NPORT-P false 0001032423 XXXXXXXX S000055043 C000173085 C000173083 C000173084 Diamond Hill Funds 811-08061 0001032423 549300PZZTQU6QTHS663 325 John H. McConnell Blvd. Suite 200 Columbus 43215 888-226-5595 DIAMOND HILL SHORT DURATION SECURITIZED BOND S000055043 549300LDSRETB4JUMJ20 2022-12-31 2022-06-30 N 1412074677.99 26007940.65 1386066737.34 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00 USD N FMC GMSR ISSUER TRUST N/A 30259RAK1 11500000.00000000 PA USD 10268792.75000000 0.740858464701 Long ABS-O CORP US Y 2 2026-10-26 Fixed 3.85000000 N N N N N N TOORAK MORTGAGE TRUST 2022-1 LTD N/A 89054JAB2 8000000.00000000 PA USD 7755129.60000000 0.559506219367 Long ABS-O CORP US Y 2 2029-03-25 Fixed 4.94800000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAE5 6650000.00000000 PA USD 6160735.56000000 0.444476113164 Long ABS-O CORP US Y 2 2026-01-25 Fixed 4.44999960 N N N N N N BUSINESS JET SECURITIES 2020-1 LLC N/A 12327FAC1 1584307.28000000 PA USD 1448483.03000000 0.104503123188 Long ABS-O CORP US Y 2 2035-11-15 Fixed 7.14200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKUA9 402999.21000000 PA USD 50251.62000000 0.003625483437 Long ABS-O USGSE US N 2 2044-08-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R3G9 53372.92000000 PA USD 53132.05000000 0.003833296663 Long ABS-O USGA US N 2 2067-04-20 Floating 1.02328920 N N N N N N LHOME MORTGAGE TRUST N/A 50203RAC4 5000000.00000000 PA USD 4670626.50000000 0.336969813514 Long ABS-O CORP US Y 2 2026-09-25 Fixed 5.19300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398PWQ8 298932.90000000 PA USD 40097.69000000 0.002892911929 Long ABS-O USGSE US N 2 2040-05-25 Floating 4.92643080 N N N N N N AVANT LOANS FUNDING TRUST N/A 05353LAC9 10750000.00000000 PA USD 9816308.75000000 0.708213283354 Long ABS-O CORP US Y 2 2030-07-15 Fixed 2.30000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DD9 1200000.00000000 PA USD 1064588.41000000 0.076806432282 Long DBT CORP US N 2 2027-11-01 Fixed 1.70700000 N N N N N N CASCADE MH ASSET TRUST N/A 14732FAC6 1100000.00000000 PA USD 1031592.76000000 0.074425908378 Long ABS-O CORP US Y 2 2044-11-25 Fixed 5.98500000 N N N N N N Newrez LLC / Newres Gmsr Excess Owner LLC 549300FNXYY540N23N64 65246QAA7 11099171.10000000 PA USD 10333522.53000000 0.745528498132 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828WE6 10000000.00000000 PA USD 9969921.90000000 0.719295949568 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAL0 3458609.22000000 PA USD 3289291.62000000 0.237311200924 Long ABS-O CORP US Y 2 2038-09-15 Floating 3.57471000 N N N N N N LHOME MORTGAGE TRUST N/A 501895AC0 3000000.00000000 PA USD 2739930.60000000 0.197676672139 Long ABS-O CORP US Y 2 2026-09-25 Fixed 4.45800000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ALJ42 83679.33000000 PA USD 274.39000000 0.000019796305 Long ABS-O USGSE US N 2 2040-09-15 Floating 5.27600160 N N N N N N LHOME MORTGAGE TRUST 2022-RTL1 N/A 50204DAC4 7250000.00000000 PA USD 6984832.70000000 0.503931918415 Long ABS-O CORP US Y 2 2027-02-25 Fixed 6.90000000 N N N N N N FHF TRUST 2021-2 N/A 30322JAA4 5142106.73000000 PA USD 4928878.48000000 0.355601815354 Long ABS-O CORP US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91683LAA4 2994756.55000000 PA USD 2800645.41000000 0.202057039141 Long ABS-O CORP US Y 2 2029-10-20 Fixed 1.75000000 N N N N N N LHOME MORTGAGE TRUST N/A 50203RAB6 8250000.00000000 PA USD 7792862.55000000 0.562228523350 Long ABS-O CORP US Y 2 2026-09-25 Fixed 3.22800000 N N N N N N ROC MORTGAGE TRUST N/A 77118TAB9 3200000.00000000 PA USD 2978889.28000000 0.214916728015 Long ABS-O CORP US Y 2 2026-08-25 Fixed 3.35100000 N N N N N N BUSINESS JET SECURITIES 2020-1 LLC N/A 12327FAB3 855525.97000000 PA USD 773766.95000000 0.055824653254 Long ABS-O CORP US Y 2 2035-11-15 Fixed 3.96700000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91683MAA2 3942274.46000000 PA USD 3640890.73000000 0.262677880647 Long ABS-O CORP US Y 2 2029-11-20 Fixed 1.70000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31395UML2 293349.57000000 PA USD 293074.41000000 0.021144321705 Long ABS-O USGSE US N 2 2035-05-15 Floating 1.77400080 N N N N N N UPSTART PASS-THROUGH TRUST 2021-ST10 N/A 91681WAA2 10968964.29900000 PA USD 10605086.46000000 0.765120911879 Long ABS-O CORP US Y 2 2030-01-20 Fixed 2.25000000 N N N N N N Hero Funding Ii (B) 2016-4b N/A 42771VAA8 504224.38000000 PA USD 486854.30000000 0.035124881572 Long ABS-O CORP US Y 2 2047-09-20 Fixed 4.99000000 N N N N N N UPSTART PASS-THROUGH TRUST SERIES 2022-ST1 N/A 91683NAA0 3566940.93000000 PA USD 3415776.47000000 0.246436652578 Long ABS-O CORP US Y 2 2030-03-20 Fixed 2.60000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAQ7 300000.00000000 PA USD 280324.69000000 0.020224472779 Long DBT CORP US Y 2 2024-09-24 Fixed 0.75000000 N N N N N N HIN TIMESHARE TRUST N/A 40439HAE9 3111614.70000000 PA USD 2984473.19000000 0.215319588126 Long ABS-O CORP US Y 2 2039-10-09 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A0K48 383848.19000000 PA USD 385273.23000000 0.027796152928 Long ABS-O USGSE US N 2 2041-09-25 Floating 2.17356840 N N N N N N FREMF Mortgage Trust N/A 30296TAG1 1611076.96000000 PA USD 1570878.66000000 0.113333551529 Long ABS-O USGSE US Y 2 2025-03-25 Floating 3.06986040 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530QAF4 2800000.00000000 PA USD 2747014.76000000 0.198187770184 Long ABS-O CORP US Y 2 2027-08-13 Fixed 5.22000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAG8 1950000.00000000 PA USD 1831720.80000000 0.132152424602 Long ABS-O CORP US Y 2 2040-08-15 Fixed 4.12900000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBA1 2945000.00000000 PA USD 2800990.44000000 0.202081931882 Long DBT CORP US Y 2 2024-01-12 Fixed 0.47300000 N N N N N N Bancorp Commercial Mortgag N/A 05972AAJ9 1848736.02000000 PA USD 1834059.64000000 0.132321163952 Long ABS-O CORP US Y 2 2032-08-17 Floating 4.62471120 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBC6 1000000.00000000 PA USD 1020137.92000000 0.073599480639 Long DBT CORP US N 2 2024-09-15 Fixed 5.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCP9 1600000.00000000 PA USD 1403297.52000000 0.101243142353 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N LL ABS TRUST 5967007LIEEXZXK7FS45 53934QAB8 3800000.00000000 PA USD 3485461.08000000 0.251464160137 Long ABS-O CORP US Y 2 2029-05-15 Fixed 2.17000000 N N N N N N Rentas Fdo Inv Inm N/A 75973LAB4 492151.58000000 PA USD 474772.18000000 0.034253197714 Long ABS-CBDO CORP US Y 2 2052-09-20 Fixed 5.75000000 N N N N N N FHF TRUST 2020-1 N/A 30260YAC1 4500000.00000000 PA USD 4445949.15000000 0.320760107015 Long ABS-O CORP US Y 2 2025-09-15 Fixed 3.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LRX3 19012689.50000000 PA USD 509041.95000000 0.036725645041 Long ABS-O USGA US N 2 2069-03-20 Floating 1.53555840 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST N/A 68267EAD6 5500000.00000000 PA USD 5404148.75000000 0.389890948567 Long ABS-O CORP US Y 2 2031-04-14 Fixed 4.68000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAL3 2800000.00000000 PA USD 2799739.29000000 0.201991665666 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Pnmac Gsmr Issuer Trust 5493007JEN3QN6CZC711 69354WAC0 7000000.00000000 PA USD 6956672.10000000 0.501900226922 Long ABS-O CORP US Y 2 2023-02-25 Floating 4.47356880 N N N N N N Ocwen Master Advance Receivables Trust 549300THGK42AVJMPW70 67575NCA9 1810526.08000000 PA USD 1806527.53000000 0.130334815873 Long ABS-O CORP US Y 2 2052-08-15 Fixed 5.41940000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91534HAA4 10115592.77000000 PA USD 9533627.54000000 0.687818795673 Long ABS-O CORP US Y 2 2027-07-20 Fixed 2.00000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAC6 3250000.00000000 PA USD 2899460.20000000 0.209186190093 Long DBT CORP US Y 2 2027-05-17 Fixed 2.97000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCK9 1700000.00000000 PA USD 1630101.03000000 0.117606244063 Long DBT CORP US N 2 2024-12-06 Fixed 1.34300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABNP4 1937441.46000000 PA USD 131816.54000000 0.009510114949 Long ABS-O USGSE US N 2 2028-01-25 Fixed 4.00000000 N N N N N N ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 N/A 02079YAB3 9500000.00000000 PA USD 9234855.95000000 0.666263441811 Long ABS-O CORP US Y 2 2025-03-25 Floating 5.61000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563HAA5 6818000.00000000 PA USD 6804572.63000000 0.490926767570 Long ABS-O USGA US Y 2 2052-05-25 Floating 5.17565880 N N N N N N A10 BRIDGE ASSET FINANCING 2021-D,LLC N/A 04681EAL1 7546817.91000000 PA USD 6901768.74000000 0.497939136267 Long ABS-CBDO CORP US Y 2 2038-10-01 Fixed 4.40900000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST N/A 74969VAC9 2539678.13000000 PA USD 1900097.27000000 0.137085554310 Long ABS-O CORP US Y 2 2061-09-25 Fixed 2.12500000 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAD3 9500000.00000000 PA USD 9513115.70000000 0.686338936194 Long ABS-O CORP US Y 2 2026-07-20 Fixed 6.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GAW7 327093.64000000 PA USD 1944.74000000 0.000140306375 Long ABS-O USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N BXMT LTD N/A 05609GAA6 8250000.00000000 PA USD 8101269.00000000 0.584478999586 Long ABS-CBDO CORP US Y 2 2038-05-17 Floating 1.92471120 N N N N N N FREMF MORTGAGE TRUST N/A 30311LAG9 2907582.71000000 PA USD 2883538.75000000 0.208037511637 Long ABS-O USGSE US Y 2 2029-03-25 Floating 3.31985880 N N N N N N Earnest Sl Prog Llc 2016-D N/A 27034M104 5000.00000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US Y 3 2024-01-25 Floating 0.00000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GLA4 4571.01000000 PA USD 4447.36000000 0.000320861895 Long ABS-O CORP US N 2 2034-08-25 Floating 2.03196600 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAB4 3650000.00000000 PA USD 3333754.15000000 0.240519021212 Long DBT CORP US Y 2 2026-04-15 Fixed 3.38000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2020-HB2 N/A 31737VAA4 3544197.34000000 PA USD 3480321.69000000 0.251093370632 Long ABS-O CORP US Y 2 2030-07-25 Fixed 1.71000000 N N N N N N A10 BRIDGE ASSET FINANCING 2021-D,LLC N/A 04681EAN7 3575984.79000000 PA USD 3213126.04000000 0.231816113426 Long ABS-CBDO CORP US Y 2 2038-10-01 Fixed 4.93700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JUK5 1582928.26500000 PA USD 69277.65000000 0.004998146779 Long ABS-O USGA US N 2 2042-03-20 Fixed 4.00000000 N N N N N N BX Trust 2022-IND N/A 05609WAQ6 10000000.00000000 PA USD 9430329.00000000 0.680366157411 Long ABS-O CORP US Y 2 2024-04-15 Floating 5.58196920 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAG3 16210000.00000000 PA USD 15025267.84000000 1.084021961946 Long ABS-O CORP US Y 2 2029-12-17 Fixed 6.01000000 N N N N N N UPSTART PASS-THROUGH TRUST SERIES N/A 91680WAA3 1362102.65000000 PA USD 1308628.27000000 0.094413078010 Long ABS-O CORP US Y 2 2026-12-20 Fixed 3.00000000 N N N N N N PFP LTD N/A 69357XAA9 1800000.00000000 PA USD 1715171.40000000 0.123743781868 Long ABS-CBDO CORP US Y 2 2031-08-16 Floating 1.87471080 N N N N N N SMALL BUSINESS LENDING TRUST 2020-A N/A 83165WAC0 12550000.00000000 PA USD 12315832.06000000 0.888545387333 Long DBT CORP US Y 2 2026-12-15 Fixed 5.01000000 N N N N N N UPGRADE MASTER PASS - THRU TRUST N/A 91532RAA4 312727.01000000 PA USD 312675.69000000 0.022558487378 Long ABS-O CORP US Y 2 2025-11-15 Fixed 3.75000000 N N N N N N Commonbond Student Loan Trust 549300KDXV3I7WKXA522 20268KAD2 77820.76000000 PA USD 76037.06000000 0.005485815217 Long ABS-O CORP US Y 2 2042-09-25 Floating 4.44000000 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAA6 8000000.00000000 PA USD 7607707.20000000 0.548870194706 Long DBT CORP US Y 2 2026-04-15 Fixed 2.39000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEP0 1200000.00000000 PA USD 1120415.46000000 0.080834164028 Long DBT CORP US Y 2 2024-09-27 Fixed 0.70000000 N N N N N RMF PROPRIETARY ISSUANCE TRUST 2022-1 N/A 74969XAC5 4000000.00000000 PA USD 3126250.40000000 0.225548331532 Long ABS-O CORP US Y 2 2062-01-25 Floating 3.00000000 N N N N N N ACC AUTO TRUST N/A 00108XAA6 1055966.61000000 PA USD 1038292.58000000 0.074909277600 Long ABS-O CORP US Y 2 2027-04-15 Fixed 1.08000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HAQ3 639787.77000000 PA USD 630320.38000000 0.045475471203 Long ABS-O CORP US Y 2 2028-01-25 Fixed 1.88600000 N N N N N N NYMT LOAN TRUST SERIES 2022-BPL1 N/A 62955TAB7 5500000.00000000 PA USD 5266411.15000000 0.379953649281 Long ABS-O CORP US Y 2 2027-11-25 Fixed 4.94800000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAJ9 2318005.68000000 PA USD 2163885.89000000 0.156117005891 Long ABS-O CORP US Y 2 2040-02-15 Floating 2.67500160 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91682CAA5 4896526.83000000 PA USD 4700491.44000000 0.339124467341 Long ABS-O CORP US Y 2 2027-04-20 Fixed 2.50000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJC4 4514000.00000000 PA USD 4411298.83000000 0.318260204300 Long DBT CORP US N 2 2024-05-19 Fixed 1.48600000 N N N N N Laurel Road Prime Student Ln Trust 2019-A N/A 51889RAC3 1842377.51000000 PA USD 1747427.08000000 0.126070919453 Long ABS-O CORP US Y 2 2048-10-25 Fixed 3.00000000 N N N N N N MOSAIC SOLAR LOAN TRUST N/A 61946NAA6 1686576.03000000 PA USD 1529287.64000000 0.110332900920 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.10000000 N N N N N N College Ave Student Loans 2018-A LLC N/A 19423DAD2 616678.90000000 PA USD 591841.85000000 0.042699376159 Long ABS-O CORP US Y 2 2047-12-26 Fixed 5.50000000 N N N N N N Csail Commercial Mortagage Trust N/A 125333BC7 9650000.00000000 PA USD 9641287.98000000 0.695586130181 Long ABS-O CORP US Y 2 2030-07-15 Floating 4.12499880 N N N N N N UPGRADE MASTER PASS - THRU TRUST N/A 91531UAA8 346215.49000000 PA USD 341749.38000000 0.024656055209 Long ABS-O CORP US Y 2 2025-07-15 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30297XAG1 1419589.59000000 PA USD 1396284.19000000 0.100737154451 Long ABS-O USGSE US Y 2 2029-02-25 Floating 3.46986000 N N N N N N United Airlines Pass Through Trust 2020-1A N/A 90931GAA7 1016210.01000000 PA USD 998415.56000000 0.072032286260 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CDB4 10000000.00000000 PA USD 9474609.40000000 0.683560837639 Long DBT UST US N 2 2024-10-15 Fixed 0.62500000 N N N N N N N/A N/A N/A 7906405 NS USD 7906405.00000000 0.570420224871 Long STIV RF US N 1 N N SHELTER GROWTH CRE ISSUER LTD N/A 822866AA7 1272179.75000000 PA USD 1239879.11000000 0.089453059986 Long ABS-CBDO CORP US Y 2 2036-09-15 Floating 1.95471000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31282YEU9 509448.01000000 PA USD 86992.23000000 0.006276193465 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 5.27600160 N N N N N N BX TRUST N/A 12433WAC5 525000.02000000 PA USD 496068.37000000 0.035789645378 Long ABS-O CORP US Y 2 2037-09-15 Floating 2.19999960 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GZP2 1000000.00000000 PA USD 986642.29000000 0.071182884879 Long DBT CORP US N 2 2024-03-15 Fixed 3.00000000 N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48128U2Q1 1238982.91000000 PA USD 1200877.37000000 0.086639217120 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.28000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBS4 350000.00000000 PA USD 335432.06000000 0.024200282061 Long DBT CORP US N 2 2024-09-16 Fixed 0.65300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376T5H1 349838.07000000 PA USD 39626.44000000 0.002858912845 Long ABS-O USGA US N 2 2060-01-20 Floating 1.90262160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R3J3 288643.91000000 PA USD 1816.61000000 0.000131062231 Long ABS-O USGA US N 2 2067-04-20 Floating 3.55982040 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBK5 2081131.53000000 PA USD 1970178.08000000 0.142141646352 Long ABS-O CORP US Y 2 2071-02-26 Floating 2.22566040 N N N N N N OPORTUN FUNDING 2022-1 LLC N/A 68377XAC3 9000000.00000000 PA USD 8772442.20000000 0.632901862780 Long ABS-O CORP US Y 2 2029-06-15 Fixed 6.00000000 N N N N N N ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD N/A 00489TAL0 2000000.00000000 PA USD 1910386.00000000 0.137827851180 Long ABS-O CORP US Y 2 2037-12-15 Floating 4.03557120 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCF5 1979713.18000000 PA USD 1893609.71000000 0.136617498926 Long ABS-O CORP US Y 2 2029-02-26 Fixed 1.00900000 N N N N N N CREDIBLYASSET SECURITIZATION II LLC N/A 22534NAC2 2676000.00000000 PA USD 2460745.50000000 0.177534416901 Long DBT CORP US Y 2 2026-04-15 Fixed 5.93000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BRZK4 548529.93000000 PA USD 545880.15000000 0.039383395856 Long ABS-O USGSE US N 2 2037-11-15 Floating 2.42399880 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAN5 5373000.00000000 PA USD 5005183.76000000 0.361106981732 Long ABS-O CORP US Y 2 2036-09-15 Floating 2.87471880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A0GP6 179179.39000000 PA USD 5772.96000000 0.000416499425 Long ABS-O USGSE US N 2 2026-08-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B2M3 23964957.96000000 PA USD 161612.49000000 0.011659791382 Long ABS-O USGA US N 2 2063-05-20 Floating 0.46442880 N N N N N N MOSAIC SOLAR LOAN TRUST N/A 61947DAD1 785508.31000000 PA USD 722757.90000000 0.052144523819 Long ABS-O CORP US Y 2 2046-12-20 Fixed 3.71000000 N N N N N N LENDMARK FUNDING TRUST N/A 51507KAC0 1000000.00000000 PA USD 949017.20000000 0.068468362628 Long ABS-O CORP US Y 2 2031-04-21 Fixed 4.69000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92511FAB1 1166233.85000000 PA USD 1162103.40000000 0.083841807085 Long ABS-O CORP US Y 2 2025-06-16 Fixed 2.19000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114TZK1 500000.00000000 PA USD 471792.23000000 0.034038204459 Long DBT CORP US N 2 2024-12-13 Fixed 1.25000000 N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAD4 5000000.00000000 PA USD 4467250.00000000 0.322296890882 Long DBT CORP US Y 2 2027-05-17 Fixed 4.94000000 N N N N N N FREED ABS TRUST N/A 35635BAC8 4000000.00000000 PA USD 3916067.20000000 0.282530926866 Long ABS-O CORP US Y 2 2028-03-20 Fixed 2.83000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCG3 1649760.99000000 PA USD 1586651.20000000 0.114471486635 Long ABS-O CORP US Y 2 2029-02-26 Fixed 2.10200000 N N N N N N FHF TRUST 2020-1 N/A 30260YAA5 276639.12000000 PA USD 276427.24000000 0.019943285020 Long ABS-O CORP US Y 2 2023-12-15 Fixed 2.59000000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 56848MAD1 8230000.00000000 PA USD 7957373.02000000 0.574097394132 Long ABS-O CORP US Y 2 2034-08-21 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCM6 3000000.00000000 PA USD 2782404.33000000 0.200741007272 Long DBT CORP US N 2 2025-08-09 Fixed 0.76800000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCT1 2000000.00000000 PA USD 1868454.74000000 0.134802653412 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N N FREMF MORTGAGE TRUST N/A 30297VAA8 6753051.04000000 PA USD 6635411.54000000 0.478722370376 Long ABS-O CORP US Y 2 2029-01-25 Floating 3.36985920 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CCX7 10000000.00000000 PA USD 9438281.20000000 0.680939881589 Long DBT UST US N 2 2024-09-15 Fixed 0.37500000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST 2022-1 N/A 74969XAB7 1600000.00000000 PA USD 1345789.28000000 0.097094118468 Long ABS-O CORP US Y 2 2062-01-25 Floating 3.00000000 N N N N N N MF1 2020-FL4 LTD N/A 58003UAC2 850000.00000000 PA USD 833245.65000000 0.060115839126 Long ABS-CBDO CORP US Y 2 2035-12-17 Floating 3.54830040 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377WAC5 3750000.00000000 PA USD 3363629.25000000 0.242674408048 Long ABS-O CORP US Y 2 2031-10-08 Fixed 3.61000000 N N N N N N State Street Instl N/A 85749P101 89308695.80000000 NS USD 89308695.80000000 6.443318593114 Long STIV RF US N 1 N N N MARINER FINANCE ISSUANCE TRUST N/A 56848DAD1 1850000.00000000 PA USD 1623249.94000000 0.117111961225 Long ABS-O CORP US Y 2 2036-03-20 Fixed 4.34000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31396JFX8 285456.07000000 PA USD 284632.70000000 0.020535281046 Long ABS-O USGSE US N 2 2036-03-15 Floating 1.72400040 N N N N N N Cig Auto Receivables Trust N/A 125504AD2 2120000.00000000 PA USD 2121516.22000000 0.153060178333 Long ABS-O CORP US Y 2 2026-05-15 Fixed 4.85000000 N N N N N N AMSR TRUST N/A 00178UAH2 500000.00000000 PA USD 466342.25000000 0.033645006942 Long ABS-O CORP US Y 2 2037-07-17 Fixed 4.00000000 N N N N N N STELLAR JAY IRELAND DAC/US LLC N/A 858558AB5 7433479.00000000 PA USD 6555534.58000000 0.472959519437 Long ABS-O CORP US Y 2 2028-03-15 Fixed 5.92600000 N N N N N N N/A N/A 74362YAA0 81061702.00000000 PA USD 550003.65000000 0.039680892354 Long ABS-O CORP US Y 2 2026-07-15 None 0.0 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LDK6 12398586.34000000 PA USD 202887.99000000 0.014637678297 Long ABS-O USGA US N 2 2068-05-20 Floating 1.74395880 N N N N N N MVW OWNER TRUST N/A 55389TAD3 1766209.48000000 PA USD 1589848.69000000 0.114702174662 Long ABS-O CORP US Y 2 2041-06-22 Fixed 3.17000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEQ8 1265000.00000000 PA USD 1181653.55000000 0.085252283902 Long DBT CORP US Y 2 2024-08-23 Fixed 0.75000000 N N N N N N Welbilt Inc 549300UR3W71YLZWI068 563568AB0 100000.00000000 PA USD 99750.00000000 0.007196623172 Long DBT CORP US N 2 2024-02-15 Fixed 9.50000000 N N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST N/A 802830AU3 2000000.00000000 PA USD 1912050.00000000 0.137947903119 Long ABS-O CORP US Y 2 2026-12-15 Fixed 2.14000000 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252MAB5 1819396.17000000 PA USD 1803892.73000000 0.130144724016 Long DBT CORP US Y 2 2044-02-25 Floating 5.50000080 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 023765AA8 1484000.00000000 PA USD 1356411.62000000 0.097860484164 Long ABS-O CORP US N 2 2029-12-15 Fixed 3.20000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 0641598J8 2200000.00000000 PA USD 2124126.88000000 0.153248528572 Long DBT CORP US N 2 2023-09-15 Fixed 0.40000000 N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B9GS8 109277.02000000 PA USD 109032.24000000 0.007866305211 Long ABS-O USGSE US N 2 2043-07-15 Floating 1.72400040 N N N N N N LHOME MORTGAGE TRUST N/A 501894AC3 2750000.00000000 PA USD 2511251.05000000 0.181178220524 Long ABS-O CORP US Y 2 2026-09-25 Fixed 4.45800000 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 25273CAC4 1000010.03000000 PA USD 938075.61000000 0.067678964131 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEB7 3800000.00000000 PA USD 3592045.30000000 0.259153849034 Long DBT CORP US N 2 2025-07-22 Fixed 0.79100000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST 2022-2 N/A 74970CAD6 2600000.00000000 PA USD 1655008.94000000 0.119403265038 Long ABS-O CORP US Y 2 2062-06-25 Floating 3.75000000 N N N N N N FONTAINEBLEAU MIAMI BEACH TRUST N/A 34461LAJ3 2000000.00000000 PA USD 1923517.60000000 0.138775251449 Long ABS-O CORP US Y 2 2036-12-12 Fixed 3.75000000 N N N N N N Mirror Merger Sub 2 LLC 4JJ8ORNW1AFZPSV8GJ79 278265AD5 5000000.00000000 PA USD 4990368.85000000 0.360038136372 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N LL ABS TRUST 5967007LIEEXZXK7FS45 53934QAA0 7887852.31000000 PA USD 7606442.14000000 0.548778924930 Long ABS-O CORP US Y 2 2029-05-15 Fixed 1.07000000 N N N N N N CFMT 2021-GRN1 ISSUER TRUST N/A 12529KAB8 3588000.00000000 PA USD 3199253.83000000 0.230815280665 Long ABS-O CORP US Y 2 2041-03-20 Fixed 1.83000000 N N N N N N SMALL BUSINESS LENDING TRUST 2020-A N/A 83165WAB2 2209677.29000000 PA USD 2207863.37000000 0.159289831472 Long DBT CORP US Y 2 2026-12-15 Fixed 3.20000000 N N N N N N HGI CRE CLO 2022-FL3,LTD. N/A 403950AG3 3250000.00000000 PA USD 3192705.75000000 0.230342858968 Long ABS-CBDO CORP US Y 2 2037-04-21 Floating 4.52723040 N N N N N N BUSINESS JET SECURITIES LLC N/A 12327BAC0 2077122.79000000 PA USD 1852621.13000000 0.133660312313 Long ABS-O CORP US Y 2 2036-04-15 Fixed 5.06700000 N N N N N N CREDITO REAL USA AUTO RECEIVABLES TRUST N/A 22551EAA4 3140009.31000000 PA USD 3060617.63000000 0.220813150445 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.35000000 N N N N N N STAR 2021-SFR1 N/A 85521DAJ1 18300000.00000000 PA USD 17309181.27000000 1.248798546541 Long ABS-O CORP US Y 2 2038-04-17 Floating 3.22400160 N N N N N N Athene Global Funding 2015-1 549300LM1QSI4MSIL320 04685A2L4 1450000.00000000 PA USD 1378569.62000000 0.099459108487 Long DBT CORP US Y 2 2025-01-14 Fixed 2.50000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZQ9 250000.00000000 PA USD 248750.00000000 0.017946466306 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH 549300IESZBC3BJUJW64 30227FAN0 6173008.19000000 PA USD 5928095.94000000 0.427691955971 Long ABS-O CORP US Y 2 2038-07-15 Floating 4.57499880 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 925000.00000000 PA USD 925422.49000000 0.066766084566 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N TESLA AUTO LEASE TRUST N/A 88161KAG0 9500000.00000000 PA USD 8753262.00000000 0.631518076596 Long ABS-O CORP US Y 2 2025-09-22 Fixed 1.32000000 N N N N N N PROGRESS RESIDENTIAL TRUST N/A 74331FAJ0 1900000.00000000 PA USD 1641135.45000000 0.118402339929 Long ABS-O CORP US Y 2 2038-04-17 Fixed 2.10600000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XDD5 3700000.00000000 PA USD 3258141.93000000 0.235063856755 Long DBT CORP US N 2 2026-01-08 Fixed 1.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BZS4 539932.96000000 PA USD 535176.91000000 0.038611193500 Long ABS-O USGA US N 2 2062-10-20 Floating 1.31829120 N N N N N N Rentas Fdo Inv Inm N/A 75973LAA6 964843.26000000 PA USD 900371.76000000 0.064958759614 Long ABS-CBDO CORP US Y 2 2052-09-20 Fixed 3.67000000 N N N N N N CFMT 2021-EBO1 LLC N/A 12530AAD3 1662000.00000000 PA USD 1611922.28000000 0.116294709091 Long ABS-O CORP US Y 2 2050-11-25 Floating 3.08600000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC N/A 03464MAE4 5250000.00000000 PA USD 5160177.23000000 0.372289233338 Long ABS-O CORP US Y 2 2048-11-25 Floating 5.40000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAP0 6000000.00000000 PA USD 5419551.00000000 0.391002168510 Long ABS-O CORP US Y 2 2026-12-21 Fixed 3.77000000 N N N N N N ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 N/A 02079YAA5 6275000.00000000 PA USD 6086452.57000000 0.439116848131 Long ABS-O CORP US Y 2 2025-03-25 Floating 3.28000000 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907VAB3 895000.00000000 PA USD 800333.25000000 0.057741321426 Long ABS-O CORP US Y 2 2031-03-17 Fixed 2.42000000 N N N N N N FHF TRUST 2021-1 N/A 30260WAA9 1599180.20000000 PA USD 1536241.58000000 0.110834604035 Long ABS-O CORP US Y 2 2027-03-15 Fixed 1.27000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAL4 1704415.94000000 PA USD 1578411.54000000 0.113877023196 Long ABS-O CORP US Y 2 2040-02-15 Floating 3.37500000 N N N N N N UPSTART STRUCTURED PASS-THROUGH TRUST N/A 91680YAY7 5753428.37000000 PA USD 5647797.15000000 0.407469351788 Long ABS-O CORP US N 2 2046-02-15 Fixed 4.25000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BAD8 4000000.00000000 PA USD 3839373.60000000 0.276997744521 Long ABS-O CORP US Y 2 2026-03-20 Fixed 6.26000000 N N N N N N MF1 2020-FL4 LTD N/A 58003UAJ7 3500000.00000000 PA USD 3432790.20000000 0.247664135320 Long ABS-CBDO CORP US Y 2 2035-11-15 Floating 5.54829840 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEJ8 800000.00000000 PA USD 748359.58000000 0.053991597939 Long DBT CORP US Y 2 2024-10-29 Fixed 0.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5TH9 123355.31000000 PA USD 123475.77000000 0.008908356767 Long ABS-O USGSE US N 2 2042-04-25 Floating 2.14356960 N N N N N N RMF BUYOUT ISSUANCE TRUST 2021-HB1 N/A 74969TAE0 5000000.00000000 PA USD 4574733.00000000 0.330051423698 Long ABS-O CORP US Y 2 2031-11-25 Floating 4.70360000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEE5 780000.00000000 PA USD 775336.33000000 0.055937878683 Long DBT CORP US Y 2 2023-01-13 Fixed 1.95000000 N N N N N UPSTART PASS-THROUGH TRUST N/A 91681MAA4 1492797.90000000 PA USD 1442865.30000000 0.104097823079 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.75000000 N N N N N N LOANPAL SOLAR LOAN LTD N/A 53948PAA6 2768490.36000000 PA USD 2394860.44000000 0.172781033949 Long ABS-O CORP US Y 2 2048-01-20 Fixed 2.29000000 N N N N N N DROP MORTGAGE TRUST N/A 26210YAJ5 4600000.00000000 PA USD 4345858.28000000 0.313538891232 Long ABS-O CORP US Y 2 2026-04-15 Floating 3.12000120 N N N N N N BOSTON LENDING TRUST 2022 254900UWHMJRRODS3Z64 10084LAC5 1010890.35000000 PA USD 787663.32000000 0.056827229077 Long ABS-O CORP US Y 2 2062-02-25 Floating 2.75000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137H4KF6 1163170.56000000 PA USD 1072076.28000000 0.077346656630 Long ABS-O USGSE US N 2 2051-12-25 Fixed 2.00000000 N N N N N N College Ave Student Loans 2018-A LLC N/A 19423DAC4 1011391.04000000 PA USD 973604.46000000 0.070242249797 Long ABS-O CORP US Y 2 2047-12-26 Fixed 4.75000000 N N N N N N FREMF Mortgage Trust N/A 30296JAC2 1494341.68000000 PA USD 1482400.99000000 0.106950188621 Long ABS-O USGSE US Y 2 2025-02-25 Floating 3.26985840 N N N N N N OPORTUN ISSUANCE TRUST 2021-B N/A 68377GAD8 4160000.00000000 PA USD 3933857.41000000 0.283814429999 Long ABS-O CORP US Y 2 2031-05-08 Fixed 5.41000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2R3 1000000.00000000 PA USD 976664.01000000 0.070462985921 Long DBT CORP US N 2 2024-06-02 Fixed 1.65400000 N N N N N N SUNNOVA HELIOS IV ISSUER LLC N/A 86746CAA9 1643637.32000000 PA USD 1501544.71000000 0.108331342896 Long ABS-O CORP US Y 2 2047-06-20 Fixed 2.98000000 N N N N N N MF1 2021-FL5 LTD N/A 55282XAC4 1000000.00000000 PA USD 972778.00000000 0.070182623519 Long ABS-CBDO CORP US Y 2 2036-07-15 Floating 2.64830040 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907VAD9 1300000.00000000 PA USD 1119000.61000000 0.080732087413 Long ABS-O CORP US Y 2 2031-03-17 Fixed 5.07000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAK3 3050000.00000000 PA USD 2854586.50000000 0.205948705289 Long DBT CORP US Y 2 2024-11-12 Fixed 1.10000000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967ND9 2750000.00000000 PA USD 2553317.20000000 0.184213150147 Long DBT CORP US N 2 2025-11-03 Fixed 1.28100000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137ACUF4 222937.42000000 PA USD 223239.10000000 0.016105941653 Long ABS-O USGSE US N 2 2041-07-15 Floating 1.82400120 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128286Z8 15000000.00000000 PA USD 14640234.30000000 1.056243101836 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BAB2 3700000.00000000 PA USD 3507531.18000000 0.253056442774 Long ABS-O CORP US Y 2 2026-03-20 Fixed 2.33000000 N N N N N N Bx Trust 2018 N/A 12433UAN5 5000000.00000000 PA USD 4698347.50000000 0.338969789363 Long ABS-O CORP US Y 2 2037-05-15 Floating 2.84500080 N N N N N N OPORTUN ISSUANCE TRUST 2022-A N/A 68378NAC4 7600000.00000000 PA USD 7475214.84000000 0.539311321642 Long ABS-O CORP US Y 2 2031-06-09 Fixed 7.40000000 N N N N N N LL ABS TRUST 5967007LIEEXZXK7FS45 53934QAC6 6700000.00000000 PA USD 6126309.15000000 0.441992364794 Long ABS-O CORP US Y 2 2029-05-15 Fixed 3.54000000 N N N N N N Gs Mtg Secs Corp Tr 2018 N/A 36259AAJ8 4573862.90000000 PA USD 4412867.04000000 0.318373345317 Long ABS-O CORP US Y 2 2035-07-16 Floating 2.13000120 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114TZE5 900000.00000000 PA USD 844766.43000000 0.060947024211 Long DBT CORP US N 2 2024-09-10 Fixed 0.70000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2022-Z1 N/A 00833PAA5 6000000.00000000 PA USD 5952191.40000000 0.429430361442 Long ABS-O CORP US Y 2 2027-06-15 Fixed 4.55000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAL9 13330000.00000000 PA USD 12463288.73000000 0.899183884458 Long ABS-O CORP US Y 2 2036-09-15 Floating 2.52471960 N N N N N N CSMC 2018-SITE N/A 12690CAG8 4575000.00000000 PA USD 4371970.19000000 0.315422776712 Long ABS-O CORP US Y 2 2036-04-17 Floating 4.78203840 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 04047AAC8 2223000.00000000 PA USD 2089412.59000000 0.150744010639 Long ABS-O CORP US Y 2 2027-02-16 Fixed 2.02000000 N N N N N N Dell International L.L.C. and EMC Corporation N/A 24703TAB2 500000.00000000 PA USD 498248.32000000 0.035946921355 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813CE7 1800000.00000000 PA USD 1727319.29000000 0.124620210807 Long DBT CORP US N 2 2023-12-01 Fixed 0.86800000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91679XAA4 5224387.04000000 PA USD 4965101.76000000 0.358215201782 Long ABS-O CORP US Y 2 2027-07-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWFA0 1445663.11000000 PA USD 1465266.16000000 0.105713968925 Long ABS-O USGSE US N 2 2053-03-25 Fixed 4.00000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAF2 2500000.00000000 PA USD 2418164.50000000 0.174462342602 Long ABS-O CORP US Y 2 2025-09-22 Fixed 2.24000000 N N N N N N Small Business Lending Trust 2019-A N/A 831645AC0 1672412.42000000 PA USD 1672036.80000000 0.120631767212 Long DBT CORP US Y 2 2026-07-15 Fixed 4.31000000 N N N N N N LL ABS TRUST 2019-1 5967007LIEEXZXK7FS45 50202AAC2 3656347.90000000 PA USD 3656147.17000000 0.263778580894 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.07000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575JAE5 4000000.00000000 PA USD 3968578.40000000 0.286319431315 Long ABS-CBDO CORP US Y 2 2035-02-25 Floating 5.47356960 N N N N N N CAFL ISSUER LLC N/A 12468RAC4 7500000.00000000 PA USD 6995194.50000000 0.504679487037 Long ABS-O CORP US Y 2 2029-03-26 Fixed 3.10400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RYT7 20246249.76900000 PA USD 144420.55000000 0.010419451395 Long ABS-O USGA US N 2 2066-08-20 Floating 1.24140960 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BPB2 406682.40000000 PA USD 20070.31000000 0.001448004591 Long ABS-O USGA US N 2 2062-01-20 Floating 1.99004040 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575JAG0 4000000.00000000 PA USD 3976946.00000000 0.286923125190 Long ABS-CBDO CORP US Y 2 2035-02-25 Floating 6.37356960 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAF3 2750000.00000000 PA USD 2611373.66000000 0.188401726240 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GZE7 1000000.00000000 PA USD 963404.60000000 0.069506364596 Long DBT CORP US N 2 2023-12-06 Fixed 1.21700000 N N N N N ENCINA EQUIPMENT FINANCE LLC 95980020140005309084 29253EAF9 1340000.00000000 PA USD 1289992.94000000 0.093068602344 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.36000000 N N N N N N Bxmt 2020-Fl2 Ltd / Llc N/A 12434LAL8 3500000.00000000 PA USD 3237986.50000000 0.233609711045 Long ABS-CBDO CORP US Y 2 2037-02-16 Floating 2.57987880 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563FAA9 9827426.07000000 PA USD 9141314.49000000 0.659514743679 Long ABS-O USGA US Y 2 2051-01-25 Floating 2.92565880 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAB4 6800000.00000000 PA USD 6399746.56000000 0.461719943751 Long ABS-O CORP US Y 2 2028-12-15 Fixed 3.66000000 N N N N N N BHMS Mortgage Trust N/A 05549GAA9 4700000.00000000 PA USD 4518673.53000000 0.326006923640 Long ABS-O CORP US Y 2 2035-07-16 Floating 2.57400000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DY7 1900000.00000000 PA USD 1877272.43000000 0.135438819749 Long DBT CORP US Y 2 2023-03-10 Fixed 1.75000000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3D24 171905.98000000 PA USD 171144.06000000 0.012347461733 Long ABS-O USGSE US N 2 2042-02-25 Floating 2.02357080 N N N N N N Hero Funding Ii 2016-3b N/A 42770YAA3 72456.13000000 PA USD 72119.15000000 0.005203151338 Long ABS-O CORP US Y 2 2042-09-20 Fixed 5.24000000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST N/A 05601DAC7 5000000.00000000 PA USD 4905132.00000000 0.353888587602 Long ABS-O CORP US Y 2 2025-07-15 Fixed 4.63000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398STC7 234099.28000000 PA USD 234624.32000000 0.016927346546 Long ABS-O USGSE US N 2 2040-12-25 Floating 2.12357160 N N N N N N BREAN ASSET BACKED SECURITIES TRUST 2022-RM3 N/A 10638NAA6 1498629.62000000 PA USD 1327085.83000000 0.095744728175 Long ABS-O CORP US Y 2 2062-02-25 Fixed 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UW55 118505.76000000 PA USD 3910.05000000 0.000282096806 Long ABS-O USGA US N 2 2067-11-20 Floating 4.22673840 N N N N N N Fremf 2019-Kf62 Mtg Tr N/A 30310WAF8 3294961.32000000 PA USD 3216624.27000000 0.232068498820 Long ABS-O USGSE US Y 2 2026-04-25 Floating 3.16986120 N N N N N N OPORTUN FUNDING XIII LLC N/A 68377FAC2 1354000.00000000 PA USD 1333098.57000000 0.096178526912 Long ABS-O CORP US Y 2 2025-08-08 Fixed 3.87000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563GAA7 16558281.01000000 PA USD 15170097.65000000 1.094470940058 Long ABS-O USGA US Y 2 2051-11-25 Floating 2.88446040 N N N N N N FORA FINANCIAL ASSET SECURITIZATION 2021 LLC N/A 34513GAB9 2600000.00000000 PA USD 2389432.24000000 0.172389407784 Long DBT CORP US Y 2 2027-05-15 Fixed 2.97000000 N N N N N N CFMT 2022-HB8 LLC N/A 12526WAD1 3000000.00000000 PA USD 2621100.00000000 0.189103448585 Long ABS-O CORP US Y 2 2025-04-25 Floating 3.75000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19421UAD6 3158637.25000000 PA USD 3073181.90000000 0.221719619785 Long ABS-O CORP US Y 2 2048-12-28 Fixed 4.46000000 N N N N N N FMC GMSR ISSUER TRUST N/A 30259RAH8 9000000.00000000 PA USD 8146656.00000000 0.587753517239 Long ABS-O CORP US Y 2 2026-07-25 Fixed 3.62000160 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAA1 180722.77000000 PA USD 178150.90000000 0.012852981404 Long ABS-O CORP US Y 2 2040-08-15 Fixed 2.03300000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HBB4 750000.00000000 PA USD 699556.74000000 0.050470639050 Long DBT CORP US N 2 2024-10-12 Fixed 1.00000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 549300HG8ZEWVWVSN227 62548QAF8 3063000.00000000 PA USD 2954362.43000000 0.213147199222 Long ABS-O CORP US Y 2 2050-03-25 Floating 9.12357000 N N N N N N OCTANE RECEIVABLES TRUST N/A 67571AAC9 1800000.00000000 PA USD 1643375.16000000 0.118563927387 Long ABS-O CORP US Y 2 2028-11-20 Fixed 2.23000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAG0 1000000.00000000 PA USD 911616.60000000 0.065770036567 Long ABS-O CORP US Y 2 2025-09-22 Fixed 2.99000000 N N N N N N FORA FINANCIAL ASSET SECURITIZATION 2021 LLC N/A 34513GAC7 3000000.00000000 PA USD 2747923.50000000 0.198253332683 Long DBT CORP US Y 2 2027-05-15 Fixed 3.85000000 N N N N N N Bxmt 2020-Fl2 Ltd / Llc N/A 12434LAJ3 3725000.00000000 PA USD 3480148.30000000 0.251080861133 Long ABS-CBDO CORP US Y 2 2037-02-16 Floating 2.47988160 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563GAC3 2500000.00000000 PA USD 2212999.75000000 0.159660403816 Long ABS-O USGA US Y 2 2051-11-25 Floating 7.43446080 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAE0 2000000.00000000 PA USD 1936135.80000000 0.139685611655 Long ABS-O CORP US Y 2 2026-02-17 Fixed 2.16000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CAP6 10000000.00000000 PA USD 9640625.00000000 0.695538298430 Long DBT UST US N 2 2023-10-15 Fixed 0.12500000 N N N N N N N/A N/A 35634EAD1 8500000.00000000 PA USD 8206351.35000000 0.592060333671 Long ABS-O CORP US Y 2 2029-08-20 Fixed 7.36 N N N N N N Westgate Resorts N/A 96034LAE1 1478180.18000000 PA USD 1479496.06000000 0.106740607803 Long ABS-O CORP US Y 2 2034-03-20 Fixed 6.21300000 N N N N N N OPORTUN ISSUANCE TRUST 2021-B N/A 68377GAA4 3500000.00000000 PA USD 3245861.50000000 0.234177865506 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.47000000 N N N N N N LOANCORE 2019-CRE3 ISSUER LTD N/A 53947DAJ5 7200000.00000000 PA USD 7058160.00000000 0.509222233667 Long ABS-CBDO CORP US Y 2 2036-05-15 Floating 3.37470840 N N N N N N Mosaic Solar Loans Llc 2017-1 549300ZLA8SW2SVJMN33 61946GAB9 459470.45000000 PA USD 442947.94000000 0.031957187057 Long ABS-O CORP US Y 2 2043-06-22 Fixed 4.77000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBF0 1700000.00000000 PA USD 1595852.83000000 0.115135352938 Long DBT CORP US Y 2 2024-07-05 Fixed 0.78100000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAN0 6226799.57000000 PA USD 5749862.84000000 0.414833044116 Long ABS-O CORP US Y 2 2040-02-15 Floating 4.52499840 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZ59 900000.00000000 PA USD 888075.00000000 0.064071590211 Long DBT CORP US N 2 2025-04-14 Fixed 3.37500000 N N N N N N Hawaii Hotel Trust 2019-MAUI N/A 41975AAA0 2245000.00000000 PA USD 2182953.81000000 0.157492691455 Long ABS-O CORP US Y 2 2038-05-17 Floating 2.02470840 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35563JAA1 13098025.49000000 PA USD 11819579.61000000 0.852742461209 Long ABS-O USGA US Y 2 2041-07-25 Floating 2.72566080 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBZ7 1417000.00000000 PA USD 1412847.06000000 0.101932109179 Long DBT CORP US N 2 2025-04-30 Fixed 4.25000000 N N N N N N SMR 2022-IND MORTGAGE TRUST N/A 78458MAG9 1736262.86000000 PA USD 1652041.78000000 0.119189194538 Long ABS-O CORP US Y 2 2039-02-25 Floating 4.73164920 N N N N N N SPS SERVICER ADVANCE RECEIVABLES TRUST II N/A 78472JAH6 3000000.00000000 PA USD 2564369.40000000 0.185010528780 Long ABS-O CORP US Y 2 2055-11-15 Fixed 3.16000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2022-HB1 N/A 31735JAD7 1600000.00000000 PA USD 1534903.20000000 0.110738044471 Long ABS-O CORP US Y 2 2025-11-25 Floating 5.08380000 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAC2 3000000.00000000 PA USD 2923829.40000000 0.210944344975 Long ABS-O CORP US Y 2 2026-08-15 Fixed 6.16000000 N N N N N N FREED ABS TRUST 2021-3FP N/A 30322MAC3 5300000.00000000 PA USD 4983915.42000000 0.359572543351 Long ABS-O CORP US Y 2 2028-11-20 Fixed 1.60000000 N N N N N N LOANPAL SOLAR LOAN LTD N/A 53948QAA4 2092866.09000000 PA USD 1787488.26000000 0.128961197310 Long ABS-O CORP US Y 2 2048-03-20 Fixed 2.22000000 N N N N N N AVID AUTOMOBILE RECEIVABLES TRUST N/A 05369DAE5 2500000.00000000 PA USD 2496657.75000000 0.180125363573 Long ABS-O CORP US Y 2 2027-05-17 Fixed 6.76000000 N N N N N N OPORTUN FUNDING LLC N/A 68377AAD1 2500000.00000000 PA USD 2497787.00000000 0.180206835119 Long ABS-O CORP US Y 2 2024-05-15 Fixed 5.66000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCV6 1700000.00000000 PA USD 1615747.85000000 0.116570710952 Long DBT CORP US N 2 2026-02-24 Fixed 2.59499880 N N N N N N BX TRUST 2021-MFM1 N/A 05608VAJ5 2000000.00000000 PA USD 1869398.80000000 0.134870764129 Long ABS-O CORP US Y 2 2034-01-15 Floating 2.37471120 N N N N N N BX TRUST N/A 12433WAE1 9946678.01000000 PA USD 9298472.90000000 0.670853188342 Long ABS-O CORP US Y 2 2037-09-15 Floating 2.85000120 N N N N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAA7 813199.94000000 PA USD 796102.00000000 0.057436051133 Long ABS-O USGA US Y 2 2049-10-15 Floating 3.32357040 N N N N N N Bx Trust 2021-View N/A 05606GAN1 5840500.00000000 PA USD 5407964.84000000 0.390166266479 Long ABS-O CORP US Y 2 2036-06-15 Floating 4.47500160 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAF9 800000.00000000 PA USD 776512.00000000 0.056022699274 Long DBT CORP US N 2 2025-06-09 Floating 0.84034800 N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252XAA3 2326441.60200000 PA USD 2295810.51000000 0.165634918445 Long DBT CORP US Y 2 2044-12-25 Floating 3.84999840 N N N N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAB5 6000000.00000000 PA USD 5572099.20000000 0.402008002204 Long ABS-O USGA US Y 2 2049-10-15 Floating 4.87356840 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331BG1 500000.00000000 PA USD 459885.27000000 0.033179157800 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92512BAB9 4500000.00000000 PA USD 4280713.20000000 0.308838895320 Long ABS-O CORP US Y 2 2026-10-15 Fixed 1.49000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HBM1 1570744.28000000 PA USD 1478439.49000000 0.106664379872 Long ABS-O CORP US Y 2 2071-02-26 Floating 2.72566080 N N N N N N BDS LTD N/A 05493JAJ0 2750000.00000000 PA USD 2544998.50000000 0.183612984240 Long ABS-CBDO CORP US Y 2 2036-01-18 Floating 2.83556880 N N N N N N ROC MORTGAGE TRUST N/A 77118TAC7 6745000.00000000 PA USD 6303874.98000000 0.454803135388 Long ABS-O CORP US Y 2 2026-08-25 Fixed 5.68200000 N N N N N N BB-UBS Trust 2012-Show N/A 05538UAA1 5000000.00000000 PA USD 4810161.50000000 0.347036789096 Long ABS-O CORP US Y 2 2036-11-05 Fixed 3.43020000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAJ2 7545000.00000000 PA USD 6905546.16000000 0.498211664270 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 2.50000000 N N N N N N BXG RECEIVABLES NOTE TRUST 549300MVRSYZ837KPY83 05607UAC3 793836.88000000 PA USD 773605.39000000 0.055812997250 Long ABS-O CORP US Y 2 2034-02-02 Fixed 4.44000000 N N N N N N American Homes 4 Rent N/A 02666BAD8 1171000.00000000 PA USD 1167312.52000000 0.084217627373 Long ABS-O CORP US Y 2 2052-10-18 Fixed 5.03600000 N N N N N N SHELTER GROWTH CRE ISSUER LTD N/A 822866AG4 3800000.00000000 PA USD 3666422.40000000 0.264519903784 Long ABS-CBDO CORP US Y 2 2036-09-15 Floating 3.02470920 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAF5 6900000.00000000 PA USD 6402118.08000000 0.461891040851 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.02000000 N N N N N N LL ABS TRUST 5967007LIEEXZXK7FS45 50202HAC7 4400000.00000000 PA USD 4378016.28000000 0.315858981538 Long ABS-O CORP US Y 2 2023-11-15 Fixed 6.54000000 N N N N N N Gold Key Resorts Llc 2014-A 549300MORAF4RGEXUA95 38061LAA7 32606.40000000 PA USD 32156.31000000 0.002319968377 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.22000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAE3 2800000.00000000 PA USD 2605492.40000000 0.187977413338 Long ABS-O CORP US Y 2 2040-08-15 Fixed 3.36300000 N N N N N N COREVEST AMERICAN FINANCE TRUST N/A 21873AAG2 4750000.00000000 PA USD 4226450.73000000 0.304924042698 Long ABS-O CORP US Y 2 2052-12-15 Fixed 1.70700000 N N N N N N OPORTUN ISSUANCE TRUST N/A 68377WAD3 1750000.00000000 PA USD 1567909.88000000 0.113119364151 Long ABS-O CORP US Y 2 2031-10-08 Fixed 5.57000000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAN5 2350000.00000000 PA USD 2150885.21000000 0.155179051055 Long ABS-O CORP US Y 2 2026-12-21 Fixed 2.09000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LM1 2800000.00000000 PA USD 2798773.52000000 0.201921988646 Long DBT CORP US N 2 2023-07-24 Fixed 2.87600000 N N N N N N CFMT 2021-HB7 LLC N/A 12530BAD1 3000000.00000000 PA USD 2813192.40000000 0.202962261788 Long ABS-O CORP US Y 2 2031-10-27 Floating 3.84920000 N N N N N N MF1 2022-FL8 LTD N/A 55284JAE9 3500000.00000000 PA USD 3309635.00000000 0.238778906587 Long ABS-CBDO CORP US Y 2 2037-02-19 Floating 2.74223880 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 04047AAA2 3710816.20000000 PA USD 3606201.98000000 0.260175205338 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.19000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91681NAB0 1850000.00000000 PA USD 1779241.76000000 0.128366240388 Long ABS-O CORP US Y 2 2031-03-20 Fixed 1.89000000 N N N N N N ACC TRUST N/A 00091KAB1 4750000.00000000 PA USD 4710092.40000000 0.339817143944 Long ABS-O CORP US Y 2 2024-07-22 Fixed 1.43000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZX8 2000000.00000000 PA USD 1867602.34000000 0.134741155652 Long DBT CORP US N 2 2024-10-07 Fixed 0.75000000 N N N N N HERTZ VEHICLE FINANCING III LLC 5493004IHDYOZ9K9WF47 42806MAH2 5000000.00000000 PA USD 4299837.50000000 0.310218648508 Long ABS-O CORP US Y 2 2027-12-25 Fixed 4.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A2TR4 5378748.19000000 PA USD 5212235.06000000 0.376045028683 Long ABS-O USGSE US N 2 2041-12-25 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30296DAG6 2840763.29000000 PA USD 2746376.66000000 0.198141733439 Long ABS-O USGSE US Y 2 2028-01-25 Floating 3.26985840 N N N N N N OCTANE RECEIVABLES TRUST N/A 67592LAC0 4750000.00000000 PA USD 4540449.48000000 0.327577984355 Long ABS-O CORP US Y 2 2026-03-20 Fixed 2.89000000 N N N N N N RMF BUYOUT ISSUANCE TRUST N/A 76971EAE4 1000000.00000000 PA USD 920037.30000000 0.066377561427 Long ABS-O CORP US Y 2 2050-10-25 Floating 3.62999880 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732VAE6 6381663.79000000 PA USD 5666399.89000000 0.408811476197 Long ABS-O CORP US Y 2 2026-12-17 Fixed 2.65200000 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAJ9 2500000.00000000 PA USD 2385070.25000000 0.172074705044 Long ABS-O CORP US Y 2 2027-07-15 Fixed 5.12000000 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAE1 2625000.00000000 PA USD 2600274.86000000 0.187600985576 Long ABS-O CORP US Y 2 2030-07-20 Fixed 9.76000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575WAJ5 3450000.00000000 PA USD 3157629.75000000 0.227812244889 Long ABS-CBDO CORP US Y 2 2036-11-25 Floating 3.03000000 N N N N N N HIN TIMESHARE TRUST N/A 40439HAC3 1173679.29000000 PA USD 1099954.51000000 0.079357976089 Long ABS-O CORP US Y 2 2039-10-09 Fixed 3.42000000 N N N N N N FREMF MORTGAGE TRUST N/A 35709BAC9 2503081.52000000 PA USD 2456952.48000000 0.177260763411 Long ABS-O USGSE US Y 2 2028-07-25 Floating 3.01986000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128285U0 10000000.00000000 PA USD 9950000.00000000 0.717858652253 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 549300HG8ZEWVWVSN227 62548QAB7 936545.80000000 PA USD 904577.75000000 0.065262207484 Long ABS-O CORP US Y 2 2050-03-25 Floating 3.57356880 N N N N N N NEWTEK SMALL BUSINESS LOAN TRUST N/A 65252MAA7 826998.26000000 PA USD 817949.58000000 0.059012279709 Long DBT CORP US Y 2 2044-02-25 Floating 4.20000120 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907QAB4 2500000.00000000 PA USD 2346504.50000000 0.169292317374 Long ABS-O CORP US Y 2 2030-10-15 Fixed 3.23000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYL2 3000000.00000000 PA USD 2868768.06000000 0.206971856600 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N GENESIS SALES FINANCE MASTER TRUST N/A 37186XAQ8 4000000.00000000 PA USD 3563453.60000000 0.257091055142 Long ABS-O CORP US Y 2 2026-12-21 Fixed 5.59000000 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAA6 7288055.21000000 PA USD 7225608.97000000 0.521303107227 Long ABS-O CORP US Y 2 2026-08-15 Fixed 3.83000000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAQ9 2100000.02000000 PA USD 1986870.92000000 0.143345977973 Long ABS-O CORP US Y 2 2038-09-15 Floating 5.57471160 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680FAB8 3250000.00000000 PA USD 3055860.60000000 0.220469946913 Long ABS-O CORP US Y 2 2031-06-20 Fixed 1.75000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TJN6 900000.00000000 PA USD 845551.01000000 0.061003628989 Long DBT CORP US N 2 2024-09-13 Fixed 0.62500000 N N N N N N Pnmac Gsmr Issuer Trust 5493007JEN3QN6CZC711 69354WAD8 9400000.00000000 PA USD 9275765.84000000 0.669214951207 Long ABS-O CORP US Y 2 2023-08-25 Floating 4.27357080 N N N N N N FREMF Mortgage Trust N/A 30306MAG4 968352.07000000 PA USD 939281.37000000 0.067765955613 Long ABS-O USGSE US Y 2 2024-12-25 Floating 3.31985880 N N N N N N ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD N/A 00489TAJ5 6000000.00000000 PA USD 5828850.00000000 0.420531699013 Long ABS-O CORP US Y 2 2037-12-15 Floating 3.53557080 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CDH1 10000000.00000000 PA USD 9482031.20000000 0.684096295261 Long DBT UST US N 2 2024-11-15 Fixed 0.75000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025297AF9 6750000.00000000 PA USD 6700201.88000000 0.483396773005 Long ABS-O CORP US Y 2 2027-06-14 Fixed 5.94000000 N N N N N N MOSAIC SOLAR LOAN TRUST N/A 61946NAB4 1349260.82000000 PA USD 1241294.59000000 0.089555182052 Long ABS-O CORP US Y 2 2046-04-20 Fixed 3.10000000 N N N N N N CFMT 2022-HB8 LLC N/A 12526WAA7 3920940.71000000 PA USD 3848403.31000000 0.277649207381 Long ABS-O CORP US Y 2 2025-04-25 Floating 3.75000000 N N N N N N BREAN ASSET BACKED SECURITIES TRUST N/A 10638MAA8 9481115.71000000 PA USD 8485516.07000000 0.612201118561 Long ABS-O CORP US Y 2 2061-10-25 Fixed 1.75000000 N N N N N N ANTLER MORTGAGE TRUST N/A 00201QAC3 16188000.00000000 PA USD 15470826.27000000 1.116167486977 Long ABS-O CORP US Y 2 2025-05-25 Floating 5.43800000 N N N N N N SUNNOVA HELIOS V ISSUER LLC N/A 86746EAA5 1141985.65000000 PA USD 995777.00000000 0.071841923132 Long ABS-O CORP US Y 2 2048-02-20 Fixed 1.80000000 N N N N N N Csail Commercial Mortagage Trust N/A 125333AS3 190335.38000000 PA USD 190236.90000000 0.013724945190 Long ABS-O CORP US Y 2 2030-07-15 Floating 1.97499960 N N N N N N COLD STORAGE TRUST N/A 193051AQ2 2457476.31000000 PA USD 2378654.97000000 0.171611864416 Long ABS-O CORP US Y 2 2037-11-16 Floating 3.64030920 N N N N N N CMSC 2020-UNFI N/A 12656MAA1 10400000.00000000 PA USD 10270388.96000000 0.740973625823 Long ABS-O CORP US Y 2 2022-12-06 Floating 4.16819880 N N N N N N PROGRESS RESIDENTIAL TRUST N/A 74331FAC5 2500000.00000000 PA USD 2216872.50000000 0.159939809554 Long ABS-O CORP US Y 2 2038-04-17 Fixed 1.30300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378ANM9 919783.70000000 PA USD 136245.54000000 0.009829652233 Long ABS-O USGA US N 2 2041-11-16 Fixed 5.00000000 N N N N N N FREMF MORTGAGE TRUST N/A 35708AAG3 2760997.30000000 PA USD 2737834.74000000 0.197525462969 Long ABS-O USGSE US Y 2 2025-10-27 Floating 3.16986120 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044CY5 2800000.00000000 PA USD 2809618.36000000 0.202704406960 Long DBT CORP US N 2 2024-02-01 Fixed 4.00000000 N N N N N N FREMF MORTGAGE TRUST N/A 35708UAC8 3844388.44000000 PA USD 3822570.77000000 0.275785477496 Long ABS-O USGSE US Y 2 2024-11-25 Floating 3.61986120 N N N N N N MF1 2021-FL5 LTD N/A 55282XAA8 638863.79000000 PA USD 615914.52000000 0.044436137410 Long ABS-CBDO CORP US Y 2 2036-07-15 Floating 1.76045040 N N N N N N MF1 2020-FL3 LTD N/A 59319WAD3 1000000.00000000 PA USD 985152.00000000 0.071075365526 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 5.39613000 N N N N N N CIG AUTO RECEIVABLES TRUST N/A 12597UAD9 2400000.00000000 PA USD 2338079.76000000 0.168684501042 Long ABS-O CORP US Y 2 2026-01-12 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396LTA8 248581.17000000 PA USD 247364.34000000 0.017846495651 Long ABS-O USGSE US N 2 2036-11-25 Floating 2.00356920 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907QAA6 2000000.00000000 PA USD 1899052.80000000 0.137010199353 Long ABS-O CORP US Y 2 2030-10-15 Fixed 2.34000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAG8 1800000.00000000 PA USD 1671262.20000000 0.120575882457 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADQF9 2679331.22000000 PA USD 2639126.25000000 0.190403981201 Long ABS-O USGSE US N 2 2042-05-25 Fixed 3.00000000 N N N N N N READY CAPITAL MORTGAGE FINANCING LLC N/A 75575TAL7 4500000.00000000 PA USD 4160988.00000000 0.300201129419 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 4.52356920 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 25273CAB6 1063840.46000000 PA USD 996626.38000000 0.071903203009 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.05000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91681NAC8 1000000.00000000 PA USD 921764.20000000 0.066502151387 Long ABS-O CORP US Y 2 2031-03-20 Fixed 4.06000000 N N N N N N FINANCE OF AMERICA HECM BUYOUT 2022-HB1 N/A 31735JAF2 8000000.00000000 PA USD 7610600.00000000 0.549078900385 Long ABS-O CORP US Y 2 2026-11-25 Floating 7.86980000 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAG5 2250000.00000000 PA USD 2145512.48000000 0.154791426862 Long ABS-O CORP US Y 2 2026-02-17 Fixed 3.64000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608KAA8 1600000.00000000 PA USD 1523648.32000000 0.109926043166 Long ABS-O CORP US Y 2 2038-05-17 Floating 1.52732880 N N N N N N MF1 2021-FL7 LTD N/A 55284AAC2 8750000.00000000 PA USD 8280308.75000000 0.597396108494 Long ABS-CBDO CORP US Y 2 2036-10-16 Floating 2.38556880 N N N N N N COLLEGE AVE STUDENT LOANS 2021-A LLC N/A 19424KAE3 1250000.00000000 PA USD 1142387.13000000 0.082419345275 Long ABS-O CORP US Y 2 2051-07-25 Fixed 4.12000000 N N N N N N REGIONAL MANAGEMENT ISSUANCE TRUST N/A 75907VAC1 4650000.00000000 PA USD 4093600.07000000 0.295339319508 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.04000000 N N N N N N JPMorgan Chase Bank, National Association N/A 46591HBZ2 2473561.18400000 PA USD 2372706.67000000 0.171182714805 Long ABS-O CORP US N 2 2050-02-25 Floating 2.47565880 N N N N N N MF1 2021-FL7 LTD N/A 55284AAG3 2000000.00000000 PA USD 1880366.00000000 0.135662010301 Long ABS-CBDO CORP US Y 2 2036-10-16 Floating 2.98557000 N N N N N N PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY N/A 742855AA7 1801924.20000000 PA USD 1770341.15000000 0.127724091655 Long ABS-O CORP US Y 2 2051-07-25 Floating 2.87357040 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31335AJA7 443918.78000000 PA USD 477071.04000000 0.034419052643 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N HERTZ VEHICLE FINANCING III LLC 5493004IHDYOZ9K9WF47 42806MAM1 7000000.00000000 PA USD 6503730.10000000 0.469222002432 Long ABS-O CORP US Y 2 2026-06-25 Fixed 4.85000000 N N N N N N Alaska Airlines Pass Through Trust 2020-1A PG4W4UTDTMMEBRGLO537 01166VAA7 441208.78000000 PA USD 435332.36000000 0.031407748867 Long ABS-O CORP US Y 2 2027-08-15 Fixed 4.80000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2N2 1675000.00000000 PA USD 1567050.04000000 0.113057329620 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCER3 513581.55000000 PA USD 99624.46000000 0.007187565888 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 6.00000000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST 2022-1 N/A 74969XAA9 997202.97000000 PA USD 918509.69000000 0.066267349562 Long ABS-O CORP US Y 2 2062-01-25 Floating 3.00000000 N N N N N N HIN TIMESHARE TRUST N/A 40439HAD1 545897.37000000 PA USD 523992.97000000 0.037804310274 Long ABS-O CORP US Y 2 2039-10-09 Fixed 5.50000000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAJ2 1050000.00000000 PA USD 975803.85000000 0.070400928303 Long ABS-O CORP US Y 2 2040-08-15 Fixed 5.46500000 N N N N N N A10 BRIDGE ASSET FINANCING LLC N/A 66981EAC7 2100000.00000000 PA USD 1993420.80000000 0.143818529533 Long ABS-O CORP US Y 2 2040-08-15 Fixed 2.61700000 N N N N N N MOTEL TRUST 2021-MTL6 N/A 61977KAN6 4868500.02000000 PA USD 4618200.21000000 0.333187435033 Long ABS-O CORP US Y 2 2038-09-15 Floating 4.42470960 N N N N N N DIAMOND RESORTS OWNER TRUST N/A 252722AB9 338274.85000000 PA USD 331225.00000000 0.023896756994 Long ABS-O CORP US Y 2 2032-02-20 Fixed 3.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWR7 84259.92000000 PA USD 82935.92000000 0.005983544497 Long ABS-O USGA US N 2 2066-05-20 Floating 2.57157000 N N N N N N PFP LTD N/A 69290LAJ6 1749912.68000000 PA USD 1678762.98000000 0.121117038218 Long ABS-CBDO CORP US Y 2 2038-04-14 Floating 3.27471120 N N N N N N FORA FINANCIAL ASSET SECURITIZATION 2021 LLC N/A 34513GAA1 11000000.00000000 PA USD 10114529.70000000 0.729728910413 Long DBT CORP US Y 2 2027-05-15 Fixed 2.62000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AGNM8 103140.57000000 PA USD 5130.59000000 0.000370154615 Long ABS-O USGSE US N 2 2026-10-15 Floating 5.42599920 N N N N N N FHF TRUST 2021-2 N/A 30322JAC0 6500000.00000000 PA USD 5956696.85000000 0.429755414333 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.63000000 N N N N N N Bx Trust 2018 N/A 12433UAJ4 2500000.00000000 PA USD 2402565.25000000 0.173336909780 Long ABS-O CORP US Y 2 2037-05-15 Floating 2.09499840 N N N N N N BDS LTD N/A 05493JAL5 1750000.00000000 PA USD 1676976.00000000 0.120988113690 Long ABS-CBDO CORP US Y 2 2036-01-18 Floating 3.18557160 N N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAA6 3600000.00000000 PA USD 3395908.80000000 0.245003267773 Long ABS-O CORP US Y 2 2028-12-15 Fixed 2.24000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCF3 375000.00000000 PA USD 373897.50000000 0.026975432706 Long DBT CORP US N 2 2023-01-27 Floating 1.99000080 N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137AFGG1 76738.75000000 PA USD 76915.93000000 0.005549222698 Long ABS-O USGSE US N 2 2041-01-15 Floating 1.77400080 N N N N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAC3 3000000.00000000 PA USD 2847660.60000000 0.205449025164 Long ABS-O USGA US Y 2 2049-10-15 Floating 7.12356840 N N N N N N 20 Times Sq Tr 2018 N/A 90137LAC4 4400000.00000000 PA USD 4263789.64000000 0.307617918036 Long ABS-O CORP US Y 2 2035-05-17 Floating 3.09989880 N N N N N N CARNOW AUTO RECEIVABLES TRUST N/A 14369GAC4 1000000.00000000 PA USD 984848.80000000 0.071053490677 Long ABS-O CORP US Y 2 2026-02-17 Fixed 1.38000000 N N N N N N Tes 2017 N/A 88159DAB1 2000000.00000000 PA USD 1932461.40000000 0.139420516194 Long ABS-O CORP US Y 2 2047-10-20 Fixed 7.74000000 N N N N N N COLLEGE AVE STUDENT LOANS 2021-A LLC N/A 19424KAC7 2500000.00000000 PA USD 2290044.00000000 0.165218884365 Long ABS-O CORP US Y 2 2051-07-25 Fixed 2.32000000 N N N N N N CPS Auto Receivables Trust N/A 12655CAD8 260437.54000000 PA USD 261030.45000000 0.018832458998 Long ABS-O CORP US Y 2 2024-06-17 Fixed 4.40000000 N N N N N N OPORTUN FUNDING XIV LLC N/A 68377BAC1 8175000.00000000 PA USD 7697155.72000000 0.555323601139 Long ABS-O CORP US Y 2 2028-03-08 Fixed 3.44000000 N N N N N N Tes 2017 N/A 88159DAA3 4223574.72000000 PA USD 3956292.13000000 0.285433018729 Long ABS-O CORP US Y 2 2047-10-20 Fixed 4.33000000 N N N N N N GENESIS PRIVATE LABEL AMORTIZING TRUST N/A 37187PAC5 767513.82000000 PA USD 768613.67000000 0.055452861633 Long ABS-O CORP US Y 2 2030-07-20 Fixed 4.19000000 N N N N N N RMF PROPRIETARY ISSUANCE TRUST N/A 74969VAA3 8558926.20000000 PA USD 7600225.47000000 0.548330413338 Long ABS-O CORP US Y 2 2061-09-25 Fixed 2.12500000 N N N N N N OPORTUN ISSUANCE TRUST 2021-B N/A 68377GAC0 8350000.00000000 PA USD 7823553.38000000 0.564442762331 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N AREIT 2021-CRE6 LTD N/A 04002VAA9 3239500.00000000 PA USD 3105870.63000000 0.224078000454 Long ABS-CBDO CORP US Y 2 2037-01-16 Fixed 1.71542160 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAG0 450000.00000000 PA USD 450038.88000000 0.032468774257 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N Small Business Lending Trust 2019-A N/A 831645AD8 5000000.00000000 PA USD 4977147.50000000 0.359084260946 Long DBT CORP US Y 2 2026-07-15 Fixed 6.30000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 549300HG8ZEWVWVSN227 62548QAD3 24645172.00000000 PA USD 22124823.63000000 1.596230761042 Long ABS-O CORP US Y 2 2050-03-25 Floating 5.37356880 N N N N N N RMF BUYOUT ISSUANCE TRUST 2021-HB1 N/A 74969TAD2 3000000.00000000 PA USD 2739548.40000000 0.197649097709 Long ABS-O CORP US Y 2 2031-11-25 Floating 3.68950000 N N N N N N Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC N/A 03880XAJ5 4750000.00000000 PA USD 4476875.00000000 0.322991301890 Long ABS-CBDO CORP US Y 2 2037-01-15 Floating 3.77924040 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 2750000.00000000 PA USD 2702654.65000000 0.194987339151 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N SPS SERVICER ADVANCE RECEIVABLES TRUST II N/A 78472JAD5 466666.67000000 PA USD 461690.88000000 0.033309426419 Long ABS-O CORP US Y 2 2052-11-15 Fixed 2.37000000 N N N N N N MARINER FINANCE ISSUANCE TRUST N/A 56847MAC4 2120000.00000000 PA USD 2034165.65000000 0.146758131856 Long ABS-O CORP US Y 2 2032-07-20 Fixed 4.01000000 N N N N N N FREMF MORTGAGE TRUST N/A 30298NAG2 5916156.35000000 PA USD 5853116.75000000 0.422282462475 Long ABS-O USGSE US Y 2 2029-08-25 Floating 3.36985920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BXT4 592044.25000000 PA USD 590037.81000000 0.042569220810 Long ABS-O USGA US N 2 2062-10-20 Floating 1.33328880 N N N N N N ONDECK ASSET SECURITIZATION TRUST II LLC N/A 68236WAB8 3500000.00000000 PA USD 3124645.65000000 0.225432554279 Long DBT CORP US Y 2 2027-05-17 Fixed 2.28000000 N N N N N N VEROS AUTO RECEIVABLES TRUST N/A 92512BAC7 5000000.00000000 PA USD 4732742.00000000 0.341451235535 Long ABS-O CORP US Y 2 2028-08-15 Fixed 3.64000000 N N N N N N UPSTART PASS-THROUGH TRUST N/A 91680XAA1 3656520.69000000 PA USD 3522897.53000000 0.254165072654 Long ABS-O CORP US Y 2 2027-01-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364JZN6 208980.33000000 PA USD 191477.81000000 0.013814472625 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 0.00000000 N N N N N N BUSINESS JET SECURITIES LLC N/A 12327BAB2 1192861.98000000 PA USD 1065745.84000000 0.076889936919 Long ABS-O CORP US Y 2 2036-04-15 Fixed 2.91800000 N N N N N N CONTINENTAL CREDIT CARD ABS LLC 5493002QR2K2E0R56Z02 21134LAB4 7450000.00000000 PA USD 7323419.29000000 0.528359789085 Long ABS-O CORP US Y 2 2026-08-15 Fixed 4.95000000 N N N N N N PFP LTD N/A 69290LAA5 2144623.65000000 PA USD 2070655.58000000 0.149390756174 Long ABS-CBDO CORP US Y 2 2038-04-16 Floating 2.17400040 N N N N N N BX TRUST N/A 12433WAA9 4311469.33000000 PA USD 4128012.43000000 0.297822054219 Long ABS-O CORP US Y 2 2037-09-15 Floating 1.96262640 N N N N N N Honda Motor Co Ltd. 549300P7ZYCQJ36CCS16 438127AA0 900000.00000000 PA USD 865731.11000000 0.062459554556 Long DBT CORP US N 2 2025-03-10 Fixed 2.27100000 N N N N N CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST N/A 66981PAE8 6700000.00000000 PA USD 6237939.86000000 0.450046140777 Long ABS-O CORP US Y 2 2029-12-17 Fixed 3.49000000 N N N N N N RIAL 2022-FL8 ISSUER LTD N/A 76243NAE6 4250000.00000000 PA USD 4165888.25000000 0.300554665787 Long ABS-CBDO CORP US Y 2 2027-01-19 Floating 3.54999960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395NXE2 593015.33000000 PA USD 598066.52000000 0.043148464925 Long ABS-O USGSE US N 2 2036-07-25 Floating 2.27356920 N N N N N N BXMT LTD N/A 05609GAJ7 8250000.00000000 PA USD 7937275.50000000 0.572647426431 Long ABS-CBDO CORP US Y 2 2038-05-17 Floating 3.12471000 N N N N N N 2022-08-29 Diamond Hill Funds Julie Roach Julie Roach Treasurer