# EDGAR Filing Document

**Accession Number:** 0001368040
**File Stem:** 0001193125-25-251568
**Filing Date:** 2025-10
**Character Count:** 627902
**Document Hash:** 3092c88fb9b4ee9db9bec19fd86da58d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-251568.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001193125-25-251568

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Short-Term Bond Fund of America
- **CENTRAL INDEX KEY:** 0001368040

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21928
- **FILM NUMBER:** 251419891

**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

### Short-Term Bond Fund of America (Series ID: S000013585)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000036818 | Class A       | ASBAX           |
| C000036819 | Class F-1     | ASBFX           |
| C000036820 | Class 529-A   | CAAFX           |
| C000036821 | Class 529-F-1 | CFAMX           |
| C000036822 | Class R-1     | RAMAX           |
| C000036823 | Class R-2     | RAMBX           |
| C000036824 | Class R-3     | RAMCX           |
| C000036825 | Class R-4     | RAMEX           |
| C000036826 | Class R-5     | RAMFX           |
| C000037879 | Class C       | ASBCX           |
| C000037881 | Class 529-C   | CCAMX           |
| C000037882 | Class 529-E   | CEAMX           |
| C000068533 | Class F-2     | SBFFX           |
| C000077916 | Class R-6     | RMMGX           |
| C000148417 | Class R-2E    | RAAEX           |
| C000164812 | Class R-5E    | RAAGX           |
| C000180010 | Class F-3     | FSBTX           |
| C000189523 | Class 529-T   | TTSBX           |
| C000189524 | Class T       | TSTBX           |
| C000224563 | Class 529-F-2 | FTSBX           |
| C000224564 | Class 529-F-3 | FFTSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Short-Term Bond Fund of America

- **b. Investment Company Act file number:** 811-21928

- **c. CIK number of Registrant:** 0001368040

- **d. LEI of Registrant:** P0F9XIISTZ8DB31ZU527

- **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:** 90071-1406

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Short-Term Bond Fund of America

- **b. EDGAR series identifier (if any):** S000013585

- **c. LEI of Series:** P0F9XIISTZ8DB31ZU527

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12934670427.44

**Total Liabilities:** $833252853.06

**Net Assets:** $12101417574.38

**Cash Not Reported:** $319609.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -34871.969730000000 | **1-Year:** -345600.978000000000 | **5-Year:** -316422.519000000000 | **10-Year:** -154502.446400000000 | **30-Year:** -69938.122820000000

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

- **3-Month:** -3492.049025000000 | **1-Year:** -29120.433000000000 | **5-Year:** -17260.946760000000 | **10-Year:** -11090.589210000000 | **30-Year:** -216.683043100000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036818 | 0.64%                | -0.19%               | 0.95%                |
| Class ID C000036819 | 0.64%                | -0.19%               | 0.95%                |
| Class ID C000036820 | 0.64%                | -0.19%               | 0.96%                |
| Class ID C000036821 | 0.66%                | -0.07%               | 0.87%                |
| Class ID C000036822 | 0.59%                | -0.15%               | 0.80%                |
| Class ID C000036823 | 0.70%                | -0.25%               | 0.91%                |
| Class ID C000036824 | 0.62%                | -0.11%               | 0.83%                |
| Class ID C000036825 | 0.64%                | -0.18%               | 0.96%                |
| Class ID C000036826 | 0.67%                | -0.06%               | 0.98%                |
| Class ID C000037879 | 0.59%                | -0.15%               | 0.90%                |
| Class ID C000037881 | 0.69%                | -0.26%               | 0.90%                |
| Class ID C000037882 | 0.73%                | -0.21%               | 0.94%                |
| Class ID C000068533 | 0.66%                | -0.06%               | 0.87%                |
| Class ID C000077916 | 0.78%                | -0.16%               | 0.99%                |
| Class ID C000148417 | 0.72%                | -0.22%               | 0.93%                |
| Class ID C000164812 | 0.66%                | -0.07%               | 0.97%                |
| Class ID C000180010 | 0.67%                | -0.05%               | 0.99%                |
| Class ID C000189523 | 0.76%                | -0.17%               | 0.97%                |
| Class ID C000189524 | 0.66%                | -0.06%               | 0.98%                |
| Class ID C000224563 | 0.66%                | -0.06%               | 0.98%                |
| Class ID C000224564 | 0.67%                | -0.06%               | 0.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2100687.05              | $37837074.40                               |
| Month 2  | $10977780.80             | $-50200766.91                              |
| Month 3  | $4900046.76              | $49485720.08                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Government/Credit (1-3 years, ex BBB) Index

- **Index Identifier:** BGCBTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GCAR 2025-1A                                                      | GCAR 2025-1A A3 144A 4.77% 09-15-28                                              | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5982000 | PA      | $6009947.90    | 0.05%             | 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        |  10876630 | PA      | $10888430.85   | 0.09%             | 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        |   4213000 | PA      | $4242954.43    | 0.04%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  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        |   8062000 | PA      | $8084678.41    | 0.07%             | 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        |   7089000 | PA      | $7193598.20    | 0.06%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GFORT 2025-1A                                                     | GFORT 2025-1A A1 144A 4.59% 03-15-29                                             | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1986000 | PA      | $2000035.06    | 0.02%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A                                                      | GCAR 2025-2A A2 144A 4.75% 03-15-28                                              | CUSIP: 37989BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14028854.00   | 0.12%             | 2028-03-15      | Fixed         | 4.75%                 | 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        |   1983000 | PA      | $2004729.71    | 0.02%             | 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        |  14527000 | PA      | $14614975.51   | 0.12%             | 2029-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-1                                                       | GALC 2024-1 A3 144A 4.98% 01-18-28                                               | CUSIP: 39154TCJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1724974.47    | 0.01%             | 2028-01-18      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                      | GOST 2024-1A AR CLO 144A FRN 07-20-35                                            | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $935467.50     | 0.01%             | 2035-07-20      | Variable      | 5.42%                 | 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        |   3608000 | PA      | $3622955.16    | 0.03%             | 2030-10-15      | Fixed         | 4.46%                 | 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        |   7657000 | PA      | $7666180.74    | 0.06%             | 2028-07-17      | Fixed         | 4.52%                 | 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        |   6139774 | PA      | $5839759.66    | 0.05%             | 2045-10-18      | Fixed         | 2.82%                 | 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        |  42849000 | PA      | $41572485.44   | 0.34%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                        | HERTZ 2022-4A A 144A 3.73% 09-25-26                                              | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4476667 | PA      | $4473443.56    | 0.04%             | 2026-09-25      | Fixed         | 3.73%                 | 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        |  19049000 | PA      | $19146207.05   | 0.16%             | 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        |   2442659 | PA      | $2449293.72    | 0.02%             | 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        |   2700000 | PA      | $2720128.49    | 0.02%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  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        |   6143000 | PA      | $6439424.32    | 0.05%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  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        |   1507000 | PA      | $1512860.72    | 0.01%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1          | BLAST 2024-1 A3 5.53% 01-18-28                                                   | CUSIP: 107933AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2727824 | PA      | $2731045.90    | 0.02%             | 2028-01-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                         | BALLY 2019-2A A1RR CLO 144A FRN 02-20-36                                         | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-O            | CORP              | KY        |  24200000 | PA      | $24278650.00   | 0.20%             | 2036-02-20      | Variable      | 5.60%                 | Yes           |                  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        |    189200 | PA      | $190537.17     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1                                                     | FAHB 2024-HB1 A1A 144A FRN 10-01-34                                              | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20287393 | PA      | $20210848.44   | 0.17%             | 2034-10-01      | Variable      | 4.00%                 | Yes           |                  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        |    503397 | PA      | $523411.09     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | 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        |  27480987 | PA      | $28185297.08   | 0.23%             | 2053-10-01      | Fixed         | 6.00%                 | 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        |    390496 | PA      | $394216.37     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA5139 09-01-53                                                    | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1499700 | PA      | $1535303.07    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | 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        |   6277123 | PA      | $6418465.30    | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | 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        |  20531222 | PA      | $21040704.62   | 0.17%             | 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        |   4939046 | PA      | $5125820.48    | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K515               | FHMS K515 A2 (MF) 5.4% 01-25-29                                                  | CUSIP: 3137HBPD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  24996000 | PA      | $25986316.52   | 0.21%             | 2029-01-25      | Fixed         | 5.40%                 | 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        |  20252756 | PA      | $21020962.90   | 0.17%             | 2054-01-01      | Fixed         | 6.50%                 | 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        |    164952 | PA      | $166217.47     | 0.00%             | 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        |   3544923 | PA      | $3571942.85    | 0.03%             | 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        |  11657403 | PA      | $12023491.86   | 0.10%             | 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        |   2990883 | PA      | $3014178.58    | 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        |    313967 | PA      | $316449.31     | 0.00%             | 2054-02-01      | 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        |    110641 | PA      | $113332.98     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | 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        |   1130497 | PA      | $1146066.70    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SD2861 05-01-53                                                    | CUSIP: 3132DQFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3940151 | PA      | $4046361.48    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 FS7507 03-01-54                                                    | CUSIP: 3140XPKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12695948 | PA      | $13094651.62   | 0.11%             | 2054-03-01      | Fixed         | 6.00%                 | 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        |    974918 | PA      | $988345.60     | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  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        |    710595 | PA      | $715938.19     | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K518         | FHMS K518 A2 5.40% 01-25-29                                                      | CUSIP: 3137HC2L5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2203000 | PA      | $2296114.20    | 0.02%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  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        |    147826 | PA      | $149234.68     | 0.00%             | 2054-02-01      | 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        |   3327346 | PA      | $3354075.00    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.5 CB6768 07-01-53                                                    | CUSIP: 3140QSQW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2157789 | PA      | $2253339.87    | 0.02%             | 2053-07-01      | Fixed         | 6.50%                 | 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        |   6622000 | PA      | $6304024.80    | 0.05%             | 2039-09-10      | Fixed         | 2.13%                 | 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        |   3629667 | PA      | $3629485.69    | 0.03%             | 2038-11-15      | Variable      | 5.21%                 | 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        |  16312000 | PA      | $16287564.62   | 0.13%             | 2039-01-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| JNPPK 2023-1A                                                     | JNPPK 2023-1A AR CLO 144A FRN 07-20-36                                           | CUSIP: 48206KAQ9<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-O            | CORP              | JE        |  16975000 | PA      | $17000275.78   | 0.14%             | 2036-07-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| KKR 16                                                            | KKR 16 A1R2 CLO 144A FRN 10-20-34                                                | CUSIP: 48251BAW0<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-O            | CORP              | KY        |    733992 | PA      | $735409.31     | 0.01%             | 2034-10-20      | Variable      | 5.80%                 | Yes           |                  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        |    430078 | PA      | $430272.70     | 0.00%             | 2031-04-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-2                                | CARMX 2024-2 A2A 5.65% 05-17-27                                                  | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2743395 | PA      | $2748542.04    | 0.02%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                        | CNH 2024-B A2A 5.42% 10-15-27                                                    | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4028537 | PA      | $4040106.48    | 0.03%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  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        |   5635000 | PA      | $5731578.27    | 0.05%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2                                                     | CRVNA 2024-P2 A2 5.63% 11-10-27                                                  | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217286 | PA      | $217498.01     | 0.00%             | 2027-11-10      | Fixed         | 5.63%                 | 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        |   1678000 | PA      | $1695013.24    | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                            | CRVNA 2024-N2 A2 144A 5.9% 08-10-27                                              | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995219 | PA      | $996596.45     | 0.01%             | 2027-08-10      | Fixed         | 5.90%                 | Yes           |                  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        |   1438000 | PA      | $1471790.12    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | 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        |   1527810 | PA      | $1532862.84    | 0.01%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY3                             | TPMT 2019-HY3 A1A 144A FRN 10-25-59                                              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    979976 | PA      | $985372.34     | 0.01%             | 2059-10-25      | Variable      | 5.44%                 | 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        |  19970000 | PA      | $19708572.73   | 0.16%             | 2055-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                        | CPS 2024-C C 144A 5.76% 10-15-30                                                 | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1589000 | PA      | $1611188.80    | 0.01%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                        | CPS 2024-C A 144A 5.88% 02-15-28                                                 | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152767 | PA      | $1156116.68    | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                               | TPMT 2016-3 B1 144A FRN 04-25-56                                                 | CUSIP: 89172YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1788000 | PA      | $1765886.02    | 0.01%             | 2056-04-25      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                               | TPMT 2016-3 M2 144A FRN 04-25-56                                                 | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2906823 | PA      | $2890730.95    | 0.02%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  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        |   2954000 | PA      | $2890500.82    | 0.02%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 3.5 UMBS TBA 09-01-55                                                       | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2000 | PA      | $1807.03       | 0.00%             | 2055-09-01      | Fixed         | 3.50%                 | No            |                  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        |   6054000 | PA      | $6099047.81    | 0.05%             | 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        |  19539717 | PA      | $19860149.23   | 0.16%             | 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        |   6236000 | PA      | $6296832.18    | 0.05%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                 | CHAOT 2024-4A A2 144A 5.25% 09-27-27                                             | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5090740 | PA      | $5101323.34    | 0.04%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 6.5 UMBS TBA 09-01-55                                                       | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 187779000 | PA      | $194619225.63  | 1.61%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 5.0 UMBS TBA 09-01-55                                                       | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $49318100.00   | 0.41%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  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        |  11601000 | PA      | $11745084.42   | 0.10%             | 2029-07-16      | Fixed         | 4.89%                 | 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        |   2472000 | PA      | $2523617.83    | 0.02%             | 2030-02-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 7.0 UMBS TBA 09-01-55                                                       | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  83216086 | PA      | $87552393.03   | 0.72%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 6.0 UMBS TBA 09-01-55                                                       | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    223936 | PA      | $228799.89     | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | 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        |  10237422 | PA      | $10266198.93   | 0.08%             | 2032-08-20      | Fixed         | 4.71%                 | 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        |   9193282 | PA      | $9196490.07    | 0.08%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 5.5 UMBS TBA 09-01-55                                                       | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  40058000 | PA      | $40289775.59   | 0.33%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | UMBS  15YR TBA(REG B) 5.5 UMBS TBA 09-01-40                                      | CUSIP: 01F052490<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3645000 | PA      | $3726462.11    | 0.03%             | 2040-09-01      | Fixed         | 5.50%                 | 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        |    388000 | PA      | $417907.82     | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                     | BMARK 2024-V5 AM 6.4171% 01-10-57                                                | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    672000 | PA      | $704464.32     | 0.01%             | 2057-01-10      | Fixed         | 6.42%                 | 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        |   2244000 | PA      | $2346519.38    | 0.02%             | 2057-02-15      | Variable      | 6.29%                 | 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        |   4962367 | PA      | $4976857.24    | 0.04%             | 2041-03-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 6.0 UMBS TBA 10-01-55                                                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    910082 | PA      | $928995.32     | 0.01%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 6.5 UMBS TBA 10-01-55                                                       | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 179246693 | PA      | $185671073.72  | 1.53%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                               | BX 2024-CNYN A 144A FRN 04-15-29                                                 | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5738417 | PA      | $5759270.72    | 0.05%             | 2029-04-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                        | FKH 2020-SFR2 A 144A 1.266% 10-19-37                                             | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5525453 | PA      | $5484211.41    | 0.05%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                             | VERUS 2023-1 A1 144A 5.85% 12-25-67                                              | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5174079 | PA      | $5174642.87    | 0.04%             | 2067-12-25      | Variable      | 5.85%                 | 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        |   6399559 | PA      | $6416069.96    | 0.05%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 889579 05-01-38                                                    | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    738631 | PA      | $778400.79     | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 889983 10-01-38                                                    | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    302485 | PA      | $318769.41     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  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        |   9285769 | PA      | $9361196.90    | 0.08%             | 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        |   5715398 | PA      | $5766990.83    | 0.05%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 AI8806 08-01-41                                                    | CUSIP: 3138ANYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    448212 | PA      | $456549.88     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 AL0095 07-01-38                                                    | CUSIP: 3138EGC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26276 | PA      | $27691.12      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  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        |  25211077 | PA      | $25551805.09   | 0.21%             | 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        |   8409455 | PA      | $8513681.63    | 0.07%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_16-DNA3                       | STACR 2016-DNA3 M3 FRN 12-25-28                                                  | CUSIP: 3137G0KQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4358148 | PA      | $4476357.91    | 0.04%             | 2028-12-25      | Variable      | 9.46%                 | 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        |   4325226 | PA      | $4204677.79    | 0.03%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  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        |   5532079 | PA      | $5561382.31    | 0.05%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                          | VERUS 2024-R1 A1 144A 5.218% 09-25-69                                            | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5097572 | PA      | $5114532.04    | 0.04%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  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        |    878124 | PA      | $870585.96     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | 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        |   2874677 | PA      | $2909155.77    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  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        |   5324514 | PA      | $5320424.47    | 0.04%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 3.5 SD8175 10-01-51                                                    | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12137 | PA      | $11042.43      | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 BX1762 11-01-52                                                    | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33082 | PA      | $33435.01      | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | 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        |   1189040 | PA      | $1219451.99    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | 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        |   3862347 | PA      | $3967877.62    | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | 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        |   7871655 | PA      | $8075396.73    | 0.07%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                       | F1VE 2023-V1 A3 5.6679% 02-10-56                                                 | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7079000 | PA      | $7272157.59    | 0.06%             | 2056-02-10      | Fixed         | 5.67%                 | 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        |  15000000 | PA      | $15213435.00   | 0.13%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSEC 5.462% 01-05-28/27                             | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1344352.95    | 0.01%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                       | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10216950.00   | 0.08%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1                                                       | DEFT 2024-1 A2 144A 5.58% 03-22-30                                               | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331949 | PA      | $332421.42     | 0.00%             | 2030-03-22      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                             | DTRT 2024-1 A2 5.6% 04-15-26                                                     | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405271 | PA      | $405460.82     | 0.00%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  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        |   3293000 | PA      | $3322610.66    | 0.03%             | 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        |   1227000 | PA      | $1257493.40    | 0.01%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                              | FCAT 2023-3 A3 144A 5.44% 04-17-28                                               | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2095490 | PA      | $2102922.69    | 0.02%             | 2028-04-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2                       | FNMNT 2023-2 A 5.77% 09-17-29                                                    | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5347000 | PA      | $5432252.57    | 0.04%             | 2029-09-17      | 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        |   2106000 | PA      | $2119950.14    | 0.02%             | 2027-06-15      | Fixed         | 5.05%                 | 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        |   6429280 | PA      | $6443867.61    | 0.05%             | 2027-05-15      | Fixed         | 5.06%                 | 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        |   4219000 | PA      | $4306860.68    | 0.04%             | 2030-05-15      | Fixed         | 5.34%                 | 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        |   3938000 | PA      | $3944631.59    | 0.03%             | 2033-10-18      | Variable      | 5.73%                 | Yes           |                  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        |   6810000 | PA      | $6846133.86    | 0.06%             | 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        |   5243391 | PA      | $5241105.05    | 0.04%             | 2032-10-20      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                     | FCBSL 2019-2A CR CLO 144A FRN 10-20-32                                           | CUSIP: 34962DAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1755208.00    | 0.01%             | 2032-10-20      | Variable      | 6.33%                 | 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        |   9391000 | PA      | $9587037.13    | 0.08%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  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        |   2400000 | PA      | $2401524.00    | 0.02%             | 2036-04-23      | Variable      | 5.89%                 | 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        |   4155000 | PA      | $4221853.95    | 0.03%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FYBR 2023-1                                                       | FYBR 2023-1 A2 144A 6.6% 08-20-53                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9148797.00    | 0.08%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  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        |   7269000 | PA      | $7269000.00    | 0.06%             | 2036-07-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-2                           | FORDR 2020-2 A 144A 1.06% 04-15-33                                               | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  53716000 | PA      | $53497107.30   | 0.44%             | 2033-04-15      | Fixed         | 1.06%                 | Yes           |                  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        |   4577509 | PA      | $4253297.66    | 0.04%             | 2046-06-18      | Fixed         | 2.38%                 | 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        |   2325000 | PA      | $2415502.95    | 0.02%             | 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        |  16100000 | PA      | $16243756.90   | 0.13%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3     | GMCAR 2023-3 A3 5.45% 06-16-28                                                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6472311 | PA      | $6520782.11    | 0.05%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                | BREX 2024-1 A1 144A 6.05% 07-15-27                                               | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7035000 | PA      | $7085806.77    | 0.06%             | 2027-07-15      | Fixed         | 6.05%                 | 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        |   9889000 | PA      | $10056094.43   | 0.08%             | 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        |  10232385 | PA      | $10280886.89   | 0.08%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BAAT 2024-1A                                                      | BAAT 2024-1A A3 144A 5.35% 11-15-28                                              | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403000 | PA      | $406809.96     | 0.00%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                      | BLAST 2024-3 B 5.37% 10-16-28                                                    | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1977000 | PA      | $1990833.07    | 0.02%             | 2028-10-16      | Fixed         | 5.37%                 | 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        |   3996569 | PA      | $4007080.15    | 0.03%             | 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        |    644088 | PA      | $648713.69     | 0.01%             | 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        |   8074000 | PA      | $8090325.63    | 0.07%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4          | BLAST 2024-4 A2 4.84% 09-15-27                                                   | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1543253 | PA      | $1544203.48    | 0.01%             | 2027-09-15      | Fixed         | 4.84%                 | 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        |   3140000 | PA      | $3275914.90    | 0.03%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BRDGE 2022-SFR1                                                   | BRDGE 2022-SFR1 A 144A 3.4% 11-17-37                                             | CUSIP: 10805VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9879963 | PA      | $9829723.38    | 0.08%             | 2037-11-17      | Fixed         | 3.40%                 | Yes           |                  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        |   4804000 | PA      | $4814001.93    | 0.04%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                      | BLAST 2025-1 A2 4.71% 09-15-27                                                   | CUSIP: 10806HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6631521 | PA      | $6632960.00    | 0.05%             | 2027-09-15      | Fixed         | 4.71%                 | 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        |   6154727 | PA      | $6145969.25    | 0.05%             | 2031-05-17      | Variable      | 5.12%                 | 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        |  13056684 | PA      | $12149792.88   | 0.10%             | 2046-10-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BAAT 2025-1A                                                      | BAAT 2025-1A A2A 144A 4.52% 11-22-27                                             | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193000 | PA      | $1194923.12    | 0.01%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-2                                                      | BLAST 2025-2 A3 4.78% 12-15-28                                                   | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12900000 | PA      | $12947910.60   | 0.11%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  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        |   9475000 | PA      | $9482617.90    | 0.08%             | 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        |   7863000 | PA      | $7872750.12    | 0.07%             | 2028-02-15      | Fixed         | 4.73%                 | 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        |   1828663 | PA      | $1737683.29    | 0.01%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.75% 04-30-27                                       | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3678600 | PA      | $3682797.28    | 0.03%             | 2027-04-30      | Fixed         | 3.75%                 | 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        |  63000000 | PA      | $63215831.70   | 0.52%             | 2027-05-31      | Fixed         | 3.88%                 | 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        |   1316500 | PA      | $1326939.45    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  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        |  18017731 | PA      | $18069549.50   | 0.15%             | 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        |  10140065 | PA      | $10329066.10   | 0.09%             | 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        |   2542000 | PA      | $2573442.00    | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                      | EART 2025-1A A2 4.7% 09-15-27                                                    | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8458600 | PA      | $8462897.18    | 0.07%             | 2027-09-15      | Fixed         | 4.70%                 | 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        |   7051000 | PA      | $7073295.26    | 0.06%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                      | EART 2025-2A A2 4.78% 06-15-27                                                   | CUSIP: 30168JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1883370 | PA      | $1884298.61    | 0.02%             | 2027-06-15      | Fixed         | 4.78%                 | 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        |   7057224 | PA      | $7079489.19    | 0.06%             | 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        |   1000000 | PA      | $1023790.00    | 0.01%             | 2031-08-15      | Fixed         | 5.40%                 | 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        |   2185000 | PA      | $2204946.87    | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                      | EART 2025-3A A2 4.83% 01-18-28                                                   | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2754721.75    | 0.02%             | 2028-01-18      | Fixed         | 4.83%                 | 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        |   1332000 | PA      | $1351869.44    | 0.01%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  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        |   2027000 | PA      | $2054271.26    | 0.02%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                      | EART 2025-3A A3 4.78% 07-16-29                                                   | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3821000 | PA      | $3848916.23    | 0.03%             | 2029-07-16      | Fixed         | 4.78%                 | 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        |   9311787 | PA      | $9424208.20    | 0.08%             | 2033-09-26      | Fixed         | 5.48%                 | 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        |   3273000 | PA      | $3284010.37    | 0.03%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  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        |   6000780 | PA      | $6033742.60    | 0.05%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2025-2A                                                     | LADAR 2025-2A A2 144A 4.3% 07-17-28                                              | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3002439.00    | 0.02%             | 2028-07-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                          | MHC 2021-MHC A 144A FRN 04-15-38                                                 | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1324871 | PA      | $1325353.21    | 0.01%             | 2038-04-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                              | MDPK 2021-48A A CLO 144A FRN 04-19-33                                            | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    900141 | PA      | $901738.29     | 0.01%             | 2033-04-19      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_17-23A                              | MDPK 2017-23A AR CLO 144A FRN 07-27-31                                           | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    379730 | PA      | $379827.75     | 0.00%             | 2031-07-27      | Variable      | 5.55%                 | 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        |    611841 | PA      | $613002.33     | 0.01%             | 2031-10-20      | Variable      | 5.63%                 | 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        |   8925301 | PA      | $9007886.71    | 0.07%             | 2064-12-25      | Variable      | 5.60%                 | Yes           |                  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        |   2971000 | PA      | $3128225.32    | 0.03%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO MCMML_21-2                                 | MCMML 2021-2A A1 CLO 144A FRN 09-14-33                                           | CUSIP: 61034VAC7<br>LEI: 549300015LLKJVT5UL74 | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $4001032.00    | 0.03%             | 2033-09-14      | Variable      | 6.08%                 | 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        |   4571000 | PA      | $4654672.16    | 0.04%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                      | BMO 2025-5C9 A3 5.7785% 04-15-58                                                 | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8048000 | PA      | $8457442.00    | 0.07%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                    | BMARK 2025-V14 AM 6.0898% 04-15-58                                               | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276000 | PA      | $289220.40     | 0.00%             | 2058-04-15      | Fixed         | 6.09%                 | 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        |   9895000 | PA      | $9956289.63    | 0.08%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MP19 2020-3A                                                      | MP19 2020-3A CR CLO 144A FRN 01-19-34                                            | CUSIP: 56607KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3006123.00    | 0.02%             | 2034-01-19      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V14                                                    | BMARK 2025-V14 A4 5.6599% 04-15-58                                               | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5241000 | PA      | $5503243.92    | 0.05%             | 2058-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                  | BANK5 2025-5YR14 A3 5.646% 04-15-58                                              | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8398848.00    | 0.07%             | 2058-04-15      | Fixed         | 5.65%                 | 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        |   4770000 | PA      | $4828146.30    | 0.04%             | 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        |   2771000 | PA      | $2773424.63    | 0.02%             | 2036-07-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                   | BRAVO 2025-NQM5 A1 144A .0% 02-25-65                                             | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |  14814187 | PA      | $14942300.48   | 0.12%             | 2065-02-25      | Variable      | 5.50%                 | 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        |   1000000 | PA      | $991838.00     | 0.01%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  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        |  11873000 | PA      | $11974336.06   | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  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        |  13411369 | PA      | $13517506.63   | 0.11%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  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        |   4000000 | PA      | $3935484.00    | 0.03%             | 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      | $1936768.00    | 0.02%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  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        |  16670000 | PA      | $16825847.83   | 0.14%             | 2029-08-15      | Fixed         | 6.20%                 | 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        |   6103000 | PA      | $6186409.70    | 0.05%             | 2031-08-18      | Fixed         | 4.76%                 | Yes           |                  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        |    318250 | PA      | $311343.00     | 0.00%             | 2050-09-15      | Fixed         | 3.18%                 | 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        |   3685750 | PA      | $3612503.09    | 0.03%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                | MP15 2019-1A BR2 CLO 144A FRN 07-23-32                                           | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1253078.75    | 0.01%             | 2032-07-23      | Variable      | 5.92%                 | Yes           |                  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        |  17531078 | PA      | $17515212.00   | 0.14%             | 2032-07-23      | Variable      | 5.36%                 | Yes           |                  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        |    882210 | PA      | $853871.65     | 0.01%             | 2050-11-15      | Variable      | 3.46%                 | 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        |    646000 | PA      | $630238.25     | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                       | MCLO 2019-2A A1R2 CLO 144A FRN 01-20-33                                          | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13095938 | PA      | $13039363.84   | 0.11%             | 2033-01-20      | Variable      | 5.28%                 | 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        |  12160107 | PA      | $11108257.88   | 0.09%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  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        |   1000000 | PA      | $951027.00     | 0.01%             | 2052-05-15      | Fixed         | 4.03%                 | 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        |   1216533 | PA      | $1143917.11    | 0.01%             | 2060-05-25      | Variable      | 1.80%                 | 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        |   9532160 | PA      | $8880417.62    | 0.07%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                             | TCF 2021-1A A 144A 1.86% 03-20-46                                                | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3794344 | PA      | $3501500.08    | 0.03%             | 2046-03-20      | Fixed         | 1.86%                 | 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        |   7053569 | PA      | $6390533.60    | 0.05%             | 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        |   7615889 | PA      | $7290393.12    | 0.06%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  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        |   2268702 | PA      | $2323611.72    | 0.02%             | 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        |   1365295 | PA      | $1419435.61    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R3                                               | CIM 2018-R3 A1 144A FRN 12-25-57                                                 | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    387816 | PA      | $386880.00     | 0.00%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                         | CSMC 2022-ATH3 A1 144A FRN 08-25-67                                              | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5547139 | PA      | $5539157.12    | 0.05%             | 2067-08-25      | Variable      | 4.99%                 | Yes           |                  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        |   5771129 | PA      | $6025566.06    | 0.05%             | 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        |   6334156 | PA      | $6622195.66    | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM9                                             | OBX 2023-NQM9 A1 144A 7.159% 10-25-63                                            | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-CBDO         | CORP              | US        |   2831973 | PA      | $2877211.06    | 0.02%             | 2063-10-25      | Fixed         | 7.16%                 | 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        |  13001120 | PA      | $13120963.88   | 0.11%             | 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        |   5189000 | PA      | $5208251.19    | 0.04%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  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        |   3664081 | PA      | $3780272.45    | 0.03%             | 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        |    354881 | PA      | $350925.42     | 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        |   2043631 | PA      | $2126951.63    | 0.02%             | 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        |   5132333 | PA      | $5301617.49    | 0.04%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 DB5214 07-01-54                                                    | CUSIP: 3140AEYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2933134 | PA      | $3007787.90    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 DB2495 05-01-54                                                    | CUSIP: 3140ABXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1102923 | PA      | $1127716.91    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | 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        |   2735422 | PA      | $2803864.99    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | 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        |    842411 | PA      | $862799.84     | 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        |   1306033 | PA      | $1348049.53    | 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        |   1372974 | PA      | $1416512.67    | 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        |   1489036 | PA      | $1529868.37    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | 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        |   7895806 | PA      | $8243908.63    | 0.07%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  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        |   2615131 | PA      | $2726132.92    | 0.02%             | 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        |    503609 | PA      | $518190.64     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  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        |    774856 | PA      | $796103.60     | 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        |    613745 | PA      | $628599.50     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_14-GC24                         | GSMS 2014-GC24 A5 3.931% 09-10-47                                                | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28044 | PA      | $27999.38      | 0.00%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS5                                                     | GSMS 2017-GS5 A4 3.674% 03-10-50                                                 | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9075467 | PA      | $8945324.80    | 0.07%             | 2050-03-10      | Fixed         | 3.67%                 | 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        |   4459000 | PA      | $4407507.47    | 0.04%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  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        |   3890086 | PA      | $3823013.57    | 0.03%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  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        |   5087166 | PA      | $4453971.54    | 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        |   5614614 | PA      | $5299095.18    | 0.04%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  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        |   3158000 | PA      | $3081042.70    | 0.03%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                           | BX 2021-SOAR A 144A FRN 06-15-38                                                 | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1597540 | PA      | $1597306.67    | 0.01%             | 2038-06-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                           | BX 2021-SOAR B 144A FRN 06-15-38                                                 | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    954767 | PA      | $954657.68     | 0.01%             | 2038-06-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                           | BX 2021-VOLT A 144A FRN 09-15-36                                                 | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18264348 | PA      | $18241280.04   | 0.15%             | 2036-09-15      | Variable      | 5.18%                 | Yes           |                  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        |  16595925 | PA      | $16568624.63   | 0.14%             | 2034-09-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                               | BX 2021-ARIA A 144A FRN 10-15-36                                                 | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5776000 | PA      | $5777594.18    | 0.05%             | 2036-10-15      | Variable      | 5.38%                 | 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        |  16300673 | PA      | $16300314.69   | 0.13%             | 2038-11-15      | Variable      | 5.33%                 | 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        |    282919 | PA      | $260342.34     | 0.00%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                            | BX 2022-AHP A 144A FRN 02-15-39                                                  | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10634000 | PA      | $10634255.22   | 0.09%             | 2039-02-15      | Variable      | 5.35%                 | 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        |   1823060 | PA      | $1715747.67    | 0.01%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM1                     | BRAVO 2022-NQM1 A1 144A 3.626% 09-25-61                                          | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1059536 | PA      | $1045891.95    | 0.01%             | 2061-09-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                            | BX 2022-CSMO A 144A FRN 06-15-27                                                 | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4773000 | PA      | $4806358.50    | 0.04%             | 2027-06-15      | Variable      | 6.48%                 | Yes           |                  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        |    533620 | PA      | $534770.41     | 0.00%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  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        |   5381145 | PA      | $5371722.67    | 0.04%             | 2062-07-25      | Variable      | 5.11%                 | Yes           |                  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        |   1465000 | PA      | $1527874.87    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | 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        |   6045000 | PA      | $5753135.31    | 0.05%             | 2037-03-15      | Variable      | 5.28%                 | Yes           |                  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        |   1996000 | PA      | $2124724.04    | 0.02%             | 2056-08-15      | Variable      | 7.35%                 | No            |                  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        |   5480000 | PA      | $5493458.88    | 0.05%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  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        |    390404 | PA      | $390414.52     | 0.00%             | 2051-07-25      | Variable      | 5.70%                 | Yes           |                  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        |  10653000 | PA      | $10735688.59   | 0.09%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                          | SFO 2021-555 A 144A 5.41548% 05-15-38                                            | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15780000 | PA      | $15684483.66   | 0.13%             | 2038-05-15      | Variable      | 5.63%                 | 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        |    500000 | PA      | $496311.00     | 0.00%             | 2038-05-15      | Variable      | 5.98%                 | Yes           |                  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        |   6371000 | PA      | $6378326.65    | 0.05%             | 2039-05-15      | Variable      | 5.75%                 | Yes           |                  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        |   4394280 | PA      | $4412454.45    | 0.04%             | 2041-10-17      | Variable      | 6.11%                 | 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        |   2339000 | PA      | $2341619.68    | 0.02%             | 2042-02-17      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                    | SWCH 2025-DATA A 144A FRN 03-15-42                                               | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20328000 | PA      | $20208430.70   | 0.17%             | 2042-03-15      | Variable      | 5.81%                 | 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        |   2169394 | PA      | $2184071.93    | 0.02%             | 2031-12-15      | Fixed         | 5.36%                 | 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        |   6598850 | PA      | $6225856.53    | 0.05%             | 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        |   3912899 | PA      | $3578455.38    | 0.03%             | 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        |  13190511 | PA      | $12458503.90   | 0.10%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E              | NAVSL 2021-EA A 144A 0.97% 12-16-69                                              | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1817247 | PA      | $1639283.60    | 0.01%             | 2069-12-16      | Fixed         | 0.97%                 | 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        |   8418903 | PA      | $7882063.58    | 0.07%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F                   | NAVSL 2021-FA A 144A 1.11% 02-18-70                                              | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3624455 | PA      | $3246341.00    | 0.03%             | 2070-02-18      | Fixed         | 1.11%                 | 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        |   7970498 | PA      | $7218003.47    | 0.06%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-D                   | NAVSL 2020-DA A 144A 1.69% 05-15-69                                              | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685283 | PA      | $648975.68     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | 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        |  14398817 | PA      | $14495058.26   | 0.12%             | 2031-12-15      | Fixed         | 5.15%                 | 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        |   3202009 | PA      | $3170226.19    | 0.03%             | 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        |   3657484 | PA      | $3598982.35    | 0.03%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  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        |   3839137 | PA      | $3745853.66    | 0.03%             | 2058-03-25      | 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        |   2558653 | PA      | $2544812.91    | 0.02%             | 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        |    184879 | PA      | $189034.80     | 0.00%             | 2058-05-25      | Variable      | 5.44%                 | 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        |    550810 | PA      | $545574.36     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  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        |   3377076 | PA      | $3249341.27    | 0.03%             | 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        |  11291252 | PA      | $10586249.22   | 0.09%             | 2045-09-20      | Fixed         | 2.11%                 | 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        |   4940790 | PA      | $4651333.38    | 0.04%             | 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        |   7098548 | PA      | $6744230.60    | 0.06%             | 2045-09-20      | Fixed         | 2.05%                 | 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        |   9713107 | PA      | $9116420.77    | 0.08%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3                       | STACR 2018-DNA3 M2 144A FRN 09-25-48                                             | CUSIP: 35563WAH7<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-CBDO         | CORP              | US        |   2416694 | PA      | $2472536.51    | 0.02%             | 2048-09-25      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR6                                                    | STAR 2025-SFR6 A 144A FRN 08-17-42                                               | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12044364.00   | 0.10%             | 2042-08-17      | Variable      | 5.76%                 | 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        |  53935000 | PA      | $44974293.04   | 0.37%             | 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        |  14389489 | PA      | $14401762.92   | 0.12%             | 2027-06-10      | Fixed         | 4.80%                 | 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        |   1474396 | PA      | $1449896.00    | 0.01%             | 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        |   2601207 | PA      | $2374925.19    | 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        |    789343 | PA      | $745022.66     | 0.01%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                               | TPMT 2016-2 M1 144A FRN 08-25-55                                                 | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2114200 | PA      | $2086165.37    | 0.02%             | 2055-08-25      | Variable      | 3.00%                 | 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        |   2538000 | PA      | $2494767.68    | 0.02%             | 2056-07-25      | Variable      | 3.75%                 | 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        |   3000000 | PA      | $2881917.00    | 0.02%             | 2057-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-2                               | TPMT 2015-2 2B1 144A FRN 11-25-57                                                | CUSIP: 89171YBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    992704 | PA      | $989393.85     | 0.01%             | 2057-11-25      | Variable      | 4.02%                 | 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        |   8183799 | PA      | $7958106.01    | 0.07%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-5                               | TPMT 2016-5 M1 144A FRN 10-25-56                                                 | CUSIP: 89173CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3904060.00    | 0.03%             | 2056-10-25      | Variable      | 3.38%                 | Yes           |                  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        |   2763172 | PA      | $2781577.31    | 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        |   3428357 | PA      | $3450826.26    | 0.03%             | 2040-06-17      | Fixed         | 4.75%                 | 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        |   3193013 | PA      | $3273438.43    | 0.03%             | 2065-07-25      | Variable      | 5.02%                 | 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        |   5974993 | PA      | $5980465.84    | 0.05%             | 2041-08-17      | Fixed         | 4.50%                 | 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        |   7155904 | PA      | $6984885.05    | 0.06%             | 2060-11-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY1                             | TPMT 2019-HY1 A1 144A FRN 10-25-48                                               | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1794311 | PA      | $1798949.34    | 0.01%             | 2048-10-25      | Variable      | 5.44%                 | 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        |   6741000 | PA      | $6522005.13    | 0.05%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  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        |   5377992 | PA      | $5046745.07    | 0.04%             | 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        |   6439691 | PA      | $6244755.28    | 0.05%             | 2075-09-15      | Fixed         | 1.95%                 | 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        |   1446006 | PA      | $1387098.51    | 0.01%             | 2033-02-28      | Fixed         | 2.30%                 | 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        |   3812422 | PA      | $3692300.10    | 0.03%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_24-5A                                  | STCP 2024-5A A1 CLO 144A FRN 04-20-36                                            | CUSIP: 87122YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  14000000 | PA      | $14028728.00   | 0.12%             | 2036-04-20      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_24-5A                                  | STCP 2024-5A C CLO 144A FRN 04-20-36                                             | CUSIP: 87122YAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2667000 | PA      | $2670347.09    | 0.02%             | 2036-04-20      | Variable      | 7.08%                 | 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        |   7586000 | PA      | $7710000.76    | 0.06%             | 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        |  15863520 | PA      | $15937380.95   | 0.13%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                      | SBALT 2024-B A2 144A 5.67% 11-20-26                                              | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402402 | PA      | $402717.74     | 0.00%             | 2026-11-20      | Fixed         | 5.67%                 | Yes           |                  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        |   3490000 | PA      | $3516461.18    | 0.03%             | 2027-11-22      | Fixed         | 5.56%                 | 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        |   2114820 | PA      | $2128830.54    | 0.02%             | 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        |  20230000 | PA      | $20758812.20   | 0.17%             | 2032-01-20      | Fixed         | 5.52%                 | 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        |   7975000 | PA      | $8102097.58    | 0.07%             | 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        |   7017985 | PA      | $7058499.86    | 0.06%             | 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        |   3183000 | PA      | $3206191.34    | 0.03%             | 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        |   8978000 | PA      | $9132789.70    | 0.08%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                      | SDART 2024-4 A2 5.41% 07-15-27                                                   | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2223060 | PA      | $2224385.43    | 0.02%             | 2027-07-15      | Fixed         | 5.41%                 | 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        |   1649000 | PA      | $1655741.11    | 0.01%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                      | SDART 2024-4 B 4.93% 09-17-29                                                    | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    917000 | PA      | $926827.49     | 0.01%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  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        |   2341000 | PA      | $2346627.76    | 0.02%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-C                                                      | SBALT 2024-C A2 144A 4.94% 11-20-26                                              | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278880 | PA      | $279022.67     | 0.00%             | 2026-11-20      | Fixed         | 4.94%                 | Yes           |                  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        |    446525 | PA      | $451713.32     | 0.00%             | 2049-09-15      | Fixed         | 5.33%                 | 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        |   6790000 | PA      | $6838921.95    | 0.06%             | 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        |   7544974 | PA      | $7554080.83    | 0.06%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                      | SDART 2024-5 A2 4.88% 09-15-27                                                   | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3491290 | PA      | $3493185.63    | 0.03%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  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        |   7280000 | PA      | $7299124.56    | 0.06%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                     | BRAVO 2023-NQM8 A1 144A 6.394% 10-25-63                                          | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1599336 | PA      | $1615448.10    | 0.01%             | 2063-10-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                       | CFMT 2023-HB12 A 144A FRN 04-25-33                                               | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    432037 | PA      | $431845.65     | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | 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        |   6831548 | PA      | $6864441.55    | 0.06%             | 2068-04-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_17-C01               | CAS 2017-C01 1B1 FRN 07-25-29                                                    | CUSIP: 30711XEQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $899620.45     | 0.01%             | 2029-07-25      | Variable      | 10.21%                | 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        |   1596846 | PA      | $1607336.14    | 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        |    250069 | PA      | $252508.95     | 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        |   1455985 | PA      | $1469854.32    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SD3512 08-01-53                                                    | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    162154 | PA      | $166277.87     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SD5873 07-01-54                                                    | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    590525 | PA      | $604840.62     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |     26008 | PA      | $27021.41      | 0.00%             | 2054-07-01      | 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        |    132396 | PA      | $136217.23     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |    158309 | PA      | $163135.01     | 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        |    314128 | PA      | $322597.32     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |    138183 | PA      | $142171.27     | 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        |    195166 | PA      | $200571.81     | 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        |    240518 | PA      | $248118.29     | 0.00%             | 2054-05-01      | 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        |    382733 | PA      | $394753.00     | 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        |    325184 | PA      | $335842.33     | 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        |    342603 | PA      | $351111.79     | 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        |    415154 | PA      | $425202.44     | 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        |   8000000 | PA      | $8042168.00    | 0.07%             | 2039-08-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 RJ2193 08-01-54                                                    | CUSIP: 3142GSNK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    279503 | PA      | $276800.30     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  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        |   1330768 | PA      | $1341853.12    | 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        |    775306 | PA      | $794705.37     | 0.01%             | 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        |   2388495 | PA      | $2494764.18    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 RJ2241 08-01-54                                                    | CUSIP: 3142GSP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    196578 | PA      | $194641.46     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 RJ2195 08-01-54                                                    | CUSIP: 3142GSNM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    181538 | PA      | $179357.64     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | 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        |   2102334 | PA      | $2119442.81    | 0.02%             | 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        |   1209279 | PA      | $1220052.83    | 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        |    227531 | PA      | $229768.81     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APEXC 2021-2A                                                     | APEXC 2021-2A A1BR CLO 144A FRN 10-20-34                                         | CUSIP: 03755QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6000000.00    | 0.05%             | 2034-10-20      | Variable      | 5.78%                 | 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        |   1313859 | PA      | $1354475.21    | 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        |   1261752 | PA      | $1298671.38    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                         | AESOP 2020-2A A 144A 2.02% 02-20-27                                              | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18269000 | PA      | $18146689.05   | 0.15%             | 2027-02-20      | Fixed         | 2.02%                 | 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        |    564535 | PA      | $556915.21     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  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        |    410411 | PA      | $419674.31     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |   3546751 | PA      | $3573237.73    | 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        |    303946 | PA      | $316030.09     | 0.00%             | 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        |    510910 | PA      | $531144.12     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                 | BHG 2021-B B 144A 1.67% 10-17-34                                                 | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421549 | PA      | $414538.42     | 0.00%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BETONY CLO 2 LTD BTNY2_18-1A                                      | BTNY2 2018-1A A2 CLO 144A FRN 04-30-31                                           | CUSIP: 08763QAC6<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $700411.60     | 0.01%             | 2031-04-30      | Variable      | 6.17%                 | Yes           |                  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        |    787498 | PA      | $764905.77     | 0.01%             | 2058-07-25      | Fixed         | 3.50%                 | 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        |   1246313 | PA      | $1160736.62    | 0.01%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                     | BACCT 2022-A2 A2 5.0% 04-17-28                                                   | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9593000 | PA      | $9606909.85    | 0.08%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1          | BLAST 2023-1 A3 6.51% 11-15-27                                                   | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    916828 | PA      | $918088.24     | 0.01%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  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        |   1234807 | PA      | $1151342.69    | 0.01%             | 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        |   1112637 | PA      | $1082209.01    | 0.01%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| STACR 2015-DNA3                                                   | STACR 2015-DNA3 M3 FRN 04-25-28                                                  | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1258261 | PA      | $1265928.88    | 0.01%             | 2028-04-25      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXVII LP CERB_22-2                         | CERB 2022-2A A1 CLO 144A FRN 10-15-34                                            | CUSIP: 15674XAA8<br>LEI: 6354009FMFQEKUGULT95 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3006408.00    | 0.02%             | 2034-10-15      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 11 LLC                                                    | KKR 11 AR CLO 144A FRN 01-15-31                                                  | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-O            | CORP              | US        |    171306 | PA      | $171425.36     | 0.00%             | 2031-01-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                             | LADAR 2022-1A A 144A 5.21% 06-15-27                                              | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246109 | PA      | $246198.13     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | 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        |    642000 | PA      | $643935.63     | 0.01%             | 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        |    339000 | PA      | $341467.92     | 0.00%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                            | LADAR 2023-1A A3 144A 5.48% 06-15-27                                             | CUSIP: 505710AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3141595 | PA      | $3143573.93    | 0.03%             | 2027-06-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| LCM_27-A                                                          | LCM 27A A1 CLO 144A FRN 07-16-31                                                 | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951341 | PA      | $951912.46     | 0.01%             | 2031-07-16      | Variable      | 5.66%                 | 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        |  12733000 | PA      | $12767646.49   | 0.11%             | 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        |   9474221 | PA      | $9635207.19    | 0.08%             | 2057-03-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2023-A                                                       | NMEF 2023-A A2 144A 6.57% 06-17-30                                               | CUSIP: 62890QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956556 | PA      | $963267.83     | 0.01%             | 2030-06-17      | Fixed         | 6.57%                 | 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        |   5516607 | PA      | $5598721.37    | 0.05%             | 2055-07-15      | Fixed         | 5.02%                 | 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        |  12888000 | PA      | $12926676.89   | 0.11%             | 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        |   4491955 | PA      | $4325038.58    | 0.04%             | 2059-11-25      | Variable      | 2.75%                 | 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        |   2204602 | PA      | $2014726.60    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  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        |   1911104 | PA      | $1912203.10    | 0.02%             | 2030-07-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B                   | NAVSL 2021-BA A 144A 0.94% 07-15-69                                              | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    964138 | PA      | $883723.21     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | 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        |   2602121 | PA      | $2546045.73    | 0.02%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD OCP_19-16A                                            | OCP 2019-16A AR CLO 144A FRN 04-10-33                                            | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-O            | CORP              | US        |   2665858 | PA      | $2668742.85    | 0.02%             | 2033-04-10      | Variable      | 5.59%                 | 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        |   6093000 | PA      | $6114727.64    | 0.05%             | 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        |    190000 | PA      | $192570.89     | 0.00%             | 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        |   6886974 | PA      | $6915713.32    | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | 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        |   3399000 | PA      | $3424580.87    | 0.03%             | 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        |   6854000 | PA      | $6900572.93    | 0.06%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                      | PEAC 2025-1A A1 144A 4.592% 02-20-26                                             | CUSIP: 69392HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2953319 | PA      | $2954388.08    | 0.02%             | 2026-02-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                               | TPMT 2015-3 M2 144A FRN 03-25-54                                                 | CUSIP: 89172HAD9<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |    249245 | PA      | $248470.77     | 0.00%             | 2054-03-25      | Variable      | 4.00%                 | Yes           |                  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        |   6818000 | PA      | $6723011.55    | 0.06%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                               | TPMT 2015-3 B1 144A FRN 03-25-54                                                 | CUSIP: 89172HAE7<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3469329.50    | 0.03%             | 2054-03-25      | Variable      | 4.23%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-6                               | TPMT 2018-6 A1A 144A FRN 03-25-58                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    644431 | PA      | $639690.86     | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                               | TPMT 2017-2 A4 144A FRN 04-25-57                                                 | CUSIP: 89173HAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    431688 | PA      | $425967.57     | 0.00%             | 2057-04-25      | Variable      | 3.72%                 | 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        |   6669532 | PA      | $6680910.05    | 0.06%             | 2027-09-15      | Fixed         | 4.63%                 | 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        |   1860011 | PA      | $1811392.56    | 0.01%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO LTD TICP_18-12A                                          | TICP 2018-12A AR CLO 144A FRN 07-15-34                                           | CUSIP: 87250FAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2004090.00    | 0.02%             | 2034-07-15      | Variable      | 5.75%                 | Yes           |                  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        |   1670700 | PA      | $1672657.89    | 0.01%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 5.0% 08-31-25                                        | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 213000000 | PA      | $213000000.00  | 1.76%             | 2025-08-31      | Fixed         | 5.00%                 | 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        |  10346200 | PA      | $10445295.90   | 0.09%             | 2026-11-15      | Fixed         | 4.62%                 | 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        | 182630000 | PA      | $184948542.64  | 1.53%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                      | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3016276.50    | 0.02%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                       | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8010900 | PA      | $7167877.75    | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  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        | 151360700 | PA      | $151798223.24  | 1.25%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54               | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18351998 | PA      | $16405680.42   | 0.14%             | 2054-02-15      | Fixed         | 2.12%                 | 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        |  27716900 | PA      | $28561400.68   | 0.24%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.625% 06-30-26                                      | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3001000 | PA      | $3018056.48    | 0.02%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.875% 10-15-27                                      | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14420900 | PA      | $14495731.49   | 0.12%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                       | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17820700 | PA      | $17941825.52   | 0.15%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.125% 11-15-27                                      | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70414100 | PA      | $71178754.88   | 0.59%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                       | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40296100 | PA      | $40542103.66   | 0.34%             | 2026-12-31      | Fixed         | 4.25%                 | 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        |  20000000 | PA      | $20292188.00   | 0.17%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  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        |  11515100 | PA      | $11573528.77   | 0.10%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  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        |  10000000 | PA      | $10237500.00   | 0.08%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  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        |  19000000 | PA      | $19290194.60   | 0.16%             | 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        |  21454687 | PA      | $20282231.66   | 0.17%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.75% 04-15-28                                       | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41220400 | PA      | $41386246.16   | 0.34%             | 2028-04-15      | Fixed         | 3.75%                 | 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        |   2359970 | PA      | $2310071.08    | 0.02%             | 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        |    836332 | PA      | $802153.19     | 0.01%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  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        |   2040604 | PA      | $1850764.30    | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | 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        |   1028509 | PA      | $1072700.40    | 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        |   2358034 | PA      | $2377100.58    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  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        |    991261 | PA      | $1005357.50    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |    895909 | PA      | $903752.84     | 0.01%             | 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        |   1043001 | PA      | $1053258.53    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |   1805066 | PA      | $1817521.23    | 0.02%             | 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        |    551052 | PA      | $558641.89     | 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        |    202210 | PA      | $207382.95     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | 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        |     38970 | PA      | $39277.61      | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA5295 03-01-54                                                    | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    205476 | PA      | $210385.98     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SD8439 06-01-54                                                    | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     70413 | PA      | $71986.03      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |   1514823 | PA      | $1574764.26    | 0.01%             | 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        |   1787848 | PA      | $1866669.08    | 0.02%             | 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        |    747957 | PA      | $781121.38     | 0.01%             | 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        |   1471424 | PA      | $1536666.89    | 0.01%             | 2054-07-01      | 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        |   6029557 | PA      | $6291921.12    | 0.05%             | 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        |  16345235 | PA      | $17024117.82   | 0.14%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |   1009727 | PA      | $1023089.21    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |   1540444 | PA      | $1616753.32    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | 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        |    809324 | PA      | $827761.14     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | 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        |    363294 | PA      | $371419.60     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | 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        |    768646 | PA      | $785817.95     | 0.01%             | 2055-03-01      | 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        |  16163067 | PA      | $16524586.68   | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  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        |   4377032 | PA      | $4389620.28    | 0.04%             | 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        |  12385503 | PA      | $12488699.41   | 0.10%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LTD WELF_18-2A                                      | WELF 2018-2A BR CLO 144A FRN 10-20-31                                            | CUSIP: 94949JAN5<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-O            | CORP              | US        |   1944000 | PA      | $1944167.18    | 0.02%             | 2031-10-20      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                     | WLAKE 2024-3A A2A 144A 4.82% 09-15-27                                            | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8341130 | PA      | $8351055.54    | 0.07%             | 2027-09-15      | Fixed         | 4.82%                 | 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        |   3749000 | PA      | $3764037.24    | 0.03%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                       | ACAR 2024-4 A 144A 4.81% 03-13-28                                                | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1379036 | PA      | $1379415.51    | 0.01%             | 2028-03-13      | Fixed         | 4.81%                 | 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        |   4377000 | PA      | $4415631.40    | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                      | WLAKE 2025-1A B 144A 4.98% 09-16-30                                              | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388000 | PA      | $391376.76     | 0.00%             | 2030-09-16      | Fixed         | 4.98%                 | 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        |  17342659 | PA      | $17363261.98   | 0.14%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                     | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                             | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4702000 | PA      | $4716021.36    | 0.04%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                      | WLAKE 2025-2A B 144A 4.63% 01-15-31                                              | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1959000 | PA      | $1972752.18    | 0.02%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                      | WLAKE 2025-2A A2A 144A 4.66% 09-15-28                                            | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3008475.00    | 0.02%             | 2028-09-15      | 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        |   8343000 | PA      | $8375454.27    | 0.07%             | 2035-07-16      | Fixed         | 4.75%                 | 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        |   9128000 | PA      | $9296402.47    | 0.08%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                               | TPMT 2017-2 A2 144A FRN 04-25-57                                                 | CUSIP: 89173HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257501 | PA      | $256652.99     | 0.00%             | 2057-04-25      | Variable      | 3.25%                 | 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        |   4618773 | PA      | $4679126.90    | 0.04%             | 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        |   4335033 | PA      | $4356582.33    | 0.04%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 DC2697 10-01-54                                                    | CUSIP: 3140AP7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1382684 | PA      | $1366386.23    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  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        |   1830000 | PA      | $1813727.64    | 0.01%             | 2055-02-25      | Variable      | 4.44%                 | Yes           |                  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        |   5115669 | PA      | $5147335.22    | 0.04%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  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        |   2802000 | PA      | $2861066.16    | 0.02%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| TLOT 2024-B                                                       | TLOT 2024-B A2A 144A 4.31% 02-22-27                                              | CUSIP: 891943AB8<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |  15573297 | PA      | $15575290.05   | 0.13%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QX2561 12-01-54                                                    | CUSIP: 31425WZ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1796891 | PA      | $1774025.76    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QY3688 05-01-55                                                    | CUSIP: 31426NC24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1108165 | PA      | $1094447.70    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | 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        | 305000000 | PA      | $308121492.00  | 2.55%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                      | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7859500 | PA      | $6290669.92    | 0.05%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | ABBVIE INC SR UNSEC 4.8% 03-15-27                                                | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13138905.00   | 0.11%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | AMERICAN EXPRESS CO SR UNSEC 5.645% 04-23-27/26                                  | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18148536.00   | 0.15%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      4650 | NC      | $29062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 96.125 09-12-25                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |     23864 | NC      | $298300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                 | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7541419 | PA      | $5833110.93    | 0.05%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.875% 07-15-28                                      | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10010200 | PA      | $10089577.88   | 0.08%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                             | ACCENTURE CAPITAL INC SR UNSEC 3.9% 10-04-27                                     | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11513754.00   | 0.10%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE CORP SR UNSEC 4.8% 03-05-30                               | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  16702000 | PA      | $17052291.05   | 0.14%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                      | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 994871500 | PA      | $999185163.34  | 8.26%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 178632000 | PA      | $180104320.67  | 1.49%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 96.25 09-12-25                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |     23864 | NC      | $-149150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRM5 09-16-25                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       669 | NC      | $-71443.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | AMERICAN EXPRESS CO SR UNSEC 4.731% 04-25-29/28                                  | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9148995.00    | 0.08%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                      | ALPHABET INC SR UNSEC 4.0% 05-15-30                                              | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  16775000 | PA      | $16887258.30   | 0.14%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.625% 08-15-28                                      | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 401394000 | PA      | $401942785.88  | 3.32%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                       | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    511300 | PA      | $386510.84     | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | 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        |         6 | NC      | $764.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT FVZ5 12-31-25                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        27 | NC      | $5523.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                        | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2802700 | PA      | $2125015.83    | 0.02%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.0% 08-15-48                                        | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5264400 | PA      | $3843012.00    | 0.03%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.0% 10-31-25                                        | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65800 | PA      | $65671.49      | 0.00%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 2.25% 08-15-49                                       | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5776000 | PA      | $3564423.89    | 0.03%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 2YR FUT TUZ5 12-31-25                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     26354 | NC      | $7420767.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 20YR FUT USZ5 12-19-25                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       218 | NC      | $-34280.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 0.625% 12-31-27                                      | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $21487032.40   | 0.18%             | 2027-12-31      | Fixed         | 0.62%                 | 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        |  15000000 | PA      | $14068359.00   | 0.12%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT TYZ5 12-19-25                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      1747 | NC      | $-769410.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 30YR FUT ULTRA WNZ5 12-19-25                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       496 | NC      | $148690.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 0.75% 08-31-26                                       | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54800000 | PA      | $53150646.04   | 0.44%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 2.875% 05-15-52                                      | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    208200 | PA      | $143560.42     | 0.00%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT ULTRA UXYZ5 12-19-25                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      5068 | NC      | $-2849519.02   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.625% 03-15-26                                      | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1164282.02    | 0.01%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.625% 10-15-26                                      | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35309088.50   | 0.29%             | 2026-10-15      | Fixed         | 4.62%                 | 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        |  16155900 | PA      | $16276364.85   | 0.13%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.0% 01-15-27                                        | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 434829400 | PA      | $436236377.49  | 3.60%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                            | ASIAN DEV BK 1.0% 04-14-26                                                       | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   9599000 | PA      | $9424240.61    | 0.08%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                            | ASIAN DEV BK 3.875% 09-28-32                                                     | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   1163000 | PA      | $1154985.77    | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                            | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                   | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1267659.83    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                     | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                              | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  20000000 | PA      | $20061780.00   | 0.17%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  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        |   7017000 | PA      | $7245129.69    | 0.06%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-2                                   | ARRW 2019-2 A3 144A FRN 04-25-49                                                 | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2249367 | PA      | $2195870.39    | 0.02%             | 2049-04-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-2                                   | ARRW 2019-2 A2 144A FRN 04-25-49                                                 | CUSIP: 042858AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285598 | PA      | $277344.45     | 0.00%             | 2049-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                   | ARRW 2022-1 A1A 144A 2.495% 12-25-56                                             | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000035 | PA      | $6756006.32    | 0.06%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                | AH4R 2015-SFR2 A 144A 3.732% 10-17-52                                            | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4182011 | PA      | $4169895.28    | 0.03%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                | AH4R 2015-SFR2 B 144A 4.295% 10-17-52                                            | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1871000 | PA      | $1865740.62    | 0.02%             | 2052-10-17      | Fixed         | 4.29%                 | 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        |   1981347 | PA      | $1915039.24    | 0.02%             | 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        |   1342000 | PA      | $1348901.91    | 0.01%             | 2041-07-15      | Variable      | 6.05%                 | 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        |   5123448 | PA      | $5133427.99    | 0.04%             | 2069-05-27      | Variable      | 5.34%                 | Yes           |                  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        |  11785716 | PA      | $11444366.17   | 0.09%             | 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        |   7479000 | PA      | $7634735.22    | 0.06%             | 2029-11-10      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-7                                                       | AOMT 2024-7 A1 144A 5.621% 05-25-69                                              | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |   5321330 | PA      | $5352752.34    | 0.04%             | 2069-05-25      | Variable      | 5.62%                 | 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        |   1130000 | PA      | $1136857.97    | 0.01%             | 2040-06-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                    | AMSR 2025-SFR1 C 144A 3.655% 06-17-42                                            | CUSIP: 00182MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    878000 | PA      | $828237.59     | 0.01%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                    | AMSR 2025-SFR1 B 144A 3.655% 06-17-42                                            | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    594000 | PA      | $565050.82     | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | 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        |   9583000 | PA      | $9212329.56    | 0.08%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BACM 2015-UBS7                                                    | BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25                                         | CUSIP: 06054AAX7<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |    401366 | PA      | $400396.68     | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  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        |  10654029 | PA      | $10520086.59   | 0.09%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK_17-BNK4                                                      | BANK 2017-BNK4 A4 3.625% 05-15-50                                                | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3099000 | PA      | $3054829.95    | 0.03%             | 2050-05-15      | Fixed         | 3.62%                 | 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        |   1570373 | PA      | $1575707.56    | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | 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        |   1613000 | PA      | $1543261.95    | 0.01%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2                       | BHLD 2019-2 A1 144A FRN 07-25-49                                                 | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1628484 | PA      | $1594857.73    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | Yes           |                  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        |   1185000 | PA      | $1115345.70    | 0.01%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                   | BANK 2019-BN24 A3 2.96% 11-15-62                                                 | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1649000 | PA      | $1554667.31    | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | 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        |    971000 | PA      | $1023846.68    | 0.01%             | 2056-08-15      | Variable      | 6.53%                 | 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        |    370000 | PA      | $393456.89     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | 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        |   4885000 | PA      | $5254828.70    | 0.04%             | 2056-09-15      | Variable      | 7.56%                 | 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        |     62026 | PA      | $62623.82      | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |  18107336 | PA      | $18608257.34   | 0.15%             | 2054-11-01      | Fixed         | 6.00%                 | 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        |  20784662 | PA      | $20932108.45   | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 RJ2922 11-01-54                                                    | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2077551 | PA      | $2124335.03    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | 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        |   2556896 | PA      | $2573692.41    | 0.02%             | 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        |   1154315 | PA      | $1180130.59    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | 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        |   8194264 | PA      | $8301322.45    | 0.07%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                    | FMBT 2024-FBLU A 144A FRN 12-15-29                                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5334000 | PA      | $5343094.47    | 0.04%             | 2029-12-15      | Variable      | 5.81%                 | Yes           |                  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        |   6796599 | PA      | $6861356.56    | 0.06%             | 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        |   6030330 | PA      | $6089023.61    | 0.05%             | 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        |   7461532 | PA      | $7511113.98    | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.5 DA4639 12-01-53                                                    | CUSIP: 3140A5EM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8994 | PA      | $9416.19       | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | 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        |   4340801 | PA      | $4369315.51    | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |   6068000 | PA      | $6268395.70    | 0.05%             | 2028-09-20      | Fixed         | 5.40%                 | Yes           |                  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        |    604440 | PA      | $608410.76     | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 DC4451 10-01-54                                                    | CUSIP: 3140AR5M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    904430 | PA      | $913604.93     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 MA5553 12-01-54                                                    | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8831347 | PA      | $8889360.02    | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 DC4585 11-01-54                                                    | CUSIP: 3140ASCX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2425132 | PA      | $2442445.38    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |    137228 | PA      | $134632.17     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | 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        |    166622 | PA      | $170397.12     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  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        |   3502000 | PA      | $3536736.34    | 0.03%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                  | ELI LILLY & CO SR UNSEC 4.75% 02-12-30                                           | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   7945000 | PA      | $8170558.55    | 0.07%             | 2030-02-12      | Fixed         | 4.75%                 | 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        |   6975293 | PA      | $7131769.41    | 0.06%             | 2055-01-01      | 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        |   6878009 | PA      | $7030239.90    | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | 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        |   8238562 | PA      | $8420683.47    | 0.07%             | 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        |  54328885 | PA      | $55529879.40   | 0.46%             | 2055-04-01      | 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        |     48466 | PA      | $49548.58      | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | 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        |    947338 | PA      | $953560.72     | 0.01%             | 2055-02-01      | 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        |    131967 | PA      | $132803.18     | 0.00%             | 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        |  13432398 | PA      | $13729334.57   | 0.11%             | 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        |  15005429 | PA      | $14537574.38   | 0.12%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  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        |   1562424 | PA      | $1541785.86    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QY1332 04-01-55                                                    | CUSIP: 31426KPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1558587 | PA      | $1539972.78    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 CB9472 11-01-54                                                    | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    492229 | PA      | $486450.12     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QI2014 03-01-54                                                    | CUSIP: 3133W8GX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1512190 | PA      | $1499442.13    | 0.01%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 SD5872 06-01-54                                                    | CUSIP: 3132DTQZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1648823 | PA      | $1628417.48    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 DD8552 04-01-55                                                    | CUSIP: 3140B9QE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1275963 | PA      | $1267472.72    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 DC8341 12-01-54                                                    | CUSIP: 3140AWHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1506899 | PA      | $1489705.00    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 DB8675 07-01-54                                                    | CUSIP: 3140AJT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1764882 | PA      | $1744243.65    | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QY1360 04-01-55                                                    | CUSIP: 31426KQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    880108 | PA      | $868635.93     | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QJ9769 12-01-54                                                    | CUSIP: 3133D12A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    248661 | PA      | $245597.00     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 DC9775 01-01-55                                                    | CUSIP: 3140AX2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185140 | PA      | $182710.30     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QY2240 05-01-55                                                    | CUSIP: 31426LP24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1543028 | PA      | $1524646.24    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QJ8234 11-01-54                                                    | CUSIP: 3133D0EF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1815594 | PA      | $1794378.76    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QX9882 03-01-55                                                    | CUSIP: 31426G6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1282131 | PA      | $1267204.63    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.0 DD0990 02-01-55                                                    | CUSIP: 3140B1C46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1099449 | PA      | $1085653.14    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | 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        |    684290 | PA      | $708575.87     | 0.01%             | 2039-12-01      | 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        |  11576293 | PA      | $11957327.16   | 0.10%             | 2040-03-01      | 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        |  11171011 | PA      | $11538749.33   | 0.10%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                    | MICROSOFT CORP SR UNSEC 3.4% 06-15-27                                            | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7476637.50    | 0.06%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA SR UNSEC 4.968% 07-14-28/27                               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10141490.00   | 0.08%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                    | MASTERCARD INC SR UNSEC 4.1% 01-15-28                                            | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  15865000 | PA      | $15968360.48   | 0.13%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5162580.00    | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                    | MASTERCARD INC SR UNSEC 4.55% 03-15-28                                           | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6615422.38    | 0.05%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                          | MARS INC 144A LIFE SR UNSEC 4.45% 03-01-27                                       | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8164000 | PA      | $8216012.84    | 0.07%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  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        |  23164000 | PA      | $23456584.48   | 0.19%             | 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        |  25000000 | PA      | $25485250.00   | 0.21%             | 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        |   7000000 | PA      | $7149338.00    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                          | MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.25% 09-14-26            | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19431180.00   | 0.16%             | 2026-09-14      | Fixed         | 1.25%                 | 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        |  16000000 | PA      | $15532336.00   | 0.13%             | 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        |   5600000 | PA      | $5637800.00    | 0.05%             | 2027-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25       | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3731116.45    | 0.03%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-06-26   | CUSIP: 592179KD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10019200.00   | 0.08%             | 2026-01-06      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                     | NATIONAL AUSTRALIA BANK LTD SR UNSEC 5.087% 06-11-27                             | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041908.00    | 0.02%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.11% 09-12-27  | CUSIP: 66815L2T5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2506920.00    | 0.02%             | 2027-09-12      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                     | NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.5% 10-26-27                               | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20247460.00   | 0.17%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                       | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    152100 | PA      | $125066.60     | 0.00%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.25% 06-30-27                                       | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 146832300 | PA      | $145813768.38  | 1.20%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.5% 09-15-25                                        | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9154500 | PA      | $9151817.73    | 0.08%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                  | GMALT 2023-3 A3 5.38% 11-20-26                                                   | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    971541 | PA      | $972811.93     | 0.01%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                  | GMALT 2023-3 A4 5.44% 08-20-27                                                   | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372000 | PA      | $1376884.32    | 0.01%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  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        |   6653000 | PA      | $6998377.19    | 0.06%             | 2036-08-11      | Fixed         | 5.77%                 | 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        |  10079000 | PA      | $10113923.74   | 0.08%             | 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        |   1327000 | PA      | $1334510.82    | 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        |   6701873 | PA      | $6718761.61    | 0.06%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-1                                    | VZMT 2023-1 A 4.49% 01-22-29/01-20-26                                            | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14221000 | PA      | $14235946.27   | 0.12%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_18-32A                                      | VENTR 2018-32A A2A CLO 144A FRN 07-18-31                                         | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-O            | CORP              | KY        |   1430659 | PA      | $1431412.86    | 0.01%             | 2031-07-18      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| VENTR 2019-36A                                                    | VENTR 2019-36A A1AR CLO 144A FRN 04-20-32                                        | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |   4233564 | PA      | $4237665.94    | 0.04%             | 2032-04-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_17-29A                                      | VENTR 2017-29A AR CLO 144A FRN 09-07-30                                          | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-O            | CORP              | KY        |    554629 | PA      | $554841.10     | 0.00%             | 2030-09-07      | Variable      | 5.46%                 | 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        |   3475000 | PA      | $3564269.28    | 0.03%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-1                                    | VZMT 2024-1 A1A 5.0% 12-20-28                                                    | CUSIP: 92348KCL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8983000 | PA      | $9001801.42    | 0.07%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                      | VSTRG 2024-A A2 144A 5.79% 08-16-27                                              | CUSIP: 92891PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105162 | PA      | $105209.10     | 0.00%             | 2027-08-16      | Fixed         | 5.79%                 | 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        |    790000 | PA      | $794221.76     | 0.01%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                      | VOYA 2018-3A A1R2 CLO 144A FRN 10-15-31                                          | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |   6088373 | PA      | $6092616.56    | 0.05%             | 2031-10-15      | Variable      | 5.52%                 | 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        |  10895000 | PA      | $11124644.81   | 0.09%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VOYA 2018-3A                                                      | VOYA 2018-3A CR2 CLO 144A FRN 10-15-31                                           | CUSIP: 92917KAW4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3013314.00    | 0.02%             | 2031-10-15      | Variable      | 6.67%                 | Yes           |                  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        |   4586773 | PA      | $4671031.78    | 0.04%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VERD 2023-1A                                                      | VERD 2023-1A A2 144A 6.24% 01-13-31                                              | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6713245 | PA      | $6831988.89    | 0.06%             | 2031-01-13      | Fixed         | 6.24%                 | 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        |   2919000 | PA      | $3019466.14    | 0.02%             | 2032-06-21      | Fixed         | 5.00%                 | 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        |   7750000 | PA      | $7788021.50    | 0.06%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VFET 2024-1A                                                      | VFET 2024-1A A2 144A 4.56% 05-17-27                                              | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1514759 | PA      | $1516692.94    | 0.01%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  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        |   8000000 | PA      | $7999616.00    | 0.07%             | 2037-01-20      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                               | PROCTER & GAMBLE CO SR UNSEC 4.1% 01-26-26                                       | CUSIP: 742718FY0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   5254000 | PA      | $5252003.48    | 0.04%             | 2026-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-15-28                         | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2548502.50    | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | 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        |   2500000 | PA      | $2593795.00    | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | 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        |   1269838 | PA      | $1304659.80    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  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        |    684615 | PA      | $701183.66     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  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        |   1031103 | PA      | $1038697.53    | 0.01%             | 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        |   2093974 | PA      | $2109718.39    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |  68198053 | PA      | $69705639.58   | 0.58%             | 2055-07-01      | Fixed         | 6.00%                 | 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        |   7644615 | PA      | $7813607.31    | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 DD9889 07-01-55                                                    | CUSIP: 3140BA7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77298 | PA      | $79044.88      | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 3.5 BU8818 05-01-52                                                    | CUSIP: 3140MAYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       968 | PA      | $874.96        | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  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        |     51068 | PA      | $52205.70      | 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        |     47842 | PA      | $48905.26      | 0.00%             | 2055-04-01      | 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        |   8077000 | PA      | $8266268.54    | 0.07%             | 2054-11-01      | Fixed         | 6.00%                 | 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        |    304766 | PA      | $307919.36     | 0.00%             | 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        |     58664 | PA      | $58082.33      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |   1234128 | PA      | $1226964.29    | 0.01%             | 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        |   2478584 | PA      | $2450025.38    | 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        |   1882725 | PA      | $1872183.67    | 0.02%             | 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        |    630066 | PA      | $624235.23     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA5073 07-01-53                                                    | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    762953 | PA      | $781415.73     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 BX5666 01-01-53                                                    | CUSIP: 3140NAJL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73520 | PA      | $75382.64      | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 QG3376 05-01-53                                                    | CUSIP: 3133C3XD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    200332 | PA      | $205289.48     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 QF0924 09-01-52                                                    | CUSIP: 3133BNAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23354 | PA      | $23578.27      | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | 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        |     22637 | PA      | $22860.86      | 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        |     24048 | PA      | $24282.44      | 0.00%             | 2053-02-01      | 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        |    360139 | PA      | $369441.80     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  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        |   1963492 | PA      | $2013062.44    | 0.02%             | 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        |   1293356 | PA      | $1307006.12    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |    125265 | PA      | $121395.69     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | 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        |      5015 | PA      | $5062.66       | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | 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        |   3181803 | PA      | $3263953.61    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 SD3825 09-01-53                                                    | CUSIP: 3132E0HA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23947005 | PA      | $24870449.18   | 0.21%             | 2053-09-01      | Fixed         | 6.50%                 | 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        |  20958483 | PA      | $21510613.48   | 0.18%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SD8368 10-01-53                                                    | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10654727 | PA      | $10906040.52   | 0.09%             | 2053-10-01      | 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        |    423666 | PA      | $433031.65     | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | 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        |     36427 | PA      | $37240.38      | 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        |     32890 | PA      | $33624.79      | 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        |     63550 | PA      | $64972.97      | 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        |    302766 | PA      | $312297.89     | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | 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        |    162000 | PA      | $165581.17     | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | 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        |   4347000 | PA      | $4447802.58    | 0.04%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  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        |  17285458 | PA      | $17720982.90   | 0.15%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                            | FGLMC 5.5 G02162 05-01-36                                                        | CUSIP: 3128LXMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67510 | PA      | $70175.70      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                            | FGLMC 5.5 A23893 110K MAX 07-01-34                                               | CUSIP: 31297BKE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     91279 | PA      | $94420.53      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.58 AO0461 08-20-65                                                        | CUSIP: 3617A0QN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3495 | PA      | $3480.86       | 0.00%             | 2065-08-20      | Fixed         | 4.58%                 | 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        |   1000000 | PA      | $976945.00     | 0.01%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2SF 5.0 MA5765 02-20-49                                                         | CUSIP: 36179UMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    286854 | PA      | $288682.57     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2SF MA5653 12-20-48                                                             | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1309493 | PA      | $1320660.38    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2SF MA5878 04-20-49                                                             | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    924273 | PA      | $932440.42     | 0.01%             | 2049-04-20      | Fixed         | 5.00%                 | 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        |     30839 | PA      | $31133.43      | 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        |     26410 | PA      | $26657.31      | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | 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      | $2621516.45    | 0.02%             | 2053-12-12      | Fixed         | 2.01%                 | 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        |  13140504 | PA      | $12013363.74   | 0.10%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-98               | GNR 2018-98 A 3.0% 10-16-50                                                      | CUSIP: 38380MBX8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1655863 | PA      | $1600118.66    | 0.01%             | 2050-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.72 710074 04-20-61                                                        | CUSIP: 36297E2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1492 | PA      | $1486.98       | 0.00%             | 2061-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.882 725876 09-20-61                                                       | CUSIP: 3620ACMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       384 | PA      | $384.61        | 0.00%             | 2061-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.888 725879 10-20-61                                                       | CUSIP: 3620ACM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1471 | PA      | $1467.84       | 0.00%             | 2061-10-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.7 710077 05-20-61                                                         | CUSIP: 36297E2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3189 | PA      | $3189.54       | 0.00%             | 2061-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.694 AC1008 10-20-63                                                       | CUSIP: 36179ADM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       405 | PA      | $400.08        | 0.00%             | 2063-10-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.493 AG8070 01-20-64                                                       | CUSIP: 36182C6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3153 | PA      | $3139.64       | 0.00%             | 2064-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.229 AG8069 01-20-64                                                       | CUSIP: 36182C6E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3987 | PA      | $3950.70       | 0.00%             | 2064-01-20      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.739 776094 10-20-63                                                       | CUSIP: 36176T7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1061 | PA      | $1049.33       | 0.00%             | 2063-10-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.495 AG8041 11-20-63                                                       | CUSIP: 36182C5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3172 | PA      | $3158.31       | 0.00%             | 2063-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.494 AG8060 12-20-63                                                       | CUSIP: 36182C5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3127 | PA      | $3114.11       | 0.00%             | 2063-12-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.695 AC0975 04-20-63                                                       | CUSIP: 36179ACL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       806 | PA      | $797.18        | 0.00%             | 2063-04-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.694 AC1026 01-20-64                                                       | CUSIP: 36179AD78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       806 | PA      | $796.73        | 0.00%             | 2064-01-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.462 AG8082 02-20-64                                                       | CUSIP: 36182C6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2732 | PA      | $2720.72       | 0.00%             | 2064-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.229 AG8081 02-20-64                                                       | CUSIP: 36182C6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4004 | PA      | $3966.93       | 0.00%             | 2064-02-20      | Fixed         | 4.23%                 | 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        |   4680500 | PA      | $4570615.90    | 0.04%             | 2050-09-15      | Fixed         | 3.42%                 | 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        |   1000000 | PA      | $969101.00     | 0.01%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  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        |  17286000 | PA      | $17364063.58   | 0.14%             | 2027-11-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 4.95% 01-13-28        | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  21205000 | PA      | $21513532.75   | 0.18%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26        | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $6349007.70    | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.15% 01-16-26       | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3343000 | PA      | $3352353.71    | 0.03%             | 2026-01-16      | Fixed         | 5.15%                 | 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        |   4083091 | PA      | $4120533.33    | 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        |   5060000 | PA      | $5282265.56    | 0.04%             | 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: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8050000 | PA      | $8090169.50    | 0.07%             | 2070-08-25      | Variable      | 5.26%                 | 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        |    172243 | PA      | $167057.75     | 0.00%             | 2056-03-25      | Variable      | 3.75%                 | 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        |   1204840 | PA      | $1171559.56    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | 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        |    333160 | PA      | $328084.94     | 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        |    647784 | PA      | $647964.65     | 0.01%             | 2057-12-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2018-3A                                                      | NRZT 2018-3A A1 144A FRN 05-27-58                                                | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-CBDO         | CORP              | US        |    593520 | PA      | $581649.90     | 0.00%             | 2058-05-27      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_15-2A                    | NRZT 2015-2A A1 144A FRN 08-25-55                                                | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395473 | PA      | $385496.70     | 0.00%             | 2055-08-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-2A                    | NRZT 2016-2A A1 144A FRN 11-26-35                                                | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189948 | PA      | $184780.54     | 0.00%             | 2035-11-26      | Variable      | 3.75%                 | 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        |   2664528 | PA      | $2479758.77    | 0.02%             | 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        |   2059000 | PA      | $2149649.53    | 0.02%             | 2047-02-10      | Variable      | 5.85%                 | 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        |   4192254 | PA      | $4242627.95    | 0.04%             | 2065-04-25      | Variable      | 5.57%                 | 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        |   7505037 | PA      | $7195394.54    | 0.06%             | 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        |   7365000 | PA      | $6882437.84    | 0.06%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-NQM7                                                     | OBX 2022-NQM7 A1 144A 5.11% 08-25-62                                             | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2902710 | PA      | $2895424.59    | 0.02%             | 2062-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM9                                             | OBX 2022-NQM9 A1A 144A 6.45% 09-25-62                                            | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4565121 | PA      | $4562701.55    | 0.04%             | 2062-09-25      | Variable      | 6.45%                 | 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        |    216540 | PA      | $216977.85     | 0.00%             | 2042-02-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2016-DNA1                                     | STACR 2016-DNA1 M3 FRN 07-25-28                                                  | CUSIP: 3137G0HW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1106801 | PA      | $1126242.59    | 0.01%             | 2028-07-25      | Variable      | 10.01%                | No            |                  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        |   4794000 | PA      | $4892209.46    | 0.04%             | 2042-06-25      | Variable      | 7.30%                 | 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        |   1425000 | PA      | $1433648.33    | 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        |   9596000 | PA      | $9623108.70    | 0.08%             | 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        |   5081000 | PA      | $5131063.09    | 0.04%             | 2029-02-15      | Fixed         | 4.99%                 | 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        |   5276000 | PA      | $5304727.82    | 0.04%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HARBOR PARK CLO LTD HARB_18-1A                                    | HARB 2018-1A CR CLO 144A FRN 01-20-31                                            | CUSIP: 41154XAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2834000 | PA      | $2838165.98    | 0.02%             | 2031-01-20      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HAROT 2024-2                                                      | HAROT 2024-2 A3 5.27% 11-20-28                                                   | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1429000 | PA      | $1445853.63    | 0.01%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  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        |    356482 | PA      | $353618.31     | 0.00%             | 2035-10-25      | Variable      | 5.17%                 | 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        |   5320000 | PA      | $5358011.40    | 0.04%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1                         | AESOP 2023-1A B 144A 6.08% 04-20-29                                              | CUSIP: 05377RGE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2579512.50    | 0.02%             | 2029-04-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_16-18A                 | AMMC 2016-18A AR CLO 144A FRN 05-27-31                                           | CUSIP: 001746AN6<br>LEI: 549300F8C2GVHBFFH173 | Long             | ABS-O            | CORP              | KY        |    136322 | PA      | $136322.34     | 0.00%             | 2031-05-27      | Variable      | 5.58%                 | 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        |   6476000 | PA      | $6607287.95    | 0.05%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2               | AMCAR 2023-2 A3 5.81% 05-18-28                                                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9883000 | PA      | $9961777.39    | 0.08%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2               | AMCAR 2023-2 A2 6.19% 04-19-27                                                   | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156641 | PA      | $156775.88     | 0.00%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                      | AFFRM 2023-B A 144A 6.82% 09-15-28                                               | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  41206000 | PA      | $41240118.57   | 0.34%             | 2028-09-15      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-7                         | AESOP 2023-7A A 144A 5.9% 08-21-28                                               | CUSIP: 05377RHL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $4005339.00    | 0.03%             | 2028-08-21      | Fixed         | 5.90%                 | 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        |   3732000 | PA      | $3857481.04    | 0.03%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2024-1A                                                      | AXIS 2024-1A A2 144A 5.38% 01-21-31                                              | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   1713552 | PA      | $1731463.35    | 0.01%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1            | ACAR 2024-1 B 144A 5.6% 11-12-27                                                 | CUSIP: 02531AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958290 | PA      | $958635.64     | 0.01%             | 2027-11-12      | Fixed         | 5.60%                 | 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        |  14718000 | PA      | $14791457.54   | 0.12%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                      | AFFRM 2024-A A 144A 5.61% 02-15-29                                               | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13906000 | PA      | $13979256.81   | 0.12%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ARES 2015-2A                                                      | ARES 2015-2A AR3 CLO 144A FRN 04-17-33                                           | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-O            | CORP              | KY        |   2881578 | PA      | $2881578.39    | 0.02%             | 2033-04-17      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                       | ACAR 2024-2 B 144A 6.1% 12-13-27                                                 | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2463000 | PA      | $2466246.23    | 0.02%             | 2027-12-13      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                       | ACAR 2024-2 A 144A 5.9% 02-12-27                                                 | CUSIP: 02531BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104596 | PA      | $104655.10     | 0.00%             | 2027-02-12      | Fixed         | 5.90%                 | Yes           |                  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        |   2519455 | PA      | $2544990.15    | 0.02%             | 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        |   4966000 | PA      | $5016722.72    | 0.04%             | 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        |   6161184 | PA      | $6170222.62    | 0.05%             | 2033-01-20      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                      | AFFRM 2024-A 1A 144A 5.61% 02-15-29                                              | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27574000 | PA      | $27719259.83   | 0.23%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                       | ACAR 2024-3 A 144A 5.76% 11-12-27                                                | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1358740 | PA      | $1360481.57    | 0.01%             | 2027-11-12      | Fixed         | 5.76%                 | 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        |  12336000 | PA      | $12572851.20   | 0.10%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                        | HERTZ 2023-1A B 144A 6.22% 06-25-27                                              | CUSIP: 42806MBT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3340000 | PA      | $3359906.40    | 0.03%             | 2027-06-25      | Fixed         | 6.22%                 | 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        |   6537000 | PA      | $6570005.31    | 0.05%             | 2028-08-14      | Fixed         | 5.66%                 | Yes           |                  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        |   3307425 | PA      | $3309452.71    | 0.03%             | 2032-04-20      | Variable      | 5.46%                 | 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        |   3632887 | PA      | $3676971.76    | 0.03%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  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        |  10839000 | PA      | $10855464.44   | 0.09%             | 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        |  39223000 | PA      | $39213704.15   | 0.32%             | 2029-05-15      | Fixed         | 5.38%                 | 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        |   2044000 | PA      | $2047086.44    | 0.02%             | 2028-11-13      | Fixed         | 4.80%                 | 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        |    560115 | PA      | $567017.70     | 0.00%             | 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        |   9940000 | PA      | $10113274.08   | 0.08%             | 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        |   9465842 | PA      | $9542771.26    | 0.08%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-2                            | HERTZ 2024-2A A 144A 5.48% 01-27-31                                              | CUSIP: 42806MCL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6295000 | PA      | $6460929.91    | 0.05%             | 2031-01-27      | Fixed         | 5.48%                 | 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        |   9888000 | PA      | $10017424.03   | 0.08%             | 2029-09-25      | Fixed         | 4.91%                 | 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        |  21420457 | PA      | $21547137.77   | 0.18%             | 2033-03-21      | Fixed         | 4.96%                 | 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        |  16917000 | PA      | $17221675.17   | 0.14%             | 2029-12-26      | Fixed         | 5.06%                 | 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        |   2836000 | PA      | $2910779.65    | 0.02%             | 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        |   1652000 | PA      | $1660653.18    | 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        |   6000000 | PA      | $6018720.00    | 0.05%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO LTD ICG_14-2A                                          | ICG 2014-2A ARR CLO 144A FRN 01-15-31                                            | CUSIP: 44929BAW1<br>LEI: 635400O9MVLOIBCDSR77 | Long             | ABS-O            | CORP              | KY        |      5863 | PA      | $5863.70       | 0.00%             | 2031-01-15      | Variable      | 5.61%                 | 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        |   2000000 | PA      | $2006180.00    | 0.02%             | 2031-07-14      | Variable      | 6.28%                 | 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        |   3689000 | PA      | $3725432.56    | 0.03%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                      | JTWN 2019-1A BR CLO 144A FRN 04-20-32                                            | CUSIP: 47047JAQ7<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4000000.00    | 0.03%             | 2032-04-20      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                      | JTWN 2019-1A A1R CLO 144A FRN 04-20-32                                           | CUSIP: 47047JAJ3<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |   6962812 | PA      | $6962811.77    | 0.06%             | 2032-04-20      | Variable      | 5.53%                 | Yes           |                  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        |  11723000 | PA      | $11916886.70   | 0.10%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                 | SDART 2023-3 B 5.61% 07-17-28                                                    | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152000 | PA      | $1157553.79    | 0.01%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                 | SDART 2023-3 C 5.77% 11-15-30                                                    | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902000 | PA      | $920189.73     | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_23-4                                   | STCP 2023-4A C CLO 144A FRN 10-20-36                                             | CUSIP: 870923AG4<br>LEI: 5493000NGQSA68NFD567 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1500768.00    | 0.01%             | 2036-10-20      | Variable      | 8.03%                 | 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        |   5633000 | PA      | $5697700.64    | 0.05%             | 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        |    896838 | PA      | $906718.43     | 0.01%             | 2052-11-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5                 | SDART 2023-5 A3 6.02% 09-15-28                                                   | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708706 | PA      | $1716383.02    | 0.01%             | 2028-09-15      | Fixed         | 6.02%                 | 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        |   3984000 | PA      | $4053385.34    | 0.03%             | 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        |   1990551 | PA      | $1999747.30    | 0.02%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                      | SDART 2024-1 A3 5.25% 04-17-28                                                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130147 | PA      | $3135436.76    | 0.03%             | 2028-04-17      | Fixed         | 5.25%                 | 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        |   3718000 | PA      | $3743096.50    | 0.03%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  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        |   5251805 | PA      | $5265417.93    | 0.04%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  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        |   3493015 | PA      | $3498614.42    | 0.03%             | 2034-05-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V7                                                     | BMARK 2024-V7 A3 FRN 05-15-56                                                    | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4348000 | PA      | $4612941.03    | 0.04%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8                                                     | BMARK 2024-V8 A3 6.189% 07-15-57                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1987000 | PA      | $2109903.90    | 0.02%             | 2057-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC                                                      | BX 2024-AIRC A 144A FRN 08-15-39                                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14446428 | PA      | $14516739.06   | 0.12%             | 2039-08-15      | Variable      | 6.06%                 | 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        |  21410000 | PA      | $21825632.33   | 0.18%             | 2041-08-13      | Variable      | 5.59%                 | Yes           |                  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        |   3940000 | PA      | $4155904.12    | 0.03%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                    | BOCA 2024-BOCA A 144A FRN 08-15-41                                               | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10059790.00   | 0.08%             | 2041-08-15      | Variable      | 6.28%                 | Yes           |                  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        |  13088029 | PA      | $13642411.73   | 0.11%             | 2057-08-15      | Fixed         | 5.60%                 | 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        |    710000 | PA      | $747671.18     | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | 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        |    300000 | PA      | $313129.50     | 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        |    386000 | PA      | $398013.48     | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | 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        |    317355 | PA      | $327450.06     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                     | BRAVO 2024-NQM1 A1 144A 5.943% 12-01-63                                          | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1994971 | PA      | $2010639.08    | 0.02%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                       | BX 2024-FNX A 144A FRN 11-15-26                                                  | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14847657 | PA      | $14899653.65   | 0.12%             | 2026-11-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BRDGE 2024-SFR1                                                   | BRDGE 2024-SFR1 A 144A 4.0% 08-17-40                                             | CUSIP: 10806DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7192134 | PA      | $6988366.59    | 0.06%             | 2040-08-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                    | BMARK 2024-V11 A3 5.909% 11-15-57                                                | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2109880.00    | 0.02%             | 2057-11-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11                                                    | BMARK 2024-V11 AM 6.201% 11-15-57                                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $2027534.48    | 0.02%             | 2057-11-15      | Fixed         | 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        |   1881000 | PA      | $1970422.74    | 0.02%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  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        |  12895945 | PA      | $13611566.78   | 0.11%             | 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        |   2085000 | PA      | $2199099.54    | 0.02%             | 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        |   1798000 | PA      | $1886303.38    | 0.02%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                   | BBCMS 2024-5C31 AS 5.852% 12-15-57                                               | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1719000 | PA      | $1782370.94    | 0.01%             | 2057-12-15      | Fixed         | 5.85%                 | No            |                  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        |  15330000 | PA      | $15898436.40   | 0.13%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  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        |   6311000 | PA      | $6524829.30    | 0.05%             | 2040-10-12      | Variable      | 6.01%                 | 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        |   5380328 | PA      | $5400816.52    | 0.04%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  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        |   3548535 | PA      | $3654752.87    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 FS7031 02-01-54                                                    | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1733954 | PA      | $1788403.44    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NMQ1                              | OBX 2024-NQM1 A1 144A 5.928% 11-25-63                                            | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-CBDO         | CORP              | US        |    942379 | PA      | $949764.19     | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| OLIT 2024-HB1                                                     | OLIT 2024-HB1 A 144A 3.0% 02-25-37                                               | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5031274 | PA      | $4954783.74    | 0.04%             | 2037-02-25      | Fixed         | 3.00%                 | 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        |   6585654 | PA      | $6654335.67    | 0.05%             | 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        |  12363557 | PA      | $12404405.83   | 0.10%             | 2053-04-25      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                     | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                            | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |   8205612 | PA      | $8277238.38    | 0.07%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6                                                     | OBX 2024-NQM6 A1 144A 6.447% 02-25-64                                            | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-CBDO         | CORP              | US        |   1998854 | PA      | $2027957.08    | 0.02%             | 2064-02-25      | Variable      | 6.45%                 | 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        |   9770625 | PA      | $9890578.59    | 0.08%             | 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        |  24345073 | PA      | $24684005.42   | 0.20%             | 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        |   6463819 | PA      | $6529278.38    | 0.05%             | 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        |   9042625 | PA      | $9160739.59    | 0.08%             | 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        |   7503530 | PA      | $7580088.31    | 0.06%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  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        |   3771020 | PA      | $3773048.59    | 0.03%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 FS7503 02-01-54                                                    | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1436902 | PA      | $1469257.12    | 0.01%             | 2054-02-01      | 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        |   5977082 | PA      | $6117777.03    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  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        |  22525624 | PA      | $22709612.87   | 0.19%             | 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        |  20314934 | PA      | $20492161.54   | 0.17%             | 2064-12-25      | Variable      | 5.55%                 | 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        |   1554451 | PA      | $1573391.59    | 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        |   6862184 | PA      | $6936075.69    | 0.06%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  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        |   7377879 | PA      | $7542707.88    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                        | FKH 2020-SFR2 C 144A 1.667% 10-19-37                                             | CUSIP: 33767JAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $793912.00     | 0.01%             | 2037-10-19      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SD5303 04-01-54                                                    | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1638826 | PA      | $1687560.94    | 0.01%             | 2054-04-01      | 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        |   1228084 | PA      | $1240226.12    | 0.01%             | 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        |   1964341 | PA      | $2016598.76    | 0.02%             | 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        |    611452 | PA      | $617497.16     | 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        |    814681 | PA      | $835354.82     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |  10255176 | PA      | $10707296.30   | 0.09%             | 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        |   6622728 | PA      | $6896226.82    | 0.06%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 RJ1964 07-01-54                                                    | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2440931 | PA      | $2525423.80    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8                                                     | OBX 2023-NQM8 A1 144A 7.045% 09-25-63                                            | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-CBDO         | CORP              | US        |   1042287 | PA      | $1056777.00    | 0.01%             | 2063-09-25      | Variable      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX TRUST OBX_23-NQM10                   | OBX 2023-NQM10 A1 144A 6.465% 10-25-63                                           | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-CBDO         | CORP              | US        |   2523742 | PA      | $2551301.74    | 0.02%             | 2063-10-25      | Variable      | 6.46%                 | Yes           |                  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        |   2909263 | PA      | $3035446.96    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | 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        |   2133576 | PA      | $2154781.25    | 0.02%             | 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        |    559826 | PA      | $564813.73     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 FS8318 07-01-54                                                    | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    813635 | PA      | $839436.57     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  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        |   7250081 | PA      | $6478911.25    | 0.05%             | 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        |    617609 | PA      | $605378.05     | 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        |   3811458 | PA      | $3684155.76    | 0.03%             | 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        |   5666545 | PA      | $5553542.63    | 0.05%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  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        |   1642159 | PA      | $1714553.54    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | 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        |   4075084 | PA      | $4167881.87    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  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        |   5603868 | PA      | $5339595.49    | 0.04%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_23-AFC4                                         | PRKCM 2023-AFC4 A1 144A 7.225% 11-25-58                                          | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3840469 | PA      | $3903690.44    | 0.03%             | 2058-11-25      | Variable      | 7.22%                 | 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        |   3389089 | PA      | $3226182.73    | 0.03%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  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        |   6590000 | PA      | $6254358.12    | 0.05%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                    | PROG 2025-SFR3 B 144A 3.39% 07-17-42                                             | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5585544.00    | 0.05%             | 2042-07-17      | Fixed         | 3.39%                 | 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        |   7098753 | PA      | $6843851.02    | 0.06%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST SGCMS_16-C5               | SGCMS 2016-C5 A3 2.779% 10-10-48                                                 | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-CBDO         | CORP              | US        |    744338 | PA      | $736978.18     | 0.01%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                           | SCRT 2017-1 HA FRN 01-25-56                                                      | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2646598 | PA      | $2493685.72    | 0.02%             | 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        |   4150129 | PA      | $3895157.33    | 0.03%             | 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        |   4167943 | PA      | $3906350.67    | 0.03%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                           | SCRT 2017-4 M45T 4.5% 06-25-57                                                   | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2176979 | PA      | $2107446.10    | 0.02%             | 2057-06-25      | Fixed         | 4.50%                 | 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        |      9586 | PA      | $8753.49       | 0.00%             | 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        |     12244 | PA      | $11112.75      | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | 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        |   8898933 | PA      | $8710400.39    | 0.07%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.817 AG8076 02-20-64                                                       | CUSIP: 36182C6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       844 | PA      | $846.77        | 0.00%             | 2064-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2SF 5.0 MA8947 06-20-53                                                         | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    285526 | PA      | $284105.23     | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2SF 5.0 MA9170 09-20-53                                                         | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17408155 | PA      | $17270665.37   | 0.14%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2SF 5.0 MA9240 10-20-53                                                         | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17527342 | PA      | $17435656.48   | 0.14%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT GCAT_24-NQM1                                                 | GCAT 2024-NQM1 A1 144A 6.007% 01-25-59                                           | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    669807 | PA      | $676567.04     | 0.01%             | 2059-01-25      | Variable      | 6.01%                 | Yes           |                  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        |  14790000 | PA      | $14967406.05   | 0.12%             | 2041-03-10      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                           | SCRT 2019-2 MA 3.5% 08-25-58                                                     | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6181748 | PA      | $5972526.41    | 0.05%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-1                                      | SLST 2019-1 A1 3.5% 05-25-29                                                     | CUSIP: 35564CBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1478448 | PA      | $1446102.46    | 0.01%             | 2029-05-25      | Fixed         | 3.50%                 | No            |                  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        |   6080018 | PA      | $5950044.97    | 0.05%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2012-H20 PT FRN 07-20-62                                                     | CUSIP: 38375BVS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    691027 | PA      | $691460.75     | 0.01%             | 2062-07-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2014-H08 FT FRN 03-20-64                                                     | CUSIP: 38375UEY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    325932 | PA      | $325778.98     | 0.00%             | 2064-03-20      | Variable      | 4.58%                 | 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        |   7231000 | PA      | $7271920.23    | 0.06%             | 2041-05-15      | Variable      | 6.05%                 | 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        |   3336745 | PA      | $3382438.30    | 0.03%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.358 767680 06-20-64                                                       | CUSIP: 36176JUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8164 | PA      | $8105.95       | 0.00%             | 2064-06-20      | Fixed         | 4.36%                 | No            |                  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        |   6256216 | PA      | $6299221.45    | 0.05%             | 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        |   5224763 | PA      | $5234946.00    | 0.04%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  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        |    496040 | PA      | $501326.40     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA4942 03-01-53                                                    | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    339067 | PA      | $348102.34     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-2                                                      | VERUS 2023-2 A1 144A 6.193% 03-25-68                                             | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1123854 | PA      | $1127306.32    | 0.01%             | 2068-03-25      | Variable      | 6.19%                 | 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        |   3644916 | PA      | $3699240.04    | 0.03%             | 2068-10-25      | Variable      | 7.07%                 | Yes           |                  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        |   1218321 | PA      | $1230771.89    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  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        |   5522213 | PA      | $5581730.93    | 0.05%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                     | VERUS 2025-R1 A1 144A .0% 05-25-65                                               | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |   8366084 | PA      | $8451953.27    | 0.07%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  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        |   8142000 | PA      | $8164390.50    | 0.07%             | 2070-08-25      | Variable      | 5.13%                 | 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        |   5160000 | PA      | $5088415.32    | 0.04%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  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        |    410000 | PA      | $431702.12     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS2                | WFCM 2015-NXS2 A5 FRN 07-15-58                                                   | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298045 | PA      | $296278.05     | 0.00%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                     | WFCM 2024-5C2 A3 5.92% 11-15-57                                                  | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2452000 | PA      | $2592016.56    | 0.02%             | 2057-11-15      | Fixed         | 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        |   3899000 | PA      | $4099404.70    | 0.03%             | 2057-11-15      | Variable      | 6.35%                 | 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        |    414000 | PA      | $417961.15     | 0.00%             | 2040-09-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                   | CAPITAL GROUP CENTRAL CASH FUND                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |  16134757 | NS      | $1613637007.57 | 13.33%            |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.62% 09-02-25/06-30-27 LCH                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-265744.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.41338% 09-02-25/06-30-27 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $1126.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS RECFIX USD CPURNSA 2.665% 08-18-25/08-18-30 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-130203.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS RECFIX USD CPURNSA 2.625% 08-22-25/08-22-30 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-182905.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS RECFIX USD CPURNSA 2.6825% 08-27-25/08-27-30 LCH                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-92712.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | IFS RECFIX USD CPURNSA 2.755% 08-29-25/08-29-30 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $15335.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 3.878% 12-06-23/12-06-33 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-270033.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.8825% 12-07-23/12-07-28 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $300841.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS PAYFIX USD 4.63358% 07-25-24/10-31-25 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2169.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | OIS RECFIX USD 3.948% 11-06-24/11-06-26 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $59471.90      | 0.00%             |  |  |  | No            |                  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        |   5021000 | PA      | $5037278.08    | 0.04%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  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        |    507032 | PA      | $474206.31     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | 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        |   4029000 | PA      | $4104523.61    | 0.03%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FNMNT 2023-1                                                      | FNMNT 2023-1 A 5.13% 04-16-29                                                    | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4144000 | PA      | $4167202.26    | 0.03%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 98 09-12-25                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       585 | NC      | $3656.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRU5C C @ 97 09-12-25                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       174 | NC      | $1087.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRZ5C C @ 97 12-12-25                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       564 | NC      | $28200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRZ5C C @ 98 12-12-25                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      4650 | NC      | $58125.00      | 0.00%             |  |  |  | No            |                  1 | 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        |   2981000 | PA      | $3088417.35    | 0.03%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                              | FCAT 2023-3 B 144A 5.64% 07-16-29                                                | CUSIP: 33846BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2126000 | PA      | $2145599.59    | 0.02%             | 2029-07-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                 | LADAR 2023-2A A3 144A 5.42% 02-15-28                                             | CUSIP: 505713AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2826518 | PA      | $2831240.88    | 0.02%             | 2028-02-15      | Fixed         | 5.42%                 | 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        |   1980000 | PA      | $1998542.70    | 0.02%             | 2028-09-15      | Fixed         | 5.58%                 | 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        |    895000 | PA      | $899278.10     | 0.01%             | 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        |  12138000 | PA      | $12220441.30   | 0.10%             | 2028-03-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                             | LADAR 2023-3A A3 144A 6.12% 09-15-27                                             | CUSIP: 50168BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4907795 | PA      | $4915347.80    | 0.04%             | 2027-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                             | LADAR 2023-4A A3 144A 6.1% 12-15-27                                              | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5634560 | PA      | $5654827.20    | 0.05%             | 2027-12-15      | Fixed         | 6.10%                 | 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        |   1470000 | PA      | $1493593.50    | 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        |   4231139 | PA      | $4241500.95    | 0.04%             | 2028-01-18      | Fixed         | 5.23%                 | 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        |   6414000 | PA      | $6460552.81    | 0.05%             | 2028-09-15      | Fixed         | 5.17%                 | 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        |   4129432 | PA      | $4158123.45    | 0.03%             | 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        |   4612000 | PA      | $4694291.92    | 0.04%             | 2029-07-16      | Fixed         | 5.46%                 | 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        |   4676853 | PA      | $4678840.70    | 0.04%             | 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        |    142000 | PA      | $143741.63     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | 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        |    394000 | PA      | $397766.64     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | 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        |   1408000 | PA      | $1420950.78    | 0.01%             | 2029-12-17      | Fixed         | 4.60%                 | 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        |    405000 | PA      | $408347.33     | 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        |  17757000 | PA      | $17881334.51   | 0.15%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                       | MLANE 2025-B B 144A 5.21% 09-15-31                                               | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1659000 | PA      | $1670447.10    | 0.01%             | 2031-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                 | SDART 2022-4 B 4.42% 11-15-27                                                    | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548893 | PA      | $548867.53     | 0.00%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  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        |  10759602 | PA      | $10454729.10   | 0.09%             | 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        |   4252368 | PA      | $4091216.03    | 0.03%             | 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        |   5929209 | PA      | $5933969.92    | 0.05%             | 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        |   3939001 | PA      | $3943330.08    | 0.03%             | 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        |    152982 | PA      | $153149.11     | 0.00%             | 2031-04-18      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_14-1RA                                  | SNDPT 2014-1RA A CLO 144A FRN 07-18-31                                           | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-O            | CORP              | KY        |   3118727 | PA      | $3121904.71    | 0.03%             | 2031-07-18      | Variable      | 5.74%                 | 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        |   1200000 | PA      | $1205602.80    | 0.01%             | 2031-04-18      | Variable      | 6.84%                 | 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        |    961000 | PA      | $981301.13     | 0.01%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                 | SDART 2022-7 B 5.95% 01-17-28                                                    | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738206 | PA      | $739979.40     | 0.01%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1                                                      | SDART 2023-1 B 4.98% 02-15-28                                                    | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903695 | PA      | $903894.21     | 0.01%             | 2028-02-15      | Fixed         | 4.98%                 | 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        |   8843000 | PA      | $8903742.57    | 0.07%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  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        |    500000 | PA      | $508166.50     | 0.00%             | 2030-03-15      | Fixed         | 5.21%                 | 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        |   1023396 | PA      | $1031925.47    | 0.01%             | 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        |    558735 | PA      | $563640.10     | 0.00%             | 2031-12-26      | Fixed         | 5.45%                 | 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        |    122000 | PA      | $124441.22     | 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        |  11228261 | PA      | $11274364.30   | 0.09%             | 2030-04-15      | Fixed         | 4.71%                 | 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        |   5376516 | PA      | $5202805.84    | 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        |    318156 | PA      | $316247.84     | 0.00%             | 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        |   7830000 | PA      | $7946353.80    | 0.07%             | 2039-05-10      | Variable      | 6.07%                 | 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        |  15227000 | PA      | $15782876.86   | 0.13%             | 2040-01-13      | Variable      | 5.65%                 | 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        |   8819684 | PA      | $8522680.98    | 0.07%             | 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        |   8709000 | PA      | $8723674.67    | 0.07%             | 2042-03-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                     | HHT 2025-MAUI B 144A FRN 03-15-42                                                | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1617000 | PA      | $1620753.06    | 0.01%             | 2042-03-15      | Variable      | 6.11%                 | 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        |   8959821 | PA      | $8980258.81    | 0.07%             | 2067-11-25      | Variable      | 7.37%                 | 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        |  14613523 | PA      | $14618958.79   | 0.12%             | 2068-02-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                | TOWN 2025-STAY A 144A FRN 03-15-42                                               | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9982000 | PA      | $9995355.92    | 0.08%             | 2042-03-15      | Variable      | 5.71%                 | 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        |   1467433 | PA      | $1406717.74    | 0.01%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMDB 2016-C4                                                     | JPMDB 2016-C4 A3 3.1413% 12-15-49                                                | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2675000 | PA      | $2618784.88    | 0.02%             | 2049-12-15      | Fixed         | 3.14%                 | 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        |   2738000 | PA      | $2702718.13    | 0.02%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  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        |   2145000 | PA      | $2117458.20    | 0.02%             | 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        |   7510000 | PA      | $6848384.02    | 0.06%             | 2039-01-05      | Fixed         | 3.02%                 | 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        |   4950000 | PA      | $4965008.40    | 0.04%             | 2039-11-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                      | KSL 2024-HT2 A 144A FRN 12-15-39                                                 | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7301139 | PA      | $7311981.03    | 0.06%             | 2039-12-15      | Variable      | 5.91%                 | 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        |   1830889 | PA      | $1832260.55    | 0.02%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                           | LMAT 2021-GS5 A1 144A 2.25% 07-25-67                                             | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5332371 | PA      | $5337746.50    | 0.04%             | 2067-07-25      | Variable      | 2.25%                 | 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        |  10198000 | PA      | $10360392.95   | 0.09%             | 2041-10-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2017-C34                                                    | MSBAM 17-C34 ASB 3.354% 11-15-52/06-17-27                                        | CUSIP: 61767EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562759 | PA      | $556872.29     | 0.00%             | 2052-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS2                             | MCMLT 2019-GS2 A1 144A FRN 08-25-59                                              | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2394189 | PA      | $2325851.50    | 0.02%             | 2059-08-25      | 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        |   1010238 | PA      | $979411.30     | 0.01%             | 2065-03-25      | Variable      | 2.48%                 | 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        |   2495000 | PA      | $2534336.17    | 0.02%             | 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        |   4964000 | PA      | $4992364.30    | 0.04%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1                       | GSAR 2024-1A A2 144A 5.24% 03-15-30                                              | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7140331 | PA      | $7188163.58    | 0.06%             | 2030-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                      | GCAR 2024-1A A3 144A 5.4% 09-15-27                                               | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014857 | PA      | $1015452.08    | 0.01%             | 2027-09-15      | Fixed         | 5.40%                 | 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        |   5212000 | PA      | $5278072.52    | 0.04%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                      | GCAR 2024-2A A3 144A 5.64% 01-18-28                                              | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3563000 | PA      | $3572053.58    | 0.03%             | 2028-01-18      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                      | GCAR 2024-2A A2 144A 5.77% 06-15-27                                              | CUSIP: 37964VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72705 | PA      | $72741.85      | 0.00%             | 2027-06-15      | Fixed         | 5.77%                 | 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        |   4168000 | PA      | $4200118.61    | 0.03%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A                                                      | GSAR 2024-3A B 144A 5.64% 08-15-30                                               | CUSIP: 37989EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2200092.85    | 0.02%             | 2030-08-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-3A                                                      | GSAR 2024-3A C 144A 5.92% 08-15-30                                               | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2579162.50    | 0.02%             | 2030-08-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC GALC_22-1            | GALC 2022-1 A4 144A 5.35% 07-16-29                                               | CUSIP: 39154TBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9799000 | PA      | $9896666.63    | 0.08%             | 2029-07-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                       | GALC 2024-2 A2 144A 5.28% 03-15-27                                               | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2229671 | PA      | $2240484.96    | 0.02%             | 2027-03-15      | Fixed         | 5.28%                 | 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        |    927000 | PA      | $930104.52     | 0.01%             | 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        |    724000 | PA      | $729513.98     | 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        |   5035000 | PA      | $5116345.46    | 0.04%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP_16-31A                       | GOCAP 2016-31A A2RR CLO 144A FRN 11-05-37                                        | CUSIP: 38180JAC4<br>LEI: 254900IYMACYUBOF5J66 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $992259.00     | 0.01%             | 2037-11-05      | Variable      | 6.07%                 | 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        |   7641367 | PA      | $7650124.02    | 0.06%             | 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        |    780000 | PA      | $784481.10     | 0.01%             | 2030-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                      | GCAR 2024-4A A2 144A 4.76% 10-15-27                                              | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822061 | PA      | $822525.87     | 0.01%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                      | GCAR 2024-4A A3 144A 4.75% 07-17-28                                              | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3110000 | PA      | $3119441.96    | 0.03%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                 | CPPIB CAPITAL 144A LIFE SR UNSEC 4.25% 07-20-28                                  | CUSIP: 22411VAZ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |   2393000 | PA      | $2429460.94    | 0.02%             | 2028-07-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                 | CPPIB CAPITAL 144A LIFE SR UNSEC 4.375% 01-30-27                                 | CUSIP: 22411VBA5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |   1702000 | PA      | $1714268.02    | 0.01%             | 2027-01-30      | Fixed         | 4.38%                 | 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        |  10154000 | PA      | $9848348.35    | 0.08%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                          | JBIC GLOBAL SR UNSEC 4.25% 01-26-26                                              | CUSIP: 471048CV8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |   9626000 | PA      | $9627193.62    | 0.08%             | 2026-01-26      | Fixed         | 4.25%                 | 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        |   8000000 | PA      | $7885362.40    | 0.07%             | 2027-04-13      | Fixed         | 3.00%                 | 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        |   6173000 | PA      | $5978909.15    | 0.05%             | 2026-09-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT CORP                                        | SWEDISH EXPORT CREDIT CORP SR UNSEC 4.375% 02-13-26                              | CUSIP: 87031CAJ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | USGA              | SE        |   2660000 | PA      | $2662614.78    | 0.02%             | 2026-02-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                              | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 1.625% 11-24-25                          | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  17690000 | PA      | $17576270.99   | 0.15%             | 2025-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                            | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.125% 10-11-27                | CUSIP: 29135LAA8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |  15000000 | PA      | $14768310.00   | 0.12%             | 2027-10-11      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                       | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 3.25% 10-26-26                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $1979340.00    | 0.02%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  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        |   3364000 | PA      | $3323312.76    | 0.03%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                               | SWEDEN GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.375% 01-30-26                   | CUSIP: 87020D2C7<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   8840000 | PA      | $8849777.04    | 0.07%             | 2026-01-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-X2                                                     | AFFRM 2024-X2 A 144A 5.22% 12-17-29                                              | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5318182 | PA      | $5322861.51    | 0.04%             | 2029-12-17      | Fixed         | 5.22%                 | 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        |    353444 | PA      | $363099.76     | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-1                                                       | ACAR 2025-1 A 144A 4.67% 07-12-28                                                | CUSIP: 02528DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2864233 | PA      | $2867478.58    | 0.02%             | 2028-07-12      | Fixed         | 4.67%                 | Yes           |                  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        |   2803902 | PA      | $2805130.11    | 0.02%             | 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        |   1322483 | PA      | $1326332.45    | 0.01%             | 2032-04-26      | Fixed         | 5.04%                 | Yes           |                  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        |   3292482 | PA      | $3299649.86    | 0.03%             | 2032-04-26      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A                        | AESOP 2022-4A A 144A 4.77% 02-20-29                                              | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9913000 | PA      | $10039589.01   | 0.08%             | 2029-02-20      | Fixed         | 4.77%                 | 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        |  14472186 | PA      | $14492027.17   | 0.12%             | 2030-04-15      | Fixed         | 5.08%                 | 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        |  11389337 | PA      | $11407366.37   | 0.09%             | 2028-09-12      | Fixed         | 4.81%                 | 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        |   1506000 | PA      | $1527856.58    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  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        |    354000 | PA      | $194727.68     | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                      | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340700 | PA      | $234231.25     | 0.00%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  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        |   3503000 | PA      | $3597405.85    | 0.03%             | 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        |   1929539 | PA      | $1971265.18    | 0.02%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  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        |   1799000 | PA      | $1810125.02    | 0.01%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| AMXCA 2025-5                                                      | AMXCA 2025-5 A 4.51% 07-15-32                                                    | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9279000 | PA      | $9484316.43    | 0.08%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  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        |   3934000 | PA      | $3944889.31    | 0.03%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| APEXC 2021-2A                                                     | APEXC 2021-2A A1AR CLO 144A FRN 10-20-34                                         | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4688000 | PA      | $4688000.00    | 0.04%             | 2034-10-20      | Variable      | 5.41%                 | 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        |   2417341 | PA      | $2430184.68    | 0.02%             | 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        |   3733000 | PA      | $3737438.54    | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  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        |   3118000 | PA      | $3125529.97    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DRSLF 2016-45A                                                    | DRSLF 2016-45A A1RR CLO 144A FRN 10-15-30                                        | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-O            | CORP              | KY        |   4813547 | PA      | $4815770.46    | 0.04%             | 2030-10-15      | Variable      | 5.40%                 | 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        |   3048000 | PA      | $3068101.56    | 0.03%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  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        |   3898517 | PA      | $3928032.60    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | 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        |    432231 | PA      | $437817.15     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | 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        |    109034 | PA      | $112244.52     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 0.875% 06-30-26                                      | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $7024078.08    | 0.06%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 0.875% 09-30-26                                      | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30579700 | PA      | $29633041.17   | 0.24%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 1.25% 12-31-26                                       | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19354568.00   | 0.16%             | 2026-12-31      | Fixed         | 1.25%                 | 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        |  57124500 | PA      | $56374750.00   | 0.47%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  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        |  17000000 | PA      | $17800003.00   | 0.15%             | 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        |   1483125 | PA      | $1496186.61    | 0.01%             | 2043-06-25      | Variable      | 6.25%                 | 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        |   2156478 | PA      | $2157312.13    | 0.02%             | 2044-01-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_18-C01               | CAS 2018-C01 1M2C FRN 07-25-30                                                   | CUSIP: 30711XYV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3568001 | PA      | $3604398.38    | 0.03%             | 2030-07-25      | Variable      | 6.71%                 | 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        |    524507 | PA      | $524842.37     | 0.00%             | 2044-02-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                      | CAS 2024-R04 1A1 144A FRN 05-25-44                                               | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3901005 | PA      | $3905674.31    | 0.03%             | 2044-05-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB13                                                    | CFMT 2024-HB13 A 144A FRN 05-25-34                                               | CUSIP: 12530VAA3<br>LEI: 984500D67D63D8645054 | Long             | ABS-CBDO         | CORP              | US        |   2447765 | PA      | $2410054.92    | 0.02%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-C03                                            | CAS 2018-C03 1B1 FRN 10-25-30                                                    | CUSIP: 30711XJ62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4308508.00    | 0.04%             | 2030-10-25      | Variable      | 8.21%                 | No            |                  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        |  10569000 | PA      | $10578015.36   | 0.09%             | 2041-08-15      | Variable      | 6.00%                 | 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        |   3180000 | PA      | $3192029.94    | 0.03%             | 2041-07-15      | Variable      | 6.25%                 | 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        |    421000 | PA      | $422999.75     | 0.00%             | 2041-07-15      | Variable      | 6.70%                 | Yes           |                  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        |  11813057 | PA      | $11759036.23   | 0.10%             | 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        |   5290301 | PA      | $5309811.38    | 0.04%             | 2044-09-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                      | CFMT 2024-R1 A1 144A 4.0% 10-25-54                                               | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7022875 | PA      | $6932132.48    | 0.06%             | 2054-10-25      | Variable      | 4.00%                 | 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        |  37846660 | PA      | $37177720.04   | 0.31%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  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        |   2170250 | PA      | $2159828.38    | 0.02%             | 2064-06-25      | Variable      | 4.75%                 | 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        |   4059393 | PA      | $4119699.28    | 0.03%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-4                                | COLT 2023-4 A1 144A 7.163% 10-25-68                                              | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-CBDO         | CORP              | US        |   1316800 | PA      | $1341272.80    | 0.01%             | 2068-10-25      | Variable      | 7.16%                 | Yes           |                  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        |   3363097 | PA      | $3368263.19    | 0.03%             | 2045-02-25      | Variable      | 5.35%                 | 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        |   2246543 | PA      | $2252080.44    | 0.02%             | 2045-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIM 2023-R1                                                       | CIM 2023-R1 A1A 144A FRN 04-25-62                                                | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11868732 | PA      | $11915102.96   | 0.10%             | 2062-04-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                             | DC 2023-DC A 144A 6.3143% 09-10-40                                               | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5393000 | PA      | $5608806.29    | 0.05%             | 2040-09-10      | 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        |  13562000 | PA      | $13824289.08   | 0.11%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                            | ESA 2021-ESH A 144A FRN 07-15-38                                                 | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9034811 | PA      | $9039292.34    | 0.07%             | 2038-07-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                              | ELM 2024-ELM B10 144A FRN 06-10-39                                               | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5283000 | PA      | $5333658.69    | 0.04%             | 2039-06-10      | Variable      | 6.20%                 | 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        |   4339000 | PA      | $4372666.30    | 0.04%             | 2039-06-10      | Variable      | 5.99%                 | 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        |   3942000 | PA      | $3984132.10    | 0.03%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                              | ELM 2024-ELM B15 144A FRN 06-10-39                                               | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4744000 | PA      | $4776287.66    | 0.04%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K054              | FHMS K054 A2 (MF) 2.745% 01-25-26                                                | CUSIP: 3137BNGT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    350356 | PA      | $347763.58     | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K057              | FHMS K057 A2 (MF) 2.57% 07-25-26                                                 | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     27620 | PA      | $27245.87      | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052               | FHMS K052 A2 (MF) 3.151% 11-25-25                                                | CUSIP: 3137BMTX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1324578 | PA      | $1319202.92    | 0.01%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNARM FRN 555538 05-01-33                                                        | CUSIP: 31385XEK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97299 | PA      | $99473.99      | 0.00%             | 2033-05-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHARM FRN 848751 06-01-36                                                        | CUSIP: 31300LWL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     56424 | PA      | $58434.59      | 0.00%             | 2036-06-01      | Variable      | 6.44%                 | 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        |    346977 | PA      | $347294.24     | 0.00%             | 2045-08-01      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHARM FRN 848365 07-01-36                                                        | CUSIP: 31300LJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    235094 | PA      | $241787.54     | 0.00%             | 2036-07-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHARM FRN 1L1292 01-01-36                                                        | CUSIP: 3128Q3NH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    273123 | PA      | $280828.46     | 0.00%             | 2036-01-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNARM FRN 888521 03-01-34                                                        | CUSIP: 31410GD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207073 | PA      | $212851.57     | 0.00%             | 2034-03-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHARM FRN 782818 11-01-34                                                        | CUSIP: 31349UDX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111061 | PA      | $114294.66     | 0.00%             | 2034-11-01      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHLMC POOL #781228 ARH10 3.689% 02-01-34                                         | CUSIP: 31349SLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    162964 | PA      | $166688.19     | 0.00%             | 2034-02-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHARM FRN 1H2524 08-01-35                                                        | CUSIP: 3128QLPH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    285424 | PA      | $295500.97     | 0.00%             | 2035-08-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNA 2017-M7 A2 FRN 02-25-27                                                      | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      7690 | PA      | $7565.48       | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070               | FHMS K070 A2 FRN 11-25-27                                                        | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10000 | PA      | $9867.85       | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS BK5305 06-01-48                                                        | CUSIP: 3140HJ3P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6368 | PA      | $6062.27       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS BK2010 04-01-48                                                        | CUSIP: 3140HFGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10256 | PA      | $9764.06       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                           | SCRT 2018-4 MA 3.5% 03-25-58                                                     | CUSIP: 35563PHF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36822 | PA      | $35789.85      | 0.00%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                           | SCRT 2018-3 MA 3.5% 08-25-57                                                     | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2885196 | PA      | $2803789.92    | 0.02%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 4.0 SI2002 03-01-48                                                    | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     57210 | PA      | $54472.07      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 3.5 AB9584 06-01-43                                                    | CUSIP: 31417GUJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3208 | PA      | $3013.90       | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | 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        |   7866290 | PA      | $8042031.26    | 0.07%             | 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        |   1913865 | PA      | $1958404.44    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |   2372827 | PA      | $2353908.38    | 0.02%             | 2056-06-25      | Variable      | 3.80%                 | 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        |  14424562 | PA      | $14609945.97   | 0.12%             | 2069-05-25      | Variable      | 6.39%                 | 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        |   6213834 | PA      | $6226032.08    | 0.05%             | 2069-08-25      | Variable      | 5.27%                 | Yes           |                  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        |   1190175 | PA      | $1218190.17    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |    597000 | PA      | $597667.45     | 0.00%             | 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        |   3322682 | PA      | $3326908.62    | 0.03%             | 2028-06-15      | Fixed         | 4.91%                 | 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        |   8021000 | PA      | $8071043.02    | 0.07%             | 2028-10-16      | Fixed         | 4.83%                 | 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        |   3293000 | PA      | $3346461.86    | 0.03%             | 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      | $14774508.42   | 0.12%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                     | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                         | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |   3724941 | PA      | $3725481.18    | 0.03%             | 2032-01-20      | Variable      | 5.53%                 | 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        |  23898000 | PA      | $23917142.30   | 0.20%             | 2034-04-15      | Variable      | 5.37%                 | 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        |  15355502 | PA      | $15406528.76   | 0.13%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TRAL 2018-5A                                                      | TRAL 2018-5A C1RR CLO 144A FRN 10-20-34                                          | CUSIP: 89300JBJ6<br>LEI: 54930005YIOSJ9Z81114 | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3126428.55    | 0.03%             | 2034-10-20      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD TCW_19-1R                                             | TCW 2019-1A AJR CLO 144A FRN 08-16-34                                            | CUSIP: 87241EAS4<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1000320.00    | 0.01%             | 2034-08-16      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                               | TPMT 2018-2 A2 144A FRN 03-25-58                                                 | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3412640.00    | 0.03%             | 2058-03-25      | Variable      | 3.50%                 | 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        |  24000000 | PA      | $24000000.00   | 0.20%             | 2033-04-25      | Variable      | 5.31%                 | Yes           |                  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        |   1871684 | PA      | $1880774.64    | 0.02%             | 2032-03-15      | Fixed         | 5.99%                 | 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        |   1851745 | PA      | $1811354.75    | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WFLOOR 2024-1A                                                    | WFLOOR 2024-1A A 144A 5.43% 02-15-28                                             | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1341000 | PA      | $1347263.81    | 0.01%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2025-1                                                       | DEFT 2025-1 A2 144A 4.68% 07-22-27                                               | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5523930.50    | 0.05%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2025-1                                                       | DEFT 2025-1 A3 144A 4.61% 02-24-31                                               | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5559020.50    | 0.05%             | 2031-02-24      | Fixed         | 4.61%                 | 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        |   3739000 | PA      | $3763819.48    | 0.03%             | 2027-11-15      | Fixed         | 5.55%                 | 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        |   2617000 | PA      | $2643771.91    | 0.02%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK_25-1                                                       | DRVPNK 2025-1A A2 144A 4.72% 04-10-28                                            | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12215000 | PA      | $12248847.77   | 0.10%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  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        |   5896000 | PA      | $5938038.48    | 0.05%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                     | WLAKE 2024-1A A3 144A 5.44% 05-17-27                                             | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4094379 | PA      | $4102138.23    | 0.03%             | 2027-05-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                     | WINDR 2015-1A A1R3 CLO 144A FRN 10-20-30                                         | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |   1967371 | PA      | $1967327.76    | 0.02%             | 2030-10-20      | Variable      | 5.53%                 | Yes           |                  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        |    467000 | PA      | $473335.32     | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                      | DRIVE 2025-1 A2 4.87% 08-15-28                                                   | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5707000 | PA      | $5720417.16    | 0.05%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A  | WFNMT 2024-A A 5.47% 02-17-31                                                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5394000 | PA      | $5513498.68    | 0.05%             | 2031-02-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                     | WLAKE 2024-2A B 144A 5.62% 03-15-30                                              | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2775000 | PA      | $2801684.40    | 0.02%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           |                  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        |   3477000 | PA      | $3509610.78    | 0.03%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1A                                                     | DLLMT 2024-1A A3 144A 4.84% 08-21-28                                             | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5052965.00    | 0.04%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                      | WOSAT 2024-A A2A 5.37% 02-15-28                                                  | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2667049 | PA      | $2672460.67    | 0.02%             | 2028-02-15      | Fixed         | 5.37%                 | 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        |  15181000 | PA      | $15336286.45   | 0.13%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                  | DLLAA 2025-1A A4 144A 5.08% 04-20-33                                             | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3555000 | PA      | $3673022.45    | 0.03%             | 2033-04-20      | Fixed         | 5.08%                 | 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        |   3000000 | PA      | $3067875.00    | 0.03%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  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        |    380634 | PA      | $380552.88     | 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        |   2934966 | PA      | $2946700.25    | 0.02%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                     | EART 2022-6A C 6.32% 05-15-28                                                    | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1569483 | PA      | $1576553.09    | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | 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        |    266412 | PA      | $267928.10     | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                           | EFF 2024-1 A2 144A 5.23% 03-20-30                                                | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5038320 | PA      | $5079502.77    | 0.04%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  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        |   1520000 | PA      | $1553154.24    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  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        |   5911089 | PA      | $5930022.14    | 0.05%             | 2028-08-15      | Fixed         | 5.29%                 | 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        |   4255000 | PA      | $4305268.57    | 0.04%             | 2030-05-15      | Fixed         | 5.41%                 | 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        |   2641972 | PA      | $2655437.78    | 0.02%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                      | EART 2024-3A A3 5.65% 12-15-27                                                   | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2571404 | PA      | $2575837.26    | 0.02%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-1                           | EFF 2022-1 A3 144A 3.27% 01-20-28                                                | CUSIP: 29375JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140638 | PA      | $140521.60     | 0.00%             | 2028-01-20      | Fixed         | 3.27%                 | 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        |   5567309 | PA      | $5597466.84    | 0.05%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                      | EART 2024-4A B 5.29% 08-15-30                                                    | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3259000 | PA      | $3273870.82    | 0.03%             | 2030-08-15      | Fixed         | 5.29%                 | 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        |   4553182 | PA      | $4623432.84    | 0.04%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-5A                                                      | EART 2024-5A A2 4.79% 04-15-27                                                   | CUSIP: 30165BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114591 | PA      | $2114874.69    | 0.02%             | 2027-04-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_17-4A                                       | CIFC 2017-4A A1R CLO 144A FRN 10-24-30                                           | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-O            | CORP              | KY        |    405171 | PA      | $405353.26     | 0.00%             | 2030-10-24      | Variable      | 5.53%                 | Yes           |                  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        |   3275206 | PA      | $3035883.05    | 0.03%             | 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        |   2613331 | PA      | $2617496.44    | 0.02%             | 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      | $2001650.00    | 0.02%             | 2035-03-22      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_14-2RA                      | CGMS 2014-2RA A1 CLO 144A FRN 05-15-31                                           | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-O            | CORP              | KY        |    117806 | PA      | $117857.19     | 0.00%             | 2031-05-15      | Variable      | 5.52%                 | Yes           |                  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        |   3111505 | PA      | $3133419.81    | 0.03%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-C                               | CPS 2023-C C 144A 6.27% 10-15-29                                                 | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1171000 | PA      | $1181008.54    | 0.01%             | 2029-10-15      | Fixed         | 6.27%                 | Yes           |                  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        |   1020738 | PA      | $1028341.75    | 0.01%             | 2028-08-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                      | CAALT 2023-3A A 144A 6.39% 08-15-33                                              | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7463000 | PA      | $7510979.63    | 0.06%             | 2033-08-15      | Fixed         | 6.39%                 | 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        |   4346635 | PA      | $4381016.73    | 0.04%             | 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        |   6081000 | PA      | $6215317.13    | 0.05%             | 2030-10-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3                        | CRVNA 2023-N3 A 144A 6.41% 09-10-27                                              | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76811 | PA      | $76852.34      | 0.00%             | 2027-09-10      | Fixed         | 6.41%                 | 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        |   2855315 | PA      | $2894266.72    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N4                        | CRVNA 2023-N4 A 144A 6.42% 01-10-28                                              | CUSIP: 14688LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303501 | PA      | $1307642.26    | 0.01%             | 2028-01-10      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_23-A1                   | CCCIT 2023-A1 A1 5.23% 12-08-27                                                  | CUSIP: 17305EGW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7630000 | PA      | $7649029.22    | 0.06%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1                        | CITZN 2024-1 A2A 144A 5.43% 10-15-26                                             | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27263 | PA      | $27275.99      | 0.00%             | 2026-10-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-1                                                      | CARMX 2024-1 A3 4.92% 10-16-28                                                   | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10067710.00   | 0.08%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1                                                      | CARMX 2024-1 A2A 5.3% 03-15-27                                                   | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176052 | PA      | $176183.62     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | 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        |   1777697 | PA      | $1781597.15    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_24-A1                                  | CHAIT 2024-A1 A 4.6% 01-16-29                                                    | CUSIP: 161571HV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15114000 | PA      | $15240625.09   | 0.13%             | 2029-01-16      | 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        |   4451000 | PA      | $4493645.03    | 0.04%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  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        |   4659432 | PA      | $4712549.24    | 0.04%             | 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        |   5821000 | PA      | $5904944.64    | 0.05%             | 2029-06-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-4                                                      | CARMX 2024-4 A2A 4.67% 12-15-27                                                  | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6537912 | PA      | $6550137.71    | 0.05%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                        | CRVNA 2024-N3 A3 144A 4.53% 01-10-29                                             | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3004053.00    | 0.02%             | 2029-01-10      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2024-1A                                                     | CAALT 2024-1A A 144A 5.68% 03-15-34                                              | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1683886.10    | 0.01%             | 2034-03-15      | Fixed         | 5.68%                 | 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        |   7722000 | PA      | $7774702.65    | 0.06%             | 2028-05-15      | Fixed         | 5.27%                 | 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        |   1036049 | PA      | $1039041.88    | 0.01%             | 2028-05-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PPMC 2019-2A                                                      | PPMC 2019-2A CR2 CLO 144A FRN 04-16-37                                           | CUSIP: 69377PAY0<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3008190.00    | 0.02%             | 2037-04-16      | Variable      | 7.12%                 | 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        |   3321269 | PA      | $3407179.97    | 0.03%             | 2039-09-15      | Fixed         | 5.84%                 | 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        |   1172456 | PA      | $1179785.49    | 0.01%             | 2039-09-15      | Variable      | 6.06%                 | 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        |   9000000 | PA      | $9256644.00    | 0.08%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2025-1                                                      | CARMX 2025-1 A2A 4.63% 03-15-28                                                  | CUSIP: 14319WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2592930 | PA      | $2597921.72    | 0.02%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  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        |   1319124 | PA      | $1342661.28    | 0.01%             | 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        |   6000000 | PA      | $6080706.00    | 0.05%             | 2030-09-16      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| CNH 2025-A                                                        | CNH 2025-A A3 4.36% 08-15-30                                                     | CUSIP: 12674BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8091904.00    | 0.07%             | 2030-08-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST CCG_23-1                                    | CCG 2023-1 A2 144A 5.82% 09-16-30                                                | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2398358 | PA      | $2411520.12    | 0.02%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  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        |   3214000 | PA      | $3231612.72    | 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        |   7899176 | PA      | $7918426.00    | 0.07%             | 2029-02-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CRVNA 2024-N1                                                     | CRVNA 2024-N1 B 144A 5.63% 05-10-30                                              | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3542402.50    | 0.03%             | 2030-05-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                         | CLIF 2020-1A A 144A 2.08% 09-18-45                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   4911852 | PA      | $4600538.40    | 0.04%             | 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        |   2247276 | PA      | $2107429.98    | 0.02%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                         | CLIF 2020-3A A 144A 2.07% 10-18-45                                               | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3956866 | PA      | $3714049.30    | 0.03%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                    | DTAOT 2022-2A C 144A 4.72% 03-15-28                                              | CUSIP: 23345AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171605 | PA      | $171615.40     | 0.00%             | 2028-03-15      | Fixed         | 4.72%                 | 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        |   4203676 | PA      | $4216664.90    | 0.03%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-60A                              | DRSLF 2018-60A A CLO 144A FRN 07-15-31                                           | CUSIP: 26251NAB6<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-O            | CORP              | KY        |    479224 | PA      | $479600.15     | 0.00%             | 2031-07-15      | Variable      | 5.63%                 | 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        |    826705 | PA      | $827754.60     | 0.01%             | 2031-01-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                    | DTAOT 2023-3A C 144A 6.4% 05-15-29                                               | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187000 | PA      | $1204935.57    | 0.01%             | 2029-05-15      | Fixed         | 6.40%                 | 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        |   1626000 | PA      | $1635749.50    | 0.01%             | 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        |   2892000 | PA      | $2934477.70    | 0.02%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                      | DRIVE 2024-1 A3 5.35% 02-15-28                                                   | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3619353 | PA      | $3622494.65    | 0.03%             | 2028-02-15      | Fixed         | 5.35%                 | 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        |  10000000 | PA      | $10090600.00   | 0.08%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  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        |     82397 | PA      | $83321.97      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |     47056 | PA      | $48352.08      | 0.00%             | 2053-04-01      | 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        |   2753276 | PA      | $2825035.12    | 0.02%             | 2053-05-01      | 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        |    853696 | PA      | $861300.73     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |   5156172 | PA      | $5392375.76    | 0.04%             | 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        |   1377421 | PA      | $1439677.50    | 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        |   1883261 | PA      | $1959404.52    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |   1382222 | PA      | $1456767.50    | 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        |   2756329 | PA      | $2838864.11    | 0.02%             | 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        |   1995726 | PA      | $2099162.88    | 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        |   2002686 | PA      | $2102608.10    | 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        |   1062990 | PA      | $1114419.78    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |    663037 | PA      | $689660.35     | 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        |   2120090 | PA      | $2213971.61    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |   2383231 | PA      | $2488762.55    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |    581998 | PA      | $617294.95     | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |   2304265 | PA      | $2328658.31    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |   1409216 | PA      | $1421986.28    | 0.01%             | 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        |    504563 | PA      | $508979.50     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |   3438187 | PA      | $3474122.55    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  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        |  13679008 | PA      | $13798261.09   | 0.11%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC PCG_24-A                                | PCG 2024-A A1 4.838% 06-01-35                                                    | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4410525 | PA      | $4464068.84    | 0.04%             | 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        |   7918000 | PA      | $8016460.33    | 0.07%             | 2029-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-1A                                                     | PILOT 2024-1A A2A 144A 4.84% 01-20-27                                            | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1321442 | PA      | $1323029.47    | 0.01%             | 2027-01-20      | Fixed         | 4.84%                 | 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        |   4582000 | PA      | $4601945.45    | 0.04%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-2A                                                      | PART 2024-2A B 144A 4.56% 02-15-29                                               | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $516026.40     | 0.00%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-2A                                                      | PART 2024-2A A2 144A 4.72% 02-15-28                                              | CUSIP: 74113SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8896025 | PA      | $8902626.15    | 0.07%             | 2028-02-15      | Fixed         | 4.72%                 | 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        |   4219492 | PA      | $4227762.56    | 0.03%             | 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        |   3851203 | PA      | $3852281.25    | 0.03%             | 2031-07-24      | Variable      | 5.32%                 | 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        |  11314264 | PA      | $11334674.97   | 0.09%             | 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        |   1463000 | PA      | $1471700.46    | 0.01%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                     | PILOT 2024-2A A2A 144A 4.47% 12-21-26                                            | CUSIP: 73328NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8857248 | PA      | $8858621.05    | 0.07%             | 2026-12-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                      | SSTRT 2025-B C 144A 5.121% 12-29-32                                              | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690703 | PA      | $1702335.01    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  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        |  20299000 | PA      | $20335741.19   | 0.17%             | 2028-11-15      | Fixed         | 4.67%                 | 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        |   2634000 | PA      | $2638056.36    | 0.02%             | 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        |   2702300 | PA      | $2697941.54    | 0.02%             | 2033-01-15      | Variable      | 5.32%                 | 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        |   2000000 | PA      | $2041892.00    | 0.02%             | 2032-07-20      | Fixed         | 5.04%                 | 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        |   9500000 | PA      | $9520501.00    | 0.08%             | 2036-07-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3               | RPM 2022-3A A 144A 5.38% 11-25-30                                                | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707016 | PA      | $707220.20     | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_18-1A                                | ROCKT 2018-1A A CLO 144A FRN 05-20-31                                            | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-O            | CORP              | US        |    150678 | PA      | $150830.77     | 0.00%             | 2031-05-20      | Variable      | 5.57%                 | 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        |    287788 | PA      | $287873.26     | 0.00%             | 2030-10-20      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| REG23_21-4A                                                       | REG23 2021-4A A1 CLO 144A FRN 01-20-35                                           | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $551171.50     | 0.00%             | 2035-01-20      | Variable      | 5.74%                 | 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        |   3371689 | PA      | $3389612.57    | 0.03%             | 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        |  17390000 | PA      | $17468011.54   | 0.14%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                    | RACEP 2015-9A A1A2 CLO 144A FRN 10-15-30                                         | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |   1685876 | PA      | $1685796.98    | 0.01%             | 2030-10-15      | Variable      | 5.52%                 | 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        |    975068 | PA      | $983248.81     | 0.01%             | 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        |   2972000 | PA      | $3050597.51    | 0.03%             | 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        |   5438494 | PA      | $5454412.24    | 0.05%             | 2030-07-22      | Fixed         | 4.82%                 | 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        |  19459997 | PA      | $19459102.28   | 0.16%             | 2032-07-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                     | SYNIT 2025-A1 A 4.78% 02-18-31                                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7759000 | PA      | $7900881.07    | 0.07%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  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        |  42541165 | PA      | $37056885.38   | 0.31%             | 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        |   2571549 | PA      | $2201544.25    | 0.02%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-1A                                                     | SFAST 2025-1A A2 144A 4.65% 05-22-28                                             | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1102230 | PA      | $1103981.76    | 0.01%             | 2028-05-22      | Fixed         | 4.65%                 | 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        |  19457632 | PA      | $19456736.65   | 0.16%             | 2032-04-15      | Variable      | 5.36%                 | 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        |  13626184 | PA      | $13045885.68   | 0.11%             | 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        |  10616417 | PA      | $10133179.11   | 0.08%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  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        |   1244831 | PA      | $1135501.53    | 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        |   1398345 | PA      | $1293392.28    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | 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        |  27834481 | PA      | $23396913.14   | 0.19%             | 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        |  12533956 | PA      | $11676520.73   | 0.10%             | 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        |    445382 | PA      | $423317.48     | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                               | TPMT 2017-3 M1 144A FRN 07-25-57                                                 | CUSIP: 89169DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2237589.52    | 0.02%             | 2057-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QX4072 01-01-55                                                    | CUSIP: 31425YQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1781939 | PA      | $1759262.23    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QY1328 04-01-55                                                    | CUSIP: 31426KPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3120690 | PA      | $3086761.36    | 0.03%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SDART 2025-2                                                      | SDART 2025-2 A2 4.71% 06-15-28                                                   | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3473533 | PA      | $3480382.87    | 0.03%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A                                                        | SMB 2025-A A1A 144A 5.13% 04-15-54                                               | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6176443 | PA      | $6311274.73    | 0.05%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.0 QY2231 05-01-55                                                    | CUSIP: 31426LPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45152 | PA      | $44557.77      | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  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        |    149098 | PA      | $150042.98     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA                                                     | SFUEL 2025-AA A2 144A 4.63% 07-20-27                                             | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4933224 | PA      | $4951259.97    | 0.04%             | 2027-07-20      | Fixed         | 4.63%                 | 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        |  25273000 | PA      | $25614412.96   | 0.21%             | 2031-05-15      | Fixed         | 4.49%                 | 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        |  11695726 | PA      | $11956388.45   | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | 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        |   2554550 | PA      | $2611621.31    | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRAS 2025-1A                                                     | STRAS 2025-1A A2 CLO 144A FRN 07-15-33                                           | CUSIP: 863163AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5252257.50    | 0.04%             | 2033-07-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                     | SFAST 2025-2A A2 144A 4.52% 11-20-28                                             | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3630000 | PA      | $3639920.79    | 0.03%             | 2028-11-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                      | SSTRT 2025-B B 144A 4.925% 12-29-32                                              | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1847978 | PA      | $1862284.70    | 0.02%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  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        |   1606614 | PA      | $1642549.20    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  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        |   2371652 | PA      | $2424079.47    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA5736 06-01-55                                                    | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121555 | PA      | $124242.31     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | 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        |  24918871 | PA      | $25469727.13   | 0.21%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 QJ5643 09-01-54                                                    | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7798576 | PA      | $8106705.85    | 0.07%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |    786424 | PA      | $815447.49     | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.5 FS8790 07-01-54                                                    | CUSIP: 3140XQXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10024506 | PA      | $10403261.57   | 0.09%             | 2054-07-01      | Fixed         | 6.50%                 | 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        |     72723 | PA      | $75626.11      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 QG5777 06-01-53                                                    | CUSIP: 3133C6M22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119770 | PA      | $124352.72     | 0.00%             | 2053-06-01      | 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        |    604202 | PA      | $626757.61     | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCI UMBS 6.0 QO2528 09-01-39                                                    | CUSIP: 3133WLYZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    179210 | PA      | $185324.56     | 0.00%             | 2039-09-01      | 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        |   5738888 | PA      | $5926480.72    | 0.05%             | 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        |   7516680 | PA      | $7764767.58    | 0.06%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCI UMBS 6.0 RR0004 06-01-40                                                    | CUSIP: 3142JCAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1859630 | PA      | $1920417.30    | 0.02%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCI UMBS 6.0 MA5747 06-01-40                                                    | CUSIP: 31418FL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    968623 | PA      | $1000320.13    | 0.01%             | 2040-06-01      | 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        |    173546 | PA      | $179258.81     | 0.00%             | 2040-04-01      | 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        |     86068 | PA      | $88899.53      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCI UMBS 6.0 SB8373 03-01-40                                                    | CUSIP: 3132D6JS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    680584 | PA      | $703048.70     | 0.01%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCI UMBS 6.0 DC3297 09-01-39                                                    | CUSIP: 3140AQUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    626057 | PA      | $648063.15     | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCI UMBS 6.0 QO1940 03-01-39                                                    | CUSIP: 3133WLEM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    574384 | PA      | $593270.17     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCI UMBS 6.0 MA5685 04-01-40                                                    | CUSIP: 31418FJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1777694 | PA      | $1835966.83    | 0.02%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCI UMBS 6.0 DB4044 05-01-39                                                    | CUSIP: 3140ADP62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2129901 | PA      | $2199931.97    | 0.02%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCI UMBS 6.0 DC1020 09-01-39                                                    | CUSIP: 3140AND22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37325 | PA      | $38551.93      | 0.00%             | 2039-09-01      | 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        |  26799471 | PA      | $27398197.69   | 0.23%             | 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        |   1527393 | PA      | $1561432.13    | 0.01%             | 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        |    702117 | PA      | $717928.81     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RM FRN AG8149 06-20-64                                                         | CUSIP: 36182DBS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19997 | PA      | $20068.83      | 0.00%             | 2064-06-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2012-H12 FT FRN 05-20-62                                                     | CUSIP: 38375BRN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     73079 | PA      | $73150.18      | 0.00%             | 2062-05-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 5.05 721648 04-20-61                                                        | CUSIP: 3620A7WH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3461 | PA      | $3418.11       | 0.00%             | 2061-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.94 710085 09-20-61                                                        | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1493 | PA      | $1495.06       | 0.00%             | 2061-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-RPL3                                                   | GSMBS 2025-RPL3 A1 144A 4.1% 07-25-65                                            | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3210444 | PA      | $3130931.24    | 0.03%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                  | ELI LILLY & CO SR UNSEC 5.0% 02-27-26                                            | CUSIP: 532457CE6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250156.25    | 0.01%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                          | EIDP INC SR UNSEC 4.5% 05-15-26                                                  | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   5417000 | PA      | $5423381.23    | 0.04%             | 2026-05-15      | Fixed         | 4.50%                 | 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        |  14700000 | PA      | $14876649.90   | 0.12%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                          | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.15% 06-15-29                          | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038226.00    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                      | GUARDIAN LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.875% 12-10-25       | CUSIP: 40139LBC6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7923568.00    | 0.07%             | 2025-12-10      | Fixed         | 0.88%                 | Yes           |                  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      | $10153050.00   | 0.08%             | 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      | $6275390.86    | 0.05%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.9% 06-23-28                         | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9396000 | PA      | $9522028.55    | 0.08%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  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        |   9390000 | PA      | $9584476.29    | 0.08%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25                                    | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19998900.00   | 0.17%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                  | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13280566.00   | 0.11%             | 2028-04-22      | Variable      | 5.57%                 | 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        |  10644000 | PA      | $10763234.09   | 0.09%             | 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        |  11295000 | PA      | $11371568.81   | 0.09%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                 | JOHNSON & JOHNSON SR UNSEC 4.5% 03-01-27                                         | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16668382.50   | 0.14%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                  | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5062835.00    | 0.04%             | 2028-07-25      | Variable      | 4.85%                 | 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        |  31000000 | PA      | $31937998.00   | 0.26%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 5.012% 01-23-30/29                                  | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10244730.00   | 0.08%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  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        |   3857000 | PA      | $3842844.81    | 0.03%             | 2037-04-20      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                      | VFET 2025-1A A2 144A 4.41% 11-15-27                                              | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4090000 | PA      | $4096613.53    | 0.03%             | 2027-11-15      | Fixed         | 4.41%                 | 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        |   9867000 | PA      | $9938456.81    | 0.08%             | 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        |  11438000 | PA      | $11649145.48   | 0.10%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                      | VERD 2025-1A A2 144A 4.85% 03-13-28                                              | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10202000 | PA      | $10248612.94   | 0.08%             | 2028-03-13      | Fixed         | 4.85%                 | 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        |   4027000 | PA      | $4039028.65    | 0.03%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                  | WLAKE 2022-3A C 144A 6.44% 12-15-27                                              | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1427366 | PA      | $1434273.34    | 0.01%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_18-1                                     | WINDR 2018-1A B CLO 144A FRN 07-15-30                                            | CUSIP: 88432VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250363.00     | 0.00%             | 2030-07-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                  | WLAKE 2023-1A B 144A 5.41% 01-18-28                                              | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753720 | PA      | $754255.90     | 0.01%             | 2028-01-18      | Fixed         | 5.41%                 | 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        |    686000 | PA      | $691001.63     | 0.01%             | 2028-08-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                  | WLAKE 2023-3A A3 144A 5.82% 05-17-27                                             | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5876138 | PA      | $5886562.59    | 0.05%             | 2027-05-17      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4                  | WLAKE 2023-4A A3 144A 6.24% 07-15-27                                             | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17755000 | PA      | $17824794.91   | 0.15%             | 2027-07-15      | Fixed         | 6.24%                 | Yes           |                  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        |   6771000 | PA      | $6939239.04    | 0.06%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                             | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                     | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3564918.07    | 0.03%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26   | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  16215000 | PA      | $16005210.33   | 0.13%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26        | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7895048.00    | 0.07%             | 2026-01-15      | Fixed         | 0.85%                 | Yes           |                  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        |  15000000 | PA      | $15055440.00   | 0.12%             | 2027-04-16      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                  | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.102% 07-23-27/26                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12574100.00   | 0.10%             | 2027-07-23      | Variable      | 5.10%                 | 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        |   5000000 | PA      | $5168350.00    | 0.04%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                               | PROCTER & GAMBLE CO SR UNSEC 1.0% 04-23-26                                       | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2342825.41    | 0.02%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                      | QATARENERGY 144A LIFE SR UNSEC 1.375% 09-12-26                                   | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  15000000 | PA      | $14569125.00   | 0.12%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  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        |   1112000 | PA      | $1117672.31    | 0.01%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  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      | $10186020.00   | 0.08%             | 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        |  10000000 | PA      | $10257240.00   | 0.08%             | 2030-03-14      | Fixed         | 4.88%                 | 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        |  13900000 | PA      | $14231223.10   | 0.12%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.3% 03-01-28                      | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5217101.10    | 0.04%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26                                | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  20000000 | PA      | $20381440.00   | 0.17%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  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        |    661000 | PA      | $684770.88     | 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 4.875% 02-01-27                    | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $4929131.09    | 0.04%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                         | TORONTO-DOMINION BANK SR UNSEC 4.783% 12-17-29                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6133758.00    | 0.05%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP SR UNSEC 4.6% 01-08-27                                  | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2523202.50    | 0.02%             | 2027-01-08      | Fixed         | 4.60%                 | 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        |   7500000 | PA      | $7628265.00    | 0.06%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.8% 01-09-26                                  | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470197.50    | 0.02%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP SR UNSEC 5.55% 11-20-30                                 | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $10653905.97   | 0.09%             | 2030-11-20      | Fixed         | 5.55%                 | 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        |  20000000 | PA      | $20289920.00   | 0.17%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  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      | $9641159.76    | 0.08%             | 2027-03-25      | Fixed         | 4.95%                 | 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        |  13000000 | PA      | $13298675.00   | 0.11%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                       | WALMART INC SR UNSEC 3.9% 04-15-28                                               | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5021610.00    | 0.04%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                       | WALMART INC SR UNSEC 4.0% 04-15-30                                               | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5042170.00    | 0.04%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                          | CADES 144A LIFE SR UNSEC 4.0% 01-25-26                                           | CUSIP: 12802D2L9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |   9184000 | PA      | $9176909.95    | 0.08%             | 2026-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | AMERICAN EXPRESS CO SR UNSEC 4.9% 02-13-26                                       | CUSIP: 025816DC0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252505.00    | 0.01%             | 2026-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                         | APPLE INC SR UNSEC 4.0% 05-10-28                                                 | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7552245.00    | 0.06%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30                                  | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4522000 | PA      | $4953475.67    | 0.04%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | BANK OF MONTREAL SR UNSEC 4.567% 09-10-27/26                                     | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10027500.00   | 0.08%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 5.162% 01-24-31/30                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10323600.00   | 0.09%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  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        |   5000000 | PA      | $5089600.00    | 0.04%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 03-21-30                             | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10285890.00   | 0.08%             | 2030-03-21      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                         | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $10004600.00   | 0.08%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                 | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10050580.00   | 0.08%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26                                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2506122.50    | 0.02%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                    | BHP BILLITON FINANCE USA LTD SR UNSEC 4.875% 02-27-26                            | CUSIP: 055451AY4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   8000000 | PA      | $8020072.00    | 0.07%             | 2026-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                    | BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-26                             | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6063474.00    | 0.05%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                 | CISCO SYSTEMS INC SR UNSEC 4.8% 02-26-27                                         | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  22535000 | PA      | $22825093.06   | 0.19%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                      | COMCAST CORP SR UNSEC 5.1% 06-01-29                                              | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10340480.00   | 0.09%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                       | CITIBANK NA SR UNSEC 4.929% 08-06-26                                             | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020709.00    | 0.02%             | 2026-08-06      | Fixed         | 4.93%                 | 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        |   9447000 | PA      | $9659765.33    | 0.08%             | 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        |   8100000 | PA      | $8207082.00    | 0.07%             | 2029-03-04      | Variable      | 4.79%                 | 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        |  15000000 | PA      | $15049560.00   | 0.12%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NY                                       | COOPERATIEVE RABOBANK UA SR UNSEC 4.85% 01-09-26                                 | CUSIP: 21688ABA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20031860.00   | 0.17%             | 2026-01-09      | Fixed         | 4.85%                 | 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        |   1855000 | PA      | $1896181.00    | 0.02%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-27

**Name of Applicant:** Short-Term Bond Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst