NPORT-P false 0000763852 XXXXXXXX S000003490 C000009657 C000009654 C000009656 C000009653 JPMorgan Trust II 811-04236 0000763852 549300IMXLYKELY96B40 277 Park Avenue New York 10172 800-480-4111 JPMorgan Short Duration Bond Fund S000003490 F9RLRLTOX821HGOUUJ26 2022-02-28 2021-05-31 N 9440709758.17 28674924.42 9412034833.75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N FNMA B1V7KEBTPIMZEU4LTD58 3136ADDU0 7981902.36000000 PA USD 8766853.81000000 0.093145148364 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394CY63 1203089.59000000 PA USD 1378474.07000000 0.014645866641 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAC2 18799000.00000000 PA USD 18995101.58000000 0.201817161915 Long DBT CORP US N 2 2022-10-31 Variable 2.87600040 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AU3 2120000.00000000 PA USD 2153307.91000000 0.022878239913 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56899960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHN66 75751.96000000 PA USD 79721.26000000 0.000847014077 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.43799920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PU90 36895.56000000 PA USD 1452.61000000 0.000015433538 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 5.98836960 N N N N N N CPS Auto Receivables Trust N/A 12655KAB4 3664193.05000000 PA USD 3681614.09000000 0.039116027033 Long ABS-O CORP US Y 2 2023-11-15 Fixed 2.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARTP3 12800000.00000000 PA USD 13671393.28000000 0.145254384641 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.00000000 N N N N N N Pretium Mortgage Credit Partners I LLC N/A 74142CAA5 1577001.61000000 PA USD 1591559.86000000 0.016909838181 Long ABS-O CORP US Y 3 2060-02-27 Variable 3.72099960 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259TAA9 4837500.00000000 PA USD 4843034.10000000 0.051455760476 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 1.40000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSE7 2910131.95000000 PA USD 2976089.80000000 0.031620046595 Long ABS-MBS USGA US N 2 2066-02-20 Floating 1.06038000 N N N N N N LL ABS Trust N/A 50202AAB4 4800000.00000000 PA USD 4857221.76000000 0.051606500037 Long ABS-O CORP US Y 3 2027-03-15 Fixed 3.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7JJ1 608293.64000000 PA USD 625511.94000000 0.006645873618 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4KB1 1000000.00000000 PA USD 1045294.20000000 0.011105932122 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 2.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAX5 1610000.00000000 PA USD 1618584.05000000 0.017196961959 Long DBT CORP US N 2 2022-08-02 Variable 3.50200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B9GC3 105585.28000000 PA USD 110912.24000000 0.001178408728 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 3.50000000 N N N N N N First Investors Auto Owner Trust N/A 32058NAL7 4360000.00000000 PA USD 4401987.24000000 0.046769772081 Long ABS-O CORP US Y 2 2023-11-15 Fixed 5.86000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AC80 708313.71000000 PA USD 725349.63000000 0.007706618630 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.97900000 N N N N N N Ford Credit Auto Owner Trust N/A 34531KAD4 460000.00000000 PA USD 465590.75000000 0.004946759741 Long ABS-O CORP US N 2 2024-03-15 Fixed 1.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B83F4 1295111.13000000 PA USD 1317567.58000000 0.013998753758 Long ABS-MBS USGSE US N 2 2045-02-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBN0 38490000.00000000 PA USD 38488496.58000000 0.408928539469 Long DBT UST US N 2 2023-02-28 Fixed 0.12500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535AAA3 6107570.32000000 PA USD 6166340.42000000 0.065515486596 Long ABS-O CORP US Y 2 2028-02-15 Fixed 3.33000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042KAF0 17575000.00000000 PA USD 18197028.46000000 0.193337878380 Long ABS-O CORP US Y 2 2025-06-16 Fixed 2.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKH4 642854.19000000 PA USD 644309.01000000 0.006845586755 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.63900160 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAG1 14510000.00000000 PA USD 14676418.09000000 0.155932466775 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.48000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PPJ53 19739.06000000 PA USD 19910.38000000 0.000211541716 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6.00000000 N N N N N N Atlas Senior Loan Fund XIII N/A 04942VAW4 6500000.00000000 PA USD 6498355.50000000 0.069043045577 Long ABS-CBDO CORP KY Y 2 2031-04-22 Floating 1.26375120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YGF3 134642.16000000 PA USD 154238.26000000 0.001638734479 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377WAN4 863105.53000000 PA USD 893930.31000000 0.009497736948 Long ABS-MBS USGA US N 2 2041-01-16 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYCQ1 1462251.70000000 PA USD 1479343.38000000 0.015717572301 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 3.50000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAB0 14465000.00000000 PA USD 15737945.60000000 0.167210872866 Long DBT CORP IE Y 2 2025-04-10 Variable 4.26300120 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAM5 6845000.00000000 PA USD 6909173.31000000 0.073407859533 Long DBT CORP GB N 2 2023-06-15 Variable 1.32599880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7TC7 253935.59000000 PA USD 271617.84000000 0.002885856722 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Independence Plaza Trust N/A 45378YAN4 3225000.00000000 PA USD 3389259.89000000 0.036009852809 Long ABS-MBS CORP US Y 3 2035-07-10 Fixed 4.15800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACKP5 729090.97000000 PA USD 758424.12000000 0.008058025000 Long ABS-MBS USGSE US N 2 2039-06-25 Fixed 2.50000000 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 62955WAA2 20157957.00000000 PA USD 20169265.61000000 0.214292296684 Long ABS-O CORP US Y 2 2026-05-25 Fixed 3.22800000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAC6 7371000.00000000 PA USD 7508125.66000000 0.079771545607 Long ABS-O CORP US Y 2 2029-12-17 Fixed 1.77000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2Q3 14000000.00000000 PA USD 14152858.58000000 0.150369806635 Long DBT CORP US Y 2 2023-10-13 Fixed 1.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APSQ4 661743.92000000 PA USD 674608.88000000 0.007167513634 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AFG48 49356.65000000 PA USD 49415.75000000 0.000525027274 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 2.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CBE2 3120000.00000000 PA USD 3160025.04000000 0.033574302431 Long DBT CORP FI Y 2 2023-06-09 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AX5E1 1022471.07000000 PA USD 1048077.84000000 0.011135507448 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UQC7 382592.50000000 PA USD 387283.96000000 0.004114773976 Long ABS-MBS USGA US N 2 2064-10-20 Floating 0.75837960 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DR2 5000000.00000000 PA USD 5109776.00000000 0.054289811823 Long DBT CORP US Y 2 2022-02-22 Fixed 3.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A73K4 122938.41000000 PA USD 123302.91000000 0.001310055818 Long ABS-MBS USGSE US N 2 2041-01-15 Floating 0.50087880 N N N N N N Pagaya AI Debt Selection Trust N/A 69547JAA1 20000000.00000000 PA USD 20039072.00000000 0.212909029279 Long ABS-O CORP US Y 2 2027-11-15 Fixed 1.18000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B4F8 125385.68000000 PA USD 126786.96000000 0.001347072787 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.42600040 N N N N N N Westlake Automobile Receivables Trust N/A 96042JAL0 9000000.00000000 PA USD 9262552.50000000 0.098411795787 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.67000000 N N N N N N Santander UK plc PTCQB104N23FMNK2RZ28 80283LAY9 13215000.00000000 PA USD 13592107.47000000 0.144411997087 Long DBT CORP GB N 2 2023-01-13 Fixed 2.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8PS3 403819.20000000 PA USD 440409.58000000 0.004679217488 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.00000000 N N N N N N VOLT XCI LLC N/A 92872TAA6 8706185.55000000 PA USD 8742248.31000000 0.092883722430 Long ABS-O CORP US Y 3 2050-11-25 Variable 3.10489920 N N N N N N VOLT XCIV LLC N/A 92873AAA6 19822109.19000000 PA USD 19856659.13000000 0.210970948160 Long ABS-MBS CORP US Y 2 2051-02-27 Variable 2.23949880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B9P74 333421.00000000 PA USD 348237.36000000 0.003699915758 Long ABS-MBS USGSE US N 2 2043-11-15 Fixed 3.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535FAB0 1958655.09000000 PA USD 1966009.64000000 0.020888252909 Long ABS-O CORP US Y 2 2027-07-15 Fixed 3.94000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HSJ2 4299507.20000000 PA USD 4529930.26000000 0.048129127654 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHR0 1927925.03000000 PA USD 1957542.01000000 0.020798286922 Long ABS-MBS USGA US N 2 2065-09-20 Floating 0.85838040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8NL3 2590693.80000000 PA USD 2816860.38000000 0.029928282563 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398E3W2 626365.12000000 PA USD 649952.03000000 0.006905542122 Long ABS-MBS USGSE US N 2 2039-02-15 Variable 1.88241480 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VM48 154990.20000000 PA USD 155375.32000000 0.001650815394 Long ABS-MBS USGSE US N 2 2029-05-15 Floating 0.35088120 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21688AAJ1 500000.00000000 PA USD 507959.46000000 0.005396914365 Long DBT CORP NL N 2 2022-01-10 Fixed 2.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BA77 366027.61000000 PA USD 366549.57000000 0.003894477405 Long ABS-MBS USGA US N 2 2062-12-20 Floating 0.45838080 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61746RCF6 238780.69000000 PA USD 237150.08000000 0.002519647283 Long ABS-O CORP US N 3 2033-03-25 Floating 2.34163080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393EMJ5 85260.93000000 PA USD 97741.62000000 0.001038474907 Long ABS-MBS USGSE US N 2 2033-09-25 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 549300SSCQUZ3RRV2T53 36197XAQ7 2625000.00000000 PA USD 2744154.53000000 0.029155805077 Long ABS-MBS CORP US N 3 2046-06-10 Variable 3.77700120 N N N N N N Westlake Automobile Receivables Trust N/A 96042FAG9 8800000.00000000 PA USD 9042755.04000000 0.096076514799 Long ABS-O CORP US Y 2 2024-01-16 Fixed 4.86000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2J9 2970000.00000000 PA USD 3132468.15000000 0.033281518878 Long DBT CORP US Y 2 2024-06-25 Fixed 2.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395MS91 97202.68000000 PA USD 107842.22000000 0.001145790702 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Commercial Mortgage Trust N/A 12591VAG6 9853000.00000000 PA USD 10573589.30000000 0.112341161999 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.27800000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CAY9 1115000.00000000 PA USD 1194041.87000000 0.012686330757 Long DBT CORP FI Y 2 2023-08-30 Fixed 3.75000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BC2 600000.00000000 PA USD 618397.90000000 0.006570289113 Long DBT CORP US N 2 2022-03-15 Fixed 4.20000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAD4 3095000.00000000 PA USD 3178166.64000000 0.033767051398 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASWC4 4738886.40000000 PA USD 255595.16000000 0.002715620633 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8QE2 1990054.73000000 PA USD 2125122.73000000 0.022578780970 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166RAE7 7500000.00000000 PA USD 7502346.75000000 0.079710146450 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.74000000 N N N N N N First Investors Auto Owner Trust N/A 32059AAD2 1585016.59000000 PA USD 1598105.66000000 0.016979385310 Long ABS-O CORP US Y 2 2024-01-16 Fixed 3.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36258AAA8 460964.62000000 PA USD 463251.33000000 0.004921904117 Long ABS-O CORP US Y 2 2023-07-17 Fixed 2.58000000 N N N N N N Utah Acquisition Sub, Inc. 254900JOFV74IJ7H9933 62854AAM6 1610000.00000000 PA USD 1611632.40000000 0.017123102798 Long DBT CORP US N 2 2021-06-15 Fixed 3.15000000 N N N N N N Encina Equipment Finance LLC N/A 29253EAB8 8700000.00000000 PA USD 8702810.10000000 0.092464703475 Long ABS-O CORP US Y 2 2026-12-15 Fixed 0.74000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398EB37 396679.28000000 PA USD 433279.41000000 0.004603461606 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BAJR4 120091.28000000 PA USD 128126.50000000 0.001361304991 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283CAH9 647034.21000000 PA USD 657522.30000000 0.006985973932 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T7YG8 23978.02000000 PA USD 27130.01000000 0.000288248083 Long ABS-MBS USGSE US N 2 2026-09-20 Fixed 7.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAN5 9165000.00000000 PA USD 10736728.85000000 0.114074469970 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNJ7 39956321.50000000 PA USD 3535111.57000000 0.037559482433 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.11821400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GAB55 377866.57000000 PA USD 394843.74000000 0.004195094333 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 3.00000000 N N N N N N Benefit Street Partners CLO II Ltd. 549300PVYNJC7QL0GC48 08179XAW5 11084090.00000000 PA USD 11081296.81000000 0.117735399472 Long ABS-CBDO CORP KY Y 2 2029-07-15 Floating 1.05374880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395DTZ2 475553.38000000 PA USD 543158.81000000 0.005770896725 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2KL3 464461.67000000 PA USD 473144.41000000 0.005027015075 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHTP5 92225.54000000 PA USD 92205.47000000 0.000979655001 Long ABS-MBS USGSE US N 2 2038-08-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEXZ5 826442.03000000 PA USD 827597.81000000 0.008792974363 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 0.34162920 N N N N N N AerCap Ireland Capital DAC N/A 00774MAQ8 12885000.00000000 PA USD 13520260.91000000 0.143648649296 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTP4 74156.86000000 PA USD 78568.45000000 0.000834765822 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.49599880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7X35 256165.52000000 PA USD 297997.12000000 0.003166128528 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APVD9 354475.44000000 PA USD 360292.91000000 0.003828002300 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 1.50000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06739GCR8 7470000.00000000 PA USD 7567537.88000000 0.080402782327 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAE0 14706000.00000000 PA USD 15130761.34000000 0.160759725258 Long DBT CORP NO Y 2 2022-12-02 Fixed 2.15000000 N N N N N N LendingPoint Asset Securitization Trust N/A 52606YAA2 14000000.00000000 PA USD 14173587.40000000 0.150590044027 Long ABS-O CORP US Y 2 2028-10-15 Fixed 2.73100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AVC9 1319740.61000000 PA USD 1450800.25000000 0.015414310248 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376CMA4 161646.64000000 PA USD 172377.12000000 0.001831454335 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.50000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAJ1 1450124.00000000 PA USD 1455870.26000000 0.015468177559 Long ABS-O CORP US Y 2 2023-10-16 Fixed 3.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XB30 2246924.29000000 PA USD 2612410.34000000 0.027756063233 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N CPS Auto Receivables Trust N/A 12597TAD2 17250000.00000000 PA USD 17827485.15000000 0.189411593400 Long ABS-O CORP US Y 2 2026-11-16 Fixed 2.41000000 N N N N N N NYMT Loan Trust N/A 62955DAA4 12486798.51000000 PA USD 12554892.77000000 0.133391907188 Long ABS-MBS CORP US Y 2 2060-10-25 Variable 2.94390000 N N N N N N FREMF Mortgage Trust N/A 30287TAN7 11350000.00000000 PA USD 12385189.24000000 0.131588858931 Long ABS-MBS USGSE US Y 2 2048-10-25 Variable 3.72090240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AQJA7 1254232.15000000 PA USD 1281805.82000000 0.013618795963 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BB2Q2 785177.17000000 PA USD 825285.90000000 0.008768411024 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YSY4 152027.13000000 PA USD 163903.92000000 0.001741429169 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PHU4 11279.55000000 PA USD 11569.87000000 0.000122926340 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LCU5 277309.24000000 PA USD 277706.21000000 0.002950543797 Long ABS-MBS USGA US N 2 2068-02-20 Floating 0.45838080 N N N N N N Shackleton 2017-XI CLO Ltd. N/A 81883EAE1 10000000.00000000 PA USD 10005890.00000000 0.106309530051 Long ABS-CBDO CORP KY Y 2 2030-08-15 Floating 1.24588080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394H4A6 115148.95000000 PA USD 126075.99000000 0.001339518948 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AWTK1 888755.25000000 PA USD 899513.81000000 0.009557059933 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TSRB1 198966.12000000 PA USD 198966.12000000 0.002113954352 Long ABS-MBS USGSE US N 2 2031-04-15 Floating 0.40088160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADTT6 6100000.00000000 PA USD 6602991.97000000 0.070154776162 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAB4 12455000.00000000 PA USD 12471159.62000000 0.132502268003 Long DBT CORP GB Y 2 2024-08-12 Fixed 0.80000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDC2 4674000.00000000 PA USD 4806903.23000000 0.051071881000 Long DBT CORP US N 2 2023-01-10 Fixed 2.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31286WSK6 4462234.04000000 PA USD 4599271.75000000 0.048865859840 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MCG66 100.65000000 PA USD 100.81000000 0.000001071075 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.50000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBE4 7355000.00000000 PA USD 7570760.91000000 0.080437026038 Long DBT CORP GB N 2 2023-02-15 Variable 4.61000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AV2S5 455704.20000000 PA USD 465953.12000000 0.004950609812 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 1.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BD5 2970000.00000000 PA USD 3196920.62000000 0.033966306717 Long DBT CORP JP N 2 2024-03-07 Fixed 3.40700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARZG6 1993961.50000000 PA USD 2032030.41000000 0.021589703458 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 3.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBQ8 20755000.00000000 PA USD 20754776.26000000 0.220513168795 Long DBT CORP US N 2 2024-03-01 Fixed 0.60000000 N N N N N N VCAT LLC N/A 91822YAA8 4484020.81000000 PA USD 4486582.53000000 0.047668571241 Long ABS-MBS CORP US Y 2 2051-03-27 Variable 2.11500000 N N N N N N DT Auto Owner Trust N/A 23341TAJ5 1094300.88000000 PA USD 1096965.94000000 0.011654928603 Long ABS-O CORP US Y 2 2024-01-15 Fixed 6.03000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373MC57 3001281.16000000 PA USD 513141.65000000 0.005451973553 Long ABS-MBS USGA US N 2 2037-04-20 Floating 6.55075080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J0SJ7 2959138.90000000 PA USD 3140278.24000000 0.033364498702 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Consumer Loan Underlying Bond Certificate Issuer Trust I N/A 21055MAB7 3800000.00000000 PA USD 3910018.74000000 0.041542756790 Long ABS-O CORP US Y 3 2026-12-15 Fixed 3.48000000 N N N N N N VOLT CI LLC N/A 92873EAA8 19286998.35000000 PA USD 19296931.15000000 0.205024009057 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 1.99180080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5P90 1627718.00000000 PA USD 1678857.64000000 0.017837350473 Long ABS-MBS USGSE US N 2 2048-11-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4CU1 376848.27000000 PA USD 389679.73000000 0.004140228302 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 2.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285MAH2 3066000.00000000 PA USD 3171133.14000000 0.033692322606 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.98000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YW4 2215500.00000000 PA USD 2266819.97000000 0.024084270936 Long DBT UST US N 2 2022-12-15 Fixed 1.62500000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36257NAC7 7680000.00000000 PA USD 8003751.17000000 0.085037415515 Long ABS-O CORP US Y 2 2025-02-18 Fixed 3.54000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AY5J6 1263468.25000000 PA USD 1301446.21000000 0.013827469117 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 2.00000000 N N N N N N CarNow Auto Receivables Trust N/A 14368RAA5 1732903.45000000 PA USD 1739235.83000000 0.018478850330 Long ABS-O CORP US Y 2 2023-02-15 Fixed 1.76000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BA1 4272000.00000000 PA USD 4577859.65000000 0.048638362807 Long DBT CORP JP N 2 2023-07-26 Fixed 3.76100000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36258HAC9 3500000.00000000 PA USD 3578193.50000000 0.038017214802 Long ABS-O CORP US Y 2 2024-09-16 Fixed 2.78000000 N N N N N N LL ABS Trust N/A 50202HAA1 1606652.57000000 PA USD 1619120.19000000 0.017202658283 Long ABS-O CORP US Y 2 2028-01-17 Fixed 2.33000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RY26 641589.36000000 PA USD 644256.83000000 0.006845032358 Long ABS-MBS USGA US N 2 2067-02-20 Floating 0.56837880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3WH3 2502437.95000000 PA USD 2553123.78000000 0.027126161612 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Lmat jul61 144a N/A N/A 4727273.00000000 PA USD 4727977.36000000 0.050233317699 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAL4 19850000.00000000 PA USD 20462285.16000000 0.217405540049 Long ABS-O CORP US Y 2 2024-11-15 Fixed 2.72000000 N N N N N N Crown Castle Towers LLC N/A 22822RBF6 1400000.00000000 PA USD 1448788.88000000 0.015392940055 Long DBT CORP US Y 2 2023-07-15 Fixed 3.72000000 N N N N N N Hilton Grand Vacations Trust N/A 43285HAA6 529783.90000000 PA USD 551777.56000000 0.005862468315 Long ABS-O CORP US Y 2 2039-02-25 Fixed 2.74000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APWS5 158306.33000000 PA USD 160217.85000000 0.001702265799 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282S8 114025000.00000000 PA USD 116194147.75000000 1.234527387567 Long DBT UST US N 2 2022-08-31 Fixed 1.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQXE5 6374248.20000000 PA USD 7030378.25000000 0.074695625060 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 4.00000000 N N N N N N AIG Global Funding 54930057MDZ7KOVOTV71 00138CAG3 1685000.00000000 PA USD 1688646.81000000 0.017941357419 Long DBT CORP US Y 2 2021-06-25 Fixed 3.35000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 10605000.00000000 PA USD 11893292.96000000 0.126362610955 Long DBT CORP FR Y 2 2024-07-21 Fixed 5.15000000 N N N N N N Flagship Credit Auto Trust N/A 33846AAA4 1013366.91000000 PA USD 1021410.00000000 0.010852169780 Long ABS-O CORP US Y 2 2024-02-15 Fixed 2.33000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AEK0 1439202.81000000 PA USD 1522233.05000000 0.016173261966 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APC26 4884000.00000000 PA USD 5061410.81000000 0.053775946428 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8XZ8 1469195.06000000 PA USD 1508511.75000000 0.016027477337 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQP7 1136.05000000 PA USD 1133.74000000 0.000012045641 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.64999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A53Q5 340361.78000000 PA USD 339751.51000000 0.003609756189 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 0.50087880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUA90 282506.57000000 PA USD 294182.11000000 0.003125595210 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 2.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285RAG3 6680000.00000000 PA USD 6882615.09000000 0.073125686544 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGUU4 4783056.60000000 PA USD 5106784.87000000 0.054258031979 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A6PB4 2264593.77000000 PA USD 2440298.17000000 0.025927423911 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N CPS Auto Receivables Trust N/A 12597JAB8 3200000.00000000 PA USD 3235958.40000000 0.034381071225 Long ABS-O CORP US Y 2 2024-02-15 Fixed 2.36000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EJB5 2825706.00000000 PA USD 3275423.61000000 0.034800377047 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Natwest Group plc 2138005O9XJIJN4JPN90 780097BD2 7780000.00000000 PA USD 8352763.60000000 0.088745566155 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHL6 13480000.00000000 PA USD 14431553.20000000 0.153330851988 Long DBT CORP US N 2 2024-07-23 Variable 3.86399880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QHTP5 252262.65000000 PA USD 262965.98000000 0.002793933348 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 1.82000160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEJG3 1040968.80000000 PA USD 1042161.96000000 0.011072653027 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 0.34162920 N N N N N N Carvana Auto Receivables Trust N/A 14686YAE7 8981000.00000000 PA USD 9133254.89000000 0.097038048108 Long ABS-O CORP US Y 2 2024-07-15 Fixed 2.53000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A17M1 117887.98000000 PA USD 118184.62000000 0.001255675548 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 0.49163040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YBR9 612055.40000000 PA USD 617845.14000000 0.006564416206 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 2.50000000 N N N N N N Prestige Auto Receivables Trust N/A 74113YAF1 5880000.00000000 PA USD 5944896.97000000 0.063162717467 Long ABS-O CORP US Y 2 2023-10-16 Fixed 3.61000000 N N N N N N Headlands Residential LLC N/A 42210BAA1 7000000.00000000 PA USD 7029841.70000000 0.074689924380 Long ABS-MBS CORP US Y 2 2024-06-25 Variable 3.96699840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392RWH0 280292.67000000 PA USD 326734.42000000 0.003471453578 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XZY9 1700385.52000000 PA USD 1771922.44000000 0.018826135594 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5P26 2987250.75000000 PA USD 3061149.96000000 0.032523784857 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 1.75000000 N N N N N N Small Business Lending Trust N/A 83165WAA4 4372315.71000000 PA USD 4388062.61000000 0.046621827134 Long ABS-O CORP US Y 2 2026-12-15 Fixed 2.62000000 N N N N N N VCAT Asset Securitization LLC N/A 91824MAA2 5760000.00000000 PA USD 5761837.44000000 0.061217765783 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AP7 2700000.00000000 PA USD 2745098.51000000 0.029165834577 Long DBT CORP US Y 2 2021-11-12 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNT3 49985.47000000 PA USD 50084.72000000 0.000532134877 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.15499960 N N N N N N DT Auto Owner Trust N/A 23343RAE8 11250000.00000000 PA USD 11758105.13000000 0.124926281486 Long ABS-O CORP US Y 2 2026-03-16 Fixed 3.28000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 10000000.00000000 PA USD 10453049.60000000 0.111060464444 Long DBT CORP CH Y 2 2025-09-11 Variable 2.59300080 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBE6 1500000.00000000 PA USD 1534152.30000000 0.016299900362 Long DBT CORP US N 2 2022-05-17 Fixed 2.80000000 N N N N N N FREED ABS Trust N/A 35635BAA2 7860989.43000000 PA USD 7864135.40000000 0.083554040533 Long ABS-O CORP US Y 2 2028-03-20 Fixed 0.66000000 N N N N N N Delta Air Lines Pass-Through Trust N/A 247367AX3 728231.50000000 PA USD 740515.38000000 0.007867750099 Long ABS-O CORP US N 2 2023-01-02 Fixed 6.71800000 N N N N N N Exelon Generation Co. LLC S2PEWKCZFFECR4533P43 30161MAR4 1798000.00000000 PA USD 1835561.75000000 0.019502283857 Long DBT CORP US N 2 2022-03-15 Fixed 3.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJNK0 807875.11000000 PA USD 838927.58000000 0.008913349714 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CFZ9 10024566.94000000 PA USD 10284820.74000000 0.109273084106 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HVC8 121947.90000000 PA USD 128750.37000000 0.001367933420 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 2.13300000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529MAG4 11195000.00000000 PA USD 11503258.80000000 0.122218616942 Long ABS-O CORP US Y 2 2025-01-13 Fixed 4.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENZ93 1945513.27000000 PA USD 2115350.86000000 0.022474957831 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXJ8 8685000.00000000 PA USD 9468964.81000000 0.100604863637 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4YT8 317532.75000000 PA USD 339707.76000000 0.003609291359 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 2.46200040 N Y N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CY2 1500000.00000000 PA USD 1560363.56000000 0.016578387007 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N N Prestige Auto Receivables Trust N/A 74113MAF7 1728711.50000000 PA USD 1731347.09000000 0.018395034873 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.91000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371NDT9 219115.53000000 PA USD 244077.69000000 0.002593251027 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QJ33 946958.94000000 PA USD 1028865.59000000 0.010931383151 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACJ28 369030.08000000 PA USD 376528.51000000 0.004000500600 Long ABS-MBS USGSE US N 2 2028-03-25 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APCM2 822798.32000000 PA USD 864183.35000000 0.009181684569 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BQA9 768865.69000000 PA USD 899126.16000000 0.009552941270 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652NAA6 1177361.85000000 PA USD 1213868.54000000 0.012896983080 Long ABS-O CORP US Y 2 2036-08-20 Fixed 2.34000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QJD94 26523.00000000 PA USD 28129.19000000 0.000298864066 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.76500160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UFA2 84909.58000000 PA USD 92176.09000000 0.000979342848 Long ABS-MBS USGSE US N 2 2026-06-25 Variable 3.99999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MR66 105424.87000000 PA USD 107954.88000000 0.001146987680 Long ABS-MBS USGSE US N 2 2037-06-25 Fixed 5.50000000 N N N N N N AMSR Trust N/A 001807AA4 5682393.91000000 PA USD 5681658.04000000 0.060365884108 Long ABS-O CORP US Y 2 2037-09-17 Fixed 1.35500000 N N N N N N Octane Receivables Trust N/A 67576TAB5 8592000.00000000 PA USD 8856288.20000000 0.094095361485 Long ABS-O CORP US Y 3 2024-07-22 Fixed 3.77000000 N N N N N N Flagship Credit Auto Trust N/A 33844KAC0 2155690.18000000 PA USD 2169452.54000000 0.023049771684 Long ABS-O CORP US Y 2 2023-09-15 Fixed 2.91000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABN6 8440000.00000000 PA USD 8543832.93000000 0.090775619522 Long DBT CORP US Y 2 2025-10-15 Fixed 1.80000000 N N N N N N Credito Real USA Auto Receivables Trust N/A 22551EAA4 8086732.68000000 PA USD 8091574.21000000 0.085970508534 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.35000000 N N N N N N Oportun Funding LLC N/A 68377AAA7 9634879.26000000 PA USD 9687567.60000000 0.102927451620 Long ABS-O CORP US Y 2 2024-05-15 Fixed 2.20000000 N N N N N N Santander Retail Auto Lease Trust N/A 80285JAQ9 8590000.00000000 PA USD 8792379.54000000 0.093416351461 Long ABS-O CORP US Y 2 2024-05-20 Fixed 3.66000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AR3 7520000.00000000 PA USD 8169297.10000000 0.086796290539 Long DBT CORP US Y 2 2023-11-13 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BVWY8 241245.34000000 PA USD 243399.73000000 0.002586047908 Long ABS-MBS USGSE US N 2 2043-08-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YP9 2265000.00000000 PA USD 2278448.44000000 0.024207819884 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208QAF4 2750000.00000000 PA USD 2804511.05000000 0.029797074697 Long ABS-O CORP US N 2 2026-03-16 Fixed 2.36000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABPC1 1549266.16000000 PA USD 1608846.44000000 0.017093502822 Long ABS-MBS USGSE US N 2 2033-01-25 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBH8 12798628.42000000 PA USD 12923290.90000000 0.137306024980 Long ABS-MBS USGA US N 2 2065-05-20 Floating 0.70837920 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AF9 21754000.00000000 PA USD 22049168.28000000 0.234265689295 Long DBT CORP CA Y 2 2024-04-06 Fixed 1.60000000 N N N N N N CIG Auto Receivables Trust N/A 125504AA8 233965.82000000 PA USD 234905.45000000 0.002495798774 Long ABS-O CORP US Y 2 2024-08-15 Fixed 3.33000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ADN37 103161.91000000 PA USD 111084.74000000 0.001180241488 Long ABS-MBS USGSE US N 2 2026-07-15 Variable 3.99999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHWW3 11944250.86000000 PA USD 12405224.89000000 0.131801731603 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3WM2 4372771.32000000 PA USD 4496245.22000000 0.047771234376 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5A41 252101.93000000 PA USD 263274.28000000 0.002797208942 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GCS6 1500000.00000000 PA USD 1529342.36000000 0.016248796216 Long DBT CORP US Y 2 2022-01-11 Fixed 3.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FHSF1 1841156.18000000 PA USD 1963069.07000000 0.020857010249 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYZZ6 380790.95000000 PA USD 382641.86000000 0.004065453079 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CFP3 3639.15000000 PA USD 3715.74000000 0.000039478604 Long ABS-MBS USGA US N 2 2025-03-20 Fixed 8.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BTH5 411.99000000 PA USD 424.63000000 0.000004511564 Long ABS-MBS USGA US N 2 2062-06-20 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398CGB8 126285.03000000 PA USD 138407.07000000 0.001470532912 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 4.50000000 N N N N N N BX N/A 05608VAA4 3000000.00000000 PA USD 2999999.70000000 0.031874081991 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 0.80088120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQVU3 2738853.90000000 PA USD 2930390.01000000 0.031134500262 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Oportun Funding XIII LLC N/A 68377FAA6 8950000.00000000 PA USD 9186930.67000000 0.097608336903 Long ABS-O CORP US Y 2 2025-08-08 Fixed 3.08000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A8KF4 6378349.55000000 PA USD 7194433.22000000 0.076438659089 Long ABS-MBS USGSE US N 2 2041-02-15 Fixed 4.00000000 N N N N N N FREED ABS Trust N/A 35634TAA4 1933351.19000000 PA USD 1944657.81000000 0.020661396226 Long ABS-O CORP US Y 2 2027-03-18 Fixed 2.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DR61 1297034.40000000 PA USD 1331842.93000000 0.014150424998 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 30288BAG0 6100000.00000000 PA USD 6287743.97000000 0.066805362294 Long ABS-MBS USGSE US Y 2 2047-11-25 Variable 3.55696560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MCPE9 2579.74000000 PA USD 2586.98000000 0.000027485873 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8B60 5168215.44000000 PA USD 5676592.84000000 0.060312067903 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Commercial Mortgage Trust N/A 12591YBF1 3000000.00000000 PA USD 3229860.00000000 0.034316277585 Long ABS-MBS CORP US N 3 2047-06-10 Fixed 4.31300000 N N N N N N Visio Trust N/A 92837DAA5 5879866.59000000 PA USD 6084857.55000000 0.064649755950 Long ABS-MBS CORP US Y 2 2054-11-25 Variable 2.72199960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBV2 137171200.00000000 PA USD 137514128.00000000 1.461045676402 Long DBT UST US N 2 2024-04-15 Fixed 0.37500000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92868LAE1 3450000.00000000 PA USD 3507481.83000000 0.037265924871 Long ABS-O CORP US N 2 2024-07-22 Fixed 3.15000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBF5 21195000.00000000 PA USD 21513133.56000000 0.228570483853 Long DBT CORP JP N 2 2024-07-10 Variable 1.24099920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395WHN0 608229.39000000 PA USD 644980.80000000 0.006852724319 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 5.00000000 N N N N N N Mitsubishi HC Capital, Inc. 353800MZ3QX9RLMH7B09 60682LAC6 1000000.00000000 PA USD 1079294.48000000 0.011467174729 Long DBT CORP JP Y 2 2023-09-19 Fixed 3.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411DUV9 18603.82000000 PA USD 19126.69000000 0.000203215248 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.41499880 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAU3 25935000.00000000 PA USD 26049774.31000000 0.276770908418 Long DBT CORP JP Y 2 2024-03-25 Fixed 0.85000000 N N N N N N DBJPM Mortgage Trust N/A 23312JAC7 2500000.00000000 PA USD 2627848.25000000 0.027920086319 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.26900000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826525AA5 655310.81000000 PA USD 660272.69000000 0.007015195987 Long ABS-O CORP US Y 2 2037-07-20 Fixed 1.33000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359HQ72 63373.97000000 PA USD 66803.69000000 0.000709768835 Long ABS-MBS USGSE US N 2 2024-05-17 Fixed 8.00000000 N N N N N N Skopos Auto Receivables Trust N/A 83085DAB1 8010019.03000000 PA USD 8062282.80000000 0.085659296235 Long ABS-O CORP US Y 2 2023-09-15 Fixed 3.43000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XAX3 2964559.50000000 PA USD 292138.07000000 0.003103877909 Long ABS-MBS USGA US N 2 2039-03-20 Floating 5.98074840 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBX8 46065000.00000000 PA USD 46050604.69000000 0.489273632146 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 16770000.00000000 PA USD 18165356.07000000 0.193001368894 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWJ9 6825000.00000000 PA USD 6998554.36000000 0.074357505933 Long DBT CORP US N 2 2023-06-05 Variable 2.90800080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHQ97 394775.36000000 PA USD 422791.69000000 0.004492032780 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.87899920 N Y N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 75625QAC3 800000.00000000 PA USD 816275.11000000 0.008672674128 Long DBT CORP GB Y 2 2022-06-24 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H3ZJ8 1962184.56000000 PA USD 2054054.59000000 0.021823703654 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAM7 5660000.00000000 PA USD 5688712.95000000 0.060440840375 Long DBT CORP GB N 2 2026-08-21 Variable 1.53200160 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAR9 15754000.00000000 PA USD 15605133.52000000 0.165799785016 Long DBT CORP AU Y 2 2027-01-12 Variable 1.33999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APFR8 30979.21000000 PA USD 31402.38000000 0.000333640711 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416JEH0 30145.08000000 PA USD 30620.51000000 0.000325333581 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHRG7 505332.54000000 PA USD 547082.36000000 0.005812583247 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A37J4 968490.16000000 PA USD 999253.38000000 0.010616762449 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167LAG4 17335000.00000000 PA USD 17988252.14000000 0.191119693644 Long ABS-O CORP US Y 2 2025-03-17 Fixed 3.71000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKD72 465950.33000000 PA USD 485872.69000000 0.005162249169 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BZQ8 154831.58000000 PA USD 155512.11000000 0.001652268746 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.62337960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKKF9 2306288.42000000 PA USD 2334801.29000000 0.024806551731 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHVH3 74093.88000000 PA USD 78287.25000000 0.000831778158 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.07000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFSX8 211691.06000000 PA USD 39621.87000000 0.000420970286 Long ABS-MBS USGSE US N 2 2038-08-25 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFCC6 110141.32000000 PA USD 110326.76000000 0.001172188181 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 0.34162920 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAQ2 8300000.00000000 PA USD 8348909.66000000 0.088704619218 Long DBT CORP JP Y 2 2023-09-12 Fixed 0.80000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RLR5 5373419.82000000 PA USD 5382747.54000000 0.057190051195 Long ABS-MBS USGA US N 2 2065-11-20 Floating 0.78837840 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAK2 4755000.00000000 PA USD 5103608.36000000 0.054224282529 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QKR5 121.97000000 PA USD 124.17000000 0.000001319268 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 7.50000000 N N N N N N Avery Point VI CLO Ltd. N/A 05363LBC6 11443259.60000000 PA USD 11440375.90000000 0.121550505306 Long ABS-CBDO CORP KY Y 2 2027-08-05 Floating 1.07637840 N N N N N N Citigroup Commercial Mortgage Trust N/A 17321RAL0 3000000.00000000 PA USD 3157128.90000000 0.033543531826 Long ABS-MBS CORP US N 3 2046-11-10 Variable 5.10877440 N N N N N N KKR Industrial Portfolio Trust N/A 48254CAA3 5130000.00000000 PA USD 5126790.67000000 0.054470587503 Long ABS-MBS CORP US Y 2 2037-12-15 Floating 0.65088000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VT76 991013.70000000 PA USD 1030282.12000000 0.010946433350 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEE5 4955000.00000000 PA USD 5088565.69000000 0.054064458747 Long DBT CORP US Y 2 2023-01-13 Fixed 1.95000000 N N N N N N US Auto Funding LLC 549300P0OJXVYBPHN411 90352VAB2 945983.17000000 PA USD 953647.53000000 0.010132214200 Long ABS-O CORP US Y 2 2022-12-15 Fixed 3.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398PKR9 407163.00000000 PA USD 410163.79000000 0.004357865193 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 0.59163120 N N N N N N DT Auto Owner Trust N/A 23345EAC9 1083000.00000000 PA USD 1086059.15000000 0.011539047285 Long ABS-O CORP US Y 2 2027-01-15 Fixed 0.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFTL8 1393625.05000000 PA USD 1448835.74000000 0.015393437929 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BY5 15560000.00000000 PA USD 15546932.09000000 0.165181412570 Long DBT CORP GB Y 2 2025-01-12 Variable 0.99100080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMP75 1933657.90000000 PA USD 1981171.74000000 0.021049345598 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261EAD9 9250000.00000000 PA USD 9324913.90000000 0.099074366645 Long ABS-O CORP US Y 2 2026-10-15 Fixed 1.64000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652QAB7 2494928.46000000 PA USD 2507293.08000000 0.026639224400 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.34000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300TRQQDPEF728F16 95000PAC8 1000000.00000000 PA USD 1047939.40000000 0.011134036566 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.70400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5R76 2211615.33000000 PA USD 2269093.66000000 0.024108428199 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B2V7 3152740.30000000 PA USD 3381220.90000000 0.035924440992 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MB3J4 798000.09000000 PA USD 827107.77000000 0.008787767837 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.50000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GA9 10040000.00000000 PA USD 10040502.00000000 0.106677271996 Long DBT CORP US N 2 2023-07-28 Floating 0.56400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQQ5 63428.69000000 PA USD 71071.93000000 0.000755117583 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 6.50000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAA1 7384000.00000000 PA USD 7387570.98000000 0.078490688894 Long DBT CORP GB Y 2 2023-09-02 Fixed 0.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XAF2 366943.31000000 PA USD 82580.41000000 0.000877391674 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAF0 3350000.00000000 PA USD 3370225.66000000 0.035807619919 Long DBT CORP SE Y 2 2023-06-30 Fixed 0.62500000 N N N N N N DT Auto Owner Trust N/A 23343JAC0 1700000.00000000 PA USD 1712042.97000000 0.018189934485 Long ABS-O CORP US Y 2 2024-01-16 Fixed 2.36000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AG4 10000000.00000000 PA USD 11584946.40000000 0.123086522783 Long DBT CORP IT Y 2 2023-12-04 Fixed 7.83000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJZW9 6950529.35000000 PA USD 7595690.00000000 0.080701890018 Long ABS-MBS USGSE US N 2 2044-04-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGWN8 1135145.69000000 PA USD 1168774.95000000 0.012417877437 Long ABS-MBS USGSE US N 2 2026-11-25 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30292PAE8 1246000.00000000 PA USD 1351240.15000000 0.014356514546 Long ABS-MBS USGSE US Y 2 2048-04-25 Variable 3.58902360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394BYB4 88584.29000000 PA USD 101937.65000000 0.001083056446 Long ABS-MBS USGSE US N 2 2034-12-25 Fixed 5.50000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 48128KAS0 8000000.00000000 PA USD 8349692.00000000 0.088712931342 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.10850000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E5CH9 86321.84000000 PA USD 91464.52000000 0.000971782633 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410US29 6135.66000000 PA USD 6146.93000000 0.000065309256 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Aqua Finance Trust N/A 038370AA0 7094314.71000000 PA USD 7282528.30000000 0.077374642451 Long ABS-O CORP US Y 2 2040-07-16 Fixed 3.14000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YBA7 10340000.00000000 PA USD 10457556.80000000 0.111108352069 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WTZT6 8922563.84000000 PA USD 9836429.78000000 0.104509066888 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BDXX9 1306988.30000000 PA USD 1319835.08000000 0.014022845254 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 3.00000000 N N N N N N Lendmark Funding Trust 549300PMR5HYNUPR5R97 52604FAA5 6400000.00000000 PA USD 6552481.92000000 0.069618122284 Long ABS-O CORP US Y 2 2027-12-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VV28 386468.82000000 PA USD 388933.91000000 0.004132304192 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 2.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGE3 5370000.00000000 PA USD 5466824.81000000 0.058083346551 Long DBT CORP US N 2 2023-01-20 Variable 3.12400080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABUP4 7117055.20000000 PA USD 7784595.83000000 0.082708956856 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 4.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAB7 14267000.00000000 PA USD 15411331.10000000 0.163740693401 Long DBT CORP FR Y 2 2024-01-10 Fixed 3.80000000 N N N N N N PRPM LLC N/A 693583AA4 8271000.00000000 PA USD 8276194.19000000 0.087932039523 Long ABS-MBS CORP US Y 2 2026-04-25 Variable 1.86699960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225ADU1 2121.30000000 PA USD 2309.23000000 0.000024534864 Long ABS-MBS USGA US N 2 2025-04-15 Fixed 8.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BXV9 361145.88000000 PA USD 362900.11000000 0.003855703005 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.62838000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARJW9 1607194.59000000 PA USD 1655392.59000000 0.017588041472 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BLN0 529865.74000000 PA USD 532666.29000000 0.005659416899 Long ABS-MBS USGA US N 2 2061-03-20 Floating 0.60837840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7B34 3169164.65000000 PA USD 3307351.00000000 0.035139595830 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392GTL9 1264892.20000000 PA USD 1454796.16000000 0.015456765574 Long ABS-MBS USGSE US N 2 2033-01-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394KJP0 545704.50000000 PA USD 564377.74000000 0.005996341385 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAA59 413031.42000000 PA USD 70581.98000000 0.000749912014 Long ABS-MBS USGSE US N 2 2033-03-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AEHD0 278923.89000000 PA USD 297498.74000000 0.003160833393 Long ABS-MBS USGSE US N 2 2026-08-15 Variable 3.99999960 N N N N N N ACC Trust N/A 00108GAA3 2089115.01000000 PA USD 2101561.12000000 0.022328446049 Long ABS-O CORP US Y 2 2023-02-21 Fixed 2.82000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EFT0 92109.30000000 PA USD 104400.35000000 0.001109221882 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DJW3 5017974.53000000 PA USD 5160707.70000000 0.054830945604 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167EAB1 1398866.27000000 PA USD 1402311.26000000 0.014899129516 Long ABS-O CORP US Y 2 2023-08-15 Fixed 2.58000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025297AB8 4250000.00000000 PA USD 4274616.43000000 0.045416496065 Long ABS-O CORP US Y 2 2024-08-13 Fixed 1.15000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 2705000.00000000 PA USD 2945034.37000000 0.031290092121 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNQP2 760912.96000000 PA USD 799683.99000000 0.008496398537 Long ABS-MBS USGSE US N 2 2046-04-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4CV8 1006792.08000000 PA USD 1037404.00000000 0.011022101153 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NXE2 356843.20000000 PA USD 358676.91000000 0.003810832793 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.74162880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MMP4 55356.57010000 PA USD 56341.53000000 0.000598611575 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 5.50000000 N N N N N N Drive Auto Receivables Trust N/A 26209BAG4 1625000.00000000 PA USD 1670916.16000000 0.017752974670 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.09000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393PHT4 263405.95000000 PA USD 263488.76000000 0.002799487726 Long ABS-MBS USGSE US N 2 2033-04-15 Floating 0.41087880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QF75 61184.69000000 PA USD 63683.92000000 0.000676622230 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 8.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36256DAB2 788760.88000000 PA USD 797105.81000000 0.008469006161 Long ABS-O CORP US Y 2 2024-12-16 Fixed 3.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWP35 1307166.00000000 PA USD 1317882.54000000 0.014002100112 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENYB9 78900.79000000 PA USD 83941.47000000 0.000891852521 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281AY0 2403394.37000000 PA USD 2523659.26000000 0.026813110072 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.23610000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312906XG0 104.01000000 PA USD 104.31000000 0.000001108261 Long ABS-MBS USGSE US N 2 2021-08-15 Fixed 8.25000000 N N N N N N AMSR Trust N/A 001807AB2 9780000.00000000 PA USD 9806493.04000000 0.104190998155 Long ABS-O CORP US Y 3 2037-09-17 Fixed 1.80600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132FNAP6 1883524.48000000 PA USD 1994124.23000000 0.021186961854 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B0AK2 1024505.96000000 PA USD 1049776.53000000 0.011153555512 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398PDU0 176260.25000000 PA USD 182130.56000000 0.001935081661 Long ABS-MBS USGSE US N 2 2025-04-25 Fixed 4.00000000 N N N N N N GLS Auto Receivables Trust N/A 36253UAE1 2000000.00000000 PA USD 2011751.20000000 0.021374243036 Long ABS-O CORP US Y 2 2024-06-17 Fixed 5.50000000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21055JAA6 5259784.13000000 PA USD 5286628.49000000 0.056168815600 Long ABS-O CORP US Y 2 2028-03-15 Fixed 2.26000000 N N N N N N Crossroads Asset Trust N/A 22767CAB6 8701000.00000000 PA USD 8711402.92000000 0.092555999567 Long ABS-O CORP US Y 2 2024-03-20 Fixed 0.82000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4AB5 126204.37000000 PA USD 141753.37000000 0.001506086329 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHUP5 5421556.35000000 PA USD 5716250.79000000 0.060733421528 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378DZ99 828625.13000000 PA USD 864944.52000000 0.009189771768 Long ABS-MBS USGA US N 2 2027-03-16 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376JDC5 2799324.57000000 PA USD 507745.69000000 0.005394643124 Long ABS-MBS USGA US N 2 2037-06-20 Floating 6.65075160 N N N N N N PRPM LLC N/A 693585AA9 12069900.44000000 PA USD 12144228.09000000 0.129028720191 Long ABS-MBS CORP US Y 2 2025-09-25 Variable 2.85699960 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAJ5 1035000.00000000 PA USD 1057946.93000000 0.011240363520 Long DBT CORP US N 2 2022-03-22 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398GKG3 3401769.83000000 PA USD 446773.14000000 0.004746828373 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 6.15836880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31286REQ9 894235.20000000 PA USD 921656.57000000 0.009792320006 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAB8 6200000.00000000 PA USD 6340403.22000000 0.067364850768 Long DBT CORP IE Y 2 2022-07-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394KH98 202596.69000000 PA USD 232985.00000000 0.002475394578 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 5.50000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAQ3 3140000.00000000 PA USD 3296112.86000000 0.035020194019 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 4812C2684 414249398.20000000 NS USD 414249398.20000000 4.401273534545 Long STIV RF US N 1 N N N Veros Auto Receivables Trust N/A 92512BAA1 6072000.00000000 PA USD 6073701.37000000 0.064531224940 Long ABS-O CORP US Y 2 2026-10-15 Fixed 0.92000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B5N8 4427281.11000000 PA USD 4447266.30000000 0.047250848286 Long ABS-MBS USGA US N 2 2063-08-20 Floating 0.70837920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKYG2 11098932.88000000 PA USD 11850621.43000000 0.125909238961 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BTU6 423400.92000000 PA USD 425805.88000000 0.004524057629 Long ABS-MBS USGA US N 2 2062-07-20 Floating 0.68838120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAA91 166549.95000000 PA USD 26611.56000000 0.000282739710 Long ABS-MBS USGSE US N 2 2033-03-25 Variable 6.00000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398VSY3 204927.09000000 PA USD 239609.14000000 0.002545774046 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 30292NAG8 6000000.00000000 PA USD 6521860.80000000 0.069292782221 Long ABS-MBS USGSE US Y 2 2048-01-25 Variable 3.68002440 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAC0 4640000.00000000 PA USD 4582789.36000000 0.048690739472 Long DBT CORP US Y 2 2026-03-15 Fixed 1.40000000 N N N N N N SoFi Consumer Loan Program Trust 5493000RZZ85L9YT5K31 78472CAA6 36672.56000000 PA USD 36761.66000000 0.000390581427 Long ABS-O CORP US Y 2 2028-02-25 Fixed 3.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359D4Z3 356.55000000 PA USD 394.59000000 0.000004192398 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 11.47057920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCCP7 3361391.50000000 PA USD 3514663.22000000 0.037342224950 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1X23 1597113.30000000 PA USD 1643461.69000000 0.017461279298 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 1.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAD3 3675000.00000000 PA USD 4035363.33000000 0.042874504836 Long DBT CORP KY Y 2 2024-05-15 Fixed 5.25000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AH4 3000000.00000000 PA USD 3129113.13000000 0.033245872813 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAH2 4290000.00000000 PA USD 4379084.68000000 0.046526439365 Long DBT CORP JP N 2 2022-02-28 Fixed 2.95300000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61763XAJ5 5250000.00000000 PA USD 5703397.88000000 0.060596863279 Long ABS-MBS CORP US N 3 2047-10-15 Variable 4.48175160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DQK1 1401066.37000000 PA USD 1438559.77000000 0.015284258881 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394KM68 656418.00000000 PA USD 682810.53000000 0.007254653664 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUZR5 5716366.04000000 PA USD 5974230.74000000 0.063474379828 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 3.00000000 N N N N N N Amur Equipment Finance Receivables VIII LLC 549300LUWIM31186Z163 03237PAG8 1820316.74000000 PA USD 1832572.93000000 0.019470528555 Long ABS-O CORP US Y 2 2025-08-20 Fixed 1.68000000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAA8 5260433.97000000 PA USD 5296184.93000000 0.056270349861 Long ABS-O CORP US Y 2 2033-11-21 Fixed 1.51000000 N N N N N N SoFi Consumer Loan Program LLC N/A 83405QAC3 2515401.18000000 PA USD 2544660.83000000 0.027036245349 Long ABS-O CORP US Y 3 2026-11-25 Fixed 3.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398SMH3 981704.52000000 PA USD 994627.38000000 0.010567612610 Long ABS-MBS USGSE US N 2 2039-03-25 Fixed 2.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BGS5 291262.45000000 PA USD 291713.03000000 0.003099361988 Long ABS-MBS USGA US N 2 2058-08-20 Floating 0.45838080 N N N N N N KKR Industrial Portfolio Trust N/A 48254CAJ4 3000000.00000000 PA USD 2998120.50000000 0.031854116064 Long ABS-MBS CORP US Y 3 2037-12-15 Floating 0.90087840 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GGQ1 7063000.00000000 PA USD 7117586.54000000 0.075622186548 Long DBT CORP US N 2 2021-07-27 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AN4F1 1571158.78000000 PA USD 1637419.10000000 0.017397078622 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UXP9 507536.14000000 PA USD 530309.24000000 0.005634373962 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJG5 15110000.00000000 PA USD 15198436.41000000 0.161478752240 Long DBT CORP US N 2 2025-09-25 Variable 0.98100000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BJ7 5218000.00000000 PA USD 5338085.70000000 0.056715532765 Long DBT CORP GB N 2 2023-03-13 Variable 3.26199960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395K5H2 907491.60000000 PA USD 1039200.85000000 0.011041192137 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Amur Equipment Finance Receivables IX LLC 549300INEWFFGID70G60 03237KAB0 15647000.00000000 PA USD 15664626.35000000 0.166431878193 Long ABS-O CORP US Y 2 2026-11-20 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6YF4 4850217.45000000 PA USD 4948770.47000000 0.052579177164 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARV45 2148001.91000000 PA USD 2222332.87000000 0.023611609064 Long ABS-MBS USGSE US N 2 2028-09-15 Fixed 3.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAL7 5850000.00000000 PA USD 6374654.38000000 0.067728758898 Long DBT CORP GB N 2 2025-07-09 Variable 3.87000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KBB8 1250000.00000000 PA USD 1346771.38000000 0.014309035227 Long ABS-MBS CORP US N 3 2048-06-15 Variable 4.21340040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AGEG1 3704702.85000000 PA USD 3920610.71000000 0.041655293241 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DK35 2375934.24000000 PA USD 2443383.45000000 0.025960204070 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 701669.21000000 PA USD 838462.67000000 0.008908410187 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 760719AS3 1400000.00000000 PA USD 1400000.00000000 0.014874573083 Long DBT CORP US N 2 2021-06-01 Fixed 9.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QQP7 1348099.97000000 PA USD 1468971.29000000 0.015607372007 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASV27 533795.18000000 PA USD 533753.49000000 0.005670968068 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 0.50087880 N N N N N N Alternative Loan Trust N/A 12669FFD0 10511.27000000 PA USD 10686.26000000 0.000113538253 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHW9 6973094.12000000 PA USD 7058230.02000000 0.074991541623 Long ABS-MBS USGA US N 2 2065-09-20 Floating 0.75837960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YRU4 1924286.15000000 PA USD 1947186.89000000 0.020688266930 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851EB6 20000000.00000000 PA USD 20045044.60000000 0.212972486333 Long DBT CORP US Y 2 2024-03-01 Fixed 0.75000000 N N N N N N FREMF Mortgage Trust N/A 30291NAG9 3000000.00000000 PA USD 3153481.80000000 0.033504782501 Long ABS-MBS USGSE US Y 2 2046-10-25 Variable 3.53768040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XAM7 1229085.08000000 PA USD 167461.37000000 0.001779225990 Long ABS-MBS USGA US N 2 2039-03-20 Floating 6.20075160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PCB1 216.26440000 PA USD 220.48000000 0.000002342532 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHY80 180486.44000000 PA USD 190163.83000000 0.002020432705 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 1.94500080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ATKT8 1038723.41000000 PA USD 1057673.67000000 0.011237460216 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 1.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDJ0 10550000.00000000 PA USD 10456270.53000000 0.111094685843 Long DBT CORP NL Y 2 2026-09-24 Variable 1.00400040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABEC1 85357.29000000 PA USD 89843.91000000 0.000954564146 Long ABS-MBS USGSE US N 2 2026-05-15 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3WA8 11058256.00000000 PA USD 11371756.89000000 0.120821449249 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JSS3 524873.11000000 PA USD 80608.49000000 0.000856440625 Long ABS-MBS USGSE US N 2 2039-09-15 Floating 6.69912120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8GH6 747637.54000000 PA USD 781596.13000000 0.008304220541 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJ6P3 1664680.50000000 PA USD 1716049.88000000 0.018232506682 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCQL3 131718.58000000 PA USD 20659.73000000 0.000219503331 Long ABS-MBS USGSE US N 2 2035-06-25 Variable 5.50000080 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HC0 18425000.00000000 PA USD 18513776.99000000 0.196703234922 Long DBT CORP US N 2 2024-04-01 Floating 0.83999880 N N N N N N AIG Global Funding 54930057MDZ7KOVOTV71 00138CAC2 1700000.00000000 PA USD 1719508.89000000 0.018269257608 Long DBT CORP US Y 2 2021-12-15 Fixed 2.70000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166PAJ0 1000000.00000000 PA USD 1068502.90000000 0.011352517482 Long ABS-O CORP US Y 2 2024-08-15 Fixed 5.43000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDBS0 4188888.75000000 PA USD 4297368.82000000 0.045658233271 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 35564KCU1 6750000.00000000 PA USD 6754949.78000000 0.071769281556 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 0.81000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AW4 1600000.00000000 PA USD 1608124.19000000 0.017085829136 Long DBT CORP JP N 2 2021-07-26 Fixed 3.53500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AP9 3535000.00000000 PA USD 3631025.91000000 0.038578543047 Long DBT CORP JP N 2 2022-07-25 Fixed 2.66500000 N N N N N N DT Auto Owner Trust N/A 23344EAE6 7140000.00000000 PA USD 7305281.72000000 0.077616390600 Long ABS-O CORP US Y 2 2025-11-17 Fixed 2.29000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A5UQ5 154630.23000000 PA USD 164534.05000000 0.001748124108 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QLT3 1349565.20000000 PA USD 1390674.85000000 0.014775496208 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 3.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261EAC1 5445000.00000000 PA USD 5479608.96000000 0.058219174246 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.14000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82653GAA0 754030.92000000 PA USD 789811.20000000 0.008391503154 Long ABS-O CORP US Y 2 2035-09-20 Fixed 3.69000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A2ZM6 48920.46000000 PA USD 49120.73000000 0.000521892777 Long ABS-MBS USGSE US N 2 2025-05-15 Fixed 2.50000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LBU4 3839000.00000000 PA USD 3966394.53000000 0.042141732367 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A1DG7 218339.95000000 PA USD 225955.56000000 0.002400708922 Long ABS-MBS USGSE US N 2 2039-03-25 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 10680000.00000000 PA USD 10757036.44000000 0.114290231921 Long DBT CORP FR Y 2 2026-10-06 Variable 1.65200040 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAD4 12000000.00000000 PA USD 12615469.56000000 0.134035517110 Long DBT CORP US Y 2 2024-07-15 Fixed 3.55000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DE2 20280000.00000000 PA USD 20352541.36000000 0.216239545640 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGAB8 676592.61000000 PA USD 695771.98000000 0.007392365118 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A1EN1 33990.90000000 PA USD 34408.41000000 0.000365578863 Long ABS-MBS USGSE US N 2 2039-03-25 Fixed 2.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAH3 900000.00000000 PA USD 907773.40000000 0.009644815558 Long DBT CORP JP N 2 2021-10-19 Fixed 2.44200000 N N N N N N FREMF Mortgage Trust N/A 30295MAU6 2700000.00000000 PA USD 2826990.18000000 0.030035908599 Long ABS-MBS USGSE US Y 2 2023-11-25 Variable 3.58154280 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CRE5 5873.50000000 PA USD 6688.49000000 0.000071063166 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 8.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BQ2 15615000.00000000 PA USD 15713733.18000000 0.166953623287 Long DBT CORP GB Y 2 2022-09-10 Variable 2.74399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQLB6 427119.12000000 PA USD 486326.27000000 0.005167068318 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GSH0 21123.11000000 PA USD 22297.06000000 0.000236899463 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.01099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ3J1 123730.75000000 PA USD 131199.25000000 0.001393952023 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GYP2 3096122.51000000 PA USD 3573189.94000000 0.037964053502 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 26138EAW9 1735000.00000000 PA USD 1839538.12000000 0.019544531575 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6HE4 12488490.10000000 PA USD 13530869.40000000 0.143761361267 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253GAE2 14925000.00000000 PA USD 16290598.70000000 0.173082643527 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.93100000 N N N N N N Octane Receivables Trust N/A 67592LAA4 8057570.89000000 PA USD 8131910.84000000 0.086399072927 Long ABS-O CORP US Y 2 2025-02-20 Fixed 1.71000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530QAD9 4790000.00000000 PA USD 4876426.93000000 0.051810549112 Long ABS-O CORP US Y 2 2026-12-14 Fixed 1.77000000 N N N N N N LMREC LLC N/A 50210LAA2 16180500.00000000 PA USD 16180495.15000000 0.171912826883 Long ABS-CBDO CORP US Y 2 2037-04-22 Floating 1.15999920 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2H5 600000.00000000 PA USD 631018.60000000 0.006704380202 Long DBT CORP US N 2 2025-10-30 Variable 2.40599880 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDH9 21235000.00000000 PA USD 21244328.11000000 0.225714507917 Long DBT CORP US N 2 2023-09-15 Floating 0.71388000 N N N N N N Upstart Securitization Trust N/A 91678WAC3 4750000.00000000 PA USD 4866027.78000000 0.051700061314 Long ABS-O CORP US Y 3 2030-01-21 Fixed 3.82900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B3P5 164767.41000000 PA USD 165417.45000000 0.001757509963 Long ABS-MBS USGA US N 2 2063-05-20 Floating 0.57837960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C6L0 2827623.50000000 PA USD 3245483.99000000 0.034482277714 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CJ6 15272000.00000000 PA USD 15521396.19000000 0.164910101419 Long DBT CORP GB N 2 2026-04-18 Variable 1.64499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LCD2 1233284.77000000 PA USD 1434570.60000000 0.015241875166 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285WAF4 2365000.00000000 PA USD 2387704.71000000 0.025368634436 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.12000000 N N N N N N CFMT LLC N/A 12529LAA8 5547521.62000000 PA USD 5553499.63000000 0.059004240082 Long ABS-MBS CORP US Y 2 2030-12-26 Variable 0.94610160 N N N N N N BNZ International Funding Ltd. 549300HVMZ89HDMELW08 05579HAE2 5410000.00000000 PA USD 5515959.83000000 0.058605391155 Long DBT CORP NZ Y 2 2022-02-21 Fixed 2.90000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 3196000.00000000 PA USD 3360992.76000000 0.035709523172 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAA5 5000000.00000000 PA USD 5092778.15000000 0.054109214850 Long DBT CORP FR Y 2 2022-01-10 Fixed 3.37500000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 12865000.00000000 PA USD 13242695.82000000 0.140699604856 Long ABS-O CORP US Y 2 2025-09-15 Fixed 2.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKRL1 523006.66000000 PA USD 571603.70000000 0.006073115007 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A93W6 738951.36000000 PA USD 744633.23000000 0.007911501000 Long ABS-MBS USGSE US N 2 2039-12-25 Fixed 2.00000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAA2 11415000.00000000 PA USD 12455298.95000000 0.132333753221 Long DBT CORP IE Y 2 2023-10-12 Fixed 4.75000000 N N N N N N NMEF Funding LLC 549300LKWL3P0UPHKL72 62919TAB2 14687000.00000000 PA USD 14696224.90000000 0.156142908091 Long ABS-O CORP US Y 2 2027-12-15 Fixed 0.81000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAF9 19100000.00000000 PA USD 19856869.97000000 0.210973188271 Long ABS-O CORP US Y 2 2026-01-15 Fixed 2.76000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394LYV8 1284850.08000000 PA USD 1314438.12000000 0.013965504199 Long ABS-MBS USGSE US N 2 2033-02-15 Floating 1.00087920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 226450.56000000 PA USD 262499.62000000 0.002788978415 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 12500000.00000000 PA USD 13558848.75000000 0.144058633329 Long DBT CORP GB N 2 2025-05-07 Variable 3.93199920 N N N N N N AerCap Ireland Capital DAC N/A 00772BAR2 1105000.00000000 PA USD 1126238.22000000 0.011965937652 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABA4 1445000.00000000 PA USD 1480548.00000000 0.015730371021 Long DBT CORP US Y 2 2022-06-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASP32 3434534.00000000 PA USD 3589654.04000000 0.038138979544 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPTL8 3447490.31000000 PA USD 3685810.11000000 0.039160608466 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2D5 8424000.00000000 PA USD 9097535.78000000 0.096658543457 Long DBT CORP FR Y 2 2025-01-09 Fixed 3.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312911GW4 1323.29000000 PA USD 1365.88000000 0.000014512058 Long ABS-MBS USGSE US N 2 2022-08-15 Fixed 8.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065TAG7 1178349.41000000 PA USD 1179124.88000000 0.012527842287 Long ABS-O CORP US N 2 2022-12-08 Fixed 2.74000000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAL2 6000000.00000000 PA USD 6222575.40000000 0.066112966111 Long ABS-MBS CORP US Y 3 2036-12-15 Fixed 2.71752000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054AAA6 335459.49000000 PA USD 336047.72000000 0.003570404550 Long ABS-O CORP US Y 2 2026-07-15 Fixed 2.94000000 N N N N N N FHLMC STACR REMIC Trust N/A 35564KAA7 7796000.00000000 PA USD 7796000.00000000 0.082830122685 Long ABS-MBS CORP US Y 2 2051-01-25 Floating 0.65999880 N N N N N N Santander Drive Auto Receivables Trust N/A 80286XAE4 8100000.00000000 PA USD 8131481.46000000 0.086394510896 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652QAA9 4057088.75000000 PA USD 4063294.88000000 0.043171269037 Long ABS-O CORP US Y 2 2037-11-20 Fixed 0.99000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80281MAC7 2984000.00000000 PA USD 3164421.29000000 0.033621011246 Long ABS-O CORP US Y 2 2026-02-17 Fixed 3.71000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7RH8 3245619.40000000 PA USD 3471559.27000000 0.036884258625 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBA8 115000.00000000 PA USD 114725.98000000 0.001218928552 Long DBT UST US N 2 2023-12-15 Fixed 0.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXVL4 389964.78000000 PA USD 397740.76000000 0.004225874287 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 1.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529RAE8 5500000.00000000 PA USD 5580968.25000000 0.059296085794 Long ABS-O CORP US Y 2 2025-12-12 Fixed 2.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACN98 80764.04000000 PA USD 80805.09000000 0.000858529440 Long ABS-MBS USGSE US N 2 2039-03-25 Floating 0.44163000 N N N N N N PRPM LLC N/A 69359XAA7 11721996.63000000 PA USD 11790552.73000000 0.125271027341 Long ABS-O CORP US Y 3 2025-10-25 Variable 2.95099920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8ZG5 3098823.20000000 PA USD 3340673.65000000 0.035493638825 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G3S0 160479.10000000 PA USD 183277.84000000 0.001947271161 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06739FFU0 2080000.00000000 PA USD 2085595.37000000 0.022158814824 Long DBT CORP GB Y 2 2021-06-12 Fixed 10.17900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A3YW3 1873592.53000000 PA USD 2063304.83000000 0.021921984633 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105DAG6 2500000.00000000 PA USD 2566849.25000000 0.027271990545 Long ABS-O CORP US Y 2 2024-01-16 Fixed 5.56000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397RMT0 697244.82000000 PA USD 143284.79000000 0.001522357200 Long ABS-MBS USGSE US N 2 2038-03-15 Floating 6.71911920 N N N N N N CPS Auto Receivables Trust N/A 12656NAE1 8000000.00000000 PA USD 8007112.00000000 0.085073123308 Long ABS-O CORP US Y 2 2026-09-15 Fixed 0.83000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A4FE2 527934.16000000 PA USD 579122.13000000 0.006152996033 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDVB5 1319672.78000000 PA USD 1340823.18000000 0.014245837416 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 4.00000000 N N N N N N OneMain Direct Auto Receivables Trust N/A 68268XAA9 1132690.65000000 PA USD 1138693.80000000 0.012098274391 Long ABS-O CORP US Y 2 2024-12-16 Fixed 3.43000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36181BRV4 895903.57000000 PA USD 960807.80000000 0.010208289885 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74331MAC0 2000000.00000000 PA USD 2016812.20000000 0.021428014617 Long ABS-O CORP US Y 3 2035-10-17 Fixed 4.17800000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCU2 5690000.00000000 PA USD 5751332.68000000 0.061106155911 Long DBT CORP US Y 2 2023-06-09 Fixed 0.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398WSD7 556349.52000000 PA USD 625559.34000000 0.006646377229 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Carnow Auto Receivables Trust N/A 14366LAE2 1000000.00000000 PA USD 1016088.20000000 0.010795627278 Long ABS-O CORP US Y 2 2024-06-17 Fixed 3.36000000 N N N N N N Bear Stearns ARM Trust N/A 07384MYS5 34302.99000000 PA USD 33867.68000000 0.000359833772 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.18649600 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFCX0 985176.02000000 PA USD 1037128.39000000 0.011019172881 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 3.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAC7 1200000.00000000 PA USD 1220350.97000000 0.012965856922 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LNQ2 3355288.20000000 PA USD 3362721.84000000 0.035727894120 Long ABS-MBS USGA US N 2 2068-10-20 Floating 0.50838120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132XV7H0 4575402.34000000 PA USD 4874607.44000000 0.051791217585 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Park Aerospace Holdings Ltd. 635400CPI3EOIFF6OC33 70014LAC4 3024000.00000000 PA USD 3173039.05000000 0.033712572318 Long DBT CORP KY Y 2 2023-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGHF4 107469.91000000 PA USD 109192.11000000 0.001160132871 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AX6R9 2594043.30000000 PA USD 2678261.25000000 0.028455709071 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 2.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167YAE1 9700000.00000000 PA USD 10050396.98000000 0.106782403141 Long ABS-O CORP US Y 2 2025-05-15 Fixed 3.28000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AETK3 2594345.64000000 PA USD 2670176.55000000 0.028369811599 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396GLR0 267436.64000000 PA USD 314474.73000000 0.003341198110 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 6.00000000 N N N N N N CarNow Auto Receivables Trust N/A 14369GAA8 5830258.06000000 PA USD 5834347.99000000 0.061988168266 Long ABS-O CORP US Y 2 2024-10-15 Fixed 0.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DPP1 957656.81000000 PA USD 984881.85000000 0.010464069326 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CUJF4 60722.77000000 PA USD 68063.75000000 0.000723156588 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378ARH6 125130.06000000 PA USD 131396.84000000 0.001396051356 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283HZ65 2238153.57000000 PA USD 2587518.64000000 0.027491596511 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JR9 14500000.00000000 PA USD 14534075.00000000 0.154420114850 Long DBT CORP US N 2 2021-11-15 Floating 1.53087840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A17D9 6661203.11000000 PA USD 7158351.35000000 0.076055300224 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XHB9 1019116.78000000 PA USD 1158051.89000000 0.012303948194 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17308CC46 3960000.00000000 PA USD 3994479.36000000 0.042440125122 Long DBT CORP US N 2 2022-11-04 Variable 2.31199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392HY31 307988.82000000 PA USD 313467.05000000 0.003330491817 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 0.84162960 N N N N N N Angel Oak Mortgage Trust LLC N/A 03464WAA0 4567269.18000000 PA USD 4590411.08000000 0.048771717923 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 1.37300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4ZN1 932635.93000000 PA USD 947267.68000000 0.010064430239 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BXJ2 56341.84000000 PA USD 58214.86000000 0.000618515135 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BAC0 987143.22000000 PA USD 1041738.77000000 0.011068156763 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.00000000 N N N N N N Republic Finance Issuance Trust N/A 76042EAA7 7592000.00000000 PA USD 7755397.30000000 0.082398731379 Long ABS-O CORP US Y 2 2030-11-20 Fixed 2.47000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397HDR6 495015.00000000 PA USD 496127.55000000 0.005271203929 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 0.36087840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4CU4 2000000.00000000 PA USD 2050575.20000000 0.021786736197 Long ABS-MBS USGSE US N 2 2038-07-15 Fixed 4.00000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AV6 21060000.00000000 PA USD 21099185.92000000 0.224172416408 Long DBT CORP US Y 2 2024-02-15 Fixed 0.97200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AH2M1 144175.13000000 PA USD 147426.52000000 0.001566361818 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9QJ0 743884.54000000 PA USD 745364.28000000 0.007919268183 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 0.34162920 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAM9 6000000.00000000 PA USD 6159927.90000000 0.065447355527 Long DBT CORP FR Y 2 2022-07-20 Fixed 2.70000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAC4 4940698.20000000 PA USD 4958632.93000000 0.052683962794 Long ABS-O CORP US Y 2 2023-12-15 Fixed 2.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2PU1 6011261.55000000 PA USD 6156807.42000000 0.065414201378 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BNZ7 708908.06000000 PA USD 759122.17000000 0.008065441569 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 2.26299960 N N N N N N Gray Oak Pipeline LLC N/A 38937LAC5 12825000.00000000 PA USD 13214239.26000000 0.140397262583 Long DBT CORP US Y 2 2025-10-15 Fixed 2.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YGY7 1032972.86000000 PA USD 1145103.97000000 0.012166380492 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUKL4 1662818.80000000 PA USD 1736560.82000000 0.018450429165 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.00000000 N N N N N N Flagship Credit Auto Trust N/A 33843WAE1 10600000.00000000 PA USD 10572991.20000000 0.112334807369 Long ABS-O CORP US Y 2 2027-03-15 Fixed 0.91000000 N N N N N N ACRE Commercial Mortgage Ltd. N/A 00489TAA4 6666500.00000000 PA USD 6641533.96000000 0.070564273053 Long ABS-MBS CORP KY Y 2 2037-12-18 Floating 0.92750040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NM95 355251.31000000 PA USD 68540.70000000 0.000728224036 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 7.05836880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392UVK7 207988.50000000 PA USD 209399.66000000 0.002224807533 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 0.60087960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394DTE0 584240.00000000 PA USD 579876.78000000 0.006161013959 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 0.39162960 N N N N N N Upstart Securitization Trust N/A 91679UAA0 3135244.84000000 PA USD 3158859.82000000 0.033561922323 Long ABS-O CORP US Y 2 2030-04-22 Fixed 2.32200000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GLD8 132976.39000000 PA USD 128779.76000000 0.001368245679 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.50389720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWR71 1951685.80000000 PA USD 2050226.61000000 0.021783032534 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAM26 479825.59000000 PA USD 530774.91000000 0.005639321564 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGAY8 795564.11000000 PA USD 825740.57000000 0.008773241754 Long ABS-MBS USGSE US N 2 2038-09-25 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BL75 402675.30000000 PA USD 403165.24000000 0.004283507733 Long ABS-MBS USGA US N 2 2062-02-20 Floating 0.50838120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ANCL7 176176.28000000 PA USD 182924.78000000 0.001943520006 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QSU3 444241.92000000 PA USD 469664.73000000 0.004990044536 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNBW3 1482492.72000000 PA USD 1516725.26000000 0.016114743376 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DX9 6150000.00000000 PA USD 6492291.41000000 0.068978616470 Long DBT CORP US Y 2 2024-06-14 Fixed 2.70000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52605WAB5 1472917.66000000 PA USD 1475749.79000000 0.015679391503 Long ABS-O CORP US Y 3 2025-11-10 Fixed 3.72500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312913HQ2 220.04000000 PA USD 220.25000000 0.000002340089 Long ABS-MBS USGSE US N 2 2022-11-15 Floating 0.92700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RYS8 474639.08000000 PA USD 482007.14000000 0.005121178879 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 0.64163160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5QY8 2717437.31000000 PA USD 2852798.60000000 0.030310115191 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547PAA7 5754000.00000000 PA USD 5753311.82000000 0.061127183670 Long ABS-O CORP US Y 2 2029-01-16 Fixed 1.22000000 N N N N N N CFMT LLC N/A 12526PAC8 2000000.00000000 PA USD 1996004.80000000 0.021206942337 Long ABS-MBS CORP US Y 3 2031-02-25 Variable 1.84690080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B5QZ9 391924.40000000 PA USD 395093.58000000 0.004197748807 Long ABS-MBS USGSE US N 2 2035-01-15 Floating 0.50087880 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AW3 1700000.00000000 PA USD 1735720.59000000 0.018441501977 Long DBT CORP SE N 2 2022-03-11 Fixed 2.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHQ71 162385.80000000 PA USD 171403.75000000 0.001821112575 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.01499920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B7S42 1000000.00000000 PA USD 1062557.50000000 0.011289349420 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376XNT6 3901558.36000000 PA USD 3923382.51000000 0.041684742771 Long ABS-MBS USGA US N 2 2060-03-20 Floating 0.65913120 N N N N N N BXMT Ltd. N/A 05609GAA6 6000000.00000000 PA USD 6000000.00000000 0.063748170358 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 1.15088040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4XA6 1021870.04000000 PA USD 1180212.28000000 0.012539395580 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKP87 2035173.14000000 PA USD 2104864.18000000 0.022363540054 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEH59 1635090.15000000 PA USD 1658397.71000000 0.017619969956 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413K3R0 593650.05000000 PA USD 612798.70000000 0.006510799320 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 1.55000160 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GAP9 4805000.00000000 PA USD 5141190.19000000 0.054623578012 Long DBT CORP CA N 2 2024-04-02 Fixed 3.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVTH2 503045.72000000 PA USD 529113.85000000 0.005621673308 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 3205000.00000000 PA USD 3583353.42000000 0.038072037378 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36258AAC4 13300000.00000000 PA USD 13639280.34000000 0.144913194446 Long ABS-O CORP US Y 2 2025-05-15 Fixed 2.96000000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CV2 12565000.00000000 PA USD 12567083.40000000 0.133521428914 Long DBT CORP US N 2 2023-09-14 Floating 0.53388000 N N N N N N Alexander Funding Trust N/A 014621AA4 32710000.00000000 PA USD 33207896.25000000 0.352823771230 Long DBT CORP US Y 2 2023-11-15 Fixed 1.84100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397TQJ4 2262455.06000000 PA USD 2523061.83000000 0.026806762560 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PUJ45 79774.24000000 PA USD 85042.35000000 0.000903549035 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Coca-Cola Europacific Partners plc 549300LTH67W4GWMRF57 19123MAB9 350000.00000000 PA USD 350000.00000000 0.003718643270 Long DBT CORP GB N 2 2021-08-19 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5L87 8148757.76000000 PA USD 465804.18000000 0.004949027370 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.50000000 N N N N N N GLS Auto Receivables Trust N/A 36249EAE4 1000000.00000000 PA USD 1025320.40000000 0.010893716588 Long ABS-O CORP US Y 2 2024-04-15 Fixed 4.17000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460WAB3 12850000.00000000 PA USD 12860531.35000000 0.136639223899 Long DBT CORP US N 2 2024-04-23 Floating 0.47999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393TY83 1343960.08000000 PA USD 1390168.38000000 0.014770115119 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 4.50000000 N N N N N N Foundation Finance Trust 549300QVJKB4ZVR88F06 35041KAA0 6515735.57000000 PA USD 6771143.93000000 0.071941339461 Long ABS-O CORP US Y 2 2040-07-16 Fixed 3.54000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WFQ4 193708.32000000 PA USD 196738.05000000 0.002090281787 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 0.49163040 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AB4 8160000.00000000 PA USD 8232427.26000000 0.087467029238 Long DBT CORP CH Y 2 2024-07-30 Variable 1.00800000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61763BAT1 889228.71000000 PA USD 943889.78000000 0.010028541082 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 3.76600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A7KX7 527140.10000000 PA USD 550433.84000000 0.005848191700 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AWJ0 990710.25000000 PA USD 1009896.64000000 0.010729843841 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAJ9 3065000.00000000 PA USD 3122653.57000000 0.033177241958 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.49000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVMS5 2071494.95000000 PA USD 2226640.81000000 0.023657379613 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.50000000 N N N N N N DT Auto Owner Trust 54930028PUXRRYF5WB25 23342LAJ1 15751815.97000000 PA USD 15933221.76000000 0.169285622518 Long ABS-O CORP US Y 2 2024-11-15 Fixed 5.15000000 N N N N N N CPS Auto Receivables Trust N/A 12655KAD0 15222000.00000000 PA USD 15562085.36000000 0.165342411443 Long ABS-O CORP US Y 2 2025-09-15 Fixed 2.72000000 N N N N N N DT Auto Owner Trust N/A 26253KAC8 6120000.00000000 PA USD 6207446.23000000 0.065952223293 Long ABS-O CORP US Y 2 2025-04-15 Fixed 2.74000000 N N N N N N FirstKey Homes Trust N/A 33767MAA3 5998052.72000000 PA USD 6018288.35000000 0.063942478500 Long ABS-O CORP US Y 2 2025-09-17 Fixed 1.33900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FGX7 100038.70000000 PA USD 101290.14000000 0.001076176850 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.66500080 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAB1 3824000.00000000 PA USD 3922651.32000000 0.041676974100 Long DBT CORP US N 2 2022-06-29 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7TE3 1272460.44000000 PA USD 1395735.77000000 0.014829266940 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 4.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BC5 13965000.00000000 PA USD 14299458.12000000 0.151927382044 Long DBT CORP US Y 2 2022-05-13 Fixed 2.90000000 N N N N N N ANTLR Mortgage Trust N/A 00201QAA7 11384000.00000000 PA USD 11384000.00000000 0.120951528559 Long ABS-MBS CORP US Y 2 2024-11-25 Variable 2.11500000 N N N N N N New Residential Advance Receivables Trust Advance Receivables Backed N/A 62942QCR2 15556000.00000000 PA USD 15639501.50000000 0.166164934323 Long ABS-O CORP US Y 2 2053-08-15 Fixed 1.42570000 N N N N N N FREED ABS Trust N/A 35635CAA0 10892000.00000000 PA USD 10899453.40000000 0.115803368692 Long ABS-O CORP US Y 2 2028-06-19 Fixed 0.68000000 N N N N N N Apidos CLO XXI 549300336HZNKBNFER56 03765PAJ2 1736531.33000000 PA USD 1737279.78000000 0.018458067895 Long ABS-CBDO CORP KY Y 2 2027-07-18 Floating 1.11975120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GACW5 313132.35000000 PA USD 326609.19000000 0.003470123047 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 2.75000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAF1 2059471.68000000 PA USD 2068903.03000000 0.021981463801 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.81000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GDB2 1650000.00000000 PA USD 1688410.56000000 0.017938847335 Long DBT CORP US Y 2 2022-06-17 Fixed 2.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UJ84 3180146.30000000 PA USD 3189537.27000000 0.033887860875 Long ABS-MBS USGA US N 2 2067-08-20 Floating 0.55838160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MDLY7 100511.81000000 PA USD 107217.48000000 0.001139153030 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQTZ6 1421211.29000000 PA USD 1482875.09000000 0.015755095642 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q3Q87 636290.21000000 PA USD 648812.71000000 0.006893437194 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 3.01700160 N Y N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBL8 5340000.00000000 PA USD 5442897.37000000 0.057829124797 Long DBT CORP US N 2 2022-03-09 Fixed 3.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGLR1 1104559.77000000 PA USD 1133170.96000000 0.012039595900 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 3.00000000 N N N N N N PRPM LLC N/A 693577AA6 12787270.63000000 PA USD 12827265.38000000 0.136285783112 Long ABS-MBS CORP US Y 2 2026-01-25 Variable 2.11500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CU2 6850000.00000000 PA USD 7002423.53000000 0.074398614685 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N Pretium Mortgage Credit Partners I LLC N/A 741389AA8 10577533.96000000 PA USD 10589464.36000000 0.112509829670 Long ABS-MBS CORP US Y 2 2060-09-27 Variable 2.23949880 N N N N N N AerCap Ireland Capital DAC N/A 00774MAS4 8260000.00000000 PA USD 8133849.48000000 0.086419670386 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KBP5 156.20000000 PA USD 156.47000000 0.000001662446 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 7.00000000 N N N N N N CPS Auto Receivables Trust N/A 12597JAD4 1000000.00000000 PA USD 1031775.20000000 0.010962296870 Long ABS-O CORP US Y 2 2025-12-15 Fixed 2.90000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042NAL1 1242477.94000000 PA USD 1245375.65000000 0.013231736516 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.41000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80282YAF3 1500000.00000000 PA USD 1496803.50000000 0.015903080751 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A6TC8 966874.58000000 PA USD 1009458.73000000 0.010725191181 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398PT90 921979.95000000 PA USD 946222.49000000 0.010053325414 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 1.04163120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CE28 470.05000000 PA USD 485.25000000 0.000005155633 Long ABS-MBS USGA US N 2 2028-01-20 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378VKP4 6438.01000000 PA USD 6414.00000000 0.000068146794 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 2.23999920 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAG9 2500000.00000000 PA USD 2501498.50000000 0.026577658754 Long ABS-MBS CORP US Y 3 2038-04-15 Floating 1.70184240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AX5T6 129232.18000000 PA USD 133146.87000000 0.001414644891 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AH2W7 537711.67000000 PA USD 562173.52000000 0.005972922220 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411KFT5 445283.59000000 PA USD 448359.55000000 0.004763683495 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.18400120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UDY3 747019.77000000 PA USD 751638.82000000 0.007985933257 Long ABS-MBS USGA US N 2 2063-12-20 Floating 0.70837920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACA92 662988.84000000 PA USD 684742.70000000 0.007275182381 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKY95 1138311.76000000 PA USD 1163766.69000000 0.012364666201 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202KYC3 137.50000000 PA USD 137.61000000 0.000001462064 Long ABS-MBS USGA US N 2 2021-07-20 Variable 2.25000000 N N N N N N LHOME Mortgage Trust N/A 501894AA7 6000000.00000000 PA USD 6013789.20000000 0.063894676403 Long ABS-MBS CORP US Y 2 2026-09-25 Variable 2.09000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378MBA2 618200.51000000 PA USD 634932.91000000 0.006745968552 Long ABS-MBS USGA US N 2 2037-09-20 Fixed 3.00000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAB4 3100000.00000000 PA USD 3174641.06000000 0.033729593186 Long DBT CORP NL Y 2 2022-05-25 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FA5N4 70605.43000000 PA USD 70568.84000000 0.000749772405 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30296GAU8 1620000.00000000 PA USD 1730985.55000000 0.018391193621 Long ABS-MBS USGSE US Y 2 2050-02-25 Variable 3.79575720 N N N N N N Drive Auto Receivables Trust N/A 26208FAA9 7694000.00000000 PA USD 7874648.20000000 0.083665735827 Long ABS-O CORP US N 2 2024-11-15 Fixed 5.27000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395TUK8 351736.04000000 PA USD 389334.86000000 0.004136564163 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395UYY1 2159086.46000000 PA USD 2340020.28000000 0.024862001908 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 5.50000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAK1 7710000.00000000 PA USD 7669447.33000000 0.081485539157 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N British Airways Pass-Through Trust N/A 11042AAA2 1497964.65000000 PA USD 1552519.77000000 0.016495049130 Long ABS-O CORP US Y 2 2024-06-20 Fixed 4.62500000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAA4 3000000.00000000 PA USD 3059245.50000000 0.032503550550 Long DBT CORP CA Y 2 2022-03-20 Fixed 3.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412MDJ4 507471.65000000 PA USD 599229.73000000 0.006366633151 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N CFMT LLC N/A 12526PAA2 10568899.06000000 PA USD 10563973.95000000 0.112239001837 Long ABS-MBS CORP US Y 2 2031-02-25 Variable 0.80060040 N N N N N N DT Auto Owner Trust N/A 26252TAG1 9325000.00000000 PA USD 9646831.86000000 0.102494646804 Long ABS-O CORP US Y 2 2025-02-18 Fixed 3.48000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAE7 13395000.00000000 PA USD 13207555.19000000 0.140326246378 Long DBT CORP US Y 2 2026-01-09 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACAH4 2262698.00000000 PA USD 2289068.84000000 0.024320658395 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 2.00000000 N N N N N N FREMF Mortgage Trust 549300R3J0I74BM2LZ86 30293WAG7 2000000.00000000 PA USD 2127287.60000000 0.022601782054 Long ABS-MBS USGSE US Y 2 2048-10-25 Variable 3.77920800 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAK7 13100000.00000000 PA USD 13014307.53000000 0.138273048919 Long DBT CORP US Y 2 2026-01-30 Fixed 1.95000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765LAT7 7873612.99000000 PA USD 8494759.96000000 0.090254234180 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.47900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BGJA8 1072752.16000000 PA USD 1077855.99000000 0.011451891212 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCF1 252479.87000000 PA USD 253285.46000000 0.002691080775 Long ABS-MBS USGA US N 2 2065-05-20 Floating 0.54038160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKWL0 1932350.84000000 PA USD 2082713.44000000 0.022128195196 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HCX2 3551223.66000000 PA USD 4256040.70000000 0.045219134599 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJAT3 3000000.00000000 PA USD 3103431.60000000 0.032973014388 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQG53 2146513.84000000 PA USD 2274114.00000000 0.024161767781 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UCK4 2389728.69000000 PA USD 2407070.95000000 0.025574394830 Long ABS-MBS USGA US N 2 2063-12-20 Floating 0.75837960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PEZL5 1591.46000000 PA USD 1596.53000000 0.000016962644 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8HJ1 802700.73000000 PA USD 806092.14000000 0.008564483177 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 3.00000000 N N N N N N FCI Funding LLC N/A 30260GAA4 10366254.89000000 PA USD 10382146.36000000 0.110307139140 Long ABS-O CORP US Y 2 2033-04-15 Fixed 1.13000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2E3 2100000.00000000 PA USD 2211415.56000000 0.023495615975 Long DBT CORP FR Y 2 2023-03-01 Fixed 3.50000000 N N N N N N PFP Ltd. N/A 69290LAA5 22000000.00000000 PA USD 21945044.00000000 0.233159400572 Long ABS-MBS CORP KY Y 2 2038-04-14 Floating 0.94812840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAM8 1643481.49000000 PA USD 1660162.50000000 0.017638720312 Long ABS-MBS USGA US N 2 2065-04-20 Floating 0.70837920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394UAB8 2753274.83000000 PA USD 3138129.79000000 0.033341672076 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.00000000 N N N N N N PRPM LLC N/A 693590AA9 1169053.07000000 PA USD 1178192.26000000 0.012517933484 Long ABS-MBS CORP US Y 2 2025-08-25 Variable 3.67099920 N N N N N N American Credit Acceptance Receivables Trust 5493007QHGZZPPA34T64 02529KAG8 1122284.07000000 PA USD 1143973.67000000 0.012154371400 Long ABS-O CORP US Y 2 2024-07-10 Fixed 4.07000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 7525000.00000000 PA USD 7624748.01000000 0.081010622513 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358MQT4 5433.30000000 PA USD 5576.09000000 0.000059244255 Long ABS-MBS USGSE US N 2 2022-04-25 Fixed 8.50000000 N N N N N N FREMF Mortgage Trust N/A 30286XAQ2 6000000.00000000 PA USD 6399861.00000000 0.067996571549 Long ABS-MBS USGSE US Y 2 2048-02-25 Variable 3.73216680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWA7 473182.32000000 PA USD 491695.00000000 0.005224109437 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.23300080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AYTE3 2206827.47000000 PA USD 2353514.63000000 0.025005375262 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6KB6 12236019.96000000 PA USD 12954730.25000000 0.137640058487 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1XV9 4209268.56000000 PA USD 4391816.12000000 0.046661707033 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36257NAB9 13900000.00000000 PA USD 14130200.68000000 0.150129073357 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.32000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BM1 15645000.00000000 PA USD 16015205.44000000 0.170156674118 Long DBT CORP GB Y 2 2023-01-20 Variable 4.24699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394AWY8 34531.47000000 PA USD 34858.28000000 0.000370358595 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394NN46 1166274.79000000 PA USD 1305463.62000000 0.013870152874 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395PMC3 90371.10000000 PA USD 90477.50000000 0.000961295847 Long ABS-MBS USGSE US N 2 2034-12-15 Floating 0.40088160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADFU8 605168.93000000 PA USD 669609.62000000 0.007114398021 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395MBH1 116947.47000000 PA USD 133127.83000000 0.001414442597 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417CN50 1998986.28000000 PA USD 2112797.90000000 0.022447833410 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Galaxy XIX CLO Ltd. 5493000B2531UL3WQV87 36319QBN1 11000000.00000000 PA USD 10997228.00000000 0.116842194002 Long ABS-CBDO CORP KY Y 2 2030-07-24 Floating 1.12574880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MQZ8 76009.77000000 PA USD 76722.31000000 0.000815151148 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAF9 5492000.00000000 PA USD 5677852.03000000 0.060325446412 Long ABS-O CORP US Y 2 2024-11-15 Fixed 3.20000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166JAG0 2586959.07000000 PA USD 2621835.93000000 0.027856207252 Long ABS-O CORP US Y 2 2023-11-15 Fixed 6.20000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 14685000.00000000 PA USD 15810812.16000000 0.167985057846 Long DBT CORP FR Y 2 2023-09-12 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PE38 19931754.83000000 PA USD 21412851.64000000 0.227505019033 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 741531FA0 466000.00000000 PA USD 499133.32000000 0.005303139319 Long DBT CORP US Y 2 2023-09-01 Fixed 3.45000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025291AC9 10749000.00000000 PA USD 10763943.26000000 0.114363614777 Long ABS-O CORP US Y 2 2027-07-13 Fixed 0.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWK55 794916.08000000 PA USD 808025.84000000 0.008585028150 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.00000000 N N N N N N DT Auto Owner Trust N/A 23344EAG1 9660000.00000000 PA USD 9992651.76000000 0.106168877787 Long ABS-O CORP US Y 2 2025-11-17 Fixed 2.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9Y28 459652.44000000 PA USD 475263.02000000 0.005049524660 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NH2S1 398440.49000000 PA USD 402797.00000000 0.004279595295 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 2.85500160 N Y N N N N FREED ABS Trust N/A 35634LAB9 2000000.00000000 PA USD 2035730.60000000 0.021629016848 Long ABS-O CORP US Y 3 2027-09-20 Fixed 4.18000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 10319000.00000000 PA USD 10795474.67000000 0.114698626393 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394KN83 1410016.92000000 PA USD 1553641.67000000 0.016506968975 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202J5F1 3710.91000000 PA USD 3733.78000000 0.000039670273 Long ABS-MBS USGA US N 2 2022-09-20 Variable 2.25000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAD1 10792000.00000000 PA USD 10916040.01000000 0.115979596365 Long ABS-O CORP US Y 2 2024-04-15 Fixed 2.51000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAZ0 9805000.00000000 PA USD 9815883.55000000 0.104290769460 Long DBT CORP US N 2 2024-05-13 Floating 0.65999880 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAL9 1826000.00000000 PA USD 1832366.79000000 0.019468338381 Long DBT CORP US Y 2 2021-09-15 Fixed 1.85000000 N N N N N N Drive Auto Receivables Trust N/A 26208JAG8 3634423.34000000 PA USD 3714961.80000000 0.039470336283 Long ABS-O CORP US N 2 2024-08-15 Fixed 4.14000000 N N N N N N VOLT XCVI LLC N/A 92873FAA5 18107844.40000000 PA USD 18108443.77000000 0.192396693062 Long ABS-MBS CORP US Y 2 2051-03-27 Variable 2.11569840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225A4Q0 1898.26000000 PA USD 1903.94000000 0.000020228781 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH4G4 121331.87000000 PA USD 132635.75000000 0.001409214397 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 4.50000000 N N N N N N DT Auto Owner Trust N/A 23345EAE5 4433000.00000000 PA USD 4449514.25000000 0.047274732070 Long ABS-O CORP US Y 2 2027-02-16 Fixed 1.10000000 N N N N N N Newark BSL CLO 2 Ltd. N/A 65023PAN0 10996000.00000000 PA USD 10993229.01000000 0.116799705952 Long ABS-CBDO CORP KY Y 2 2030-07-25 Floating 1.14575040 N N N N N N FirstKey Homes Trust N/A 33767JAA0 6917698.23000000 PA USD 6912224.26000000 0.073440274946 Long ABS-O CORP US Y 2 2037-10-19 Fixed 1.26600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A0XQ3 713852.48000000 PA USD 738120.47000000 0.007842304911 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MRMF5 303975.83000000 PA USD 313247.76000000 0.003328161928 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWC3 48416.43000000 PA USD 48128.36000000 0.000511349148 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.47500000 N Y N N N N Marlette Funding Trust 549300FK0U6W6777SM18 57109XAA5 538529.99000000 PA USD 540005.29000000 0.005737391536 Long ABS-O CORP US Y 2 2029-04-16 Fixed 3.44000000 N N N N N N PRPM LLC N/A 693587AA5 5666672.15000000 PA USD 5688821.47000000 0.060441993367 Long ABS-MBS CORP US Y 2 2025-11-25 Variable 2.36300040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HZT6 1994947.26000000 PA USD 2069372.96000000 0.021986456664 Long ABS-MBS USGA US N 2 2042-09-16 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHML1 325264.39000000 PA USD 362950.92000000 0.003856242846 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 4.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABG1 5806000.00000000 PA USD 6143535.24000000 0.065273188513 Long DBT CORP US Y 2 2027-02-10 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F2J4 269261.29000000 PA USD 287880.71000000 0.003058644757 Long ABS-MBS USGA US N 2 2027-01-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396X2R4 2355408.29000000 PA USD 2681069.40000000 0.028485544808 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.00000000 N N N N N N CPS Auto Receivables Trust 549300RMJRP95RN5CL91 22412AAD5 2000000.00000000 PA USD 2047428.00000000 0.021753298156 Long ABS-O CORP US Y 2 2025-03-17 Fixed 3.69000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAS6 11835000.00000000 PA USD 12142120.74000000 0.129006330240 Long DBT CORP FR Y 2 2022-11-21 Fixed 2.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LX6X2 1108412.61000000 PA USD 1219119.51000000 0.012952773035 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAH4 21200000.00000000 PA USD 21368292.81000000 0.227031595052 Long DBT CORP ES N 2 2023-09-18 Fixed 0.87500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 1645000.00000000 PA USD 1722730.64000000 0.018303487720 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NUBC7 286762.57000000 PA USD 291351.94000000 0.003095525517 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.72999880 N Y N N N N BAT International Finance plc 21380041YBGOQDFAC823 05530QAN0 4925000.00000000 PA USD 4914746.69000000 0.052217684876 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557FAD8 870000.00000000 PA USD 912719.20000000 0.009697363175 Long DBT CORP FI Y 2 2022-09-21 Fixed 4.25000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAE1 4330000.00000000 PA USD 4436155.93000000 0.047132803993 Long DBT CORP KY Y 2 2022-05-01 Fixed 3.62500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LQ2 2500000.00000000 PA USD 2579637.93000000 0.027407866370 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JBE5 3000000.00000000 PA USD 3264643.20000000 0.034685838478 Long ABS-MBS CORP US N 3 2048-05-15 Variable 4.09362120 N N N N N N CPS Auto Receivables Trust N/A 12597JAA0 431373.01000000 PA USD 432450.36000000 0.004594653203 Long ABS-O CORP US Y 2 2023-05-15 Fixed 2.09000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BLH3 2840064.77000000 PA USD 2857985.29000000 0.030365222191 Long ABS-MBS USGA US N 2 2061-02-20 Floating 0.70837920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417Y7J0 678350.99000000 PA USD 712937.26000000 0.007574740984 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBZ1 5500000.00000000 PA USD 5825805.48000000 0.061897406702 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ARN8 1161543.04000000 PA USD 1184890.17000000 0.012589096735 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 0.89163000 N N N N N N Consumer Loan Underlying Bond Credit Trust N/A 21054PAC9 5000000.00000000 PA USD 5049800.00000000 0.053652585112 Long ABS-O CORP US Y 3 2026-10-15 Fixed 2.83000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBP3 18070000.00000000 PA USD 17832124.53000000 0.189460885398 Long DBT CORP JP N 2 2027-05-22 Variable 1.23400080 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535KAC7 4250000.00000000 PA USD 4394167.23000000 0.046686686860 Long ABS-O CORP US Y 2 2029-01-16 Fixed 2.86000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJVV5 2009055.16000000 PA USD 2115905.55000000 0.022480851243 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 4.00000000 N N N N N N Continental Finance Credit Card ABS Master Trust N/A 66981PAA6 4480000.00000000 PA USD 4530574.72000000 0.048135974845 Long ABS-O CORP US Y 2 2028-12-15 Fixed 2.24000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 001192AJ2 500000.00000000 PA USD 500583.07000000 0.005318542470 Long DBT CORP US N 2 2021-09-15 Fixed 3.50000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GRK2 4480000.00000000 PA USD 4529706.54000000 0.048126750697 Long DBT CORP CA N 2 2023-06-23 Fixed 0.95000000 N N N N N N OBX Trust N/A 67448WBD9 2503396.39000000 PA USD 2505714.28000000 0.026622450131 Long ABS-MBS CORP US Y 2 2060-01-25 Floating 0.99163080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395KSL8 374452.95000000 PA USD 446343.39000000 0.004742262410 Long ABS-MBS USGSE US N 2 2034-12-15 Floating 9.96986880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397JR97 1640888.03000000 PA USD 1912665.36000000 0.020321486201 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BPT7 85331.62000000 PA USD 89048.27000000 0.000946110714 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AAXK5 16054083.86000000 PA USD 17924019.40000000 0.190437240369 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ALVF5 1306431.79000000 PA USD 1316329.19000000 0.013985596241 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNG81 6644839.04000000 PA USD 6888347.14000000 0.073186587827 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392AJW9 99545.57000000 PA USD 114423.90000000 0.001215719045 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 7.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YA2 8310000.00000000 PA USD 8414909.26000000 0.089405844842 Long DBT CORP CH Y 2 2022-04-21 Fixed 1.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166EAE6 2379546.08000000 PA USD 2393879.28000000 0.025434237359 Long ABS-O CORP US Y 2 2023-09-15 Fixed 3.97000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VND9 2316573.63000000 PA USD 2389983.53000000 0.025392846203 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225433AT8 5550000.00000000 PA USD 5894663.21000000 0.062628999085 Long DBT CORP CH N 2 2023-06-09 Fixed 3.80000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAJ9 5000000.00000000 PA USD 5053825.50000000 0.053695354822 Long ABS-O CORP US Y 2 2025-11-17 Fixed 1.24000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2QL7 945405.90000000 PA USD 966258.43000000 0.010266201167 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2MX8 112689.51000000 PA USD 120273.42000000 0.001277868411 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5D60 42710.09000000 PA USD 42976.14000000 0.000456608382 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395QCY4 2035781.31000000 PA USD 2157821.80000000 0.022926198618 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Westgate Resorts LLC N/A 96034LAA9 2173158.34000000 PA USD 2220039.45000000 0.023587242176 Long ABS-O CORP US Y 2 2034-03-20 Fixed 2.71300000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAM5 13725000.00000000 PA USD 13571928.37000000 0.144197600303 Long DBT CORP US N 2 2027-01-28 Variable 1.12200120 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAS4 2835000.00000000 PA USD 2890813.78000000 0.030714014886 Long DBT CORP GB N 2 2023-01-10 Fixed 3.68400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6U82 554029.76000000 PA USD 608434.82000000 0.006464434426 Long ABS-MBS USGSE US N 2 2043-12-15 Fixed 4.00000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAF8 3000000.00000000 PA USD 3009313.56000000 0.031973038914 Long DBT CORP US N 2 2021-08-09 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAZB2 2738148.63000000 PA USD 3154332.98000000 0.033513826029 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 6.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAG7 6000000.00000000 PA USD 6267004.32000000 0.066585009837 Long DBT CORP FR Y 2 2025-01-14 Fixed 2.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398J3B7 756012.62000000 PA USD 863318.41000000 0.009172494845 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6Z6 145043.07000000 PA USD 149826.52000000 0.001591861086 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 1.56600000 N N N N N N Flagship Credit Auto Trust N/A 33844QAG8 5000000.00000000 PA USD 5507535.50000000 0.058515885218 Long ABS-O CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Flagship Credit Auto Trust N/A 33844RAA9 792115.27000000 PA USD 796872.32000000 0.008466525401 Long ABS-O CORP US Y 2 2023-08-15 Fixed 3.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CE30 538276.52000000 PA USD 559484.22000000 0.005944349228 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.73900160 N N N N N N FREMF Mortgage Trust N/A 30290QAH1 4500000.00000000 PA USD 4625927.55000000 0.049149069587 Long ABS-MBS USGSE US Y 2 2045-05-25 Variable 3.86718840 N N N N N N Flagship Credit Auto Trust N/A 33843RAE2 2272326.97000000 PA USD 2290015.22000000 0.024330713394 Long ABS-O CORP US Y 2 2023-11-15 Fixed 2.92000000 N N N N N N CSMC Trust N/A 12660KAC5 13877214.94000000 PA USD 13875603.80000000 0.147424059144 Long ABS-MBS CORP US Y 2 2060-09-27 Variable 1.66772880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BVQY5 13776168.41000000 PA USD 14438291.01000000 0.153402439164 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B75U1 1380777.30000000 PA USD 1389892.78000000 0.014767186953 Long ABS-MBS USGSE US N 2 2031-06-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312905Z70 13.93000000 PA USD 13.93000000 0.000000148002 Long ABS-MBS USGSE US N 2 2021-06-15 Fixed 8.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828T67 47315000.00000000 PA USD 47551575.00000000 0.505220983984 Long DBT UST US N 2 2021-10-31 Fixed 1.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409YEN3 205936.62000000 PA USD 206941.31000000 0.002198688314 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.45300040 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAL4 1000000.00000000 PA USD 1011973.27000000 0.010751907402 Long DBT CORP US N 2 2022-01-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YF1 25500000.00000000 PA USD 25957207.10000000 0.275787410039 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCP59 89826.45000000 PA USD 17833.18000000 0.000189472099 Long ABS-MBS USGSE US N 2 2036-10-25 Variable 6.50000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4HD1 788292.39000000 PA USD 835755.63000000 0.008879648713 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A0MY8 872117.16000000 PA USD 979550.22000000 0.010407422383 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7QA4 151634.64000000 PA USD 165894.78000000 0.001762581449 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392F6Z5 211370.89000000 PA USD 216203.91000000 0.002297100614 Long ABS-MBS USGSE US N 2 2032-12-18 Floating 1.09749960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XXQX2 6232473.59000000 PA USD 6711716.53000000 0.071309941458 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4JW0 3799544.64000000 PA USD 3905665.16000000 0.041496501330 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YWZ1 97797.43000000 PA USD 11573.96000000 0.000122969795 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 6.17837040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313920NU0 35566.38000000 PA USD 35199.70000000 0.000373986078 Long ABS-MBS USGSE US N 2 2024-04-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395AWD3 355424.01000000 PA USD 364379.81000000 0.003871424367 Long ABS-MBS USGSE US N 2 2034-02-15 Floating 1.10088000 N N N N N N Bain Capital Credit CLO Ltd. 549300GUKNMHLHIJO049 05682QAQ9 12445000.00000000 PA USD 12445000.00000000 0.132224330018 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 1.12524840 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAA6 226749.37000000 PA USD 226909.68000000 0.002410846156 Long ABS-O CORP US Y 2 2023-06-15 Fixed 2.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKBT9 584803.00000000 PA USD 614094.55000000 0.006524567331 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.00000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13975WAG8 3046000.00000000 PA USD 3057168.77000000 0.032481485927 Long ABS-O CORP US Y 2 2025-02-20 Fixed 3.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BUL4 299481.08000000 PA USD 301086.45000000 0.003198951717 Long ABS-MBS USGA US N 2 2062-08-20 Floating 0.62838000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B5D75 828064.37000000 PA USD 853040.53000000 0.009063295504 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AE5D5 244782.43000000 PA USD 245966.88000000 0.002613323094 Long ABS-MBS USGSE US N 2 2037-10-25 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAY3 1500000.00000000 PA USD 1533930.32000000 0.016297541892 Long DBT CORP US Y 2 2022-02-01 Fixed 3.95000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3VL5 1171995.56000000 PA USD 1205110.58000000 0.012803932425 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Flagship Credit Auto Trust N/A 33844RAG6 3750000.00000000 PA USD 3941333.63000000 0.041875467947 Long ABS-O CORP US Y 2 2025-02-18 Fixed 4.08000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BVDL7 3308177.76000000 PA USD 3550043.93000000 0.037718134204 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 3.00000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69702DAA5 15000000.00000000 PA USD 14996205.00000000 0.159330105177 Long ABS-CBDO CORP KY Y 2 2029-05-20 Floating 0.98825040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWT20 901727.40000000 PA USD 904823.57000000 0.009613474514 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BP83 2153811.06000000 PA USD 2290029.34000000 0.024330863415 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CS6 7325000.00000000 PA USD 7355850.70000000 0.078153670592 Long DBT CORP GB N 2 2025-05-24 Variable 0.97599960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AX60 3629692.64000000 PA USD 4070839.75000000 0.043251430980 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NHJ4 379080.39000000 PA USD 424469.62000000 0.004509860274 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 5.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BJ8 7585000.00000000 PA USD 7994793.51000000 0.084942243109 Long DBT CORP GB Y 2 2024-03-15 Variable 3.88500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABD75 4447718.05000000 PA USD 4561462.21000000 0.048464145007 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 1.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165XAE5 3913000.00000000 PA USD 3918259.07000000 0.041630307783 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.98000000 N N N N N N VOLT XCV LLC N/A 92873BAA4 22947407.66000000 PA USD 22945844.94000000 0.243792605374 Long ABS-O CORP US Y 3 2051-03-27 Variable 2.23959960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FV52 86077.35000000 PA USD 91730.95000000 0.000974613371 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 4.00000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105MAH4 6855000.00000000 PA USD 7204605.69000000 0.076546738481 Long ABS-O CORP US Y 2 2026-06-15 Fixed 6.48000000 N N N N N N Morgan Stanley Capital I N/A 61691NAB1 4000000.00000000 PA USD 4124136.80000000 0.043817695884 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.34500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z29 37515000.00000000 PA USD 38350294.73000000 0.407460186956 Long DBT UST US N 2 2023-01-15 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHVP5 117331.65000000 PA USD 124830.65000000 0.001326287590 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.55499920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397TTX0 142608.25000000 PA USD 161960.12000000 0.001720776886 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JS7 24650000.00000000 PA USD 24670479.47000000 0.262116321345 Long DBT CORP US N 2 2023-03-10 Fixed 1.36700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LHX1 201187.97000000 PA USD 201375.40000000 0.002139552217 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.39162960 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBM6 16490000.00000000 PA USD 17506761.20000000 0.186003999233 Long DBT CORP US Y 2 2023-04-06 Fixed 3.80000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAA6 6015000.00000000 PA USD 6244965.42000000 0.066350853245 Long DBT CORP GB Y 2 2023-05-21 Fixed 2.37500000 N N N N N N 7-Eleven, Inc. 549300K23JPL0SS3LB18 817826AA8 6640000.00000000 PA USD 6647681.55000000 0.070629589322 Long DBT CORP US Y 2 2023-02-10 Fixed 0.62500000 N N N N N N Benchmark Mortgage Trust N/A 08162CAB6 1645000.00000000 PA USD 1750601.27000000 0.018599604664 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.20300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359FVP0 85976.99000000 PA USD 90018.14000000 0.000956415287 Long ABS-MBS USGSE US N 2 2023-12-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JUK7 5492062.32000000 PA USD 6333211.76000000 0.067288443698 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGFV9 600000.00000000 PA USD 691811.46000000 0.007350285801 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 4.00000000 N N N N N N DT Auto Owner Trust N/A 23343CAG6 25048000.00000000 PA USD 25755017.37000000 0.273639205813 Long ABS-O CORP US Y 2 2024-07-15 Fixed 4.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DNP3 975634.14000000 PA USD 1003425.26000000 0.010661087402 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGAF9 292614.30000000 PA USD 296056.23000000 0.003145507164 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 0.44163000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAV8 2023316.04000000 PA USD 2128391.70000000 0.022613512780 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.57500000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654744AB7 21920000.00000000 PA USD 23402000.02000000 0.248639113999 Long DBT CORP JP Y 2 2025-09-17 Fixed 3.52200000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558AU7 5015000.00000000 PA USD 5066415.54000000 0.053829120158 Long DBT CORP US N 2 2021-12-01 Fixed 4.40000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506AN1 6020000.00000000 PA USD 6002255.87000000 0.063772138289 Long DBT CORP US Y 2 2025-10-01 Fixed 1.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394FN92 1238699.13000000 PA USD 1393414.51000000 0.014804604260 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1XE3 4648916.41000000 PA USD 4991287.72000000 0.053030909980 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 4.50000000 N N N N N N VOLT XCII LLC N/A 91835MAA9 8464638.19000000 PA USD 8471766.26000000 0.090009933129 Long ABS-MBS CORP US Y 2 2051-02-27 Variable 1.89249840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RPB6 4132819.43000000 PA USD 4219174.28000000 0.044827440128 Long ABS-MBS USGA US N 2 2066-01-20 Floating 1.00838160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HDQ36 10987.25000000 PA USD 11125.22000000 0.000118202069 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 2.44100160 N Y N N N N American Credit Acceptance Receivables Trust N/A 02529NAJ6 9150000.00000000 PA USD 9502264.94000000 0.100958667364 Long ABS-O CORP US Y 2 2025-09-12 Fixed 3.80000000 N N N N N N FHF Trust N/A 30260WAA9 12689045.79000000 PA USD 12699169.11000000 0.134924799305 Long ABS-O CORP US Y 2 2027-03-15 Fixed 1.27000000 N N N N N N Lloyds Bank plc H7FNTJ4851HG0EXQ1Z70 53944VAS8 600000.00000000 PA USD 614332.91000000 0.006527099833 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382HMA5 6213292.16000000 PA USD 6318470.77000000 0.067131825174 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APCJ9 1708897.51000000 PA USD 1782680.36000000 0.018940435213 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGJS2 54223.22000000 PA USD 56307.30000000 0.000598247892 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.09999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WKE5 564954.51000000 PA USD 594472.03000000 0.006316084040 Long ABS-MBS USGSE US N 2 2037-05-25 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359HBP8 85983.51000000 PA USD 90427.33000000 0.000960762806 Long ABS-MBS USGSE US N 2 2024-02-25 Fixed 6.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XQP2 1049646.19000000 PA USD 98883.18000000 0.001050603634 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 6.40837080 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAB1 7750000.00000000 PA USD 8035636.02000000 0.085376182323 Long DBT CORP NZ Y 2 2025-02-21 Fixed 2.00000000 N N N N N N Baker Hughes a GE Co. LLC N/A 05723KAD2 1190000.00000000 PA USD 1233818.13000000 0.013108941390 Long DBT CORP US N 2 2022-12-15 Fixed 2.77300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0NJ2 690360.24000000 PA USD 724908.21000000 0.007701928677 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398NRT3 1875181.25000000 PA USD 1980073.08000000 0.021037672670 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A7FL1 3938870.43000000 PA USD 4057029.45000000 0.043104700754 Long ABS-MBS USGSE US N 2 2041-01-25 Fixed 2.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2R3 31246000.00000000 PA USD 32027107.82000000 0.340278254232 Long DBT CORP US N 2 2024-06-02 Variable 1.65399840 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322VAX4 4385019.00000000 PA USD 4705983.97000000 0.049999644637 Long ABS-MBS CORP US N 3 2047-07-10 Variable 4.43030040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RXN0 201101.42000000 PA USD 206015.68000000 0.002188853777 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 0.82163160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LHJ8 49035.88000000 PA USD 50270.09000000 0.000534104376 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N DT Auto Owner Trust N/A 26252TAC0 609771.95000000 PA USD 611355.34000000 0.006495464060 Long ABS-O CORP US Y 2 2023-04-17 Fixed 2.99000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BS2 5310000.00000000 PA USD 5383287.35000000 0.057195786512 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4BU1 1647110.97000000 PA USD 1719561.29000000 0.018269814342 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QCV37 949579.44000000 PA USD 971189.10000000 0.010318588032 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8XW4 484714.64000000 PA USD 486849.95000000 0.005172632258 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 3.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534GAA1 8835000.00000000 PA USD 9002393.21000000 0.095647682663 Long ABS-O CORP US Y 2 2029-02-15 Fixed 2.01000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 10774000.00000000 PA USD 11899712.45000000 0.126430816079 Long DBT CORP FR Y 2 2024-07-11 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AYWT6 6405596.79000000 PA USD 7027094.69000000 0.074660738236 Long ABS-MBS USGSE US N 2 2047-08-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MJF5 47271.95000000 PA USD 1787.86000000 0.000018995467 Long ABS-MBS USGSE US N 2 2028-08-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358RY56 53696.52000000 PA USD 55398.61000000 0.000588593337 Long ABS-MBS USGSE US N 2 2022-12-25 Fixed 8.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 301656AG9 13532134.43000000 PA USD 13808830.04000000 0.146714608306 Long ABS-O CORP US Y 2 2023-11-15 Fixed 3.53000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 05531FBG7 8275000.00000000 PA USD 8503927.71000000 0.090351638728 Long DBT CORP US N 2 2022-06-20 Fixed 3.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5AP4 907115.45000000 PA USD 947287.47000000 0.010064640502 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N Nissan Auto Lease Trust N/A 65479NAB0 951691.76000000 PA USD 952761.18000000 0.010122797002 Long ABS-O CORP US N 2 2022-05-16 Fixed 1.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A4CM7 104503.78000000 PA USD 107966.12000000 0.001147107101 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AQZ4 901226.90000000 PA USD 929905.50000000 0.009879962371 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30291HAG2 7000000.00000000 PA USD 7313502.70000000 0.077703736005 Long ABS-MBS USGSE US Y 2 2046-06-25 Variable 3.48947640 N N N N N N Park Aerospace Holdings Ltd. 635400CPI3EOIFF6OC33 70014LAA8 9172000.00000000 PA USD 9642882.87000000 0.102452689990 Long DBT CORP KY Y 2 2022-08-15 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABF24 498628.03000000 PA USD 506096.98000000 0.005377126083 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 1.50000000 N N N N N N Apidos CLO XXIV 549300PPHIOJQEKPJH29 03759CAS9 12000000.00000000 PA USD 11996976.00000000 0.127464211638 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 1.13825160 N N N N N N CPS Auto Receivables Trust N/A 12597TAC4 4685000.00000000 PA USD 4769622.81000000 0.050675787906 Long ABS-O CORP US Y 2 2026-08-17 Fixed 1.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359E7B1 1647.79000000 PA USD 1644.14000000 0.000017468486 Long ABS-MBS USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393DCS8 153046.24000000 PA USD 166774.69000000 0.001771930224 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358RWS8 125148.80000000 PA USD 128944.80000000 0.001369999179 Long ABS-MBS USGSE US N 2 2022-11-25 Fixed 8.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3VX9 1055095.80000000 PA USD 1093689.72000000 0.011620119764 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Benefit Street Partners CLO III Ltd. 549300Y1V90IQ456QX97 08180EBJ2 5202000.00000000 PA USD 5200689.10000000 0.055255735787 Long ABS-CBDO CORP KY Y 2 2029-07-20 Floating 1.18400040 N N N N N N FREED ABS Trust N/A 30312JAA6 703842.11000000 PA USD 705627.48000000 0.007497076800 Long ABS-O CORP US Y 2 2026-11-18 Fixed 2.62000000 N N N N N N CK Hutchison International 17 Ltd. 254900TNOJOSKVTDPK87 12563UAA5 1200000.00000000 PA USD 1223232.00000000 0.012996466987 Long DBT CORP KY Y 2 2022-04-05 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BB7H7 1928987.70000000 PA USD 1986998.15000000 0.021111249427 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410Q2C4 847319.90000000 PA USD 905467.55000000 0.009620316605 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.84900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DMV1 7422409.94000000 PA USD 7633493.56000000 0.081103541315 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5T0 3300000.00000000 PA USD 3334877.57000000 0.035432057242 Long DBT CORP US N 2 2021-10-22 Fixed 3.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RMB9 17237.27000000 PA USD 17336.34000000 0.000184193325 Long ABS-MBS USGA US N 2 2065-10-20 Floating 0.80838000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AYMT7 1453313.17000000 PA USD 1475370.69000000 0.015675363681 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 2.75000000 N N N N N N Oportun Funding XIV LLC N/A 68377BAA5 8132000.00000000 PA USD 8154735.45000000 0.086641577448 Long ABS-O CORP US Y 2 2028-03-08 Fixed 1.21000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAH4 4330000.00000000 PA USD 4881316.86000000 0.051862503127 Long DBT CORP US Y 2 2024-12-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AQN1 1822987.67000000 PA USD 1903503.24000000 0.020224141470 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHKY2 5446009.50000000 PA USD 5729619.70000000 0.060875462120 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.00000000 N N N N N N CoreVest American Finance Trust N/A 21873LAA1 14404259.92000000 PA USD 14445469.07000000 0.153478703863 Long ABS-O CORP US Y 2 2053-04-15 Fixed 1.56900000 N N N N N N Legacy Mortgage Asset Trust N/A 52475FAF0 2168534.53000000 PA USD 2187934.46000000 0.023246136448 Long ABS-O CORP US Y 3 2059-05-25 Variable 3.20000040 N N N N N N First Investors Auto Owner Trust N/A 32060KAE5 2000000.00000000 PA USD 2062372.60000000 0.021912079974 Long ABS-O CORP US Y 2 2026-02-17 Fixed 2.55000000 N N N N N N Drive Auto Receivables Trust N/A 26208QAG2 13200000.00000000 PA USD 13635968.28000000 0.144878004818 Long ABS-O CORP US N 2 2027-05-17 Fixed 2.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ALSN0 197492.50000000 PA USD 200862.83000000 0.002134106317 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397SVH4 2284657.25000000 PA USD 2456614.95000000 0.026100784722 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXZG0 1085608.04000000 PA USD 1125449.53000000 0.011957558061 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 2.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAE9 4400000.00000000 PA USD 4663730.72000000 0.049550716740 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410K4N1 4288.80000000 PA USD 4304.74000000 0.000045736549 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6.00000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EAW4 500000.00000000 PA USD 520183.31000000 0.005526789043 Long DBT CORP US Y 2 2022-05-01 Fixed 4.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BQQ67 409464.76000000 PA USD 422624.18000000 0.004490253037 Long ABS-MBS USGSE US N 2 2046-04-15 Fixed 2.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379T2Z1 2243675.73000000 PA USD 2366796.09000000 0.025146486724 Long ABS-MBS USGA US N 2 2044-12-16 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AQPV4 872300.27000000 PA USD 887738.24000000 0.009431948092 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5M0 4846741.60000000 PA USD 5309982.55000000 0.056416945366 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XNW6 1295385.55000000 PA USD 1318728.40000000 0.014011087116 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABJU8 666604.31000000 PA USD 689387.11000000 0.007324527821 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2LD2 13181012.50000000 PA USD 14077121.00000000 0.149565117943 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UXJ6 2475143.78000000 PA USD 2533264.69000000 0.026915164836 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2S9 10315000.00000000 PA USD 10363806.56000000 0.110112284357 Long DBT CORP US Y 2 2024-01-08 Fixed 0.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A83J7 323828.46000000 PA USD 335161.87000000 0.003560992664 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 2.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABS5 5075000.00000000 PA USD 5027234.25000000 0.053412830900 Long DBT CORP US Y 2 2026-01-08 Fixed 1.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382E5H6 2236072.00000000 PA USD 2306435.15000000 0.024505170143 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 2.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAA0 3000000.00000000 PA USD 3035907.00000000 0.032255586104 Long ABS-O CORP US Y 2 2029-10-15 Fixed 1.24000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A56Z2 365395.99000000 PA USD 16626.47000000 0.000176651173 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 6.49911960 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBU3 31485000.00000000 PA USD 31671198.83000000 0.336496829744 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 579780AJ6 1000000.00000000 PA USD 1058740.61000000 0.011248796128 Long DBT CORP US N 2 2023-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MS38 183827.00000000 PA USD 211140.55000000 0.002243303958 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416VBY9 2919749.31000000 PA USD 3222325.30000000 0.034236223695 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.50000000 N N N N N N DT Auto Owner Trust N/A 23343JAE6 12900000.00000000 PA USD 13171249.59000000 0.139940510449 Long ABS-O CORP US Y 2 2025-07-15 Fixed 2.73000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRVR9 505415.46000000 PA USD 509897.33000000 0.005417503643 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 2.50000000 N N N N N N MASTR Alternative Loan Trust N/A 576434UW2 284.54000000 PA USD 297.59000000 0.000003161803 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31364HQ75 114824.29000000 PA USD 111257.48000000 0.001182076798 Long ABS-MBS USGSE US N 2 2027-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30291VAG1 5000000.00000000 PA USD 5312255.00000000 0.056441089454 Long ABS-MBS USGSE US Y 2 2046-12-25 Variable 3.93436440 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAM4 19605000.00000000 PA USD 19531811.20000000 0.207519537963 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APFZ8 1000000.00000000 PA USD 1087577.00000000 0.011555173978 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 3.00000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781AZ7 2775000.00000000 PA USD 2813114.57000000 0.029888484474 Long DBT CORP US Y 2 2021-11-15 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AEKU8 101964.22000000 PA USD 104059.77000000 0.001105603324 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2ME3 3194637.43000000 PA USD 3361338.08000000 0.035713192092 Long ABS-MBS USGSE US N 2 2046-11-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7MJ9 157878.72000000 PA USD 170428.04000000 0.001810745954 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAPH0 330716.37000000 PA USD 366404.20000000 0.003892932893 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XQ94 1047746.31000000 PA USD 1061397.40000000 0.011277023712 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJU4 23670000.00000000 PA USD 23868440.05000000 0.253594897082 Long DBT CORP US N 2 2025-04-22 Floating 0.69999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7KU4 1000000.00000000 PA USD 1012743.00000000 0.010760085548 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 2.50000000 N N N N N N Upstart Securitization Trust N/A 91681NAA2 14348224.36000000 PA USD 14370662.11000000 0.152683902724 Long ABS-O CORP US Y 2 2031-03-20 Fixed 0.87000000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 10382334.79000000 PA USD 10405078.33000000 0.110550784328 Long ABS-MBS CORP US Y 2 2061-04-25 Variable 1.74999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSZU0 2848572.90000000 PA USD 3003390.56000000 0.031910108845 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBG2 9000000.00000000 PA USD 9558970.20000000 0.101561143459 Long ABS-MBS CORP US N 3 2048-07-15 Variable 4.26654360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6G88 3194663.37000000 PA USD 3371311.19000000 0.035819153345 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 3.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAN3 14735000.00000000 PA USD 14782453.18000000 0.157059057271 Long DBT CORP GB N 2 2024-05-11 Variable 0.69500160 N N N N N N FREMF Mortgage Trust 549300J7N4IBRYXP6K82 30287EAE0 13840000.00000000 PA USD 15135368.64000000 0.160808676416 Long ABS-MBS USGSE US Y 2 2047-11-25 Variable 3.83317200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NGK5 543150.74000000 PA USD 655406.52000000 0.006963494415 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAC5 129325000.00000000 PA USD 129390672.53000000 1.374736439202 Long DBT UST US N 2 2022-07-31 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUWZ0 3391468.52000000 PA USD 3511313.86000000 0.037306639021 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CY72 308593.26000000 PA USD 64032.30000000 0.000680323661 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 6.50000000 N N N N N N Santander Retail Auto Lease Trust N/A 80285JAN6 6000000.00000000 PA USD 6113884.80000000 0.064958161630 Long ABS-O CORP US Y 2 2023-05-22 Fixed 3.30000000 N N N N N N Flagship Credit Auto Trust N/A 33843RAJ1 11250000.00000000 PA USD 11708721.00000000 0.124401590164 Long ABS-O CORP US Y 2 2025-02-17 Fixed 5.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392FE60 310302.86000000 PA USD 360975.22000000 0.003835251636 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 5.50000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAM5 2915000.00000000 PA USD 2877354.20000000 0.030571010953 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGC34 105427.53000000 PA USD 107275.15000000 0.001139765756 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJMV7 2814905.83000000 PA USD 3120097.08000000 0.033150080031 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397URA9 179335.73000000 PA USD 182447.55000000 0.001938449583 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 0.67163040 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GAX7 5600000.00000000 PA USD 5839122.02000000 0.062038890878 Long DBT CORP US Y 2 2023-01-10 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398L7C6 315722.31000000 PA USD 338855.66000000 0.003600238056 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535MAC3 9300000.00000000 PA USD 9499780.74000000 0.100932273496 Long ABS-O CORP US Y 2 2029-09-17 Fixed 1.93000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A86M6 2982860.86000000 PA USD 3217522.88000000 0.034185199447 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5AV1 198522.51000000 PA USD 209211.65000000 0.002222809984 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N Citicorp Mortgage Securities Trust N/A 1729735F2 23067.92000000 PA USD 23092.90000000 0.000245355020 Long ABS-MBS CORP US N 2 2021-02-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3RG7 827770.55000000 PA USD 859707.10000000 0.009134125778 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AY3R0 585888.73000000 PA USD 587811.38000000 0.006245316665 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 0.40088160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359EL25 24421.08000000 PA USD 24242.41000000 0.000257568213 Long ABS-MBS USGSE US N 2 2023-08-25 None 0.00000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BL7 9600000.00000000 PA USD 9534264.10000000 0.101298648681 Long DBT CORP US Y 2 2025-11-15 Fixed 1.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QB24 181776.72000000 PA USD 212619.47000000 0.002259017032 Long ABS-MBS USGSE US N 2 2039-09-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXXY3 1424086.19000000 PA USD 1481729.92000000 0.015742928560 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAF2 10000000.00000000 PA USD 10183946.60000000 0.108201327129 Long DBT CORP GB N 2 2023-01-10 Fixed 3.57100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YL83 458885.10000000 PA USD 535223.67000000 0.005686588282 Long ABS-MBS USGSE US N 2 2038-04-25 Fixed 5.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CC1 13255000.00000000 PA USD 13633211.28000000 0.144848712534 Long DBT CORP DE N 2 2024-09-18 Variable 2.22199920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378CJ73 1776592.85000000 PA USD 1862267.97000000 0.019786029300 Long ABS-MBS USGA US N 2 2027-01-16 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q3Q95 1168095.50000000 PA USD 1256622.56000000 0.013351231505 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.85699960 N Y N N N N United States of America 254900HROIFWPRGM1V77 91282CAX9 99200000.00000000 PA USD 99227125.25000000 1.054257947433 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N FREMF Mortgage Trust N/A 30262SAS7 1000000.00000000 PA USD 1069825.80000000 0.011366572892 Long ABS-MBS USGSE US Y 2 2048-01-25 Variable 3.85007040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JES7 217256.88000000 PA USD 220786.44000000 0.002345788598 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCY1 90657.62000000 PA USD 94538.22000000 0.001004439758 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.98900000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BD5 1000000.00000000 PA USD 1002522.81000000 0.010651499146 Long DBT CORP US Y 2 2021-07-29 Fixed 3.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FWG1 404937.72000000 PA USD 416273.75000000 0.004422781655 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B56H1 510264.24000000 PA USD 522995.28000000 0.005556665367 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GXNK3 2762307.46000000 PA USD 2841011.62000000 0.030184882123 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BB4N7 141459.18000000 PA USD 147044.54000000 0.001562303397 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FD6W7 1318868.50000000 PA USD 1331978.18000000 0.014151861988 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GSDC0 3386530.84000000 PA USD 3713258.59000000 0.039452240196 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NDF9 1046461.25000000 PA USD 1146618.37000000 0.012182470531 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283LA48 37510.05000000 PA USD 40689.52000000 0.000432313742 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 10.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378U8R1 229603.05000000 PA USD 230906.60000000 0.002453312212 Long ABS-MBS USGA US N 2 2065-02-20 Floating 0.57837960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAWX9 5750052.63000000 PA USD 5851704.94000000 0.062172580566 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 1.75000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBT6 12995000.00000000 PA USD 12998470.96000000 0.138104790192 Long DBT CORP US N 2 2023-02-22 Floating 0.42013080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T5J20 14539.36000000 PA USD 16058.02000000 0.000170611565 Long ABS-MBS USGSE US N 2 2024-09-15 Fixed 8.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CV0 1189000.00000000 PA USD 1256980.28000000 0.013355032171 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N FREMF Mortgage Trust N/A 30301TAE9 2500000.00000000 PA USD 2680738.75000000 0.028482031753 Long ABS-MBS USGSE US Y 2 2050-02-25 Variable 3.87938520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MCBA2 103011.31000000 PA USD 106852.38000000 0.001135273953 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELTX1 860044.03000000 PA USD 935926.60000000 0.009943934723 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PXY2 22921.12000000 PA USD 23803.23000000 0.000252902060 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.84162960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXC35 5082173.25000000 PA USD 5291790.54000000 0.056223660807 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELYD9 840145.01000000 PA USD 910110.77000000 0.009669649401 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PKY2 7.65000000 PA USD 7.72000000 0.000000082022 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AE5X9 1800000.00000000 PA USD 1980794.88000000 0.021045341575 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5D4 717697.47000000 PA USD 721615.24000000 0.007666941875 Long ABS-MBS USGA US N 2 2067-06-20 Floating 0.57837960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BA3T7 423992.58000000 PA USD 430757.13000000 0.004576663151 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530DAC0 5907934.14000000 PA USD 5979550.71000000 0.063530902887 Long ABS-O CORP US Y 2 2025-06-12 Fixed 3.17000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAC1 725000.00000000 PA USD 749508.56000000 0.007963299894 Long DBT CORP US N 2 2022-09-01 Fixed 3.80000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83367TBJ7 9350000.00000000 PA USD 10201379.77000000 0.108386549244 Long DBT CORP FR Y 2 2025-04-14 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ANGV3 1110724.40000000 PA USD 1114900.06000000 0.011845473159 Long ABS-MBS USGSE US N 2 2040-02-25 Fixed 3.00000000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAU0 750000.00000000 PA USD 751058.27000000 0.007979765090 Long DBT CORP US N 2 2021-09-15 Fixed 4.20000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166EAG1 6000000.00000000 PA USD 6208501.80000000 0.065963438402 Long ABS-O CORP US Y 2 2024-09-16 Fixed 4.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31337NHS0 11619.10000000 PA USD 11635.29000000 0.000123621408 Long ABS-MBS USGSE US N 2 2027-01-01 Variable 2.23499880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLD8 337674.57000000 PA USD 391424.80000000 0.004158769138 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NLW3 3421585.00000000 PA USD 3636370.55000000 0.038635328217 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T0VX9 27311.59000000 PA USD 28546.63000000 0.000303299238 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FE6P0 680014.52000000 PA USD 690162.58000000 0.007332766954 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 4.00000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAN2 8000000.00000000 PA USD 8324427.20000000 0.088444500546 Long ABS-O CORP US Y 2 2023-12-15 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAR2 50000000.00000000 PA USD 50013672.00000000 0.531380013816 Long DBT UST US N 2 2022-10-31 Fixed 0.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AJED2 54212.20000000 PA USD 54386.34000000 0.000577838277 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 0.45087840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8AS9 814571.82000000 PA USD 835172.26000000 0.008873450584 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374NEG8 4797526.47770000 PA USD 693252.17000000 0.007365592905 Long ABS-MBS USGA US N 2 2036-06-20 Floating 6.40074960 N N N N N N Colony American Finance Ltd. N/A 19625HAA5 288128.02000000 PA USD 288310.61000000 0.003063212313 Long ABS-O CORP KY Y 2 2048-11-15 Fixed 2.55400000 N N N N N N Mariner Finance Issuance Trust N/A 56848MAA7 4900000.00000000 PA USD 4993875.18000000 0.053058400953 Long ABS-O CORP US Y 2 2034-08-21 Fixed 2.19000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B4E9 1633695.28000000 PA USD 1641250.96000000 0.017437790966 Long ABS-MBS USGA US N 2 2063-06-20 Floating 0.64838160 N N N N N N Westlake Automobile Receivables Trust N/A 96042NAN7 5300000.00000000 PA USD 5350030.41000000 0.056842441666 Long ABS-O CORP US Y 2 2023-05-15 Fixed 4.53000000 N N N N N N Upstart Securitization Trust N/A 91680EAA3 11258183.86000000 PA USD 11344814.46000000 0.120535194146 Long ABS-O CORP US Y 2 2030-11-20 Fixed 1.70200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378AV40 349669.23000000 PA USD 362013.36000000 0.003846281557 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MH39 2185181.36000000 PA USD 2521882.63000000 0.026794233920 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225AAK6 12.43000000 PA USD 12.49000000 0.000000132702 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394CG30 2426446.14000000 PA USD 2764869.62000000 0.029375896592 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395D7H6 1795315.26000000 PA USD 1781896.54000000 0.018932107365 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 0.35163000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285WAG2 1725000.00000000 PA USD 1752285.71000000 0.018617501326 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.64000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VBF7 3622948.73000000 PA USD 3706725.80000000 0.039382831294 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RBD7 4140000.00000000 PA USD 4448863.04000000 0.047267813162 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.88000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4LU9 24160.50000000 PA USD 25686.99000000 0.000272916435 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.22300000 N Y N N N N FREMF Mortgage Trust N/A 30295XAS7 3000000.00000000 PA USD 3182165.10000000 0.033809533817 Long ABS-MBS USGSE US Y 2 2049-12-25 Variable 3.48417360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418TCL9 308671.88000000 PA USD 347857.32000000 0.003695877949 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHSF1 74144.40000000 PA USD 74479.72000000 0.000791324313 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.06499960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PHM6 490444.90000000 PA USD 491263.50000000 0.005219524881 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 0.34162920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NF67 1318462.90000000 PA USD 1303324.70000000 0.013847427501 Long ABS-MBS USGSE US N 2 2039-05-25 Variable 1.37138400 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CX40 1844.08000000 PA USD 2053.89000000 0.000021821954 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQPG1 3439508.47000000 PA USD 3758030.45000000 0.039927927556 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M65F1 128881.65000000 PA USD 147864.75000000 0.001571017878 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373QSE2 161814.72000000 PA USD 161777.23000000 0.001718833736 Long ABS-MBS USGA US N 2 2033-05-16 Floating 0.40088160 N N N N N N World Omni Auto Receivables Trust N/A 98161TAD7 244859.67000000 PA USD 245889.18000000 0.002612497555 Long ABS-O CORP US N 2 2023-02-15 Fixed 1.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QHQ4 1238024.61000000 PA USD 1328423.93000000 0.014114099166 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EVR7 852443.30000000 PA USD 1008520.95000000 0.010715227555 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABYG2 1129530.45000000 PA USD 1151171.12000000 0.012230842111 Long ABS-MBS USGSE US N 2 2040-02-25 Fixed 3.00000000 N N N N N N VOLT XCIII LLC N/A 92873CAA2 19819006.59000000 PA USD 19735766.76000000 0.209686503594 Long ABS-MBS CORP US Y 2 2051-02-27 Variable 1.89249840 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAD9 19655000.00000000 PA USD 20226326.04000000 0.214898546353 Long DBT CORP GB Y 2 2023-04-26 Variable 3.62199960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AEF83 514464.36000000 PA USD 538363.75000000 0.005719950674 Long ABS-MBS USGSE US N 2 2026-08-15 Fixed 4.00000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LSW2 9615000.00000000 PA USD 9844140.64000000 0.104590992424 Long DBT CORP US Y 2 2022-06-27 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AEJ48 5163879.49000000 PA USD 5549031.06000000 0.058956762889 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BN32 553167.36000000 PA USD 553988.70000000 0.005885961004 Long ABS-MBS USGA US N 2 2063-03-20 Floating 0.45838080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ63 9407.51000000 PA USD 9574.24000000 0.000101723380 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.18800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395WLG0 338163.48000000 PA USD 385207.46000000 0.004092711797 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395TXY5 2569912.93000000 PA USD 2731626.24000000 0.029022695817 Long ABS-MBS USGSE US N 2 2035-04-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NHH8 525026.38000000 PA USD 581111.69000000 0.006174134501 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828M80 50505000.00000000 PA USD 51929398.58000000 0.551734024546 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAD7 3500000.00000000 PA USD 3634230.39000000 0.038612589670 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394VYB0 982624.66000000 PA USD 1050262.65000000 0.011158720388 Long ABS-MBS USGSE US N 2 2035-09-25 Fixed 6.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 38014RAE4 5250000.00000000 PA USD 5645941.35000000 0.059986405168 Long ABS-O CORP US Y 2 2026-04-15 Fixed 4.57000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31364HK63 8.95000000 PA USD 0.26000000 0.000000002762 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 9.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3VV3 727549.46000000 PA USD 748093.68000000 0.007948267226 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N N/A N/A N/A -938.00000000 NC USD -111891.21000000 -0.00118880998 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2021-09-21 -123669437.50000000 USD -111891.21000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B7WL9 279680.31000000 PA USD 286351.94000000 0.003042402042 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 2.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4JH0 87670.81000000 PA USD 89486.95000000 0.000950771555 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 3.00000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAD0 4000000.00000000 PA USD 4037144.00000000 0.042893423912 Long ABS-O CORP US Y 2 2024-01-16 Fixed 2.53000000 N N N N N N Flagship Credit Auto Trust N/A 33845DAA9 162526.22000000 PA USD 162913.94000000 0.001730910933 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.41000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAR5 2735000.00000000 PA USD 2773318.06000000 0.029465658691 Long DBT CORP US Y 2 2023-06-09 Fixed 1.08200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P75W9 1209113.12000000 PA USD 1321833.71000000 0.014044080088 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGU83 169125.76000000 PA USD 173955.35000000 0.001848222547 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398SAQ6 1025175.22000000 PA USD 73099.81000000 0.000776663190 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAE5 5100000.00000000 PA USD 5122848.92000000 0.054428707611 Long DBT CORP GB N 2 2021-08-05 Fixed 2.87500000 N N N N N N DataBank Issuer N/A 23802WAA9 11666667.00000000 PA USD 11791201.67000000 0.125277922131 Long ABS-O CORP US Y 2 2051-02-27 Fixed 2.06000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202C5F6 3342.34000000 PA USD 3724.67000000 0.000039573482 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDWW4 912502.00000000 PA USD 825504.97000000 0.008770738576 Long ABS-MBS USGSE US N 2 2048-09-25 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XYGX1 3107297.62000000 PA USD 3298858.20000000 0.035049362420 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAF7 14945000.00000000 PA USD 14863063.59000000 0.157915518296 Long DBT CORP NO Y 2 2026-09-16 Variable 1.12700160 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAU6 4570000.00000000 PA USD 4803984.27000000 0.051040867940 Long DBT CORP FR Y 2 2024-10-16 Fixed 2.62500000 N N N N N N Exeter Automobile Receivables Trust N/A 30165YAE3 3298301.30000000 PA USD 3350904.59000000 0.035602339442 Long ABS-O CORP US Y 2 2023-07-17 Fixed 3.68000000 N N N N N N BANK N/A 06541UCB0 85531437.65210000 PA USD 8317940.86000000 0.088375585162 Long ABS-MBS CORP US N 2 2053-12-15 Variable 1.34097840 N N N N N N GLS Auto Receivables Issuer Trust N/A 36258AAB6 2000000.00000000 PA USD 2039968.00000000 0.021674037931 Long ABS-O CORP US Y 2 2024-06-17 Fixed 2.72000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAV1 5022000.00000000 PA USD 5160130.66000000 0.054824814730 Long DBT CORP JP N 2 2023-07-16 Variable 2.72099880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4TS1 4067293.68000000 PA USD 4259323.22000000 0.045254010373 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 3.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83367TBG3 14000000.00000000 PA USD 15307545.26000000 0.162638000500 Long DBT CORP FR Y 2 2024-01-17 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A25W9 243184.30000000 PA USD 244401.73000000 0.002596693853 Long ABS-MBS USGSE US N 2 2025-12-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394UVF6 1324818.90000000 PA USD 1519971.22000000 0.016149230712 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RE77 2987239.92000000 PA USD 3048694.32000000 0.032391447480 Long ABS-MBS USGA US N 2 2066-11-20 Floating 0.95838120 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAA5 6285000.00000000 PA USD 6629365.08000000 0.070434982414 Long DBT CORP GB Y 2 2024-03-08 Variable 3.76599960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377QBF3 67917.09000000 PA USD 70677.39000000 0.000750925716 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296DHB7 1599060.83000000 PA USD 1910220.35000000 0.020295508715 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAK7 9900000.00000000 PA USD 11124035.31000000 0.118189483002 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N First Investors Auto Owner Trust 5493005MRGG10NHC4413 32059DAJ3 3440000.00000000 PA USD 3564019.22000000 0.037866617399 Long ABS-O CORP US Y 2 2025-01-15 Fixed 4.28000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WB23 1349637.57000000 PA USD 1364989.83000000 0.014502600703 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859UBE2 5085000.00000000 PA USD 5228781.73000000 0.055554211415 Long DBT CORP GB Y 2 2023-01-27 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDUD4 933971.62000000 PA USD 960787.47000000 0.010208073885 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529NAG2 4907000.00000000 PA USD 5041841.42000000 0.053568027626 Long ABS-O CORP US Y 2 2025-09-12 Fixed 2.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BEZ2 549969.15000000 PA USD 644978.36000000 0.006852698395 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371FGU0 1331.12000000 PA USD 1491.52000000 0.000015846945 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABC0 7987000.00000000 PA USD 8234675.11000000 0.087490911959 Long DBT CORP US Y 2 2022-11-01 Fixed 2.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LKQ8 4269586.88000000 PA USD 4384016.93000000 0.046578843017 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 2.00000000 N N N N N N FREED ABS Trust N/A 35635HAB7 3855000.00000000 PA USD 3980078.94000000 0.042287125051 Long ABS-O CORP US Y 3 2027-06-18 Fixed 5.50000000 N N N N N N Carnow Auto Receivables Trust N/A 14366LAA0 1800787.73000000 PA USD 1805214.25000000 0.019179850923 Long ABS-O CORP US Y 2 2022-11-15 Fixed 2.72000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EC62 54847.77000000 PA USD 57587.01000000 0.000611844420 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.10899880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VBQ1 1560756.14000000 PA USD 1654943.09000000 0.017583265672 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 5.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDG8 6435000.00000000 PA USD 6477363.15000000 0.068820008259 Long DBT CORP US N 2 2024-03-08 Fixed 1.05000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AB4 24956000.00000000 PA USD 25403573.13000000 0.269905217933 Long DBT CORP CH Y 2 2023-01-09 Fixed 3.57400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B82N8 2141369.73000000 PA USD 2157439.85000000 0.022922140515 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 2.50000000 N N N N N N FHLMC Employees Pension Plan N/A 3137G0WC9 8286130.65000000 PA USD 8219823.38000000 0.087333116857 Long ABS-MBS CORP US N 2 2032-10-25 Floating 0.09163080 N N N N N N Commercial Mortgage Trust N/A 12592GBG7 4350000.00000000 PA USD 4765482.42000000 0.050631797524 Long ABS-MBS CORP US N 3 2047-08-10 Variable 4.70300040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXPB3 5875605.21000000 PA USD 6046366.16000000 0.064240796669 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AM1 5977000.00000000 PA USD 6743919.87000000 0.071652092125 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGZ2 14550000.00000000 PA USD 14693637.16000000 0.156115414143 Long DBT CORP US N 2 2022-05-26 Fixed 1.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NH2N2 950845.60000000 PA USD 1013925.10000000 0.010772645000 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 2.85500160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9FD9 979152.90000000 PA USD 992220.15000000 0.010542036525 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 2.42000000 N N N N N N Aqua Finance Trust N/A 038413AA8 3359646.44000000 PA USD 3398428.52000000 0.036107266707 Long ABS-O CORP US Y 2 2046-07-17 Fixed 1.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A1Z30 420614.61000000 PA USD 483225.79000000 0.005134126663 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 5.50000000 N N N N N N Park Aerospace Holdings Ltd. 635400CPI3EOIFF6OC33 70014LAB6 10800000.00000000 PA USD 11869590.53000000 0.126110779864 Long DBT CORP KY Y 2 2024-02-15 Fixed 5.50000000 N N N N N N DT Auto Owner Trust N/A 26253AAC0 1445000.00000000 PA USD 1465535.47000000 0.015570867467 Long ABS-O CORP US Y 2 2026-06-15 Fixed 1.47000000 N N N N N N Upstart Securitization Trust 549300PN2KS41LBX8D66 916780AA7 971355.14000000 PA USD 974384.51000000 0.010352538289 Long ABS-O CORP US Y 2 2029-09-20 Fixed 2.89700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHTY9 141710.59000000 PA USD 150075.26000000 0.001594503873 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.22599880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRW85 113662.58000000 PA USD 114076.24000000 0.001212025263 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.33499880 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5Y8 637441.85000000 PA USD 640606.62000000 0.006806249990 Long ABS-MBS USGA US N 2 2067-07-20 Floating 0.60837840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CULE4 793129.40000000 PA USD 883690.05000000 0.009388937308 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 5.50000000 N N N N N N Flagship Credit Auto Trust N/A 33844TAE7 8335000.00000000 PA USD 8517617.35000000 0.090497086979 Long ABS-O CORP US Y 2 2026-09-15 Fixed 1.73000000 N N N N N N DT Auto Owner Trust N/A 23344GAE1 9210000.00000000 PA USD 9213848.86000000 0.097894334463 Long ABS-O CORP US Y 2 2026-10-15 Fixed 0.84000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CYW7 801.97000000 PA USD 902.86000000 0.000009592612 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 8.00000000 N N N N N N PRPM LLC N/A 69359UAA3 13359105.14000000 PA USD 13398276.71000000 0.142352604369 Long ABS-MBS CORP US Y 2 2026-03-25 Variable 2.11500000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CS1 1178000.00000000 PA USD 1195951.47000000 0.012706619674 Long DBT CORP US Y 2 2022-01-06 Fixed 2.85000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAY4 1750000.00000000 PA USD 1830224.55000000 0.019445577734 Long ABS-MBS CORP US N 3 2057-06-15 Variable 4.20789960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396TP64 317448.19000000 PA USD 319076.19000000 0.003390087219 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 0.45087840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395PUN0 1037017.20000000 PA USD 1110483.54000000 0.011798548981 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 275295.26000000 PA USD 290616.93000000 0.003087716260 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 2.19999960 N N N N N N Commercial Mortgage Trust N/A 20049AAB4 4355000.00000000 PA USD 4450047.88000000 0.047280401726 Long ABS-MBS CORP US Y 2 2037-02-10 Fixed 2.89600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UMD9 379727.37000000 PA USD 381226.04000000 0.004050410423 Long ABS-MBS USGA US N 2 2064-07-20 Floating 0.57837960 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CX4 5985000.00000000 PA USD 6226324.00000000 0.066152793842 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RVV5 2211070.49000000 PA USD 2249869.25000000 0.023904174705 Long ABS-MBS USGA US N 2 2066-06-20 Floating 0.90838080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312914J21 7811.87000000 PA USD 8174.28000000 0.000086849232 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCUH7 127546.92000000 PA USD 21317.73000000 0.000226494380 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 5.50000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AJXR0 1179417.21000000 PA USD 1290920.73000000 0.013715639102 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AQB7 2726297.08000000 PA USD 2813064.29000000 0.029887950264 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Octane Receivables Trust N/A 67592LAB2 734000.00000000 PA USD 745813.44000000 0.007924040371 Long ABS-O CORP US Y 3 2025-06-20 Fixed 1.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396V2L1 2716757.92000000 PA USD 3172357.95000000 0.033705335839 Long ABS-MBS USGSE US N 2 2037-06-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AVQB6 185292.22000000 PA USD 188325.95000000 0.002000905790 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 1.25000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530QAC1 7320000.00000000 PA USD 7401831.74000000 0.078642205120 Long ABS-O CORP US Y 2 2026-12-14 Fixed 1.31000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AWT1 332343.48000000 PA USD 351800.53000000 0.003737773353 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJSY0 10249048.68000000 PA USD 10623331.64000000 0.112869659193 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 3.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAL3 536000.00000000 PA USD 551829.97000000 0.005863025156 Long DBT CORP JP N 2 2022-09-11 Fixed 2.60100000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAK4 1600000.00000000 PA USD 1635232.00000000 0.017373841351 Long DBT CORP SE Y 2 2022-03-25 Fixed 3.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4QD3 14820206.79000000 PA USD 16170887.83000000 0.171810752038 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 3.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JKF6 7000000.00000000 PA USD 7712467.77000000 0.081942618214 Long DBT CORP FR Y 2 2026-08-19 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGQV7 1036746.14000000 PA USD 1087402.39000000 0.011553318800 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AYYL9 203017.20000000 PA USD 208859.34000000 0.002219066797 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 2.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528BAE4 3291000.00000000 PA USD 3297784.07000000 0.035037950116 Long ABS-O CORP US Y 2 2027-03-15 Fixed 0.83000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MDXA6 108121.83000000 PA USD 117167.57000000 0.001244869702 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375DPX0 972159.35000000 PA USD 125211.50000000 0.001330334005 Long ABS-MBS USGA US N 2 2038-08-20 Floating 7.37075160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397EDK8 2095737.63000000 PA USD 2282398.06000000 0.024249783392 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 4.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286NAG1 6000000.00000000 PA USD 5992394.40000000 0.063667363177 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.13000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CL2 1000000.00000000 PA USD 1022721.03000000 0.010866099074 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395DUX5 289021.38000000 PA USD 291365.69000000 0.003095671607 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 0.50163120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B3GL6 10815205.20000000 PA USD 11394601.70000000 0.121064168389 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJN7 8693957.52000000 PA USD 8800718.45000000 0.093504949837 Long ABS-MBS USGA US N 2 2065-10-20 Floating 0.75837960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FYD2 1377348.67000000 PA USD 1439095.42000000 0.015289949999 Long ABS-MBS USGA US N 2 2026-10-20 Fixed 3.00000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAJ1 14240000.00000000 PA USD 14923301.27000000 0.158555525277 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N Westlake Automobile Receivables Trust N/A 96043FAF0 7750000.00000000 PA USD 7782220.63000000 0.082683721081 Long ABS-O CORP US Y 2 2026-04-15 Fixed 1.23000000 N N N N N N Veros Automobile Receivables Trust N/A 92511FAA3 1523233.33000000 PA USD 1527661.06000000 0.016230932917 Long ABS-O CORP US Y 2 2023-09-15 Fixed 1.67000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46590MAQ3 5648181.44000000 PA USD 5913744.25000000 0.062831729317 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.55890000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AV2 2350000.00000000 PA USD 2358468.95000000 0.025058013401 Long DBT CORP US Y 2 2024-04-08 Fixed 2.30000000 N N N N N N Republic FInance Issuance Trust N/A 76041QAA1 8900000.00000000 PA USD 9002479.94000000 0.095648604143 Long ABS-O CORP US Y 2 2027-11-22 Fixed 3.43000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABE6 7302000.00000000 PA USD 7504841.45000000 0.079736651877 Long DBT CORP US Y 2 2023-02-10 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AXM51 2052181.14000000 PA USD 2146059.40000000 0.022801226705 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687PAG0 10600000.00000000 PA USD 11088884.72000000 0.117816018702 Long ABS-O CORP US Y 2 2026-01-15 Fixed 3.43000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUCV9 1924588.20000000 PA USD 1977924.51000000 0.021014844769 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 2.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAT9 9650000.00000000 PA USD 10445132.69000000 0.110976349689 Long DBT CORP FR Y 2 2024-03-28 Fixed 3.87500000 N N N N N N Longfellow Place CLO Ltd. 549300FY38ZCUKZQU403 54303PAY1 16000000.00000000 PA USD 15995968.00000000 0.169952282184 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 1.18374840 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDK4 9380000.00000000 PA USD 9485608.29000000 0.100781695537 Long DBT CORP US N 2 2023-07-07 Fixed 0.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZX1 230725000.00000000 PA USD 230806113.68000000 2.452244575767 Long DBT UST US N 2 2022-06-30 Fixed 0.12500000 N N N N N N Drive Auto Receivables Trust N/A 26208RAE5 83570.95000000 PA USD 83677.96000000 0.000889052808 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.17000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4Q59 166045.21000000 PA USD 167843.04000000 0.001783281117 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 2.36900160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313399W60 111943.90000000 PA USD 112142.16000000 0.001191476253 Long ABS-MBS USGSE US N 2 2031-09-15 Floating 0.50087880 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJD2 14105000.00000000 PA USD 14207724.18000000 0.150952736905 Long DBT CORP US N 2 2026-06-19 Variable 1.31900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XF25 216261.04000000 PA USD 254324.80000000 0.002702123446 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 6.24999960 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BG8 1400000.00000000 PA USD 1432026.50000000 0.015214844879 Long DBT CORP JP N 2 2022-03-07 Fixed 3.21800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MCT7 214647.42000000 PA USD 216099.08000000 0.002295986827 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 1.99100160 N N N N N N Toyota Industries Corp. 35380000WKGEAHEMW830 892330AD3 4050000.00000000 PA USD 4131586.89000000 0.043896850818 Long DBT CORP JP Y 2 2022-03-12 Fixed 3.11000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36205XWZ3 967.16000000 PA USD 972.01000000 0.000010327309 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 9.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393YBQ7 3062570.46000000 PA USD 2556375.95000000 0.027160714926 Long ABS-MBS USGSE US N 2 2034-05-25 None 0.00000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105DAH4 6960000.00000000 PA USD 7179419.57000000 0.076279143636 Long ABS-O CORP US Y 2 2025-04-15 Fixed 6.82000000 N N N N N N United Auto Credit Securitization Trust N/A 90945BAE4 4400000.00000000 PA USD 4449005.44000000 0.047269326119 Long ABS-O CORP US Y 2 2025-02-10 Fixed 2.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374GUY6 189781.77000000 PA USD 15370.60000000 0.000163307937 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 5.50000000 N N N N N N Flagship Credit Auto Trust N/A 33846AAE6 12000000.00000000 PA USD 12427266.00000000 0.132035911675 Long ABS-O CORP US Y 2 2025-10-15 Fixed 2.74000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAE7 8885000.00000000 PA USD 9456520.16000000 0.100472643026 Long DBT CORP FR Y 2 2023-04-24 Fixed 3.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2N2 4065000.00000000 PA USD 4238546.84000000 0.045033267671 Long DBT CORP US N 2 2026-04-30 Variable 2.18800080 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2B6 600000.00000000 PA USD 614152.97000000 0.006525188026 Long DBT CORP US Y 2 2022-01-25 Fixed 4.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 10350000.00000000 PA USD 11608980.52000000 0.123341877979 Long DBT CORP CH Y 2 2025-09-24 Fixed 4.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003LAA8 10496995.08000000 PA USD 10529528.42000000 0.111873028585 Long ABS-MBS CORP US Y 2 2040-02-15 Floating 1.25100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VPC9 724527.46000000 PA USD 724632.59000000 0.007699000299 Long ABS-MBS USGA US N 2 2068-02-20 Floating 0.38837880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQNG3 992496.53000000 PA USD 1069859.62000000 0.011366932219 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B9C86 360071.83000000 PA USD 367347.44000000 0.003902954530 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust 549300J7N4IBRYXP6K82 30287EAG5 4350000.00000000 PA USD 4709316.53000000 0.050035052070 Long ABS-MBS USGSE US Y 2 2047-11-25 Variable 3.83317200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVQA0 2696327.75000000 PA USD 2802561.98000000 0.029776366423 Long ABS-MBS USGSE US N 2 2045-08-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AGCC2 5979025.60000000 PA USD 6269149.45000000 0.066607801190 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8RZ5 2374835.68000000 PA USD 2414546.73000000 0.025653822713 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 1.37500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MT5 12175000.00000000 PA USD 12235155.82000000 0.129994799595 Long DBT CORP US N 2 2024-10-30 Variable 0.77600160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8B75 4608219.28000000 PA USD 4954687.56000000 0.052642044441 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.50000000 N N N N N N USASF Receivables LLC N/A 90353QAB2 7500000.00000000 PA USD 7652711.25000000 0.081307723411 Long ABS-O CORP US Y 2 2024-05-15 Fixed 3.22000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAJ7 1388000.00000000 PA USD 1488465.67000000 0.015814493850 Long DBT CORP US Y 2 2023-09-19 Fixed 3.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LHW3 314930.80000000 PA USD 315224.19000000 0.003349160894 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.39162960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397S7M0 139190.00000000 PA USD 159618.33000000 0.001695896082 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X74W6 3610473.84000000 PA USD 3936100.27000000 0.041819865093 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACL90 3790459.96000000 PA USD 3862829.70000000 0.041041387630 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392CM92 141013.45000000 PA USD 142090.99000000 0.001509673439 Long ABS-MBS USGSE US N 2 2032-05-18 Floating 0.59749920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397AL50 708769.03000000 PA USD 806550.88000000 0.008569357150 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167EAC9 7000000.00000000 PA USD 7104305.60000000 0.075481080611 Long ABS-O CORP US Y 2 2024-05-15 Fixed 2.79000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ALTK7 10000000.00000000 PA USD 10382264.00000000 0.110308389029 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 3.00000000 N N N N N N LV Tower 52 Issuer N/A 50244VAC6 8199651.28000000 PA USD 8270086.28000000 0.087867144842 Long ABS-O CORP US Y 3 2023-02-15 Fixed 5.75000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CT0 23410000.00000000 PA USD 26299796.88000000 0.279427321982 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Progress Residential Trust N/A 74331MAD8 2500000.00000000 PA USD 2524205.50000000 0.026818913705 Long ABS-O CORP US Y 3 2035-10-17 Fixed 4.42700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADQM4 797343.42000000 PA USD 833420.50000000 0.008854838669 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 2.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529NAC1 480974.55000000 PA USD 481367.17000000 0.005114379393 Long ABS-O CORP US Y 2 2023-08-14 Fixed 2.59000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABA3 2000000.00000000 PA USD 2040234.40000000 0.021676868350 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 2.59000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393DSC6 2578776.66000000 PA USD 2863417.64000000 0.030422939253 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796B40 12957000.00000000 PA USD 12956892.07000000 0.137663027165 Long STIV UST US N 2 2021-07-01 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AQME5 318463.23000000 PA USD 327133.20000000 0.003475690493 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 1.50000000 N N N N N N CarNow Auto Receivables Trust N/A 14368RAE7 1900000.00000000 PA USD 1940415.85000000 0.020616326695 Long ABS-O CORP US Y 2 2024-09-16 Fixed 3.84000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UWE6 509535.04000000 PA USD 515098.96000000 0.005472769375 Long ABS-MBS USGA US N 2 2065-04-20 Floating 0.72838080 N N N N N N Upstart Securitization Trust N/A 91678WAA7 3986635.55000000 PA USD 4013743.48000000 0.042644800522 Long ABS-O CORP US Y 2 2030-01-21 Fixed 2.68400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BUK2 5270.22000000 PA USD 5437.25000000 0.000057769123 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 6.50000000 N N N N N N FirstKey Homes Trust N/A 33767MAE5 2307000.00000000 PA USD 2316502.76000000 0.024612135429 Long ABS-O CORP US Y 3 2025-09-17 Fixed 1.94100000 N N N N N N CSMC Mortgage-Backed Trust N/A 22944BDC9 485490.86000000 PA USD 210274.30000000 0.002234100316 Long ABS-MBS CORP US N 2 2037-04-01 Variable 5.46318456 N N N N N N Amur Equipment Finance Receivables V LLC 549300CLUTIE6U42KJ43 03236TAG1 224409.49000000 PA USD 224722.11000000 0.002387603891 Long ABS-O CORP US Y 2 2023-12-20 Fixed 3.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313920QL7 58823.55000000 PA USD 56878.95000000 0.000604321499 Long ABS-MBS USGSE US N 2 2031-08-25 None 0.00000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826525AB3 2565151.94000000 PA USD 2616073.54000000 0.027794983616 Long ABS-O CORP US Y 2 2037-07-20 Fixed 2.32000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72D6 104875743.52000000 PA USD 4524759.08000000 0.048074185443 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.75935880 N N N N N N Pretium Mortgage Credit Partners I LLC N/A 741392AA2 12689912.98000000 PA USD 12821065.77000000 0.136219914146 Long ABS-O CORP US Y 3 2060-06-27 Variable 3.10479840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TAY6 120002.14000000 PA USD 124027.72000000 0.001317756703 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 2.50000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 1360698A2 2500000.00000000 PA USD 2561541.98000000 0.027215602420 Long DBT CORP CA N 2 2023-07-22 Variable 2.60600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397LAH2 175930.54000000 PA USD 177636.20000000 0.001887330456 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 0.74162880 N N N N N N COLT Mortgage Loan Trust N/A 196860AA8 1588537.30000000 PA USD 1596059.50000000 0.016957645484 Long ABS-MBS CORP US Y 2 2049-11-25 Variable 2.57900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9C89 762837.62000000 PA USD 778343.74000000 0.008269664889 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 1.50000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAL4 16475000.00000000 PA USD 16505299.34000000 0.175363772356 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AMU9 835323.80000000 PA USD 868107.04000000 0.009223372579 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 30292PAG3 9700000.00000000 PA USD 10245164.25000000 0.108851745992 Long ABS-MBS USGSE US Y 2 2048-04-25 Variable 3.58902360 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054MAD5 6550000.00000000 PA USD 6935755.70000000 0.073690289321 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 2.90300000 N N N N N N Neuberger Berman CLO XIV Ltd. 549300Z5ZNFT7IECFZ07 64129JBE9 10700000.00000000 PA USD 10702247.00000000 0.113708110828 Long ABS-CBDO CORP KY Y 2 2030-01-28 Floating 1.21399920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NKHW9 53738.46000000 PA USD 53861.90000000 0.000572266262 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 2.37499920 N Y N N N N Edison International 549300I7ROF15MAEVP56 281020AJ6 7680000.00000000 PA USD 7946620.72000000 0.084430421905 Long DBT CORP US N 2 2023-03-15 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGVP4 1088115.44000000 PA USD 1215712.32000000 0.012916572680 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392ER28 2078037.55000000 PA USD 2395727.52000000 0.025453874346 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380WUC1 2903.06000000 PA USD 2902.53000000 0.000030838496 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397CXF1 579873.38000000 PA USD 666571.64000000 0.007082120410 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397JHT4 844083.00000000 PA USD 851103.83000000 0.009042718657 Long ABS-MBS USGSE US N 2 2037-06-15 Floating 0.45087840 N N N N N N Progress Residential N/A 74333VAC8 667000.00000000 PA USD 668616.34000000 0.007103844724 Long ABS-O CORP US Y 3 2026-05-17 Fixed 1.88800000 N N N N N N Business Jet Securities LLC N/A 12327FAA5 5155746.09000000 PA USD 5263800.73000000 0.055926277611 Long ABS-O CORP US Y 2 2035-11-15 Fixed 2.98100000 N N N N N N BCC Funding Corp. XVI LLC N/A 05492MAB1 4837118.04000000 PA USD 4904495.22000000 0.052108766134 Long ABS-O CORP US Y 2 2024-08-20 Fixed 2.46000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCHQ4 2394833.33000000 PA USD 2460519.06000000 0.026142264701 Long ABS-MBS USGSE US N 2 2044-07-15 Fixed 3.00000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 22541SX29 66787.11000000 PA USD 20036.13000000 0.000212877771 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380F3Y0 1095303.00000000 PA USD 1177200.45000000 0.012507395805 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9CQ8 9536784.33000000 PA USD 10040041.39000000 0.106672378155 Long ABS-MBS USGSE US N 2 2050-03-25 Fixed 3.00000000 N N N N N N BOC Aviation Ltd. 254900H06V5RMEB3KE72 09681LAC4 1900000.00000000 PA USD 1904512.50000000 0.020234864549 Long DBT CORP SG Y 2 2021-09-15 Fixed 2.37500000 N N N N N N ONE Gas, Inc. 549300HXDWI0LATTX840 68235PAK4 12806000.00000000 PA USD 12813107.33000000 0.136135358148 Long DBT CORP US N 2 2023-03-11 Floating 0.78725160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381VV56 777965.24000000 PA USD 838656.80000000 0.008910472759 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8LT4 1561138.23000000 PA USD 1620727.81000000 0.017219738756 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 3.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859UBF9 8220000.00000000 PA USD 8148897.00000000 0.086579545698 Long DBT CORP GB Y 2 2025-08-28 Fixed 1.00000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2E0 3863000.00000000 PA USD 3970338.94000000 0.042183640521 Long DBT CORP US Y 2 2022-07-01 Fixed 3.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBJ7 6315000.00000000 PA USD 6350609.65000000 0.067473290974 Long DBT CORP JP N 2 2024-09-08 Variable 0.84899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKZD0 456148.33000000 PA USD 486488.96000000 0.005168796849 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 4.00000000 N N N N N N Upstart Securitization Trust N/A 91680FAA0 10909000.00000000 PA USD 10922965.70000000 0.116053179710 Long ABS-O CORP US Y 2 2031-06-20 Fixed 0.91000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBD2 152350000.00000000 PA USD 152373804.69000000 1.618925209919 Long DBT UST US N 2 2022-12-31 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAB58 194823.75000000 PA USD 34369.49000000 0.000365165350 Long ABS-MBS USGSE US N 2 2033-02-25 Variable 6.50000160 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536BAE2 2330000.00000000 PA USD 2387771.88000000 0.025369348097 Long ABS-O CORP US Y 2 2030-02-15 Fixed 2.28000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8ET0 2330859.00000000 PA USD 2443228.31000000 0.025958555755 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395W4L8 156701.65000000 PA USD 180622.94000000 0.001919063658 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAM0 3770000.00000000 PA USD 3864472.54000000 0.041058842304 Long DBT CORP US Y 2 2023-01-21 Fixed 2.15000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BL6 5355000.00000000 PA USD 5469811.20000000 0.058115076034 Long DBT CORP US N 2 2023-03-30 Variable 2.82499920 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535AAC9 8660000.00000000 PA USD 8944732.14000000 0.095035051378 Long ABS-O CORP US Y 2 2028-04-17 Fixed 3.75000000 N N N N N N OneMain Financial Issuance Trust N/A 68267DAA4 6522602.14000000 PA USD 6532095.14000000 0.069401518963 Long ABS-O CORP US Y 2 2031-02-14 Fixed 3.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MRZ20 1490764.94000000 PA USD 1567427.56000000 0.016653439853 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BY22 585887.55000000 PA USD 587631.97000000 0.006243410488 Long ABS-MBS USGA US N 2 2063-04-20 Floating 0.55838160 N N N N N N Marlette Funding Trust 549300Y3KZXU3NUCX480 57109HAA0 147922.85000000 PA USD 148539.01000000 0.001578181685 Long ABS-O CORP US Y 2 2029-07-16 Fixed 3.13000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LSX2 9351837.24000000 PA USD 9361711.84000000 0.099465333536 Long ABS-MBS USGA US N 2 2069-04-20 Floating 0.50000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKJ0 466632.42000000 PA USD 467123.45000000 0.004963044211 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.07399960 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 18140000.00000000 PA USD 21564374.33000000 0.229114901409 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UUU1 965181.10000000 PA USD 1093514.86000000 0.011618261930 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QYK9 140052.03000000 PA USD 141639.91000000 0.001504880852 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 1.29162960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AW4W0 92613.51000000 PA USD 97632.51000000 0.001037315646 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAJ1 1905000.00000000 PA USD 1939140.11000000 0.020602772346 Long DBT CORP FR Y 2 2022-01-12 Fixed 3.25000000 N N N N N N Regional Management Issuance Trust N/A 75907VAA5 14957000.00000000 PA USD 14996474.51000000 0.159332968639 Long ABS-O CORP US Y 2 2031-03-17 Fixed 1.68000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWK37 278742.48000000 PA USD 278839.45000000 0.002962584126 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 4362000.00000000 PA USD 4618822.78000000 0.049073583572 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073EAS4 9460000.00000000 PA USD 9492710.79000000 0.100857157433 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BLQ3 487993.62000000 PA USD 490334.67000000 0.005209656345 Long ABS-MBS USGA US N 2 2061-04-20 Floating 0.60837840 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDD5 10505000.00000000 PA USD 10426005.34000000 0.110773127428 Long DBT CORP US N 2 2026-01-08 Fixed 1.25000000 N N N N N N FREED ABS Trust N/A 35634LAA1 407350.82000000 PA USD 408257.46000000 0.004337611018 Long ABS-O CORP US Y 2 2027-09-20 Fixed 2.40000000 N N N N N N CPS Auto Receivables Trust N/A 12656CAE5 6289000.00000000 PA USD 6497829.39000000 0.069037455818 Long ABS-O CORP US Y 2 2026-04-15 Fixed 3.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VG60 1244355.80000000 PA USD 1318156.68000000 0.014005012765 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 5.00000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2L8 3750000.00000000 PA USD 3774916.95000000 0.040107341469 Long DBT CORP CA N 2 2023-08-15 Variable 0.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VEH0 639945.62000000 PA USD 648186.07000000 0.006886779335 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8U49 1634928.32000000 PA USD 1665703.07000000 0.017697587178 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YJC5 415224.57000000 PA USD 429302.63000000 0.004561209532 Long ABS-MBS USGA US N 2 2026-09-16 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAXB9 2876515.00000000 PA USD 2985818.20000000 0.031723407878 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AWZ32 4773339.00000000 PA USD 261818.12000000 0.002781737686 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 2.50000000 N N N N N N LL ABS Trust N/A 50202AAA6 91718.20000000 PA USD 91944.71000000 0.000976884506 Long ABS-O CORP US Y 2 2027-03-15 Fixed 2.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RDG1 1586459.44000000 PA USD 1839072.00000000 0.019539579192 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Regional Management Issuance Trust N/A 75907QAA6 6210000.00000000 PA USD 6348509.70000000 0.067450979646 Long ABS-O CORP US Y 2 2030-10-15 Fixed 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ULN0 272891.30000000 PA USD 312341.42000000 0.003318532342 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 6.50000160 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BM0 6364000.00000000 PA USD 6612837.11000000 0.070259377773 Long DBT CORP GB N 2 2023-11-22 Variable 3.03300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283AM31 308018.04000000 PA USD 326928.02000000 0.003473510518 Long ABS-MBS USGSE US N 2 2028-02-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAN6 15820475.37000000 PA USD 15993584.59000000 0.169926959180 Long ABS-MBS USGA US N 2 2065-04-20 Floating 0.72838080 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HF0 3090000.00000000 PA USD 3169797.40000000 0.033678130776 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.21000000 N N N N N N CWABS, Inc. Asset-Backed Certificates Trust N/A 126673BC5 135467.63000000 PA USD 133172.67000000 0.001414919009 Long ABS-O CORP US N 2 2034-10-25 Floating 0.99163080 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEK1 13190000.00000000 PA USD 12977280.12000000 0.137879643979 Long DBT CORP US Y 2 2026-01-12 Fixed 0.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339D2H0 12058.85000000 PA USD 12184.80000000 0.000129459784 Long ABS-MBS USGSE US N 2 2022-02-15 Fixed 6.00000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AF7 720000.00000000 PA USD 769029.68000000 0.008170705841 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N AMSR Trust N/A 66981FAC4 8000000.00000000 PA USD 7992908.00000000 0.084922210140 Long ABS-O CORP US Y 3 2037-11-17 Fixed 1.85600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B33B4 7535887.07000000 PA USD 8078664.61000000 0.085833347970 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARBB3 2686758.82000000 PA USD 2881462.59000000 0.030614661344 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 3.00000000 N N N N N N NMEF Funding LLC 549300LKWL3P0UPHKL72 62919TAC0 5406000.00000000 PA USD 5411369.24000000 0.057494148030 Long ABS-O CORP US Y 3 2027-12-15 Fixed 1.85000000 N N N N N N Fair Square Issuance Trust N/A 303394AA8 7050000.00000000 PA USD 7118778.39000000 0.075634849591 Long ABS-O CORP US Y 2 2024-09-20 Fixed 2.90000000 N N N N N N Mariner Finance Issuance Trust N/A 56847MAA8 7845000.00000000 PA USD 8060164.82000000 0.085636793343 Long ABS-O CORP US Y 2 2032-07-20 Fixed 2.96000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAQ8 400000.00000000 PA USD 410374.10000000 0.004360099672 Long DBT CORP CA N 2 2022-07-15 Fixed 2.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WJA4 60060.52000000 PA USD 65871.55000000 0.000699865131 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2N3 8200000.00000000 PA USD 8115644.30000000 0.086226245900 Long DBT CORP FR Y 2 2027-01-13 Variable 1.32300000 N N N N N N N/A N/A N/A 10983.00000000 NC USD 493400.29000000 0.005242227623 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2021-09-30 2424325629.64000000 USD 493400.29000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BAG32 5294414.43000000 PA USD 5448204.99000000 0.057885516641 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BC3L0 730765.13000000 PA USD 759964.31000000 0.008074389050 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 2.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDK7 16355000.00000000 PA USD 16174317.65000000 0.171847192830 Long DBT CORP NL Y 2 2027-02-24 Variable 1.10599920 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAH0 3626000.00000000 PA USD 3684999.41000000 0.039151995026 Long DBT CORP CH Y 2 2022-02-01 Fixed 2.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSB62 356773.57000000 PA USD 381325.46000000 0.004051466731 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.41499880 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 36202KWF8 20664.29000000 PA USD 21178.59000000 0.000225016060 Long ABS-MBS USGA US N 2 2025-11-20 Variable 2.12500080 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMH2 10945000.00000000 PA USD 10969444.67000000 0.116547004593 Long DBT CORP US N 2 2024-03-25 Floating 0.65000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCN69 127545.97000000 PA USD 24274.42000000 0.000257908310 Long ABS-MBS USGSE US N 2 2036-10-25 Variable 6.00000120 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAX0 9555000.00000000 PA USD 9611587.77000000 0.102120189095 Long DBT CORP FR Y 2 2025-07-08 Fixed 1.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394AB21 180282.70000000 PA USD 181895.82000000 0.001932587620 Long ABS-MBS USGSE US N 2 2034-09-25 Floating 0.59163120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YAY8 413876.57000000 PA USD 424382.16000000 0.004508931038 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 0.79162920 N N N N N N AMSR Trust N/A 03217JAA9 12400000.00000000 PA USD 12375498.84000000 0.131485901386 Long ABS-O CORP US Y 2 2037-11-17 Fixed 1.37900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VFH7 1669984.79000000 PA USD 249152.55000000 0.002647169867 Long ABS-MBS USGSE US N 2 2034-07-15 Floating 6.89911920 N N N N N N N/A N/A N/A -11736.00000000 NC USD -1215403.63000000 -0.01291329294 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2021-09-30 -1453155181.63000000 USD -1215403.63000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UXL8 1431604.62000000 PA USD 1640710.37000000 0.017432047362 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AF2 13670000.00000000 PA USD 15069456.95000000 0.160108384809 Long DBT CORP FR Y 2 2025-03-17 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DQL9 701649.28000000 PA USD 721619.05000000 0.007666982355 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAL6 2850000.00000000 PA USD 3079965.47000000 0.032723693913 Long DBT CORP FR Y 2 2023-09-14 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A84G2 3464851.78000000 PA USD 3645614.48000000 0.038733542155 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535MAA7 15321000.00000000 PA USD 15530140.84000000 0.165003010659 Long ABS-O CORP US Y 2 2029-07-16 Fixed 1.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313617NN8 2011.23000000 PA USD 2021.01000000 0.000021472614 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 2.26100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409SKW9 637018.25000000 PA USD 676425.42000000 0.007186813818 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.92899960 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YBB5 2750000.00000000 PA USD 2951066.25000000 0.031354179007 Long ABS-MBS CORP US N 3 2048-08-15 Variable 4.61937960 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAA4 20882000.00000000 PA USD 20958484.50000000 0.222677506726 Long ABS-O CORP US Y 2 2026-03-20 Fixed 1.54000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MQZB2 481175.57000000 PA USD 502425.26000000 0.005338115177 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159TE6 2285000.00000000 PA USD 2348143.67000000 0.024948310450 Long DBT CORP CA N 2 2023-02-01 Fixed 1.95000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AX6 9180000.00000000 PA USD 9267985.34000000 0.098469518055 Long DBT CORP US Y 2 2025-09-01 Fixed 1.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 337911.08000000 PA USD 350889.30000000 0.003728091812 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.71200160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HX4M4 3912781.86000000 PA USD 4101685.10000000 0.043579153418 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BG6G9 1330934.75000000 PA USD 1389672.09000000 0.014764842189 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CF65 3952.82000000 PA USD 4120.59000000 0.000043780012 Long ABS-MBS USGA US N 2 2025-04-20 Fixed 8.50000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBM0 19695000.00000000 PA USD 20264781.08000000 0.215307119426 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N Bain Capital Credit CLO Ltd. 549300GXRBLOE2KMGY86 056828AS5 13857654.51000000 PA USD 13854162.38000000 0.147196250595 Long ABS-CBDO CORP KY Y 2 2029-01-15 Floating 1.15374960 N N N N N N WFRBS Commercial Mortgage Trust N/A 92939LAG1 7605000.00000000 PA USD 8256667.89000000 0.087724578540 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.98400000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAA2 3500000.00000000 PA USD 3501050.35000000 0.037197592357 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 0.90184320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDJX1 257870.83000000 PA USD 265968.44000000 0.002825833570 Long ABS-MBS USGSE US N 2 2045-09-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CBX3 700.24000000 PA USD 721.40000000 0.000007664655 Long ABS-MBS USGA US N 2 2027-03-20 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X7L7 125774.37000000 PA USD 126475.72000000 0.001343765957 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 1.90500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394BE67 16155.06000000 PA USD 18170.91000000 0.000193060377 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 5.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHC6 5450000.00000000 PA USD 5670766.20000000 0.060250161629 Long DBT CORP US N 2 2023-12-20 Variable 3.00399840 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAH1 2000000.00000000 PA USD 2077979.06000000 0.022077893852 Long DBT CORP AU Y 2 2023-11-28 Variable 3.18899880 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746SA0 8248000.00000000 PA USD 8271755.97000000 0.087884884789 Long DBT CORP US N 2 2021-07-26 Fixed 2.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307M4Q6 557982.19000000 PA USD 592943.19000000 0.006299840581 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30295AAQ1 4000000.00000000 PA USD 4180422.00000000 0.044415708970 Long ABS-MBS USGSE US Y 2 2049-07-25 Variable 3.84650640 N N N N N N American Credit Acceptance Receivables Trust N/A 02528BAC8 1750000.00000000 PA USD 1750462.88000000 0.018598134313 Long ABS-O CORP US Y 2 2025-03-13 Fixed 0.61000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6FP1 614439.35000000 PA USD 618675.42000000 0.006573237678 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JN3P8 205874.15000000 PA USD 206046.69000000 0.002189183249 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.90999880 N Y N N N N Drive Auto Receivables Trust N/A 26208CAN8 2937856.28000000 PA USD 2942737.53000000 0.031265688897 Long ABS-O CORP US Y 2 2024-05-15 Fixed 4.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQZK9 158613.04000000 PA USD 163961.63000000 0.001742042320 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BAF90 5298728.76000000 PA USD 5367565.61000000 0.057028747819 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 1.50000000 N N N N N N World Omni Auto Receivables Trust N/A 98162YAD5 2249330.18000000 PA USD 2286510.03000000 0.024293471819 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.04000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1ZP2 1147793.10000000 PA USD 1157502.28000000 0.012298108755 Long ABS-MBS USGSE US N 2 2044-03-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B9CG8 2928959.70000000 PA USD 3277290.63000000 0.034820213565 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393RCR9 4876210.76000000 PA USD 5620469.25000000 0.059715771873 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QE61 63270.60000000 PA USD 64168.62000000 0.000681772019 Long ABS-MBS USGSE US N 2 2026-02-25 Fixed 3.50000000 N N N N N N CoreVest American Finance Trust N/A 21873AAA5 3997829.26000000 PA USD 3971763.81000000 0.042198779330 Long ABS-O CORP US Y 2 2052-12-15 Fixed 1.17400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GL76 78838.01000000 PA USD 82813.04000000 0.000879863296 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.07500040 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14912L7D7 1952000.00000000 PA USD 1963734.96000000 0.020864085128 Long DBT CORP US N 2 2021-10-01 Fixed 1.93100000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886BV5 4760000.00000000 PA USD 4807373.42000000 0.051076876625 Long ABS-O CORP US Y 2 2023-09-15 Fixed 3.68000000 N N N N N N Carlyle Global Market Strategies CLO Ltd. N/A 14311DBN5 18666000.00000000 PA USD 18665981.33000000 0.198320359621 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 1.13412960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BKP6 4029557.12000000 PA USD 4043951.91000000 0.042965755879 Long ABS-MBS USGA US N 2 2061-02-20 Floating 0.60837840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6T57 133324.11000000 PA USD 155961.80000000 0.001657046565 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRT3 1413474.25000000 PA USD 1453776.27000000 0.015445929553 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHFS4 2241789.48000000 PA USD 2315034.12000000 0.024596531577 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AVDX2 901416.60000000 PA USD 929467.96000000 0.009875313642 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 1.75000000 N N N N N N Flagship Credit Auto Trust N/A 33844KAD8 5500000.00000000 PA USD 5644543.30000000 0.059971551313 Long ABS-O CORP US Y 2 2023-09-15 Fixed 3.73000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ALL66 903748.95000000 PA USD 910275.92000000 0.009671404070 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QEB1 102118.03000000 PA USD 107152.69000000 0.001138464656 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AJJN5 15419.56000000 PA USD 15437.69000000 0.000164020748 Long ABS-MBS USGSE US N 2 2039-10-15 Floating 0.60087960 N N N N N N Tesla Auto Lease Trust N/A 88161NAA7 357897.50000000 PA USD 358692.78000000 0.003811001407 Long ABS-O CORP US Y 2 2021-08-20 Fixed 3.71000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FHG98 11272965.51000000 PA USD 11961032.38000000 0.127082321636 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ30 975304.95000000 PA USD 999227.50000000 0.010616487482 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.35500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABDA8 3482119.80000000 PA USD 3540962.05000000 0.037621641999 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B22F6 286134.60000000 PA USD 289626.07000000 0.003077188675 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFVT8 2000000.00000000 PA USD 2152332.80000000 0.022867879667 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.00000000 N N N N N N Credit Acceptance Auto Loan Trust 549300JDZNIORD1CFR68 22534DAA8 93383.77000000 PA USD 93547.38000000 0.000993912386 Long ABS-O CORP US Y 2 2027-08-15 Fixed 3.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AGHC7 197004.63000000 PA USD 206470.09000000 0.002193681745 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AML47 91770.75000000 PA USD 96444.70000000 0.001024695527 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A7W73 118463.56000000 PA USD 118532.80000000 0.001259374854 Long ABS-MBS USGSE US N 2 2039-04-25 Floating 0.54163080 N N N N N N American Credit Acceptance Receivables Trust N/A 025297AC6 12500000.00000000 PA USD 12742726.25000000 0.135387580635 Long ABS-O CORP US Y 2 2026-06-15 Fixed 1.85000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XAX2 6305000.00000000 PA USD 6516950.14000000 0.069240607956 Long DBT CORP US N 2 2023-01-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GXX6 67673.51000000 PA USD 69254.47000000 0.000735807625 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBP0 1658152.74000000 PA USD 1676137.40000000 0.017808448753 Long ABS-MBS USGA US N 2 2065-05-20 Floating 0.70837920 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 4805000.00000000 PA USD 5024936.67000000 0.053388419813 Long DBT CORP US N 2 2026-04-28 Variable 2.18800080 N N N N N N Legacy Mortgage Asset Trust N/A 52475JAA3 1194834.32000000 PA USD 1218798.87000000 0.012949366332 Long ABS-MBS CORP US Y 2 2060-06-25 Fixed 3.25000000 N N N N N N LCM XXIV Ltd. N/A 50188YAE4 10288000.00000000 PA USD 10285407.42000000 0.109279317402 Long ABS-CBDO CORP KY Y 2 2030-03-20 Floating 1.16825040 N N N N N N Progress Residential N/A 74333VAJ3 1800000.00000000 PA USD 1809245.34000000 0.019222680025 Long ABS-O CORP US Y 3 2026-05-17 Fixed 2.53800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202K4X0 867.08000000 PA USD 870.52000000 0.000009249009 Long ABS-MBS USGA US N 2 2022-03-20 Variable 2.00000160 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 15923000.00000000 PA USD 16041121.59000000 0.170432025309 Long ABS-O CORP US Y 2 2036-03-20 Fixed 1.86000000 N N N N N N VOLT XCVII LLC N/A 91835EAA7 13243534.13000000 PA USD 13253897.20000000 0.140818616102 Long ABS-MBS CORP US Y 2 2051-04-25 Variable 2.23949880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UNH9 961794.96000000 PA USD 960267.82000000 0.010202552763 Long ABS-MBS USGA US N 2 2064-07-20 Floating 0.57837960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398FH95 2294609.00000000 PA USD 2524007.49000000 0.026816809909 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 33629.72000000 PA USD 34893.47000000 0.000370732478 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.76299920 N N N N N N DT Auto Owner Trust N/A 23344GAC5 1500000.00000000 PA USD 1500852.45000000 0.015946099610 Long ABS-O CORP US Y 2 2025-09-15 Fixed 0.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4WW5 61252.32000000 PA USD 62667.18000000 0.000665819677 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 2.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCD5 6365000.00000000 PA USD 6625777.61000000 0.070396866639 Long DBT CORP US N 2 2023-05-11 Fixed 2.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXUZ4 754045.60000000 PA USD 782322.99000000 0.008311943206 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 2.00000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2J3 5755000.00000000 PA USD 5914825.96000000 0.062843222156 Long DBT CORP CA N 2 2023-02-01 Fixed 2.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MWY4 579037.23000000 PA USD 601893.22000000 0.006394931921 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.50000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HC7 13300000.00000000 PA USD 13622048.86000000 0.144730115226 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.49000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGE81 113427.81000000 PA USD 115605.01000000 0.001228267978 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3BD1 1257738.71000000 PA USD 1337581.47000000 0.014211395236 Long ABS-MBS USGSE US N 2 2056-10-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BZF3 246301.76000000 PA USD 247248.86000000 0.002626943741 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 0.39162960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417Y3N5 159155.40000000 PA USD 171581.06000000 0.001822996440 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.00000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913Q2T5 7135000.00000000 PA USD 7283937.35000000 0.077389613177 Long DBT CORP US N 2 2022-02-26 Fixed 2.95000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AH9 1000000.00000000 PA USD 1100062.86000000 0.011687832434 Long DBT CORP AU Y 2 2024-03-19 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGFY0 124175.23000000 PA USD 123998.63000000 0.001317447631 Long ABS-MBS USGSE US N 2 2028-10-15 Floating 0.30088080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQHG1 657972.72000000 PA USD 683122.48000000 0.007257968038 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BG4W6 609646.80000000 PA USD 619698.29000000 0.006584105360 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B34Y1 226567.56000000 PA USD 238391.03000000 0.002532831998 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0NT0 319794.75000000 PA USD 320782.18000000 0.003408212843 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 0.59163120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B4F0 867454.02000000 PA USD 903862.18000000 0.009603260038 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393T5W2 1710112.60000000 PA USD 2005064.95000000 0.021303203668 Long ABS-MBS USGSE US N 2 2033-11-25 Fixed 6.00000000 N N N N N N VOLT C LLC N/A 91835DAA9 9679918.24000000 PA USD 9687640.88000000 0.102928230198 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 1.99180080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 68445050.60000000 PA USD 1724274.56000000 0.018319891399 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.43113600 N N N N N N American Credit Acceptance Receivables Trust N/A 02529NAE7 6500000.00000000 PA USD 6576012.30000000 0.069868125396 Long ABS-O CORP US Y 2 2025-09-12 Fixed 2.76000000 N N N N N N CPS Auto Receivables Trust N/A 12596UAB4 1768126.74000000 PA USD 1773210.81000000 0.018839824132 Long ABS-O CORP US Y 2 2023-08-15 Fixed 2.63000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AMCA5 119096.53000000 PA USD 125216.08000000 0.001330382666 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 2.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BN3 13695000.00000000 PA USD 14303364.77000000 0.151968889009 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RTD8 3865643.92000000 PA USD 3938272.41000000 0.041842943418 Long ABS-MBS USGA US N 2 2066-03-20 Floating 0.95838120 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCR8 420000.00000000 PA USD 425678.18000000 0.004522700856 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359P4Z6 46134.97000000 PA USD 45709.38000000 0.000485648223 Long ABS-MBS USGSE US N 2 2023-06-25 None 0.00000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AA7 15000000.00000000 PA USD 15398604.90000000 0.163605481407 Long DBT CORP IT Y 2 2022-04-12 Fixed 3.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166MAG3 16000000.00000000 PA USD 16400846.40000000 0.174253991721 Long ABS-O CORP US Y 2 2024-02-15 Fixed 6.39000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BV5 8340000.00000000 PA USD 8388947.54000000 0.089130009484 Long DBT CORP JP N 2 2024-09-15 Variable 0.84800160 N N N N N N PRPM LLC N/A 69357AAA9 14397921.94000000 PA USD 14516606.89000000 0.154234521507 Long ABS-MBS CORP US Y 2 2025-11-25 Variable 3.10399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACAA9 1315333.72000000 PA USD 1328947.69000000 0.014119663956 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCWS9 17465880.66000000 PA USD 18938642.14000000 0.201217297582 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 3.50000000 N N N N N N Commercial Mortgage Trust N/A 12593QBH2 2000000.00000000 PA USD 2218074.80000000 0.023566368369 Long ABS-MBS CORP US N 3 2048-10-10 Variable 4.47904800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A8LS5 63534.08000000 PA USD 65930.06000000 0.000700486782 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828F96 18500000.00000000 PA USD 18648867.28000000 0.198138528059 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N Santander Retail Auto Lease Trust N/A 80281GAD8 7750000.00000000 PA USD 7831788.08000000 0.083210360122 Long ABS-O CORP US Y 2 2023-01-20 Fixed 2.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B7D30 132733.46000000 PA USD 133933.05000000 0.001422997814 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAG4 1605000.00000000 PA USD 1654817.92000000 0.017581935779 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378J4L3 1706820.54000000 PA USD 1741630.12000000 0.018504288931 Long ABS-MBS USGA US N 2 2028-05-20 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7AE1 315722.90000000 PA USD 329205.78000000 0.003497711024 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4WN5 377449.50000000 PA USD 390322.42000000 0.004147056687 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 2.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859WAE9 5000000.00000000 PA USD 5555349.25000000 0.059023891731 Long DBT CORP GB Y 2 2026-09-14 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HEP3 9817575.70000000 PA USD 10129021.60000000 0.107617765753 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 2.75000000 N N N N N N VCAT LLC N/A 91790CAA4 3303300.64000000 PA USD 3311211.38000000 0.035180611190 Long ABS-O CORP US Y 3 2050-12-26 Variable 2.28909960 N N N N N N CPS Auto Receivables Trust 549300RMJRP95RN5CL91 22412AAB9 16831.10000000 PA USD 16853.82000000 0.000179066698 Long ABS-O CORP US Y 2 2023-04-17 Fixed 3.09000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413FKS0 7558.59000000 PA USD 7619.57000000 0.000080955607 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 2.17400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UV63 205.14000000 PA USD 205.12000000 0.000002179337 Long ABS-MBS USGSE US N 2 2021-07-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398FSC6 4092836.35000000 PA USD 4700369.61000000 0.049939993774 Long ABS-MBS USGSE US N 2 2039-10-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8V63 1285076.70000000 PA USD 1340544.47000000 0.014242876207 Long ABS-MBS USGSE US N 2 2050-03-25 Fixed 3.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAB7 7787000.00000000 PA USD 8401082.82000000 0.089258943133 Long DBT CORP KY Y 2 2023-10-01 Fixed 5.12500000 N N N N N N CPS Auto Receivables Trust N/A 12596HAD9 6900000.00000000 PA USD 7182004.38000000 0.076306606455 Long ABS-O CORP US Y 2 2024-12-16 Fixed 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAPU5 3603233.75000000 PA USD 3987383.65000000 0.042364735367 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529WAD9 4000000.00000000 PA USD 4358585.60000000 0.046308642891 Long ABS-O CORP US Y 2 2026-05-13 Fixed 5.65000000 N N N N N N Marlette Funding Trust N/A 57109JAA6 484265.83000000 PA USD 485430.10000000 0.005157546785 Long ABS-O CORP US Y 2 2030-03-15 Fixed 2.24000000 N N N N N N Marlette Funding Trust 549300W2612MGSLICQ35 57109MAA9 1717946.48000000 PA USD 1724196.20000000 0.018319058848 Long ABS-O CORP US Y 2 2029-09-17 Fixed 2.69000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XHE0 1652364.69000000 PA USD 1728130.90000000 0.018360863835 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379MWW0 1290604.57000000 PA USD 1329387.75000000 0.014124339459 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394XZ90 84202.23000000 PA USD 87220.09000000 0.000926686859 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 4.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CE7 13700000.00000000 PA USD 13932541.33000000 0.148029003038 Long DBT CORP DE N 2 2026-11-24 Variable 2.12900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFUQ5 136251.34000000 PA USD 138815.94000000 0.001474877031 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 1.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FZW6 2384.14000000 PA USD 226.49000000 0.000002406387 Long ABS-MBS CORP US N 2 2019-06-25 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A2LJ9 121723.43000000 PA USD 129361.00000000 0.001374421177 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FR4A6 2381043.42000000 PA USD 2484018.31000000 0.026391937066 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJPY6 2000000.00000000 PA USD 2090504.80000000 0.022210976020 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 4.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042KAE3 18500000.00000000 PA USD 19001818.05000000 0.201888522361 Long ABS-O CORP US Y 2 2025-04-15 Fixed 2.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AXQN8 5551457.91000000 PA USD 5808168.43000000 0.061710018424 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9TK7 976629.53000000 PA USD 1004030.44000000 0.010667517255 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BNE8 298213.86000000 PA USD 300283.55000000 0.003190421150 Long ABS-MBS USGA US N 2 2061-10-20 Floating 0.70837920 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAC2 10000000.00000000 PA USD 10170016.90000000 0.108053328314 Long DBT CORP US Y 2 2022-04-05 Fixed 3.15000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LV1 13924000.00000000 PA USD 14175433.88000000 0.150609662314 Long DBT CORP US N 2 2023-01-24 Variable 3.14200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TTX48 186006.75000000 PA USD 211924.89000000 0.002251637331 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACT2 267337.64000000 PA USD 277649.21000000 0.002949938189 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJF27 166859.23000000 PA USD 170243.74000000 0.001808787823 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T5ER0 45691.55000000 PA USD 48178.12000000 0.000511877833 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398FAV3 269914.62000000 PA USD 318496.04000000 0.003383923302 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 6.00000000 N N N N N N Flagship Credit Auto Trust N/A 33845FAE6 13300000.00000000 PA USD 13809045.53000000 0.146716897821 Long ABS-O CORP US Y 2 2025-12-15 Fixed 2.77000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T7RW1 57264.36000000 PA USD 62746.07000000 0.000666657859 Long ABS-MBS USGSE US N 2 2026-08-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JABU1 6094105.20000000 PA USD 6786240.21000000 0.072101732833 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U65 37000000.00000000 PA USD 37312187.50000000 0.396430614198 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A4UE5 487284.62000000 PA USD 532087.57000000 0.005653268176 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 4.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166NAE6 3500000.00000000 PA USD 3541559.00000000 0.037627984410 Long ABS-O CORP US N 2 2025-07-15 Fixed 1.32000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132LNYN8 5507171.31000000 PA USD 5824487.69000000 0.061883405585 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAK9 17350000.00000000 PA USD 17689732.09000000 0.187948009144 Long DBT CORP GB N 2 2023-03-17 Variable 2.85800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MXK8 661288.14000000 PA USD 778224.38000000 0.008268396725 Long ABS-MBS USGSE US N 2 2038-09-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ANZN0 761697.36000000 PA USD 813536.04000000 0.008643572345 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 3.00000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652QAC5 2217814.81000000 PA USD 2234294.50000000 0.023738697736 Long ABS-O CORP US Y 3 2037-11-20 Fixed 1.79000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A7VD1 2176597.20000000 PA USD 2326278.74000000 0.024716002236 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.50000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 8647000.00000000 PA USD 9078963.22000000 0.096461215670 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EWE5 1039086.56000000 PA USD 1184809.75000000 0.012588242297 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GAT5 27038.99000000 PA USD 27034.43000000 0.000287232574 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 7.00000000 N N N N N N DT Auto Owner Trust N/A 26253KAD6 9356000.00000000 PA USD 9652051.91000000 0.102550108244 Long ABS-O CORP US Y 2 2025-04-15 Fixed 2.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LQE5 672895.70000000 PA USD 732067.44000000 0.007777993313 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAV4 3500000.00000000 PA USD 3669940.75000000 0.038992001355 Long DBT CORP FR Y 2 2025-01-22 Fixed 2.62500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61763UBE1 5339286.00000000 PA USD 5712036.51000000 0.060688646088 Long ABS-MBS CORP US N 3 2047-08-15 Variable 4.47882840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398SY72 5708802.54000000 PA USD 6177238.90000000 0.065631279623 Long ABS-MBS USGSE US N 2 2041-01-25 Fixed 3.50000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36260CAC6 15235000.00000000 PA USD 15547788.26000000 0.165190509115 Long ABS-O CORP US Y 2 2025-05-15 Fixed 1.92000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A9AZ0 4480379.71000000 PA USD 4917047.60000000 0.052242131344 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.00000000 N N N N N N N/A N/A N/A -72.00000000 NC USD 30779.14000000 0.000327018976 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2021-09-21 -13306500.00000000 USD 30779.14000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QRH4 1682907.68000000 PA USD 1917600.77000000 0.020373923427 Long ABS-MBS USGSE US N 2 2039-08-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T6CY5 47830.55000000 PA USD 53778.41000000 0.000571379207 Long ABS-MBS USGSE US N 2 2025-04-15 Fixed 8.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUG96 133289.54000000 PA USD 140561.94000000 0.001493427749 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.50000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAT7 3700000.00000000 PA USD 3728364.02000000 0.039612730784 Long DBT CORP NL Y 2 2021-08-27 Fixed 3.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F8QP1 4180103.00000000 PA USD 4225316.25000000 0.044892696687 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FGDC8 401143.98000000 PA USD 79982.39000000 0.000849788503 Long ABS-MBS USGSE US N 2 2038-09-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395PMJ8 411064.59000000 PA USD 479558.31000000 0.005095160807 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBWC6 106000.12000000 PA USD 112594.14000000 0.001196278403 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YV93 2499967.30000000 PA USD 2524685.48000000 0.026824013346 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394U4L3 138554.61000000 PA USD 139521.21000000 0.001482370310 Long ABS-MBS USGSE US N 2 2035-12-25 Floating 0.44163000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397GTK6 417060.75000000 PA USD 41562.90000000 0.000441593138 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 6.34911840 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AS8 15000000.00000000 PA USD 16161051.30000000 0.171706241906 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396AXW9 132978.63000000 PA USD 152206.90000000 0.001617151898 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BL7 800000.00000000 PA USD 821159.66000000 0.008724570982 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62300000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AN5 1620000.00000000 PA USD 1622502.71000000 0.017238596527 Long DBT CORP US N 2 2021-07-28 Fixed 2.37500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066LAD0 620500.10000000 PA USD 622490.60000000 0.006613772802 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARRT5 436789.78000000 PA USD 448620.10000000 0.004766451760 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 2.00000000 N N N N N N PRPM LLC N/A 69357PAA6 6474818.80000000 PA USD 6516992.53000000 0.069241058337 Long ABS-MBS CORP US Y 2 2026-04-25 Variable 1.86699960 N N N N N N CPS Auto Receivables Trust N/A 22411YAD4 2029323.97000000 PA USD 2049446.75000000 0.021774746759 Long ABS-O CORP US Y 2 2023-06-15 Fixed 3.79000000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAB6 1209919.20000000 PA USD 1225966.00000000 0.013025514903 Long ABS-O CORP US Y 3 2033-11-21 Fixed 2.05000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LM1 6966000.00000000 PA USD 7170379.10000000 0.076183091400 Long DBT CORP US N 2 2023-07-24 Variable 2.87600040 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LTE1 1295000.00000000 PA USD 1321251.13000000 0.014037890353 Long DBT CORP US Y 2 2022-02-01 Fixed 3.30000000 N N N N N N CPS Auto Receivables Trust N/A 12656CAG0 6403000.00000000 PA USD 6853988.26000000 0.072821535205 Long ABS-O CORP US Y 2 2026-04-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZD5 33180000.00000000 PA USD 33396447.74000000 0.354827073315 Long DBT UST US N 2 2023-03-15 Fixed 0.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374VCS1 3644.43000000 PA USD 3651.73000000 0.000038798517 Long ABS-MBS USGSE US N 2 2025-10-01 Variable 2.72300040 N N N N N N Gray Oak Pipeline LLC N/A 38937LAA9 9850000.00000000 PA USD 10054457.73000000 0.106825547372 Long DBT CORP US Y 2 2023-09-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CBN3 1687008.02000000 PA USD 1756718.48000000 0.018664598155 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 35708TAS6 7375000.00000000 PA USD 7975588.29000000 0.084738193503 Long ABS-MBS USGSE US Y 2 2049-07-25 Variable 3.98491560 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAR0 8625000.00000000 PA USD 8773059.94000000 0.093211086603 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85100000 N N N N N N USASF Receivables LLC N/A 90353QAA4 2131253.52000000 PA USD 2145945.32000000 0.022800014639 Long ABS-O CORP US Y 2 2023-08-15 Fixed 2.47000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AVYK7 1087550.89000000 PA USD 1104670.14000000 0.011736783379 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BRF0 199610.59000000 PA USD 199721.07000000 0.002121975465 Long ABS-MBS USGSE US N 2 2023-08-15 Floating 0.35088120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4T66 272503.34000000 PA USD 283270.68000000 0.003009664594 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YAX0 220786.45000000 PA USD 226390.76000000 0.002405332789 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 0.79162920 N N N N N N VOLT XCIX LLC N/A 92872VAA1 10224963.38000000 PA USD 10234579.96000000 0.108739291139 Long ABS-MBS CORP US Y 2 2051-04-25 Variable 2.11569840 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAG2 12090000.00000000 PA USD 12377500.20000000 0.131507165226 Long DBT CORP FR Y 2 2026-06-16 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWC5 49421.44000000 PA USD 52055.10000000 0.000553069563 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.93200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138M1MU9 3963298.29000000 PA USD 4304559.28000000 0.045734629716 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Flagship Credit Auto Trust N/A 33845DAC5 4500000.00000000 PA USD 4649685.75000000 0.049401493217 Long ABS-O CORP US Y 2 2024-10-15 Fixed 4.11000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283U2 337090000.00000000 PA USD 349678204.69000000 3.715224293859 Long DBT UST US N 2 2023-01-31 Fixed 2.37500000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGW9 8880000.00000000 PA USD 9308179.75000000 0.098896571404 Long DBT CORP US N 2 2023-03-30 Fixed 2.90000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LTB7 1400000.00000000 PA USD 1401044.19000000 0.014885667283 Long DBT CORP US Y 2 2021-06-11 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417GJE7 3442518.98000000 PA USD 3718450.61000000 0.039507403825 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PUS4 59878.20000000 PA USD 61800.29000000 0.000656609235 Long ABS-MBS USGSE US N 2 2022-08-25 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MB2F3 213092.64000000 PA USD 220707.52000000 0.002344950097 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.50000000 N N N N N N Exelon Generation Co. LLC S2PEWKCZFFECR4533P43 30161MAS2 4675000.00000000 PA USD 5040838.34000000 0.053557370207 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KP54 66443.32000000 PA USD 74449.83000000 0.000791006740 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 6.50000000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBC2 3000000.00000000 PA USD 3049623.69000000 0.032401321753 Long DBT CORP NZ Y 2 2022-01-25 Fixed 2.87500000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBH2 4027000.00000000 PA USD 4217827.25000000 0.044813128345 Long DBT CORP US N 2 2023-04-06 Fixed 2.93700000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XAN4 2500000.00000000 PA USD 2735375.05000000 0.029062525780 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8CR0 2685875.28000000 PA USD 2941850.39000000 0.031256263305 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 3.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAA9 4883000.00000000 PA USD 5440414.81000000 0.057802748354 Long DBT CORP FR Y 2 2025-09-28 Fixed 4.37500000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAZ8 2700000.00000000 PA USD 2875029.31000000 0.030546309706 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189WAM2 22550000.00000000 PA USD 22569536.64000000 0.239794444439 Long DBT CORP US N 2 2023-03-02 Fixed 0.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395TPJ7 658267.90000000 PA USD 758750.59000000 0.008061493645 Long ABS-MBS USGSE US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BW2 22895000.00000000 PA USD 22921760.82000000 0.243536718944 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N AIG Global Funding 54930057MDZ7KOVOTV71 00138CAN8 9160000.00000000 PA USD 9070218.63000000 0.096368307068 Long DBT CORP US Y 2 2025-09-22 Fixed 0.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394B5A8 511775.90000000 PA USD 559594.55000000 0.005945521450 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B17E8 849306.25000000 PA USD 877632.48000000 0.009324577474 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N Emera US Finance LP N/A 29103DAF3 1930000.00000000 PA USD 1931483.03000000 0.020521418206 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2FF2 918140.05000000 PA USD 957625.40000000 0.010174477856 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 3.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAN5 15360000.00000000 PA USD 15464668.26000000 0.164307384462 Long DBT CORP GB N 2 2025-03-15 Variable 1.08900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATPH1 1654469.10000000 PA USD 1664833.69000000 0.017688350281 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCB0 6464601.74000000 PA USD 6522490.96000000 0.069299477479 Long ABS-MBS USGA US N 2 2065-06-20 Floating 0.67838040 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172BZ1 12340000.00000000 PA USD 12526097.57000000 0.133085966969 Long DBT CORP US N 2 2022-02-18 Fixed 2.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397RE28 4762553.15000000 PA USD 252036.69000000 0.002677812975 Long ABS-MBS USGSE US N 2 2037-08-15 Variable 1.11999960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AG7J3 600000.00000000 PA USD 696841.44000000 0.007403727804 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AY3P4 596107.95000000 PA USD 598021.75000000 0.006353798732 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 0.40088160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RM85 1187253.60000000 PA USD 1342643.13000000 0.014265173830 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36256DAC0 14531000.00000000 PA USD 15051307.16000000 0.159915548825 Long ABS-O CORP US Y 2 2024-12-16 Fixed 3.87000000 N N N N N N Bear Stearns Asset-Backed Securities Trust N/A 07384YLJ3 167235.74000000 PA USD 171694.38000000 0.001824200430 Long ABS-O CORP US N 3 2043-06-25 Variable 3.08069640 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LSS1 14750000.00000000 PA USD 15745076.45000000 0.167286635973 Long DBT CORP US Y 2 2024-01-30 Fixed 3.25000000 N N N N N N Flagship Credit Auto Trust N/A 33845WAE9 6494000.00000000 PA USD 6726346.23000000 0.071465377559 Long ABS-O CORP US Y 2 2025-05-15 Fixed 3.09000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CUW69 1837507.50000000 PA USD 2009415.13000000 0.021349423004 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACWV9 1541851.00000000 PA USD 1588193.49000000 0.016874071527 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359GPN0 187500.48000000 PA USD 196824.39000000 0.002091199124 Long ABS-MBS USGSE US N 2 2024-02-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHRN5 712106.08000000 PA USD 750245.73000000 0.007971132101 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.19499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVPG8 371894.69000000 PA USD 374837.75000000 0.003982536790 Long ABS-MBS USGSE US N 2 2047-03-25 Floating 0.49163040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36206W5F8 435.12000000 PA USD 446.61000000 0.000004745095 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 9.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BD5Q5 54448.77000000 PA USD 54520.33000000 0.000579261880 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 2.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474JAA4 8180507.95000000 PA USD 8204492.38000000 0.087170229657 Long ABS-MBS CORP US Y 2 2066-10-25 Variable 1.89200160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNXZ8 1937729.29000000 PA USD 2004070.17000000 0.021292634434 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RCG8 241077.96000000 PA USD 282530.28000000 0.003001798070 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AGBN9 215764.15000000 PA USD 217663.16000000 0.002312604700 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAMM4 2340631.80000000 PA USD 2595604.78000000 0.027577509283 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AF7G3 241428.25000000 PA USD 242318.15000000 0.002574556451 Long ABS-MBS USGSE US N 2 2037-11-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828TY6 45235000.00000000 PA USD 46228049.38000000 0.491158927867 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKG6 208661.84000000 PA USD 227413.10000000 0.002416194840 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B7SA8 2306747.55000000 PA USD 2376655.15000000 0.025251236230 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BQR0 2636239.45000000 PA USD 3124333.65000000 0.033195092296 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B44U9 1569646.53000000 PA USD 1660822.43000000 0.017645731867 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2BD1 5290362.76000000 PA USD 5787065.93000000 0.061485810796 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAE2 2500000.00000000 PA USD 2552001.75000000 0.027114240385 Long ABS-O CORP US Y 2 2025-07-15 Fixed 2.01000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396VGG7 1824816.00000000 PA USD 273189.19000000 0.002902551837 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 6.49837080 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BL7 4420000.00000000 PA USD 4512100.38000000 0.047939690616 Long DBT CORP US Y 2 2023-07-23 Fixed 1.37500000 N N N N N N Flagship Credit Auto Trust N/A 33843WAC5 7330000.00000000 PA USD 7317173.23000000 0.077742734267 Long ABS-O CORP US Y 2 2027-02-16 Fixed 0.68000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B83W5 404411.96000000 PA USD 425022.57000000 0.004515735199 Long ABS-MBS USGSE US N 2 2025-05-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APET5 897683.55000000 PA USD 918299.75000000 0.009756654817 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.50000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBQ7 14600000.00000000 PA USD 14679948.87000000 0.155969980235 Long DBT CORP GB N 2 2024-12-10 Variable 1.00699920 N N N N N N N/A N/A N/A -945.00000000 NC USD 243953.16000000 0.002591927933 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2021-09-21 -136803515.63000000 USD 243953.16000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6FZ9 481487.29000000 PA USD 490217.95000000 0.005208416231 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BBEJ5 155769.10000000 PA USD 158366.52000000 0.001682595982 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QSG44 3705252.62000000 PA USD 4086275.12000000 0.043415427080 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EEZ0 880597.23000000 PA USD 925840.96000000 0.009836777873 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAD5 4430000.00000000 PA USD 4590339.91000000 0.048770961764 Long DBT CORP CA Y 2 2025-02-10 Fixed 2.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZR4 3710000.00000000 PA USD 3711739.06000000 0.039436095653 Long DBT UST US N 2 2022-05-31 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EKS6 194740.80000000 PA USD 191149.99000000 0.002030910354 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 0.34162920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CVUG7 122365.50000000 PA USD 116536.81000000 0.001238168069 Long ABS-MBS USGSE US N 2 2032-02-01 None 0.00000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDM0 17155000.00000000 PA USD 17282801.66000000 0.183624497415 Long DBT CORP US N 2 2023-09-08 Fixed 0.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A6UQ5 1161458.16000000 PA USD 1168980.92000000 0.012420065805 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 4.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00833LAA4 10877000.00000000 PA USD 10980772.02000000 0.116667354232 Long ABS-O CORP US Y 2 2025-02-18 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GG56 83981.20000000 PA USD 84441.45000000 0.000897164656 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 1.77500160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202KXT7 8561.44000000 PA USD 8771.34000000 0.000093192812 Long ABS-MBS USGA US N 2 2026-01-20 Variable 2.00000160 N N N N N N American Credit Acceptance Receivables Trust N/A 02529VAE9 10120000.00000000 PA USD 10294275.51000000 0.109373538154 Long ABS-O CORP US Y 2 2026-03-13 Fixed 2.19000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EWG0 1494800.47000000 PA USD 1791165.64000000 0.019030588726 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 7.00000000 N N N N N N Commercial Mortgage Trust N/A 12593YBD4 2100000.00000000 PA USD 2284009.98000000 0.024266909550 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.49500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537CAE9 2500000.00000000 PA USD 2512787.00000000 0.026697595625 Long ABS-O CORP US Y 2 2030-06-17 Fixed 1.64000000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAA3 4150000.00000000 PA USD 4321561.00000000 0.045915267806 Long DBT CORP US Y 2 2023-05-15 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394BVK7 1285040.38000000 PA USD 1520504.63000000 0.016154898030 Long ABS-MBS USGSE US N 2 2034-12-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285V8 22115000.00000000 PA USD 22450180.47000000 0.238526321529 Long DBT UST US N 2 2022-01-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LNT1 2729461.25000000 PA USD 423894.61000000 0.004503750968 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 6.23912040 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523CN8 11705000.00000000 PA USD 11718931.06000000 0.124510068938 Long DBT CORP US N 2 2024-03-15 Fixed 0.61300000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBF6 860000.00000000 PA USD 879201.53000000 0.009341248152 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283LA55 2614261.04000000 PA USD 2966461.37000000 0.031517747462 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASLF9 1790356.48000000 PA USD 1858090.50000000 0.019741644955 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HJL58 604430.67000000 PA USD 625989.13000000 0.006650943616 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.50000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAL6 10530000.00000000 PA USD 10739771.29000000 0.114106794967 Long ABS-O CORP US Y 2 2023-10-16 Fixed 4.00000000 N N N N N N CoreVest American Finance Trust N/A 21873CAA1 4845301.50000000 PA USD 4815245.13000000 0.051160511144 Long ABS-O CORP US Y 2 2053-08-15 Fixed 1.35800000 N N N N N N First Investors Auto Owner Trust N/A 32059TAA7 350525.21000000 PA USD 352535.68000000 0.003745584097 Long ABS-O CORP US Y 2 2024-03-15 Fixed 2.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393BUF0 217272.56000000 PA USD 32490.50000000 0.000345201654 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410D5T3 159176.14000000 PA USD 167126.74000000 0.001775670648 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.39799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DWH8 247385.26000000 PA USD 305661.69000000 0.003247562247 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B0EN2 2147223.44000000 PA USD 2336573.98000000 0.024825386021 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713BG0 11059000.00000000 PA USD 12296028.22000000 0.130641550283 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAW2 500000.00000000 PA USD 506394.19000000 0.005380283848 Long DBT CORP FR N 2 2021-12-02 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359LVT9 200.04000000 PA USD 213.82000000 0.000002271772 Long ABS-MBS USGSE US N 2 2025-04-25 Fixed 9.00000000 N N N N N N Venture 33 CLO Ltd. 549300NQPL9XHZ20E278 92330YAN3 16714000.00000000 PA USD 16709788.07000000 0.177536402756 Long ABS-CBDO CORP KY Y 2 2031-07-15 Floating 1.24374960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSAJ2 428650.76000000 PA USD 70992.97000000 0.000754278657 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BN2R4 1263824.90000000 PA USD 1301988.62000000 0.013833232058 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AG4Q2 1951926.70000000 PA USD 2017005.30000000 0.021430066246 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 3.00000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EAV6 800000.00000000 PA USD 800000.00000000 0.008499756047 Long DBT CORP US Y 2 2021-06-01 Fixed 5.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAY7 18115000.00000000 PA USD 18209298.72000000 0.193468246151 Long DBT CORP DK Y 2 2023-12-08 Variable 1.17100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XRJ8 15697.45000000 PA USD 17272.72000000 0.000183517382 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BGUL1 549648.60000000 PA USD 555063.08000000 0.005897375963 Long ABS-MBS USGSE US N 2 2043-10-15 Fixed 2.00000000 N N N N N N DT Auto Owner Trust 549300XVMF0FUK76JG97 23343GAG7 8500000.00000000 PA USD 8787493.80000000 0.093364441964 Long ABS-O CORP US Y 2 2024-11-15 Fixed 3.87000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGL34 108295.50000000 PA USD 108687.93000000 0.001154776112 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 1.81500120 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 38377MRE8 56236.50000000 PA USD 57544.35000000 0.000611391171 Long ABS-MBS USGA US N 2 2039-09-16 Fixed 4.00000000 N N N N N N DT Auto Owner Trust N/A 26253KAB0 939650.49000000 PA USD 943020.73000000 0.010019307691 Long ABS-O CORP US Y 2 2023-05-15 Fixed 2.60000000 N N N N N N 7-Eleven, Inc. 549300K23JPL0SS3LB18 817826AB6 15035000.00000000 PA USD 15021071.88000000 0.159594308195 Long DBT CORP US Y 2 2024-02-10 Fixed 0.80000000 N N N N N N FREMF Mortgage Trust N/A 30290XAQ6 4500000.00000000 PA USD 4647688.65000000 0.049380274638 Long ABS-MBS USGSE US Y 2 2045-11-25 Variable 3.50627400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDW34 745600.27000000 PA USD 766963.10000000 0.008148749059 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A26C2 659156.98000000 PA USD 698308.73000000 0.007419317313 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JNBN4 62290.09000000 PA USD 62739.42000000 0.000666587205 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.95900120 N Y N N N N Carvana Auto Receivables Trust N/A 14687PAC9 10946000.00000000 PA USD 11108514.17000000 0.118024575622 Long ABS-O CORP US Y 2 2025-03-17 Fixed 2.01000000 N N N N N N CarMax Auto Owner Trust 5493003IB59OF448TR74 14314RAC6 5180.89000000 PA USD 5185.63000000 0.000055095737 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.11000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABJ5 7500000.00000000 PA USD 8182708.80000000 0.086938785762 Long DBT CORP US Y 2 2023-04-06 Fixed 5.75000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701YAA0 9762000.00000000 PA USD 9759520.45000000 0.103691928710 Long ABS-CBDO CORP KY Y 2 2029-04-20 Floating 1.05495120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BEK6 2042044.39000000 PA USD 2139246.93000000 0.022728846288 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TMFZ4 1334.12000000 PA USD 1406.39000000 0.000014942464 Long ABS-O CORP US N 2 2029-09-25 Variable 7.98999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENTQ2 1684255.60000000 PA USD 1815172.37000000 0.019285652912 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 4.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAQ3 3010000.00000000 PA USD 3094420.99000000 0.032877279405 Long DBT CORP JP N 2 2022-07-12 Fixed 2.78400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395D7E3 387067.43000000 PA USD 389101.08000000 0.004134080322 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 0.49163040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJY38 848258.13000000 PA USD 927172.19000000 0.009850921786 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASNQ5 1705961.55000000 PA USD 1741735.90000000 0.018505412812 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 2.50000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159SH0 14818000.00000000 PA USD 15203499.46000000 0.161532545603 Long DBT CORP CA N 2 2022-11-15 Fixed 2.00000000 N N N N N N BG Energy Capital plc S2M8QDKEE05NZN8JD460 05541VAE6 1990000.00000000 PA USD 2016969.24000000 0.021429683119 Long DBT CORP GB Y 2 2021-10-15 Fixed 4.00000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M2Q6 750000.00000000 PA USD 758291.06000000 0.008056611279 Long DBT CORP US N 2 2021-11-22 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9127964V8 31600000.00000000 PA USD 31598174.15000000 0.335720964787 Long STIV UST US N 2 2021-10-07 None 0.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AT5 13115000.00000000 PA USD 12841507.53000000 0.136437101613 Long DBT CORP CH Y 2 2027-02-02 Variable 1.30500000 N N N N N N Westlake Automobile Receivables Trust N/A 96042QAL4 5500000.00000000 PA USD 5593243.15000000 0.059426502863 Long ABS-O CORP US Y 2 2026-02-17 Fixed 1.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CUTW6 330847.59000000 PA USD 361674.40000000 0.003842680210 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.50000000 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 64830YAC1 1922484.70000000 PA USD 1915162.53000000 0.020348017871 Long ABS-O CORP US Y 2 2026-03-25 Fixed 2.98100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8SW1 4012676.96000000 PA USD 272140.15000000 0.002891406107 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AEZG3 17068.62000000 PA USD 17084.22000000 0.000181514627 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A7CL2 40127.76000000 PA USD 40202.48000000 0.000427139090 Long ABS-MBS USGSE US N 2 2037-10-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PHT7 360.53000000 PA USD 369.50000000 0.000003925824 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.50000000 N N N N N N Natwest Group plc 2138005O9XJIJN4JPN90 780097BE0 14560000.00000000 PA USD 14986027.49000000 0.159221972237 Long DBT CORP GB N 2 2023-05-15 Variable 3.49800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ASX7 1166114.26000000 PA USD 1203214.69000000 0.012783789172 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXM1 13850000.00000000 PA USD 13703120.89000000 0.145591480822 Long DBT CORP US N 2 2026-12-09 Variable 1.09299960 N N N N N N World Financial Network Credit Card Master Trust N/A 981464FJ4 8830000.00000000 PA USD 8837502.85000000 0.093895772870 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.03000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDD6 2000000.00000000 PA USD 2050707.30000000 0.021788139719 Long DBT CORP NL N 2 2022-02-08 Fixed 3.87500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXZ2 51280000.00000000 PA USD 51426002.36000000 0.546385593215 Long DBT CORP US N 2 2024-03-08 Variable 0.67299840 N N N N N N FREMF Mortgage Trust 549300KQ08QVSM4XK212 30297MAU4 7000000.00000000 PA USD 7580168.40000000 0.080536977751 Long ABS-MBS USGSE US Y 2 2025-09-25 Variable 4.07944440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4X28 693066.37000000 PA USD 721825.10000000 0.007669171573 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 1.82300040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABU84 636044.12000000 PA USD 646614.92000000 0.006870086346 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 1.50000000 N N N N N N Octagon Investment Partners 30 Ltd. 549300CDNDWWERRAUA43 675920AJ1 14060000.00000000 PA USD 14063683.72000000 0.149422350941 Long ABS-CBDO CORP KY Y 2 2030-03-17 Floating 1.18824840 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307CAG6 3890000.00000000 PA USD 3986315.78000000 0.042353389574 Long DBT CORP CA Y 2 2022-10-07 Fixed 2.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392F4F1 502281.93000000 PA USD 572338.00000000 0.006080916721 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARUT1 52512.94000000 PA USD 52612.30000000 0.000558989643 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 0.50087880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394V5L0 129893.49000000 PA USD 130497.59000000 0.001386497099 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 0.39162960 N N N N N N GM Financial Leasing Trust N/A 36261RAE8 2058000.00000000 PA USD 2058830.61000000 0.021874447410 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.54000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCJ3 546427.84000000 PA USD 547869.10000000 0.005820942120 Long ABS-MBS USGA US N 2 2065-04-20 Floating 0.50838120 N N N N N N OneMain Financial Issuance Trust 549300KQ3WN93FBBU117 68267LAA6 39617.31000000 PA USD 39643.90000000 0.000421204348 Long ABS-O CORP US Y 2 2032-09-14 Fixed 2.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EBP25 2204046.44000000 PA USD 2453004.00000000 0.026062419480 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Diamond Resorts Owner Trust N/A 252722AA1 6199622.55000000 PA USD 6428884.59000000 0.068304938342 Long ABS-O CORP US Y 2 2032-02-20 Fixed 2.89000000 N N N N N N First Investors Auto Owner Trust N/A 32059FAC3 2500000.00000000 PA USD 2509148.75000000 0.026658940328 Long ABS-O CORP US Y 2 2027-03-15 Fixed 0.89000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSJ6 3068416.72000000 PA USD 3128534.37000000 0.033239723665 Long ABS-MBS USGA US N 2 2066-02-20 Floating 1.02837960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFN91 940792.65000000 PA USD 989910.02000000 0.010517492099 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Business Jet Securities LLC N/A 12327BAA4 16463278.35000000 PA USD 16529021.16000000 0.175615809460 Long ABS-O CORP US Y 2 2036-04-15 Fixed 2.16200000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537CAA7 24545000.00000000 PA USD 24663103.18000000 0.262037950513 Long ABS-O CORP US Y 2 2030-02-15 Fixed 0.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9NV6 6783803.40000000 PA USD 6954976.40000000 0.073894503397 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 1.50000000 N N N N N N DT Auto Owner Trust N/A 23343CAE1 3541840.05000000 PA USD 3561234.81000000 0.037837033892 Long ABS-O CORP US Y 2 2024-07-15 Fixed 3.79000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7XJ7 1260051.94000000 PA USD 1333233.35000000 0.014165197787 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BD3 2359000.00000000 PA USD 2481771.16000000 0.026368061782 Long DBT CORP US Y 2 2023-05-12 Fixed 3.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A8VK1 339663.48000000 PA USD 344013.11000000 0.003655034390 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 0.55087920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398NVU5 164818.41000000 PA USD 165435.62000000 0.001757703014 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 0.54163080 N N N N N N MVW LLC N/A 55400EAA7 3309768.91000000 PA USD 3382855.23000000 0.035941805249 Long ABS-O CORP US Y 2 2037-10-20 Fixed 1.74000000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A 65535VRK6 1369351.37000000 PA USD 472664.76000000 0.005021918940 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.61162920 N N N N N N GLS Auto Receivables Issuer Trust N/A 38014RAC8 7150000.00000000 PA USD 7425104.12000000 0.078889467061 Long ABS-O CORP US Y 2 2025-06-16 Fixed 3.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398MEV4 274805.36000000 PA USD 297513.93000000 0.003160994782 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 4.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAC2 3025000.00000000 PA USD 3044781.38000000 0.032349873685 Long ABS-O CORP US Y 2 2024-04-15 Fixed 2.26000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398VLR5 3444706.33000000 PA USD 3948279.34000000 0.041949263998 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASQ72 576291.36000000 PA USD 589986.75000000 0.006268429308 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REA0 4054311.35000000 PA USD 4098423.07000000 0.043544495344 Long ABS-MBS USGA US N 2 2065-07-20 Floating 0.71038080 N N N N N N United Auto Credit Securitization Trust N/A 90945QAD3 8249146.67000000 PA USD 8312014.24000000 0.088312616632 Long ABS-O CORP US Y 2 2024-08-12 Fixed 3.47000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066LAE8 3000000.00000000 PA USD 3044035.50000000 0.032341948938 Long ABS-O CORP US N 2 2024-06-18 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NKEF9 129515.71000000 PA USD 137621.06000000 0.001462181796 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.52000000 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 38377FXL0 2074053.26000000 PA USD 2328382.38000000 0.024738352769 Long ABS-MBS USGA US N 2 2040-05-16 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J75W1 1645257.76000000 PA USD 1804485.63000000 0.019172109558 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DS3 57771277.71000000 PA USD 7858314.94000000 0.083492199920 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 1.79600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHT67 3409213.65000000 PA USD 3557635.47000000 0.037798792002 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395WJG3 6217.33000000 PA USD 7352.18000000 0.000078114670 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 12.57004440 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAR8 1480000.00000000 PA USD 1582790.69000000 0.016816668424 Long DBT CORP FR Y 2 2023-07-20 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QTN9 280975.68000000 PA USD 296298.49000000 0.003148081102 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 6.00000000 N N N N N N FREED ABS Trust N/A 35634TAB2 1759000.00000000 PA USD 1786126.77000000 0.018977052269 Long ABS-O CORP US Y 3 2027-03-18 Fixed 3.06000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KWH0 1196124.85000000 PA USD 1380367.53000000 0.014665984076 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6TN1 525024.73000000 PA USD 533590.40000000 0.005669235286 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417Y3A3 1347719.45000000 PA USD 1474404.12000000 0.015665094169 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.50000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAW1 850000.00000000 PA USD 874443.13000000 0.009290691603 Long DBT CORP US N 2 2022-06-01 Fixed 3.49700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398MJ80 76910.38000000 PA USD 87637.97000000 0.000931126706 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUGF2 942383.16000000 PA USD 972490.13000000 0.010332411079 Long ABS-MBS USGSE US N 2 2046-11-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ACJU4 900.61000000 PA USD 901.79000000 0.000009581243 Long ABS-MBS USGSE US N 2 2021-12-15 Fixed 2.00000000 N N N N N N Carnow Auto Receivables Trust N/A 14366LAC6 6250000.00000000 PA USD 6291570.63000000 0.066846019390 Long ABS-O CORP US Y 2 2023-04-17 Fixed 2.71000000 N N N N N N Mitsubishi HC Capital, Inc. 353800MZ3QX9RLMH7B09 60682LAD4 685000.00000000 PA USD 697635.22000000 0.007412161475 Long DBT CORP JP Y 2 2022-02-28 Fixed 3.40600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XF5 4513929.42000000 PA USD 4761578.35000000 0.050590317971 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225BCA4 385.34000000 PA USD 386.38000000 0.000004105169 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 9.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530AAG7 2809430.28000000 PA USD 2847229.48000000 0.030250944990 Long ABS-O CORP US Y 2 2024-10-15 Fixed 4.14000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297KUM2 105714.27000000 PA USD 119025.04000000 0.001264604754 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394PJ79 4487860.80000000 PA USD 5111226.46000000 0.054305222518 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X66U0 2265546.62000000 PA USD 2507966.97000000 0.026646384276 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Octane Receivables Trust N/A 67576TAA7 4389071.87000000 PA USD 4432305.11000000 0.047091890205 Long ABS-O CORP US Y 2 2023-09-20 Fixed 3.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UED2 238834.98000000 PA USD 267255.38000000 0.002839506915 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Consumer Underlying Bond Securitization N/A 21052GAA5 11362422.93000000 PA USD 11518204.02000000 0.122377405348 Long ABS-O CORP US Y 2 2026-02-17 Fixed 4.79000000 N N N N N N JP Morgan Mortgage Trust N/A 466247K51 598266.95000000 PA USD 627261.60000000 0.006664463222 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.74160160 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61763UAY8 2050000.00000000 PA USD 2130109.49000000 0.022631763775 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.44300000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AU9 6975000.00000000 PA USD 6981533.69000000 0.074176666505 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4SB6 37084.55000000 PA USD 37407.84000000 0.000397446892 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UF21 912844.14000000 PA USD 917490.43000000 0.009748056038 Long ABS-MBS USGA US N 2 2067-07-20 Floating 0.57837960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GDM1 741559.33000000 PA USD 760359.71000000 0.008078590054 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1HM9 3977017.00000000 PA USD 4169930.16000000 0.044304236370 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AKA5 3080475.40000000 PA USD 3180311.14000000 0.033789836057 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N J.P. Morgan Mortgage Trust N/A 466247JX2 202164.53000000 PA USD 203164.01000000 0.002158555653 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APJX1 877698.47000000 PA USD 900744.81000000 0.009570138932 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFMG6 2051956.85000000 PA USD 2106017.50000000 0.022375793727 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S47F8 352913.64000000 PA USD 356980.18000000 0.003792805554 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 2.43500040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHSM3 657533.70000000 PA USD 666103.40000000 0.007077145503 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 1.50000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GF4 237428.55500000 PA USD 237665.48000000 0.002525123251 Long DBT CORP US N 2 2022-02-01 Fixed 1.84500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5AQ2 1176788.85000000 PA USD 1228948.32000000 0.013057201144 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.50000000 N N N N N N BX Commercial Mortgage Trust N/A 05607QAA6 7981857.72000000 PA USD 7991849.41000000 0.084910962944 Long ABS-MBS CORP US Y 2 2036-12-15 Floating 0.90087840 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAM2 1890000.00000000 PA USD 1920885.83000000 0.020408826188 Long DBT CORP JP N 2 2022-01-11 Fixed 2.84600000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 8525000.00000000 PA USD 9148809.29000000 0.097203308865 Long DBT CORP US N 2 2026-04-08 Variable 3.10600080 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAD1 15000000.00000000 PA USD 15881366.25000000 0.168734673537 Long DBT CORP ES N 2 2024-06-27 Fixed 2.70600000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCA6 20905000.00000000 PA USD 21214956.55000000 0.225402444048 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQJU7 1484560.32000000 PA USD 1582686.82000000 0.016815564837 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BVQ2 746329.28000000 PA USD 750011.22000000 0.007968640503 Long ABS-MBS USGA US N 2 2062-09-20 Floating 0.66837960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398K5H9 2204416.02000000 PA USD 2461615.60000000 0.026153915104 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 4.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530DAD8 13725000.00000000 PA USD 14181733.69000000 0.150676595874 Long ABS-O CORP US Y 2 2025-06-12 Fixed 3.41000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AD2F4 6534091.20000000 PA USD 7233152.51000000 0.076850039739 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AERF6 98335.96000000 PA USD 98471.66000000 0.001046231359 Long ABS-MBS USGSE US N 2 2037-06-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BUEU8 6446000.00000000 PA USD 6995934.04000000 0.074329665832 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 3.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167YAG6 5075000.00000000 PA USD 5464568.17000000 0.058059370439 Long ABS-O CORP US Y 2 2026-04-15 Fixed 4.73000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABQH9 3972031.27000000 PA USD 4576074.35000000 0.048619394539 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXN40 1499411.82000000 PA USD 1653958.15000000 0.017572800985 Long ABS-MBS USGSE US N 2 2047-04-15 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468W2 40595000.00000000 PA USD 40682133.11000000 0.432235258672 Long DBT CORP US N 2 2024-01-25 Variable 0.52899840 N N N N N N Foundation Finance Trust N/A 35041LAA8 24713837.43000000 PA USD 24770778.11000000 0.263181963810 Long ABS-O CORP US Y 2 2041-05-15 Fixed 1.27000000 N N N N N N Skopos Auto Receivables Trust N/A 83085DAC9 1075000.00000000 PA USD 1099817.34000000 0.011685223858 Long ABS-O CORP US Y 2 2024-09-16 Fixed 3.63000000 N N N N N N Southern Natural Gas Co. LLC N/A 84346LAC4 6210000.00000000 PA USD 6205841.91000000 0.065935177882 Long DBT CORP US Y 2 2023-04-28 Fixed 0.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EM6K2 618140.61000000 PA USD 677364.01000000 0.007196786050 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BFGP0 1100000.00000000 PA USD 1165894.62000000 0.012387274809 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AHWJ3 4837283.19000000 PA USD 4965414.60000000 0.052756015970 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 2.00000000 N N N N N N Commercial Mortgage Trust N/A 20049AAE8 4765000.00000000 PA USD 4807266.50000000 0.051075740633 Long ABS-MBS CORP US Y 3 2037-02-10 Fixed 3.09900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395XRF4 1115850.20000000 PA USD 1292299.03000000 0.013730283119 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906AAA8 15000000.00000000 PA USD 15656290.65000000 0.166343313922 Long DBT CORP GB Y 2 2022-09-29 Fixed 3.62500000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAE2 8455000.00000000 PA USD 8591010.51000000 0.091276866923 Long ABS-O CORP US Y 2 2024-07-15 Fixed 2.84000000 N N N N N N 2021-06-30 JPMorgan Trust II Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX