NPORT-P/A false 0001752724-22-088813 0001286364 XXXXXXXX S000010228 C000028293 C000028294 C000129904 C000149629 C000028291 Pioneer Short Term Income Fund 811-21558 0001286364 L04JWOQVRJHMZWLSTV93 60 State Street Boston 02109 617-422-4947 Pioneer Short Term Income Fund S000010228 L04JWOQVRJHMZWLSTV93 2022-08-31 2022-02-28 N 444984776.09 16734826.99 428249949.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 725000.00000000 13013245.67000000 0.00000000 0.00000000 USD N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 1170000.00000000 PA USD 1118763.79000000 0.261240845994 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AF9 400000.00000000 PA USD 393527.93000000 0.091892113665 Long DBT CORP CA N 2 2024-04-06 Fixed 1.60000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701CAG5 250000.00000000 PA USD 249184.75000000 0.058186755310 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 0.01000000 N N N N N N CPE 01/03/22 CENTERPT USD F 0.18 N/A 000000000 1600000.00000000 PA USD 1599991.07000000 0.373611502666 Long DBT CORP US N 2 2022-03-01 None 0.00000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 1395344.36000000 PA USD 1331827.17000000 0.310992954651 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.30200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397CV89 19311.97000000 PA USD 19439.75000000 0.004539346715 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 0.54114000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 43289DAH6 247249.33000000 PA USD 244004.18000000 0.056977048219 Long LON CORP US N 2 2026-06-21 Floating 1.93686000 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAK6 250000.00000000 PA USD 251700.00000000 0.058774087546 Long DBT CORP BM Y 2 2022-12-10 Floating 6.04169600 N N N N N N UBS-Barclays Commercial Mortga N/A 90349DAS1 1162000.00000000 PA USD 1172541.08000000 0.273798299909 Long ABS-MBS CORP US N 2 2049-08-10 Variable 5.04678000 N N N N N N Pear LLC N/A 70472TAA6 952049.83000000 PA USD 937761.75000000 0.218975332506 Long ABS-O CORP US N 2 2034-01-15 Fixed 2.60000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 594.00000000 NC USD 323435.73000000 0.075524989712 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-06-30 127521142.10000000 USD 323435.73000000 N N N BELLEMEADE RE LT N/A 078767AB6 432545.19000000 PA USD 434684.26000000 0.101502466238 Long ABS-MBS CORP BM N 2 2027-10-25 Floating 3.53686000 N N N N N N KILIMANJARO RE LTD 549300TOWVCRIW71JM30 494074AJ6 250000.00000000 PA USD 250925.00000000 0.058593118464 Long DBT CORP BM Y 2 2022-05-06 Floating 4.94913000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396UR69 48357.50000000 PA USD 49137.74000000 0.011474079589 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 0.69114000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AER3 30688.47000000 PA USD 30895.36000000 0.007214328936 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 0.58686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31375TN61 106.24000000 PA USD 106.24000000 0.000024807942 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 2.23600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PZS3 18655.12000000 PA USD 18817.92000000 0.004394144129 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.54686000 N N N N N N PG Receivables Finance LP N/A 69356JAJ2 1000000.00000000 PA USD 980820.31000000 0.229029871938 Long ABS-O CORP CA N 2 2025-07-20 Fixed 4.70500000 N N N N N N RMF Proprietary Issuance Trust N/A 74968RAA3 1070831.69000000 PA USD 1065185.62000000 0.248729888290 Long ABS-MBS CORP US N 2 2063-10-25 Variable 2.75000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 850000.00000000 PA USD 822502.50000000 0.192061318799 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 2300000.00000000 PA USD 2228909.65000000 0.520469332146 Long DBT CORP US N 2 2025-11-03 Fixed 1.28100000 N N N N N N SYLVAMO CORP 5493001AOYU1ZOWOC971 87133DAC2 34166.67340000 PA USD 34001.17000000 0.007939561947 Long LON CORP US N 2 2028-09-13 Floating 5.00000000 N N N N N N BX Trust N/A 05609KAG4 1800000.00000000 PA USD 1757097.36000000 0.410297155596 Long ABS-MBS CORP US N 2 2038-10-15 Floating 1.58770000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFH7 5695000.00000000 PA USD 5933804.16000000 1.385593663810 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 1450000.00000000 PA USD 1525204.67000000 0.356148243147 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N BELLEMEADE RE LT N/A 07877KAG5 630000.00000000 PA USD 646737.78000000 0.151018764009 Long ABS-MBS CORP US N 2 2030-10-25 Floating 5.03686000 N N N N N N TI GROUP AUTO SYSTEMS LLC 549300VLRJU586QFQP25 87247EAY5 125349.64780000 PA USD 125036.27000000 0.029197030907 Long LON CORP US N 2 2026-12-16 Floating 3.75000000 N N N N N N Oasis Securitisation N/A 67422AAA4 236323.04000000 PA USD 236566.74000000 0.055240342817 Long ABS-O CORP US N 2 2033-02-15 Fixed 2.57920000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PBG4 96313.89000000 PA USD 97141.95000000 0.022683470296 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 0.56614000 N N N N N N Genworth Mortgage Insurance Co N/A 89600HAC3 1150000.00000000 PA USD 1114816.33000000 0.260319080560 Long ABS-MBS CORP BM N 2 2034-02-25 Floating 2.94867000 N N N N N N RESILIENCE RE LTD 549300MGGTJ8JMVTOJ89 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2022-05-01 None 0.00000000 N N N N N N ICG US CLO Ltd 635400A7LQADQPBLJB50 44931KAJ6 500000.00000000 PA USD 483516.50000000 0.112905208982 Long ABS-CBDO CORP KY N 2 2034-04-29 Floating 7.73900000 N N N N N N GS Mortgage Securities Trust N/A 36259DAJ2 1700000.00000000 PA USD 1635950.12000000 0.382008246221 Long ABS-MBS CORP US N 2 2031-10-15 Floating 1.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339WXS0 37510.71000000 PA USD 38370.74000000 0.008959893651 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 1.19114000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AETW5 11377.13000000 PA USD 11344.05000000 0.002648932013 Long ABS-MBS USGSE US N 2 2026-08-15 Floating 0.39114000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 1900000.00000000 PA USD 1978239.21000000 0.461935655604 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27954GAB9 22275.00000000 PA USD 7043.36000000 0.001644684375 Long DBT CORP BM Y 3 2022-03-22 None 0.00000000 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 80875AAP6 218199.00940000 PA USD 217095.58000000 0.050693661600 Long LON CORP US N 2 2024-08-14 Floating 2.95857000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 930000.00000000 PA USD 947385.84000000 0.221222639253 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80000WAA9 250000.00000000 PA USD 254375.00000000 0.059398722763 Long DBT CORP BM Y 2 2023-06-07 Floating 5.72169600 N N N N N N Bear Stearns Mortgage Securiti N/A 073914WE9 13576.84000000 PA USD 13878.28000000 0.003240696240 Long ABS-MBS CORP US N 2 2030-06-25 Variable 2.17640000 N N N N N N Radnor Re LTD N/A 75279YAB7 1000000.00000000 PA USD 990061.20000000 0.231187698231 Long ABS-MBS CORP BM N 2 2033-12-27 Floating 1.74867000 N N N N N N Gullane Re 2022 N/A 000000000 220500.00000000 PA USD 225006.60000000 0.052540951954 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Mission Lane Credit Card Maste N/A 60510MAB4 1000000.00000000 PA USD 986316.40000000 0.230313255628 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.24000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393YFC4 31080.50000000 PA USD 31202.99000000 0.007286163154 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 0.58686000 N N N N N N Sound Point CLO LTD 549300ZK5CJ7PM7YBH85 83610KAG8 500000.00000000 PA USD 494770.00000000 0.115532996802 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 3.85771000 N N N N N N RESIDENTIAL RE 21 LTD N/A 76114NAF9 250000.00000000 PA USD 249150.00000000 0.058178640890 Long DBT CORP KY Y 2 2025-12-06 Floating 5.79169600 N N N N N N Pangaea Re 2019-1, 2/1/23 N/A 000000000 409624.00000000 PA USD 8535.53000000 0.001993118742 Long DBT CORP BM Y 3 2023-02-01 Floating 0.01000000 N N N N N N Marlette Funding Trust N/A 57110NAD8 1000000.00000000 PA USD 979758.90000000 0.228782023689 Long ABS-O CORP US N 2 2031-06-16 Fixed 2.47000000 N N N N N N Oportun Funding LLC N/A 68377WAC5 1000000.00000000 PA USD 978946.50000000 0.228592321390 Long ABS-O CORP US N 2 2031-10-08 Fixed 3.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V5C8 52640.90000000 PA USD 52727.34000000 0.012312281673 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 0.42686000 N N N N N N Willis Engine Securitization T N/A 97064GAB9 732988.50000000 PA USD 714345.23000000 0.166805677735 Long ABS-O CORP US N 2 2046-05-15 Fixed 5.43800000 N N N N N N NORTHSHORE RE II LTD N/A 666842AD1 250000.00000000 PA USD 254400.00000000 0.059404560475 Long DBT CORP BM Y 2 2024-01-08 Floating 6.04169600 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -325.00000000 NC USD -204506.25000000 -0.04775394613 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-06-30 -38236900.00000000 USD -204506.25000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JNG9 1587.32000000 PA USD 1742.88000000 0.000406977281 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31348S4G6 599.17000000 PA USD 599.47000000 0.000139981335 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 2.42300000 N N N N N N Pawnee Equipment Receivables N/A 704100AF3 750000.00000000 PA USD 730625.10000000 0.170607165636 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.21000000 N N N N N N BXG Receivables Note Trust 549300MVRSYZ837KPY83 05607UAC3 768020.08000000 PA USD 780489.65000000 0.182250961533 Long ABS-O CORP US N 2 2034-02-02 Fixed 4.44000000 N N N N N N Fontainebleau Miami Beach Trus N/A 34461LAL8 1800000.00000000 PA USD 1779179.76000000 0.415453583529 Long ABS-MBS CORP US N 2 2036-12-10 Variable 3.96287300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392VBT8 82614.14000000 PA USD 83368.40000000 0.019467229400 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 0.76114000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HWJT5 21714.66000000 PA USD 21932.71000000 0.005121474047 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 0.54114000 N N N N N N CHNGE Mortgage Trust 2022-1 N/A 17030JAA4 1000000.00000000 PA USD 993544.00000000 0.232000961608 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.00700000 N N N N N N Adare Re 2021, 9/30/27 N/A 000000000 250000.00000000 PA USD 255548.96000000 0.059672852393 Long DBT CORP BM Y 3 2027-09-30 Floating 0.01000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414BAF3 947024.80100000 PA USD 927914.79000000 0.216675983721 Long LON CORP US N 2 2027-08-01 Floating 1.85629000 N N N N N N Oaktown Re Ltd N/A 67401JAB8 297377.07000000 PA USD 297600.91000000 0.069492339841 Long ABS-MBS CORP US N 2 2030-10-25 Floating 3.78686000 N N N N N N Countrywide Asset-Backed Certi N/A 126673FK3 153914.37000000 PA USD 152019.81000000 0.035497916653 Long ABS-CBDO CORP US N 2 2034-09-25 Floating 1.28686000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAA7 955000.00000000 PA USD 1000301.38000000 0.233578867225 Long DBT CORP JP N 2 2025-10-20 Fixed 4.35300000 N N N N N N Diamond Resorts Owner Trust N/A 252722AB9 482921.58000000 PA USD 483978.31000000 0.113013045539 Long ABS-O CORP US N 2 2032-02-20 Fixed 3.53000000 N N N N N N Viribus Re 2020, 12/31/23 N/A 000000000 500000.00000000 PA USD 22000.00000000 0.005137186833 Long DBT CORP BM Y 3 2023-12-31 Floating 0.01000000 N N N N N N Oasis Securitisation N/A 67422CAB8 892227.72000000 PA USD 887088.49000000 0.207142695956 Long ABS-O CORP US N 2 2033-10-15 Fixed 5.14700000 N N N N N N LIMESTONE RE LTD 5493004PN8HGYC184A27 000000000 250000.00000000 PA USD 17725.00000000 0.004138938028 Long DBT CORP BM Y 3 2024-03-01 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TTEV9 42630.37000000 PA USD 42810.77000000 0.009996678362 Long ABS-MBS USGSE US N 2 2027-04-15 Floating 0.74114000 N N N N N N Chase Funding Mortgage Loan As N/A 161546FM3 62927.51000000 PA USD 62117.10000000 0.014504870375 Long ABS-CBDO CORP US N 2 2033-04-25 Floating 0.72686000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 610000.00000000 PA USD 583356.16000000 0.136218617474 Long DBT CORP NL N 2 2027-04-01 Fixed 1.72600000 N N N N N N CHC Commercial Mortgage Trust N/A 162665AN3 992753.78000000 PA USD 955267.99000000 0.223063188216 Long ABS-MBS CORP US N 2 2034-06-15 Floating 2.54100000 N N N N N N Verus Securitization Trust N/A 92537MAF7 1500000.00000000 PA USD 1476266.10000000 0.344720671444 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.27900000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2J9 1445000.00000000 PA USD 1456644.53000000 0.340138868214 Long DBT CORP US N 2 2024-06-25 Fixed 2.75000000 N N N N N N Velocity Commercial Capital Lo N/A 92259LAB4 948460.25000000 PA USD 954850.79000000 0.222965768473 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.61000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529LAE0 500000.00000000 PA USD 492888.60000000 0.115093673924 Long ABS-MBS CORP US N 2 2030-12-26 Variable 4.94780000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660NY25 19087.06000000 PA USD 18789.58000000 0.004387526499 Long ABS-MBS CORP US N 2 2034-10-25 Variable 2.91462600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A96V3 78108.72000000 PA USD 78890.60000000 0.018421625073 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 0.61114000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369ADV1 250000.00000000 PA USD 255391.86000000 0.059636168208 Long DBT CORP BM Y 3 2026-12-01 Floating 0.29169600 N N N N N N United Auto Credit Securitizat N/A 90943UAE4 2000000.00000000 PA USD 1940207.80000000 0.453054998389 Long ABS-O CORP US N 2 2026-06-10 Fixed 2.58000000 N N N N N N RMF Buyout Issuance Trust N/A 74969TAD2 1000000.00000000 PA USD 953400.00000000 0.222626996688 Long ABS-MBS CORP US N 2 2031-11-25 Variable 3.68950000 N N N N N N MLCC Mortgage Investors Inc N/A 5899296M5 90224.76000000 PA USD 86526.13000000 0.020204586172 Long ABS-MBS CORP US N 2 2029-01-25 Floating 0.82686000 N N N N N N Fortress Credit Opportunities 2549008RD44HDM6DNP14 34961JAY0 1000000.00000000 PA USD 995465.00000000 0.232449531422 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 1.67231000 N N N N N N CPE 01/03/22 CONABRAN USD F 0.33 N/A 000000000 1600000.00000000 PA USD 1599991.10000000 0.373611509671 Long DBT CORP US N 2 2022-03-01 None 0.00000000 N N N N N N ReadyCap Commercial Mortgage T N/A 75575WAJ5 875000.00000000 PA USD 864821.48000000 0.201943160020 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.13686000 N N N N N N SPRUCE HILL MORTGAGE LOAN TRUS N/A 85209FAA4 289064.86000000 PA USD 288826.47000000 0.067443433585 Long ABS-MBS CORP US N 2 2050-01-28 Variable 2.52100000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 1500000.00000000 PA USD 1433335.14000000 0.334695927696 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N URSA RE II LTD N/A 91734PAA4 250000.00000000 PA USD 250250.00000000 0.058435500232 Long DBT CORP BM Y 2 2023-12-07 Floating 4.04169600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DVV8 42777.19000000 PA USD 43201.10000000 0.010087823732 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 0.63686000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 688000.00000000 PA USD 724292.00000000 0.169128333003 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N BRAVO Residential Funding Trus N/A 105699AC6 313146.43000000 PA USD 312207.93000000 0.072903203060 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.40600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BCD54 81659.08000000 PA USD 82216.53000000 0.019198257973 Long ABS-MBS USGSE US N 2 2025-12-15 Fixed 3.00000000 N N N N N N SOLRR Aircraft 2021-1 Limited N/A 83438LAA9 463109.39000000 PA USD 445354.10000000 0.103993964491 Long ABS-O CORP IE N 2 2046-10-15 Fixed 2.63600000 N N N N N N KILIMANJARO II RE LTD N/A 49407QAE8 300000.00000000 PA USD 299940.00000000 0.070038537221 Long DBT CORP BM Y 2 2022-04-21 Floating 7.97513000 N N N N N N Newtek Small Business Loan Tru N/A 65252WAB3 208055.16000000 PA USD 208358.40000000 0.048653455870 Long ABS-O CORP US N 2 2043-02-25 Floating 3.18686000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAH9 438703.91000000 PA USD 438459.55000000 0.102384028514 Long ABS-O CORP US N 2 2028-09-11 Fixed 2.15000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 2160000.00000000 PA USD 2080039.98000000 0.485706999935 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 00216EAF6 18614.76670000 PA USD 18549.95000000 0.004331570859 Long LON CORP US N 2 2028-09-17 Floating 4.31381241 N N N N N N XCALI 2020-2 Mortgage Trust N/A 98400WAA7 1300000.00000000 PA USD 1298658.79000000 0.303247856241 Long ABS-MBS CORP US N 2 2023-02-07 Floating 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PTZ4 52696.97000000 PA USD 53376.45000000 0.012463854371 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.53686000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701EAE6 500000.00000000 PA USD 490136.50000000 0.114451035202 Long ABS-CBDO CORP KY N 2 2028-02-20 Floating 2.37957000 N N N N N N Brightwood Capital MM CLO 2021 N/A 10948VAC9 1000000.00000000 PA USD 997705.00000000 0.232972590445 Long ABS-CBDO CORP KY N 2 2028-12-15 Floating 2.95275000 N N N N N N WIRECO WORLDGROUP INC 5493008NQ1Q5T2GZOJ37 000000000 150000.00000000 PA USD 148968.75000000 0.034785468232 Long LON CORP US N 2 2028-11-12 Floating 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374KXH1 62192.97000000 PA USD 62265.24000000 0.014539462323 Long ABS-MBS USGA US N 2 2035-02-20 Floating 0.41171000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030637 4000000.00000000 PA USD 4037519.76000000 0.942795152336 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395LVP3 32421.58000000 PA USD 32463.31000000 0.007580458577 Long ABS-MBS USGSE US N 2 2035-01-15 Floating 0.44114000 N N N N N N Oceanview Mortgage Loan Trust N/A 676477AD4 450000.00000000 PA USD 443858.67000000 0.103644768886 Long ABS-MBS CORP US N 2 2050-05-28 Variable 3.28483000 N N N N N N GS Mortgage Securities Trust N/A 36257MAN5 1000000.00000000 PA USD 949855.60000000 0.221799349187 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.94100000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 1000000.00000000 PA USD 959712.83000000 0.224101096104 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LMJ4 58116.00000000 PA USD 58314.63000000 0.013616961338 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 0.89114000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAA2 1550000.00000000 PA USD 1477380.28000000 0.344980841937 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378VJQ4 1687.09000000 PA USD 1692.88000000 0.000395301856 Long ABS-MBS USGSE US N 2 2028-04-01 Floating 2.58800000 N N N N N N Sussex Re 2020-1, 12/31/22 N/A 000000000 257836.00000000 PA USD 5517.69000000 0.001288427473 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N CENTURION PIPELINE CO LLC 54930040AX5IIFI80J88 15643YAC0 436500.00000000 PA USD 433317.04000000 0.101183208757 Long LON CORP US N 2 2025-09-30 Floating 3.45857000 N N N N N N JP Morgan Chase Commercial Mor N/A 46651MAN6 900000.00000000 PA USD 874962.90000000 0.204311267716 Long ABS-MBS CORP US N 2 2036-07-15 Floating 2.35100000 N N N N N N FannieMae Whole Loan B1V7KEBTPIMZEU4LTD58 31395D7H6 149786.34000000 PA USD 148663.92000000 0.034714287838 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 0.44686000 N N N N N N United Auto Credit Securitizat N/A 90945BAG9 500000.00000000 PA USD 504059.60000000 0.117702197293 Long ABS-O CORP US N 2 2025-02-10 Fixed 2.88000000 N N N N N N Pangaea Re 2016-2, 11/30/21 N/A 000000000 500000.00000000 PA USD 891.65000000 0.000208207847 Long DBT CORP BM Y 3 2022-11-30 Floating 0.01000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 205275.00000000 PA USD 200677.66000000 0.046859937852 Long LON CORP US N 2 2026-04-04 Floating 3.45857000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBH4 605000.00000000 PA USD 588986.29000000 0.137533300643 Long DBT CORP FR N 2 2028-01-19 Fixed 2.79700000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBK3 895000.00000000 PA USD 869355.22000000 0.203001826813 Long DBT CORP US N 2 2024-10-01 Fixed 0.95000000 N N N N N N TMS INTERNATIONAL CORP 549300L4K0F1YF8WKF23 87261SAD1 107018.42880000 PA USD 106349.56000000 0.024833525426 Long LON CORP US N 2 2024-08-14 Floating 3.75000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAC7 348182.15000000 PA USD 347938.81000000 0.081246666982 Long ABS-O CORP US N 2 2040-09-20 Fixed 4.35000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001MAA0 250000.00000000 PA USD 250025.00000000 0.058382960821 Long DBT CORP BM N 2 2025-04-07 Floating 3.54169600 N N N N N N Accelerated Assets N/A 00439KAC0 874000.18000000 PA USD 850542.45000000 0.198608885252 Long ABS-O CORP US N 2 2040-10-20 Fixed 2.35000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BD5 1133000.00000000 PA USD 1161239.55000000 0.271159296677 Long DBT CORP JP N 2 2024-03-07 Fixed 3.40700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36294ULM2 9528.43000000 PA USD 9788.29000000 0.002285648841 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 7.50000000 N N N N N N Social Professional Loan Progr 5493005DZE8VF033DB25 83402DAA9 13708.42000000 PA USD 13728.65000000 0.003205756364 Long ABS-O CORP US N 2 2036-10-27 Floating 1.28686000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CC6 2490000.00000000 PA USD 2431943.16000000 0.567879380980 Long DBT CORP JP N 2 2028-01-19 Fixed 2.34100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 2040000.00000000 PA USD 2138247.89000000 0.499299041247 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938DL4 12728.35000000 PA USD 14047.32000000 0.003280168515 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAN4 618000.00000000 PA USD 591453.41000000 0.138109394115 Long DBT CORP US N 2 2025-12-10 Fixed 1.20000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880XAL0 500000.00000000 PA USD 495904.05000000 0.115797807108 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 3.80000000 N N N N N N Harambee Re 2020, 12/31/23 N/A 000000000 250000.00000000 PA USD 8525.00000000 0.001990659898 Long DBT CORP BM Y 3 2023-12-31 Floating 0.01000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000848AQ4 500000.00000000 PA USD 500368.50000000 0.116840294097 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.75400000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 488774.96500000 PA USD 475115.66000000 0.110943541499 Long LON CORP US N 2 2027-04-15 Floating 2.69114000 N N N N N N Oxford Finance Funding Trust N/A 69145AAC2 1214413.14000000 PA USD 1234827.67000000 0.288342747639 Long ABS-O CORP US N 2 2027-02-15 Fixed 5.43800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XT53 11889.93000000 PA USD 12009.36000000 0.002804287548 Long ABS-MBS USGSE US N 2 2037-12-25 Floating 0.80686000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJH3 700000.00000000 PA USD 683569.25000000 0.159619225042 Long DBT CORP US N 2 2024-10-24 Fixed 0.81000000 N N N N N N 321 Henderson Receivables LLC N/A 88576NAC2 137984.52000000 PA USD 135159.47000000 0.031560884078 Long ABS-O CORP US N 2 2041-06-15 Floating 0.39114000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAA3 750000.00000000 PA USD 745617.00000000 0.174107901604 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 1.28671000 N N N N N N DAIMLER TRUCKS FINAN NA 5493003HSDTSCZRXBA58 233853AF7 1750000.00000000 PA USD 1689789.52000000 0.394580203348 Long DBT CORP US N 2 2026-12-14 Fixed 2.00000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAK2 2085000.00000000 PA USD 2124777.50000000 0.496153590786 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N FLY FUNDING II SARL 54930033GL3A930IIN33 000000000 124764.09200000 PA USD 122249.35000000 0.028546261419 Long LON CORP LU N 2 2025-08-09 Floating 2.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386XRR9 11724.31000000 PA USD 11748.98000000 0.002743486607 Long ABS-MBS USGSE US N 2 2028-12-01 Floating 2.32000000 N N N N N N Mello Warehouse Securitization N/A 58552NAF6 500000.00000000 PA USD 495929.05000000 0.115803644820 Long ABS-MBS CORP US N 2 2055-04-25 Floating 4.93686000 N N N N N N Home Re Ltd N/A 437307AD3 670000.00000000 PA USD 649265.58000000 0.151609026776 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 3.03686000 N N N N N N Stonepeak N/A 78433XAA8 462737.26000000 PA USD 445847.81000000 0.104109249968 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.30100000 N N N N N N BFLD Trust N/A 05553JAA6 120000.00000000 PA USD 119095.86000000 0.027809894723 Long ABS-MBS CORP US N 2 2028-11-15 Floating 2.24100000 N N N N N N Purchasing Power Funding N/A 74615JAC4 500000.00000000 PA USD 491693.45000000 0.114814596250 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.53000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 450000.00000000 PA USD 473003.46000000 0.110450324861 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N BRE Grand Islander Timeshare I N/A 05588UAB8 968564.55000000 PA USD 977977.16000000 0.228365972268 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.78000000 N N N N N N MAGENTA BUYER LLC N/A 55910RAB9 249375.00000000 PA USD 247660.55000000 0.057830841666 Long LON CORP US N 2 2028-07-27 Floating 5.75000000 N N N N N N Merion Re 2021-2, 12/31/24 N/A 000000000 500000.00000000 PA USD 472500.00000000 0.110332762675 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Carvana Auto Receivables Trust N/A 14686YAH0 500000.00000000 PA USD 507848.15000000 0.118586855892 Long ABS-O CORP US N 2 2026-10-15 Fixed 4.70000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAB5 387202.38000000 PA USD 373082.85000000 0.087118013857 Long ABS-O CORP US N 2 2046-07-15 Fixed 3.44600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375PKW0 41789.52000000 PA USD 42125.95000000 0.009836767076 Long ABS-MBS USGA US N 2 2038-02-20 Floating 0.66171000 N N N N N N Thopas Re 2020, 12/31/23 N/A 000000000 500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2023-12-31 Floating 0.01000000 N N N N N N Citicorp Mortgage Securities, N/A 172973W88 4471.08000000 PA USD 4477.82000000 0.001045608997 Long ABS-MBS CORP US N 2 2020-07-25 Fixed 5.00000000 N N N N N N Tidewater Auto Receivables Tru N/A 88641WAF6 1250000.00000000 PA USD 1244178.25000000 0.290526187478 Long ABS-O CORP US N 2 2028-07-17 Fixed 3.35000000 N N N N N N Eagle Re Ltd 254900L82OLW9QTLJ788 269822AB8 1064769.62000000 PA USD 1058187.21000000 0.247095700121 Long ABS-MBS CORP US N 2 2029-04-25 Floating 1.98686000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD -28437.12000000 -0.00664030902 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-06-21 -1851812.88000000 USD -28437.12000000 N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 1505000.00000000 PA USD 1545851.30000000 0.360969406592 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N FCI Funding, LLC N/A 30259MAB2 47071.89000000 PA USD 47180.04000000 0.011016940013 Long ABS-O CORP US N 2 2031-02-18 None 0.00000000 N N N N N N AM Capital Funding, LLC 549300VEZWL2JF9NXH87 00166AAA5 500000.00000000 PA USD 508299.15000000 0.118692168222 Long ABS-O CORP US N 2 2023-12-15 Fixed 4.98000000 N N N N N N RESIDENTIAL RE 2020 LTD N/A 76120AAC6 250000.00000000 PA USD 254300.00000000 0.059381209626 Long DBT CORP KY Y 2 2024-12-06 Floating 6.80169600 N N N N N N MONA LISA RE LTD 549300R6SO6XBFDC7M25 608800AD0 250000.00000000 PA USD 251575.00000000 0.058744898984 Long DBT CORP BM Y 2 2023-01-09 Floating 8.29169600 N N N N N N Tricolor Auto Securitization T N/A 89615BAD7 1000000.00000000 PA USD 985449.20000000 0.230110757063 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.92000000 N N N N N N Mosaic Solar Loans LLC N/A 61945LAD5 276035.42000000 PA USD 268660.97000000 0.062734618081 Long ABS-O CORP US N 2 2040-09-20 Fixed 6.18000000 N N N N N N BX Trust N/A 056058AG5 1000000.00000000 PA USD 984956.90000000 0.229995800833 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.57760000 N N N N N N RVR DEALERSHIP HOLDINGS N/A 75001CAB0 248885.75270000 PA USD 247330.22000000 0.057753706805 Long LON CORP US N 2 2028-02-08 Floating 4.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBH5 1600000.00000000 PA USD 1524245.30000000 0.355924222105 Long DBT CORP GB N 2 2026-10-13 Fixed 1.50000000 N N N N N N TRONOX FINANCE LLC 549300LMZ1DX1PWSP524 89705DAG7 234233.21860000 PA USD 231656.65000000 0.054093795104 Long LON CORP US N 2 2028-03-11 Floating 2.47119195 N N N N N N BELLEMEADE RE LT N/A 078782AC3 1162561.18000000 PA USD 1168345.97000000 0.272818706098 Long ABS-MBS CORP BM N 2 2030-08-26 Floating 4.18686000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AR1 111837.50000000 PA USD 108761.97000000 0.025396843649 Long LON CORP US N 2 2024-09-12 Floating 4.81657000 N N N N N N Chase Mortgage Finance Corpora N/A 46591HBZ2 1455278.44000000 PA USD 1447983.86000000 0.338116528219 Long ABS-MBS CORP US N 2 2050-02-25 Floating 1.59867000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408YMG0 9492.11000000 PA USD 10573.02000000 0.002468889960 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2B5 480000.00000000 PA USD 469443.87000000 0.109619130366 Long DBT CORP US N 2 2025-01-06 Fixed 1.65000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AL3 250000.00000000 PA USD 249775.00000000 0.058324583698 Long DBT CORP BM Y 2 2022-12-07 Floating 4.39763000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7JX1 26096.93000000 PA USD 26129.66000000 0.006101497514 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 1.50000000 N N N N N N VITALITY RE X LTD N/A 92850FAA2 250000.00000000 PA USD 245675.00000000 0.057367198879 Long DBT CORP KY Y 2 2023-01-10 Floating 2.04169600 N N N N N N EASTERN POWER LLC 5493000R3E1L1VM1V279 87264NAB3 300400.57000000 PA USD 198114.18000000 0.046261343501 Long LON CORP US N 2 2025-10-02 Floating 4.75000000 N N N N N N Thopas Re 2019, 12/31/22 N/A 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N Brightwood Capital MM CLO 2021 N/A 10948VAJ4 1000000.00000000 PA USD 994538.00000000 0.232233069050 Long ABS-CBDO CORP KY N 2 2028-12-15 Floating 5.60275000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAE6 1125000.00000000 PA USD 1116419.29000000 0.260693385334 Long ABS-MBS CORP US N 2 2036-07-15 Floating 1.99100000 N N N N N N Purchasing Power Funding N/A 74615JAD2 500000.00000000 PA USD 494745.80000000 0.115527345896 Long ABS-O CORP US N 2 2025-10-15 Fixed 4.37000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AK6C0 21159.87000000 PA USD 21156.10000000 0.004940129016 Long ABS-MBS USGSE US N 2 2026-09-15 Floating 0.49114000 N N N N N N VITALITY RE XI LTD N/A 92851AAA2 250000.00000000 PA USD 244375.00000000 0.057063637838 Long DBT CORP KY Y 2 2024-01-09 Floating 1.79169600 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 1585000.00000000 PA USD 1543938.53000000 0.360522758553 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 67400KAD2 1350000.00000000 PA USD 1327838.40000000 0.310061542982 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.68686000 N N N N N N Mercury Financial Credit Card N/A 58940BAB2 1080000.00000000 PA USD 1071797.72000000 0.250273869793 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.33000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 3112121.59000000 NS USD 3112121.59000000 0.726706820757 Long STIV RF US N 1 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 1054000.00000000 PA USD 1026249.90000000 0.239638067011 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85100000 N N N N N N x-caliber funding llc N/A 98401JAA5 500000.00000000 PA USD 499909.95000000 0.116733218778 Long ABS-MBS CORP US N 2 2023-10-15 Floating 4.25000000 N N N N N N COMM Mortgage Trust N/A 20049AAH1 2000000.00000000 PA USD 1874962.40000000 0.437819643397 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.63268900 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 3895000.00000000 PA USD 4032110.23000000 0.941531981141 Long DBT CORP US N 2 2025-09-29 Fixed 3.55000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 650000.00000000 PA USD 636220.00000000 0.148562773057 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N PILOT TRAVEL CENTERS LLC 549300115UILLXNE1Z49 72165NBH1 249375.00000000 PA USD 245731.88000000 0.057380480842 Long LON CORP US N 2 2028-08-06 Floating 2.20857000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PSN2 44014.60000000 PA USD 44055.44000000 0.010287319377 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 0.38686000 N N N N N N COLONY MORTGAGE CAPITAL LTD N/A 12564NAN2 1175000.00000000 PA USD 1148519.26000000 0.268189000935 Long ABS-MBS CORP US N 2 2038-11-15 Floating 2.91200000 N N N N N N AXIS Equipment Finance Receiva 549300NOANH9X4RIOF97 03237JAF4 400000.00000000 PA USD 401011.44000000 0.093639576803 Long ABS-O CORP US N 2 2023-11-20 Fixed 5.45000000 N N N N N N Owl Rock CLO N/A 98955RAF6 1000000.00000000 PA USD 992959.00000000 0.231864359140 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 1.80400000 N N N N N N Jamestown CLO Ltd 549300J8XCULR2IX5L98 470473AH2 306835.31000000 PA USD 306055.03000000 0.071466448657 Long ABS-CBDO CORP KY N 2 2027-01-17 Fixed 3.84000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAD5 2594000.00000000 PA USD 2560306.77000000 0.597853374035 Long DBT CORP CA N 2 2025-02-10 Fixed 2.05000000 N N N N N N Ellington Financial Mortgage T N/A 31574PAC9 1000000.00000000 PA USD 1009957.00000000 0.235833536494 Long ABS-MBS CORP US N 2 2065-05-25 Variable 3.99900000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 700000.00000000 PA USD 674774.11000000 0.157565485160 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Eagle Re Ltd N/A 269820AC0 2518.29000000 PA USD 2518.03000000 0.000587981389 Long ABS-MBS CORP US N 2 2030-10-25 Floating 4.68686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PJX0 22792.68000000 PA USD 22847.16000000 0.005335005888 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 0.43686000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 5800000.00000000 PA USD 5800000.00000000 1.354349256126 Long RA CORP US N 1 Repurchase Y 0.05000000 2022-03-01 6753000.00000000 USD 5916138.22700000 USD CDS N N N GS Mortgage Securities Trust N/A 36258BAA6 2000000.00000000 PA USD 1984739.80000000 0.463453598575 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.29100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BNE2 13555.46000000 PA USD 13677.51000000 0.003193814740 Long ABS-MBS USGSE US N 2 2032-01-18 Floating 0.78671000 N N N N N N CAELUS RE V LTD N/A 12765KAB1 25000.00000000 PA USD 18750.00000000 0.004378284233 Long DBT CORP KY Y 2 2024-06-05 Floating 0.39169600 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374KPM9 64858.84000000 PA USD 64935.77000000 0.015163053757 Long ABS-MBS USGA US N 2 2035-01-16 Floating 0.37571000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BFS0 24533.64000000 PA USD 25028.15000000 0.005844285574 Long ABS-MBS USGSE US N 2 2031-12-25 Floating 1.08686000 N N N N N N COLT Funding LLC N/A 19688FAB1 2141455.16000000 PA USD 2069390.91000000 0.483220351654 Long ABS-MBS CORP US N 2 2066-09-27 Variable 1.16200000 N N N N N N Sound Point CLO LTD 549300UPX3H8ENJXHI23 83607EAC6 2000000.00000000 PA USD 1987776.00000000 0.464162577059 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 1.99129000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378GJK5 13094.20000000 PA USD 13228.07000000 0.003088866683 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 3.00000000 N N N N N N VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92345MAQ5 58166.08000000 PA USD 57947.96000000 0.013531340779 Long LON CORP US N 2 2024-06-29 Floating 2.10629000 N N N N N N Radnor Re LTD 549300ED4YNDE7SVU538 750496AA9 89494.67000000 PA USD 89516.39000000 0.020902837277 Long ABS-MBS CORP BM N 2 2028-03-25 Floating 1.58686000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAA6 250000.00000000 PA USD 251600.00000000 0.058750736696 Long DBT CORP BM Y 2 2024-01-05 Floating 7.29169600 N N N N N N New Residential Mortgage Loan N/A 64828EAA3 267673.14000000 PA USD 267979.33000000 0.062575449352 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49188000 N N N N N N CAELUS RE V LTD N/A 12765KAE5 250000.00000000 PA USD 200000.00000000 0.046701698487 Long DBT CORP KY Y 2 2025-06-09 Floating 0.79169600 N N N N N N NMEF Funding LLC N/A 65489MAB0 1394638.91000000 PA USD 1398986.42000000 0.326675209872 Long ABS-O CORP US N 2 2026-08-17 Fixed 3.06000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769GAG2 350000.00000000 PA USD 338823.49000000 0.079118162351 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.29100000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRN1 510000.00000000 PA USD 509032.07000000 0.118863311267 Long ABS-MBS CORP US N 2 2042-02-25 Floating 3.79867000 N N N N N N Eagle Re Ltd N/A 26982AAG9 1620000.00000000 PA USD 1581335.95000000 0.369255373718 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 4.29867000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 2885000.00000000 PA USD 2872797.17000000 0.670822536240 Long DBT CORP US N 2 2025-10-15 Fixed 2.30100000 N N N N N N Tricolor Auto Securitization T N/A 89615BAE5 500000.00000000 PA USD 489949.05000000 0.114407264035 Long ABS-O CORP US N 2 2026-09-15 Fixed 3.23000000 N N N N N N FannieMae Whole Loan 549300RF7M92JUSGM340 31394FSB2 224879.10000000 PA USD 224122.04000000 0.052334399682 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 0.40686000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796S26 11100000.00000000 PA USD 11100000.00000000 2.591944266036 Long DBT UST US N 2 2022-03-01 None 0.00000000 N N N N N N Oportun Funding LLC N/A 68377BAC1 200000.00000000 PA USD 200614.56000000 0.046845203466 Long ABS-O CORP US N 2 2028-03-08 Fixed 3.44000000 N N N N N N Structured Asset Securities Co N/A 86359B2G5 4.45000000 PA USD 4.72000000 0.000001102160 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.15000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796N21 3000000.00000000 PA USD 2999963.34000000 0.700516916885 Long DBT UST US N 2 2022-03-17 None 0.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A29 1200000.00000000 PA USD 1207560.00000000 0.281975515125 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 1100000.00000000 PA USD 1055747.39000000 0.246525981431 Long DBT CORP FR N 2 2027-10-19 Fixed 2.04500000 N N N N N N Portrush Re 2017, 6/15/22 N/A 000000000 250000.00000000 PA USD 159525.00000000 0.037250442255 Long DBT CORP BM Y 3 2022-06-15 Floating 0.01000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 1750000.00000000 PA USD 1711062.50000000 0.399547624838 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 5800000.00000000 PA USD 5800000.00000000 1.354349256126 Long RA CORP US N 1 Repurchase Y 0.05000000 2022-03-01 2963100.00000000 USD 2958003.46800000 USD UST 3177755.00000000 USD 2958000.65300000 USD AMBS N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 000000000 250000.00000000 PA USD 249166.75000000 0.058182552157 Long LON CORP CA N 2 2028-08-11 Floating 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391SM64 77.06000000 PA USD 77.23000000 0.000018033860 Long ABS-MBS USGSE US N 2 2033-02-01 Floating 3.10000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 1135000.00000000 PA USD 1099674.51000000 0.256783337000 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N Silver Hill Trust N/A 82773XAA8 1437938.62000000 PA USD 1435566.88000000 0.335217057939 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.10200000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600VAE1 250000.00000000 PA USD 247343.75000000 0.057756866175 Long LON CORP US N 2 2026-12-13 Floating 3.25000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 879412.18000000 PA USD 858364.86000000 0.200435484418 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N Alturas Re 2021-2, 12/31/24 N/A 000000000 216442.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RMJ7 61533.16000000 PA USD 63036.16000000 0.014719478690 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 1.19114000 N N N N N N Novastar Home Equity Loan N/A 66987XCE3 170189.57000000 PA USD 164551.38000000 0.038424144672 Long ABS-MBS CORP US N 2 2033-05-25 Floating 0.96686000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1125000.00000000 PA USD 1094214.74000000 0.255508434338 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAL2 1390000.00000000 PA USD 1397571.11000000 0.326344722967 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65000000 N N N N N N LONGPOINT RE LTD III 549300X8D4F49UZO0Y39 542799AD3 750000.00000000 PA USD 750750.00000000 0.175306500696 Long DBT CORP KY Y 2 2022-06-01 Floating 3.04169600 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27954TAB1 2500.00000000 PA USD 4919.00000000 0.001148628274 Long DBT CORP BM Y 3 2023-03-22 None 0.00000000 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 2045000.00000000 PA USD 2190388.72000000 0.511474367855 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BJ2 2294000.00000000 PA USD 2389378.53000000 0.557940178398 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Pangaea Re 2018-1, 12/31/21 N/A 000000000 500000.00000000 PA USD 10527.24000000 0.002458199941 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N Tharaldson Hotel Portfolio Tru N/A 88327HAJ2 405040.13000000 PA USD 399963.32000000 0.093394831882 Long ABS-MBS CORP US N 2 2034-11-11 Floating 1.76200000 N N N N N N Harambee Re 2018, 12/31/21 N/A 000000000 250000.00000000 PA USD 200.00000000 0.000046701698 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N Pangaea Re 2022-1 N/A 000000000 330907.00000000 PA USD 330907.00000000 0.077269594706 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAD3 692742.27000000 PA USD 694101.92000000 0.162078692935 Long ABS-O CORP US N 2 2038-04-09 Fixed 4.93000000 N N N N N N Crossroads Asset Trust N/A 22767CAE0 519000.00000000 PA USD 504878.89000000 0.117893508466 Long ABS-O CORP US N 2 2026-01-20 Fixed 2.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393DRP8 55646.51000000 PA USD 55648.01000000 0.012994282922 Long ABS-MBS USGSE US N 2 2027-11-25 Floating 0.48686000 N N N N N N Freddie Mac - STACR N/A 35564KJP5 1300000.00000000 PA USD 1251054.35000000 0.292131815223 Long ABS-MBS CORP US N 2 2041-09-25 Floating 2.14867000 N N N N N N Cyprus Re 2017, 1/31/22 N/A 000000000 250000.00000000 PA USD 25.00000000 0.000005837712 Long DBT CORP BM Y 3 2023-01-31 Floating 0.01000000 N N N N N N LFS 2021B, LLC N/A 50203HAA0 910263.87000000 PA USD 908497.96000000 0.212141989020 Long ABS-O CORP US N 2 2033-12-15 Fixed 2.40000000 N N N N N N Cascade Funding Mortgage Trust N/A 12526PAD6 700000.00000000 PA USD 685466.46000000 0.160062239689 Long ABS-MBS CORP US N 2 2031-02-25 Variable 2.91030000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAJ4 250000.00000000 PA USD 249750.00000000 0.058318745985 Long DBT CORP BM N 2 2025-02-25 Floating 0.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBY5 1175000.00000000 PA USD 1137574.46000000 0.265633297187 Long DBT CORP US N 2 2027-01-15 Fixed 1.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 1030000.00000000 PA USD 1059605.18000000 0.247426808158 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N CDC Mortgage Capital Trust N/A 12506YAF6 87317.97000000 PA USD 86587.44000000 0.020218902578 Long ABS-MBS CORP US N 2 2033-01-25 Floating 0.80686000 N N N N N N Welk Resorts LLC N/A 94946DAD3 1012199.17000000 PA USD 1020530.28000000 0.238302487167 Long ABS-O CORP US N 2 2038-06-15 Fixed 4.03000000 N N N N N N Bankers Healthcare Group Secur N/A 08862BAD7 1170000.00000000 PA USD 1119469.81000000 0.261405707660 Long ABS-O CORP US N 2 2034-10-17 Fixed 3.17000000 N N N N N N FWD Securitization Trust N/A 302980AD9 2740000.00000000 PA USD 2739862.45000000 0.639781150180 Long ABS-MBS CORP US N 2 2049-06-25 Variable 3.48000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AM3T2 32551.73000000 PA USD 33054.71000000 0.007718555499 Long ABS-MBS USGSE US N 2 2042-02-15 Floating 0.74114000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397RC46 1468.75000000 PA USD 1470.49000000 0.000343371903 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 4.00000000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AM1 250000.00000000 PA USD 248900.00000000 0.058120263767 Long DBT CORP BM Y 2 2022-12-07 Floating 5.64763000 N N N N N N Fannie Mae - CAS N/A 20753VBE7 1530000.00000000 PA USD 1575661.47000000 0.367930334448 Long ABS-MBS CORP US N 2 2040-02-25 Floating 3.83686000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 1740000.00000000 PA USD 1749050.35000000 0.408418110422 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Resi Finance Limited Partnersh N/A 74951PBH0 290894.63000000 PA USD 260328.53000000 0.060788922578 Long ABS-MBS CORP KY N 2 2035-06-10 Floating 1.57571000 N N N N N N Cascade Funding Mortgage Trust N/A 12530BAD1 600000.00000000 PA USD 589960.32000000 0.137760744920 Long ABS-MBS CORP US N 2 2031-10-27 Variable 3.84920000 N N N N N N ACORN RE LTD N/A 00485YAC3 250000.00000000 PA USD 248650.00000000 0.058061886644 Long DBT CORP BM Y 2 2024-11-07 Floating 2.79169600 N N N N N N TVEST 2020A, LLC N/A 90115AAA8 344879.95000000 PA USD 345729.46000000 0.080730764995 Long ABS-O CORP US N 2 2032-07-15 Fixed 4.50000000 N N N N N N Westlake Automobile Receivable N/A 96043JAL9 2000000.00000000 PA USD 1961344.20000000 0.457990527289 Long ABS-O CORP US N 2 2027-01-15 Fixed 2.12000000 N N N N N N Interstar Millennium Trust 549300V3V78U7OFT9820 46071LAA8 24027.57000000 PA USD 23095.71000000 0.005393044423 Long ABS-MBS CORP AU N 2 2035-09-27 Floating 0.71788000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HVZR3 56448.27000000 PA USD 56633.33000000 0.013224363509 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 0.49114000 N N N N N N Amur Equipment Finance Receiva 5493008OAETJ1UTO4Q72 03237MAF7 500000.00000000 PA USD 495867.10000000 0.115789178969 Long ABS-O CORP US N 2 2025-03-20 Fixed 4.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VZF8 24586.91000000 PA USD 24805.95000000 0.005792399987 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 0.58686000 N N N N N N Upstart Pass Through Trust N/A 91534HAA4 381095.17000000 PA USD 373667.09000000 0.087254438858 Long ABS-O CORP US N 2 2027-07-20 Fixed 2.00000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369ADC3 10000.00000000 PA USD 29101.91000000 0.006795543131 Long DBT CORP BM Y 3 2024-12-01 None 0.00000000 N N N N N N Bantry RE 2016, 3/31/22 N/A 000000000 300000.00000000 PA USD 24180.00000000 0.005646235347 Long DBT CORP BM Y 3 2023-03-31 Floating 0.01000000 N N N N N N AXIS Equipment Finance Receiva 549300K5Y88MV8B4M421 03236VAF8 500000.00000000 PA USD 495171.55000000 0.115626762137 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.02000000 N N N N N N ReadyCap Commercial Mortgage T N/A 75574PAL6 725000.00000000 PA USD 725000.00000000 0.169293657015 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.29833000 N N N N N N 321 Henderson Receivables LLC N/A 88576PAE3 96853.56000000 PA USD 95399.70000000 0.022276640125 Long ABS-O CORP US N 2 2040-11-15 Floating 0.42114000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRF8 475000.00000000 PA USD 472623.86000000 0.110361685037 Long ABS-MBS CORP US N 2 2042-02-25 Floating 2.44867000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 249100.00000000 0.058166965465 Long DBT NUSS N/A Y 2 2023-12-29 Floating 4.50000000 N N N N N N Gullane Re 2018, 12/31/21 N/A 000000000 264623.00000000 PA USD 16381.34000000 0.003825182007 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1510000.00000000 PA USD 1482820.00000000 0.346251062753 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939LAU0 500000.00000000 PA USD 458194.10000000 0.106992213533 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.80300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225BNA2 7107.63000000 PA USD 8027.82000000 0.001874564145 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Tidewater Auto Receivables Tru N/A 88641WAE9 1400000.00000000 PA USD 1393932.40000000 0.325495053281 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.31000000 N N N N N N SOCIETE GENERALE N/A 000000000 1600000.00000000 PA USD 1599997.78000000 0.373613069508 Long DBT CORP FR N 2 2022-03-01 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KDK7 6244.09000000 PA USD 7141.55000000 0.001667612574 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46591JAN6 250000.00000000 PA USD 239997.08000000 0.056041356339 Long ABS-MBS CORP US N 2 2029-09-15 Floating 2.79100000 N N N N N N MATTERHORN RE LTD 549300QRZ77PO1BYWT39 577092AD1 250000.00000000 PA USD 239075.00000000 0.055826042829 Long DBT CORP BM Y 2 2024-01-08 Floating 5.29169600 N N N N N N Versutus Re 2018, 12/31/21 N/A 000000000 250000.00000000 PA USD 300.00000000 0.000070052547 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N Freddie Mac - STACR 549300RWLR7W4OBRM426 35564RAK0 1032328.01000000 PA USD 1025901.97000000 0.239556822401 Long ABS-MBS CORP US N 2 2049-02-25 Floating 1.58686000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396RS81 22730.13000000 PA USD 22939.10000000 0.005356474658 Long ABS-MBS USGSE US N 2 2036-06-15 Floating 0.61114000 N N N N N N Visio 2019-2 Trust N/A 92837DAD9 2000000.00000000 PA USD 2007068.60000000 0.468667563001 Long ABS-MBS CORP US N 2 2054-11-25 Variable 3.26000000 N N N N N N JP Morgan Seasoned Mortgage Tr 549300PO5OQO1J76ZY81 46643VAE7 223917.97000000 PA USD 222871.51000000 0.052042390306 Long ABS-MBS CORP US N 2 2033-05-25 Floating 0.68686000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A22X8 10089.54000000 PA USD 10082.30000000 0.002354302673 Long ABS-MBS USGSE US N 2 2025-08-15 Floating 0.44114000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 000000000 138148.67000000 PA USD 137026.21000000 0.031996783721 Long LON CORP US N 2 2025-06-01 Floating 3.20857000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 313398NZ8 141423.11000000 PA USD 142256.53000000 0.033218107859 Long ABS-MBS USGSE US N 2 2031-07-15 Floating 0.69114000 N N N N N N CPE 02/03/22 HYNMTR USD F 0.25 N/A 000000000 1600000.00000000 PA USD 1599980.18000000 0.373608959758 Long DBT CORP US N 2 2022-03-02 None 0.00000000 N N N N N N CPE 01/03/22 FMC USD F 0.35 N/A 000000000 1600000.00000000 PA USD 1599976.85000000 0.373608182175 Long DBT CORP US N 2 2022-03-01 None 0.00000000 N N N N N N BALLY'S CORP 549300NS4D5IK406VT62 05875CAB0 250000.00000000 PA USD 248819.50000000 0.058101466333 Long LON CORP US N 2 2028-10-01 Floating 3.75000000 N N N N N N Avid Automobile Receivables Tr N/A 05369DAC9 1000000.00000000 PA USD 1009201.40000000 0.235657097477 Long ABS-O CORP US N 2 2026-07-15 Fixed 3.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FG66 41686.74000000 PA USD 41820.20000000 0.009765371855 Long ABS-MBS USGSE US N 2 2035-02-25 Floating 0.49686000 N N N N N N Freddie Mac - STACR 549300YG8OJES76WL398 35564ABF7 2185000.00000000 PA USD 2206210.89000000 0.515168978919 Long ABS-MBS CORP US N 2 2047-02-25 Floating 2.58686000 N N N N N N SETANTA AIRCRAFT LEASING N/A 000000000 270000.00000000 PA USD 268650.00000000 0.062732056492 Long LON CORP IE N 2 2028-11-05 Floating 2.13975000 N N N N N N Morgan Stanley Capital I Trust N/A 61768FAJ9 808916.00000000 PA USD 801432.31000000 0.187141250497 Long ABS-MBS CORP US N 2 2033-08-15 Floating 1.69100000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CZ6 450000.00000000 PA USD 448466.18000000 0.104720661600 Long DBT CORP US N 2 2024-02-01 Fixed 1.95000000 N N N N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 07876RAC0 1000000.00000000 PA USD 989022.70000000 0.230945199661 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 2.88686000 N N N N N N Structured Receivables Finance N/A 86365LAA9 42581.28000000 PA USD 43142.12000000 0.010074051401 Long ABS-O CORP US N 2 2036-08-15 Fixed 3.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XNE0 16027.35000000 PA USD 16266.60000000 0.003798389243 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 0.75686000 N N N N N N MLCC Mortgage Investors Inc N/A 5899295X2 1666.78000000 PA USD 1687.69000000 0.000394089947 Long ABS-MBS CORP US N 2 2029-01-25 Variable 1.74415600 N N N N N N LAMAR MEDIA CORP N/A 513076BB4 445466.00000000 PA USD 443029.75000000 0.103451209026 Long LON CORP US N 2 2027-02-06 Floating 1.63671000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829229AQ6 225830.02000000 PA USD 218420.09000000 0.051002945933 Long LON CORP US N 2 2024-01-03 Floating 2.46000000 N N N N N N Radnor Re LTD N/A 75049TAB7 1885479.33000000 PA USD 1883353.45000000 0.439779024833 Long ABS-MBS CORP BM N 2 2029-06-25 Floating 1.93686000 N N N N N N TVEST 2021A, LLC N/A 87308TAA0 1017396.79000000 PA USD 1006516.95000000 0.235030255605 Long ABS-O CORP US N 2 2033-09-15 Fixed 2.35000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 1170000.00000000 PA USD 1126529.42000000 0.263054186548 Long DBT CORP CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396A5E0 15584.29000000 PA USD 15604.77000000 0.003643846317 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 0.44114000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAW9 1000000.00000000 PA USD 949500.19000000 0.221716357934 Long DBT CORP JP N 2 2026-07-14 Fixed 1.65300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397MXL6 36535.99000000 PA USD 37831.38000000 0.008833948510 Long ABS-MBS USGSE US N 2 2038-10-25 Floating 1.40686000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369ACR1 150000.00000000 PA USD 18246.69000000 0.004260757073 Long DBT CORP BM Y 3 2023-12-01 None 0.00000000 N N N N N N PHOENIX GUARANTOR INC N/A 71913BAE2 243774.96500000 PA USD 240666.83000000 0.056197748652 Long LON CORP US N 2 2026-03-05 Floating 3.45857000 N N N N N N Freedom Financial N/A 30322MAD1 1000000.00000000 PA USD 967552.80000000 0.225931795679 Long ABS-O CORP US N 2 2028-11-20 Fixed 2.37000000 N N N N N N BELLEMEADE RE LT N/A 07877KAC4 450000.00000000 PA USD 451935.63000000 0.105530807639 Long ABS-MBS CORP US N 2 2030-10-25 Floating 3.03686000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291Q2R4 5581.00000000 PA USD 6065.80000000 0.001416415813 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N Ellington CLO LTD 25490064KF1PM0300Z69 28853RAQ2 1250000.00000000 PA USD 1246590.00000000 0.291089351585 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 2.99129000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAB8 500000.00000000 PA USD 503350.00000000 0.117536499667 Long DBT CORP BM N 2 2022-05-09 Floating 6.52169600 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 78488CAH3 249375.00000000 PA USD 246101.95000000 0.057466895329 Long LON CORP US N 2 2028-08-25 Floating 3.50000000 N N N N N N Chase Funding Mortgage Loan As N/A 161546HC3 52602.63000000 PA USD 54115.51000000 0.012636431157 Long ABS-MBS CORP US N 2 2034-11-25 Variable 4.92102000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAA0 500000.00000000 PA USD 500000.00000000 0.116754246217 Long DBT CORP BM N 2 2022-02-25 Floating 0.01000000 N N N N N N Hospitality Mortgage Trust N/A 40443RAJ0 789968.74000000 PA USD 776106.37000000 0.181227428428 Long ABS-MBS CORP US N 2 2036-11-15 Floating 1.79114000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDA6 9000000.00000000 PA USD 8848125.00000000 2.066112329632 Long DBT UST US N 2 2023-09-30 Fixed 0.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 1700000.00000000 PA USD 1741420.11000000 0.406636384583 Long DBT CORP US N 2 2024-07-23 Fixed 3.79700000 N N N N N N UPSTREAM NEWCO INC 549300Q4K2W4R1EBTH48 91678HAF9 248750.00000000 PA USD 247506.25000000 0.057794811305 Long LON CORP US N 2 2026-11-20 Floating 4.45857000 N N N N N N Angel Oak Mortgage Trust N/A 03464MAD6 600000.00000000 PA USD 595217.46000000 0.138988331755 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396H5Q8 8994.16000000 PA USD 9028.68000000 0.002108273455 Long ABS-MBS USGSE US N 2 2036-01-15 Floating 0.49114000 N N N N N N Genesis Sales Finance Master T N/A 37186XAN5 750000.00000000 PA USD 730205.70000000 0.170509232174 Long ABS-O CORP US N 2 2026-12-21 Fixed 2.09000000 N N N N N N Viribus Re 2021, 12/31/24 N/A 000000000 449040.00000000 PA USD 454518.29000000 0.106133880682 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Sutherland Commercial Mortgage N/A 86933YAA4 53669.73000000 PA USD 53471.37000000 0.012486018997 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.19200000 N N N N N N DELOS FINANCE SARL 549300HX549YWOJQT076 000000000 296471.00000000 PA USD 296162.08000000 0.069156360817 Long LON CORP LU N 2 2023-10-06 Floating 1.97375000 N N N N N N Aqua Finance Trust N/A 038370AC6 1500000.00000000 PA USD 1510023.60000000 0.352603334378 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 1952000.00000000 PA USD 1906344.05000000 0.445147525179 Long DBT CORP US N 2 2024-02-10 Fixed 0.80000000 N N N N N N CPE 01/03/22 APH US USD F 0.15 N/A 000000000 1600000.00000000 PA USD 1599992.40000000 0.373611813232 Long DBT CORP US N 2 2022-03-01 None 0.00000000 N N N N N N Finance of America HECM Buyout N/A 31735JAD7 500000.00000000 PA USD 499998.85000000 0.116753977683 Long ABS-MBS CORP US N 2 2025-11-25 Variable 5.08380000 N N N N N N New Century Home Equity Loan T N/A 64352VGW5 5726.96000000 PA USD 6705.99000000 0.001565905615 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.47000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBG6 440099.92000000 PA USD 433223.36000000 0.101161333681 Long LON CORP US N 2 2026-07-01 Floating 1.87571000 N N N N N N JP Morgan Mortgage Trust N/A 46648UAJ3 27994.19000000 PA USD 27979.01000000 0.006533336444 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.50000000 N N N N N N Cascade Funding Mortgage Trust N/A 14727QAD7 2556175.27000000 PA USD 2524518.32000000 0.589496467029 Long ABS-MBS CORP US N 2 2068-10-25 Variable 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F012437 2000000.00000000 PA USD 1946953.14000000 0.454630092564 Long ABS-MBS USGSE US N 2 2037-03-15 Fixed 1.50000000 N N N N N N Oaktown Re Ltd N/A 67401JAC6 460000.00000000 PA USD 459449.52000000 0.107285364765 Long ABS-MBS CORP US N 2 2030-10-25 Floating 5.43686000 N N N N N N Lion Rock Re 2020, 1/31/22 N/A 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2023-01-31 Floating 0.01000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCE3 1000000.00000000 PA USD 950992.46000000 0.222064815652 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 72766TAD1 312436.04080000 PA USD 312380.11000000 0.072943408552 Long LON CORP US N 2 2026-01-31 Floating 2.20857000 N N N N N N Pangaea Re 2018-3, 7/1/22 N/A 000000000 250000.00000000 PA USD 5185.85000000 0.001210940015 Long DBT CORP BM Y 3 2022-07-01 Floating 0.01000000 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAC6 1150000.00000000 PA USD 1153362.83000000 0.269320015664 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.11000000 N N N N N N FWD Securitization Trust N/A 302985AB2 1143915.20000000 PA USD 1129398.57000000 0.263724157439 Long ABS-MBS CORP US N 2 2050-01-25 Variable 2.34000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCT6 5000000.00000000 PA USD 4858593.75000000 1.134522901919 Long DBT UST US N 2 2024-08-15 Fixed 0.37500000 N N N N N N ReadyCap lending N/A 75576QAA6 547965.88000000 PA USD 544339.28000000 0.127107844646 Long ABS-O CORP US N 2 2044-12-27 Floating 2.75000000 N N N N N N BXG Receivables Note Trust N/A 05608TAB7 342465.73000000 PA USD 337333.85000000 0.078770318761 Long ABS-O CORP US N 2 2036-02-28 Fixed 2.49000000 N N N N N N Bayview Commercial Asset Trust N/A 07325XAN0 582415.05000000 PA USD 0.06000000 0.000000014010 Long ABS-MBS CORP US N 2 2037-07-25 Variable 0.01000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -228.00000000 NC USD -223225.68000000 -0.05212509200 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-06-21 -28832524.32000000 USD -223225.68000000 N N N GS Mortgage Securities Trust N/A 36262MAJ7 150000.00000000 PA USD 146954.54000000 0.034315133091 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.74100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359VU27 20480.37000000 PA USD 22516.29000000 0.005257744933 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 6.00000000 N N N N N N BELLEMEADE RE LT N/A 078777AA7 650000.00000000 PA USD 640339.83000000 0.149524788349 Long ABS-MBS CORP US N 2 2031-09-25 Floating 1.04867000 N N N N N N ALAMO RE LTD N/A 011395AF7 500000.00000000 PA USD 502150.00000000 0.117256289476 Long DBT CORP BM N 2 2022-06-08 Floating 5.33169600 N N N N N N HYPATIA LTD 98450041F85DB4C2C372 44914CAA4 250000.00000000 PA USD 259800.00000000 0.060665506334 Long DBT CORP BM Y 2 2023-06-07 Floating 7.56669600 N N N N N N HYPATIA LTD 98450041F85DB4C2C372 44914CAB2 250000.00000000 PA USD 262150.00000000 0.061214251292 Long DBT CORP BM Y 2 2023-06-07 Floating 10.66669600 N N N N N N Cascade Funding Mortgage Trust N/A 12530BAC3 1000000.00000000 PA USD 981956.20000000 0.229295111899 Long ABS-MBS CORP US N 2 2031-10-27 Variable 2.67910000 N N N N N N Horizon Funding Trust N/A 44053UAA5 1122814.26000000 PA USD 1126586.21000000 0.263067447495 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.21000000 N N N N N N Foundation Finance Trust N/A 35041LAA8 355363.48000000 PA USD 344340.00000000 0.080406314285 Long ABS-O CORP US N 2 2041-05-15 Fixed 1.27000000 N N N N N N CIG Auto Receivables Trust N/A 12598NAC6 1250000.00000000 PA USD 1224098.50000000 0.285837395327 Long ABS-O CORP US N 2 2027-04-12 Fixed 1.79000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 1600000.00000000 PA USD 1535501.14000000 0.358552556334 Long DBT CORP US N 2 2027-01-15 Fixed 2.20000000 N N N N N N RED VENTURES LLC N/A 75703UAH8 79093.06500000 PA USD 78097.36000000 0.018236396796 Long LON CORP US N 2 2024-11-08 Floating 2.70857000 N N N N N N EDEN RE II LTD 549300LKX8PCP3SC3F42 27954GAA1 12500.00000000 PA USD 3738.75000000 0.000873029876 Long DBT CORP BM Y 3 2022-03-22 None 0.00000000 N N N N N N FannieMae Whole Loan 549300DT3ZN0G36OPC94 31394VQB9 60436.61000000 PA USD 61805.08000000 0.014432011055 Long ABS-MBS USGSE US N 2 2045-06-25 Variable 2.38794000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 90261AAB8 4320000.00000000 PA USD 4423041.81000000 1.032817825033 Long DBT CORP CH N 2 2022-08-17 Fixed 7.62500000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754PAC4 1650807.80000000 PA USD 1633412.08000000 0.381415592327 Long ABS-MBS CORP US N 2 2039-11-25 Floating 2.33686000 N N N N N N LSTAR Securities Investment Lt N/A 50220XAA4 507183.13000000 PA USD 510755.58000000 0.119265765488 Long ABS-MBS CORP US N 2 2024-04-01 Floating 2.73057000 N N N N N N FannieMae Whole Loan 549300RF7M92JUSGM340 31394FSD8 61408.91000000 PA USD 65331.37000000 0.015255429717 Long ABS-MBS USGSE US N 2 2045-04-25 Variable 3.18662000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 000000000 160062.50000000 PA USD 159792.31000000 0.037312861410 Long LON CORP US N 2 2028-09-22 Floating 3.00000000 N N N N N N WHATABRANDS LLC 254900HMMX4HTWIP0085 96244UAF4 250000.00000000 PA USD 247395.75000000 0.057769008617 Long LON CORP US N 2 2028-08-03 Floating 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288VX38 1786.98000000 PA USD 1798.63000000 0.000419995379 Long ABS-MBS USGSE US N 2 2025-04-01 Floating 2.45500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392F6W2 72653.46000000 PA USD 72900.46000000 0.017022876512 Long ABS-MBS USGSE US N 2 2032-12-18 Floating 0.53671000 N N N N N N Pangaea Re 2020-1, 2/1/24 N/A 000000000 405323.00000000 PA USD 8601.75000000 0.002008581674 Long DBT CORP BM Y 3 2024-02-01 Floating 0.01000000 N N N N N N AKIBARE RE LTD N/A 00973XAB6 250000.00000000 PA USD 249475.00000000 0.058254531150 Long DBT CORP BM Y 2 2022-04-07 Floating 2.13438000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBA5 1580000.00000000 PA USD 1528879.89000000 0.357006438229 Long DBT CORP AU N 2 2025-10-14 Fixed 1.20100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358QES0 1496.52000000 PA USD 1494.89000000 0.000349069510 Long ABS-MBS USGSE US N 2 2022-09-25 Floating 1.92000000 N N N N N N Bantry RE 2017, 3/31/22 N/A 000000000 250000.00000000 PA USD 14610.26000000 0.003411619786 Long DBT CORP BM Y 3 2023-03-31 Floating 0.01000000 N N N N N N Pnmac Gmsr Issuer Trust N/A 69354WAD8 2250000.00000000 PA USD 2251761.08000000 0.525805335116 Long ABS-O CORP US N 2 2025-08-25 Floating 2.83686000 N N N N N N GS Mortgage Securities Trust N/A 36258BAS7 1250000.00000000 PA USD 1221739.75000000 0.285286607171 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.69100000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 2270000.00000000 PA USD 2300872.50000000 0.537273268761 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 67400KAB6 500000.00000000 PA USD 497647.20000000 0.116204847436 Long ABS-MBS CORP US N 2 2029-07-25 Floating 2.13686000 N N N N N N Continental Credit Card llc 5493002QR2K2E0R56Z02 21134LAA6 1583597.51000000 PA USD 1594114.18000000 0.372239198942 Long ABS-O CORP US N 2 2026-08-15 Fixed 3.83000000 N N N N N N OUTFRONT MEDIA CAPITAL L 5493005WC7J0FDMW0610 12505MAF3 267201.49000000 PA USD 263249.05000000 0.061470888800 Long LON CORP US N 2 2026-11-18 Floating 1.95857000 N N N N N N Alturas Re 2020-2, 3/10/23 N/A 000000000 29558.00000000 PA USD 24704.58000000 0.005768729232 Long DBT CORP BM Y 3 2023-03-10 Floating 0.01000000 N N N N N N Genworth Mortgage Insurance Co N/A 89600MAB4 95470.11000000 PA USD 95453.88000000 0.022289291615 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 4.08686000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 68218EAH7 90444.50410000 PA USD 90325.21000000 0.021091703616 Long LON CORP US N 2 2026-09-19 Floating 2.20857000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397QL30 2568.81000000 PA USD 2570.38000000 0.000600205558 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 0.73686000 N N N N N N MVW 2020-1 LLC N/A 55400EAC3 135169.34000000 PA USD 136027.52000000 0.031763581124 Long ABS-O CORP US N 2 2037-10-20 Fixed 4.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DQ77 10783.19000000 PA USD 11135.36000000 0.002600201126 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 2.02300000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022634 3000000.00000000 PA USD 2959707.72000000 0.691116887747 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Diamond Resorts Owner Trust N/A 252722AD5 160973.86000000 PA USD 161978.95000000 0.037823460420 Long ABS-O CORP US N 2 2032-02-20 Fixed 5.25000000 N N N N N N Small Business Lending Trust N/A 83165WAC0 850000.00000000 PA USD 846336.33000000 0.197626720511 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393BVE2 22069.51000000 PA USD 22174.73000000 0.005177987772 Long ABS-MBS USGSE US N 2 2033-05-25 Floating 0.68686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TP37 1291.40000000 PA USD 1294.61000000 0.000302302429 Long ABS-MBS USGSE US N 2 2029-04-01 Floating 2.33900000 N N N N N N BSPRT Issuer, Ltd. N/A 05602CAJ3 500000.00000000 PA USD 498303.05000000 0.116357993981 Long ABS-CBDO CORP KY N 2 2038-12-15 Floating 2.94114000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0ST7 367658.65000000 PA USD 363945.08000000 0.084984266960 Long ABS-MBS CORP US N 2 2042-12-25 Floating 1.43686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RTU9 16196.08000000 PA USD 16209.13000000 0.003784969509 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001CAE2 1400000.00000000 PA USD 1376489.10000000 0.321421894595 Long ABS-MBS CORP US N 2 2034-12-15 Floating 1.51600000 N N N N N N Thopas Re 2022 N/A 000000000 250000.00000000 PA USD 251575.00000000 0.058744898984 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 1408320.00000000 PA USD 1438044.71000000 0.335795652287 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N Westgate Resorts N/A 96034LAE1 544382.69000000 PA USD 561858.35000000 0.131198696270 Long ABS-O CORP US N 2 2034-03-20 Fixed 6.21300000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AL6 1100000.00000000 PA USD 1083069.88000000 0.252906014881 Long DBT CORP US N 2 2023-10-01 Fixed 1.30000000 N N N N N N Thopas Re 2021, 12/31/24 N/A 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAC9 1000000.00000000 PA USD 1033253.42000000 0.241273448408 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 1390000.00000000 PA USD 1479647.13000000 0.345510170663 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2J2 1990000.00000000 PA USD 1992026.76000000 0.465155165619 Long DBT CORP FR N 2 2025-11-19 Fixed 2.81900000 N N N N N N Fannie Mae - CAS N/A 20754LAB5 330000.00000000 PA USD 322861.67000000 0.075390941826 Long ABS-MBS CORP US N 2 2041-12-25 Floating 1.94867000 N N N N N N Imperial Fund LLC N/A 452761AD1 400000.00000000 PA USD 364656.08000000 0.085150291498 Long ABS-MBS CORP US N 2 2056-09-25 Variable 2.48900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DHY8 30278.64000000 PA USD 30472.71000000 0.007115636572 Long ABS-MBS USGSE US N 2 2036-05-25 Floating 0.53686000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 1450000.00000000 PA USD 1445567.02000000 0.337552175554 Long DBT CORP US N 2 2025-10-30 Fixed 2.40600000 N N N N N N Credito Real USA Auto Receivab N/A 22551EAC0 500000.00000000 PA USD 488497.20000000 0.114068244731 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.87000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAD1 156867.01000000 PA USD 159327.81000000 0.037204396716 Long ABS-O CORP US N 2 2039-10-09 Fixed 5.50000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880RAJ8 1300000.00000000 PA USD 1294867.60000000 0.302362581179 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 3.09114000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAM0 715000.00000000 PA USD 675950.78000000 0.157840247598 Long DBT CORP NL N 2 2026-07-12 Fixed 1.37500000 N N N N N N Berwick Re 2018-1, 12/31/21 N/A 000000000 601682.00000000 PA USD 46510.02000000 0.010860484653 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N AMBAC ASSURANCE CORP 549300RYYRVPPB8NC636 023138AA8 0.74000000 PA USD 0.97000000 0.000000226503 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N Fannie Mae - CAS N/A 20753VCZ9 2130000.00000000 PA USD 2233185.72000000 0.521467830806 Long ABS-MBS CORP US N 2 2040-02-25 Floating 3.83686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LF53 45066.28000000 PA USD 46242.01000000 0.010797902042 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 1.08686000 N N N N N N Pear LLC N/A 70472CAA3 521077.30000000 PA USD 516362.80000000 0.120575098977 Long ABS-O CORP US N 2 2032-12-15 Fixed 3.75000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KQC6 1835000.00000000 PA USD 1715886.30000000 0.400674023104 Long ABS-MBS CORP US N 2 2042-01-25 Floating 2.54967000 N N N N N N Radnor Re LTD N/A 75049GAB5 2230000.00000000 PA USD 2195798.94000000 0.512737700171 Long ABS-MBS CORP US N 2 2031-11-25 Floating 3.74867000 N N N N N N Genworth Mortgage Insurance Co N/A 89600FAC7 620000.00000000 PA USD 618899.81000000 0.144518361601 Long ABS-MBS CORP BM N 2 2033-08-25 Floating 3.58686000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 00216EAE9 131038.04390000 PA USD 130581.77000000 0.030491952252 Long LON CORP US N 2 2028-09-17 Floating 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TXY0 40403.26000000 PA USD 46119.18000000 0.010769220194 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BM70 60477.82000000 PA USD 67617.85000000 0.015789342215 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Aqua Finance Trust N/A 038413AC4 500000.00000000 PA USD 506196.85000000 0.118201263319 Long ABS-O CORP US N 2 2046-07-17 Fixed 3.97000000 N N N N N N CarNow Auto Receivables Trust N/A 14369GAE0 500000.00000000 PA USD 494359.30000000 0.115437094864 Long ABS-O CORP US N 2 2026-02-17 Fixed 2.16000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAY1 1105000.00000000 PA USD 1107227.57000000 0.258547040653 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 2145000.00000000 PA USD 2131615.20000000 0.497750251804 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KM33 31277.89000000 PA USD 31637.17000000 0.007387547871 Long ABS-MBS USGSE US N 2 2036-09-25 Floating 0.53686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KYS5 9568.42000000 PA USD 9741.02000000 0.002274610894 Long ABS-MBS USGSE US N 2 2036-09-25 Floating 0.75686000 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 000000000 424760.88630000 PA USD 417706.88000000 0.097538103828 Long LON CORP CA N 2 2026-11-19 Floating 1.95857000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2W0 1725000.00000000 PA USD 1680650.28000000 0.392446113194 Long DBT CORP US N 2 2024-04-16 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A6NJ7 57025.21000000 PA USD 57836.47000000 0.013505306917 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 0.69114000 N N N N N N Genworth Mortgage Insurance Co N/A 89600FAD5 780000.00000000 PA USD 777233.73000000 0.181490676562 Long ABS-MBS CORP BM N 2 2033-08-25 Floating 4.08686000 N N N N N N Freddie Mac - STACR N/A 35565LAH9 568125.68000000 PA USD 572119.32000000 0.133594719906 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.28686000 N N N N N N Morgan Stanley Capital I Trust N/A 61751XAG5 242656.60000000 PA USD 181992.45000000 0.042496782634 Long ABS-MBS CORP US N 2 2049-11-12 Variable 5.57400000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAH3 248743.71860000 PA USD 247940.53000000 0.057896219374 Long LON CORP US N 2 2027-12-01 Floating 2.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 52729KAP1 151797.53000000 PA USD 148422.77000000 0.034657977265 Long LON CORP US N 2 2027-03-01 Floating 1.95857000 N N N N N N NMEF Funding LLC N/A 65489MAD6 1000000.00000000 PA USD 1001362.40000000 0.233826624405 Long ABS-O CORP US N 2 2026-08-17 Fixed 4.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359G5Q5 13875.97000000 PA USD 13972.94000000 0.003262800154 Long ABS-MBS USGSE US N 2 2024-03-25 Floating 0.68686000 N N N N N N Versutus Re 2019-B, 12/31/21 N/A 000000000 29363.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N ENDO LUXEMBOURG FINANCE 222100B15VY0VVCTG251 000000000 139502.19910000 PA USD 135264.82000000 0.031585484197 Long LON CORP LU N 2 2028-03-25 Floating 5.75000000 N N N N N N INTEGRITY RE LTD N/A 45869RAA3 250000.00000000 PA USD 249750.00000000 0.058318745985 Long DBT CORP BM Y 2 2022-06-10 Floating 4.38000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAD3 250000.00000000 PA USD 251300.00000000 0.058680684149 Long DBT CORP BM Y 2 2024-12-23 Floating 5.04169600 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 700000.00000000 PA USD 679906.35000000 0.158763906785 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HM62 71770.21000000 PA USD 77246.84000000 0.018037793153 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Upstart Securitization Trust N/A 91679UAC6 1500000.00000000 PA USD 1522761.90000000 0.355577835607 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.89900000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAB9 1136580.55000000 PA USD 1138081.97000000 0.265751805082 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 2.13686000 N N N N N N BRAVO Residential Funding Trus N/A 105699AE2 900000.00000000 PA USD 903726.81000000 0.211027884976 Long ABS-MBS CORP US N 2 2060-05-25 Variable 5.08600000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDM5 2200000.00000000 PA USD 2142916.47000000 0.500389194325 Long DBT CORP US N 2 2024-10-15 Fixed 1.20000000 N N N N N N Pangaea Re 2019-3, 7/1/23 N/A 000000000 183828.00000000 PA USD 6612.46000000 0.001544065565 Long DBT CORP BM Y 3 2023-07-01 Floating 0.01000000 N N N N N N Lorenz Re 2019, 6/30/22 N/A 000000000 128615.00000000 PA USD 4218.57000000 0.000985071920 Long DBT CORP BM Y 3 2022-06-30 Floating 0.01000000 N N N N N N XCAL 2019-IL-1 Mortgage Trust N/A 98370LAA7 1500000.00000000 PA USD 1500268.50000000 0.350325435683 Long ABS-MBS CORP US N 2 2021-11-06 Floating 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408E7G1 9110.44000000 PA USD 10204.78000000 0.002382902793 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 7.00000000 N N N N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 07877GAD1 2000000.00000000 PA USD 1981239.80000000 0.462636318851 Long ABS-MBS CORP BM N 2 2029-07-25 Floating 2.68686000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HVJ59 24152.15000000 PA USD 24325.80000000 0.005680280885 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 0.59114000 N N N N N N CG-CCRE Commercial Mortgage Tr N/A 12528PAA0 129401.64000000 PA USD 127184.12000000 0.029698572122 Long ABS-MBS CORP US N 2 2031-11-15 Floating 2.04514000 N N N N N N Radnor Re LTD N/A 75279YAD3 630000.00000000 PA USD 600707.33000000 0.140270263023 Long ABS-MBS CORP BM N 2 2033-12-27 Floating 3.19867000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 88078FBH0 49241.40000000 PA USD 49149.07000000 0.011476725240 Long LON CORP US N 2 2024-01-31 Floating 2.75000000 N N N N N N Vermillion Re 2022 N/A 000000000 250000.00000000 PA USD 240693.49000000 0.056203973988 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAG0 528616.37000000 PA USD 528602.94000000 0.123433275616 Long ABS-O CORP US N 2 2028-06-12 Fixed 2.53000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880RAL3 500000.00000000 PA USD 497866.50000000 0.116256055849 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 3.59114000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 249375.00000000 PA USD 247005.94000000 0.057677984672 Long LON CORP US N 2 2028-04-22 Floating 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KUH2 67846.01000000 PA USD 69059.35000000 0.016125944707 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.77114000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BM5 712000.00000000 PA USD 685410.99000000 0.160049286973 Long DBT CORP US N 2 2026-06-15 Fixed 1.70000000 N N N N N N Mello Warehouse Securitization N/A 585505AG5 500000.00000000 PA USD 499446.90000000 0.116625092670 Long ABS-MBS CORP US N 2 2053-10-25 Floating 5.68686000 N N N N N N Cascade Funding Mortgage Trust N/A 12527LAC6 500000.00000000 PA USD 487155.05000000 0.113754841307 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.73480000 N N N N N N Credit Suisse First Boston Mor N/A 22540VQ47 109469.03000000 PA USD 113615.05000000 0.026530079043 Long ABS-MBS CORP US N 2 2032-05-25 Fixed 7.50000000 N N N N N N Pawnee Equipment Receivables N/A 704100AE6 750000.00000000 PA USD 728171.33000000 0.170034189503 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.75000000 N N N N N N Credit Suisse First Boston Mor N/A 225458RW0 3669.97000000 PA USD 3658.43000000 0.000854274473 Long ABS-MBS CORP US N 2 2037-04-15 Fixed 4.87700000 N N N N N N NORDEA BANK ABP N/A 000000000 600000.00000000 PA USD 599998.84000000 0.140104824591 Long DBT CORP FI N 2 2022-03-01 None 0.00000000 N N N N N N Alturas Re 2022-2, 12/31/2027 N/A 000000000 205131.00000000 PA USD 206505.38000000 0.048220759963 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N IMS Ecuadorian Mortagage Trust N/A 44970EAA1 500000.00000000 PA USD 510000.00000000 0.119089331142 Long ABS-MBS CORP US N 2 2043-08-18 Fixed 3.40000000 N N N N N N Berwick Re 2019-1, 12/31/22 N/A 000000000 429864.00000000 PA USD 51368.75000000 0.011995039370 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MF5 2230000.00000000 PA USD 2276094.57000000 0.531487411681 Long DBT CORP US N 2 2025-04-24 Fixed 3.35200000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAJ3 575000.00000000 PA USD 565427.34000000 0.132032085745 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.00400000 N N N N N N Conn Funding II, L.P N/A 20825XAA6 42031.53000000 PA USD 42039.67000000 0.009816619964 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.71000000 N N N N N N Denning Re 2021, 7/31/25 N/A 000000000 250000.00000000 PA USD 250416.74000000 0.058474435438 Long DBT CORP BM Y 3 2025-07-31 Floating 0.01000000 N N N N N N Eagle Re Ltd N/A 269820AD8 941000.00000000 PA USD 944051.57000000 0.220444058892 Long ABS-MBS CORP US N 2 2030-10-25 Floating 5.78686000 N N N N N N Home Re Ltd N/A 43730VAC2 980000.00000000 PA USD 931700.50000000 0.217559979156 Long ABS-MBS CORP BM N 2 2034-01-25 Floating 2.84867000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PZL8 17227.97000000 PA USD 17261.53000000 0.004030713847 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.43686000 N N N N N N La Hipotecaria SA N/A 50346AAA3 261783.26000000 PA USD 267018.93000000 0.062351187796 Long ABS-MBS CORP US N 2 2036-12-23 Floating 4.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 960000.00000000 PA USD 906178.06000000 0.211600272668 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJG5 1645000.00000000 PA USD 1582683.78000000 0.369570103470 Long DBT CORP US N 2 2025-09-25 Fixed 0.98100000 N N N N N N Small Business Lending Trust N/A 831645AC0 277397.31000000 PA USD 278245.90000000 0.064972780635 Long ABS-O CORP US N 2 2026-07-15 Fixed 4.31000000 N N N N N N LFS 2021A, LLC N/A 50202YAA4 722488.00000000 PA USD 711618.24000000 0.166168902412 Long ABS-O CORP US N 2 2033-04-15 Fixed 2.46000000 N N N N N N Verus Securitization Trust N/A 92538HAB6 1180834.17000000 PA USD 1133510.94000000 0.264684430758 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.24700000 N N N N N N Pangaea Re 2021-1, 12/31/24 N/A 000000000 350000.00000000 PA USD 10097.81000000 0.002357924390 Long DBT CORP BM Y 3 2024-12-31 Floating 0.01000000 N N N N N N Alturas Re 2019-2, 3/10/22 N/A 000000000 3037.00000000 PA USD 4276.10000000 0.000998505664 Long DBT CORP BM Y 3 2023-03-10 Floating 0.01000000 N N N N N N AXIS Equipment Finance Receiva 549300NOANH9X4RIOF97 03237JAE7 500000.00000000 PA USD 502940.45000000 0.117440866264 Long ABS-O CORP US N 2 2023-06-20 Fixed 4.45000000 N N N N N N Harambee Re 2019, 12/31/22 N/A 000000000 250000.00000000 PA USD 150.00000000 0.000035026273 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AN3 1500000.00000000 PA USD 1427388.17000000 0.333307259697 Long DBT CORP US N 2 2026-08-12 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397CM97 15107.78000000 PA USD 15269.22000000 0.003565492542 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 0.51114000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CE8 2000000.00000000 PA USD 1946748.86000000 0.454582391449 Long DBT CORP GB N 2 2025-11-23 Fixed 1.82200000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598K5 1550000.00000000 PA USD 1481349.51000000 0.345907690850 Long DBT CORP CA N 2 2026-09-15 Fixed 1.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V4E5 64954.30000000 PA USD 65194.42000000 0.015223450729 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 0.43686000 N N N N N N BX Trust N/A 056059AN8 41687.57000000 PA USD 41558.00000000 0.009704145928 Long ABS-MBS CORP US N 2 2035-11-15 Floating 1.89100000 N N N N N N NUVEEN FINANCE LLC N/A 87246YAC0 2430000.00000000 PA USD 2541574.20000000 0.593479159855 Long DBT CORP US N 2 2024-11-01 Fixed 4.12500000 N N N N N N Adare Re 2022 12/31/27 N/A 000000000 251500.00000000 PA USD 253478.24000000 0.059189321687 Long DBT CORP BM Y 3 2027-12-31 Floating 0.01000000 N N N N N N EASTON RE PTE LTD N/A 27777RAA2 250000.00000000 PA USD 250575.00000000 0.058511390492 Long DBT CORP SG Y 2 2024-01-08 Floating 4.29169600 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 5800000.00000000 PA USD 5800000.00000000 1.354349256126 Long RA CORP US N 1 Repurchase Y 0.05000000 2022-03-01 1914473.00000000 USD 1814101.49600000 USD AMBS 4113000.00000000 USD 4101907.23900000 USD UST N N N ALBANY MOLECULAR RESEARCH CHZJRCSC4ACUSUD2MV11 01242HAM0 248750.00000000 PA USD 247595.05000000 0.057815546860 Long LON CORP US N 2 2026-08-30 Floating 4.50000000 N N N N N N Ellington CLO LTD 254900V20GCNJI0I7591 28852LAJ2 1000000.00000000 PA USD 989552.00000000 0.231068795706 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.50400000 N N N N N N Orange Lake Timeshare Trust N/A 68504UAA9 613567.03000000 PA USD 614593.53000000 0.143512808651 Long ABS-O CORP US N 2 2038-04-09 Fixed 3.06000000 N N N N N N TPG Real Estate Finance N/A 87276VAG0 1600000.00000000 PA USD 1592169.60000000 0.371785122997 Long ABS-O CORP KY N 2 2034-10-15 Floating 2.26281000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378MSV8 68747.72000000 PA USD 68562.73000000 0.016009979719 Long ABS-MBS USGA US N 2 2040-08-20 Floating 0.46171000 N N N N N N ZH Trust N/A 98879FAB4 285000.00000000 PA USD 277290.29000000 0.064749637584 Long ABS-MBS CORP US N 2 2027-10-17 Fixed 3.50600000 N N N N N N Veros Auto Receivables Trust N/A 92512BAC7 1000000.00000000 PA USD 979107.90000000 0.228630009660 Long ABS-O CORP US N 2 2028-08-15 Fixed 3.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392HT86 36268.85000000 PA USD 36305.43000000 0.008477626226 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 0.53686000 N N N N N N Continental Credit Card llc 5493002QR2K2E0R56Z02 21134LAB4 1000000.00000000 PA USD 1014542.80000000 0.236904359739 Long ABS-O CORP US N 2 2026-08-15 Fixed 4.95000000 N N N N N N Freddie Mac - STACR 549300D2VO9JVX6KU482 3137G0VC0 717548.17000000 PA USD 717548.03000000 0.167553558735 Long ABS-MBS CORP US N 2 2043-04-25 Floating 1.83686000 N N N N N N Oakmont Re 2017, 4/30/23 N/A 000000000 250000.00000000 PA USD 7350.00000000 0.001716287419 Long DBT CORP BM Y 3 2023-04-30 Floating 0.01000000 N N N N N N BELLEMEADE RE LT 254900K56RF3Z7VQ3U81 07876RAB2 500671.31000000 PA USD 500798.63000000 0.116940733105 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 1.93686000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAG9 226001.97000000 PA USD 224210.43000000 0.052355039497 Long ABS-O CORP US N 2 2031-12-15 Fixed 3.26800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31336RTZ3 7370.52000000 PA USD 7367.01000000 0.001720259398 Long ABS-MBS USGSE US N 2 2031-08-01 Floating 2.15800000 N N N N N N BELLEMEADE RE LT N/A 07876UAB5 357567.96000000 PA USD 358001.65000000 0.083596425580 Long ABS-MBS CORP BM N 2 2030-06-25 Floating 3.78686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404HFK0 11714.00000000 PA USD 12754.68000000 0.002978326098 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A 000000000 235662.00000000 PA USD 232192.58000000 0.054218939310 Long LON CORP US N 2 2028-01-31 Floating 2.69114000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31295MYW4 1897.04000000 PA USD 1974.67000000 0.000461102214 Long ABS-MBS USGSE US N 2 2031-11-01 Floating 2.37000000 N N N N N N Genworth Mortgage Insurance Co N/A 89600MAC2 440000.00000000 PA USD 439843.58000000 0.102707211273 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 4.68686000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XNU4 1332525.39000000 PA USD 1340276.56000000 0.312965958972 Long ABS-MBS CORP US N 2 2030-01-25 Floating 2.38686000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HUS6 45869.54000000 PA USD 46047.37000000 0.010752451949 Long ABS-MBS USGSE US N 2 2036-02-15 Floating 0.49114000 N N N N N N Eagle Re Ltd N/A 26982AAC8 480000.00000000 PA USD 466301.62000000 0.108885388306 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 3.49867000 N N N N N N OLYMPUS CORP 5299000Y52IFDI1I2A21 68163WAA7 1750000.00000000 PA USD 1717594.41000000 0.401072881295 Long DBT CORP JP N 2 2026-12-08 Fixed 2.14300000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 1610000.00000000 PA USD 1561894.17000000 0.364715552980 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392GRS6 17760.15000000 PA USD 17935.38000000 0.004188063545 Long ABS-MBS USGSE US N 2 2033-01-25 Floating 0.68686000 N N N N N N Avid Automobile Receivables Tr N/A 05369LAF4 1050000.00000000 PA USD 1023695.51000000 0.239041595253 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.16000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 3133TMG26 98001.06000000 PA USD 97539.02000000 0.022776189513 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 0.48686000 N N N N N N Fortress Credit Opportunities 254900D3ZKYJFB38KE25 34960JAS4 500000.00000000 PA USD 499697.50000000 0.116683609898 Long ABS-CBDO CORP KY N 2 2030-07-10 Floating 1.59129000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 1215000.00000000 PA USD 1262273.09000000 0.294751486288 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N GSAA Home Equity Trust N/A 362341CT4 37894.50000000 PA USD 38163.43000000 0.008911485005 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.04686000 N N N N N N Elm Trust N/A 289338AB1 500000.00000000 PA USD 487632.95000000 0.113866435016 Long ABS-O CORP US N 2 2029-08-20 Fixed 2.95400000 N N N N N N Home Re Ltd 254900GFKVQN72ENGJ20 43731AAA1 455186.49000000 PA USD 454952.21000000 0.106235204687 Long ABS-MBS CORP BM N 2 2029-05-25 Floating 1.83686000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AG3 1000000.00000000 PA USD 1000974.01000000 0.233735932042 Long DBT CORP US N 2 2024-12-15 Fixed 2.45000000 N N N N N N Banc of America Merrill Lynch N/A 05492HAJ5 1350000.00000000 PA USD 1332538.97000000 0.311159165996 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.79100000 N N N N N N FREMF Mortgage Trust N/A 30296TAG1 830181.43000000 PA USD 826522.41000000 0.193000001923 Long ABS-MBS USGSE US N 2 2025-03-25 Floating 2.05686000 N N N N N N Lorenz Re 2018, 7/1/22 N/A 000000000 250000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2022-07-01 Floating 0.01000000 N N N N N N AREIT CRE Trust N/A 04002VAL5 500000.00000000 PA USD 500000.00000000 0.116754246217 Long ABS-MBS CORP KY N 2 2025-01-17 Floating 3.44833000 N N N N N N Gracie Point International Fun N/A 38411EAC6 500000.00000000 PA USD 499609.65000000 0.116663096177 Long ABS-O CORP US N 2 2023-11-01 Floating 2.50629000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 3000000.00000000 PA USD 2876714.46000000 0.671737256722 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N Z CAPITAL CREDIT PARTNERS CLO N/A 98877GAY4 1000000.00000000 PA USD 994251.00000000 0.232166052112 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 5.24129000 N N N N N N ACC Trust N/A 00108GAC9 1500000.00000000 PA USD 1511057.10000000 0.352844665405 Long ABS-CBDO CORP US N 2 2024-10-21 Fixed 5.24000000 N N N N N N Commerical Equipment Finance 2 N/A 20166QAC4 500000.00000000 PA USD 487745.00000000 0.113892599643 Long ABS-O CORP US N 2 2028-12-15 Fixed 3.55000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 1945000.00000000 PA USD 1876299.82000000 0.438131942325 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N Vista Point Securitization Tru N/A 92838TAC5 310466.45000000 PA USD 306828.53000000 0.071647067476 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.49600000 N N N N N N BELLEMEADE RE LT 2549009SOTYJD2MZFC61 07877TAB7 1255159.25000000 PA USD 1251002.04000000 0.292119600394 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 2.03686000 N N N N N N Provident Funding Mortgage War N/A 74387PAG7 600000.00000000 PA USD 600000.00000000 0.140105095461 Long ABS-MBS CORP US N 2 2055-02-25 Floating 5.68686000 N N N N N N HOA Funding LLC N/A 40390GAB4 900000.00000000 PA USD 878364.00000000 0.205105453449 Long ABS-O CORP US N 2 2051-08-20 Fixed 7.43200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JVL0 2305000.00000000 PA USD 2384255.95000000 0.556744012465 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Austin Fairmont Hotel Trust N/A 05223HAN2 1500000.00000000 PA USD 1432308.30000000 0.334456151836 Long ABS-MBS CORP US N 2 2032-09-15 Floating 2.44100000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AA9 500000.00000000 PA USD 504933.95000000 0.117906365444 Long DBT CORP JP N 2 2023-09-15 Fixed 3.04300000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 1500000.00000000 PA USD 1590650.24000000 0.371430339534 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 252700.00000000 0.059007596038 Long DBT NUSS N/A Y 2 2024-03-13 Floating 3.62088000 N N N N N N PG Receivables Finance LP N/A 69356JAG8 1000000.00000000 PA USD 980820.31000000 0.229029871938 Long ABS-O CORP CA N 2 2025-07-20 Fixed 3.96800000 N N N N N N GS Mortgage Securities Trust N/A 36259NAG6 600000.00000000 PA USD 581941.08000000 0.135888184277 Long ABS-MBS CORP US N 2 2032-08-15 Floating 2.14100000 N N N N N N Perimeter Master Note Business 5493005H6EB040833X54 71384PAF8 1500000.00000000 PA USD 1512802.80000000 0.353252301180 Long ABS-O CORP US N 2 2024-05-15 Fixed 5.21000000 N N N N N N Oasis Securitisation N/A 67421AAA5 239773.96000000 PA USD 240208.93000000 0.056090825113 Long ABS-O CORP US N 2 2032-05-15 Fixed 4.26240000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 38061LAC3 65783.76000000 PA USD 66058.55000000 0.015425232422 Long ABS-O CORP US N 2 2031-03-17 Variable 5.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJE3 20006.61000000 PA USD 21366.19000000 0.004989186815 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.02500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295ADH5 11033.59000000 PA USD 12228.94000000 0.002855561343 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XQJ6 67594.26000000 PA USD 68511.18000000 0.015997942356 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 0.76686000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392T3F2 53500.47000000 PA USD 54762.66000000 0.012787546178 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 1.19114000 N N N N N N MYSTIC RE IV LTD N/A 62865LAB3 250000.00000000 PA USD 249375.00000000 0.058231180301 Long DBT CORP BM Y 2 2025-01-08 Floating 5.81000000 N N N N N N Continental Credit Card llc 5493002QR2K2E0R56Z02 21134LAC2 572000.00000000 PA USD 579712.39000000 0.135367766235 Long ABS-O CORP US N 2 2026-08-15 Fixed 6.16000000 N N N N N N COMMONBOND STUDENT LOAN TRUST 549300KDXV3I7WKXA522 20268KAD2 21608.94000000 PA USD 22002.37000000 0.005137740248 Long ABS-O CORP US N 2 2042-09-25 Fixed 4.44000000 N N N N N N XCALI 2020-1 Mortgage Trust N/A 98370AAA1 2000000.00000000 PA USD 1997307.60000000 0.466388286606 Long ABS-MBS CORP US N 2 2023-01-22 Floating 4.05000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XUT9 35516.81000000 PA USD 35516.81000000 0.008293476759 Long ABS-MBS CORP US N 2 2030-05-25 Floating 2.58686000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FUL7 39731.78000000 PA USD 39879.23000000 0.009312138876 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 0.48686000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200WAH4 19350.56000000 PA USD 21313.27000000 0.004976829546 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AAED1 16295.11000000 PA USD 16476.43000000 0.003847386330 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 0.59114000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BL5 680000.00000000 PA USD 648548.57000000 0.151441598852 Long DBT CORP US N 2 2025-11-24 Fixed 1.25000000 N N N N N N American Credit Acceptance Rec N/A 025286AF2 800000.00000000 PA USD 772141.60000000 0.180301620962 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339LU24 40497.94000000 PA USD 40664.54000000 0.009495515430 Long ABS-MBS USGSE US N 2 2028-04-15 Floating 0.69114000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397CV55 41710.02000000 PA USD 41989.76000000 0.009804965555 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 0.54114000 N N N N N N VITALITY RE XI LTD N/A 92851AAB0 250000.00000000 PA USD 245250.00000000 0.057267957769 Long DBT CORP KY Y 2 2024-01-09 Floating 2.09169600 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AM4 1737000.00000000 PA USD 1760278.23000000 0.411039915754 Long DBT CORP US N 2 2023-01-15 Fixed 3.62500000 N N N N N N A10 Securitization N/A 000299AE7 1500000.00000000 PA USD 1460909.10000000 0.341134681526 Long ABS-CBDO CORP US N 2 2040-08-15 Fixed 4.52300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A53Q5 6066.24000000 PA USD 6059.51000000 0.001414947044 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 0.59114000 N N N N N N Home Re Ltd N/A 43731WAB1 245352.76000000 PA USD 245573.60000000 0.057343521118 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 3.43686000 N N N N N N Home Re Ltd N/A 43731WAC9 460000.00000000 PA USD 462145.44000000 0.107914884980 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 4.33686000 N N N N N N FannieMae Grantor Trust N/A 31393X7K7 215961.46000000 PA USD 223987.21000000 0.052302915731 Long ABS-MBS USGSE US N 2 2043-07-25 Variable 3.32003000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAA0 1145000.00000000 PA USD 1169828.96000000 0.273164996857 Long DBT CORP US N 2 2024-04-01 Fixed 3.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 1055000.00000000 PA USD 1065779.41000000 0.248868543298 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N BHP Trust N/A 05550TAG4 1050000.00000000 PA USD 1026328.70000000 0.239656467480 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.96222000 N N N N N N Versutus Re 2019-A, 12/31/21 N/A 000000000 220637.00000000 PA USD 132.38000000 0.000030911854 Long DBT CORP BM Y 3 2022-12-31 Floating 0.01000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GAT5 5310.62000000 PA USD 5307.00000000 0.001239229569 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XNY6 61645.82000000 PA USD 62553.20000000 0.014606703429 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 0.75686000 N N N N N N Z CAPITAL CREDIT PARTNERS CLO N/A 98877GAU2 1000000.00000000 PA USD 995686.00000000 0.232501136799 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 2.24129000 N N N N N N 2022-07-18 Pioneer Short Term Income Fund Anthony J. Koenig, Jr Anthony J. Koenig, Jr Managing Director, Chief Operations Officer & Treasurer of the Funds