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     114397 | PA      | $114501.20     | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                    | SDART 2024-2 B 5.78% 07-16-29                                                    | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12138000 | PA      | $12282005.23   | 0.04%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2                                                                    | SDART 2024-2 A3 5.63% 11-15-28                                                   | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7058038 | PA      | $7075683.33    | 0.02%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                                    | SBALT 2024-B A3 144A 5.56% 11-22-27                                              | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2522269 | PA      | $2533576.12    | 0.01%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                  | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13473000 | PA      | $13305907.85   | 0.05%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                   | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4288862.40    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.4% 09-20-28         | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   11271000 | PA      | $11666003.47   | 0.04%             | 2028-09-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.0% 01-15-27         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    5691000 | PA      | $5748803.49    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                     | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     225000 | PA      | $231348.38     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1486329.89    | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK SR UNSEC 4.0% 02-15-29                                          | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    6351000 | PA      | $6456833.06    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                  | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15454935.00   | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   22316000 | PA      | $23080300.68   | 0.08%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                 | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12199500.00   | 0.04%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 06-15-34                           | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3490656.49    | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP SR UNSEC 4.895% 09-06-30/29                                  | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     891000 | PA      | $909789.41     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $16036222.50   | 0.06%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16449000 | PA      | $16897317.50   | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $15443558.50   | 0.05%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                 | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15977000 | PA      | $16435236.34   | 0.06%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.869% 10-31-35                                | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   32849000 | PA      | $32975140.16   | 0.12%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.7% 02-15-36                           | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2232424.83    | 0.01%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL C 144A 5.68% 12-26-31                                              | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     318356 | PA      | $322197.12     | 0.00%             | 2031-12-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL A 144A 5.01% 12-26-31                                              | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     667982 | PA      | $674968.60     | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL B 144A 5.45% 12-26-31                                              | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     564213 | PA      | $570800.39     | 0.00%             | 2031-12-26      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A B 144A 4.75% 10-16-34                                              | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     992000 | PA      | $1001508.32    | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                     | ASHPL 2025-1A A 144A 4.81% 03-20-36                                              | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   11116082 | PA      | $11185224.52   | 0.04%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-4                                                                     | ACAR 2025-4 C 144A 4.83% 01-13-31                                                | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17597000 | PA      | $17808568.73   | 0.06%             | 2031-01-13      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-4                                                                     | ACAR 2025-4 A 144A 4.42% 05-14-29                                                | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36430030 | PA      | $36499575.43   | 0.13%             | 2029-05-14      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-4                                                                     | ACAR 2025-4 B 144A 4.55% 01-14-30                                                | CUSIP: 024948AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12601000 | PA      | $12685918.14   | 0.04%             | 2030-01-14      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-4                                                                     | ACAR 2025-4 D 144A 5.25% 09-12-31                                                | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3242000 | PA      | $3300323.58    | 0.01%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_21-2                                       | AESOP 2021-2A A 144A 1.66% 02-20-28                                              | CUSIP: 05377RER1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8989000 | PA      | $8832906.02    | 0.03%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ATCLO 2021-16A                                                                  | ATCLO 2021-16A C1R CLO 144A FRN 01-20-34                                         | CUSIP: 04940AAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3234000 | PA      | $3206737.38    | 0.01%             | 2034-01-20      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                                   | AFFRM 2025-X2 A 144A 4.45% 10-15-30                                              | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10918658 | PA      | $10932535.63   | 0.04%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                                   | AFFRM 2025-X2 B 144A 4.56% 10-15-30                                              | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3903000 | PA      | $3910013.69    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                                   | AFFRM 2025-X2 C 144A 4.93% 10-15-30                                              | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2708000 | PA      | $2720435.14    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                                   | AFFRM 2025-X2 D 144A 5.23% 10-15-30                                              | CUSIP: 00835DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2561000 | PA      | $2570941.80    | 0.01%             | 2030-10-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3                          | AASET 2025-3A A 144A 5.243% 02-16-50                                             | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26082308 | PA      | $26522186.27   | 0.09%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                                    | APARK 2025-A B 144A 4.6% 04-20-35                                                | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2120000 | PA      | $2146307.08    | 0.01%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                                    | APARK 2025-A A2 144A 4.43% 04-20-35                                              | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24612151 | PA      | $24744170.44   | 0.09%             | 2035-04-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                                    | APARK 2025-A C 144A 4.82% 04-20-35                                               | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     353000 | PA      | $357650.42     | 0.00%             | 2035-04-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ARES 2019-53A                                                                   | ARES 2019-53A D1R2 CLO 144A FRN 10-24-36                                         | CUSIP: 04009GBN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1904000 | PA      | $1905618.40    | 0.01%             | 2036-10-24      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ARES 2019-53A                                                                   | ARES 2019-53A BR2 CLO 144A FRN 10-24-36                                          | CUSIP: 04009GBJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1577000 | PA      | $1580753.26    | 0.01%             | 2036-10-24      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ARES 2019-53A                                                                   | ARES 2019-53A A1R2 CLO 144A FRN 10-24-36                                         | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28611000 | PA      | $28652772.06   | 0.10%             | 2036-10-24      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ARES 2019-53A                                                                   | ARES 2019-53A CR2 CLO 144A FRN 10-24-36                                          | CUSIP: 04009GBL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4005000 | PA      | $4017055.05    | 0.01%             | 2036-10-24      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                               | BHG 2021-A A 144A 1.42% 11-17-33                                                 | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     516434 | PA      | $513653.75     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A A3 4.39% 09-17-29                                                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13868000 | PA      | $13946659.30   | 0.05%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A A2 4.53% 03-15-28                                                   | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10913220 | PA      | $10929218.66   | 0.04%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED FCBSL_22-2A                                         | FCBSL 2022-2A AR CLO 144A FRN 10-18-33                                           | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | KY        |    3346690 | PA      | $3348664.67    | 0.01%             | 2033-10-18      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FORDO 2024-C                                                                    | FORDO 2024-C A4 4.11% 07-15-30                                                   | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7417000 | PA      | $7491422.18    | 0.03%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                             | FORDF 2024-3 A1 144A 4.3% 09-15-29                                               | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29040000 | PA      | $29281061.04   | 0.10%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                   | FCBSL 2019-2A A1AR CLO 144A FRN 10-20-32                                         | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1632136 | PA      | $1632625.72    | 0.01%             | 2032-10-20      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                                     | FNMNT 2025-1 A 4.85% 02-15-30                                                    | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13375000 | PA      | $13661546.00   | 0.05%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LTD FCBSL_23-1                                              | FCBSL 2023-1A BR CLO 144A FRN 04-23-36                                           | CUSIP: 34965DAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     408000 | PA      | $408869.04     | 0.00%             | 2036-04-23      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LTD FCBSL_23-1                                              | FCBSL 2023-1A A1R CLO 144A FRN 04-23-36                                          | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1603008.00    | 0.01%             | 2036-04-23      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FORDF 2025-1                                                                    | FORDF 2025-1 A1 4.63% 04-15-30                                                   | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    6232000 | PA      | $6349566.68    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                  | FLAT 2024-1A A1R CLO 144A FRN 07-15-36                                           | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |   20997000 | PA      | $21040883.73   | 0.07%             | 2036-07-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2                             | FORDF 2025-2 A1 4.06% 09-15-30                                                   | CUSIP: 34528QJU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   52023000 | PA      | $52488033.60   | 0.18%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2                             | FORDF 2025-2 B 4.33% 09-15-30                                                    | CUSIP: 34528QJW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1243000 | PA      | $1250724.00    | 0.00%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A                                                                   | FCBSL 2020-1A A1AR CLO 144A FRN 10-20-33                                         | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12072848 | PA      | $12081660.89   | 0.04%             | 2033-10-20      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2020-1A                                                                   | FCBSL 2020-1A A2R CLO 144A FRN 10-20-33                                          | CUSIP: 34962XAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2490000 | PA      | $2491942.20    | 0.01%             | 2033-10-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2020-1A                                                                   | FCBSL 2020-1A BR CLO 144A FRN 10-20-33                                           | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6897000 | PA      | $6903483.18    | 0.02%             | 2033-10-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-1                             | FORDF 2024-1 A1 144A 5.29% 04-15-29                                              | CUSIP: 34528QJA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38567000 | PA      | $39203548.34   | 0.14%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                   | FIAOT 2025-1A B 144A 4.39% 01-15-31                                              | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3378000 | PA      | $3403510.66    | 0.01%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                   | FIAOT 2025-1A A2 144A 4.31% 12-15-28                                             | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2504320.00    | 0.01%             | 2028-12-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                   | FIAOT 2025-1A A3 144A 4.25% 07-15-30                                             | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8834000 | PA      | $8884212.46    | 0.03%             | 2030-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K090                             | FHMS K090 A2 (MF) 3.422% 02-25-29                                                | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5000000 | PA      | $4966730.00    | 0.02%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                      | GCI 2021-1 A 144A 2.38% 06-18-46                                                 | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6713971 | PA      | $6351437.02    | 0.02%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ARSI_05-W2                                                | ARSI 2005-W2 M1 FRN 10-25-35                                                     | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      83198 | PA      | $83074.48      | 0.00%             | 2035-10-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                       | AESOP 2022-5A A 144A 6.12% 04-20-27                                              | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2561000 | PA      | $2566401.12    | 0.01%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1                                       | AESOP 2023-1A A 144A 5.25% 04-20-29                                              | CUSIP: 05377RGC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16901000 | PA      | $17322257.43   | 0.06%             | 2029-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                    | DRIVE 2024-2 B 4.52% 07-16-29                                                    | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4455000 | PA      | $4472735.36    | 0.02%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2                                                                     | DEFT 2024-2 B 144A 4.82% 08-22-30                                                | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1025000 | PA      | $1035538.03    | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                     | DEFT 2024-2 A3 144A 4.59% 08-22-30                                               | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4877000 | PA      | $4910534.25    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A D 6.68% 04-16-29                                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     416000 | PA      | $424515.94     | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A C 6.21% 06-15-28                                                    | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169822 | PA      | $170501.22     | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                         | EFF 2024-1 A3 144A 5.16% 09-20-30                                                | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2281000 | PA      | $2327313.42    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2                             | GMREV 2023-2 A 144A 5.77% 08-11-36                                               | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13906000 | PA      | $14634882.99   | 0.05%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1                   | GMCAR 2024-1 A4 4.86% 06-18-29                                                   | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3743000 | PA      | $3806428.88    | 0.01%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1                   | GMCAR 2024-1 A3 4.85% 12-18-28                                                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3834360 | PA      | $3858857.63    | 0.01%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A B 144A 5.49% 07-17-28                                               | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     986067 | PA      | $988620.87     | 0.00%             | 2028-07-17      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A D 144A 5.95% 12-17-29                                               | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2531000 | PA      | $2594355.99    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A C 144A 5.64% 12-17-29                                               | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12409000 | PA      | $12552386.00   | 0.04%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMALT 2024-2                                                                    | GMALT 2024-2 A3 5.39% 07-20-27                                                   | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4449330 | PA      | $4466900.40    | 0.02%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GALC 2024-2                                                                     | GALC 2024-2 A3 144A 5.0% 09-15-28                                                | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5285000 | PA      | $5363085.88    | 0.02%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A A3 144A 5.02% 04-17-28                                              | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4881836 | PA      | $4887747.83    | 0.02%             | 2028-04-17      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A B 144A 5.08% 01-16-29                                               | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3421000 | PA      | $3440769.96    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GMREV 2024-2                                                                    | GMREV 2024-2 A 144A 4.52% 03-11-37                                               | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19512000 | PA      | $19977224.62   | 0.07%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A A2 144A 4.43% 12-17-29                                              | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1646777 | PA      | $1653364.39    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A B 144A 4.5% 11-15-30                                                | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     544000 | PA      | $549430.21     | 0.00%             | 2030-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A C 144A 4.75% 11-15-30                                               | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238000 | PA      | $241771.11     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A D 144A 5.28% 10-15-31                                               | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     268000 | PA      | $273284.69     | 0.00%             | 2031-10-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GALC 2023-1                                                                     | GALC 2023-1 B 144A 5.21% 03-15-30                                                | CUSIP: 39154TCE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1524127.50    | 0.01%             | 2030-03-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A D 144A 5.74% 04-15-32                                               | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     679000 | PA      | $700295.48     | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A C 144A 5.26% 03-15-31                                               | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     520000 | PA      | $534904.76     | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A A2 144A 4.71% 04-15-30                                              | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8698942 | PA      | $8756729.50    | 0.03%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A A3 144A 4.77% 09-15-28                                              | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9970000 | PA      | $10007068.46   | 0.03%             | 2028-09-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A A2 144A 4.68% 12-15-27                                              | CUSIP: 36271KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2493283 | PA      | $2495375.35    | 0.01%             | 2027-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| GALC 2025-1                                                                     | GALC 2025-1 A3 144A 4.49% 04-16-29                                               | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   36600000 | PA      | $37067674.80   | 0.13%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| GALC 2025-1                                                                     | GALC 2025-1 A4 144A 4.58% 01-15-32                                               | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    3945000 | PA      | $4033798.01    | 0.01%             | 2032-01-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-2                                      | HERTZ 2023-2A A 144A 5.57% 09-25-29                                              | CUSIP: 42806MBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14882000 | PA      | $15374921.60   | 0.05%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                      | HERTZ 2023-1A A 144A 5.49% 06-25-27                                              | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1013333 | PA      | $1014443.94    | 0.00%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1                                   | HAROT 2023-1 A3 5.04% 04-21-27                                                   | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     913975 | PA      | $915772.09     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2023-3                                                                    | HAROT 2023-3 A3 5.41% 02-18-28                                                   | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1546512 | PA      | $1556941.85    | 0.01%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                      | HERTZ 2023-3A B 144A 6.53% 02-25-28                                              | CUSIP: 42806MCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2850000 | PA      | $2893664.85    | 0.01%             | 2028-02-25      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-4                                      | HERTZ 2023-4A A 144A 6.15% 03-25-30                                              | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4875000 | PA      | $5144290.13    | 0.02%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                              | HALST 2024-A A4 144A 5.07% 02-15-28                                              | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2315000 | PA      | $2322204.28    | 0.01%             | 2028-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                              | HALST 2024-A A3 144A 5.02% 03-15-27                                              | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2994305 | PA      | $2997715.54    | 0.01%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                           | HART 2024-A A3 4.99% 02-15-29                                                    | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4316131 | PA      | $4352545.71    | 0.02%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                   | HPEFS 2024-2A B 144A 5.35% 10-20-31                                              | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     453000 | PA      | $457432.15     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A A 144A 5.44% 01-25-29                                              | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9390000 | PA      | $9588974.10    | 0.03%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                    | HORZN 2024-1 A 144A 5.375% 09-15-49                                              | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3181581 | PA      | $3251766.47    | 0.01%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                      | HERTZ 2023-3A A 144A 5.94% 02-25-28                                              | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4785000 | PA      | $4853167.11    | 0.02%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2                      | HACLN 2024-2 B1 144A 5.442% 10-20-32                                             | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2894208 | PA      | $2927798.43    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A B 144A 5.45% 09-25-29                                              | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1083000 | PA      | $1101774.89    | 0.00%             | 2029-09-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A C 144A 6.03% 09-25-29                                              | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1204000 | PA      | $1229365.87    | 0.00%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A A 144A 4.91% 09-25-29                                              | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    6761000 | PA      | $6891196.58    | 0.02%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                      | HERTZ 2025-2A C 144A 6.4% 09-25-31                                               | CUSIP: 42806MCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1398000 | PA      | $1452952.58    | 0.01%             | 2031-09-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| HACLN 2025-1                                                                    | HACLN 2025-1 B 144A 4.957% 03-21-33                                              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14733153 | PA      | $14863202.71   | 0.05%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A B 144A 5.59% 12-26-29                                              | CUSIP: 42806MDC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1583000 | PA      | $1614424.13    | 0.01%             | 2029-12-26      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A C 144A 6.48% 12-25-31                                              | CUSIP: 42806MDH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     297000 | PA      | $309799.51     | 0.00%             | 2031-12-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A A 144A 5.41% 12-25-31                                              | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22897000 | PA      | $23821031.33   | 0.08%             | 2031-12-25      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-1A                                                                   | HPEFS 2025-1A A3 144A 4.43% 09-20-32                                             | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1982000 | PA      | $2000248.27    | 0.01%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2                          | HACLN 2025-2 B1 144A 4.835% 09-20-33                                             | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10746891 | PA      | $10838271.51   | 0.04%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                   | HPEFS 2025-2A A2 144A 4.07% 11-22-32                                             | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1607000 | PA      | $1609977.77    | 0.01%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                   | HPEFS 2025-2A A3 144A 4.03% 11-22-32                                             | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6513000 | PA      | $6542757.90    | 0.02%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                   | HPEFS 2025-2A B 144A 4.21% 11-22-32                                              | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1224000 | PA      | $1229260.75    | 0.00%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HFMOT 2025-1A                                                                   | HFMOT 2025-1A A 144A 4.01% 10-15-30                                              | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31420000 | PA      | $31649020.38   | 0.11%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-5                                      | HERTZ 2025-5A C 144A 5.5% 05-25-30                                               | CUSIP: 42806MDN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     643000 | PA      | $649381.13     | 0.00%             | 2030-05-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-5                                      | HERTZ 2025-5A A 144A 4.62% 05-25-30                                              | CUSIP: 42806MDL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5368000 | PA      | $5454494.58    | 0.02%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-6                                      | HERTZ 2025-6A C 144A 5.82% 05-25-32                                              | CUSIP: 42806MDS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     913000 | PA      | $928544.74     | 0.00%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| ICG 2016-1A                                                                     | ICG 2016-1A BR3 CLO 144A FRN 04-29-34                                            | CUSIP: 44931NBG5<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-O            | CORP              | KY        |    5338000 | PA      | $5356469.48    | 0.02%             | 2034-04-29      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_18-11A                                                   | JTWN 2018-11A A2 CLO 144A FRN 07-14-31                                           | CUSIP: 47049QAC0<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501865.00     | 0.00%             | 2031-07-14      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2024-A                                                                     | JDOT 2024-A A3 4.96% 11-15-28                                                    | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8225505 | PA      | $8296244.08    | 0.03%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-B                                                                     | JDOT 2024-B A3 5.2% 03-15-29                                                     | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15243000 | PA      | $15442683.30   | 0.05%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_21                                                    | KKR 21 A CLO 144A FRN 04-15-31                                                   | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-O            | CORP              | KY        |     200059 | PA      | $200204.76     | 0.00%             | 2031-04-15      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 2022-1A B 144A 5.87% 09-15-27                                              | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55874 | PA      | $55923.44      | 0.00%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 2023-1A C 144A 6.18% 12-15-27                                              | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403507 | PA      | $404406.61     | 0.00%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 2023-1A D 144A 7.3% 06-17-30                                               | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1040000 | PA      | $1051586.64    | 0.00%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A C 144A 5.58% 09-15-28                                              | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3336000 | PA      | $3354207.89    | 0.01%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A B 144A 5.33% 02-15-29                                              | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3507000 | PA      | $3554817.95    | 0.01%             | 2029-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A A3 144A 5.23% 01-18-28                                             | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     534085 | PA      | $534559.45     | 0.00%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A D 144A 6.15% 06-16-31                                              | CUSIP: 501689AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     832000 | PA      | $858996.74     | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2                                    | OOMLT 2007-FXD2 2A6 5.68% 03-25-37                                               | CUSIP: 68403BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     134114 | PA      | $119613.24     | 0.00%             | 2037-03-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                   | OPTN 2021-B B 144A 1.96% 05-08-31                                                | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     311212 | PA      | $306401.15     | 0.00%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                   | OPTN 2021-B A 144A 1.47% 05-08-31                                                | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2914810 | PA      | $2865614.11    | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A B 144A 5.42% 10-17-31                                               | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     370000 | PA      | $372085.32     | 0.00%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A A 144A 4.98% 10-17-31                                               | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4743000 | PA      | $4784643.54    | 0.02%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A B 144A 5.41% 03-15-30                                              | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3345000 | PA      | $3384471.00    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                             | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1108901 | PA      | $1113274.86    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OCTR 2021-11A                                                                   | OCTR 2021-11A DR CLO 144A FRN 07-20-34                                           | CUSIP: 67514VAS8<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2948670.00    | 0.01%             | 2034-07-20      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                    | ONDK 2025-1A B 144A 5.52% 04-19-32                                               | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     515000 | PA      | $521167.64     | 0.00%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                    | ONDK 2025-1A A 144A 5.08% 04-19-32                                               | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4220000 | PA      | $4270893.20    | 0.01%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2                                 | ONDK 2025-2A B 144A 5.23% 11-17-32                                               | CUSIP: 67108SAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3232000 | PA      | $3268870.66    | 0.01%             | 2032-11-17      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2                                 | ONDK 2025-2A A 144A 4.84% 11-17-32                                               | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5693000 | PA      | $5751415.87    | 0.02%             | 2032-11-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2                                    | OOMLT 2007-FXD2 2A3 5.715% 03-25-37                                              | CUSIP: 68403BAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1391982 | PA      | $1241494.45    | 0.00%             | 2037-03-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PRDGY 2021-1A                                                                   | PRDGY 2021-1A A 144A FRN 07-25-51                                                | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |     897830 | PA      | $896458.32     | 0.00%             | 2051-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                      | PG&E 2022-A A2 4.263% 06-01-36                                                   | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3145000 | PA      | $3119582.11    | 0.01%             | 2038-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PFSFC_23-A                                                                      | PFSFC 2023-A A 144A 5.8% 03-15-28                                                | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17000000 | PA      | $17015045.00   | 0.06%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                   | PFSFC 2023-B A 144A 5.27% 05-15-28                                               | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5722000 | PA      | $5738021.60    | 0.02%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                    | PKAIR 2024-1 AF 144A FRN 09-15-39                                                | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1081454 | PA      | $1093372.37    | 0.00%             | 2039-09-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                    | PEAC 2024-1A A3 144A 5.64% 11-20-30                                              | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2857000 | PA      | $2927750.75    | 0.01%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                    | PEAC 2024-1A A2 144A 5.79% 06-21-27                                              | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6106562 | PA      | $6150419.83    | 0.02%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                    | PEAC 2024-1A B 144A 5.79% 11-20-30                                               | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2728000 | PA      | $2809889.10    | 0.01%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC PCG_24-A                                              | PG&E RECOVERY FUNDING LLC 4.838% 06-01-33                                        | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6666241 | PA      | $6846669.68    | 0.02%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-F                                                   | PFSFC 2024-F A 144A 4.75% 08-15-29                                               | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12866000 | PA      | $13026233.16   | 0.05%             | 2029-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                   | PILOT 2024-1A A3 144A 4.67% 11-22-27                                             | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7331000 | PA      | $7352267.23    | 0.03%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                    | PKAIR 2024-2 A 144A 5.052% 10-15-39                                              | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5112488 | PA      | $5168270.74    | 0.02%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                       | PSTAT 2022-4A A1RN CLO 144A FRN 07-24-31                                         | CUSIP: 69702YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1585397 | PA      | $1586062.59    | 0.01%             | 2031-07-24      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                       | PSTAT 2022-4A CR CLO 144A FRN 07-24-31                                           | CUSIP: 69702YAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1429000 | PA      | $1425270.31    | 0.00%             | 2031-07-24      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                       | PSTAT 2022-4A A2R CLO 144A FRN 07-24-31                                          | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7111000 | PA      | $7100617.94    | 0.02%             | 2031-07-24      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A A2 144A 4.74% 04-20-27                                              | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2464710 | PA      | $2469794.26    | 0.01%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A A3 144A 4.65% 10-20-31                                              | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     301000 | PA      | $302800.88     | 0.00%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A B 144A 4.83% 10-20-31                                               | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3276783.25    | 0.01%             | 2031-10-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                                   | PILOT 2024-2A A4 144A 4.26% 09-20-30                                             | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $3967261.50    | 0.01%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A A1N CLO 144A FRN 01-15-33                                          | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3455211 | PA      | $3455384.21    | 0.01%             | 2033-01-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A C 144A 5.13% 05-15-31                                               | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6575000 | PA      | $6708156.90    | 0.02%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A B 144A 5.04% 05-15-31                                               | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     725000 | PA      | $739021.50     | 0.00%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A A2 144A 4.9% 05-15-31                                               | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3216722 | PA      | $3246344.87    | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                    | PEAC 2025-1A A2 144A 4.94% 10-20-28                                              | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6435692 | PA      | $6475973.31    | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| VIBR 2018-9RA                                                                   | VIBR 2018-9RA B CLO 144A FRN 04-20-37                                            | CUSIP: 92557BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2893000 | PA      | $2898814.93    | 0.01%             | 2037-04-20      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                                  | VZMT 2025-4 A 144A 4.76% 03-21-33                                                | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5649000 | PA      | $5848810.78    | 0.02%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-3                                                  | VZMT 2025-3 A1A 4.51% 03-20-30/11-20-27                                          | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6073000 | PA      | $6122992.94    | 0.02%             | 2030-03-20      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A                                                                    | VERD 2025-1A A3 144A 4.96% 05-12-33                                              | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15582000 | PA      | $15882374.21   | 0.06%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| VFI 2025-1A                                                                     | VFI 2025-1A A 144A 4.78% 06-24-30                                                | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3152703 | PA      | $3170316.81    | 0.01%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-7                                                  | VZMT 2025-7 A1A 3.96% 08-20-31                                                   | CUSIP: 92348KEN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24806000 | PA      | $24996981.39   | 0.09%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD VIBR_21-12A                                                 | VIBR 2021-12A A2RR CLO 144A FRN 04-20-34                                         | CUSIP: 92558WBJ0<br>LEI: 5493000EYQWTOWOLAO60 | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5004550.00    | 0.02%             | 2034-04-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2025-9                                                                     | VZMT 2025-9 A1A 3.96% 10-21-30                                                   | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18546000 | PA      | $18629438.45   | 0.07%             | 2030-10-21      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-10                                                 | VZMT 2025-10 A 144A 4.28% 10-20-33                                               | CUSIP: 92348KEZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7180000 | PA      | $7300200.38    | 0.03%             | 2033-10-20      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_14-3A                                                  | WINDR 2014-3A CR2 CLO 144A FRN 10-22-31                                          | CUSIP: 88432DBJ2<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-O            | CORP              | KY        |     250000 | PA      | $251257.50     | 0.00%             | 2031-10-22      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                | WLAKE 2023-1A C 144A 5.74% 08-15-28                                              | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     745914 | PA      | $748944.72     | 0.00%             | 2028-08-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A C 144A 6.02% 09-15-28                                              | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1002000 | PA      | $1010931.83    | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A B 144A 5.92% 09-15-28                                              | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1783030 | PA      | $1785720.42    | 0.01%             | 2028-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A D 144A 6.47% 03-15-29                                              | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1287000 | PA      | $1319624.16    | 0.00%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A B 144A 5.55% 11-15-27                                              | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7108381 | PA      | $7129122.91    | 0.02%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32               | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4363895.00    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.875% 02-28-31                                         | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4307461.62    | 0.02%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 1.25% 03-15-26                                              | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $3010627.33    | 0.01%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.561% 05-01-32/31                                        | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3361000 | PA      | $3077650.90    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC SR UNSEC 1.45% 06-01-26                                   | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1242006.25    | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                       | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 2.05% 07-01-31                    | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    4959000 | PA      | $4463114.88    | 0.02%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.45% 07-15-28                                             | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3616240.10    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                         | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6488000 | PA      | $5871464.82    | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                              | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1821122.00    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                              | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    9790000 | PA      | $9640957.04    | 0.03%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $969364.37     | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9528150.00    | 0.03%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                 | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5582897.21    | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.1% 11-15-32                                                  | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2992206.00    | 0.01%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CEFI 2024-1A                                                                    | CEFI 2024-1A A 144A 5.97% 07-16-29                                               | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4305062 | PA      | $4338374.88    | 0.02%             | 2029-07-16      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                                   | CHAOT 2024-2A A3 144A 5.52% 06-25-29                                             | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7357544 | PA      | $7462771.13    | 0.03%             | 2029-06-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CNH 2024-B                                                                      | CNH 2024-B A3 5.19% 09-17-29                                                     | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8833703 | PA      | $8955078.39    | 0.03%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2                                                                   | CRVNA 2024-P2 A3 5.33% 07-10-29                                                  | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     525338 | PA      | $529855.32     | 0.00%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A C 5.62% 01-15-30                                                     | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1993000 | PA      | $2047002.33    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

**Name of Applicant:** Intermediate Bond Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior