# EDGAR Filing Document

**Accession Number:** 0001368040
**File Stem:** 0001193125-26-182058
**Filing Date:** 2026-4
**Character Count:** 644436
**Document Hash:** 76bbdef335aab06c27bdc8f0e130a91e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-182058.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001193125-26-182058

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 26900896

**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:** 2026-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12854195262.94

**Total Liabilities:** $94834303.70

**Net Assets:** $12759360959.24

**Cash Not Reported:** $2400248.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -35165.540000000000 | **1-Year:** -393828.390000000000 | **5-Year:** -376344.190000000000 | **10-Year:** -100482.860000000000 | **30-Year:** -38168.570000000000

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

- **3-Month:** -4969.140000000000 | **1-Year:** -47428.540000000000 | **5-Year:** -40336.530000000000 | **10-Year:** -41427.170000000000 | **30-Year:** -20144.580000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036818 | 0.31%                | 0.30%                | 0.38%                |
| Class ID C000036819 | 0.31%                | 0.29%                | 0.38%                |
| Class ID C000036820 | 0.31%                | 0.30%                | 0.38%                |
| Class ID C000036821 | 0.33%                | 0.31%                | 0.40%                |
| Class ID C000036822 | 0.25%                | 0.24%                | 0.34%                |
| Class ID C000036823 | 0.36%                | 0.14%                | 0.44%                |
| Class ID C000036824 | 0.29%                | 0.28%                | 0.36%                |
| Class ID C000036825 | 0.32%                | 0.30%                | 0.38%                |
| Class ID C000036826 | 0.34%                | 0.33%                | 0.41%                |
| Class ID C000037879 | 0.25%                | 0.24%                | 0.33%                |
| Class ID C000037881 | 0.35%                | 0.13%                | 0.43%                |
| Class ID C000037882 | 0.40%                | 0.18%                | 0.47%                |
| Class ID C000068533 | 0.33%                | 0.32%                | 0.40%                |
| Class ID C000077916 | 0.45%                | 0.33%                | 0.41%                |
| Class ID C000148417 | 0.39%                | 0.16%                | 0.46%                |
| Class ID C000164812 | 0.33%                | 0.32%                | 0.40%                |
| Class ID C000180010 | 0.34%                | 0.33%                | 0.41%                |
| Class ID C000189523 | 0.44%                | 0.32%                | 0.40%                |
| Class ID C000189524 | 0.44%                | 0.22%                | 0.41%                |
| Class ID C000224563 | 0.34%                | 0.32%                | 0.40%                |
| Class ID C000224564 | 0.34%                | 0.32%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4067341.45              | $-7506410.69                               |
| Month 2  | $1675421.40              | $-5684166.42                               |
| Month 3  | $2318573.91              | $25086247.14                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CPS 2024-C                                                        | CPS 2024-C B 144A 5.68% 12-15-28                                                 | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5732066 | PA      | $5751847.62    | 0.05%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CEFI 2025-1A                                                      | CEFI 2025-1A A 144A 4.83% 05-15-31                                               | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11433896 | PA      | $11496427.81   | 0.09%             | 2031-05-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A                                                     | CAALT 2025-2A A 144A 4.5% 11-15-35                                               | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14633000 | PA      | $14787597.65   | 0.12%             | 2035-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS ONSHORE CLO LLC CERB_25-4                                | CERB 2025-4A A CLO 144A FRN 01-15-38                                             | CUSIP: 15674YAA6<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5004500.00    | 0.04%             | 2038-01-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                | CLIF 2020-1A A 144A 2.08% 09-18-45                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    4428971 | PA      | $4210706.76    | 0.03%             | 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        |    2017613 | PA      | $1917596.17    | 0.02%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                | CLIF 2020-3A A 144A 2.07% 10-18-45                                               | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3564006 | PA      | $3391369.41    | 0.03%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                    | DTAOT 2023-1A C 144A 5.55% 10-16-28                                              | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1173089 | PA      | $1175172.09    | 0.01%             | 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        |     185525 | PA      | $185744.41     | 0.00%             | 2031-07-15      | Variable      | 4.98%                 | 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        |     306220 | PA      | $306333.56     | 0.00%             | 2031-01-15      | Variable      | 5.03%                 | 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        |    1173101 | PA      | $1183821.81    | 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        |    1209173 | PA      | $1213419.89    | 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      | $2930981.27    | 0.02%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1                                                       | DEFT 2024-1 A3 144A 5.39% 03-22-30                                               | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6610971 | PA      | $6656157.29    | 0.05%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                             | DTRT 2024-1 A3 5.49% 12-15-27                                                    | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1995682 | PA      | $2010537.68    | 0.02%             | 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      | $1253205.04    | 0.01%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                     | DLLAD 2024-1A A2 144A 5.5% 08-20-27                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1108352 | PA      | $1112474.93    | 0.01%             | 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        |    2837839 | PA      | $2840537.77    | 0.02%             | 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      | $3130412.76    | 0.02%             | 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        |    1440600 | PA      | $1441838.62    | 0.01%             | 2030-10-15      | Variable      | 4.75%                 | 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      | $3068958.05    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | 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        |     862189 | PA      | $866141.10     | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | 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        |    4735952 | PA      | $4749719.57    | 0.04%             | 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      | $5568926.00    | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | 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        |    3871807 | PA      | $3899474.81    | 0.03%             | 2028-06-16      | Fixed         | 5.45%                 | 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      | $7001717.00    | 0.05%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1     | GMCAR 2024-1 A4 4.86% 06-18-29                                                   | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2495000 | PA      | $2537280.27    | 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        |    3520859 | PA      | $3543353.54    | 0.03%             | 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        |    4710833 | PA      | $4741425.12    | 0.04%             | 2030-03-15      | Fixed         | 5.24%                 | 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      | $5272224.66    | 0.04%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                    | GFORT 2024-1A A1 144A 5.13% 03-15-29                                             | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350000 | PA      | $354915.75     | 0.00%             | 2029-03-15      | Fixed         | 5.13%                 | 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        |    2738049 | PA      | $2748861.79    | 0.02%             | 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      | $2206865.35    | 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      | $2595950.00    | 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      | $9852855.30    | 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        |    1128154 | PA      | $1132070.58    | 0.01%             | 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        |     542621 | PA      | $543278.44     | 0.00%             | 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      | $728184.00     | 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      | $5155049.51    | 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      | $1004170.00    | 0.01%             | 2037-11-05      | Variable      | 5.41%                 | 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        |    5560612 | PA      | $5582854.78    | 0.04%             | 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      | $787785.96     | 0.01%             | 2030-11-15      | Fixed         | 4.50%                 | 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        |    3028398 | PA      | $3033719.04    | 0.02%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GALC 2023-1                                                       | GALC 2023-1 B 144A 5.21% 03-15-30                                                | CUSIP: 39154TCE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $508042.50     | 0.00%             | 2030-03-15      | Fixed         | 5.21%                 | 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        |    3366020 | PA      | $3368844.24    | 0.03%             | 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      | $4266833.71    | 0.03%             | 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        |    6880613 | PA      | $6903635.67    | 0.05%             | 2027-10-15      | Fixed         | 4.52%                 | 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        |     704413 | PA      | $705039.40     | 0.01%             | 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      | $6445402.94    | 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        |    2005155 | PA      | $2015243.14    | 0.02%             | 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      | $4680423.63    | 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        |     440243 | PA      | $440379.07     | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                     | LADAR 2024-3A C 144A 4.93% 03-15-30                                              | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142000 | PA      | $144431.32     | 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      | $399752.40     | 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      | $1423804.80    | 0.01%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                     | LADAR 2024-3A A3 144A 4.52% 03-15-29                                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3273000 | PA      | $3286111.64    | 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        |    4251114 | PA      | $4267910.61    | 0.03%             | 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        |    2409277 | PA      | $2412532.31    | 0.02%             | 2028-07-17      | Fixed         | 4.30%                 | 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        |      26635 | PA      | $26660.40      | 0.00%             | 2031-10-20      | Variable      | 4.97%                 | Yes           |                  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        |    3552758 | PA      | $3561106.50    | 0.03%             | 2033-09-14      | Variable      | 5.48%                 | 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      | $4665775.11    | 0.04%             | 2031-07-15      | Fixed         | 4.79%                 | 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        |    7137944 | PA      | $7185346.97    | 0.06%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MBALT 2024-A                                                      | MBALT 2024-A A3 5.32% 01-18-28                                                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4770000 | PA      | $4807153.53    | 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      | $2773383.06    | 0.02%             | 2036-07-15      | Variable      | 4.92%                 | 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      | $6180007.65    | 0.05%             | 2031-08-18      | Fixed         | 4.76%                 | Yes           |                  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      | $1251875.00    | 0.01%             | 2032-07-23      | Variable      | 5.27%                 | 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        |   13654651 | PA      | $13663662.62   | 0.11%             | 2032-07-23      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                       | MLANE 2025-B C 144A 5.41% 09-15-31                                               | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     405000 | PA      | $406325.57     | 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      | $17894723.29   | 0.14%             | 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      | $1671069.23    | 0.01%             | 2031-09-15      | Fixed         | 5.21%                 | 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        |    1584849 | PA      | $1600169.33    | 0.01%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                       | MLANE 2025-C A 144A 4.78% 12-16-30                                               | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5559000 | PA      | $5586294.69    | 0.04%             | 2030-12-16      | Fixed         | 4.78%                 | 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        |    4145498 | PA      | $3968572.41    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | 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        |   11154808 | PA      | $10609761.63   | 0.08%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                               | NSLT 2021-CA AFX 144A 1.32% 04-20-62                                             | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7170695 | PA      | $6806903.87    | 0.05%             | 2062-04-20      | Fixed         | 1.32%                 | 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        |   10014831 | PA      | $10080638.48   | 0.08%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                       | NMEF 2025-A A2 144A 4.72% 07-15-32                                               | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8857474 | PA      | $8898174.13    | 0.07%             | 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        |    6739461 | PA      | $6919310.05    | 0.05%             | 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        |     399629 | PA      | $401357.13     | 0.00%             | 2030-06-17      | Fixed         | 6.57%                 | 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        |   12543904 | PA      | $12607250.91   | 0.10%             | 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        |    3997553 | PA      | $3876107.11    | 0.03%             | 2059-11-25      | Variable      | 2.75%                 | 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        |     417436 | PA      | $417937.30     | 0.00%             | 2030-07-25      | Variable      | 4.90%                 | 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        |    1343813 | PA      | $1321131.94    | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | 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      | $6146496.54    | 0.05%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2                   | ONDK 2025-2A A 144A 4.84% 11-17-32                                               | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4549000 | PA      | $4595677.29    | 0.04%             | 2032-11-17      | Fixed         | 4.84%                 | 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        |     325794 | PA      | $325296.67     | 0.00%             | 2051-07-25      | Variable      | 5.04%                 | 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      | $10662427.91   | 0.08%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                     | PFSFC 2023-B A 144A 5.27% 05-15-28                                               | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7722000 | PA      | $7743621.60    | 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        |     207961 | PA      | $208105.77     | 0.00%             | 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      | $3008100.00    | 0.02%             | 2037-04-16      | Variable      | 6.47%                 | 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        |    2829290 | PA      | $2906750.21    | 0.02%             | 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        |     989063 | PA      | $999963.76     | 0.01%             | 2039-09-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                      | PEAC 2024-1A A3 144A 5.64% 11-20-30                                              | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9222876.00    | 0.07%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                      | PEAC 2024-1A A2 144A 5.79% 06-21-27                                              | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8192377 | PA      | $8251214.87    | 0.06%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC PCG_24-A                                | PG&E RECOVERY FUNDING LLC 4.838% 06-01-33                                        | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4166726 | PA      | $4279502.82    | 0.03%             | 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      | $8016610.77    | 0.06%             | 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        |      43998 | PA      | $44026.58      | 0.00%             | 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      | $4595292.38    | 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      | $514867.13     | 0.00%             | 2029-02-15      | Fixed         | 4.56%                 | 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        |    3657056 | PA      | $3696957.63    | 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        |    1497312 | PA      | $1497940.48    | 0.01%             | 2031-07-24      | Variable      | 4.67%                 | 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        |    5776920 | PA      | $5788837.94    | 0.05%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  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        |    5701047 | PA      | $5963756.81    | 0.05%             | 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        |    2241772 | PA      | $2345861.79    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.5 CB8876 07-01-54                                                    | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2391068 | PA      | $2494096.68    | 0.02%             | 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        |    2025876 | PA      | $2073974.05    | 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        |     541110 | PA      | $553775.68     | 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        |     746985 | PA      | $779759.22     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.5 FS8317 07-01-54                                                    | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1435315 | PA      | $1511653.60    | 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        |    3211404 | PA      | $3297033.06    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |       7481 | PA      | $7906.40       | 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        |    3894924 | PA      | $3961803.26    | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 SD8475 11-01-54                                                    | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     549195 | PA      | $558680.87     | 0.00%             | 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        |     850553 | PA      | $869987.86     | 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        |    7944170 | PA      | $8080984.42    | 0.06%             | 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        |    2298769 | PA      | $2346335.13    | 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        |     130242 | PA      | $131430.60     | 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        |     141510 | PA      | $145348.85     | 0.00%             | 2054-08-01      | 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        |     292082 | PA      | $299788.76     | 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        |     351160 | PA      | $360425.61     | 0.00%             | 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        |     555330 | PA      | $570151.58     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA5647 03-01-55                                                    | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     758585 | PA      | $778849.46     | 0.01%             | 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        |    3557087 | PA      | $3650951.65    | 0.03%             | 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        |   19555629 | PA      | $20073364.61   | 0.16%             | 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        |      37439 | PA      | $38437.96      | 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        |     845367 | PA      | $859968.59     | 0.01%             | 2055-02-01      | 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        |    1141242 | PA      | $1171357.35    | 0.01%             | 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        |   14329145 | PA      | $14023332.57   | 0.11%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 SD8515 03-01-55                                                    | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     134333 | PA      | $136635.90     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SL0796 04-01-55                                                    | CUSIP: 31427M3E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3909616 | PA      | $4013764.72    | 0.03%             | 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        |    2178516 | PA      | $2236246.54    | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 QX4065 01-01-55                                                    | CUSIP: 31425YQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1349882 | PA      | $1385636.12    | 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        |    2146819 | PA      | $2203683.62    | 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        |     105691 | PA      | $108480.07     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                      | DRIVE 2025-1 A3 4.73% 09-15-32                                                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5896000 | PA      | $5929406.74    | 0.05%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                      | DRIVE 2025-1 C 4.99% 09-15-32                                                    | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     467000 | PA      | $474914.72     | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | 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        |    1583342 | PA      | $1625123.11    | 0.01%             | 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        |    6093548 | PA      | $6330599.06    | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |    2064426 | PA      | $2067398.70    | 0.02%             | 2028-08-15      | Fixed         | 4.87%                 | 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        |    4037727 | PA      | $4129290.80    | 0.03%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  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        |     668580 | PA      | $694728.58     | 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        |    7977356 | PA      | $8306773.41    | 0.07%             | 2054-07-01      | Fixed         | 6.50%                 | 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        |   11727337 | PA      | $11766939.77   | 0.09%             | 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        |    9095288 | PA      | $9294775.02    | 0.07%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  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        |      59743 | PA      | $62792.75      | 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        |     119032 | PA      | $123745.31     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  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      | $2573782.63    | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  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        |    5935354 | PA      | $5943544.98    | 0.05%             | 2028-08-15      | Fixed         | 4.67%                 | 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        |     459504 | PA      | $480362.08     | 0.00%             | 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        |     174584 | PA      | $180992.95     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCI UMBS 6.0 DC9263 12-01-39                                                    | CUSIP: 3140AXJH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     440173 | PA      | $456741.26     | 0.00%             | 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        |    9011565 | PA      | $9325221.86    | 0.07%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1             | ESART 2025-1 A2 4.83% 10-16-28                                                   | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3242759 | PA      | $3251294.02    | 0.03%             | 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      | $1025407.00    | 0.01%             | 2031-08-15      | Fixed         | 5.40%                 | 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        |    7771745 | PA      | $8042240.96    | 0.06%             | 2040-03-01      | 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        |    4312043 | PA      | $4461770.39    | 0.03%             | 2040-05-01      | Fixed         | 6.00%                 | 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      | $2207984.02    | 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        |    1007753 | PA      | $1009170.48    | 0.01%             | 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      | $1359656.32    | 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      | $2056484.74    | 0.02%             | 2030-02-15      | Fixed         | 4.86%                 | 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        |    5814144 | PA      | $6020720.11    | 0.05%             | 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        |    1419217 | PA      | $1468699.15    | 0.01%             | 2040-06-01      | Fixed         | 6.00%                 | 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      | $3847949.51    | 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        |    8637412 | PA      | $8781492.71    | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  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        |     780085 | PA      | $807169.14     | 0.01%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  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      | $5699964.00    | 0.04%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                        | EART 2025-4A A3 4.39% 09-17-29                                                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5021000 | PA      | $5049479.11    | 0.04%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                        | EART 2025-4A A2 4.53% 03-15-28                                                   | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1465004 | PA      | $1467151.93    | 0.01%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  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        |    3436777 | PA      | $3352981.88    | 0.03%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR6                                                    | PROG 2025-SFR6 A 144A 4.0% 12-17-42                                              | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1488000 | PA      | $1471951.92    | 0.01%             | 2042-12-17      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ESART 2025-3                                                      | ESART 2025-3 A2 4.24% 05-15-29                                                   | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9736000 | PA      | $9747488.48    | 0.08%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                      | EART 2025-5A B 4.28% 07-15-30                                                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1410791.20    | 0.01%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                           | STACR 2026-DNA1 A1 144A FRN 02-25-46                                             | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12929000 | PA      | $13005798.26   | 0.10%             | 2046-02-25      | Variable      | 4.55%                 | 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        |     414725 | PA      | $413177.46     | 0.00%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                      | EART 2025-5A A3 4.24% 11-15-29                                                   | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11844000 | PA      | $11899974.74   | 0.09%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EQS 2025-2M                                                       | EQS 2025-2M A 144A 5.42% 03-27-34                                                | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9377995 | PA      | $9522059.78    | 0.07%             | 2034-03-27      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                 | EDVES 2021-A A 144A 1.8% 11-25-45                                                | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     445310 | PA      | $419768.03     | 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      | $4114467.18    | 0.03%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                           | SCRT 2017-1 HA 3.0% 01-25-56                                                     | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2519357 | PA      | $2413709.87    | 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        |    3913609 | PA      | $3745668.30    | 0.03%             | 2056-08-25      | Variable      | 3.00%                 | 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        |      11783 | PA      | $10995.27      | 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        |    8337334 | PA      | $8219627.42    | 0.06%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                           | SCRT 2019-2 MA 3.5% 08-26-58                                                     | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5801250 | PA      | $5699426.15    | 0.04%             | 2058-08-26      | 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        |    1377214 | PA      | $1358643.22    | 0.01%             | 2029-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                           | SCRT 2019-1 MA 3.5% 07-25-58                                                     | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     734480 | PA      | $723718.66     | 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        |    1172015 | PA      | $1108734.64    | 0.01%             | 2059-02-25      | Fixed         | 3.00%                 | 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      | $6398706.16    | 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      | $3629866.80    | 0.03%             | 2038-11-15      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMNT 2023-1                                                      | FNMNT 2023-1 A 5.13% 04-15-29                                                    | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4144000 | PA      | $4149818.18    | 0.03%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  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      | $7214255.54    | 0.06%             | 2030-03-15      | Fixed         | 4.64%                 | 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        |   33422000 | PA      | $33429085.46   | 0.26%             | 2039-01-15      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                       | STACR 2022-DNA2 M1A 144A FRN 02-25-42                                            | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     123916 | PA      | $124005.65     | 0.00%             | 2042-02-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                       | STACR 2022-DNA5 M1A 144A FRN 06-25-42                                            | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    3939730 | PA      | $4001480.94    | 0.03%             | 2042-06-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                          | SFO 2021-555 A 144A 4.93748% 05-15-38                                            | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15780000 | PA      | $15754625.76   | 0.12%             | 2038-05-15      | Variable      | 4.92%                 | 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        |    2783333 | PA      | $2786859.80    | 0.02%             | 2027-06-25      | Fixed         | 6.22%                 | 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        |     545440 | PA      | $557472.82     | 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        |   10230000 | PA      | $10375736.58   | 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        |    7152930 | PA      | $7235947.22    | 0.06%             | 2032-10-20      | Fixed         | 5.44%                 | 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      | $498632.50     | 0.00%             | 2038-05-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                   | STACR 2024-DNA1 A1 144A FRN 02-25-44                                             | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |    6189178 | PA      | $6224938.65    | 0.05%             | 2044-02-25      | Variable      | 5.02%                 | 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      | $6373624.85    | 0.05%             | 2039-05-15      | Variable      | 5.05%                 | 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      | $4411549.23    | 0.03%             | 2041-10-17      | Variable      | 5.41%                 | 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      | $10078413.22   | 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        |   17272600 | PA      | $17425065.43   | 0.14%             | 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      | $17315666.02   | 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      | $2950449.62    | 0.02%             | 2031-12-25      | Fixed         | 5.41%                 | 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        |    2335917 | PA      | $2341637.74    | 0.02%             | 2042-02-17      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                    | SWCH 2025-DATA A 144A FRN 02-15-42                                               | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20328000 | PA      | $20180052.82   | 0.16%             | 2042-02-15      | Variable      | 5.10%                 | 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      | $1667209.96    | 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        |    4960103 | PA      | $5002279.16    | 0.04%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                     | HPEFS 2025-2A A2 144A 4.07% 11-22-32                                             | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2010000 | PA      | $2013724.53    | 0.02%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                     | HPEFS 2025-2A A3 144A 4.03% 11-22-32                                             | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3706000 | PA      | $3722932.71    | 0.03%             | 2032-11-22      | Fixed         | 4.03%                 | 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        |    2161374 | PA      | $2205692.85    | 0.02%             | 2048-09-25      | Variable      | 5.88%                 | 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      | $12020556.00   | 0.09%             | 2042-08-17      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| HFMOT 2025-1A                                                     | HFMOT 2025-1A A 144A 4.01% 10-15-30                                              | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13925000 | PA      | $14026499.33   | 0.11%             | 2030-10-15      | Fixed         | 4.01%                 | 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      | $2007460.00    | 0.02%             | 2031-07-14      | Variable      | 5.63%                 | 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        |    2386705 | PA      | $2210510.94    | 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        |     778342 | PA      | $745103.29     | 0.01%             | 2039-11-17      | Fixed         | 1.48%                 | 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        |    3171724 | PA      | $3199001.19    | 0.03%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-B                                                       | JDOT 2024-B A3 5.2% 03-15-29                                                     | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11723000 | PA      | $11876571.30   | 0.09%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                    | TCN 2021-SFR1 A 144A 1.943% 07-17-38                                             | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5074104 | PA      | $5026382.12    | 0.04%             | 2038-07-17      | Fixed         | 1.94%                 | 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        |    1489922 | PA      | $1476864.08    | 0.01%             | 2055-08-25      | Variable      | 3.00%                 | 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        |     175693 | PA      | $175820.83     | 0.00%             | 2031-04-15      | Variable      | 4.93%                 | 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        |      49385 | PA      | $49409.63      | 0.00%             | 2031-01-15      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| TRP 2021-2                                                        | TRP 2021-2 A 144A 2.15% 06-19-51                                                 | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2621891 | PA      | $2549099.20    | 0.02%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-4                               | TPMT 2016-4 M2 144A FRN 07-25-56                                                 | CUSIP: 89172UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2538000 | PA      | $2517591.91    | 0.02%             | 2056-07-25      | Variable      | 3.75%                 | 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        |      20393 | PA      | $20410.94      | 0.00%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                            | LADAR 2023-1A C 144A 6.18% 12-15-27                                              | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     208520 | PA      | $208984.52     | 0.00%             | 2027-12-15      | Fixed         | 6.18%                 | 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      | $2919447.00    | 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        |     209116 | PA      | $208661.59     | 0.00%             | 2057-11-25      | Variable      | 4.84%                 | 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      | $1490043.45    | 0.01%             | 2029-02-15      | Fixed         | 5.33%                 | 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        |    7626146 | PA      | $7475163.36    | 0.06%             | 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      | $3939284.00    | 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        |    2741873 | PA      | $2763791.10    | 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        |    3424158 | PA      | $3441435.83    | 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        |    2964515 | PA      | $3021072.31    | 0.02%             | 2065-07-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                              | TCN 2024-SFR3 A 144A 4.5% 08-17-41                                               | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5953205 | PA      | $5984132.37    | 0.05%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2023-2A                                                      | CIFC 2023-2A CR CLO 144A FRN 01-21-37                                            | CUSIP: 125488AQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1417000 | PA      | $1416149.80    | 0.01%             | 2037-01-21      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2023-2A                                                      | CIFC 2023-2A AR CLO 144A FRN 01-21-37                                            | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11947000 | PA      | $11941026.50   | 0.09%             | 2037-01-21      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2026-1                                                      | CARMX 2026-1 A3 4.04% 03-17-31                                                   | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5299000 | PA      | $5345048.31    | 0.04%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CAVU 2021-2A                                                      | CAVU 2021-2A CR CLO 144A FRN 10-25-34                                            | CUSIP: 89624UAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2098000 | PA      | $2100035.06    | 0.02%             | 2034-10-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CMXS 2026-A                                                       | CMXS 2026-A A2A 4.03% 12-17-29                                                   | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8142000 | PA      | $8147129.46    | 0.06%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2026-1A                                                    | DRVPNK 2026-1A A2 144A 3.95% 01-11-29                                            | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9039000 | PA      | $9051012.83    | 0.07%             | 2029-01-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_19-5A                                   | MORGN 2019-5A AR2 CLO 144A FRN 04-15-35                                          | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-O            | CORP              | US        |    2240000 | PA      | $2241030.40    | 0.02%             | 2035-04-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| NEUB 2022-50A                                                     | NEUB 2022-50A CR2 CLO 144A FRN 07-23-36                                          | CUSIP: 64134VBC9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2502200.00    | 0.02%             | 2036-07-23      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_26-A                               | NSLT 2026-A B 144A 4.78% 02-21-61                                                | CUSIP: 64032UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2244000 | PA      | $2254232.64    | 0.02%             | 2061-02-21      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                           | NMEF 2026-A A2 144A 4.09% 02-15-34                                               | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2644000 | PA      | $2646194.52    | 0.02%             | 2034-02-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| POST 2022-1A                                                      | POST 2022-1A CR CLO 144A FRN 04-20-35                                            | CUSIP: 73742YAN5<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2002120.00    | 0.02%             | 2035-04-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2026-1A                                                      | PEAC 2026-1A A3 144A 4.39% 07-20-33                                              | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4079000 | PA      | $4126430.61    | 0.03%             | 2033-07-20      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2026-1A                                                      | PEAC 2026-1A A2 144A 4.27% 10-20-28                                              | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11109000 | PA      | $11154013.67   | 0.09%             | 2028-10-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-3A                                                     | PSTAT 2024-3A BR CLO 144A FRN 08-08-32                                           | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2002920.00    | 0.02%             | 2032-08-08      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                       | PAID 2026-1 B 144A 5.37% 09-15-33                                                | CUSIP: 694969AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1370000 | PA      | $1380559.96    | 0.01%             | 2033-09-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                       | PAID 2026-1 A1 144A 4.228% 02-15-27                                              | CUSIP: 694969AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16000000 | PA      | $16002736.00   | 0.13%             | 2027-02-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                       | PAID 2026-1 A2 144A 4.739% 09-15-33                                              | CUSIP: 694969AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3340000 | PA      | $3344014.68    | 0.03%             | 2033-09-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2026-1                                                      | PKAIR 2026-1 A 144A 4.614% 09-15-43                                              | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4374000 | PA      | $4416077.88    | 0.03%             | 2043-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-R1                                                      | PAID 2026-R1 B 144A 5.276% 12-15-33                                              | CUSIP: 694971AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2774000 | PA      | $2783237.42    | 0.02%             | 2033-12-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-R1                                                      | PAID 2026-R1 A 144A 4.714% 12-15-33                                              | CUSIP: 694971AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23017000 | PA      | $23072240.80   | 0.18%             | 2033-12-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| REACH 2026-1A                                                     | REACH 2026-1A B 144A 4.37% 02-15-33                                              | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9202000 | PA      | $9223477.47    | 0.07%             | 2033-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| REACH 2026-1A                                                     | REACH 2026-1A A 144A 4.32% 02-15-33                                              | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13228282 | PA      | $13229737.26   | 0.10%             | 2033-02-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| USQ RAIL I LLC STEAM_21-3                                         | STEAM 2021-3A A 144A 2.21% 06-28-51                                              | CUSIP: 90354PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8218668 | PA      | $7926987.09    | 0.06%             | 2051-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A                | SSTRT 2026-A B 144A 4.284% 03-25-33                                              | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1087685 | PA      | $1093200.91    | 0.01%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A                | SSTRT 2026-A C 144A 4.431% 03-25-33                                              | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     508908 | PA      | $511482.86     | 0.00%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                     | SDART 2026-1 A2 4.04% 03-15-29                                                   | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4746000 | PA      | $4749132.36    | 0.04%             | 2029-03-15      | Fixed         | 4.04%                 | 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        |    1773333 | PA      | $1777073.28    | 0.01%             | 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      | $2585065.00    | 0.02%             | 2029-04-20      | Fixed         | 6.08%                 | 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        |   15496000 | PA      | $15761074.58   | 0.12%             | 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        |    5584664 | PA      | $5622796.38    | 0.04%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  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      | $3995308.20    | 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      | $3884310.38    | 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        |    1194910 | PA      | $1206444.65    | 0.01%             | 2031-01-21      | Fixed         | 5.38%                 | 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        |    7371742 | PA      | $7399607.14    | 0.06%             | 2030-01-14      | Fixed         | 5.63%                 | 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        |    1381559 | PA      | $1391554.93    | 0.01%             | 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        |    4250121 | PA      | $4280785.13    | 0.03%             | 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        |    4464406 | PA      | $4473960.01    | 0.04%             | 2033-01-20      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                       | ACAR 2024-3 B 144A 5.66% 08-14-28                                                | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2947543 | PA      | $2950543.25    | 0.02%             | 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        |    1690480 | PA      | $1691240.48    | 0.01%             | 2032-04-20      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2024-2A                                                      | AXIS 2024-2A A2 144A 5.19% 07-21-31                                              | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    2868403 | PA      | $2909194.42    | 0.02%             | 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      | $10869392.56   | 0.09%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  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        |    3562935 | PA      | $3577254.26    | 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        |     106753 | PA      | $106850.36     | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                      | SDART 2024-2 B 5.78% 07-16-29                                                    | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7586000 | PA      | $7676000.30    | 0.06%             | 2029-07-16      | Fixed         | 5.78%                 | 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        |    3664740 | PA      | $3675645.97    | 0.03%             | 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        |   17351000 | PA      | $17643485.81   | 0.14%             | 2031-05-15      | Fixed         | 4.49%                 | 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      | $5257507.50    | 0.04%             | 2033-07-15      | Variable      | 5.00%                 | 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        |    2322143 | PA      | $2327899.90    | 0.02%             | 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        |    1458074 | PA      | $1475057.50    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | 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        |    1333982 | PA      | $1351168.17    | 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        |   16526769 | PA      | $16578563.72   | 0.13%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A3                         | SYNIT 2025-A3 A 4.06% 11-15-31                                                   | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13956000 | PA      | $14055645.84   | 0.11%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-2A                                                     | SCFET 2025-2A C 144A 4.82% 06-20-36                                              | CUSIP: 78439XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1575000 | PA      | $1612891.35    | 0.01%             | 2036-06-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SDART 2025-4                                                      | SDART 2025-4 A2 4.28% 01-15-29                                                   | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14419000 | PA      | $14451644.62   | 0.11%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4                                                      | SDART 2025-4 A3 4.17% 04-15-30                                                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19220000 | PA      | $19334820.28   | 0.15%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA                                                     | SFUEL 2025-CA A3 144A 4.11% 04-20-29                                             | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5676000 | PA      | $5719154.63    | 0.04%             | 2029-04-20      | Fixed         | 4.11%                 | 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        |    6467083 | PA      | $5989185.31    | 0.05%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                               | TMCL 2021-1A A 144A 1.68% 02-20-46                                               | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    8936400 | PA      | $8465031.71    | 0.07%             | 2046-02-20      | Fixed         | 1.68%                 | 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        |    9118426 | PA      | $8679045.69    | 0.07%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V8                                                     | BMARK 2024-V8 A3 FRN 07-15-57                                                    | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1987000 | PA      | $2108258.66    | 0.02%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC                                                      | BX 2024-AIRC A 144A FRN 08-15-41                                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13382553 | PA      | $13434650.93   | 0.11%             | 2041-08-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                      | BX 2024-BIO2 A 144A FRN 08-13-41                                                 | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21410000 | PA      | $21758404.93   | 0.17%             | 2041-08-13      | Variable      | 5.41%                 | 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      | $4164710.02    | 0.03%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                  | BMARK 2024-V9 A3 5.6019% 08-15-57                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13088029 | PA      | $13683822.26   | 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      | $747328.25     | 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      | $314169.90     | 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      | $400159.25     | 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      | $329248.83     | 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        |    1666207 | PA      | $1678889.79    | 0.01%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                       | BX 2024-FNX A 144A FRN 11-15-41                                                  | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13905957 | PA      | $13927191.60   | 0.11%             | 2041-11-15      | Variable      | 5.10%                 | 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      | $3967992.00    | 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      | $1957152.00    | 0.02%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9                      | CSAIL 2017-CX9 A4 3.1755% 09-15-50                                               | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     318250 | PA      | $313865.44     | 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      | $3646448.85    | 0.03%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10                                                   | CSAIL 2017-CX10 A5 FRN 11-15-50                                                  | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     882210 | PA      | $862885.19     | 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      | $639330.70     | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                   | CF 2019-CF1 AS 4.0273% 05-15-52                                                  | CUSIP: 12529MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $970781.00     | 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        |    1011845 | PA      | $964967.82     | 0.01%             | 2060-05-25      | Variable      | 1.80%                 | 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        |    6029391 | PA      | $5606941.83    | 0.04%             | 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        |    7227380 | PA      | $6995540.25    | 0.05%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R01                                                      | CAS 2023-R01 1M1 144A FRN 12-25-42                                               | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     333927 | PA      | $342670.26     | 0.00%             | 2042-12-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-1                                | COLT 2023-1 A1 144A 6.048% 04-25-68                                              | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5478945 | PA      | $5481585.94    | 0.04%             | 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      | $882641.70     | 0.01%             | 2029-07-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                 | CGCMT 23-SMRT A 144A FRN 10-12-40                                                | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6311000 | PA      | $6509013.94    | 0.05%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.694 AC0975 04-20-63                                                       | CUSIP: 36179ACL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        788 | PA      | $784.05        | 0.00%             | 2063-04-20      | Fixed         | 4.69%                 | 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        |        787 | PA      | $783.76        | 0.00%             | 2064-01-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.404 AG8082 02-20-64                                                       | CUSIP: 36182C6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2404 | PA      | $2407.81       | 0.00%             | 2064-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.23 AG8081 02-20-64                                                        | CUSIP: 36182C6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4052 | PA      | $4036.58       | 0.00%             | 2064-02-20      | Fixed         | 4.23%                 | No            |                  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        |   11420263 | PA      | $11390924.49   | 0.09%             | 2053-04-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                     | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                            | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |    6578613 | PA      | $6644806.98    | 0.05%             | 2064-01-25      | 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        |    1639851 | PA      | $1664227.70    | 0.01%             | 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        |    7813988 | PA      | $7915054.49    | 0.06%             | 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        |   19810483 | PA      | $20080856.50   | 0.16%             | 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        |    8071223 | PA      | $8139190.71    | 0.06%             | 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        |    7172857 | PA      | $7277631.09    | 0.06%             | 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        |    6200002 | PA      | $6276138.53    | 0.05%             | 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        |    3052462 | PA      | $3064909.61    | 0.02%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                    | OBX 2024-NQM17 A1 144A 5.61% 11-25-64                                            | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |   17645239 | PA      | $17856805.47   | 0.14%             | 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        |   17842188 | PA      | $18032260.96   | 0.14%             | 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        |    2102586 | PA      | $2121232.18    | 0.02%             | 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        |    5709545 | PA      | $5780548.54    | 0.05%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  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        |     935213 | PA      | $944473.39     | 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        |    2156610 | PA      | $2178409.32    | 0.02%             | 2063-10-25      | Variable      | 6.46%                 | Yes           |                  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        |    2347410 | PA      | $2375924.41    | 0.02%             | 2063-10-25      | Variable      | 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        |   10602966 | PA      | $10723701.75   | 0.08%             | 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        |    4358197 | PA      | $4393607.34    | 0.03%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM16                                                    | OBX 2025-NQM16 A1A 144A 4.905% 08-25-65                                          | CUSIP: 67122DAA1<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-CBDO         | CORP              | US        |    5320616 | PA      | $5347702.84    | 0.04%             | 2065-08-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM18                                                    | OBX 2025-NQM18 A1A 144A 5.057% 09-25-65                                          | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-CBDO         | CORP              | US        |    6417715 | PA      | $6462151.08    | 0.05%             | 2065-09-25      | Variable      | 5.06%                 | 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        |     687246 | PA      | $688229.94     | 0.01%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  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      | $10038581.01   | 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        |    2329758 | PA      | $2333084.67    | 0.02%             | 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        |     288135 | PA      | $290756.66     | 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      | $1984718.21    | 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        |     784179 | PA      | $784908.81     | 0.01%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A                                                     | BJETS 2024-2A A 144A 5.364% 09-15-39                                             | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     586581 | PA      | $596057.44     | 0.00%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4          | BLAST 2024-4 A3 4.72% 09-15-28                                                   | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6617318 | PA      | $6629030.80    | 0.05%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                      | BMO 2024-5C8 AS FRN 12-15-57                                                     | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3140000 | PA      | $3295960.66    | 0.03%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                      | BLAST 2025-1 A3 4.67% 08-15-28                                                   | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4548169 | PA      | $4555323.26    | 0.04%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                    | BATLN 2018-12A ARR CLO 144A FRN 05-17-31                                         | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |    1275424 | PA      | $1275959.71    | 0.01%             | 2031-05-17      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| BEACN 2021-1A                                                     | BEACN 2021-1A A 144A 2.25% 10-22-46                                              | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7621667 | PA      | $7186271.89    | 0.06%             | 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        |     558649 | PA      | $559583.37     | 0.00%             | 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      | $12950426.10   | 0.10%             | 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        |   10242056 | PA      | $10254397.18   | 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        |    4661275 | PA      | $4667017.47    | 0.04%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-2A                                                     | BABSN 2021-2A A1R CLO 144A FRN 07-15-34                                          | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-O            | CORP              | US        |    5604000 | PA      | $5608371.12    | 0.04%             | 2034-07-15      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                    | BLUEM 2021-31A A1R CLO 144A FRN 04-19-34                                         | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4652000 | PA      | $4659722.32    | 0.04%             | 2034-04-19      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-4                                                      | BLAST 2025-4 A2 4.35% 06-15-28                                                   | CUSIP: 10807UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15975320 | PA      | $15990129.47   | 0.13%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BATLN 2019-14A                                                    | BATLN 2019-14A AR2 CLO 144A FRN 01-20-35                                         | CUSIP: 07090ABA0<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | US        |    2998666 | PA      | $3002564.32    | 0.02%             | 2035-01-20      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                 | SORT 2020-1 A1 144A 1.69% 07-15-60                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41937068 | PA      | $35901107.89   | 0.28%             | 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        |    2535032 | PA      | $2087515.43    | 0.02%             | 2060-07-15      | Fixed         | 1.99%                 | 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        |   12024575 | PA      | $11616785.27   | 0.09%             | 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        |    9516732 | PA      | $9199796.00    | 0.07%             | 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        |    1121887 | PA      | $1037373.90    | 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        |    1245465 | PA      | $1168134.16    | 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        |   27439224 | PA      | $22650146.14   | 0.18%             | 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        |   12293155 | PA      | $11630320.06   | 0.09%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                     | TMCL 2020-3A A 144A 2.11% 09-20-45                                               | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     408709 | PA      | $393569.35     | 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      | $2260260.60    | 0.02%             | 2057-07-25      | Variable      | 3.50%                 | 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        |    5814497 | PA      | $5777545.49    | 0.05%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                               | TPMT 2017-2 M2 144A FRN 04-25-57                                                 | CUSIP: 89173HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     946000 | PA      | $933463.61     | 0.01%             | 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        |    3052390 | PA      | $3042976.09    | 0.02%             | 2054-03-25      | Variable      | 4.21%                 | 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        |     259860 | PA      | $258988.30     | 0.00%             | 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        |     344255 | PA      | $342067.66     | 0.00%             | 2057-04-25      | Variable      | 3.75%                 | 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        |    3272088 | PA      | $3278648.20    | 0.03%             | 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        |    1712820 | PA      | $1686725.20    | 0.01%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-1                               | TPMT 2016-1 B1 144A FRN 02-25-55                                                 | CUSIP: 89172EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1830000 | PA      | $1826920.11    | 0.01%             | 2055-02-25      | Variable      | 4.38%                 | 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        |    3136155 | PA      | $3155941.30    | 0.02%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  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        |    5836442 | PA      | $5873952.80    | 0.05%             | 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      | $3349570.45    | 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      | $14723109.82   | 0.12%             | 2029-09-20      | Fixed         | 5.05%                 | 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      | $23911382.88   | 0.19%             | 2034-04-15      | Variable      | 4.72%                 | 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        |    3279195 | PA      | $3283484.13    | 0.03%             | 2045-02-25      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                      | CAS 2025-R02 1M1 144A FRN 02-25-45                                               | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1397024 | PA      | $1398036.80    | 0.01%             | 2045-02-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CAS 2016-C03                                                      | CAS 2016-C03 1M2 FRN 10-25-28                                                    | CUSIP: 30711XCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1248546 | PA      | $1254824.69    | 0.01%             | 2028-10-25      | Variable      | 9.08%                 | 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        |     105545 | PA      | $108728.66     | 0.00%             | 2034-11-01      | Variable      | 6.12%                 | 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        |     154749 | PA      | $158604.70     | 0.00%             | 2034-02-01      | Variable      | 5.88%                 | 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        |     258787 | PA      | $270112.57     | 0.00%             | 2035-08-01      | Variable      | 6.27%                 | 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        |       7363 | PA      | $7299.80       | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                            | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                           | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |    7491807 | PA      | $7558304.56    | 0.06%             | 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        |     155187 | PA      | $152018.88     | 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        |    1085819 | PA      | $1065911.38    | 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        |     301663 | PA      | $301276.08     | 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        |     581208 | PA      | $587377.11     | 0.00%             | 2057-12-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2018-3A                                                      | NRZT 2018-3A A1 144A FRN 05-25-58                                                | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-CBDO         | CORP              | US        |     548033 | PA      | $544438.77     | 0.00%             | 2058-05-25      | 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        |     362243 | PA      | $357776.54     | 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        |     174276 | PA      | $171825.39     | 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        |    2497031 | PA      | $2380719.65    | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | 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        |    3715580 | PA      | $3777796.95    | 0.03%             | 2065-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                      | NYC 2025-28L B 144A FRN 11-05-38                                                 | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     777000 | PA      | $784452.21     | 0.01%             | 2038-11-05      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                      | NYC 2025-28L A 144A FRN 11-05-38                                                 | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10711000 | PA      | $10799044.42   | 0.08%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM12                                                    | OBX 2025-NQM12 A1 144A 5.316% 06-25-65                                           | CUSIP: 67449FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4781550 | PA      | $4856826.21    | 0.04%             | 2065-06-25      | Variable      | 5.32%                 | 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      | $7297650.67    | 0.06%             | 2032-02-10      | Fixed         | 3.61%                 | 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        |    2677181 | PA      | $2676904.90    | 0.02%             | 2062-08-25      | Variable      | 5.11%                 | 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        |    4793487 | PA      | $4796967.26    | 0.04%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  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        |     795871 | PA      | $801661.29     | 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        |    3677935 | PA      | $3633534.57    | 0.03%             | 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        |    5334451 | PA      | $5388040.62    | 0.04%             | 2064-01-25      | Variable      | 6.07%                 | 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        |    3797031 | PA      | $3705750.38    | 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        |    5650303 | PA      | $5598517.53    | 0.04%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                    | PROG 2024-SFR3 A 144A 3.0% 06-17-41                                              | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5603868 | PA      | $5394317.27    | 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        |    3047369 | PA      | $3083138.96    | 0.02%             | 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        |    3375621 | PA      | $3253214.13    | 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        |    4098000 | PA      | $3952775.08    | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  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        |    6159000 | PA      | $6172149.47    | 0.05%             | 2030-03-15      | Fixed         | 5.02%                 | 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        |      92246 | PA      | $92108.83      | 0.00%             | 2035-10-25      | Variable      | 4.52%                 | No            |                  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      | $39316154.63   | 0.31%             | 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        |    1953610 | PA      | $1955412.70    | 0.02%             | 2028-11-13      | Fixed         | 4.80%                 | 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        |     744095 | PA      | $751877.66     | 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        |     406247 | PA      | $410990.18     | 0.00%             | 2031-12-26      | Fixed         | 5.45%                 | 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        |     339629 | PA      | $350191.73     | 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        |     827355 | PA      | $827884.08     | 0.01%             | 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        |    1264132 | PA      | $1271326.58    | 0.01%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                     | ACHV 2025-1PL B 144A 5.04% 04-26-32                                              | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1062861 | PA      | $1068762.76    | 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        |    1796830 | PA      | $1803121.17    | 0.01%             | 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      | $10051058.35   | 0.08%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.779 AG8076 02-20-64                                                       | CUSIP: 36182C6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        768 | PA      | $774.06        | 0.00%             | 2064-02-20      | Fixed         | 4.78%                 | 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        |     269827 | PA      | $272299.18     | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  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        |    5359527 | PA      | $5366638.79    | 0.04%             | 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        |    5132289 | PA      | $5140603.74    | 0.04%             | 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      | $1533877.57    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                         | AESOP 2025-2A A 144A 5.12% 08-20-31                                              | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3503000 | PA      | $3634309.96    | 0.03%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2025-1A                                                      | AXIS 2025-1A A2 144A 4.7% 09-22-31                                               | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    5490847 | PA      | $5553508.69    | 0.04%             | 2031-09-22      | Fixed         | 4.70%                 | 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        |    1859616 | PA      | $1902560.59    | 0.01%             | 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      | $1812494.30    | 0.01%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1           | ARIVO 2025-1A A2 144A 4.92% 05-15-29                                             | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2677214 | PA      | $2688495.45    | 0.02%             | 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      | $4689359.52    | 0.04%             | 2034-10-20      | Variable      | 4.85%                 | Yes           |                  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      | $6001980.00    | 0.05%             | 2034-10-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                     | AFRMT 2025-3A A 144A 4.45% 10-16-34                                              | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14096000 | PA      | $14212193.33   | 0.11%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                       | ASHPL 2025-1A A 144A 4.81% 03-20-36                                              | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    4488218 | PA      | $4516134.61    | 0.04%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ARES 2021-62A                                                     | ARES 2021-62A A1R CLO 144A FRN 01-25-34                                          | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5004650.00    | 0.04%             | 2034-01-25      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-4                                                       | ACAR 2025-4 A 144A 4.42% 05-14-29                                                | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12216717 | PA      | $12240038.89   | 0.10%             | 2029-05-14      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| ATCLO 2021-16A                                                    | ATCLO 2021-16A AR CLO 144A FRN 01-20-34                                          | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3000930.00    | 0.02%             | 2034-01-20      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| ATCLO 2021-16A                                                    | ATCLO 2021-16A C1R CLO 144A FRN 01-20-34                                         | CUSIP: 04940AAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1617000 | PA      | $1603368.69    | 0.01%             | 2034-01-20      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                     | AFFRM 2025-X2 A 144A 4.45% 10-15-30                                              | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15929625 | PA      | $15949871.83   | 0.13%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                     | AFFRM 2025-X2 B 144A 4.56% 10-15-30                                              | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1593000 | PA      | $1595862.62    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3            | AASET 2025-3A A 144A 5.243% 02-16-50                                             | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7633293 | PA      | $7762028.89    | 0.06%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                      | APARK 2025-A A2 144A 4.43% 04-20-35                                              | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26449373 | PA      | $26591247.69   | 0.21%             | 2035-04-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| ARES 2019-53A                                                     | ARES 2019-53A A1R2 CLO 144A FRN 10-24-36                                         | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36363000 | PA      | $36416089.98   | 0.29%             | 2036-10-24      | Variable      | 4.76%                 | 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        |     249460 | PA      | $248116.89     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                       | BBIRD 2021-1A A 144A 2.443% 07-15-46                                             | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1514588 | PA      | $1454433.30    | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | 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        |    6498977 | PA      | $6512273.98    | 0.05%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                           | FORDR 2023-2 A 144A 5.28% 02-15-36                                               | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2981000 | PA      | $3089228.19    | 0.02%             | 2036-02-15      | Fixed         | 5.28%                 | 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        |     425676 | PA      | $426100.29     | 0.00%             | 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% 09-15-29                                                    | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10347000 | PA      | $10450283.75   | 0.08%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                           | FORDL 2024-A A4 5.05% 06-15-27                                                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2106000 | PA      | $2111665.14    | 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        |    1271050 | PA      | $1272253.76    | 0.01%             | 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      | $4293423.16    | 0.03%             | 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        |    3346690 | PA      | $3348664.67    | 0.03%             | 2033-10-18      | Variable      | 5.07%                 | 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      | $6866529.81    | 0.05%             | 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        |    2572784 | PA      | $2573555.81    | 0.02%             | 2032-10-20      | Variable      | 4.72%                 | 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      | $1751977.50    | 0.01%             | 2032-10-20      | Variable      | 5.67%                 | 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      | $9592192.78    | 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      | $2404512.00    | 0.02%             | 2036-04-23      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FORDF 2025-1                                                      | FORDF 2025-1 A1 4.63% 04-15-30                                                   | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    4155000 | PA      | $4233384.08    | 0.03%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                    | FLAT 2024-1A A1R CLO 144A FRN 07-15-36                                           | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |    7269000 | PA      | $7284192.21    | 0.06%             | 2036-07-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2               | FORDF 2025-2 A1 4.06% 09-15-30                                                   | CUSIP: 34528QJU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19556000 | PA      | $19730811.08   | 0.15%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2               | FORDF 2025-2 B 4.33% 09-15-30                                                    | CUSIP: 34528QJW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     594000 | PA      | $597691.12     | 0.00%             | 2030-09-15      | Fixed         | 4.33%                 | 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      | $2134757.63    | 0.02%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7            | JPMDB 2017-C7 A5 3.4092% 10-15-50                                                | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $246424.50     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A                                                     | FCBSL 2020-1A A1AR CLO 144A FRN 10-20-33                                         | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4219505 | PA      | $4222585.24    | 0.03%             | 2033-10-20      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                     | FIAOT 2025-1A A2 144A 4.31% 12-15-28                                             | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15025920.00   | 0.12%             | 2028-12-15      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                     | FIAOT 2025-1A A3 144A 4.25% 07-15-30                                             | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8594000 | PA      | $8642848.30    | 0.07%             | 2030-07-15      | Fixed         | 4.25%                 | 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        |    2221941 | PA      | $2222052.55    | 0.02%             | 2033-01-15      | Variable      | 4.67%                 | 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        |    2910979 | PA      | $2937786.54    | 0.02%             | 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        |    6045811 | PA      | $6083651.46    | 0.05%             | 2028-10-20      | Fixed         | 4.94%                 | 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      | $1202916.00    | 0.01%             | 2031-04-18      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                 | SDART 2022-7 C 6.69% 03-17-31                                                    | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     937037 | PA      | $954246.42     | 0.01%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1                                                      | SDART 2023-1 C 5.09% 05-15-30                                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6983364 | PA      | $7026116.30    | 0.06%             | 2030-05-15      | Fixed         | 5.09%                 | 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        |     483830 | PA      | $485270.64     | 0.00%             | 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      | $918157.53     | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  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      | $5667834.47    | 0.04%             | 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        |     780597 | PA      | $789205.75     | 0.01%             | 2052-11-15      | Variable      | 5.21%                 | 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        |     379030 | PA      | $379647.03     | 0.00%             | 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        |    6984000 | PA      | $7065168.05    | 0.06%             | 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        |     546386 | PA      | $547473.64     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | 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        |    5819647 | PA      | $5834196.57    | 0.05%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                      | SBALT 2024-B A3 144A 5.56% 11-22-27                                              | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2354297 | PA      | $2364851.75    | 0.02%             | 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        |     764546 | PA      | $767177.42     | 0.01%             | 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      | $20664560.63   | 0.16%             | 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      | $8072223.23    | 0.06%             | 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        |    3058237 | PA      | $3069317.27    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SCCU 2024-1A                                                      | SCCU 2024-1A A3 144A 5.11% 06-15-29                                              | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3077262 | PA      | $3097390.19    | 0.02%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_24-A2                         | SYNIT 2024-A2 A 4.93% 07-15-30                                                   | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8978000 | PA      | $9117661.77    | 0.07%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                      | SDART 2024-4 A3 4.85% 01-16-29                                                   | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     961079 | PA      | $963452.36     | 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      | $925139.29     | 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        |    1740767 | PA      | $1744164.88    | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | 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        |     430588 | PA      | $440736.55     | 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      | $6837333.09    | 0.05%             | 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        |    1072303 | PA      | $1072934.89    | 0.01%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                      | SDART 2024-5 A3 4.62% 11-15-28                                                   | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5240407 | PA      | $5248686.72    | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  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        |     751413 | PA      | $759688.36     | 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      | $3056633.64    | 0.02%             | 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        |    3493208 | PA      | $3504065.26    | 0.03%             | 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        |   12232377 | PA      | $12218676.68   | 0.10%             | 2032-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                     | SYNIT 2025-A1 A 4.78% 02-15-31                                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7759000 | PA      | $7912185.94    | 0.06%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  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      | $9948225.14    | 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      | $11658490.33   | 0.09%             | 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        |    8739834 | PA      | $8779879.98    | 0.07%             | 2028-03-13      | Fixed         | 4.85%                 | 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      | $6433884.90    | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.0% 01-15-27         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    3502000 | PA      | $3537569.81    | 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      | $8214407.01    | 0.06%             | 2030-02-12      | Fixed         | 4.75%                 | 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      | $2379654.23    | 0.02%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1276660.00    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | 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      | $2549882.50    | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  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      | $1137409.41    | 0.01%             | 2040-06-15      | Variable      | 5.40%                 | 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      | $840969.47     | 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      | $573459.48     | 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      | $9331762.49    | 0.07%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2                                                    | AMSR 2025-SFR2 A 144A 4.275% 11-17-42                                            | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4452000 | PA      | $4440113.16    | 0.03%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| BANK_17-BNK4                                                      | BANK 2017-BNK4 A3 3.362% 05-15-50                                                | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10654029 | PA      | $10572738.80   | 0.08%             | 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      | $3081633.20    | 0.02%             | 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      | $1582829.20    | 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      | $1571492.67    | 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        |    1145303 | PA      | $1131366.08    | 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      | $1138453.20    | 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      | $1582644.24    | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | 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        |    2631587 | PA      | $2603447.52    | 0.02%             | 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      | $4601682.49    | 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        |    5135499 | PA      | $4887968.26    | 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      | $3114675.40    | 0.02%             | 2039-06-13      | Fixed         | 3.38%                 | 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      | $16587461.01   | 0.13%             | 2034-09-15      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                               | BX 2021-ACNT A 144A FRN 11-15-38                                                 | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14204470 | PA      | $14202537.73   | 0.11%             | 2038-11-15      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                     | BRAVO 2022-RPL1 A1 144A 2.75% 09-25-61                                           | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     263844 | PA      | $246429.99     | 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 01-17-39                                                  | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10634000 | PA      | $10635488.76   | 0.08%             | 2039-01-17      | Variable      | 4.65%                 | 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-CBDO         | CORP              | US        |    7128585 | PA      | $6990012.91    | 0.05%             | 2040-08-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                    | BMARK 2024-V11 A3 FRN 11-15-57                                                   | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2117742.00    | 0.02%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11                                                    | BMARK 2024-V11 AM FRN 11-15-57                                                   | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1930000 | PA      | $2031243.94    | 0.02%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                  | BANK5 2024-5YR11 AS 6.139% 11-15-57                                              | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1881000 | PA      | $1984167.21    | 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      | $13646076.33   | 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      | $2210846.43    | 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      | $1897334.11    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                   | BBCMS 2024-5C31 AS FRN 12-15-57                                                  | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1719000 | PA      | $1794429.72    | 0.01%             | 2057-12-15      | Variable      | 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      | $15762965.19   | 0.12%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM1                                                   | BRAVO 2025-NQM1 A1 144A 5.604% 12-25-64                                          | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7609662 | PA      | $7690887.43    | 0.06%             | 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      | $3146199.87    | 0.02%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                      | BMO 2025-5C9 A3 FRN 04-15-58                                                     | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4599000 | PA      | $4855941.53    | 0.04%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                    | BMARK 2025-V14 AM FRN 04-15-57                                                   | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     276000 | PA      | $292215.00     | 0.00%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                   | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                          | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |   11827782 | PA      | $11951961.46   | 0.09%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2025-5MW                                                     | BFLD 2025-5MW A 144A FRN 10-10-42                                                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7318000 | PA      | $7406533.16    | 0.06%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                      | BX 2025-VOLT B 144A FRN 12-15-44                                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2998000 | PA      | $3009995.00    | 0.02%             | 2044-12-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                      | BX 2025-VOLT A 144A FRN 12-15-44                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24862000 | PA      | $24929052.81   | 0.20%             | 2044-12-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR18                                                  | BANK5 2025-5YR18 AS FRN 12-15-58                                                 | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2247000 | PA      | $2334343.14    | 0.02%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                    | BOCA 2025-BOCA B 144A FRN 12-15-42                                               | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1057000 | PA      | $1061703.65    | 0.01%             | 2042-12-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                    | BOCA 2025-BOCA A 144A FRN 12-15-42                                               | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18155000 | PA      | $18258011.47   | 0.14%             | 2042-12-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-ARIA                                                      | BX 2025-ARIA A 144A FRN 12-13-42                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26000000 | PA      | $26717626.00   | 0.21%             | 2042-12-13      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_25-R06                    | CAS 2025-R06 1M1 144A FRN 09-25-45                                               | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4377718 | PA      | $4390207.69    | 0.03%             | 2045-09-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                 | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                        | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259953 | PA      | $258245.82     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | 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        |      30596 | PA      | $31231.95      | 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        |    1009561 | PA      | $1041064.06    | 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        |    3301026 | PA      | $3412000.21    | 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        |    6739514 | PA      | $6966076.29    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                       | F1VE 2023-V1 A3 FRN 02-10-56                                                     | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7079000 | PA      | $7263259.29    | 0.06%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 MA4919 02-01-53                                                    | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     451306 | PA      | $460686.33     | 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        |     286425 | PA      | $296053.69     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 SD8324 05-01-53                                                    | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1115940 | PA      | $1138538.25    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 MA5010 05-01-53                                                    | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      74898 | PA      | $76431.35      | 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        |      41164 | PA      | $42435.59      | 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        |    2354658 | PA      | $2432872.30    | 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        |     777856 | PA      | $793785.90     | 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        |    4427325 | PA      | $4637941.65    | 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        |    1292784 | PA      | $1353509.67    | 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        |    1630487 | PA      | $1697850.35    | 0.01%             | 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        |    1191272 | PA      | $1266120.82    | 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        |    2519665 | PA      | $2628494.42    | 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        |    1754731 | PA      | $1862355.94    | 0.01%             | 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        |    1789694 | PA      | $1895716.00    | 0.01%             | 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        |    1024056 | PA      | $1084110.97    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |      96546 | PA      | $99442.19      | 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        |     959365 | PA      | $983997.38     | 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        |    3617927 | PA      | $3739554.07    | 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        |   10914011 | PA      | $11300705.35   | 0.09%             | 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        |     868445 | PA      | $890746.19     | 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        |     621910 | PA      | $633767.95     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | 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        |     134882 | PA      | $137551.26     | 0.00%             | 2054-02-01      | 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        |    1691622 | PA      | $1771083.81    | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 MA5388 06-01-54                                                    | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3472798 | PA      | $3534193.27    | 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        |     408774 | PA      | $420786.27     | 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        |      99224 | PA      | $102548.48     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 FS8153 06-01-54                                                    | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3216452 | PA      | $3352430.80    | 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        |    1503307 | PA      | $1556568.69    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  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        |    1138593 | PA      | $1170062.70    | 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        |    4704106 | PA      | $4831192.33    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA5421 07-01-54                                                    | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5824362 | PA      | $5980128.35    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |     673010 | PA      | $692459.92     | 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        |    2010621 | PA      | $2099657.31    | 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        |     190702 | PA      | $192996.55     | 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        |     179928 | PA      | $181267.02     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | 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      | $6812373.57    | 0.05%             | 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      | $4958172.45    | 0.04%             | 2039-11-15      | Variable      | 5.25%                 | Yes           |                  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        |    1959144 | PA      | $1996677.75    | 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        |    1139229 | PA      | $1164710.63    | 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        |     210353 | PA      | $215240.25     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 RJ2216 08-01-54                                                    | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1924552 | PA      | $1981136.17    | 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        |    1058851 | PA      | $1103921.13    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 RJ2222 08-01-54                                                    | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5006781 | PA      | $5237508.83    | 0.04%             | 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        |    5472828 | PA      | $5720172.20    | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 RJ2212 08-01-54                                                    | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3250852 | PA      | $3393486.66    | 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        |     345086 | PA      | $348839.67     | 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        |    1627451 | PA      | $1695469.85    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCI UMBS 6.0 MA5477 09-01-39                                                    | CUSIP: 31418FCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4090323 | PA      | $4233025.91    | 0.03%             | 2039-09-01      | 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        |   19595998 | PA      | $19950176.46   | 0.16%             | 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        |    1727205 | PA      | $1775124.24    | 0.01%             | 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        |    2318385 | PA      | $2358311.78    | 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        |     936892 | PA      | $961611.63     | 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        |    7724351 | PA      | $7946264.28    | 0.06%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  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        |    7733277 | PA      | $7741195.60    | 0.06%             | 2039-12-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| LBTY 2026-225L                                                    | LBTY 2026-225L A 144A FRN 02-10-43                                               | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4997000 | PA      | $5035976.60    | 0.04%             | 2043-02-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                           | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1752920 | PA      | $1759666.89    | 0.01%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                           | LMAT 2021-GS5 A1 144A 6.25% 07-25-67                                             | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5023727 | PA      | $5032769.31    | 0.04%             | 2067-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                    | FMBT 2024-FBLU A 144A FRN 12-15-39                                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5334000 | PA      | $5339056.63    | 0.04%             | 2039-12-15      | Variable      | 5.11%                 | 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        |    6616071 | PA      | $6761869.52    | 0.05%             | 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        |    5765628 | PA      | $5894293.50    | 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        |    6668674 | PA      | $6784535.99    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | 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        |     544752 | PA      | $549487.80     | 0.00%             | 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      | $15114389.07   | 0.12%             | 2041-03-10      | Variable      | 4.96%                 | 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      | $10440895.96   | 0.08%             | 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        |     415994 | PA      | $413280.38     | 0.00%             | 2052-11-15      | Fixed         | 3.35%                 | 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        |    5703274 | PA      | $5613909.86    | 0.04%             | 2061-07-25      | Variable      | 3.75%                 | 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        |    1251013 | PA      | $1219353.83    | 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      | $2640035.08    | 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      | $2718505.44    | 0.02%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2026-1A                                                    | DRVPNK 2026-1A A3 144A 4.03% 08-12-30                                            | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8819000 | PA      | $8872513.69    | 0.07%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                  | DLLMT 2026-1A A3 144A 4.2% 12-20-29                                              | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5412000 | PA      | $5454808.92    | 0.04%             | 2029-12-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                  | DLLMT 2026-1A A2 144A 4.03% 07-20-28                                             | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5478000 | PA      | $5488161.69    | 0.04%             | 2028-07-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT OPT 2IH6C C @ 109.5 03-13-26                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       2800 | NC      | $-1990625.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT OPT 2IH6P P @ 109.5 03-13-26                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       2800 | NC      | $-196875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | FED FUND 30DAY FUT FFG6 02-27-26                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1572 | NC      | $-373704.14    | -0.00%            |  |  |  | No            |                  1 | 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        |    1958364 | PA      | $1918968.01    | 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        |     695769 | PA      | $680992.36     | 0.01%             | 2065-03-25      | Variable      | 2.48%                 | Yes           |                  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        |    1695477 | PA      | $1686177.47    | 0.01%             | 2056-06-25      | Variable      | 3.75%                 | 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        |   11769170 | PA      | $11930160.69   | 0.09%             | 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        |    4398045 | PA      | $4419471.99    | 0.03%             | 2069-08-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                    | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                           | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5210764 | PA      | $5266748.71    | 0.04%             | 2069-12-25      | Variable      | 5.72%                 | 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      | $10099541.00   | 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      | $1331992.17    | 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        |    4569893 | PA      | $4621669.54    | 0.04%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                   | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                         | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5319472 | PA      | $5361708.85    | 0.04%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-4                                                       | UPST 2025-4 B 144A 5.2% 11-20-35                                                 | CUSIP: 91684AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2895000 | PA      | $2926005.45    | 0.02%             | 2035-11-20      | Fixed         | 5.20%                 | Yes           |                  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        |     283730 | PA      | $284081.62     | 0.00%             | 2031-07-18      | Variable      | 5.00%                 | 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        |    2366415 | PA      | $2368592.41    | 0.02%             | 2032-04-20      | Variable      | 5.06%                 | 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      | $3575535.23    | 0.03%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                      | VSTRG 2024-A A3 144A 5.62% 12-15-28                                              | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     393449 | PA      | $394979.17     | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                      | VSTRG 2024-A B 144A 5.77% 07-15-30                                               | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16150000 | PA      | $16401116.35   | 0.13%             | 2030-07-15      | Fixed         | 5.77%                 | 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      | $11093670.33   | 0.09%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                      | VERD 2024-1A A2 144A 5.68% 12-12-31                                              | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3674388 | PA      | $3746192.77    | 0.03%             | 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        |    5004219 | PA      | $5088955.85    | 0.04%             | 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      | $3029936.60    | 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      | $7798476.25    | 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        |     636888 | PA      | $637520.17     | 0.00%             | 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      | $8008640.00    | 0.06%             | 2037-01-20      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| VIBR 2018-9RA                                                     | VIBR 2018-9RA B CLO 144A FRN 04-20-37                                            | CUSIP: 92557BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3857000 | PA      | $3864752.57    | 0.03%             | 2037-04-20      | Variable      | 5.27%                 | 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        |    3292531 | PA      | $3299070.07    | 0.03%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                       | WEF 2025-1A B 144A 4.57% 09-20-33                                                | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1490000 | PA      | $1502250.78    | 0.01%             | 2033-09-20      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                       | WEF 2025-1A A1 144A 4.128% 10-20-26                                              | CUSIP: 97415CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1276178 | PA      | $1276977.79    | 0.01%             | 2026-10-20      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                      | WLAKE 2025-3A A3 144A 4.22% 06-15-29                                             | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6416000 | PA      | $6444365.14    | 0.05%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                               | XCAP 2024-1A A3 144A 5.49% 07-15-31                                              | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6892000 | PA      | $7005821.38    | 0.05%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_23-1                               | XCAP 2023-1A A3 144A 5.7% 02-15-30                                               | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4380000 | PA      | $4429415.16    | 0.03%             | 2030-02-15      | Fixed         | 5.70%                 | Yes           |                  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      | $13124124.00   | 0.10%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | ABBVIE INC SR UNSEC 4.8% 03-15-29                                                | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1284487.50    | 0.01%             | 2029-03-15      | 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      | $18040212.00   | 0.14%             | 2027-04-23      | Variable      | 5.64%                 | 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      | $11544838.50   | 0.09%             | 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      | $17109127.95   | 0.13%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | 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      | $9149985.00    | 0.07%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | INTERCONTINENTAL EXCHANGE INC SR UNSEC 3.95% 12-01-28                            | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10011895.00   | 0.08%             | 2028-12-01      | Fixed         | 3.95%                 | 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      | $13234910.00   | 0.10%             | 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      | $10842638.33   | 0.08%             | 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      | $11396790.54   | 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      | $16664653.50   | 0.13%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                  | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12539975.00   | 0.10%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $920178.38     | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 2.58% 04-22-32/31                                   | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1509489.23    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3179763.43    | 0.02%             | 2032-11-08      | Variable      | 2.54%                 | 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      | $5058960.00    | 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      | $31911586.00   | 0.25%             | 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      | $10274780.00   | 0.08%             | 2030-01-23      | Variable      | 5.01%                 | 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      | $15128100.00   | 0.12%             | 2027-08-07      | Variable      | 5.99%                 | 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        |     204606 | PA      | $203288.53     | 0.00%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| MAN US CLO LTD MUCLO_21-2RA                                       | MUCLO 2021-2RA A CLO 144A FRN 10-25-34                                           | CUSIP: 06744BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6000000 | PA      | $6000300.00    | 0.05%             | 2034-10-25      | Variable      | 5.18%                 | 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        |     825826 | PA      | $808434.88     | 0.01%             | 2028-09-11      | Fixed         | 1.72%                 | 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        |      17456 | PA      | $17466.91      | 0.00%             | 2030-10-24      | Variable      | 4.88%                 | 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        |    3089326 | PA      | $2906103.88    | 0.02%             | 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        |     575691 | PA      | $576334.23     | 0.00%             | 2029-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING LP CERB_23-1                                | CERB 2023-1A A CLO 144A FRN 03-22-35                                             | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2007300.00    | 0.02%             | 2035-03-22      | Variable      | 6.07%                 | 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        |    1896759 | PA      | $1908916.74    | 0.01%             | 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        |     808792 | PA      | $817355.22     | 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        |     568511 | PA      | $571921.78     | 0.00%             | 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        |    2974747 | PA      | $2986057.46    | 0.02%             | 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        |    2229896 | PA      | $2243902.21    | 0.02%             | 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      | $6183306.74    | 0.05%             | 2030-10-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| BCHPK 2019-1A                                                     | BCHPK 2019-1A A1RR CLO 144A FRN 01-17-35                                         | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $4006200.00    | 0.03%             | 2035-01-17      | Variable      | 4.74%                 | Yes           |                  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        |    1690675 | PA      | $1630541.49    | 0.01%             | 2045-09-25      | Fixed         | 2.22%                 | 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        |    1932138 | PA      | $1952851.00    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | 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        |    7839946 | PA      | $7895986.03    | 0.06%             | 2028-10-16      | Fixed         | 4.92%                 | 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        |    1192431 | PA      | $1134720.77    | 0.01%             | 2037-05-11      | Fixed         | 2.87%                 | 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      | $45879753.82   | 0.36%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  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        |     148757 | PA      | $148868.15     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_24-A1                                  | CHAIT 2024-A1 A 4.6% 01-15-29                                                    | CUSIP: 161571HV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15114000 | PA      | $15235395.65   | 0.12%             | 2029-01-15      | Fixed         | 4.60%                 | No            |                  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        |    3331490 | PA      | $3333069.44    | 0.03%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                 | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                              | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17000000 | PA      | $17717247.00   | 0.14%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  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        |    3239974 | PA      | $3271246.60    | 0.03%             | 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        |    3228966 | PA      | $3253951.94    | 0.03%             | 2029-07-16      | Fixed         | 5.97%                 | 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        |    1629959 | PA      | $1644268.30    | 0.01%             | 2043-06-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                           | CAS 2024-R01 1M1 144A FRN 01-25-44                                               | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1402255 | PA      | $1403065.25    | 0.01%             | 2044-01-25      | Variable      | 4.72%                 | 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        |    4598267 | PA      | $4664031.65    | 0.04%             | 2029-06-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CNH 2024-B                                                        | CNH 2024-B A3 5.19% 09-17-29                                                     | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5435457 | PA      | $5510140.50    | 0.04%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2                                                     | CRVNA 2024-P2 A3 5.33% 07-10-29                                                  | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1317664 | PA      | $1328994.37    | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                       | CMXS 2024-A C 5.62% 01-15-30                                                     | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1438000 | PA      | $1476964.05    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  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        |    3010831 | PA      | $3066001.82    | 0.02%             | 2030-07-25      | Variable      | 6.03%                 | 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        |     313774 | PA      | $313838.77     | 0.00%             | 2044-02-25      | Variable      | 4.77%                 | Yes           |                  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        |     278630 | PA      | $278949.83     | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  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      | $1609262.93    | 0.01%             | 2030-10-15      | Fixed         | 5.76%                 | 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        |   12946091 | PA      | $7508732.81    | 0.06%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  3 | 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      | $3149338.50    | 0.02%             | 2034-10-20      | Variable      | 5.41%                 | 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      | $1000510.00    | 0.01%             | 2034-08-16      | Variable      | 5.26%                 | 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      | $3449684.00    | 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        |   17090398 | PA      | $17104753.77   | 0.13%             | 2033-04-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| TACLN 2025-1                                                      | TACLN 2025-1 B 144A 4.728% 09-26-33                                              | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15391583 | PA      | $15485517.43   | 0.12%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| TRL 2020-2A                                                       | TRL 2020-2A A2 144A 2.56% 11-19-50                                               | CUSIP: 89656YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8198000 | PA      | $7942607.71    | 0.06%             | 2050-11-19      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| TRL 2020-1A                                                       | TRL 2020-1A A 144A 1.96% 10-17-50                                                | CUSIP: 89657AAC0<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    2505384 | PA      | $2411479.85    | 0.02%             | 2050-10-17      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                               | TPMT 2017-4 A1 144A FRN 06-25-57                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1446595 | PA      | $1425798.67    | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | 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        |    2639252 | PA      | $2626037.69    | 0.02%             | 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        |    3214250 | PA      | $3180024.86    | 0.02%             | 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        |    3451127 | PA      | $3395684.24    | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                               | TPMT 2017-4 A2 144A FRN 06-25-57                                                 | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     944000 | PA      | $911772.78     | 0.01%             | 2057-06-25      | Variable      | 3.00%                 | 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        |     149062 | PA      | $148720.87     | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2019-HY2 A1                                                  | TPMT 2019-HY2 A1 144A FRN 05-25-58                                               | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     154074 | PA      | $157469.41     | 0.00%             | 2058-05-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                               | TPMT 2018-1 A1 144A FRN 01-25-58                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     241015 | PA      | $239963.10     | 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        |    2791725 | PA      | $2719832.21    | 0.02%             | 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        |   10466837 | PA      | $9944615.52    | 0.08%             | 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        |    4434267 | PA      | $4233403.85    | 0.03%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                   | TAL 2020-1A A 144A 2.05% 09-20-45                                                | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6328162 | PA      | $6092824.46    | 0.05%             | 2045-09-20      | Fixed         | 2.05%                 | 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        |   11139085 | PA      | $11111126.22   | 0.09%             | 2062-04-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                               | CIM 2020-R7 A1B 144A FRN 12-27-61                                                | CUSIP: 12563GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2556000 | PA      | $2112932.74    | 0.02%             | 2061-12-27      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                             | DC 2023-DC A 144A 6.3143% 09-12-40                                               | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5393000 | PA      | $5560150.64    | 0.04%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                    | DURST 2025-151 A 144A FRN 08-10-42                                               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9188000 | PA      | $9464163.72    | 0.07%             | 2042-08-10      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2026-ESH2                             | ESA 2026-ESH2 A 144A FRN 02-15-43                                                | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10016180.00   | 0.08%             | 2043-02-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                    | EFMT 2026-NQM1 A1 144A FRN 02-25-71                                              | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5893000 | PA      | $5921345.33    | 0.05%             | 2071-02-25      | Variable      | 4.77%                 | 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      | $5310276.13    | 0.04%             | 2039-06-10      | Variable      | 5.60%                 | 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      | $4356108.68    | 0.03%             | 2039-06-10      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                              | ELM 2024-ELM A10 144A FRN 06-10-39                                               | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3942000 | PA      | $3962123.91    | 0.03%             | 2039-06-10      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                              | ELM 2024-ELM C15 144A FRN 06-10-39                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     380000 | PA      | $382070.62     | 0.00%             | 2039-06-10      | Variable      | 5.78%                 | 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      | $4762572.76    | 0.04%             | 2039-06-10      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-NQM4                                                    | EFMT 2025-NQM4 A1A 144A 4.972% 09-25-70                                          | CUSIP: 26846RAA1<br>LEI: 254900CD2QA4YMZIVN66 | Long             | ABS-CBDO         | CORP              | US        |    8795487 | PA      | $8841566.87    | 0.07%             | 2070-09-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                              | ESA 2025-ESH A 144A FRN 10-15-42                                                 | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5141000 | PA      | $5154212.37    | 0.04%             | 2042-10-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                              | ESA 2025-ESH B 144A FRN 10-15-42                                                 | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     390000 | PA      | $391356.81     | 0.00%             | 2042-10-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 7.0 SL4069 06-01-55                                                    | CUSIP: 31427RQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     350000 | PA      | $368241.16     | 0.00%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS 2026-HULA                                                      | FS 2026-HULA A 144A FRN 03-15-41                                                 | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7917000 | PA      | $7929698.87    | 0.06%             | 2041-03-15      | Variable      | 5.12%                 | Yes           |                  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        |      24350 | PA      | $24209.69      | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | 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        |      91561 | PA      | $93686.96      | 0.00%             | 2033-05-01      | Variable      | 6.09%                 | 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        |      49868 | PA      | $52104.06      | 0.00%             | 2036-06-01      | Variable      | 6.11%                 | 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        |     335001 | PA      | $338240.67     | 0.00%             | 2045-08-01      | Variable      | 4.63%                 | 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        |     224014 | PA      | $231341.03     | 0.00%             | 2036-07-01      | Variable      | 6.23%                 | 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        |     262980 | PA      | $272247.40     | 0.00%             | 2036-01-01      | Variable      | 6.30%                 | 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        |     194294 | PA      | $200338.14     | 0.00%             | 2034-03-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19                                                    | OBX 2025-NQM19 A1 144A FRN 10-25-65                                              | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-CBDO         | CORP              | US        |   14224109 | PA      | $14278530.46   | 0.11%             | 2065-10-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                               | PRKCM 2021-AFC2 A1 144A FRN 11-25-56                                             | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6030683 | PA      | $5465409.16    | 0.04%             | 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        |     615710 | PA      | $608758.27     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | 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        |    3523935 | PA      | $3527744.77    | 0.03%             | 2044-05-25      | Variable      | 4.67%                 | 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        |    2020675 | PA      | $2003664.77    | 0.02%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  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      | $1341463.13    | 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      | $10178330.00   | 0.08%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  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      | $5329753.66    | 0.04%             | 2058-03-15      | Fixed         | 6.01%                 | No            |                  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      | $4255852.00    | 0.03%             | 2030-10-25      | Variable      | 7.53%                 | 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      | $10579822.66   | 0.08%             | 2041-08-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                     | CALI 2024-SUN A 144A FRN 07-15-41                                                | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3180000 | PA      | $3185596.80    | 0.02%             | 2041-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                     | CALI 2024-SUN B 144A FRN 07-15-41                                                | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     421000 | PA      | $422001.56     | 0.00%             | 2041-07-15      | Variable      | 6.01%                 | 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        |    9515034 | PA      | $9498982.60    | 0.07%             | 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        |    4617044 | PA      | $4632247.68    | 0.04%             | 2044-09-25      | Variable      | 4.82%                 | 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        |    6278213 | PA      | $6233668.64    | 0.05%             | 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        |   23621024 | PA      | $23289574.15   | 0.18%             | 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        |    1893182 | PA      | $1899940.77    | 0.01%             | 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        |    3497456 | PA      | $3533479.95    | 0.03%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  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      | $7490917.50    | 0.06%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 5.042% 07-19-30/29                                       | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     775000 | PA      | $797554.83     | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | 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      | $10130380.00   | 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      | $16010608.97   | 0.13%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                       | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     725000 | PA      | $736956.70     | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSEC 4.148% 01-21-29/28                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10006730.00   | 0.08%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 01-08-29                        | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7723000 | PA      | $7769005.91    | 0.06%             | 2029-01-08      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMORGAN CHASE & CO SR UNSEC 4.347% 01-22-32/31                                  | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $11410767.90   | 0.09%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.238% 01-09-30/29                                       | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7126000 | PA      | $7151881.63    | 0.06%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                    | MORGAN STANLEY PRIVATE BANK NA SR UNSEC 4.213% 02-08-30/29                       | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $8767691.43    | 0.07%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  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        |    1086330 | PA      | $1099310.76    | 0.01%             | 2068-10-25      | Variable      | 7.16%                 | 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      | $3510212.30    | 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      | $5041810.00    | 0.04%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  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      | $3693787.20    | 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      | $3067026.00    | 0.02%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2025-2                                                      | DRIVE 2025-2 A3 4.14% 09-15-32                                                   | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1312000 | PA      | $1315716.90    | 0.01%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                      | DRIVE 2025-2 C 4.39% 09-15-32                                                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3041000 | PA      | $3060182.63    | 0.02%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                      | DRIVE 2025-2 A2 4.29% 10-16-28                                                   | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1818865 | PA      | $1820180.38    | 0.01%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1                        | DROCK 2025-1 A 3.97% 07-15-31                                                    | CUSIP: 06742LBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30733000 | PA      | $30985164.27   | 0.24%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_22-113                              | DRSLF 2022-113A AR3 CLO 144A FRN 10-15-37                                        | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-O            | CORP              | JE        |    3000000 | PA      | $3005760.00    | 0.02%             | 2037-10-15      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| BLKMM 2025-2A                                                     | BLKMM 2025-2A A CLO 144A FRN 11-21-33                                            | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17410000 | PA      | $17426191.30   | 0.14%             | 2033-11-21      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DRSLF 2022-112A                                                   | DRSLF 2022-112A AR2 CLO 144A FRN 11-15-36                                        | CUSIP: 26243DAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    3000000 | PA      | $3002850.00    | 0.02%             | 2036-11-15      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2025-2                                                       | DEXT 2025-2 A2 144A 4.1% 04-17-28                                                | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12948000 | PA      | $12951249.95   | 0.10%             | 2028-04-17      | Fixed         | 4.10%                 | 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        |       6109 | PA      | $6111.05       | 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        |     623417 | PA      | $624817.20     | 0.00%             | 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        |     449874 | PA      | $450730.49     | 0.00%             | 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        |     894718 | PA      | $898295.72     | 0.01%             | 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        |    3512045 | PA      | $3538459.40    | 0.03%             | 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      | $1550862.08    | 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        |    2284787 | PA      | $2290055.42    | 0.02%             | 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      | $4295933.10    | 0.03%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  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      | $2002297.12    | 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        |    7495945 | PA      | $7510891.59    | 0.06%             | 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      | $2010321.77    | 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      | $14619943.75   | 0.11%             | 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        |    1648952 | PA      | $1660654.94    | 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        |     752818 | PA      | $753156.54     | 0.01%             | 2035-07-20      | Variable      | 4.79%                 | 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        |    3238766 | PA      | $3259639.64    | 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        |    6360154 | PA      | $6371151.14    | 0.05%             | 2028-07-17      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-4A                                                      | GSAR 2025-4A A2 144A 4.17% 02-18-31                                              | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6359000 | PA      | $6372372.98    | 0.05%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                      | GCAR 2025-4A B 144A 4.53% 04-15-30                                               | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3916000 | PA      | $3955246.15    | 0.03%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                      | GCAR 2025-4A A3 144A 4.29% 07-16-29                                              | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7785000 | PA      | $7825318.52    | 0.06%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                      | GCAR 2025-4A A2 144A 4.37% 10-16-28                                              | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7012250.00    | 0.05%             | 2028-10-16      | Fixed         | 4.37%                 | 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        |    4798540 | PA      | $4634526.26    | 0.04%             | 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        |   47999000 | PA      | $47288278.81   | 0.37%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                            | HERTZ 2021-2A B 144A 2.12% 12-27-27                                              | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4177000 | PA      | $4117344.09    | 0.03%             | 2027-12-27      | Fixed         | 2.12%                 | 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        |   16665833 | PA      | $16684099.02   | 0.13%             | 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        |     774789 | PA      | $776312.29     | 0.01%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2023-3                                                      | HAROT 2023-3 A3 5.41% 02-18-28                                                   | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1546512 | PA      | $1556941.85    | 0.01%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| 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      | $1429434.60    | 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        |    3455189 | PA      | $3459124.38    | 0.03%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                      | ALPHABET INC SR UNSEC 4.0% 05-15-30                                              | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   12581000 | PA      | $12671507.71   | 0.10%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                     | AMPHENOL CORP SR UNSEC 3.9% 11-15-28                                             | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     800000 | PA      | $803614.40     | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                     | AMPHENOL CORP SR UNSEC 3.8% 11-15-27                                             | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     800000 | PA      | $801656.00     | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | 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      | $20327880.00   | 0.16%             | 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      | $9666212.30    | 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      | $13239837.00   | 0.10%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                    | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11258440 | PA      | $11076289.90   | 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      | $7693998.81    | 0.06%             | 2029-11-10      | Variable      | 5.05%                 | 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        |    4548127 | PA      | $4588764.41    | 0.04%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SD3356 07-01-53                                                    | CUSIP: 3132DQWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1732365 | PA      | $1787820.07    | 0.01%             | 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        |    1178632 | PA      | $1199526.30    | 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        |     115399 | PA      | $114677.04     | 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        |       4495 | PA      | $4582.74       | 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        |    2713312 | PA      | $2798032.93    | 0.02%             | 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        |   19155127 | PA      | $19923094.09   | 0.16%             | 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        |   17761154 | PA      | $18229746.15   | 0.14%             | 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        |    8903795 | PA      | $9165343.68    | 0.07%             | 2053-10-01      | 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      | $4405819.26    | 0.03%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.5 MA5192 11-01-53                                                    | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      50759 | PA      | $52788.57      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  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        |   16599080 | PA      | $16921035.77   | 0.13%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                 | CHAOT 2024-4A A3 144A 4.94% 07-25-29                                             | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5936615 | PA      | $5988851.66    | 0.05%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-3                                                      | CARMX 2024-3 A3 4.89% 07-16-29                                                   | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11601000 | PA      | $11732068.10   | 0.09%             | 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      | $2538007.34    | 0.02%             | 2030-02-15      | Fixed         | 5.08%                 | 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        |    5955605 | PA      | $5977265.89    | 0.05%             | 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        |    1168026 | PA      | $1168514.27    | 0.01%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  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      | $597956.99     | 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        |     895424 | PA      | $896119.25     | 0.01%             | 2028-06-15      | Fixed         | 4.91%                 | 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        |    2426684 | PA      | $2429999.11    | 0.02%             | 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        |    2958064 | PA      | $2962856.26    | 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      | $1676198.79    | 0.01%             | 2034-03-15      | Fixed         | 5.68%                 | 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        |    1297415 | PA      | $1300010.66    | 0.01%             | 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        |    1265709 | PA      | $1292238.14    | 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      | $6056226.00    | 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      | $8105048.00    | 0.06%             | 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        |     926270 | PA      | $929343.44     | 0.01%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  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      | $7947456.80    | 0.06%             | 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      | $6078941.38    | 0.05%             | 2026-09-21      | Fixed         | 0.88%                 | 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      | $3236427.29    | 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        |    5016218 | PA      | $5029235.18    | 0.04%             | 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      | $3531986.50    | 0.03%             | 2030-05-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CNH 2025-B                                                        | CNH 2025-B A3 4.3% 10-15-30                                                      | CUSIP: 12675EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2026982.00    | 0.02%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANYC 2021-1A                                                     | CANYC 2021-1A AR CLO 144A FRN 04-15-34                                           | CUSIP: 13877EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   13000000 | PA      | $13013130.00   | 0.10%             | 2034-04-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-3A                                                     | CLAST 2025-3A A 144A 5.087% 11-15-50                                             | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7882534 | PA      | $7975137.69    | 0.06%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                        | CPS 2025-D A 144A 4.46% 07-16-29                                                 | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13935873 | PA      | $13979938.64   | 0.11%             | 2029-07-16      | Fixed         | 4.46%                 | 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        |    4247555 | PA      | $4018200.01    | 0.03%             | 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      | $2406946.95    | 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      | $16170823.90   | 0.13%             | 2028-06-15      | Fixed         | 5.34%                 | 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      | $125496.89     | 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        |    8512655 | PA      | $8569204.37    | 0.07%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 SD8374 11-01-53                                                    | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      64835 | PA      | $67427.54      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 MA5166 10-01-53                                                    | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14436150 | PA      | $14864615.01   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                        | PACIFICORP SR SEC 1ST LIEN 4.25% 03-15-29                                        | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5915984.00    | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                           | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.125% 01-12-29                    | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   23840000 | PA      | $23994936.16   | 0.19%             | 2029-01-12      | Fixed         | 4.12%                 | Yes           |                  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        |   24796709 | PA      | $25600444.44   | 0.20%             | 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        |     356742 | PA      | $363900.20     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                              | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.0% 02-02-29                            | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    3650000 | PA      | $3652711.95    | 0.03%             | 2029-02-02      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                              | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.375% 02-02-31                          | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   14905000 | PA      | $14913227.56   | 0.12%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  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        |    1258035 | PA      | $1297801.94    | 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        |    5017026 | PA      | $5155369.99    | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                     | TOTALENERGIES CAPITAL USA LLC SR UNSEC 4.248% 01-13-31                           | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    7883000 | PA      | $7955342.29    | 0.06%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                      | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.215% 02-12-31                            | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4806163.08    | 0.04%             | 2031-02-12      | Fixed         | 4.21%                 | 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        |   18668800 | PA      | $19242062.50   | 0.15%             | 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        |    3644815 | PA      | $3786940.54    | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                    | WALT DISNEY CO SR UNSEC 3.75% 03-14-29                                           | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10005990.00   | 0.08%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  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      | $14880945.00   | 0.12%             | 2027-10-11      | Fixed         | 3.12%                 | Yes           |                  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        |   22724000 | PA      | $23712221.31   | 0.19%             | 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        |   16014698 | PA      | $16661547.71   | 0.13%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                           | KSA IJARAH SUKUK LTD 144A LIFE 4.25% 09-09-30                                    | CUSIP: 50116FAA0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   25345000 | PA      | $25450080.37   | 0.20%             | 2030-09-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KUWAIT STATE OF (GOVERNMENT)                                      | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A LIFE 4.016% 10-09-28                   | CUSIP: 501499AD9<br>LEI: 2549005G75NMAK8TM233 | Long             | DBT              | NUSS              | KW        |   10100000 | PA      | $10157065.00   | 0.08%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.25% 01-31-30                                       | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $10288672.00   | 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      | $19306620.10   | 0.15%             | 2028-02-15      | Fixed         | 4.25%                 | 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        |     746885 | PA      | $768844.33     | 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        |    1227363 | PA      | $1281955.12    | 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        |    1238398 | PA      | $1292733.63    | 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        |    1285793 | PA      | $1328251.33    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | 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        |   39086762 | PA      | $38555421.23   | 0.30%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.375% 12-15-26                                      | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14175000 | PA      | $14265255.06   | 0.11%             | 2026-12-15      | Fixed         | 4.38%                 | 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        |    6459755 | PA      | $6808646.63    | 0.05%             | 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        |    2308504 | PA      | $2405661.76    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |  385438000 | PA      | $386966223.13  | 3.03%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                      | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56243900 | PA      | $56219135.81   | 0.44%             | 2027-12-31      | Fixed         | 3.38%                 | 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        |     475136 | PA      | $490825.09     | 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        |     712814 | PA      | $736352.07     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  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        |    1711997 | PA      | $1626307.85    | 0.01%             | 2061-02-25      | Variable      | 3.00%                 | 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        |     469113 | PA      | $467956.26     | 0.00%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  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        |     514034 | PA      | $529147.07     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  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        |    1145415 | PA      | $1180478.70    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                     | BRAVO 2022-NQM3 A1 144A 5.108% 07-25-62                                          | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4951859 | PA      | $4953601.56    | 0.04%             | 2062-07-25      | Variable      | 5.11%                 | 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        |     837705 | PA      | $846193.07     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | 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        |    1165032 | PA      | $1213338.73    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 BU4968 08-01-54                                                    | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     274515 | PA      | $281901.44     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |    2688033 | PA      | $2747185.74    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  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        |      11790 | PA      | $11189.65      | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | 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        |    1137207 | PA      | $1174758.94    | 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        |     560359 | PA      | $576833.86     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 RA9291 06-01-53                                                    | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     620123 | PA      | $645635.58     | 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        |    1855568 | PA      | $1942733.23    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |     893468 | PA      | $909082.45     | 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        |    1787821 | PA      | $1819928.64    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |    2073161 | PA      | $2168686.26    | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |      20915 | PA      | $21334.49      | 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        |      21089 | PA      | $21510.81      | 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        |     318863 | PA      | $329326.22     | 0.00%             | 2053-06-01      | 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        |    3147141 | PA      | $3202461.03    | 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        |     244203 | PA      | $254286.88     | 0.00%             | 2054-09-01      | 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        |     147870 | PA      | $150525.89     | 0.00%             | 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        |   10381121 | PA      | $10711375.12   | 0.08%             | 2054-03-01      | Fixed         | 6.00%                 | 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        |     350856 | PA      | $365726.84     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  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        |     834880 | PA      | $870604.96     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |    1475460 | PA      | $1526825.33    | 0.01%             | 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        |    1607465 | PA      | $1669165.94    | 0.01%             | 2039-05-01      | Fixed         | 6.00%                 | 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        |     277838 | PA      | $282891.82     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | 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        |    6226583 | PA      | $6393810.52    | 0.05%             | 2054-08-01      | 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        |      31577 | PA      | $32701.55      | 0.00%             | 2039-09-01      | 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        |     599527 | PA      | $615572.87     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 SL1137 05-01-55                                                    | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     577117 | PA      | $592389.69     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 RQ0028 07-01-55                                                    | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27909209 | PA      | $28645676.72   | 0.22%             | 2055-07-01      | 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        |    1530417 | PA      | $1572232.55    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 DB6901 07-01-54                                                    | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     935319 | PA      | $960333.37     | 0.01%             | 2054-07-01      | 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        |    6682479 | PA      | $6858816.67    | 0.05%             | 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        |      75835 | PA      | $77860.90      | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | 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        |    1335645 | PA      | $1360026.86    | 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        |     231997 | PA      | $236589.16     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |      42950 | PA      | $44083.52      | 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        |      42433 | PA      | $43563.98      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | 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        |    1324277 | PA      | $1349839.45    | 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        |     150625 | PA      | $155485.68     | 0.00%             | 2053-08-01      | 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        |    6686449 | PA      | $6862884.08    | 0.05%             | 2054-11-01      | 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        |     371312 | PA      | $381110.24     | 0.00%             | 2055-08-01      | 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        |     473222 | PA      | $487468.31     | 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        |      19838 | PA      | $20640.37      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.0 QJ3296 08-01-54                                                    | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      30869 | PA      | $31729.86      | 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        |      28770 | PA      | $29537.65      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-1A                                                      | GCAR 2025-1A A3 144A 4.77% 09-15-28                                              | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5982000 | PA      | $6004241.08    | 0.05%             | 2028-09-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2              | MFCC 2024-2A A 144A 6.56% 07-20-29                                               | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11873000 | PA      | $11908773.35   | 0.09%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  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        |    2131722 | PA      | $2191427.24    | 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        |     864752 | PA      | $888438.24     | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                              | MFF 2024-1A A 144A 5.82% 04-20-37                                                | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10665356 | PA      | $10726522.13   | 0.08%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                       | MLANE 2024-A A1 144A 6.2% 08-15-29                                               | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16670000 | PA      | $16735863.17   | 0.13%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  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        |      56091 | PA      | $57571.50      | 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        |     286310 | PA      | $298873.11     | 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        |     145222 | PA      | $149019.77     | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.5 FP0128 06-01-54                                                    | CUSIP: 3140XTEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3475390 | PA      | $3610578.93    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 7.0 SL2928 01-01-55                                                    | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     286262 | PA      | $300660.79     | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | 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        |      60601 | PA      | $63420.16      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                     | UMPT 2026-ST1 B 144A 4.635% 03-15-34                                             | CUSIP: 91533VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     555000 | PA      | $556975.80     | 0.00%             | 2034-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                     | UMPT 2026-ST1 A 144A 4.244% 03-15-34                                             | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4004000 | PA      | $4012728.72    | 0.03%             | 2034-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2026-1A                                                     | WLAKE 2026-1A A2A 144A 4.02% 09-15-28                                            | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8027000 | PA      | $8029520.48    | 0.06%             | 2028-09-15      | Fixed         | 4.02%                 | Yes           |                  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        |    2474730 | PA      | $2554891.33    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | 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        |    1677502 | PA      | $1707670.69    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 SD6286 08-01-54                                                    | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     488964 | PA      | $501520.45     | 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        |     182707 | PA      | $188299.08     | 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        |      34942 | PA      | $35577.97      | 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        |     170365 | PA      | $175243.73     | 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        |      57468 | PA      | $59037.12      | 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        |    1293149 | PA      | $1349274.16    | 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        |    1544687 | PA      | $1621992.55    | 0.01%             | 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        |     676581 | PA      | $711858.40     | 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        |    1208544 | PA      | $1271558.46    | 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        |    5055460 | PA      | $5334087.12    | 0.04%             | 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        |   13355497 | PA      | $13934991.87   | 0.11%             | 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        |     912103 | PA      | $938168.00     | 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        |    1184884 | PA      | $1243385.24    | 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        |     641511 | PA      | $658913.56     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 SD8462 09-01-54                                                    | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     166542 | PA      | $169401.30     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 SD6733 10-01-54                                                    | CUSIP: 3132DUPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     406702 | PA      | $423497.20     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 5.5 BU5165 11-01-54                                                    | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      59219 | PA      | $60531.83      | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |     133775 | PA      | $138419.13     | 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        |      82551 | PA      | $85766.36      | 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        |     532904 | PA      | $551405.41     | 0.00%             | 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        |     449576 | PA      | $465323.25     | 0.00%             | 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        |     402285 | PA      | $416345.08     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.637 AO0461 08-20-65                                                       | CUSIP: 3617A0QN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2799 | PA      | $2805.22       | 0.00%             | 2065-08-20      | Fixed         | 4.64%                 | 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      | $4414017.61    | 0.03%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                          | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                           | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $989897.00     | 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        |     271578 | PA      | $277473.23     | 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        |    1246384 | PA      | $1270485.10    | 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        |     885942 | PA      | $907355.82     | 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        |      28793 | PA      | $29377.35      | 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        |      24929 | PA      | $25457.53      | 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      | $2662955.23    | 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        |   11592456 | PA      | $10765427.24   | 0.08%             | 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        |    1590943 | PA      | $1546663.86    | 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        |       1528 | PA      | $1524.14       | 0.00%             | 2061-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.897 725876 09-20-61                                                       | CUSIP: 3620ACMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        276 | PA      | $278.54        | 0.00%             | 2061-09-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.897 725879 10-20-61                                                       | CUSIP: 3620ACM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        273 | PA      | $275.67        | 0.00%             | 2061-10-20      | Fixed         | 4.90%                 | 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        |       3264 | PA      | $3287.05       | 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        |        396 | PA      | $393.66        | 0.00%             | 2063-10-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.449 AG8070 01-20-64                                                       | CUSIP: 36182C6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2836 | PA      | $2838.17       | 0.00%             | 2064-01-20      | Fixed         | 4.45%                 | 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        |       4036 | PA      | $4019.98       | 0.00%             | 2064-01-20      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.738 776094 10-20-63                                                       | CUSIP: 36176T7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1019 | PA      | $1014.69       | 0.00%             | 2063-10-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.451 AG8041 11-20-63                                                       | CUSIP: 36182C5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2856 | PA      | $2857.97       | 0.00%             | 2063-11-20      | Fixed         | 4.45%                 | 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        |     749700 | PA      | $751423.99     | 0.01%             | 2059-10-25      | Variable      | 4.79%                 | 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      | $19848861.98   | 0.16%             | 2055-05-25      | Variable      | 3.98%                 | 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      | $1780125.65    | 0.01%             | 2056-04-25      | Variable      | 4.08%                 | 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        |    1668358 | PA      | $1663844.65    | 0.01%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_22-SFR1                              | TCN 2022-SFR1 A 144A 3.856% 04-17-39                                             | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5960627 | PA      | $5931848.77    | 0.05%             | 2039-04-17      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 3.5 UMBS TBA 03-01-56                                                       | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1353 | PA      | $1275.22       | 0.00%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 7.0 UMBS TBA 03-01-56                                                       | CUSIP: 01F070633<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     790030 | PA      | $829931.26     | 0.01%             | 2056-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 5.5 UMBS TBA 03-01-56                                                       | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128000 | PA      | $130072.19     | 0.00%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | FNCL 6.0 UMBS TBA 03-01-56                                                       | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61018 | PA      | $62595.01      | 0.00%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                       | UMBS  15YR TBA(REG B) 5.5 UMBS TBA 03-01-41                                      | CUSIP: 01F052433<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3645000 | PA      | $3739944.96    | 0.03%             | 2041-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBSCM 2017-C2                                                     | UBSCM 2017-C2 A4 3.487% 08-15-50                                                 | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2954000 | PA      | $2931549.60    | 0.02%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| VERUS 2026-R1                                                     | VERUS 2026-R1 A1 144A 4.832% 10-25-67                                            | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-CBDO         | CORP              | US        |    2812496 | PA      | $2835473.73    | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2026-2                                                      | VERUS 2026-2 A1 144A FRN 02-25-71                                                | CUSIP: 92490GAF5<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-CBDO         | CORP              | US        |    7482000 | PA      | $7495168.32    | 0.06%             | 2071-02-25      | Variable      | 4.59%                 | 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        |    5366664 | PA      | $5361860.86    | 0.04%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                             | VERUS 2023-5 A1 144A 6.476% 06-25-68                                             | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |    7764763 | PA      | $7785697.06    | 0.06%             | 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        |    4358796 | PA      | $4401272.43    | 0.03%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                             | VERUS 2024-3 A1 144A 6.338% 04-25-69                                             | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |   19659723 | PA      | $19927429.70   | 0.16%             | 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        |    6909435 | PA      | $7003071.63    | 0.05%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                      | VERUS 2024-8 A1 144A FRN 10-25-69                                                | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |    4720444 | PA      | $4756866.52    | 0.04%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                          | VERUS 2024-R1 A1 144A FRN 09-25-69                                               | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4627745 | PA      | $4662392.86    | 0.04%             | 2069-09-25      | Variable      | 5.22%                 | 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      | $192242.00     | 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        |    3462679 | PA      | $3476335.33    | 0.03%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  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        |     912606 | PA      | $910739.44     | 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        |    3991656 | PA      | $4036522.52    | 0.03%             | 2068-10-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-3                                                      | VERUS 2025-3 A1 144A 5.623% 05-25-70                                             | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    4804982 | PA      | $4866495.38    | 0.04%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                      | VERUS 2024-5 A1 144A 6.192% 06-25-69                                             | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |    5540359 | PA      | $5619736.12    | 0.04%             | 2069-06-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                     | VERUS 2025-R1 A1 144A 5.402% 05-25-65                                            | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |    7693836 | PA      | $7795079.06    | 0.06%             | 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        |    7630514 | PA      | $7686849.94    | 0.06%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-8                                                      | VERUS 2025-8 A1A 144A 4.869% 09-25-70                                            | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-CBDO         | CORP              | US        |    7789655 | PA      | $7815781.16    | 0.06%             | 2070-09-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C34                                                     | WFCM 2016-C34 A4 3.096% 06-15-49                                                 | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |    3917787 | PA      | $3904635.42    | 0.03%             | 2049-06-15      | Fixed         | 3.10%                 | 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      | $4622948.57    | 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      | $980916.00     | 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        |   15120832 | PA      | $15281596.91   | 0.12%             | 2027-11-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                     | WFCM 2024-5C1 AS 6.52% 07-15-57                                                  | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $435400.73     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                     | WFCM 2024-5C2 A3 FRN 11-15-57                                                    | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2452000 | PA      | $2596371.31    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                     | WFCM 2024-5C2 AS FRN 11-15-57                                                    | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3899000 | PA      | $4124518.16    | 0.03%             | 2057-11-15      | Variable      | 6.14%                 | 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      | $421348.09     | 0.00%             | 2040-09-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                  | ASCENSION HEALTH SR UNSEC 4.294% 11-15-30                                        | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5101000 | PA      | $5158263.83    | 0.04%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND IV LTD ABPCI_19-6A                      | ABPCI 2019-6A A1RR CLO 144A FRN 01-27-37                                         | CUSIP: 00086GAY7<br>LEI: 25490067CZLTG0JZ0F97 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3000870.00    | 0.02%             | 2037-01-27      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2026-1                                                       | ACAR 2026-1 B 144A 4.24% 04-12-30                                                | CUSIP: 02531FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3261000 | PA      | $3272459.15    | 0.03%             | 2030-04-12      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2026-1                                                       | ACAR 2026-1 A 144A 4.16% 07-12-29                                                | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5181000 | PA      | $5181999.93    | 0.04%             | 2029-07-12      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_26-1                                    | AFRMT 2026-1A A 144A 4.37% 02-15-34                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6726000 | PA      | $6780211.56    | 0.05%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO LLC BCMM_23-2A                              | BCMM 2023-2A A1R CLO 144A FRN 10-21-35                                           | CUSIP: 05554QAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2140000 | PA      | $2136533.20    | 0.02%             | 2035-10-21      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                      | ONDK 2025-1A A 144A 5.08% 04-19-32                                               | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6040000 | PA      | $6112842.40    | 0.05%             | 2032-04-19      | Fixed         | 5.08%                 | 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      | $1471753.13    | 0.01%             | 2031-10-20      | Fixed         | 4.65%                 | 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      | $2645510.58    | 0.02%             | 2030-09-20      | Fixed         | 4.26%                 | 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      | $2044866.00    | 0.02%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PUTNM 2023-2A                                                     | PUTNM 2023-2A CR CLO 144A FRN 04-15-35                                           | CUSIP: 883932AU9<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $999760.00     | 0.01%             | 2035-04-15      | Variable      | 5.47%                 | 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      | $9522040.00    | 0.07%             | 2036-07-20      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                      | PNFED 2025-A A4 144A 4.19% 05-15-31                                              | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     513000 | PA      | $519091.36     | 0.00%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                      | PNFED 2025-A A3 144A 4.03% 07-15-30                                              | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2476000 | PA      | $2491299.20    | 0.02%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                      | PNFED 2025-A A2 144A 4.12% 09-15-28                                              | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5950000 | PA      | $5958133.65    | 0.05%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                      | PKAIR 2025-2 A 144A 4.75% 03-15-43                                               | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1464281 | PA      | $1475848.58    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                       | PRNT 2025-A C 144A 5.48% 09-15-29                                                | CUSIP: 45333GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     714000 | PA      | $715449.42     | 0.01%             | 2029-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                       | PRNT 2025-A A 144A 4.84% 09-15-29                                                | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8501000 | PA      | $8530370.96    | 0.07%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                       | PRNT 2025-A B 144A 5.24% 09-15-29                                                | CUSIP: 45333GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     921000 | PA      | $923070.41     | 0.01%             | 2029-09-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| POSH 2025-2                                                       | POSH 2025-2 A 144A 5.065% 07-20-33                                               | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23111000 | PA      | $23205986.21   | 0.18%             | 2033-07-20      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-R3                                                      | PAID 2025-R3 A 144A 4.841% 01-18-33                                              | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25261221 | PA      | $25316568.37   | 0.20%             | 2033-01-18      | Fixed         | 4.84%                 | 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        |      41923 | PA      | $41949.00      | 0.00%             | 2031-05-20      | Variable      | 5.02%                 | 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        |        175 | PA      | $175.14        | 0.00%             | 2030-10-20      | Variable      | 5.12%                 | 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        |    1385320 | PA      | $1389734.87    | 0.01%             | 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      | $17479801.96   | 0.14%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                  | RPM 2025-5A A2 144A 4.575% 06-26-34                                              | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4917000 | PA      | $4924852.45    | 0.04%             | 2034-06-26      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                  | RPM 2025-5A A3 144A 4.838% 06-26-34                                              | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7600000 | PA      | $7639109.60    | 0.06%             | 2034-06-26      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| RPM 2025-6A                                                       | RPM 2025-6A A3 144A 5.013% 08-25-34                                              | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003906.00    | 0.01%             | 2034-08-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                        | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6741000 | PA      | $6626497.37    | 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        |    5648038 | PA      | $5382139.54    | 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        |    4918163 | PA      | $4790846.50    | 0.04%             | 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        |    1324590 | PA      | $1295620.10    | 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        |    2762898 | PA      | $2724764.20    | 0.02%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                 | SORT 2022-1A A1 144A 5.97% 08-15-62                                              | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10606813 | PA      | $10604893.23   | 0.08%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  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        |     895353 | PA      | $897613.34     | 0.01%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-3                                                        | EFF 2024-3 A2 144A 5.31% 04-20-27                                                | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2765272 | PA      | $2773841.74    | 0.02%             | 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      | $3272241.32    | 0.03%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  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        |    4452845 | PA      | $4490413.16    | 0.04%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  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        |    1210798 | PA      | $1223470.01    | 0.01%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  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      | $12597399.84   | 0.10%             | 2029-01-25      | Fixed         | 5.44%                 | 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      | $1990806.84    | 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        |     528875 | PA      | $529402.29     | 0.00%             | 2028-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                             | LADAR 2023-3A A4 144A 5.95% 03-15-28                                             | CUSIP: 50168BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4856643 | PA      | $4867357.09    | 0.04%             | 2028-03-15      | Fixed         | 5.95%                 | 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        |    4191983 | PA      | $4140597.87    | 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        |     974807 | PA      | $975294.80     | 0.01%             | 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        |    1373199 | PA      | $1375421.22    | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-3RA                                  | SNDPT 2013-3RA A CLO 144A FRN 04-18-31                                           | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-O            | CORP              | KY        |      85490 | PA      | $85532.05      | 0.00%             | 2031-04-18      | Variable      | 5.08%                 | 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        |    1873317 | PA      | $1875696.22    | 0.01%             | 2031-07-18      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                      | WLAKE 2025-3A A1 144A 4.28% 10-15-26                                             | CUSIP: 96043QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2938794 | PA      | $2939305.06    | 0.02%             | 2026-10-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST WFLOOR_25-1                        | WFLOOR 2025-1A A 144A 4.23% 10-15-29                                             | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40050000 | PA      | $40254415.20   | 0.32%             | 2029-10-15      | Fixed         | 4.23%                 | 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      | $9252186.44    | 0.07%             | 2031-06-17      | Fixed         | 6.27%                 | 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        |    3038776 | PA      | $3069257.99    | 0.02%             | 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        |     243825 | PA      | $244014.97     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                      | ALPHABET INC SR UNSEC 3.875% 11-15-28                                            | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10074850.00   | 0.08%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                    | AMAZON.COM INC SR UNSEC 4.1% 11-20-30                                            | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7052913.00    | 0.06%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                    | AMAZON.COM INC SR UNSEC 3.9% 11-20-28                                            | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7040047.00    | 0.06%             | 2028-11-20      | Fixed         | 3.90%                 | 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      | $1273614.08    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | 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      | $7566300.00    | 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      | $4954945.32    | 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      | $10036130.00   | 0.08%             | 2027-09-10      | Variable      | 4.57%                 | 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      | $5090730.00    | 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      | $10330030.00   | 0.08%             | 2030-03-21      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 2.687% 04-22-32/31                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46307.00      | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31                                 | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     300000 | PA      | $273423.90     | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | 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      | $6043686.00    | 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      | $22757195.10   | 0.18%             | 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      | $10379110.00   | 0.08%             | 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      | $3011544.00    | 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      | $9739337.42    | 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      | $8222528.70    | 0.06%             | 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      | $15051540.00   | 0.12%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  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      | $1899056.25    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  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        |    3180000 | PA      | $3235643.64    | 0.03%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                 | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.6% 01-15-31                         | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    6574000 | PA      | $6722756.47    | 0.05%             | 2031-01-15      | Fixed         | 4.60%                 | 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      | $5418560.10    | 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      | $14944960.80   | 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      | $1041643.00    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                            | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10171370.00   | 0.08%             | 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      | $6252118.07    | 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      | $9568435.39    | 0.07%             | 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      | $9701456.91    | 0.08%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 09-18-28                        | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5979000 | PA      | $6009002.62    | 0.05%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                    | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4870000 | PA      | $4926828.03    | 0.04%             | 2031-11-06      | Variable      | 4.62%                 | 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        |    3931517 | PA      | $3742135.71    | 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        |    2087993 | PA      | $2073485.33    | 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        |       9222 | PA      | $8622.28       | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3                                                   | STACR 2025-DNA3 A1 144A FRN 09-25-45                                             | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-CBDO         | CORP              | US        |    2017438 | PA      | $2022836.16    | 0.02%             | 2045-09-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2025-HYB1                                                    | SEMT 2025-HYB1 A1A 144A FRN 10-25-55                                             | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13840994 | PA      | $13937161.71   | 0.11%             | 2055-10-25      | Variable      | 5.05%                 | 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        |    1073722 | PA      | $1062091.64    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EART 2026-1A                                                      | EART 2026-1A A2 4.08% 09-15-28                                                   | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7368000 | PA      | $7370586.17    | 0.06%             | 2028-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A                                                      | EART 2026-1A A3 4.03% 03-15-30                                                   | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7452000 | PA      | $7472798.53    | 0.06%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A                                                      | EART 2026-1A B 4.22% 10-15-30                                                    | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1710000 | PA      | $1720983.33    | 0.01%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ELMW1 2019-1A                                                     | ELMW1 2019-1A CR3 CLO 144A FRN 04-20-37                                          | CUSIP: 290015BQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2493675.00    | 0.02%             | 2037-04-20      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2023-3A                                                     | FCBSL 2023-3A CR CLO 144A FRN 01-23-37                                           | CUSIP: 349936AQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     726000 | PA      | $721723.86     | 0.01%             | 2037-01-23      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2023-3A                                                     | FCBSL 2023-3A AR CLO 144A FRN 01-23-37                                           | CUSIP: 349936AL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   12000000 | PA      | $12006000.00   | 0.09%             | 2037-01-23      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FORDR 2026-1                                                      | FORDR 2026-1 A 144A 4.32% 08-15-38                                               | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30943000 | PA      | $31503996.59   | 0.25%             | 2038-08-15      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| FORDR 2026-1                                                      | FORDR 2026-1 B 144A 4.48% 08-15-38                                               | CUSIP: 34532XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1011860.00    | 0.01%             | 2038-08-15      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| FCCU 2026-1A                                                      | FCCU 2026-1A A2 144A 3.98% 10-15-29                                              | CUSIP: 30343XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500190.00     | 0.00%             | 2029-10-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| FCCU 2026-1A                                                      | FCCU 2026-1A A4 144A 4.32% 03-15-32                                              | CUSIP: 30343XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     767000 | PA      | $770558.88     | 0.01%             | 2032-03-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| GCRED 2025-BSL1A                                                  | GCRED 2025-BSL1A A1 CLO 144A FRN 01-20-34                                        | CUSIP: 3615EMAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25500000 | PA      | $25512495.00   | 0.20%             | 2034-01-20      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCRED 2025-BSL1A                                                  | GCRED 2025-BSL1A C CLO 144A FRN 01-20-34                                         | CUSIP: 3615EMAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     678000 | PA      | $677152.50     | 0.01%             | 2034-01-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP_19-44A                       | GOCAP 2019-44A A1R CLO 144A FRN 10-21-38                                         | CUSIP: 38180NAA9<br>LEI: 254900KERZS5XFEN4I27 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3006720.00    | 0.02%             | 2038-10-21      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GALXY 2016-22A                                                    | GALXY 2016-22A CR4 CLO 144A FRN 04-16-34                                         | CUSIP: 36320TBR3<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-O            | CORP              | US        |    1533000 | PA      | $1534533.00    | 0.01%             | 2034-04-16      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2026-1                          | GCAR 2026-1A A3 144A 3.97% 11-15-29                                              | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6702000 | PA      | $6708232.86    | 0.05%             | 2029-11-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2        | HACLN 2024-2 B2 144A FRN 10-20-32                                                | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300433 | PA      | $2309117.44    | 0.02%             | 2032-10-20      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| HACLN 2024-1                                                      | HACLN 2024-1 B2 144A FRN 05-20-32                                                | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     778423 | PA      | $781026.89     | 0.01%             | 2032-05-20      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| HALST 2026-A                                                      | HALST 2026-A A2A 144A 3.85% 05-15-28                                             | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7714000 | PA      | $7720734.32    | 0.06%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| HALST 2026-A                                                      | HALST 2026-A A3 144A 3.97% 12-15-28                                              | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11510000 | PA      | $11565489.71   | 0.09%             | 2028-12-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| HARUS 2023-1A                                                     | HARUS 2023-1A CR CLO 144A FRN 01-15-37                                           | CUSIP: 417923AS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1213000 | PA      | $1198528.91    | 0.01%             | 2037-01-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LPATH 2026-1A                                                     | LPATH 2026-1A A2 144A 5.597% 03-25-56                                            | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2539550.00    | 0.02%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2026-1A                                                     | LADAR 2026-1A A2 144A 3.75% 05-15-29                                             | CUSIP: 505708AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4278000 | PA      | $4276459.92    | 0.03%             | 2029-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MP24 2022-1A                                                      | MP24 2022-1A C1R CLO 144A FRN 04-20-35                                           | CUSIP: 56607WBA5<br>LEI: 549300110Z5KVNWF6X83 | Long             | ABS-O            | CORP              | KY        |    2159000 | PA      | $2161310.13    | 0.02%             | 2035-04-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2026-1A                                                     | WLAKE 2026-1A A3 144A 4.01% 07-16-29                                             | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12186000 | PA      | $12212516.74   | 0.10%             | 2029-07-16      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                             | WLAKE 2026-P1 A3 144A 3.92% 03-15-30                                             | CUSIP: 96043AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3801000 | PA      | $3809134.14    | 0.03%             | 2030-03-15      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                             | WLAKE 2026-P1 A4 144A 4.01% 03-17-31                                             | CUSIP: 96043AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1167000 | PA      | $1175239.02    | 0.01%             | 2031-03-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                             | WLAKE 2026-P1 A2 144A 3.84% 01-16-29                                             | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3827000 | PA      | $3826004.98    | 0.03%             | 2029-01-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                   | CAPITAL GROUP CENTRAL CASH FUND                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   10742569 | NS      | $1074256858.00 | 8.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.488% 06-17-26/06-17-31 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $397246.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.801% 06-17-26/06-17-36 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-772916.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 4.097% 06-17-26/06-17-56 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $305832.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.79168% 06-17-26/06-17-36 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-860233.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.43574% 06-17-26/06-17-31 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $371460.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 4.13862% 06-17-26/06-17-56 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $426428.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 4.07464% 06-17-26/06-17-56 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $303609.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS RECFIX USD 3.403% 06-17-26/06-17-31 LCH                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $309060.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                   | FSWP: OIS PAYFIX USD 3.73632% 06-17-26/06-17-36 LCH                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-652088.11    | -0.01%            |  |  |  | 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      | $-388320.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29                     | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   22025000 | PA      | $22660685.55   | 0.18%             | 2029-06-01      | Fixed         | 5.15%                 | 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      | $14369820.00   | 0.11%             | 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      | $5221043.40    | 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      | $20240680.00   | 0.16%             | 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      | $685880.04     | 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      | $4920030.34    | 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      | $6173724.00    | 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      | $2519272.50    | 0.02%             | 2027-01-08      | Fixed         | 4.60%                 | 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      | $308111.14     | 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      | $47336.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRZ6C C @ 98 12-11-26                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       4859 | NC      | $850325.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRH6C C @ 96.8125 03-13-26                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       2400 | NC      | $-15000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT OPT SFRH6C C @ 96.625 03-13-26                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       2400 | NC      | $30000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRM6 09-15-26                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        136 | NC      | $-85612.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | SOFR 90DAY FUT SFRZ5 03-17-26                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          6 | NC      | $2002.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT ULTRA UXYM6 06-18-26                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3492 | NC      | $-3845050.26   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 30YR FUT ULTRA WNM6 06-18-26                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         79 | NC      | $98634.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 10YR FUT TYM6 06-18-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       4624 | NC      | $-3276483.34   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 20YR FUT USM6 06-18-26                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        229 | NC      | $-204274.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 2YR FUT TUM6 06-30-26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      24194 | NC      | $7825271.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                   | UST 5YR FUT FVM6 06-30-26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1965 | NC      | $-698158.17    | -0.01%            |  |  |  | No            |                  1 | 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      | $7644255.00    | 0.06%             | 2028-01-31      | Fixed         | 4.86%                 | 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      | $10718237.86   | 0.08%             | 2030-11-20      | Fixed         | 5.55%                 | 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      | $5032665.00    | 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        |    3750000 | PA      | $3804026.25    | 0.03%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                      | ALPHABET INC SR UNSEC 4.1% 02-15-31                                              | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   16232000 | PA      | $16342442.53   | 0.13%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                      | ALPHABET INC SR UNSEC 4.4% 02-15-33                                              | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4408000 | PA      | $4448152.47    | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | ABBVIE INC SR UNSEC 4.125% 03-15-31                                              | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9223000 | PA      | $9255326.62    | 0.07%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BANK OF AMERICA CORP SR UNSEC 4.456% 02-06-32/31                                 | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18900000 | PA      | $19045643.40   | 0.15%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  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      | $2434043.06    | 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      | $1713870.94    | 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      | $10013517.38   | 0.08%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| VFI 2025-1A                                                       | VFI 2025-1A A 144A 4.78% 06-24-30                                                | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3152703 | PA      | $3170316.81    | 0.02%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-7                                    | VZMT 2025-7 A1A 3.96% 08-20-31                                                   | CUSIP: 92348KEN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18583000 | PA      | $18726070.52   | 0.15%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-9                                                       | VZMT 2025-9 A1A 3.96% 10-21-30                                                   | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27332000 | PA      | $27454966.67   | 0.22%             | 2030-10-21      | Variable      | 3.96%                 | No            |                  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        |     266775 | PA      | $267123.33     | 0.00%             | 2027-12-15      | Fixed         | 6.44%                 | 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        |     409685 | PA      | $411349.94     | 0.00%             | 2028-08-15      | Fixed         | 5.74%                 | 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        |    3223558 | PA      | $3232964.29    | 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      | $2645930.94    | 0.02%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A  | WFNMT 2024-A A 5.47% 02-15-31                                                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5394000 | PA      | $5493335.90    | 0.04%             | 2031-02-15      | 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      | $2799678.08    | 0.02%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           |                  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      | $15347201.59   | 0.12%             | 2031-05-15      | Fixed         | 4.62%                 | 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        |    3086317 | PA      | $3104844.59    | 0.02%             | 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        |    9751257 | PA      | $9854045.01    | 0.08%             | 2039-06-21      | Fixed         | 4.87%                 | 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        |    2048495 | PA      | $2050113.51    | 0.02%             | 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        |    5049000 | PA      | $5065484.99    | 0.04%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                          | WFLF 2024-3A A1 144A 4.8% 09-19-39                                               | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7380674 | PA      | $7465337.72    | 0.06%             | 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      | $392291.28     | 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        |    7371854 | PA      | $7383148.14    | 0.06%             | 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        |    7188334 | PA      | $7204780.80    | 0.06%             | 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      | $1977013.01    | 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        |    3167187 | PA      | $3175453.37    | 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      | $8447988.31    | 0.07%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2025-A                                                      | WOSAT 2025-A A2A 4.14% 05-15-30                                                  | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6361000 | PA      | $6376724.39    | 0.05%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                       | WEF 2025-1A A2 144A 4.33% 09-20-33                                               | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1228000 | PA      | $1233217.77    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  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      | $5178815.00    | 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      | $6615689.08    | 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      | $8232593.93    | 0.06%             | 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        |   24414000 | PA      | $24777939.50   | 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      | $25704800.00   | 0.20%             | 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      | $7252875.00    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                       | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10025600.00   | 0.08%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSEC 4.133% 10-18-29/28                                       | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14149000 | PA      | $14172671.28   | 0.11%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | META PLATFORMS INC SR UNSEC 4.2% 11-15-30                                        | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    9704000 | PA      | $9791685.34    | 0.08%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  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        |   10000000 | PA      | $9861820.00    | 0.08%             | 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      | $15744624.00   | 0.12%             | 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      | $5650461.60    | 0.04%             | 2027-06-30      | Fixed         | 4.40%                 | 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      | $2034824.00    | 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      | $2513052.50    | 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      | $20282420.00   | 0.16%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6771000 | PA      | $6989730.38    | 0.05%             | 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      | $3599079.74    | 0.03%             | 2027-02-14      | Fixed         | 2.00%                 | 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      | $12554312.50   | 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      | $5201120.00    | 0.04%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.0% 10-29-30                           | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9049000 | PA      | $9046475.33    | 0.07%             | 2030-10-29      | Fixed         | 4.00%                 | 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      | $2591550.00    | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | 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      | $14799525.00   | 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      | $1126522.72    | 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      | $10205970.00   | 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      | $10332290.00   | 0.08%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                           | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 3.25% 10-26-26                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    2000000 | PA      | $1995900.00    | 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      | $3347697.38    | 0.03%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 1.875% 02-15-51                                      | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     354000 | PA      | $206667.71     | 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      | $246081.68     | 0.00%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                      | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3750000 | PA      | $3688769.63    | 0.03%             | 2026-10-31      | Fixed         | 1.12%                 | 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      | $19627344.00   | 0.15%             | 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        |   57392500 | PA      | $56926200.00   | 0.45%             | 2027-04-15      | Fixed         | 0.12%                 | 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      | $130794.61     | 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        |  120000000 | PA      | $119686260.00  | 0.94%             | 2027-06-30      | Fixed         | 3.25%                 | 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      | $308268959.50  | 2.42%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.5% 01-31-28                                        | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1241700500 | PA      | $1244151244.28 | 9.75%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                      | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1670700 | PA      | $1678596.23    | 0.01%             | 2028-03-31      | Fixed         | 3.62%                 | 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      | $185704740.42  | 1.46%             | 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      | $3016347.60    | 0.02%             | 2027-02-15      | Fixed         | 4.12%                 | 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      | $151360700.00  | 1.19%             | 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        |    8204247 | PA      | $7665203.83    | 0.06%             | 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        |   19395600 | PA      | $20042142.63   | 0.16%             | 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      | $3010612.50    | 0.02%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.375% 09-15-27                                      | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144937700 | PA      | $144812227.43  | 1.13%             | 2027-09-15      | Fixed         | 3.38%                 | 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      | $14522463.51   | 0.11%             | 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      | $18310934.98   | 0.14%             | 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      | $71238311.12   | 0.56%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                        | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  242000000 | PA      | $244481879.40  | 1.92%             | 2027-12-15      | Fixed         | 4.00%                 | 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        |   95000000 | PA      | $96449757.00   | 0.76%             | 2028-01-15      | Fixed         | 4.25%                 | 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      | $41522792.85   | 0.33%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  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      | $3689456.65    | 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      | $63304145.10   | 0.50%             | 2027-05-31      | Fixed         | 3.88%                 | 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        |    8476000 | PA      | $8570031.05    | 0.07%             | 2028-07-15      | Fixed         | 3.88%                 | 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        |   12220700 | PA      | $12292716.59   | 0.10%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                       | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33776100 | PA      | $33866957.71   | 0.27%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                        | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  626890000 | PA      | $627597445.37  | 4.92%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                      | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48074000 | PA      | $48327513.43   | 0.38%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.5% 10-15-28                                        | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118830600 | PA      | $119164811.06  | 0.93%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.5% 11-15-28                                        | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37423300 | PA      | $37531475.79   | 0.29%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                      | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6020300 | PA      | $6011834.25    | 0.05%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                      | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     457000 | PA      | $456743.90     | 0.00%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.5% 12-15-28                                        | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19325700 | PA      | $19384583.48   | 0.15%             | 2028-12-15      | Fixed         | 3.50%                 | 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      | $405896.02     | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                        | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8296700 | PA      | $6610300.31    | 0.05%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 1.5% 01-31-27                                        | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29000000 | PA      | $28470976.20   | 0.22%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | 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      | $21879649.30   | 0.17%             | 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      | $14290462.50   | 0.11%             | 2028-06-30      | Fixed         | 1.25%                 | 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      | $151276.14     | 0.00%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | 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      | $1160317.14    | 0.01%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.75% 01-31-31                                       | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25149500 | PA      | $25409837.56   | 0.20%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | UNITED STATES TREASURY NOTE 3.5% 02-15-29                                        | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  685332900 | PA      | $687501361.83  | 5.39%             | 2029-02-15      | Fixed         | 3.50%                 | 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      | $9567419.29    | 0.07%             | 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      | $1173815.90    | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                     | CORPORACION ANDINA DE FOMENTO 5.0% 01-24-29                                      | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    7017000 | PA      | $7271085.57    | 0.06%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                                | AOMT 2022-6 A1 144A 4.3% 07-25-67                                                | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12248906 | PA      | $12208337.38   | 0.10%             | 2067-07-25      | Variable      | 4.30%                 | Yes           |                  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        |    1904700 | PA      | $1873076.01    | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                   | ARRW 2020-1 A1A 144A 1.662% 03-25-55                                             | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     590062 | PA      | $575436.88     | 0.00%             | 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        |    1789507 | PA      | $1651376.90    | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  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        |    1753581 | PA      | $1730428.05    | 0.01%             | 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        |     222649 | PA      | $218815.96     | 0.00%             | 2049-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                   | ARRW 2022-1 A1A 144A 3.495% 12-25-56                                             | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6014698 | PA      | $5898589.88    | 0.05%             | 2056-12-25      | Variable      | 3.50%                 | 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      | $1946869.58    | 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      | $1344967.16    | 0.01%             | 2041-07-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-8                                                       | AOMT 2024-8 A1 144A 5.338% 05-27-69                                              | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-CBDO         | CORP              | US        |    4596263 | PA      | $4626143.59    | 0.04%             | 2069-05-27      | Variable      | 5.34%                 | 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      | $1519830.56    | 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      | $5815144.92    | 0.05%             | 2037-03-15      | Variable      | 4.58%                 | 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      | $2113670.19    | 0.02%             | 2056-08-15      | Variable      | 7.12%                 | 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      | $1017750.74    | 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      | $397822.15     | 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      | $5235928.63    | 0.04%             | 2056-09-15      | Variable      | 7.32%                 | 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      | $415843.66     | 0.00%             | 2056-12-15      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                     | BMARK 2024-V5 AM FRN 01-10-57                                                    | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     672000 | PA      | $706150.37     | 0.01%             | 2057-01-10      | Variable      | 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      | $2354766.08    | 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        |    4480310 | PA      | $4484557.37    | 0.04%             | 2041-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                               | BX 2024-CNYN A 144A FRN 04-15-41                                                 | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5203907 | PA      | $5210917.04    | 0.04%             | 2041-04-15      | Variable      | 5.10%                 | Yes           |                  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        |    1296817 | PA      | $1306115.30    | 0.01%             | 2063-10-25      | Variable      | 6.39%                 | 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      | $3499127.90    | 0.03%             | 2034-05-15      | Variable      | 5.20%                 | 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      | $4606110.32    | 0.04%             | 2056-05-15      | Variable      | 6.23%                 | 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      | $9933.23       | 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        |       5948 | PA      | $5868.55       | 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        |      10099 | PA      | $9963.85       | 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        |      34167 | PA      | $33686.59      | 0.00%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                           | SCRT 2018-3 MA FRN 08-25-57                                                      | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2690753 | PA      | $2656881.60    | 0.02%             | 2057-08-25      | Variable      | 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        |      54515 | PA      | $53782.58      | 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        |       3127 | PA      | $3029.59       | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  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        |     693200 | PA      | $733125.53     | 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        |     282242 | PA      | $298505.29     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  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        |     437189 | PA      | $450429.40     | 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        |      24593 | PA      | $26008.80      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  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        |    3710144 | PA      | $3754902.92    | 0.03%             | 2028-12-25      | Variable      | 8.78%                 | 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        |    4079776 | PA      | $4078294.71    | 0.03%             | 2059-11-01      | Fixed         | 4.50%                 | 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        |     578370 | PA      | $619209.62     | 0.00%             | 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        |    2129401 | PA      | $2172836.63    | 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        |    1291407 | PA      | $1317558.26    | 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        |     463985 | PA      | $473274.58     | 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        |    3149106 | PA      | $3213917.56    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 SD2948 11-01-52                                                    | CUSIP: 3132DQHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     290496 | PA      | $296443.83     | 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        |      55803 | PA      | $56325.75      | 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        |    1182943 | PA      | $1198198.21    | 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        |    2355553 | PA      | $2378362.31    | 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        |    1795741 | PA      | $1819360.12    | 0.01%             | 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        |     598851 | PA      | $604642.29     | 0.00%             | 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        |     657560 | PA      | $678873.05     | 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        |      63975 | PA      | $65998.27      | 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        |     198852 | PA      | $207071.50     | 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        |      21599 | PA      | $22023.40      | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  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        |    1510309 | PA      | $1561345.71    | 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        |    1100741 | PA      | $1126763.25    | 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        |    1690179 | PA      | $1746115.26    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 5.5 QI8872 07-01-54                                                    | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     572117 | PA      | $585612.90     | 0.00%             | 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        |     726526 | PA      | $750314.69     | 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        |    8696513 | PA      | $9097265.27    | 0.07%             | 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        |     119655 | PA      | $124904.67     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 6.5 SD8455 08-01-54                                                    | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5001259 | PA      | $5195807.56    | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 DB7687 08-01-54                                                    | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     143674 | PA      | $148569.23     | 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        |     294267 | PA      | $303673.20     | 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        |     129745 | PA      | $135210.60     | 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        |     167243 | PA      | $174467.62     | 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        |     225870 | PA      | $235755.17     | 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        |     345248 | PA      | $357480.65     | 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        |     300065 | PA      | $313871.19     | 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        |     276680 | PA      | $285042.50     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 FS8223 06-01-54                                                    | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     394870 | PA      | $406479.22     | 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      | $8016696.00    | 0.06%             | 2039-08-15      | Variable      | 5.47%                 | 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        |     271250 | PA      | $274635.04     | 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        |    1182308 | PA      | $1205802.11    | 0.01%             | 2054-08-01      | 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        |     939612 | PA      | $968515.20     | 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        |     852944 | PA      | $871935.22     | 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        |     970882 | PA      | $993438.72     | 0.01%             | 2054-09-01      | 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        |      87043 | PA      | $88574.12      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FNCL UMBS 7.0 SD8501 01-01-55                                                    | CUSIP: 3132DWNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     191970 | PA      | $201670.00     | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNCL UMBS 6.0 DB2762 04-01-54                                                    | CUSIP: 3140ACB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      48063 | PA      | $49394.36      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.461 AG8060 12-20-63                                                       | CUSIP: 36182C5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2810 | PA      | $2812.38       | 0.00%             | 2063-12-20      | Fixed         | 4.46%                 | No            |                  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      | $7048772.96    | 0.06%             | 2060-11-25      | Variable      | 3.66%                 | 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        |    1453219 | PA      | $1457918.24    | 0.01%             | 2048-10-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-7                             | VERUS 2024-7 A1 144A FRN 09-25-69                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-CBDO         | CORP              | US        |    4520827 | PA      | $4541980.35    | 0.04%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                      | VERUS 2024-9 A1 144A FRN 11-25-69                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |    5421945 | PA      | $5472879.13    | 0.04%             | 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        |    4397508 | PA      | $4398009.19    | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_22-20A                                        | BALLY 2022-20A A1A3 CLO 144A FRN 10-15-36                                        | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-O            | CORP              | KY        |   15762000 | PA      | $15770196.24   | 0.12%             | 2036-10-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2026-1                                                      | BLAST 2026-1 A3 4.04% 12-17-29                                                   | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3593000 | PA      | $3599550.04    | 0.03%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1                                                      | BLAST 2026-1 A2 4.1% 07-17-28                                                    | CUSIP: 107927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     586000 | PA      | $586229.71     | 0.00%             | 2028-07-17      | Fixed         | 4.10%                 | No            |                  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        |     460030 | PA      | $460578.32     | 0.00%             | 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        |   10736518 | PA      | $10733189.68   | 0.08%             | 2032-04-15      | Variable      | 4.71%                 | Yes           |                  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        |    1370494 | PA      | $1372165.53    | 0.01%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  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        |     450020 | PA      | $451978.01     | 0.00%             | 2062-07-20      | Variable      | 4.44%                 | 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        |     234211 | PA      | $234862.35     | 0.00%             | 2064-03-20      | Variable      | 4.08%                 | 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      | $7244348.43    | 0.06%             | 2041-05-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                    | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                           | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2789361 | PA      | $2823751.17    | 0.02%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.304 767680 06-20-64                                                       | CUSIP: 36176JUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7655 | PA      | $7646.26       | 0.00%             | 2064-06-20      | Fixed         | 4.30%                 | 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        |      17108 | PA      | $17172.69      | 0.00%             | 2064-06-20      | Variable      | 4.22%                 | 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        |      53177 | PA      | $53414.28      | 0.00%             | 2062-05-20      | Variable      | 4.18%                 | 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        |       3550 | PA      | $3525.82       | 0.00%             | 2061-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                | G2RF 4.938 710085 09-20-61                                                       | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1514 | PA      | $1521.20       | 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        |    3075804 | PA      | $3033373.34    | 0.02%             | 2065-07-25      | Variable      | 4.10%                 | 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        |    4409553 | PA      | $4330225.12    | 0.03%             | 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        |     252705 | PA      | $251843.83     | 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      | $7921423.08    | 0.06%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                      | HY 2025-SPRL A 144A FRN 01-13-40                                                 | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15227000 | PA      | $15888902.46   | 0.12%             | 2040-01-13      | Variable      | 5.47%                 | 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      | $8654226.56    | 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      | $8725294.54    | 0.07%             | 2042-03-15      | Variable      | 5.05%                 | 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      | $1619532.22    | 0.01%             | 2042-03-15      | Variable      | 5.40%                 | 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        |    7823211 | PA      | $7833428.48    | 0.06%             | 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        |   12932084 | PA      | $12901642.33   | 0.10%             | 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      | $10003361.48   | 0.08%             | 2042-03-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior