REPORT DATE: 18 APR 2024 CUSIP# SECURITY DESCRIPTION NOTE RATE FINANCE SETTING DATE ________________ _________________________ _______________ ____________________ 784456AD7 SMB TRUST 2014-A A3 6.9354600% 04/11/2024 784456AE5 SMB TRUST 2014-A B 4.0000000% 08/07/2014 784456AF2 SMB TRUST 2014-A C 4.5000000% 08/07/2014 78448PAE0 SMB TRUST 2015-A B 3.5000000% 04/23/2015 78448PAF7 SMB TRUST 2015-A C 4.5000000% 04/23/2015 78448QAE8 SMB TRUST 2015-B B 3.5000000% 07/30/2015 78448QAF5 SMB TRUST 2015-B C 4.5000000% 07/30/2015 78448RAE6 SMB TRUST 2015-C B 3.5000000% 10/27/2015 78448RAF3 SMB TRUST 2015-C C 4.5000000% 10/27/2015 78448WAB1 SMB TRUST 2017-A A2A 2.8800000% 02/08/2017 78448WAC9 SMB TRUST 2017-A A2B 6.3354600% 04/11/2024 78448WAD7 SMB TRUST 2017-A B 3.5000000% 02/08/2017 78448YAB7 SMB PE 2021-A A2A1 6.1654600% 04/11/2024 78448YAC5 SMB PE 2021-A A2B 1.5900000% 02/09/2021 78448YAD3 SMB PE 2021-A B 2.3100000% 02/09/2021 78448YAE1 SMB PE 2021-A C 2.9900000% 02/09/2021 78448YAF8 SMB PE 2021-A D1 3.8600000% 02/09/2021 78448YAH4 SMB PE 2021-A APT1 1.0700000% 02/09/2021 78448YAJ0 SMB PE 2021-A APT2 1.0700000% 02/09/2021 78448YAK7 SMB PE 2021-A A2A2 6.1654600% 04/11/2024 78448YAL5 SMB PE 2021-A D2 3.8600000% 02/09/2021 78449CAA6 SMB PE 2022-C A1A 4.4800000% 08/09/2022 78449CAB4 SMB PE 2022-C A1B 7.1800200% 04/18/2024 78449CAC2 SMB PE 2022-C B 5.0900000% 08/09/2022 78449DAB2 SLM PE Trust 2020-PTB A 1.6000000% 03/06/2020 -2A 78449DAC0 SLM PE Trust 2020-PTB A 6.2938900% 03/21/2024 -2B 78449DAD8 SLM PE Trust 2020-PTB B 2.5000000% 03/06/2020 78449DAE6 SLM PE Trust 2020-PTB C 3.2000000% 03/06/2020 78449FAB7 SMB TRUST 2016-A A2A 2.7000000% 05/26/2016 78449FAC5 SMB TRUST 2016-A A2B 6.9354600% 04/11/2024 78449FAD3 SMB TRUST 2016-A B 7.9354600% 04/11/2024 78449GAB5 SMB TRUST 2016-B A2A 2.4300000% 07/21/2016 78449GAC3 SMB TRUST 2016-B A2B 6.8854600% 04/11/2024 78449GAD1 SMB TRUST 2016-B B 7.9354600% 04/11/2024 78449HAA5 SMB PE 2023-B A1A 4.9900000% 05/24/2023 78449HAB3 SMB PE 2023-B A1B 7.1300200% 04/18/2024 78449HAC1 SMB PE 2023-B B 5.7700000% 05/24/2023 78449HAD9 SMB PE 2023-B C 6.3600000% 05/24/2023 78449HAE7 SMB PE 2023-B D 7.5600000% 05/24/2023 78449KAB6 SMB TRUST 2016-C A2A 2.3400000% 10/12/2016 78449KAC4 SMB TRUST 2016-C A2B 6.5354600% 04/11/2024 78449KAD2 SMB TRUST 2016-C B 3.2500000% 10/12/2016 78449LAB4 SMB TRUST 2018-B A2A 3.6000000% 06/20/2018 78449LAC2 SMB TRUST 2018-B A2B 6.1554600% 04/11/2024 78449LAD0 SMB TRUST 2018-B B 4.0000000% 06/20/2018 78449MAA4 SMB PE 2021-D A1A 1.3400000% 08/18/2021 78449MAB2 SMB PE 2021-D A1B 6.0354600% 04/11/2024 78449MAC0 SMB PE 2021-D B 2.3100000% 08/18/2021 78449PAB5 SMB TRUST 2018-A A2A 3.5000000% 03/21/2018 78449PAC3 SMB TRUST 2018-A A2B 6.2354600% 04/11/2024 78449PAD1 SMB TRUST 2018-A B 3.9600000% 03/21/2018 78449QAB3 SMB TRUST 2018-C A2A 3.6300000% 09/19/2018 78449QAC1 SMB TRUST 2018-C A2B 6.1854600% 04/11/2024 78449QAD9 SMB TRUST 2018-C B 4.0000000% 09/19/2018 78449TAB7 SMB TRUST 2019-A A2A 3.4400000% 03/13/2019 78449TAC5 SMB TRUST 2019-A A2B 6.3054600% 04/11/2024 78449TAD3 SMB TRUST 2019-A B 4.0000000% 03/13/2019 78449UAB4 SMB Trust 2020-A A2A 2.2300000% 02/12/2020 78449UAC2 SMB Trust 2020-A A2B 6.2654600% 04/11/2024 78449UAD0 SMB Trust 2020-A B 3.0000000% 02/12/2020 78449VAB2 SLM PE Trust 2020-PTA A 1.6000000% 03/06/2020 -2A 78449VAC0 SLM PE Trust 2020-PTA A 6.2938900% 03/21/2024 -2B 78449VAD8 SLM PE Trust 2020-PTA B 2.5000000% 03/06/2020 78449VAE6 SLM PE Trust 2020-PTA C 3.2000000% 03/06/2020 78449XAA0 SMB Trust 2020-B A1A 1.2900000% 08/12/2020 78449XAB8 SMB Trust 2020-B A1B 6.5354600% 04/11/2024 78449XAC6 SMB Trust 2020-B B 2.7600000% 08/12/2020 78449YAA8 SMB PE 2021-B A 1.3100000% 05/19/2021 78449YAB6 SMB PE 2021-B B 2.6500000% 05/19/2021 78450BAA4 SMB PE 2024-R1 M 6.0000000% 04/09/2024 78450CAA2 SMB PE 2024-B A1A 5.5500000% 04/11/2024 78450CAB0 SMB PE 2024-B A1B 6.6300200% 04/18/2024 78450CAC8 SMB PE 2024-B B 6.2500000% 04/11/2024 78450CAD6 SMB PE 2024-B C 6.5000000% 04/11/2024 78450CAE4 SMB PE 2024-B D 8.2900000% 04/11/2024 78450FAA5 SMB PE 2022-A APT 2.8500000% 03/16/2022 78450FAD9 SMB PE 2022-A B 3.2500000% 03/16/2022 78450FAE7 SMB PE 2022-A C 3.9400000% 03/16/2022 78450FAF4 SMB PE 2022-A D 4.7500000% 03/16/2022 78450MAA0 SMB PE 2021-E A1A 1.6800000% 11/09/2021 78450MAB8 SMB PE 2021-E A1B 6.0654600% 04/11/2024 78450MAC6 SMB PE 2021-E B 2.4900000% 11/09/2021 78450PAA3 SMB PE 2023-D A1A 6.1500000% 11/07/2023 78450PAB1 SMB PE 2023-D A1B 6.9800200% 04/18/2024 78450PAC9 SMB PE 2023-D B 6.9300000% 11/07/2023 78450PAD7 SMB PE 2023-D C 7.5400000% 11/07/2023 78450PAE5 SMB PE 2023-D D 8.8700000% 11/07/2023 78450QAA1 SMB PE 2023-A A1A 5.3800000% 03/15/2023 78450QAB9 SMB PE 2023-A A1B 6.8300200% 04/18/2024 78450QAC7 SMB PE 2023-A B 5.8800000% 03/15/2023 78454XAA2 SMB PE 2022-D A1A 5.3700000% 10/19/2022 78454XAB0 SMB PE 2022-D A1B 7.1300200% 04/18/2024 78454XAC8 SMB PE 2022-D B 6.1500000% 10/19/2022 78454XAD6 SMB PE 2022-D C 6.5800000% 10/19/2022 78454XAE4 SMB PE 2022-D D 7.2300000% 10/19/2022 83189DAB6 SMB TRUST 2017-B A2A 2.8200000% 11/08/2017 83189DAC4 SMB TRUST 2017-B A2B 6.1854600% 04/11/2024 83189DAD2 SMB TRUST 2017-B B 3.5000000% 11/08/2017 83192CAB3 SMB TRUST 2019-B A2A 2.8400000% 06/12/2019 83192CAC1 SMB TRUST 2019-B A2B 6.4354600% 04/11/2024 83192CAD9 SMB TRUST 2019-B B 3.5600000% 06/12/2019 831943AA3 SMB PE 2024-A A1A 5.2400000% 03/13/2024 831943AB1 SMB PE 2024-A A1B 6.7800200% 04/18/2024 831943AC9 SMB PE 2024-A B 5.8800000% 03/13/2024 831943AD7 SMB PE 2024-A C 6.2200000% 03/13/2024 831943AE5 SMB PE 2024-A D 8.2200000% 03/13/2024 83206NAA5 SMB PE 2022-B A1A 3.9400000% 05/27/2022 83206NAB3 SMB PE 2022-B A1B 6.7800200% 04/18/2024 83206NAC1 SMB PE 2022-B B 4.5500000% 05/27/2022 83206NAD9 SMB PE 2022-B C 4.9500000% 05/27/2022 83206NAE7 SMB PE 2022-B D 5.9500000% 05/27/2022 83207DAA6 SMB PE 2023-C A1A 5.6700000% 08/16/2023 83207DAB4 SMB PE 2023-C A1B 6.8800200% 04/18/2024 83207DAC2 SMB PE 2023-C B 6.3600000% 08/16/2023 83208AAA1 SMB PE 2021-C APT 1.3900000% 05/27/2021 83208AAD5 SMB PE 2021-C A2 6.2354600% 04/11/2024 83208AAE3 SMB PE 2021-C B 2.3000000% 05/27/2021 83208AAF0 SMB PE 2021-C C 3.0000000% 05/27/2021 83208AAG8 SMB PE 2021-C D 3.9300000% 05/27/2021