BX Mortgage Trust, Series 2021-PAC, Class A

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Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.00538960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC REMICS, Series 5269, Class FL 3137H97F0 4900583.18000000 PA USD 4887954.87000000 2.355075480382 Long ABS-MBS USGSE US N 2 2052-10-25 Floating 4.44776040 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBP9 1718000.00000000 PA USD 1721451.51000000 0.829416054299 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA REMICS, Series 2018-86, Class MF 3136B3SN1 552227.33000000 PA USD 546716.98000000 0.263414820420 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 4.04223840 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2025-R06, Class 1A1 20754YAA9 1358659.66000000 PA USD 1360053.78000000 0.655290278750 Long ABS-MBS CORP US N 2 2045-09-25 Floating 4.52775960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC REMICS, Series 5598, Class FA 3137HNSG4 943450.46000000 PA USD 947869.39000000 0.456694879221 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.77776160 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust, Series 2016-GS4, Class A3 36251XAQ0 26723.77000000 PA USD 26689.86000000 0.012859495746 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.17800000 N N N N N N ACHV ABS Trust N/A ACHV ABS Trust, Series 2025-1PL, Class A 00112MAA4 650798.61000000 PA USD 651273.37000000 0.313791347405 Long ABS-O CORP US N 2 2032-04-26 Fixed 4.76000000 N N N N N N NYO Commercial Mortgage Trust N/A NYO Commercial Mortgage Trust, Series 2021-1290, Class A 62955HAA5 230000.00000000 PA USD 229982.64000000 0.110808403674 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.83548040 N N N N N N FHLMC 529900P3PHNE8PW64Z68 FHLMC STACR REMICS Trust, Series 2024-DNA3, Class A1 35564NEY5 71795.00000000 PA USD 71933.67000000 0.034658507890 Long ABS-MBS CORP US N 2 2044-10-25 Floating 4.67776080 N N N N N N BX Commercial Mortgage Trust N/A BX Commercial Mortgage Trust, Series 2021-ACNT, 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(The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYG3 1563000.00000000 PA USD 1554311.22000000 0.748885851130 Long DBT CORP US N 2 2027-09-10 Variable 1.54200000 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust, Series 2019-2A, Class A 68269BAA6 800000.00000000 PA USD 790028.96000000 0.380645460519 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.14000000 N N N N N N BX Commercial Mortgage Trust N/A BX Commercial Mortgage Trust, Series 2021-21M, Class A 05609CAA5 92259.86000000 PA USD 92265.70000000 0.044454724630 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.46947920 N N N N N N AutoNation Finance Trust N/A AutoNation Finance Trust, Series 2025-1A, Class A3 05330QAC6 400000.00000000 PA USD 400976.00000000 0.193195062339 Long ABS-O CORP US N 2 2029-11-13 Fixed 4.62000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 Daimler Truck Finance North America LLC 233853BG4 1537000.00000000 PA USD 1534125.09000000 0.739159930766 Long DBT CORP US N 2 2027-08-12 Fixed 4.30000000 N N N N N N FHLMC 529900N6M839KA246662 FHLMC STACR REMICS Trust, Series 2024-DNA1, Class A1 35564NAW3 604816.89000000 PA USD 607033.06000000 0.292475833637 Long ABS-MBS CORP US N 2 2044-02-25 Floating 4.97775960 N N N N N N BX Trust N/A BX Trust, Series 2025-ROIC, Class B 05593VAG8 314249.21000000 PA USD 313848.76000000 0.151216109576 Long ABS-MBS CORP US N 2 2030-03-15 Floating 5.01887160 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4 46590TAD7 167813.16000000 PA USD 166907.82000000 0.080418196325 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.41400000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust, Series 2024-B, Class A3 881934AD5 174392.41000000 PA USD 174638.09000000 0.084142733441 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.82000000 N N N N N N SFO Commercial Mortgage Trust N/A SFO Commercial Mortgage Trust, Series 2021-555, Class A 78432WAA1 250000.00000000 PA USD 250048.15000000 0.120476207870 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.13947880 N N N N N N Upgrade Master Pass-Thru Trust N/A Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class A 91535BAA6 763535.88000000 PA USD 763495.87000000 0.367861498445 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.79400000 N N N N N N Manufacturers & Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 Manufacturers & Traders Trust Co. 55279HAW0 2128000.00000000 PA USD 2133605.26000000 1.027996691107 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N CD Mortgage Trust N/A CD Mortgage Trust, Series 2016-CD2, Class ASB 12515ABC3 4609.34000000 PA USD 4596.64000000 0.002214716470 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.34800000 N N N N N N Affirm Master Trust N/A Affirm Master Trust, Series 2026-1A, Class A 00833BAU2 105000.00000000 PA USD 104473.90000000 0.050336782309 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.37000000 N N N N N N Captree Park CLO Ltd. 254900T5FZQKDOCWVD69 Captree Park CLO Ltd., Series 2024-1A, Class A1R 14074EAN1 1000000.00000000 PA USD 1000000.00000000 0.481812034484 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 4.87523160 N N N N N N 280 Park Avenue Mortgage Trust N/A 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A 90205FAA8 250000.00000000 PA USD 249710.40000000 0.120313475855 Long ABS-MBS CORP US N 2 2034-09-15 Floating 4.80539160 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGL7 870000.00000000 PA USD 864219.74000000 0.416391471171 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust, Series 2017-GS8, Class A3 36254KAK8 1000000.00000000 PA USD 987901.20000000 0.475982687041 Long ABS-MBS CORP US N 2 2050-11-10 Fixed 3.20500000 N N N N N N EQUS Mortgage Trust N/A EQUS Mortgage Trust, Series 2021-EQAZ, Class A 29478JAA8 278084.43000000 PA USD 278087.66000000 0.133985981229 Long ABS-MBS CORP US N 2 2038-10-15 Floating 4.64528160 N N N N N N BANK N/A BANK, Series 2019-BN22, Class ASB 06540XBE0 101879.22000000 PA USD 99284.98000000 0.047836698207 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.89700000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2024-5, Class B 802920AE8 962000.00000000 PA USD 963173.45000000 0.464068559505 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.63000000 N N N N N N Affirm Master Trust N/A Affirm Master Trust, Series 2025-1A, Class A 00833BAA6 750000.00000000 PA USD 753058.88000000 0.362832831059 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.99000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust, Series 2024-B, Class A4 881934AE3 750000.00000000 PA USD 751336.80000000 0.362003112191 Long ABS-O CORP US N 2 2028-06-20 Fixed 4.88000000 N N N N N N ARES Commercial Mortgage Trust N/A ARES Commercial Mortgage Trust, Series 2024-IND, Class A 03990DAA5 300000.00000000 PA USD 300900.63000000 0.144977544717 Long ABS-MBS CORP US N 2 2041-07-15 Floating 5.31702000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 UDR, Inc. 90265EAN0 1178000.00000000 PA USD 1159518.57000000 0.558670001234 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2024-167, Class FD 38384YK59 723192.40000000 PA USD 725269.34000000 0.349443496254 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.65872040 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A4 95000XAE7 718025.46000000 PA USD 707921.05000000 0.341084881354 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.15700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA REMICS, Series 2024-67, Class FA 3136BSPM1 937276.98000000 PA USD 941842.74000000 0.453791166723 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.79775960 N N N N N N CIFC Funding Ltd. 549300X1SKS4LNS5LQ62 CIFC Funding Ltd., Series 2017-1A, Class AR3 17181PAL3 2000000.00000000 PA USD 2000986.60000000 0.964099424722 Long ABS-CBDO CORP KY N 2 2037-04-21 Floating 4.86772920 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1 20755RAA3 3456848.60000000 PA USD 3466755.24000000 1.670324395243 Long ABS-MBS CORP US N 2 2044-09-25 Floating 4.77776160 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2022-N1, Class A2 14686GAB2 968667.27000000 PA USD 961163.00000000 0.463099900501 Long ABS-O CORP US N 2 2028-12-11 Fixed 3.21000000 N N N N N N Evergy Missouri West, Inc. 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Class A 30227TAA8 288940.00000000 PA USD 289915.87000000 0.139684955154 Long ABS-MBS CORP US N 2 2042-10-15 Floating 4.92539040 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class ASB 12595FAF9 29825.65000000 PA USD 29748.42000000 0.014333146762 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.25630000 N N N N N N AutoNation Finance Trust N/A AutoNation Finance Trust, Series 2026-2A, Class A2 05330XAB3 750000.00000000 PA USD 749482.88000000 0.361109871224 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.29000000 N N N N N N Affirm Asset Securitization Trust N/A Affirm Asset Securitization Trust, Series 2025-X2, Class A 00835DAA0 699471.30000000 PA USD 700026.12000000 0.337281009069 Long ABS-O CORP US N 2 2030-10-15 Fixed 4.45000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABT3 900000.00000000 PA USD 862013.58000000 0.415328516733 Long DBT CORP US N 2 2028-01-10 Fixed 1.80000000 N N N N N N UBS Group AG 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