# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001193125-25-329605
**Filing Date:** 2025-12
**Character Count:** 185770
**Document Hash:** 7f48d68ce8c682e34b042810f57df18b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-329605.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001193125-25-329605

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251594809

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Columbia Bond Fund (Series ID: S000021579)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000061833 | Columbia Bond Fund Class A               | CNDAX           |
| C000061835 | Columbia Bond Fund Institutional Class   | UMMGX           |
| C000078993 | Columbia Bond Fund Institutional 3 Class | CBFYX           |
| C000122694 | Columbia Bond Fund Institutional 2 Class | CNFRX           |
| C000255094 | Columbia Bond Fund - Class S             | UMMDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Bond Fund

- **b. EDGAR series identifier (if any):** S000021579

- **c. LEI of Series:** JJHVHNOOET6CTZ44XB48

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1497042058.57

**Total Liabilities:** $130744595.37

**Net Assets:** $1366297463.20

**Delayed Delivery Securities:** $124786696.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 99439.758000000000 | **1-Year:** 22217.835200000000 | **5-Year:** 126165.159200000000 | **10-Year:** 80336.807600000000 | **30-Year:** 529501.430800001000

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

- **3-Month:** 43.545400000000 | **1-Year:** 2141.075600000000 | **5-Year:** 38817.663200000000 | **10-Year:** 93041.702400000000 | **30-Year:** 185369.385200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000061833 | 1.38%                | 0.87%                | 0.48%                |
| Class ID C000061835 | 1.40%                | 0.89%                | 0.57%                |
| Class ID C000078993 | 1.41%                | 0.89%                | 0.57%                |
| Class ID C000122694 | 1.37%                | 0.89%                | 0.57%                |
| Class ID C000255094 | 1.40%                | 0.89%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1083569.09              | $10242181.82                               |
| Month 2  | $2864670.83              | $2888948.39                                |
| Month 3  | $-14618.46               | $1832041.87                                |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MFA TRUST MFRA_25-NQM3                                           | MFRA_25-NQM3                       | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2731060 | PA      | $2734664.46   | 0.20%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_24-NPL1                                          | MFRA_24-NPL1                       | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4589298 | PA      | $4615593.76   | 0.34%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1                   | MELLO_24-SD1                       | CUSIP: 58550DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4727000 | PA      | $4515843.02   | 0.33%             | 2054-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                         | MET TOWER GLOBAL FUNDING           | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1784575.23   | 0.13%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                         | MET TOWER GLOBAL FUNDING           | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1550706.33   | 0.11%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1716808.46   | 0.13%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1382761.62   | 0.10%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3596679.97   | 0.26%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-NQM5      | MSRM_24-NQM5                       | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5930789 | PA      | $6000239.97   | 0.44%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-NQM7      | MSRM_25-NQM7                       | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6148406 | PA      | $6136641.61   | 0.45%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MPOWR_25-1                                                       | MPOWR_25-1                         | CUSIP: 62477DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8000000.00   | 0.59%             | 2042-12-22      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_25                                  | MPOWER_25-A                        | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2758583 | PA      | $2793572.32   | 0.20%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191752.88    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1254000 | PA      | $1266154.21   | 0.09%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST NAVRL_25-B                          | NAVRL_25-B                         | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6100000 | PA      | $6103869.84   | 0.45%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ENVA LLC ENVA_24-A                                               | ENVA_24-A                          | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187512 | PA      | $187942.74    | 0.01%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-1A                   | NRZT_18-1A                         | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4182329 | PA      | $4092851.50   | 0.30%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_22-SFR1                | NRMLT_22-SFR1                      | CUSIP: 64831KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4451181 | PA      | $4333686.27   | 0.32%             | 2039-02-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM1                 | NRZT_25-NQM1                       | CUSIP: 64832DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2295549 | PA      | $2339425.52   | 0.17%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-5                               | AOMT_21-5                          | CUSIP: 03465HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2983459 | PA      | $2632707.31   | 0.19%             | 2066-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-3                               | AOMT_20-3                          | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1181269 | PA      | $1126502.76   | 0.08%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_25-8                               | AOMT_25-8                          | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2852757 | PA      | $2871338.52   | 0.21%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                    | APA CORP (US)                      | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1371113.24   | 0.10%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_19-52                                          | ARES_19-52A                        | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2406136 | PA      | $2403128.81   | 0.18%             | 2031-04-22      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ARIXA MORTGAGE TRUST ARIXA_25-RTL1                               | ARIXA_25-RTL1                      | CUSIP: 04046BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7029048.60   | 0.51%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-2                                  | ARRW_19-2                          | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90413 | PA      | $88730.70     | 0.01%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                  | ARRW_20-1                          | CUSIP: 04285CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3946000 | PA      | $3698051.12   | 0.27%             | 2055-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                  | ARRW_20-1                          | CUSIP: 04285CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5870000 | PA      | $5631405.05   | 0.41%             | 2055-03-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTICIPATION LP ASPWP-29-1A                            | ASPWP-29-1A                        | CUSIP: 04524YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5700000.00   | 0.42%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1236126.79   | 0.09%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    997000 | PA      | $1027041.64   | 0.08%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD / MARTINI BV           | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   3797000 | PA      | $3846835.20   | 0.28%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_18-2A                            | BCC_18-2A                          | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    665298 | PA      | $665250.59    | 0.05%             | 2031-07-19      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD BALLY_25-30                                    | BALLY_25-30A                       | CUSIP: 05876UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9250000 | PA      | $9261118.50   | 0.68%             | 2038-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4989000 | PA      | $4449639.99   | 0.33%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1161006.38   | 0.08%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                         | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    546066 | PA      | $543233.31    | 0.04%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1YR CMT ARM                  | CUSIP: 36225CF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       449 | PA      | $448.79       | 0.00%             | 2028-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL8                                            | PRET_24-NPL8                       | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380290 | PA      | $2381238.99   | 0.17%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2388435.34   | 0.17%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2                         | PAID_24-2                          | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116266 | PA      | $1126675.37   | 0.08%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1471999 | PA      | $1474170.66   | 0.11%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-DSC1                | GSMBS_25-DSC1                      | CUSIP: 36275EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5773312 | PA      | $5755978.80   | 0.42%             | 2065-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                  | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    726000 | PA      | $731570.47    | 0.05%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   9376000 | PA      | $9361006.44   | 0.69%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2                      | GSAR_24-2A                         | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1239463 | PA      | $1249435.06   | 0.09%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE        | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2984315.72   | 0.22%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1464721.40   | 0.11%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37              | GNMA_17-37                         | CUSIP: 38376MKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    505282 | PA      | $75815.51     | 0.01%             | 2047-03-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-110                        | CUSIP: 38379MTQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  14605441 | PA      | $1544050.75   | 0.11%             | 2045-08-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GHB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    683650 | PA      | $88205.29     | 0.01%             | 2047-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149             | GNMA_17-149                        | CUSIP: 38380HSR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    834849 | PA      | $122696.53    | 0.01%             | 2047-10-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163             | GNMA_17-163                        | CUSIP: 38380KMR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    370506 | PA      | $49400.69     | 0.00%             | 2047-11-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-112             | GNMA_17-112                        | CUSIP: 38380TZK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1983543 | PA      | $199258.76    | 0.01%             | 2047-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    615486 | PA      | $83363.70     | 0.01%             | 2048-06-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18                 | GNMA_18-91                         | CUSIP: 38380XTX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    701683 | PA      | $78785.21     | 0.01%             | 2048-07-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125             | GNMA_18-125                        | CUSIP: 38380Y4S1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    782142 | PA      | $88811.26     | 0.01%             | 2048-09-20      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112             | GNMA_18-112                        | CUSIP: 38380YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    602612 | PA      | $74773.69     | 0.01%             | 2048-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103             | GNMA_18-103                        | CUSIP: 38380YHL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    483361 | PA      | $60273.73     | 0.00%             | 2048-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151             | GNMA_18-151                        | CUSIP: 38381AC53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1014805 | PA      | $122488.47    | 0.01%             | 2048-11-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GNMA_18-148                        | CUSIP: 38381AHR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1181517 | PA      | $176282.09    | 0.01%             | 2048-01-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST SAIF_25-CES1                           | SAIF_25-CES1                       | CUSIP: 78438CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000566.00   | 0.15%             | 2065-06-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                 | SMB_15-A                           | CUSIP: 78448PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005797 | PA      | $1003960.45   | 0.07%             | 2045-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-5                | SDART_24-5                         | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217795 | PA      | $217895.63    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORPO | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1238642.37   | 0.09%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2821181 | PA      | $2840668.61   | 0.21%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_25-1                         | PAID_25-1                          | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3162361 | PA      | $3184421.05   | 0.23%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAID_24-8                          | CUSIP: 69544QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2386496 | PA      | $2394598.61   | 0.18%             | 2032-01-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_25-R2                          | PAID_25-R2                         | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7146483 | PA      | $7159528.42   | 0.52%             | 2032-10-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAID_24-7                          | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1302575 | PA      | $1315665.38   | 0.10%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAIDGT_24-7                        | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177926 | PA      | $1192414.32   | 0.09%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-5                         | PAID_23-5                          | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227614 | PA      | $228108.83    | 0.02%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705487 | PA      | $1707696.31   | 0.12%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1694754 | PA      | $1698835.26   | 0.12%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528204 | PA      | $530982.24    | 0.04%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3255534 | PA      | $3293093.88   | 0.24%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                          | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1492951 | PA      | $1506048.33   | 0.11%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-7                         | PAID_23-7                          | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711921 | PA      | $715558.73    | 0.05%             | 2031-07-15      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST PAID_25-5                                   | PAID_25-5                          | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3700000 | PA      | $3729327.31   | 0.27%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_25-6                           | PAID_25-6                          | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950000 | PA      | $3948235.14   | 0.29%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                        | PSTAT_22-3A                        | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2800000 | PA      | $2805572.00   | 0.21%             | 2031-04-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                            | PEPSICO SINGAPORE FINANCING I PTE  | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1426000 | PA      | $1439484.14   | 0.11%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE  | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2980000 | PA      | $2983975.74   | 0.22%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    304000 | PA      | $260362.61    | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                      | STACR_22-DNA6                      | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    641007 | PA      | $645401.43    | 0.05%             | 2042-09-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM2                                             | GCAT_21-CM2                        | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1573970 | PA      | $1472162.41   | 0.11%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM1                                             | GCAT_21-CM1                        | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1347070 | PA      | $1289745.36   | 0.09%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM2                                          | GCAT_22-NQM2                       | CUSIP: 36169KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3514565 | PA      | $3381638.19   | 0.25%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_25-1                                        | ACMAT_25-1A                        | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190838 | PA      | $1179840.68   | 0.09%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $4680082.54   | 0.34%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM6                                          | ADMT_24-NQM6                       | CUSIP: 00249YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6391241 | PA      | $6433440.93   | 0.47%             | 2070-01-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM1 ADMT_25-NQM3                        | ADMT_25-NQM3                       | CUSIP: 00250FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4337924 | PA      | $4353970.16   | 0.32%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2017170.34   | 0.15%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7565000 | PA      | $7739949.28   | 0.57%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_25-NQM4                                          | ADMT_25-NQM4                       | CUSIP: 002941AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5855157 | PA      | $5861905.54   | 0.43%             | 2070-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_24-2                                        | ACMAT_24-2A                        | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838190 | PA      | $840363.23    | 0.06%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482304 | PA      | $482832.11    | 0.04%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5093198.76   | 0.37%             | 2054-11-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F0304B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2389000 | PA      | $2288933.84   | 0.17%             | 2040-11-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F0324B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3874157.40   | 0.28%             | 2040-11-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F0404B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5904261.60   | 0.43%             | 2040-11-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4743537.40   | 0.35%             | 2054-11-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  23000000 | PA      | $22416293.81  | 1.64%             | 2054-11-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  26000000 | PA      | $26267713.16  | 1.92%             | 2025-11-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  35000000 | PA      | $35789493.95  | 2.62%             | 2055-11-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2489272.90   | 0.18%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-1                               | AOMT_20-1                          | CUSIP: 03464RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2807918.40   | 0.21%             | 2059-12-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-NQM1                 | GSMBS_21-NQM1                      | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1573653 | PA      | $1448112.93   | 0.11%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE TECHNOLOGIES INC     | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3661000 | PA      | $3767816.14   | 0.28%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-4                      | GSAR_24-4A                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2605775 | PA      | $2611012.75   | 0.19%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-NQM4                | GSMBS_25-NQM4                      | CUSIP: 36272UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4844187 | PA      | $4832646.31   | 0.35%             | 2065-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-74              | GNMA_19-74                         | CUSIP: 38381VW22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10174017 | PA      | $1443205.71   | 0.11%             | 2049-06-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56              | GNMA_19-56                         | CUSIP: 38381VWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    705149 | PA      | $85020.45     | 0.01%             | 2049-05-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92              | GNMA_19-92                         | CUSIP: 38381WR67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4055919 | PA      | $512817.86    | 0.04%             | 2049-07-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90              | GNMA_19-90                         | CUSIP: 38381XJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1643176 | PA      | $237945.27    | 0.02%             | 2049-07-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85              | GNMA_19-85                         | CUSIP: 38381XRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    702117 | PA      | $74570.84     | 0.01%             | 2049-07-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-11              | GNMA_20-11                         | CUSIP: 38382B6C2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15583999 | PA      | $1982055.53   | 0.15%             | 2050-01-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21             | GNMA_20-21                         | CUSIP: 38382DMU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    571586 | PA      | $78117.90     | 0.01%             | 2050-02-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                         | CUSIP: 38382EW52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6391804 | PA      | $714856.82    | 0.05%             | 2049-08-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62              | GNMA_20-62                         | CUSIP: 38382FKW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1007524 | PA      | $121749.11    | 0.01%             | 2050-05-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-188             | GNMA_20-188                        | CUSIP: 38382L2K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9251545 | PA      | $1345417.08   | 0.10%             | 2050-12-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164             | GNMA_20-164                        | CUSIP: 38382LGD7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5614948 | PA      | $953150.83    | 0.07%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175             | GNMA_20-175                        | CUSIP: 38382LNR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16586796 | PA      | $2447723.36   | 0.18%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5795632 | PA      | $978323.52    | 0.07%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16              | GNMA_21-16                         | CUSIP: 38382NBY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7760668 | PA      | $1145642.94   | 0.08%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | GNMA_21-119                        | CUSIP: 38382UY62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6688944 | PA      | $1121717.10   | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-139             | GNMA_21-139                        | CUSIP: 38382XGR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15419955 | PA      | $2558784.23   | 0.19%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-207             | GNMA_22-207                        | CUSIP: 38383HFS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  24396064 | PA      | $3485943.78   | 0.26%             | 2049-09-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-207             | GNMA_22-207                        | CUSIP: 38383HFU8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10177291 | PA      | $1294847.60   | 0.09%             | 2050-01-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17              | GNMA_23-17                         | CUSIP: 38383VJ74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9792305 | PA      | $1088388.21   | 0.08%             | 2050-05-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47              | GNMA_23-47                         | CUSIP: 38383WK62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  17406758 | PA      | $2119091.70   | 0.16%             | 2049-03-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47              | GNMA_23-47                         | CUSIP: 38383WK96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10280841 | PA      | $1340587.75   | 0.10%             | 2049-09-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141             | GNMA_23-141                        | CUSIP: 38384EE43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8744040 | PA      | $1090789.20   | 0.08%             | 2049-04-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                         | CUSIP: 38384JQE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9139917 | PA      | $723163.97    | 0.05%             | 2054-02-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39              | GNMA_25-39                         | CUSIP: 38385EZC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  36577532 | PA      | $5661646.00   | 0.41%             | 2055-03-20      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39              | GNMA_25-39                         | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4419632 | PA      | $4560141.07   | 0.33%             | 2055-03-20      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| GREENACRE PARK CLO LLC GNAPK_21-2                                | GNAPK_21-2A                        | CUSIP: 39355WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7000000 | PA      | $7001169.00   | 0.51%             | 2038-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_25-2                 | GSKY_25-2                          | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2488508 | PA      | $2494440.73   | 0.18%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5                       | UMPT_25-ST5                        | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3052274 | PA      | $3056237.87   | 0.22%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_25-3                           | UPST_25-3                          | CUSIP: 91684FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300354 | PA      | $2301529.03   | 0.17%             | 2026-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_24-1                           | UPST_24-1                          | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929936 | PA      | $932001.68    | 0.07%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION VCAT_25-NPL2                           | VCAT_25-NPL2                       | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3188730 | PA      | $3225602.07   | 0.24%             | 2054-09-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7380000 | PA      | $6702045.71   | 0.49%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-4                            | VERUS_21-4                         | CUSIP: 92538HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3091190 | PA      | $2649891.95   | 0.19%             | 2066-07-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                      | VISIO_20-1R                        | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489852 | PA      | $472762.30    | 0.03%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1234584 | PA      | $1150474.84   | 0.08%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3                    | VSTA_24-CES3                       | CUSIP: 92841WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3837232.40   | 0.28%             | 2055-01-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES1                    | VSTA_25-CES1                       | CUSIP: 92842DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3259497.40   | 0.24%             | 2055-04-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                    | VSTA_25-CES2                       | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3669268 | PA      | $3683109.27   | 0.27%             | 2055-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                    | VSTA_25-CES2                       | CUSIP: 92842UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2314396.85   | 0.17%             | 2055-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| VITESSE ENERGY INC                                               | Vitesse Energy Inc                 | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $87.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                        | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1191900.95   | 0.09%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2908501.85   | 0.21%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    489000 | PA      | $504342.02    | 0.04%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP     | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    696000 | PA      | $732111.84    | 0.05%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                 | WLAKE_23-3A                        | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293272 | PA      | $293507.09    | 0.02%             | 2027-05-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-3                 | WLAKE_24-3A                        | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903168 | PA      | $904670.51    | 0.07%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      -635 | NC      | $-16680.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      -787 | NC      | $355230.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1205 | NC      | $182960.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       125 | NC      | $-99815.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       681 | NC      | $768512.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE DEC 25          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        76 | NC      | $-25137.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND DEC 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       314 | NC      | $1505939.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND DEC 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       183 | NC      | $-127957.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5500                | FHLMC_5500                         | CUSIP: 3137HJAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7846689 | PA      | $7909567.47   | 0.58%             | 2054-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508                | FHLMC_5508                         | CUSIP: 3137HJUY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6378002 | PA      | $6395493.88   | 0.47%             | 2055-02-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5518                                           | FHLMC_5518                         | CUSIP: 3137HK4A9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5702625 | PA      | $5734677.59   | 0.42%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | FHLMC_5513                         | CUSIP: 3137HKF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5965779 | PA      | $6172088.83   | 0.45%             | 2054-06-25      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | FHLMC_5513                         | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8857039 | PA      | $9186854.08   | 0.67%             | 2054-11-25      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_25-5532                                        | FHLMC_5532                         | CUSIP: 3137HKPN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3576990 | PA      | $3683112.35   | 0.27%             | 2055-04-25      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5534                | FHLMC_5534                         | CUSIP: 3137HLFB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8576500 | PA      | $8566797.63   | 0.63%             | 2055-05-25      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5560-MB                                 | FHLMC_5560                         | CUSIP: 3137HLZE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5604431 | PA      | $5786408.96   | 0.42%             | 2055-06-25      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5555                | FHLMC_5555D                        | CUSIP: 3137HM2W9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  40473477 | PA      | $3894171.81   | 0.29%             | 2055-07-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_25-5564                                        | FHLMC_5564D                        | CUSIP: 3137HMDH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  45056027 | PA      | $4285576.11   | 0.31%             | 2055-08-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573                | FHLMC_5573                         | CUSIP: 3137HMSE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4388235 | PA      | $4537503.02   | 0.33%             | 2055-09-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573                | FHLMC_5573                         | CUSIP: 3137HMSM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  11913470 | PA      | $751268.19    | 0.05%             | 2055-09-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138W9CN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    713923 | PA      | $679206.58    | 0.05%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                          | CUSIP: 3138XYRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    422093 | PA      | $414925.84    | 0.03%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138YR5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    721264 | PA      | $683335.00    | 0.05%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    486364 | PA      | $459384.71    | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140BHJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17487416 | PA      | $17680877.64  | 1.29%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    199490 | PA      | $183455.36    | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140E7GR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    407669 | PA      | $393591.12    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                          | CUSIP: 3140EUEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    238147 | PA      | $233259.02    | 0.02%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    730323 | PA      | $688248.50    | 0.05%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140HED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    475357 | PA      | $455456.14    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6777000 | PA      | $6851289.47   | 0.50%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                       | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    981000 | PA      | $950970.09    | 0.07%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                       | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3681272.85   | 0.27%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION       | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1387386.72   | 0.10%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP              | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    541000 | PA      | $535727.13    | 0.04%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP              | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2648940.14   | 0.19%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_25-R1                               | NYMT_25-R1                         | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1351840 | PA      | $1355053.01   | 0.10%             | 2030-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_24-NQM17                                           | OBX_24-NQ17                        | CUSIP: 673911AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3919459 | PA      | $3959681.36   | 0.29%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    527000 | PA      | $534514.47    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2460048.53   | 0.18%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCT22_14-1A                                                      | OCT22_14-1A                        | CUSIP: 67572YBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3223225 | PA      | $3228688.51   | 0.24%             | 2030-01-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18                      | OCT18_18-18A                       | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    221449 | PA      | $221468.11    | 0.02%             | 2031-04-16      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                            | ONYP_20-1NYP                       | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4843869.50   | 0.35%             | 2036-01-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                    | OPTN_21-B                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1663119 | PA      | $1629291.57   | 0.12%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_24-3                                    | OPTN_24-3                          | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480547 | PA      | $480270.18    | 0.04%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1416092.13   | 0.10%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    418000 | PA      | $472961.63    | 0.03%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC1 TRUST                                              | PRKCM_21-AFC1                      | CUSIP: 69357TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4192769 | PA      | $3627608.65   | 0.27%             | 2056-08-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC1 TRUST                                              | PRKCM_21-AFC1                      | CUSIP: 69357TAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4516000 | PA      | $3263597.14   | 0.24%             | 2056-08-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2               | PRPM_23-RCF2                       | CUSIP: 69380RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2557000 | PA      | $2488944.93   | 0.18%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM ADVISORS LLC PRPM_24-NQM4                                   | PRPM_24-NQM4                       | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3289460 | PA      | $3319853.37   | 0.24%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| PRPM ADVISORS LLC PRPM_24-NQM4                                   | PRPM_24-NQM4                       | CUSIP: 69381UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3453933 | PA      | $3493805.96   | 0.26%             | 2069-12-26      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-2                                               | PRPM_25-2                          | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3163752 | PA      | $3168654.25   | 0.23%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                       | ACHV_24-1PL                        | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    884169 | PA      | $891369.15    | 0.07%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $976889.85    | 0.07%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5162                | FHLMC_5162                         | CUSIP: 3137H46G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6995661 | PA      | $977686.26    | 0.07%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287                | FHLMC_5287                         | CUSIP: 3137H9MZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6437343 | PA      | $1228729.07   | 0.09%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5345                | FHLMC_5345                         | CUSIP: 3137HAQZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6782587 | PA      | $754482.80    | 0.06%             | 2048-01-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5462                                           | FHLMC_5462                         | CUSIP: 3137HFQ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10784635 | PA      | $10798092.51  | 0.79%             | 2054-10-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5106002.39   | 0.37%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    412000 | PA      | $415048.90    | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1580000 | PA      | $1498683.67   | 0.11%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   2660000 | PA      | $2421995.00   | 0.18%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BASSWOOD PARK CLO LTD BARK_21-1                                  | BARK_25-1A                         | CUSIP: 070252AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8000000 | PA      | $8002888.00   | 0.59%             | 2034-04-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST BHMS_25-ATLS                                 | BHMS_25-ATLS                       | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2807000.00   | 0.21%             | 2042-08-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1489209.97   | 0.11%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC     | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2635179.53   | 0.19%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1                    | BRAVO_20-NQM1                      | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2384308.25   | 0.17%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                    | BRAVO_20-RPL2                      | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1159719 | PA      | $1093875.00   | 0.08%             | 2059-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2522977.10   | 0.18%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6567000 | PA      | $6685225.62   | 0.49%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3                      | BHLD_19-3                          | CUSIP: 12062BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184653 | PA      | $183207.63    | 0.01%             | 2059-11-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3                      | BHLD_19-3                          | CUSIP: 12062BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269066 | PA      | $266882.31    | 0.02%             | 2059-11-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_20-1                      | BHLD_20-1                          | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    253305 | PA      | $251836.60    | 0.02%             | 2055-02-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-SLCT                          | BX_24-SLCT                         | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5696445.48   | 0.42%             | 2042-01-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-2                                  | CHNGE_22-2                         | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2883326 | PA      | $2848563.85   | 0.21%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                               | COLT_21-5                          | CUSIP: 12598RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4270000 | PA      | $3516089.23   | 0.26%             | 2066-11-26      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM1                                          | CSMC_22-NQM1                       | CUSIP: 126416AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2661856 | PA      | $2346644.21   | 0.17%             | 2066-11-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6220000 | PA      | $5664087.50   | 0.41%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                        | CSMC_21-RPL2                       | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2451063 | PA      | $2112024.07   | 0.15%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_21-NQM8                                          | CSMC_21-NQM8                       | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2875108 | PA      | $2655408.89   | 0.19%             | 2066-10-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM2                        | CSMC_21-NQM2                       | CUSIP: 12662EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2390666 | PA      | $2153718.09   | 0.16%             | 2066-02-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MAZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7829630 | PA      | $7245178.99   | 0.53%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                       | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2848579 | PA      | $2849450.32   | 0.21%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-66                                            | FNMA_18-66                         | CUSIP: 3136B26E7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    785532 | PA      | $103043.32    | 0.01%             | 2048-09-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-74                                            | FNMA_18-74                         | CUSIP: 3136B3HT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    920245 | PA      | $105141.61    | 0.01%             | 2048-10-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                            | FNMA_19-33                         | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2212433 | PA      | $248065.10    | 0.02%             | 2049-07-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                         | CUSIP: 3136B4ZB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5715044 | PA      | $648123.19    | 0.05%             | 2049-06-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                         | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1346892 | PA      | $186686.24    | 0.01%             | 2049-11-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-60                                            | FNMA_19-60                         | CUSIP: 3136B6VW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    874656 | PA      | $104998.65    | 0.01%             | 2049-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-73                                            | FNMA_19-73                         | CUSIP: 3136B7QD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15389973 | PA      | $1793330.43   | 0.13%             | 2049-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-39                 | FNMA_20-39                         | CUSIP: 3136BABU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9530240 | PA      | $1308587.68   | 0.10%             | 2050-06-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-3                                             | FNMA_21-3                          | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10023652 | PA      | $1727487.28   | 0.13%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-60                                            | FNMA_22-60A                        | CUSIP: 3136BNW44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4880511 | PA      | $4802827.18   | 0.35%             | 2052-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                 | PRINCIPAL LIFE GLOBAL FUNDING II   | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    536000 | PA      | $547813.99    | 0.04%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                 | PRINCIPAL LIFE GLOBAL FUNDING II   | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    885000 | PA      | $895558.32    | 0.07%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46                 | FNMA_23-46                         | CUSIP: 3136BQLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9311604 | PA      | $1100572.01   | 0.08%             | 2050-06-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-13                 | FNMA_25-13                         | CUSIP: 3136BU2D1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8816264 | PA      | $8862577.98   | 0.65%             | 2055-03-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR4                   | PROG_22-SFR4                       | CUSIP: 74332XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5968901.40   | 0.44%             | 2041-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-6                  | FNMA_25-6                          | CUSIP: 3136BU3V0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9262197 | PA      | $9355513.65   | 0.68%             | 2055-02-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-4                  | FNMA_25-4                          | CUSIP: 3136BUS35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5453423 | PA      | $5465393.39   | 0.40%             | 2054-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10                 | FNMA_25-10                         | CUSIP: 3136BUS68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6732684 | PA      | $6680199.42   | 0.49%             | 2055-02-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15                 | FNMA_25-15                         | CUSIP: 3136BVQR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5566608 | PA      | $5700193.09   | 0.42%             | 2055-04-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86                 | FNMA_25-86                         | CUSIP: 3136BXPP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19804070 | PA      | $19622494.01  | 1.44%             | 2055-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA                               | CUSIP: 3136G43S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $1907586.96   | 0.14%             | 2035-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070              | FHLMC_K070                         | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $988323.00    | 0.07%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                         | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1477244 | PA      | $163680.98    | 0.01%             | 2049-08-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2754473 | PA      | $2694431.74   | 0.20%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2318738 | PA      | $2259074.78   | 0.17%             | 2033-06-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152                | FHLMC_5152                         | CUSIP: 3137H3DW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  12881073 | PA      | $1371557.30   | 0.10%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_25-H5                                 | CROSS_25-H5                        | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1928368 | PA      | $1942290.52   | 0.14%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                 | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1391798.05   | 0.10%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                   | DTAOT_23-3A                        | CUSIP: 23345WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537016 | PA      | $2543888.37   | 0.19%             | 2028-03-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| DAILYPAY SECURITIZATION TRUST DLPY_25-1                          | DLPY_25-1A                         | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4090000 | PA      | $4111596.84   | 0.30%             | 2028-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR1                   | PROG_22-SFR1                       | CUSIP: 74333YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2964901 | PA      | $2818473.81   | 0.21%             | 2041-02-17      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF6                                            | PRPM_24-RCF6                       | CUSIP: 74390FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1780492.54   | 0.13%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF6                                            | PRPM_24-RCF6                       | CUSIP: 74390FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1566478.98   | 0.11%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| RCO TRUST RCOT_25-PR1                                            | RCO_25-PR1                         | CUSIP: 74939AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3137494 | PA      | $3115239.47   | 0.23%             | 2055-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4962000 | PA      | $4926499.50   | 0.36%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $2163605.02   | 0.16%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-1                                        | RCO_25-1                           | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3180377 | PA      | $3202999.33   | 0.23%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_23-1                                   | REACH_23-1A                        | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650702 | PA      | $651626.09    | 0.05%             | 2031-02-18      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-2                                   | REACH_24-2A                        | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713865 | PA      | $715864.28    | 0.05%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A             | RPM_21-2A                          | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463905 | PA      | $459853.13    | 0.03%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-3                                | FHF_24-3A                          | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2607781 | PA      | $2596815.25   | 0.19%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4                | RPM_23-4A                          | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485016 | PA      | $1487973.23   | 0.11%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-1                 | RPM_24-1A                          | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988196 | PA      | $994475.34    | 0.07%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4986796 | PA      | $4900976.44   | 0.36%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7749511 | PA      | $6952644.84   | 0.51%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11403927 | PA      | $10942730.96  | 0.80%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DPSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5685555 | PA      | $5598145.83   | 0.41%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-3                 | RPM_24-3A                          | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940802 | PA      | $1946671.86   | 0.14%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $456103.53    | 0.03%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DS4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9729175 | PA      | $9044694.61   | 0.66%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT              | CUSIP: 31335ATY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    905792 | PA      | $890145.84    | 0.07%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B4ZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5288475 | PA      | $4731174.31   | 0.35%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133BFQ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12094907 | PA      | $11531161.66  | 0.84%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3180000 | PA      | $3204522.15   | 0.23%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3778000 | PA      | $3827135.09   | 0.28%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133BUH42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7679249 | PA      | $7791942.28   | 0.57%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133KMSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13066239 | PA      | $11217510.60  | 0.82%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $784769.45    | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                         | SFO_21-555                         | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2333841.64   | 0.17%             | 2038-05-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3494912 | PA      | $3511590.72   | 0.26%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-53                                            | FNMA_16-53                         | CUSIP: 3136AS5H5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    560993 | PA      | $67747.73     | 0.00%             | 2046-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                         | CUSIP: 3136ATEJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1315068 | PA      | $152175.41    | 0.01%             | 2046-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-93                                            | FNMA_16-93                         | CUSIP: 3136AUUY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1349454 | PA      | $114789.44    | 0.01%             | 2046-12-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST SAIF_25-CES1                           | SAIF_25-CES1                       | CUSIP: 78438CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7708670 | PA      | $7704478.49   | 0.56%             | 2065-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-20                                            | FNMA_17-20                         | CUSIP: 3136AV5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    576948 | PA      | $74120.08     | 0.01%             | 2047-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FNMA_17-54                         | CUSIP: 3136AXCZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1200077 | PA      | $161927.76    | 0.01%             | 2047-07-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-109                                           | FNMA_17-109                        | CUSIP: 3136B0RF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    625059 | PA      | $77376.47     | 0.01%             | 2048-01-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-108                                           | FNMA_17-108                        | CUSIP: 3136B0RS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9671446 | PA      | $1190619.86   | 0.09%             | 2048-01-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3697000 | PA      | $3470182.37   | 0.25%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_25-10                              | COLT_25-10                         | CUSIP: 12675XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5004029.00   | 0.37%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                     | CAMPBELL SOUP COMPANY              | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4208097.58   | 0.31%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY LTD       | CUSIP: 13645RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5761000 | PA      | $5134351.22   | 0.38%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134             | GNMA_18-134                        | CUSIP: 38381ASA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    644086 | PA      | $73025.78     | 0.01%             | 2048-10-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                          | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    687646 | PA      | $77215.89     | 0.01%             | 2049-01-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA_19-20                                                       | GNMA_19-20                         | CUSIP: 38381RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    971064 | PA      | $112389.06    | 0.01%             | 2049-02-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                         | CUSIP: 38381VH60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    740499 | PA      | $89836.93     | 0.01%             | 2049-05-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2979000 | PA      | $2595228.44   | 0.19%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5054000 | PA      | $4545578.15   | 0.33%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1754303.07   | 0.13%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $3195813.55   | 0.23%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    437000 | PA      | $419857.65    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559210.28    | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    880000 | PA      | $893272.97    | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST4                       | UMPT_25-ST4                        | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4362300 | PA      | $4373076.03   | 0.32%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST UPGR_24-1                              | UPGR_24-1                          | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690422 | PA      | $691351.54    | 0.05%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST6                       | UMPT_25-ST6                        | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3794799 | PA      | $3795243.17   | 0.28%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MP6G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9621313 | PA      | $8885761.73   | 0.65%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8656428 | PA      | $7436881.00   | 0.54%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QNT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7638877 | PA      | $7094311.87   | 0.52%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3572085 | PA      | $3299186.62   | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QPY76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15658316 | PA      | $15058030.25  | 1.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QQD77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7500773 | PA      | $7547704.23   | 0.55%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QVVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24264230 | PA      | $24204027.40  | 1.77%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QVWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16821545 | PA      | $16785014.20  | 1.23%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140W3G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12465310 | PA      | $12171287.63  | 0.89%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5840303 | PA      | $5665621.99   | 0.41%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7626601 | PA      | $7322151.26   | 0.54%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XMYB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11521274 | PA      | $11592974.03  | 0.85%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31410KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    400657 | PA      | $422554.94    | 0.03%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31417DMX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1188154 | PA      | $1100796.22   | 0.08%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31417GQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    585192 | PA      | $556857.78    | 0.04%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32039525 | PA      | $28451426.85  | 2.08%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31418MX64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    505321 | PA      | $524297.62    | 0.04%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1                     | EFMT_20-1                          | CUSIP: 31574PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $540331.39    | 0.04%             | 2065-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST FIGRE_25-PF2                                         | FIGRE_25-PF2                       | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3252234 | PA      | $3225168.36   | 0.24%             | 2055-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP   | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1334819.18   | 0.10%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2396292.35   | 0.18%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $5144740.68   | 0.38%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    686000 | PA      | $715137.44    | 0.05%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                          | LMAT_21-GS2                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1503198 | PA      | $1502552.87   | 0.11%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_24-3                          | LBZZ_24-3A                         | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1727423 | PA      | $1724617.83   | 0.13%             | 2030-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_25-2                          | LBZZ_25-2A                         | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4850000 | PA      | $4845457.49   | 0.35%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                 | LINCOLN FINANCIAL GLOBAL FUNDING   | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8272.25      | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION        | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    966000 | PA      | $975478.81    | 0.07%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $845571.25    | 0.06%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    632000 | PA      | $504999.58    | 0.04%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-INV2                                           | MFRA_21-INV2                       | CUSIP: 552732AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1747395 | PA      | $1586197.68   | 0.12%             | 2056-11-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                          | MFRA_21-INV1                       | CUSIP: 552747AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89846 | PA      | $87486.99     | 0.01%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                          | MFRA_21-INV1                       | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140069 | PA      | $136465.86    | 0.01%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM2                                           | MFRA_20-NQM2                       | CUSIP: 552751AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3387190.45   | 0.25%             | 2065-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                           | MFRA_20-NQM3                       | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2126839 | PA      | $2036193.66   | 0.15%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                           | MFRA_20-NQM3                       | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    852085 | PA      | $816474.71    | 0.06%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                           | MFRA_20-NQM3                       | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    639064 | PA      | $613283.02    | 0.04%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM4                                           | MFRA_25-NQM4                       | CUSIP: 55287RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6885348 | PA      | $6907234.91   | 0.51%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P3                       | CRVNA_24-P3                        | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229924 | PA      | $229961.42    | 0.02%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES     | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1206926.24   | 0.09%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1110673.16   | 0.08%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1175565.72   | 0.09%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-3                                  | CHNGE_23-3                         | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1868258 | PA      | $1881573.00   | 0.14%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                         | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3430924 | PA      | $3304580.99   | 0.24%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-IV LTD CIFC_19-4AR2                            | CIFC_19-4A                         | CUSIP: 17182XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4295000 | PA      | $4314048.33   | 0.32%             | 2038-07-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11139000 | PA      | $11153073.19  | 0.82%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9114.77      | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT_21-3                          | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2054392 | PA      | $1764630.01   | 0.13%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_20-2                                       | COLT_20-2                          | CUSIP: 19688JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46589 | PA      | $46310.40     | 0.00%             | 2065-03-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  70023069 | NS      | $70002061.77  | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    937000 | PA      | $933896.18    | 0.07%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS CAS 22-R04                                      | CAS_22-R04                         | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4111590.40   | 0.30%             | 2042-03-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC           | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3528000 | PA      | $3391918.23   | 0.25%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC           | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1226301.95   | 0.09%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_20-4                            | CAFL_20-4                          | CUSIP: 21873AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362707 | PA      | $362058.37    | 0.03%             | 2052-12-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H0426B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $9758312.60   | 0.71%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRIMSON WINE GROUP LTD                                           | Crimson Wine Group Ltd             | CUSIP: 22662X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $15.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_20-2                   | DRMT_20-2                          | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2955904 | PA      | $2931921.71   | 0.21%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-1                   | DRMT_21-1                          | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264842 | PA      | $255296.69    | 0.02%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP            | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1777603.17   | 0.13%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_24-1                           | DEFT_24-1                          | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127945 | PA      | $128042.39    | 0.01%             | 2030-03-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                    | DIAGEO INVESTMENT CORPORATION      | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   4211000 | PA      | $4363724.03   | 0.32%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1264223.78   | 0.09%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-41A                       | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    243116 | PA      | $243164.53    | 0.02%             | 2031-04-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2342393.13   | 0.17%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    815000 | PA      | $737057.75    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC            | CUSIP: 26443TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $187898.70    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM1                  | EFMT_25-NQM1                       | CUSIP: 26846CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1315966 | PA      | $1325804.00   | 0.10%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $145996.76    | 0.01%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3815871.34   | 0.28%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EDGEX_25-2NN                                                     | EDGEX_25-2NN                       | CUSIP: 28057AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5130000 | PA      | $5124253.89   | 0.38%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL               | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1450452.15   | 0.11%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 23 LTD ELM24_23-3                                    | ELM24_23-3A                        | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4750000 | PA      | $4758659.25   | 0.35%             | 2038-01-17      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 40 LTD ELM40_25-3                                    | ELM40_25-3A                        | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  14000000 | PA      | $14013566.00  | 1.03%             | 2038-03-22      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1905000 | PA      | $1933500.31   | 0.14%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-3                    | EART_24-3A                         | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197084 | PA      | $1198023.87   | 0.09%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    778000 | PA      | $769889.78    | 0.06%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2304535.10   | 0.17%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1097130.46   | 0.08%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1528158.48   | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_25-NQM3                                          | GCAT_25-NQM3                       | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2181669 | PA      | $2201640.56   | 0.16%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9794000 | PA      | $9401386.74   | 0.69%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2558000 | PA      | $2327706.63   | 0.17%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1831000 | PA      | $1883943.41   | 0.14%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2630000 | PA      | $2633064.27   | 0.19%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199926.44    | 0.01%             | 2036-11-06      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| HTAP HTAP_24-1                                                   | HTAP_24-2                          | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4135619 | PA      | $4134534.36   | 0.30%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                      | HEINEKEN NV                        | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   2040000 | PA      | $2018583.27   | 0.15%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $157504.75    | 0.01%             | 2035-11-05      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                       | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1469023 | PA      | $1465729.12   | 0.11%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                          | HPA_21-2                           | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512165 | PA      | $1472459.30   | 0.11%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-AFC2                                        | HOMES_25-AFC2                      | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2776142 | PA      | $2792542.69   | 0.20%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_25-2       | HACLN_25-2                         | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14168588 | PA      | $14222817.16  | 1.04%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4                       | IMPRL_21-NQM4                      | CUSIP: 45276JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1361625 | PA      | $1215841.09   | 0.09%             | 2057-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $946478.31    | 0.07%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | IBM CORP                           | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2958443.62   | 0.22%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-VIS3                           | JPMMT_25-VIS3                      | CUSIP: 46594EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7885369 | PA      | $7885673.37   | 0.58%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7622000 | PA      | $6859812.83   | 0.50%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7991000 | PA      | $8194951.37   | 0.60%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76997.09     | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1287623.72   | 0.09%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    907000 | PA      | $903900.41    | 0.07%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                    | Jefferies Financial Group Inc      | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        39 | NS      | $2060.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16                                 | MDPK_16-24A                        | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4682585 | PA      | $4685605.47   | 0.34%             | 2029-10-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ATRIUM CDO CORP ATRM_13A                                         | ATRM_13A                           | CUSIP: 55822RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4799488 | PA      | $4801585.28   | 0.35%             | 2030-11-21      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6474698.59   | 0.47%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3378459.12   | 0.25%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STAR TRUST STAR_25-SFR6                                          | STAR_25-SFR6                       | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6016345.80   | 0.44%             | 2042-08-17      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1                       | STAR_19-INV1                       | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    740618 | PA      | $733212.43    | 0.05%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | STAR_20-INV1                       | CUSIP: 85573EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1522493 | PA      | $1465674.17   | 0.11%             | 2055-11-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | STAR_20-INV1                       | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    576276 | PA      | $555117.53    | 0.04%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    576549 | PA      | $511125.71    | 0.04%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4557511.50   | 0.33%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2543623.60   | 0.19%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8614000 | PA      | $7957674.00   | 0.58%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $1924584.03   | 0.14%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_21-INV2                                | TRK_21-INV2                        | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3838660 | PA      | $3478959.45   | 0.25%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_23-1                                  | THRM_23-1A                         | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8533 | PA      | $8538.81      | 0.00%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                              | TPMT_19-4                          | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $8524060.00   | 0.62%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR1                                | TAH_20-SFR1                        | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6870063.20   | 0.50%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT LINKED NOTES TACLN_25-1                  | TACLN_25-1                         | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715610 | PA      | $2716178.72   | 0.20%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    830000 | PA      | $885014.12    | 0.06%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| VENDE_98-1                                                       | VENDE_98-1                         | CUSIP: 911760LJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    169524 | PA      | $0.17         | 0.00%             | 2028-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VENDE_98-3                                                       | VENDE_98-3                         | CUSIP: 911760LZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    212759 | PA      | $0.21         | 0.00%             | 2029-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10980000 | PA      | $9586912.50   | 0.70%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2857968.75   | 0.21%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2990951.76   | 0.22%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2472656.25   | 0.18%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7461250.00   | 0.55%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10120000 | PA      | $9500940.63   | 0.70%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-20

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer