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0.181729516194 Long ABS-MBS CORP KY N 2 2038-07-18 Floating 5.693 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-B N/A 34531QAD1 688000 PA USD 696970.56 0.506407644445 Long ABS-MBS CORP US N 2 2029-04-15 Fixed 5.1 N N N N N N CHASE AUTO OWNER TRUST 2024-3 N/A 16144LAC0 689000 PA USD 699342.65 0.508131167042 Long ABS-MBS CORP US N 2 2029-07-25 Fixed 5.22 N N N N N N WISE CLO 2024-2 LTD 254900UJ1RZE30CBZ497 97718GAA1 250000 PA USD 250343.4 0.181895504304 Long ABS-MBS CORP KY N 2 2037-07-15 Floating 5.762 N N N N N N AIMCO CLO 17 LTD N/A 00889JAK0 250000 PA USD 250797.6 0.182225518749 Long ABS-MBS CORP JE N 2 2037-07-20 Floating 5.64 N N N N N N VOYA CLO 2024-4 LTD N/A 92920KAA7 250000 PA USD 250024.18 0.181663564166 Long ABS-MBS CORP KY N 2 2037-07-20 Floating 5.643 N N N N N N OAKTREE CLO 2019-4 LTD N/A 67402CBE5 250000 PA USD 250758.25 0.182196927669 Long ABS-MBS CORP KY N 2 2037-07-20 Floating 5.803 N N N N N N CARMAX AUTO OWNER TRUST 2024-3 N/A 14319GAD3 680000 PA USD 687050.92 0.499200192919 Long ABS-MBS CORP US N 2 2029-07-16 Fixed 4.89 N N N N N N NEUBERGER BERMAN CLO XVII LTD 549300XVEYZNG956Y145 64129UCC7 250000 PA USD 250116.28 0.181730482550 Long ABS-MBS CORP KY N 2 2038-07-22 Floating 5.69 N N N N N N AGL CORE CLO 31 LTD 254900LYT9TA0J0GKX14 00852MAA8 250000 PA USD 250419.98 0.181951146106 Long ABS-MBS CORP KY N 2 2037-07-20 Floating 5.693 N N N N N N CIFC FUNDING 2021-IV LTD N/A 12547DAL0 250000 PA USD 250116.28 0.181730482550 Long ABS-MBS CORP KY N 2 2037-07-23 Floating 5.65 N N N N N N SOUND POINT CLO XXXII LTD N/A 83616AAC3 250000 PA USD 250168.58 0.181768482893 Long ABS-MBS CORP KY N 2 2034-10-25 Floating 5.712 N N N N N N RR 29 LTD N/A 74989VAA9 250000 PA USD 249757.48 0.181469784218 Long ABS-MBS CORP KY N 2 2039-07-15 Floating 5.692 N N N N N N ELMWOOD CLO III LTD N/A 29002HAW9 250000 PA USD 251058.08 0.182414779344 Long ABS-MBS CORP KY N 2 2037-07-18 Floating 5.673 N N N N N N ELMWOOD CLO I LTD N/A 290015AW6 100000 PA USD 100298.42 0.072875225338 Long ABS-MBS CORP KY N 2 2037-04-20 Floating 5.813 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 9 LTD 549300CQMHYJ3DLMP206 38138JAN3 250000 PA USD 250685.7 0.182144214001 Long ABS-MBS CORP US N 2 2037-04-20 Floating 5.793 N N N N N N APEX CREDIT CLO 2024-II LTD 213800V47GF24QSFBA63 03753EAA0 250000 PA USD 250292.9 0.181858811813 Long ABS-MBS CORP KY N 2 2037-07-25 Floating 5.82 N N N N N N LENDBUZZ SECURITIZATION TRUST 2024-3 N/A 52609YAB7 283129.749 PA USD 283447.22 0.205948209641 Long ABS-MBS CORP US N 2 2029-10-15 Fixed 4.97 N N N N N N BIRCH GROVE CLO 2 LTD N/A 09077LAL6 175000 PA USD 175204.63 0.127300877636 Long ABS-MBS CORP KY N 2 2037-10-19 Floating 5.693 N N N N N N CIFC FUNDING 2014-II-R LTD 549300O8WGQU5B6HEB94 12548RAH7 250000 PA USD 250254.75 0.181831092634 Long ABS-MBS CORP KY N 2 2037-10-24 Floating 5.657 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B N/A 41284PAC9 702000 PA USD 701975.57 0.510044204538 Long ABS-MBS CORP US N 2 2029-07-16 Fixed 4.31 N N N N N N ALLEGRO CLO XII LTD 254900E0ZQX4DLP7HF87 01750TAN6 250000 PA USD 250646.45 0.182115695580 Long ABS-MBS CORP KY N 2 2037-07-21 Floating 5.733 N N N N N N OAKTREE CLO 2021-1 LTD N/A 67402JAN1 250000 PA USD 251248.2 0.182552917491 Long ABS-MBS CORP KY N 2 2038-01-15 Floating 5.652 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PLU1 317901.218 PA USD 310143.44 0.225345255459 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.75 N N N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 859373.091 PA USD 65.31 0.000047453200 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N BDS 2021-FL9 LTD N/A 05493NAA0 64958.992 PA USD 65059.61 0.047271270466 Long ABS-MBS CORP KY N 2 2038-11-16 Floating 5.501 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 186193.989 PA USD 186354.71 0.135402347156 Long ABS-MBS CORP KY N 2 2036-12-16 Floating 5.781 N N N N N N COMM 2015-CCRE23 MORTGAGE TRUST N/A 12593ABB0 332354.367 PA USD 3.32 0.000002412259 Long ABS-MBS CORP US N 2 2048-05-10 Variable .815 N N N N N N CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST 549300ZAGI6FKGY8O078 12635FAV6 9559658.628 PA USD 95.6 0.000069461429 Long ABS-MBS CORP US N 2 2048-08-15 Variable .627 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26 N/A 61690VBA5 2963643.08 PA USD 433.58 0.000315032283 Long ABS-MBS CORP US N 2 2048-10-15 Variable .918 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C7 N/A 90276WAT4 4025378.196 PA USD 90281.18 0.065596859215 Long ABS-MBS CORP US N 2 2050-12-15 Variable .972 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20 549300W6NRTMFPYUPG47 94989EAJ6 12645446.625 PA USD 126.45 0.000091876544 Long ABS-MBS CORP US N 2 2050-04-15 Variable .672 N N N N N N CSMC TRUST 2016-NXSR N/A 12594PAX9 5204249.636 PA USD 33834.39 0.024583525796 Long ABS-MBS CORP US N 2 2049-12-15 Variable .67 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GC13 549300WF5YRKNHB1FX69 36198EAG0 4171363.122 PA USD 41.71 0.000030305818 Long ABS-MBS CORP US N 2 2046-07-10 Variable 0 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 N/A 95001ABE5 3095222.14 PA USD 73419.6 0.053345505285 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.152 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90278MBB2 5582278.537 PA USD 286613.16 0.208248530932 Long ABS-MBS CORP US N 2 2052-10-15 Variable 1.437 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 N/A 95001XBF2 2210867.036 PA USD 94323.99 0.068534300201 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.389 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GS1 549300WZ62L3Y22NOZ64 36252AAE6 18559951.55 PA USD 34103.91 0.024779354711 Long ABS-MBS CORP US N 2 2048-11-10 Variable .751 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C12 N/A 90353DBA2 4215740.292 PA USD 101692.51 0.073888148800 Long ABS-MBS CORP US N 2 2051-08-15 Variable .839 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43 549300RVQJTKIK3XGD11 95001LAV4 12962724.935 PA USD 187100.08 0.135943921058 Long ABS-MBS CORP US N 2 2051-03-15 Variable .57 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 N/A 92978PAG4 10702.113 PA USD 25.33 0.000018404372 Long ABS-MBS CORP US N 2 2048-11-15 Variable .318 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 2976563.148 PA USD 406.6 0.000295429047 Long ABS-MBS CORP US N 2 2049-01-15 Variable 0 N N N N N N GS MORTGAGE SECURITIES TRUST 2011-GC5 N/A 36191YAA6 531285.755 PA USD 312.02 0.000226708734 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 549300GADFYEKC4OLM57 92890PAL8 288270.523 PA USD 2.88 0.000002092562 Long ABS-MBS CORP US N 2 2046-06-15 Variable .317 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC22 N/A 36253BAW3 2707028.303 PA USD 15499.9 0.011261979054 Long ABS-MBS CORP US N 2 2047-06-10 Variable .496 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PBG4 570937.424 PA USD 5.71 0.000004148795 Long ABS-MBS CORP US N 2 2047-11-15 Variable .426 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 N/A 92890KBD6 1604784.087 PA USD 252.11 0.000183179088 Long ABS-MBS CORP US N 2 2057-09-15 Variable .253 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A 61691EBB0 8028690.198 PA USD 59197.14 0.043011693672 Long ABS-MBS CORP US N 2 2049-12-15 Variable .631 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 N/A 61690YBV3 3130048.302 PA USD 33850.85 0.024595485369 Long ABS-MBS CORP US N 2 2049-11-15 Variable .947 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBF2 1110259.547 PA USD 11.1 0.000008065082 Long ABS-MBS CORP US N 2 2047-09-15 Variable .4 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 N/A 61765TAG8 3592450.123 PA USD 5010.03 0.003640207545 Long ABS-MBS CORP US N 2 2048-10-15 Variable 1.002 N N N N N N LCCM 2017-LC26 N/A 50190DAL0 5793461.377 PA USD 139547.1 0.101392687519 Long ABS-MBS CORP US N 2 2050-07-12 Variable 1.514 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 N/A 61765TAK9 214000 PA USD 208848.57 0.151746025513 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 4.069 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 273000 PA USD 21047.48 0.015292761818 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.98 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 N/A 61690AAJ3 390000 PA USD 374787.78 0.272314797395 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.492 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563GAB5 337000 PA USD 351220.46 0.255191160197 Long ABS-MBS CORP US N 2 2051-11-25 Floating 8.34 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC N/A 755931AC6 243000 PA USD 243534.07 0.176947954202 Long ABS-MBS CORP US N 2 2039-10-25 Floating 7.39 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 120000 PA USD 49789.34 0.036176136891 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.438 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-L1 N/A 61691QAK4 205000 PA USD 192961.46 0.140202705875 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.78 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 N/A 95001WBF4 148000 PA USD 141425.78 0.102757706313 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.546 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 216048.797 PA USD 219884.48 0.159764540940 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.704 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53 N/A 95002BAL7 218000 PA USD 165910.77 0.120548107834 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.5 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBC3 6767659.939 PA USD 87770.46 0.063772610281 Long ABS-MBS CORP US N 2 2061-08-15 Variable .443 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAE2 234000 PA USD 132279.97 0.096112507270 Long ABS-MBS CORP US N 2 2052-11-15 Variable 2.574 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 375330.383 PA USD 382006.31 0.277559665663 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.204 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 122000 PA USD 109167.15 0.079319102492 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N COMM 2015-CCRE23 MORTGAGE TRUST N/A 12593ABE4 293000 PA USD 279674.45 0.203206975394 Long ABS-MBS CORP US N 2 2048-05-10 Variable 4.492 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20 N/A 46631QAT9 10026.386 PA USD 12583.48 0.009142954999 Long ABS-MBS CORP US N 2 2051-02-12 Variable 7.745 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TAU6 165477.465 PA USD 158634.06 0.115260966910 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.013 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 269019.578 PA USD 258835.76 0.188065917045 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.288 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 88243.278 PA USD 84640.39 0.061498351559 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 138000 PA USD 133153.65 0.096747309163 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.966 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAN1 127000 PA USD 120509.6 0.087560344972 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.577 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAG9 81134.349 PA USD 79423.52 0.057707857383 Long ABS-MBS CORP US N 2 2045-03-15 Variable 3.714 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAW1 105581.318 PA USD 101214.95 0.073541161354 Long ABS-MBS CORP US N 2 2045-07-15 Variable 3.86 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 181102.042 PA USD 82919.38 0.060247893261 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.206 N N N N N N JPMBB 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N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 60000 PA USD 60595.22 0.044027516205 Long DBT CORP US N 2 2039-02-07 Variable 5.942 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 50000 PA USD 50611.29 0.036773352595 Long DBT CORP US N 2 2028-02-16 Variable 5.098 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 200000 PA USD 205205.92 0.149099334373 Long DBT CORP ES N 2 2030-03-15 Variable 5.673 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PEK8 125000 PA USD 125555.92 0.091226920249 Long DBT CORP US N 2 2035-07-22 Variable 5.294 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMB2 100000 PA USD 97954.99 0.071172526638 Long DBT CORP US N 2 2035-08-15 Variable 5.425 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DM9 60000 PA USD 59871.96 0.043502007075 Long DBT CORP US N 2 2030-09-06 Variable 4.895 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 45000 PA USD 45467.52 0.033035971709 Long DBT CORP US N 2 2055-03-10 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0.128177384956 Long DBT CORP CA N 2 2031-09-15 Variable 3.625 N N N N N N 2025-05-29 Putnam Variable Trust Kevin R Blatchford Kevin R Blatchford Assistant Treasurer XXXX