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 2026-02-28 2025-05-31 N 10905651482.06 30562435.24 10875089046.82 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 575089.65000000 USD N 1-3 Yr Gov/Credit 1030TRUSD0 Driven Brands Funding LLC N/A 26209XAF8 7848649.61000000 PA USD 7900044.92000000 0.072643496397 Long ABS-O CORP US Y 2 2052-10-20 Fixed 7.39300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADDU0 7577355.72000000 PA USD 7065450.03000000 0.064969123467 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394CY63 340180.51000000 PA USD 348666.24000000 0.003206100092 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JCAX2 4109935.51000000 PA USD 4032465.61000000 0.037079839922 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30288LAN3 27760000.00000000 PA USD 27491038.91000000 0.252789092499 Long ABS-MBS USGSE US Y 2 2049-03-25 Variable 4.03724880 N N N N N N CFMT LLC 98450050957GF5E1CD92 15723AAA9 8068314.17000000 PA USD 7982573.00000000 0.073402369080 Long ABS-MBS CORP US Y 3 2034-08-25 Variable 3.99999960 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBG3 7590000.00000000 PA USD 7655547.16000000 0.070395259542 Long DBT CORP JP Y 2 2026-03-09 Fixed 5.65000000 N N N N N N Crossroads Asset Trust N/A 22767DAA6 843539.19000000 PA USD 845907.17000000 0.007778393044 Long ABS-O CORP US Y 2 2031-04-21 Fixed 6.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHN66 30646.67000000 PA USD 31411.21000000 0.000288836347 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 7.33200120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ATUJ9 500000.00000000 PA USD 474983.75000000 0.004367630903 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PU90 20923.63000000 PA USD 158.21000000 0.000001454792 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.64355120 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BM3 12725000.00000000 PA USD 12926043.80000000 0.118859199629 Long DBT CORP US N 2 2030-06-15 Fixed 5.12500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286PAE1 6750000.00000000 PA USD 6985039.73000000 0.064229724464 Long ABS-O CORP US N 2 2031-02-18 Fixed 6.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARTP3 7846044.93000000 PA USD 7077040.73000000 0.065075703743 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSE7 1197217.23000000 PA USD 1202719.04000000 0.011059394868 Long ABS-MBS USGA US N 2 2066-02-20 Floating 5.38344000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HV6U3 9933129.41000000 PA USD 9635575.57000000 0.088602268252 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 2.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7JJ1 154656.36000000 PA USD 132912.53000000 0.001222174176 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGGZ9 22040906.69000000 PA USD 20919319.89000000 0.192359987122 Long ABS-MBS USGSE US N 2 2033-09-25 Fixed 3.00000000 N N N N N N Hilton Grand Vacations Trust N/A 43283JAA4 1270712.43000000 PA USD 1288103.02000000 0.011844528485 Long ABS-O CORP US Y 2 2038-03-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B9GC3 12765.25000000 PA USD 12676.63000000 0.000116565758 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Galaxy CLO Ltd. 549300QQ6WEN7DIBD138 36321RAL0 2187500.00000000 PA USD 2186272.81000000 0.020103493411 Long ABS-CBDO CORP KY Y 2 2038-01-15 Floating 5.35610160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AC80 156915.34000000 PA USD 162297.38000000 0.001492377481 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 8.17999920 N N N N N N American Credit Acceptance Receivables Trust N/A 02529YAG8 5000000.00000000 PA USD 5054679.00000000 0.046479426313 Long ABS-O CORP US Y 2 2029-08-13 Fixed 6.47000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFY6 16465000.00000000 PA USD 16619178.92000000 0.152818784733 Long DBT CORP US N 2 2029-04-12 Variable 4.99399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKH4 204810.30000000 PA USD 211863.15000000 0.001948150944 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.44999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397S2Q6 6434079.38000000 PA USD 6370915.38000000 0.058582650243 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YGF3 60143.24000000 PA USD 60919.12000000 0.000560171229 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7TC7 99044.25000000 PA USD 97170.13000000 0.000893511120 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 3196773.19000000 0.029395374844 Long ABS-MBS CORP US Y 2 2035-07-10 Fixed 4.15800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACKP5 266171.93000000 PA USD 255920.34000000 0.002353271213 Long ABS-MBS USGSE US N 2 2039-06-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APSQ4 110687.92000000 PA USD 107861.25000000 0.000991819464 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 1.50000000 N N N N N N CarVal CLO Ltd. N/A 14686WAW1 9863901.27000000 PA USD 9844834.35000000 0.090526471163 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.25947040 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537EAC9 6000000.00000000 PA USD 6085677.60000000 0.055959795582 Long ABS-O CORP US Y 2 2033-07-15 Fixed 6.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AX5E1 39874.89000000 PA USD 39627.70000000 0.000364389659 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMTH9 3701913.24000000 PA USD 3637795.81000000 0.033450722052 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UQC7 169286.06000000 PA USD 169441.80000000 0.001558072759 Long ABS-MBS USGA US N 2 2064-10-20 Floating 5.08344120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A73K4 4652.41000000 PA USD 4650.76000000 0.000042765259 Long ABS-MBS USGSE US N 2 2041-01-15 Floating 4.84675920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B4F8 25833.60000000 PA USD 26300.99000000 0.000241846203 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.11700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8PS3 175721.50000000 PA USD 171672.09000000 0.001578581005 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.00000000 N N N N N N MFA Trust N/A 59319PAA4 12170000.00000000 PA USD 12188349.93000000 0.112075863264 Long ABS-MBS CORP US Y 2 2039-11-25 Variable 5.91300000 N N N N N N VOLT XCIV LLC N/A 92873AAA6 1668771.79000000 PA USD 1667267.73000000 0.015331071983 Long ABS-O CORP US Y 2 2051-02-27 Variable 6.23949840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B9P74 95298.20000000 PA USD 92072.94000000 0.000846640791 Long ABS-MBS USGSE US N 2 2043-11-15 Fixed 3.00000000 N N N N N N Carmax Auto Owner Trust N/A 14319WAD8 11000000.00000000 PA USD 11098373.00000000 0.102053168964 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XF6E6 2083444.04000000 PA USD 1984593.06000000 0.018248982159 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHR0 683270.52000000 PA USD 684598.39000000 0.006295106063 Long ABS-MBS USGA US N 2 2065-09-20 Floating 5.18343840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DP22 261572.30000000 PA USD 249779.68000000 0.002296805836 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.00000000 N N N N N N FREMF Mortgage Trust N/A 30294DAN3 3000000.00000000 PA USD 2978153.10000000 0.027385091627 Long ABS-MBS USGSE US Y 2 2049-01-25 Variable 3.93140160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8NL3 1251023.35000000 PA USD 1150038.78000000 0.010574982651 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398E3W2 266627.31000000 PA USD 269950.85000000 0.002482286341 Long ABS-MBS USGSE US N 2 2039-02-15 Variable 6.83337960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VM48 43534.07000000 PA USD 43159.25000000 0.000396863417 Long ABS-MBS USGSE US N 2 2029-05-15 Floating 4.69676160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BA77 51639.79000000 PA USD 51720.12000000 0.000475583416 Long ABS-MBS USGA US N 2 2062-12-20 Floating 4.78343880 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAD9 1075000.00000000 PA USD 1087133.42000000 0.009996547295 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.94000000 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61746RCF6 53368.98000000 PA USD 52153.64000000 0.000479569774 Long ABS-O CORP US N 2 2033-03-25 Floating 6.68919960 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BA8 13000000.00000000 PA USD 13028878.46000000 0.119804797955 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393EMJ5 35375.35300000 PA USD 35828.43000000 0.000329454129 Long ABS-MBS USGSE US N 2 2033-09-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BAZ72 3281574.64000000 PA USD 3088571.12000000 0.028400421428 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 2.00000000 N N N N N N Octane Receivables Trust N/A 67571FAB0 9945313.02000000 PA USD 10012940.15000000 0.092072258966 Long ABS-O CORP US Y 2 2030-05-20 Fixed 5.68000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286FAE3 20750000.00000000 PA USD 20811832.93000000 0.191371609376 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395MS91 27861.55000000 PA USD 28018.82000000 0.000257642212 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.50000000 N N N N N N FRTKL N/A 30322DAA7 4050000.00000000 PA USD 3886282.40000000 0.035735637503 Long ABS-O CORP US Y 2 2038-09-17 Fixed 1.57100000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CP2 4997000.00000000 PA USD 4810195.15000000 0.044231317364 Long DBT CORP DE N 2 2027-11-16 Variable 2.31100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASWC4 665510.32000000 PA USD 13342.62000000 0.000122689754 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AE7 7700000.00000000 PA USD 7690565.96000000 0.070717268859 Long ABS-O CORP US Y 2 2031-08-12 Fixed 4.91000000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 13162284.16000000 PA USD 13371765.86000000 0.122957759724 Long ABS-O CORP US Y 3 2039-05-15 Fixed 6.19700000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PZ8 37875000.00000000 PA USD 37816640.31000000 0.347736373901 Long DBT CORP US N 2 2028-05-07 Variable 4.64300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398EB37 109479.45000000 PA USD 109730.43000000 0.001009007186 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BAJR4 27328.63000000 PA USD 27061.65000000 0.000248840721 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBWH5 2349231.53000000 PA USD 2295752.71000000 0.021110196892 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAE5 10434000.00000000 PA USD 10540072.04000000 0.096919409069 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283CAH9 251562.22000000 PA USD 235070.07000000 0.002161546162 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T7YG8 1542.69000000 PA USD 1546.76000000 0.000014222963 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 12660000.00000000 PA USD 12665446.46000000 0.116462921871 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNJ7 39606523.83000000 PA USD 1844784.75000000 0.016963399031 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.11346560 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EF2 18740000.00000000 PA USD 19018398.63000000 0.174880394524 Long DBT CORP GB N 2 2028-05-17 Variable 5.59700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BL63 3117073.31000000 PA USD 3216934.83000000 0.029580767717 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GAB55 30291.03000000 PA USD 30010.87000000 0.000275959763 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBKH8 1537292.05000000 PA USD 1515019.90000000 0.013931103400 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.00000000 N N N N N N Home Partners of America Trust N/A 43732VAT3 1227744.51280000 PA USD 1174801.35000000 0.010802682579 Long ABS-O CORP US Y 2 2026-12-17 Fixed 1.90100000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DSRF1 5130208.37000000 PA USD 5218352.79000000 0.047984460334 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395DTZ2 214361.49000000 PA USD 218071.70000000 0.002005240592 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 5.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAC5 9343000.00000000 PA USD 9330516.82000000 0.085797153290 Long ABS-O CORP US Y 2 2034-11-15 Fixed 4.85000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 16450000.00000000 PA USD 16875862.54000000 0.155179074556 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAD3 19020000.00000000 PA USD 17641792.92000000 0.162222054863 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2KL3 86293.87000000 PA USD 83764.36000000 0.000770240681 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 1.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XBND7 5070154.56000000 PA USD 4976479.09000000 0.045760352568 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEXZ5 397202.21000000 PA USD 390849.87000000 0.003593992364 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 4.68645120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTP4 6734.31000000 PA USD 6871.99000000 0.000063190195 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.86199960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7X35 128692.29000000 PA USD 130987.32000000 0.001204471240 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APVD9 19204.98000000 PA USD 19000.97000000 0.000174720132 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AVC9 647202.65000000 PA USD 610142.01000000 0.005610455301 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376CMA4 28448.76000000 PA USD 28373.33000000 0.000260902047 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.50000000 N N N N N N Galaxy XXVI CLO Ltd. N/A 36321LAJ8 4826908.17000000 PA USD 4828134.20000000 0.044396272795 Long ABS-CBDO CORP KY Y 2 2031-11-22 Floating 5.49626040 N N N N N N Virginia Power Fuel Securitization LLC 254900BELJ95ONW6U791 92808VAA0 2731412.25000000 PA USD 2743369.03000000 0.025226175327 Long DBT CORP US N 2 2027-05-01 Fixed 5.08800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XB30 968895.65000000 PA USD 981930.93000000 0.009029175998 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BB2Q2 252641.38000000 PA USD 240449.56000000 0.002211012332 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQK77 2040854.00000000 PA USD 1988500.79000000 0.018284915014 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 2.51200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YSY4 49721.22000000 PA USD 49395.43000000 0.000454207131 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LCU5 21933.24000000 PA USD 21972.47000000 0.000202044046 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.78343880 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAL7 15410000.00000000 PA USD 15694104.46000000 0.144312422568 Long DBT CORP CA Y 2 2029-04-26 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394H4A6 33221.40000000 PA USD 33013.03000000 0.000303565606 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AWTK1 358262.00000000 PA USD 328079.43000000 0.003016797642 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 1.75000000 N N N N N N Octane Receivables Trust N/A 67578YAD8 2500000.00000000 PA USD 2530359.75000000 0.023267485342 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.90000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCD4 2039751.89000000 PA USD 2054868.08000000 0.018895183948 Long ABS-O CORP US Y 2 2033-12-15 Fixed 6.66300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380QGM8 2663189.91000000 PA USD 2657596.15000000 0.024437465647 Long ABS-MBS USGA US N 2 2070-07-20 Floating 4.93344000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TSRB1 60257.68000000 PA USD 59830.83000000 0.000550164046 Long ABS-MBS USGSE US N 2 2031-04-15 Floating 4.74675840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADTT6 6100000.00000000 PA USD 5877543.98000000 0.054045938885 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3.00000000 N N N N N N PowerPay Issuance Trust N/A 73934RAA6 2083066.18000000 PA USD 2123805.12000000 0.019529082574 Long ABS-O CORP US Y 2 2039-02-18 Fixed 6.53000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31286WSK6 1106269.09000000 PA USD 1081397.76000000 0.009943806026 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAD5 14857000.00000000 PA USD 15020933.62000000 0.138122396564 Long ABS-O CORP US Y 2 2030-05-10 Fixed 5.63000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NU3T4 1256369.96000000 PA USD 1282775.88000000 0.011795543691 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.89000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AV2S5 144180.88000000 PA USD 137283.18000000 0.001262363732 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 1.50000000 N N N N N N LHOME Mortgage Trust 529900ZQNJ23BIJVY871 50205WAA5 13067000.00000000 PA USD 12989857.66000000 0.119445988939 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.32299960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373MC57 1391519.79000000 PA USD 56904.11000000 0.000523251899 Long ABS-MBS USGA US N 2 2037-04-20 Floating 2.21114160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J0SJ7 1202438.40000000 PA USD 1113682.15000000 0.010240671549 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KAA9 23667889.33000000 PA USD 23724339.61000000 0.218153060704 Long ABS-MBS USGA US N 2 2057-09-20 Fixed 5.00000000 N N N N N N VOLT CI LLC N/A 92873EAA8 3114725.60000000 PA USD 3107097.01000000 0.028570773044 Long ABS-O CORP US Y 2 2051-05-25 Variable 5.99180040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5P90 353945.65000000 PA USD 345924.07000000 0.003180884942 Long ABS-MBS USGSE US N 2 2048-11-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4CU1 94515.28000000 PA USD 90816.34000000 0.000835085943 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AY5J6 484398.95000000 PA USD 464198.50000000 0.004268457002 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLQ2 384335000.00000000 PA USD 384229907.44000000 3.533119644223 Long DBT UST US N 2 2027-10-15 Fixed 3.87500000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBX4 21905000.00000000 PA USD 22137942.15000000 0.203565617299 Long DBT CORP US N 2 2028-07-21 Variable 4.89000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RY26 115880.57000000 PA USD 116262.43000000 0.001069071062 Long ABS-MBS USGA US N 2 2067-02-20 Floating 4.89344040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3WH3 1205799.13000000 PA USD 967843.18000000 0.008899634530 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N John Deere Owner Trust N/A 477911AE1 6830000.00000000 PA USD 6787494.86000000 0.062413234786 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.15000000 N N N N N N Goldman Home Improvement Trust Issuer Trust N/A 38149XAA7 3622474.44000000 PA USD 3531189.90000000 0.032470445849 Long ABS-O CORP US Y 2 2051-06-25 Fixed 1.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NVRF6 2000000.00000000 PA USD 2031097.88000000 0.018676609186 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.65000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AF0 14925000.00000000 PA USD 15275406.17000000 0.140462354875 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 11690000.00000000 PA USD 11733206.24000000 0.107890668200 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25300000 N N N N N N Hilton Grand Vacations Trust N/A 43285HAA6 140915.23000000 PA USD 136885.98000000 0.001258711348 Long ABS-O CORP US Y 2 2039-02-25 Fixed 2.74000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQXE5 2556476.00000000 PA USD 2528930.99000000 0.023254347427 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 4.00000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8E3 6720000.00000000 PA USD 6777061.87000000 0.062317300031 Long DBT CORP US N 2 2028-07-14 Variable 4.96800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AEK0 536511.93000000 PA USD 518889.95000000 0.004771362770 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8XZ8 728083.70000000 PA USD 619397.84000000 0.005695565685 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAC0 12447935.10000000 PA USD 12470911.50000000 0.114674109299 Long ABS-O CORP US Y 2 2027-11-10 Fixed 5.85000000 N N N N N N Lhome Mortgage Trust 529900COAFD3IY51O355 50206RAA5 3500000.00000000 PA USD 3504216.45000000 0.032222416155 Long ABS-MBS CORP US Y 2 2040-04-25 Variable 5.61200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QBWZ7 3406858.29000000 PA USD 3261262.01000000 0.029988370632 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUA90 55616.08000000 PA USD 54569.17000000 0.000501781362 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A6PB4 705768.60000000 PA USD 698464.46000000 0.006422609111 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14688NAC3 10198000.00000000 PA USD 10239411.02000000 0.094154732673 Long ABS-O CORP US Y 2 2029-04-10 Fixed 5.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EJB5 1158860.40000000 PA USD 1201153.71000000 0.011045001147 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 10610000.00000000 PA USD 10737905.04000000 0.098738548197 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QHTP5 76832.18000000 PA USD 78574.22000000 0.000722515647 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.19499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEJG3 442449.86000000 PA USD 436835.97000000 0.004016849591 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 4.68645120 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZX1 21930000.00000000 PA USD 22074944.58000000 0.202986334042 Long DBT CORP CA N 2 2027-07-23 Variable 5.06900000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DT3 20170000.00000000 PA USD 20351631.25000000 0.187139904440 Long DBT CORP US N 2 2027-04-23 Variable 5.64500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HD4T4 7394016.50000000 PA USD 7528542.50000000 0.069227410162 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392RWH0 121665.60000000 PA USD 126104.17000000 0.001159569079 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XZY9 834263.93000000 PA USD 761343.67000000 0.007000804009 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 2.75000000 N N N N N N FirstKey Homes Trust N/A 33768NAE2 7000000.00000000 PA USD 6923374.50000000 0.063662692509 Long ABS-O CORP US Y 2 2039-05-19 Fixed 4.64200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKLE8 14685566.22000000 PA USD 14241914.82000000 0.130959063955 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CFZ9 2566411.95000000 PA USD 2369119.03000000 0.021784824195 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HVC8 15156.60000000 PA USD 15465.44000000 0.000142209778 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.60999960 N N N N N N Home Partners of America Trust N/A 43730NAG1 16223741.46000000 PA USD 15928050.79000000 0.146463635575 Long ABS-O CORP US Y 2 2039-04-17 Fixed 4.73000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENZ93 975549.19000000 PA USD 896789.49000000 0.008246272615 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4YT8 97634.55000000 PA USD 100005.12000000 0.000919579780 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.89600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393UJ46 4519460.97000000 PA USD 4657375.94000000 0.042826094756 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D9M43 2854184.59000000 PA USD 2846899.80000000 0.026178174613 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Crossroads Asset Trust N/A 227927AB6 5621684.92000000 PA USD 5684143.53000000 0.052267558504 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.90000000 N N N N N N Volvo Financial Equipment LLC N/A 92887TAC5 8108000.00000000 PA USD 8110522.40000000 0.074578905653 Long ABS-O CORP US Y 2 2029-05-15 Fixed 4.46000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371NDT9 30453.89000000 PA USD 30510.04000000 0.000280549794 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QJ33 466186.28000000 PA USD 452971.16000000 0.004165217940 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACJ28 76408.12000000 PA USD 73926.16000000 0.000679775215 Long ABS-MBS USGSE US N 2 2028-03-25 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APCM2 355370.52000000 PA USD 332406.19000000 0.003056583615 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BQA9 363104.52000000 PA USD 380672.51000000 0.003500408211 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QJD94 13659.24000000 PA USD 14008.06000000 0.000128808692 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 7.66699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UFA2 7274.45000000 PA USD 7227.64000000 0.000066460513 Long ABS-MBS USGSE US N 2 2026-06-25 Variable 3.99999960 N N N N N N N/A N/A N/A 12660.00000000 NC USD 4135439.64000000 0.038026719801 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Note 2025-09-30 2627147799.84000000 USD 4135439.64000000 N N N AMSR Trust N/A 001807AA4 5682393.91000000 PA USD 5624747.73000000 0.051721394701 Long ABS-O CORP US Y 2 2037-09-17 Fixed 1.35500000 N N N N N N M&T Equipment 2023-LEAF1 Notes N/A 551925AB6 11454000.00000000 PA USD 11511675.47000000 0.105853620328 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.74000000 N N N N N N Oportun Issuance Trust N/A 68377TAA6 15000000.00000000 PA USD 14966284.50000000 0.137619880035 Long ABS-O CORP US Y 2 2033-02-08 Fixed 5.01000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAJ6 8895000.00000000 PA USD 9300320.07000000 0.085519484299 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B02X3 6848658.49000000 PA USD 5970092.03000000 0.054896948469 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAM0 15580000.00000000 PA USD 15653483.38000000 0.143938898455 Long DBT CORP GB Y 2 2028-03-21 Fixed 4.78900000 N N N N N N FREMF Mortgage Trust N/A 35708WAS9 1000000.00000000 PA USD 972078.40000000 0.008938578763 Long ABS-MBS USGSE US Y 2 2050-11-25 Variable 3.75185520 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABN6 8440000.00000000 PA USD 8342609.57000000 0.076713023075 Long DBT CORP US Y 2 2025-10-15 Fixed 1.80000000 N N N N N N Carvana Auto Receivables Trust N/A 14076LAC7 6250000.00000000 PA USD 6271045.00000000 0.057664309441 Long ABS-O CORP US N 2 2030-01-10 Fixed 4.64000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AM1 1680000.00000000 PA USD 1714767.11000000 0.015767844314 Long DBT CORP US N 2 2029-06-12 Fixed 5.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUZA1 1909167.57000000 PA USD 1861383.78000000 0.017116032539 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAU5 139000000.00000000 PA USD 128254648.09000000 1.179343429169 Long DBT UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 25601B2B0 20942000.00000000 PA USD 19846695.29000000 0.182496853171 Long DBT CORP NO Y 2 2028-03-30 Variable 1.60500000 N N N N N N N/A N/A N/A -430.00000000 NC USD -1006625.06000000 -0.00925624659 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Long Bond 2025-09-19 -48643750.00000000 USD -1006625.06000000 N N N BRSP Ltd. N/A 05591XAA9 2278479.73000000 PA USD 2255968.35000000 0.020744366692 Long ABS-CBDO CORP US Y 2 2038-08-19 Floating 5.59118160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBH8 3625526.11000000 PA USD 3627268.54000000 0.033353920362 Long ABS-MBS USGA US N 2 2065-05-20 Floating 5.03344080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ADN37 8263.05000000 PA USD 8212.91000000 0.000075520393 Long ABS-MBS USGSE US N 2 2026-07-15 Variable 3.99999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHWW3 7384978.32000000 PA USD 6487374.08000000 0.059653526072 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.00000000 N N N N N N CPS Auto Receivables Trust N/A 12664DAG8 5040000.00000000 PA USD 5101460.28000000 0.046909595480 Long ABS-O CORP US Y 2 2030-04-15 Fixed 6.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5A41 49919.83000000 PA USD 48687.16000000 0.000447694357 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329KUS1 13947212.49000000 PA USD 13158911.72000000 0.121000496302 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.00000000 N N N N N N Aqua Finance Issuer Trust N/A 038394AA0 23095732.50000000 PA USD 23036914.60000000 0.211831962945 Long ABS-O CORP US Y 2 2050-12-19 Fixed 5.25000000 N N N N N N Octane Receivables Trust N/A 67578YAC0 2000000.00000000 PA USD 2022182.40000000 0.018594628432 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.77000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FHSF1 735024.46000000 PA USD 709382.18000000 0.006523001117 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4.00000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAC7 5000000.00000000 PA USD 5036669.50000000 0.046313823071 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.04000000 N N N N N N Progress Residential Trust N/A 74333HAC9 17500000.00000000 PA USD 16978132.50000000 0.156119480281 Long ABS-O CORP US Y 2 2038-07-17 Fixed 1.75400000 N N N N N N GS Mortgage-Backed Securities Trust N/A 362960AA4 23017929.79000000 PA USD 23072008.11000000 0.212154659246 Long ABS-MBS CORP US Y 2 2067-11-25 Variable 5.84700120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398CGB8 33699.78000000 PA USD 33495.91000000 0.000308005845 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 4.50000000 N N N N N N BX N/A 05608VAA4 1142990.18000000 PA USD 1142275.81000000 0.010503599603 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 5.14347840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQVU3 1347995.21000000 PA USD 1293405.64000000 0.011893287810 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A84A5 13424992.00000000 PA USD 12721000.19000000 0.116973756584 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A8KF4 5032454.20000000 PA USD 4872493.11000000 0.044804167478 Long ABS-MBS USGSE US N 2 2041-02-15 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 10480000.00000000 PA USD 10545065.29000000 0.096965323636 Long DBT CORP FR Y 2 2027-01-18 Variable 5.97500000 N N N N N N GreenSky Home Improvement Trust N/A 39571MAB4 5371143.16000000 PA USD 5403724.51000000 0.049689013917 Long ABS-O CORP US Y 2 2059-06-25 Fixed 5.88000000 N N N N N N BOF VII AL Funding Trust I N/A 097093AD0 1186881.21000000 PA USD 1176211.50000000 0.010815649370 Long ABS-O CORP US Y 2 2032-07-26 Fixed 4.50000000 N N N N N N Affirm Asset Securitization Trust N/A 00834XAA7 1054851.52000000 PA USD 1055998.78000000 0.009710254099 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.27000000 N N N N N N Commercial Mortgage Trust N/A 12591YBF1 3000000.00000000 PA USD 2620830.00000000 0.024099388875 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 4.31300000 N N N N N N Visio Trust N/A 92837DAA5 598496.18000000 PA USD 587332.67000000 0.005400715961 Long ABS-MBS CORP US Y 2 2054-11-25 Variable 2.72199960 N N N N N N MFA Trust N/A 55283WAA9 772955.44000000 PA USD 675075.94000000 0.006207544021 Long ABS-MBS CORP US Y 2 2064-11-25 Variable 1.02899880 N N N N N N Consumer Portfolio Services Auto Trust N/A 12630SAC5 3500000.00000000 PA USD 3503406.90000000 0.032214972079 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.12000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395WHN0 33.85000000 PA USD 33.78000000 0.000000310618 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411DUV9 12663.25000000 PA USD 12942.83000000 0.000119013554 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.66500040 N N N N N N DBJPM Mortgage Trust N/A 23312JAC7 193345.99000000 PA USD 188429.74000000 0.001732673076 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.26900000 N N N N N N Nissan Auto Lease Trust N/A 65481CAB0 2583160.75000000 PA USD 2586053.37000000 0.023779606390 Long ABS-O CORP US N 2 2026-10-15 Fixed 5.11000000 N N N N N N FREMF Mortgage Trust N/A 30308QAS7 13582000.00000000 PA USD 13243650.65000000 0.121779698474 Long ABS-MBS USGSE US Y 2 2052-02-25 Variable 4.31824320 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826525AA5 97769.10000000 PA USD 97111.84000000 0.000892975124 Long ABS-O CORP US Y 2 2037-07-20 Fixed 1.33000000 N N N N N N CarVal CLO II Ltd. N/A 14686AAY5 26847002.33000000 PA USD 26815322.87000000 0.246575662549 Long ABS-CBDO CORP KY Y 2 2032-04-20 Floating 5.28946920 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNT9 20025000.00000000 PA USD 20185161.75000000 0.185609162951 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XAX3 1560628.13000000 PA USD 45235.12000000 0.000415951720 Long ABS-MBS USGA US N 2 2039-03-20 Floating 1.64113920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHQ97 45278.15000000 PA USD 46958.97000000 0.000431803084 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.67900160 N Y N N N N FirstKey Homes Trust N/A 33767WAE3 4000000.00000000 PA USD 3834044.00000000 0.035255288333 Long ABS-O CORP US Y 2 2038-08-17 Fixed 1.88800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H3ZJ8 915072.12000000 PA USD 852396.60000000 0.007838065475 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.00000000 N N N N N N Octane Receivables Trust N/A 67571BAA1 1388874.41000000 PA USD 1392087.85000000 0.012800703001 Long ABS-O CORP US Y 2 2029-05-21 Fixed 5.87000000 N N N N N N Toyota Lease Owner Trust 254900MVSB4M6HOIRE71 89238GAD3 17568161.32000000 PA USD 17651617.11000000 0.162312391503 Long ABS-O CORP US Y 2 2027-04-20 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LCH81 4661629.48000000 PA USD 4612008.63000000 0.042408927505 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 2.97000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAM7 5660000.00000000 PA USD 5617812.28000000 0.051657620970 Long DBT CORP GB N 2 2026-08-21 Variable 1.53200000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAR9 15754000.00000000 PA USD 15434300.45000000 0.141923439739 Long DBT CORP AU Y 2 2027-01-12 Variable 1.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHRG7 178724.81000000 PA USD 176863.89000000 0.001626321304 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGL9 983000.00000000 PA USD 981172.23000000 0.009022199503 Long DBT UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A37J4 98426.79000000 PA USD 96751.75000000 0.000889663979 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKD72 38678.43000000 PA USD 38454.44000000 0.000353601150 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BZQ8 15623.98000000 PA USD 15682.07000000 0.000144201761 Long ABS-MBS USGA US N 2 2062-10-20 Floating 4.94844120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKKF9 1280762.99000000 PA USD 1047628.14000000 0.009633283327 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRZ26 7460091.80000000 PA USD 7525724.94000000 0.069201501777 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHVH3 33660.48000000 PA USD 34712.86000000 0.000319196098 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.59599920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFSX8 105066.40000000 PA USD 17676.85000000 0.000162544416 Long ABS-MBS USGSE US N 2 2038-08-25 Variable 6.50000160 N N N N N N Veros Auto Receivables Trust N/A 924933AB0 5000000.00000000 PA USD 5044643.00000000 0.046387142011 Long ABS-O CORP US Y 2 2028-11-15 Fixed 7.17000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFCC6 12658.82000000 PA USD 12637.95000000 0.000116210082 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 4.68645120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RLR5 1774377.58000000 PA USD 1776757.02000000 0.016337861808 Long ABS-MBS USGA US N 2 2065-11-20 Floating 5.11344000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L8K5 23025000.00000000 PA USD 23006227.72000000 0.211549787049 Long DBT CORP CA N 2 2027-09-10 Variable 4.56700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKE0 200780000.00000000 PA USD 201815271.88000000 1.855757419650 Long DBT UST US N 2 2027-03-15 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VT76 303956.92000000 PA USD 293937.89000000 0.002702855017 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14688NAE9 5700000.00000000 PA USD 5792283.00000000 0.053261936293 Long ABS-O CORP US Y 2 2030-05-10 Fixed 5.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398PKR9 95663.46000000 PA USD 95510.50000000 0.000878250279 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 4.93644960 N N N N N N GreatAmerica Leasing Receivables Funding LLC 549300JFP7GIDD4UWO79 39154GAK2 5138000.00000000 PA USD 5123605.89000000 0.047113231606 Long ABS-O CORP US Y 2 2032-01-15 Fixed 4.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFTL8 532493.80000000 PA USD 504311.89000000 0.004637312741 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 2.50000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AC7 6000000.00000000 PA USD 6103039.80000000 0.056119446688 Long ABS-O CORP US Y 2 2033-05-16 Fixed 7.02000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMP75 258709.60000000 PA USD 252220.10000000 0.002319246296 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBQ4 31760000.00000000 PA USD 32022256.61000000 0.294455120984 Long DBT CORP FR Y 2 2027-01-12 Variable 6.44700000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652QAB7 329932.15000000 PA USD 323071.57000000 0.002970748732 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NUAS8 5000000.00000000 PA USD 5185682.15000000 0.047684043116 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B2V7 1445671.50000000 PA USD 1395601.13000000 0.012833008759 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 3.50000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69704CAA5 22250000.00000000 PA USD 22123197.25000000 0.203430033122 Long ABS-CBDO CORP KY Y 2 2033-02-15 Floating 5.12057160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XAF2 193697.00000000 PA USD 14884.84000000 0.000136870971 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N Trans-Allegheny Interstate Line Co. N/A 893045AF1 5675000.00000000 PA USD 5718750.05000000 0.052585776772 Long DBT CORP US Y 2 2031-01-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A2XF4 1852642.16000000 PA USD 1902831.98000000 0.017497162292 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 8200000.00000000 PA USD 8707741.62000000 0.080070531675 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CW7 5235000.00000000 PA USD 5388439.00000000 0.049548458654 Long DBT CORP DE N 2 2029-05-10 Fixed 5.41400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394BYB4 39008.65000000 PA USD 40320.13000000 0.000370756780 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 3895242.98000000 PA USD 3777226.47000000 0.034732832565 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.10850000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E5CH9 13420.74000000 PA USD 13237.93000000 0.000121727095 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Aqua Finance Trust N/A 038370AA0 954358.53340000 PA USD 922934.75000000 0.008486686831 Long ABS-O CORP US Y 2 2040-07-16 Fixed 3.14000000 N N N N N N SBNA Auto Lease Trust N/A 78437VAE0 1560000.00000000 PA USD 1573031.46000000 0.014464538664 Long ABS-O CORP US Y 2 2027-11-22 Fixed 5.56000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9GK9 7296915.56000000 PA USD 7339585.73000000 0.067489890872 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFQA2 4925527.65000000 PA USD 4713687.75000000 0.043343900263 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505BB8 15980000.00000000 PA USD 16381509.96000000 0.150633340926 Long DBT CORP SE Y 2 2029-03-05 Fixed 5.37500000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701CAA8 2056829.49000000 PA USD 2054727.41000000 0.018893890442 Long ABS-CBDO CORP KY Y 2 2030-04-15 Floating 5.30610120 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLE7 35240000.00000000 PA USD 35313996.95000000 0.324723749828 Long DBT CORP US N 2 2027-01-20 Variable 5.08000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABUP4 4026145.08000000 PA USD 3995808.08000000 0.036742761947 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 4.50000000 N N N N N N PRPM LLC N/A 693583AA4 4196499.71000000 PA USD 4197788.04000000 0.038600033727 Long ABS-O CORP US Y 2 2026-04-25 Variable 5.86699920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BXV9 53566.38000000 PA USD 53804.44000000 0.000494749420 Long ABS-MBS USGA US N 2 2062-10-20 Floating 4.95344160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BLN0 98598.63000000 PA USD 98945.60000000 0.000909837147 Long ABS-MBS USGA US N 2 2061-03-20 Floating 4.93344000 N N N N N N Upstart Securitization Trust N/A 91684PAA4 18000000.00000000 PA USD 17913132.00000000 0.164717106433 Long ABS-O CORP US Y 2 2035-04-20 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392GTL9 543064.80000000 PA USD 557786.09000000 0.005129025496 Long ABS-MBS USGSE US N 2 2033-01-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAA59 182998.93000000 PA USD 21141.30000000 0.000194401166 Long ABS-MBS USGSE US N 2 2033-03-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AEHD0 22561.67000000 PA USD 22453.18000000 0.000206464332 Long ABS-MBS USGSE US N 2 2026-08-15 Variable 3.99999960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBS9 6435000.00000000 PA USD 5986812.29000000 0.055050696727 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EFT0 26208.28000000 PA USD 26844.34000000 0.000246842484 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Amur Equipment Finance Receivables LLC 549300IFG1NMINYRYF89 03236XAC1 1600000.00000000 PA USD 1612854.40000000 0.014830723620 Long ABS-O CORP US Y 2 2028-10-20 Fixed 5.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNQP2 251107.24000000 PA USD 224061.89000000 0.002060322348 Long ABS-MBS USGSE US N 2 2046-04-15 Fixed 3.00000000 N N N N N N CIFC Funding Ltd. N/A 12567MAN1 23000000.00000000 PA USD 22901813.00000000 0.210589659554 Long ABS-CBDO CORP KY Y 2 2035-04-19 Floating 5.23946880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4CV8 176153.91000000 PA USD 171241.28000000 0.001574619566 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAN5 5000000.00000000 PA USD 4806251.90000000 0.044195057891 Long DBT CORP ES N 2 2027-09-14 Variable 1.72200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NXE2 142977.01000000 PA USD 140810.79000000 0.001294801259 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 5.08645080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393PHT4 93615.67000000 PA USD 93167.48000000 0.000856705444 Long ABS-MBS USGSE US N 2 2033-04-15 Floating 4.75675920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENYB9 10536.88000000 PA USD 10453.63000000 0.000096124546 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAWM3 14228572.00000000 PA USD 13528917.54000000 0.124402820811 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 3.00000000 N N N N N N AMSR Trust N/A 001807AB2 9780000.00000000 PA USD 9683392.18000000 0.089041957618 Long ABS-O CORP US Y 2 2037-09-17 Fixed 1.80600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132FNAP6 392399.76000000 PA USD 385279.56000000 0.003542771542 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B0AK2 388540.66000000 PA USD 340491.08000000 0.003130926823 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AX62 3903829.70000000 PA USD 3639460.40000000 0.033466028501 Long ABS-MBS USGA US N 2 2044-03-16 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4AB5 42579.80000000 PA USD 43226.60000000 0.000397482722 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHUP5 2577974.85000000 PA USD 2424073.05000000 0.022290144380 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 27965000.00000000 PA USD 28324344.38000000 0.260451608791 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERCB4 3767910.15000000 PA USD 3658047.72000000 0.033636944987 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376JDC5 1245347.07000000 PA USD 62607.46000000 0.000575696067 Long ABS-MBS USGA US N 2 2037-06-20 Floating 2.31113880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AC7K9 9423996.17000000 PA USD 9779917.89000000 0.089929543085 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398GKG3 1544105.59000000 PA USD 133831.95000000 0.001230628544 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 1.81355040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31286REQ9 241069.09000000 PA USD 235708.11000000 0.002167413149 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394KH98 89656.59000000 PA USD 92467.35000000 0.000850267520 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLL3 174665000.00000000 PA USD 172754601.56000000 1.588535053057 Long DBT UST US N 2 2027-09-15 Fixed 3.37500000 N N N N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 4812C2684 260097061.25000000 NS USD 260097061.25000000 2.391677531376 Long STIV RF US N 1 N N N SBNA Auto Lease Trust N/A 78437VAG5 9000000.00000000 PA USD 9128802.60000000 0.083942325076 Long ABS-O CORP US Y 2 2028-12-20 Fixed 5.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B5N8 208215.37000000 PA USD 209422.85000000 0.001925711588 Long ABS-MBS USGA US N 2 2063-08-20 Floating 5.03344080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKYG2 5478390.12000000 PA USD 5096346.92000000 0.046862576463 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BTU6 44958.54000000 PA USD 45148.30000000 0.000415153382 Long ABS-MBS USGA US N 2 2062-07-20 Floating 5.01343920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAA91 69284.06000000 PA USD 8000.39000000 0.000073566202 Long ABS-MBS USGSE US N 2 2033-03-25 Variable 6.00000120 N N N N N N World Omni Automobile Lease Securitization Trust N/A 981946AD8 11571000.00000000 PA USD 11681818.94000000 0.107418145172 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.26000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398VSY3 99304.64000000 PA USD 102321.44000000 0.000940879100 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 5.50000000 N N N N N N Alliant Energy Finance LLC 54930033ER6EOI5DL570 01882YAC0 4640000.00000000 PA USD 4515288.77000000 0.041519556764 Long DBT CORP US Y 2 2026-03-15 Fixed 1.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BPL90 21128473.77000000 PA USD 21431532.15000000 0.197069946349 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCCP7 1534275.10000000 PA USD 1356803.96000000 0.012476256094 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLB83 5425000.00000000 PA USD 5456894.28000000 0.050177927339 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 4.54000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DQK1 716417.68000000 PA USD 573263.95000000 0.005271349480 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FH83 5476716.35000000 PA USD 5506581.43000000 0.050634816931 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAD1 8870000.00000000 PA USD 9057824.73000000 0.083289660351 Long DBT CORP IE Y 2 2030-03-20 Variable 5.60100000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAA8 873187.20000000 PA USD 865309.39000000 0.007956802802 Long ABS-O CORP US Y 2 2033-11-21 Fixed 1.51000000 N N N N N N Street Capital Group, Inc. N/A N/A 2840000.00000000 PA USD 2840000.00000000 0.026114728695 Long DBT CORP CA N 3 2030-02-15 Fixed 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BGS5 15006.97000000 PA USD 15023.23000000 0.000138143512 Long ABS-MBS USGA US N 2 2058-08-20 Floating 4.78343880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPVN4 1872113.38000000 PA USD 1877158.63000000 0.017261087444 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AN4F1 481899.25000000 PA USD 466919.46000000 0.004293477119 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQU98 27168292.59000000 PA USD 27692944.92000000 0.254645684286 Long ABS-MBS USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Magnetite XV Ltd. 549300B3V0K3DX0M2K31 55953MAN2 196448.40000000 PA USD 196515.00000000 0.001807019686 Long ABS-CBDO CORP KY Y 2 2031-07-25 Floating 5.55338160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H0W95 5618094.78000000 PA USD 5401083.51000000 0.049664729058 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 3.99999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UXP9 31468.74000000 PA USD 31210.83000000 0.000286993787 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395K5H2 458591.32000000 PA USD 465297.07000000 0.004278558713 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSK95 11373695.90000000 PA USD 11402564.61000000 0.104850310290 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 5.00000000 N N N N N N GLS Auto Select Receivables Trust N/A 37989EAC0 4795820.21000000 PA USD 4844899.20000000 0.044550432452 Long ABS-O CORP US Y 2 2029-10-15 Fixed 5.59000000 N N N N N N Tesla Auto Lease Trust N/A 881934AD5 7666000.00000000 PA USD 7681337.37000000 0.070632408957 Long ABS-O CORP US Y 2 2027-10-20 Fixed 4.82000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KBB8 1250000.00000000 PA USD 1215219.88000000 0.011174344180 Long ABS-MBS CORP US N 2 2048-06-15 Variable 4.22180280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418C5V2 6597791.77000000 PA USD 6452360.80000000 0.059331567513 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AGEG1 1783656.68000000 PA USD 1746457.45000000 0.016059247354 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DK35 919398.24000000 PA USD 770746.94000000 0.007087270151 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 332248.54000000 PA USD 349988.12000000 0.003218255211 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N DT Auto Owner Trust N/A 23345RAE6 5900347.71000000 PA USD 5949995.60000000 0.054712155223 Long ABS-O CORP US Y 2 2028-07-17 Fixed 7.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QQP7 391123.53000000 PA USD 390356.77000000 0.003589458148 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASV27 189462.54000000 PA USD 189389.20000000 0.001741495625 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 4.84675920 N N N N N N Alternative Loan Trust N/A 12669FFD0 5430.69000000 PA USD 5934.34000000 0.000054568196 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHW9 2955163.05000000 PA USD 2958059.41000000 0.027200323576 Long ABS-MBS USGA US N 2 2065-09-20 Floating 5.08344120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YRU4 3209.63000000 PA USD 3201.56000000 0.000029439391 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3T8 22970000.00000000 PA USD 23140955.60000000 0.212788653962 Long DBT CORP US N 2 2029-04-23 Variable 4.97000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XAM7 647025.22000000 PA USD 22148.84000000 0.000203665826 Long ABS-MBS USGA US N 2 2039-03-20 Floating 1.86113880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGDW9 14274289.39000000 PA USD 13707672.90000000 0.126046534800 Long ABS-MBS USGSE US N 2 2033-09-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHY80 106514.51000000 PA USD 109640.24000000 0.001008177859 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.45900120 N Y N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAA0 5257020.77000000 PA USD 5273155.62000000 0.048488390277 Long ABS-O CORP US Y 2 2031-12-26 Floating 5.42197080 N N N N N N Flagship Credit Auto Trust N/A 33845PAJ3 6666000.00000000 PA USD 6621583.11000000 0.060887621990 Long ABS-O CORP US Y 2 2028-07-17 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ATKT8 153232.55000000 PA USD 148947.75000000 0.001369623267 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 10420991.86000000 0.095824427874 Long DBT CORP NL Y 2 2026-09-24 Variable 1.00400000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816ED7 23360000.00000000 PA USD 23490274.98000000 0.216000759891 Long DBT CORP US N 2 2029-04-25 Variable 4.73100120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABEC1 2457.66000000 PA USD 2449.81000000 0.000022526804 Long ABS-MBS USGSE US N 2 2026-05-15 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 5000000.00000000 PA USD 4845972.20000000 0.044560299038 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JSS3 152395.53000000 PA USD 9872.87000000 0.000090784268 Long ABS-MBS USGSE US N 2 2039-09-15 Floating 2.35324080 N N N N N N Amur Equipment Finance Receivables LLC 254900O8ABFLU3FOSN14 03237CAB8 4357011.47000000 PA USD 4390332.59000000 0.040370543828 Long ABS-O CORP US Y 2 2031-01-21 Fixed 5.38000000 N N N N N N Symphony CLO XX Ltd. N/A 87166VAW8 14663562.52000000 PA USD 14673064.51000000 0.134923626343 Long ABS-CBDO CORP KY Y 2 2032-01-16 Floating 5.36054040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8GH6 316209.82000000 PA USD 267387.37000000 0.002458714304 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJ6P3 827791.30000000 PA USD 718922.51000000 0.006610727571 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCQL3 50559.27000000 PA USD 6904.65000000 0.000063490514 Long ABS-MBS USGSE US N 2 2035-06-25 Variable 5.50000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDBS0 854156.87000000 PA USD 839338.87000000 0.007717995378 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UUH1 5607943.78000000 PA USD 5613593.22000000 0.051618825334 Long ABS-MBS USGA US N 2 2065-02-20 Floating 5.08344120 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468V4 18126000.00000000 PA USD 17763546.70000000 0.163341620684 Long DBT CORP US N 2 2026-12-10 Variable 0.98500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A5UQ5 40037.07000000 PA USD 39981.09000000 0.000367639196 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.50000000 N N N N N N BofA Auto Trust N/A 09709AAC6 6975000.00000000 PA USD 7044152.94000000 0.064773289760 Long ABS-O CORP US Y 2 2028-11-15 Fixed 5.35000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 16801000.00000000 PA USD 16601859.76000000 0.152659529393 Long DBT CORP FR Y 2 2026-10-06 Variable 1.65200000 N N N N N N FHF Trust N/A 30322JAA4 12308.84000000 PA USD 12289.80000000 0.000113008729 Long ABS-O CORP US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CRE5 808.66000000 PA USD 814.38000000 0.000007488490 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQLB6 187773.75000000 PA USD 188904.51000000 0.001737038742 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GSH0 12230.97000000 PA USD 12633.78000000 0.000116171738 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.40800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ3J1 18427.00000000 PA USD 18160.57000000 0.000166992379 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GYP2 1392622.04000000 PA USD 1416382.89000000 0.013024103838 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N THL Credit Wind River CLO Ltd. 549300QKM4OHZM4I5C40 97314JAJ4 7823380.11000000 PA USD 7818013.27000000 0.071889188551 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.31609840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6HE4 21912163.50000000 PA USD 21075335.78000000 0.193794604248 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 3.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 17115000.00000000 PA USD 17524827.23000000 0.161146517095 Long DBT CORP GB Y 2 2027-10-18 Variable 6.55700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLAE8 3685930.95000000 PA USD 3618971.08000000 0.033277622504 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAE6 4600000.00000000 PA USD 4627613.80000000 0.042552422146 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.04000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530UAG3 3625000.00000000 PA USD 3660938.61000000 0.033663527666 Long ABS-O CORP US Y 2 2029-04-12 Fixed 6.35000000 N N N N N N Buttermilk Park CLO Ltd. N/A 124166AQ2 6001752.48000000 PA USD 5999981.96000000 0.055171796149 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 5.33610000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NVMY0 1979895.30000000 PA USD 2012381.62000000 0.018504507055 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.72000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B3P5 151032.87000000 PA USD 151555.53000000 0.001393602657 Long ABS-MBS USGA US N 2 2063-05-20 Floating 4.90344120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C6L0 1309584.90000000 PA USD 1313053.82000000 0.012073959250 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398TB83 1779567.44000000 PA USD 1779416.35000000 0.016362315217 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LCD2 588799.20000000 PA USD 611161.10000000 0.005619826167 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880RAA7 2245721.79000000 PA USD 2244430.50000000 0.020638272388 Long ABS-CBDO CORP KY Y 2 2036-11-15 Floating 5.79318840 N N N N N N Cascade Funding Mortgage Trust N/A 12531BAA6 3630494.27000000 PA USD 3540086.98000000 0.032552257409 Long ABS-MBS CORP US Y 3 2035-03-25 Variable 2.99999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKRL1 229401.61000000 PA USD 226061.57000000 0.002078710059 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 6558000.00000000 PA USD 6446966.57000000 0.059281965805 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N FREMF Mortgage Trust N/A 30289HAE1 9100000.00000000 PA USD 9019728.90000000 0.082939356736 Long ABS-MBS USGSE US Y 2 2049-04-25 Variable 4.17194640 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAA6 5850000.00000000 PA USD 5899449.47000000 0.054247367029 Long ABS-O CORP US Y 2 2030-08-19 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLCV8 1446116.62000000 PA USD 1424638.77000000 0.013100019354 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394LYV8 541568.05000000 PA USD 546277.31000000 0.005023198501 Long ABS-MBS USGSE US N 2 2033-02-15 Floating 5.34675960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 99618.40000000 PA USD 101830.64000000 0.000936366033 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N CFMT LLC N/A 12530GAA6 3783522.84000000 PA USD 3709831.17000000 0.034113110743 Long ABS-O CORP US Y 3 2037-09-25 Variable 3.25000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASP32 3283832.11000000 PA USD 2971920.60000000 0.027327781751 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPTL8 1790981.10000000 PA USD 1585323.90000000 0.014577571670 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEV87 400126.88000000 PA USD 375489.87000000 0.003452752141 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 2.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 226373AQ1 16335000.00000000 PA USD 16335730.01000000 0.150212379316 Long DBT CORP US Y 2 2027-05-01 Fixed 5.62500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAE8 5000000.00000000 PA USD 5154557.50000000 0.047397841781 Long ABS-O CORP US Y 2 2034-10-16 Fixed 6.70000000 N N N N N N Hilton Grand Vacations Trust N/A 432917AA0 1668971.21000000 PA USD 1693476.21000000 0.015572067527 Long ABS-O CORP US Y 2 2038-01-25 Fixed 5.72000000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAL2 6000000.00000000 PA USD 5013600.00000000 0.046101691475 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652QAA9 536513.94000000 PA USD 525200.79000000 0.004829393007 Long ABS-O CORP US Y 2 2037-11-20 Fixed 0.99000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7RH8 1277951.20000000 PA USD 1253937.62000000 0.011530366460 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2D1 25335000.00000000 PA USD 25909777.93000000 0.238248880707 Long DBT CORP US Y 2 2027-06-04 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERB66 3478315.07000000 PA USD 3605936.47000000 0.033157765002 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 5.56200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XG2X6 1122490.34000000 PA USD 1127919.15000000 0.010371585420 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84R1 3433826.75000000 PA USD 3132481.67000000 0.028804193294 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 0.84500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDGB0 2275046.16000000 PA USD 2303423.72000000 0.021180734337 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAB5 11521472.68000000 PA USD 11567139.19000000 0.106363627370 Long ABS-O CORP US Y 2 2032-05-20 Floating 5.72826960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXVL4 165935.40000000 PA USD 155452.31000000 0.001429434824 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 1.75000000 N N N N N N PRPM LLC N/A 69359XAA7 6272242.01000000 PA USD 6265185.74000000 0.057610431629 Long ABS-MBS CORP US Y 2 2025-10-25 Variable 6.60999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8ZG5 3117831.32000000 PA USD 2847423.68000000 0.026182991860 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G3S0 71014.10000000 PA USD 71354.83000000 0.000656130995 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N Lendmark Funding Trust N/A 52604DAA0 4888000.00000000 PA USD 4617762.52000000 0.042461836405 Long ABS-O CORP US Y 2 2032-04-20 Fixed 2.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAJ1 11500000.00000000 PA USD 11553760.20000000 0.106240603182 Long ABS-O CORP US Y 2 2031-01-15 Fixed 5.11000000 N N N N N N Bayview Opportunity Master Fund VII Trust N/A 072926AB4 819956.77000000 PA USD 820782.71000000 0.007547365418 Long ABS-O CORP US Y 2 2027-04-15 Fixed 5.67000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A3YW3 872049.83420000 PA USD 864434.40000000 0.007948756982 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397RMT0 329284.78000000 PA USD 28274.00000000 0.000259988675 Long ABS-MBS USGSE US N 2 2038-03-15 Floating 2.37323880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A4FE2 185541.69000000 PA USD 184765.22000000 0.001698976617 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 4.00000000 N N N N N N CRIBS Mortgage Trust N/A 12704NAA1 2500000.00000000 PA USD 2492141.25000000 0.022916053737 Long ABS-MBS CORP US Y 3 2040-05-25 Variable 5.81100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XF6G1 24501717.60000000 PA USD 23741617.23000000 0.218311934070 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAT0 21380000.00000000 PA USD 21373175.29000000 0.196533335938 Long DBT CORP GB N 2 2026-08-11 Variable 4.71600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMB70 2710640.60000000 PA USD 2658570.01000000 0.024446420609 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N Harley-Davidson Motorcycle Trust N/A 41284PAC9 8867000.00000000 PA USD 8840075.35000000 0.081287383596 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.31000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36181BRV4 383711.53000000 PA USD 350266.78000000 0.003220817581 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EYB0 27102808.30000000 PA USD 27512408.16000000 0.252985589741 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XNQB3 2676056.81000000 PA USD 2587828.26000000 0.023795927084 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FC54 2760259.42000000 PA USD 2806251.94000000 0.025804404248 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398WSD7 153686.44000000 PA USD 155636.43000000 0.001431127867 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAE6 9000000.00000000 PA USD 9187545.60000000 0.084482486170 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.85000000 N N N N N N Bear Stearns ARM Trust N/A 07384MYS5 8729.33000000 PA USD 8752.82000000 0.000080485042 Long ABS-MBS CORP US N 2 2033-10-25 Variable 7.03553040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFCX0 170269.36000000 PA USD 168127.87000000 0.001545990743 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 3.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAE9 11879000.00000000 PA USD 12021277.16000000 0.110539574510 Long ABS-O CORP US Y 2 2030-04-12 Fixed 6.24000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LNQ2 160007.09000000 PA USD 159751.57000000 0.001468967925 Long ABS-MBS USGA US N 2 2068-10-20 Floating 4.83343920 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 32005000.00000000 PA USD 32326300.12000000 0.297250900482 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EUD0 1362403.62000000 PA USD 1382955.27000000 0.012716725941 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AX6R9 1045490.60000000 PA USD 989498.62000000 0.009098763382 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AETK3 1289512.80000000 PA USD 1208537.46000000 0.011112897143 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396GLR0 118155.33000000 PA USD 124237.36000000 0.001142403151 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CN0 20000000.00000000 PA USD 19996494.00000000 0.183874301294 Long DBT CORP US Y 2 2027-03-25 Fixed 4.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADXC8 10688338.88000000 PA USD 9833722.82000000 0.090424297011 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAD9 3164000.00000000 PA USD 3172192.86000000 0.029169350672 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.91000000 N N N N N N Auxilior Term Funding LLC N/A 05335JAB9 6420961.60000000 PA USD 6472713.27000000 0.059518715130 Long ABS-O CORP US Y 2 2028-12-15 Fixed 6.18000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DPP1 374143.15000000 PA USD 312948.73000000 0.002877665908 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378ARH6 10428.93000000 PA USD 10400.27000000 0.000095633883 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283HZ65 1013193.76000000 PA USD 1032732.25000000 0.009496310747 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A17D9 2445001.12000000 PA USD 2374748.90000000 0.021836592691 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XHB9 236637.63000000 PA USD 235197.26000000 0.002162715716 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392HY31 122936.80000000 PA USD 123402.99000000 0.001134730846 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 5.18645160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QBWU8 3545700.68000000 PA USD 3316087.73000000 0.030492511056 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03464WAA0 661314.62000000 PA USD 632768.58000000 0.005818514011 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 1.37300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BAC0 469646.30000000 PA USD 446573.20000000 0.004106386605 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397HDR6 85074.08000000 PA USD 83231.10000000 0.000765337181 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 4.70675880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384GUH1 12963894.92000000 PA USD 12837954.57000000 0.118049190353 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9QJ0 282809.10000000 PA USD 280339.38000000 0.002577812271 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 4.68645120 N N N N N N Carvana Auto Receivables Trust N/A 146919AD7 1000000.00000000 PA USD 993067.70000000 0.009131582240 Long ABS-O CORP US N 2 2030-09-10 Fixed 4.31000000 N N N N N N Symphony CLO XIX Ltd. N/A 87165YAC7 1704325.16000000 PA USD 1705294.92000000 0.015680744430 Long ABS-CBDO CORP KY Y 2 2031-04-16 Floating 5.48214840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AET89 6817148.93000000 PA USD 6771306.88000000 0.062264381016 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2PU1 2111718.00000000 PA USD 1967670.75000000 0.018093375985 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BNZ7 137909.41000000 PA USD 141599.11000000 0.001302050120 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 7.20799920 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D9MA9 28296967.81000000 PA USD 28768208.53000000 0.264533084797 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 6.00000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAG8 2052000.00000000 PA USD 2049822.85000000 0.018848791409 Long DBT CORP CA Y 2 2025-08-23 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKR1 217785000.00000000 PA USD 220115978.99000000 2.024038405960 Long DBT UST US N 2 2027-05-15 Fixed 4.50000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAC5 12825000.00000000 PA USD 12664640.43000000 0.116455510161 Long DBT CORP US Y 2 2025-10-15 Fixed 2.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YGY7 329701.74000000 PA USD 332430.53000000 0.003056807429 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BELA0 6921642.20000000 PA USD 6717590.11000000 0.061770437750 Long ABS-MBS USGSE US N 2 2034-10-15 Fixed 3.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAC7 752015.82000000 PA USD 724477.38000000 0.006661806417 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUKL4 673010.44000000 PA USD 635036.97000000 0.005839372599 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.00000000 N N N N N N Westpac New Zealand Ltd. 549300MW73M5PK1PNG73 96122FAB3 10695000.00000000 PA USD 10807027.67000000 0.099374153383 Long DBT CORP NZ Y 2 2027-02-26 Fixed 5.13200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NM95 355251.31000000 PA USD 34054.89000000 0.000313145849 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 2.71355040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392UVK7 77336.00000000 PA USD 77170.98000000 0.000709612396 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 4.94676000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394DTE0 215579.02000000 PA USD 213716.46000000 0.001965192736 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 4.73645160 N N N N N N Elmwood CLO Ltd. N/A 29002VAJ7 21665000.00000000 PA USD 21683826.89000000 0.199389878985 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.53947120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1JF2 6877983.12000000 PA USD 6142067.81000000 0.056478322003 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXTQ6 1461565.40000000 PA USD 1376914.31000000 0.012661177339 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F26G6 5167953.36000000 PA USD 4720104.21000000 0.043402901711 Long ABS-MBS USGSE US N 2 2047-07-15 Fixed 3.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A 437918AC9 18416000.00000000 PA USD 18571294.76000000 0.170769128234 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0LE5 14731730.25000000 PA USD 14644351.94000000 0.134659604872 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GLD8 77169.81000000 PA USD 72943.12000000 0.000670735841 Long ABS-MBS CORP US N 2 2034-08-25 Variable 7.35455880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWR71 623871.15000000 PA USD 612548.95000000 0.005632587902 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAM26 219121.98000000 PA USD 222761.40000000 0.002048363917 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XK4Q0 3195214.90000000 PA USD 3131736.62000000 0.028797342316 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BL75 56853.21000000 PA USD 56358.32000000 0.000518233181 Long ABS-MBS USGA US N 2 2062-02-20 Floating 4.83869880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ANCL7 20052.02000000 PA USD 19710.34000000 0.000181243021 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 2.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAF3 7234000.00000000 PA USD 7297531.16000000 0.067103185349 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N CIFC Funding Ltd. 54930076OPDXR0U68E20 17180TBL5 25299530.87000000 PA USD 25261227.38000000 0.232285246320 Long ABS-CBDO CORP KY Y 2 2031-10-21 Floating 5.26947120 N N N N N N Dryden 49 Senior Loan Fund 549300VCB8LYR1RGV869 26244QAN3 275122.10000000 PA USD 275120.17000000 0.002529819928 Long ABS-CBDO CORP KY Y 2 2030-07-18 Floating 5.48107920 N N N N N N ARI Fleet Lease Trust N/A 04033CAB2 6290000.00000000 PA USD 6261323.26000000 0.057574914863 Long ABS-O CORP US Y 2 2034-01-17 Fixed 4.38000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RYS8 208158.48000000 PA USD 207333.96000000 0.001906503561 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 4.98645000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFU0 3085000.00000000 PA USD 3101750.59000000 0.028521610964 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N Dryden CLO Ltd. N/A 26252NAW9 11197687.40000000 PA USD 11194552.05000000 0.102937566780 Long ABS-CBDO CORP KY Y 2 2032-05-15 Floating 5.42633040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5QY8 1236712.19000000 PA USD 1159760.14000000 0.010664373735 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4MJ4 217034.73000000 PA USD 196196.83000000 0.001804094009 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 2.75000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69547PAA7 180062.49240000 PA USD 178994.67000000 0.001645914522 Long ABS-O CORP US Y 2 2029-01-16 Fixed 1.22000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAB7 1775000.00000000 PA USD 1816606.00000000 0.016704286210 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 7.32197160 N N N N N N GreenSky Home Improvement Issuer Trust N/A 39571XAD6 719170.94000000 PA USD 722828.00000000 0.006646639828 Long ABS-O CORP US Y 2 2059-10-27 Fixed 5.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBDB7 7218527.76000000 PA USD 7339201.33000000 0.067486356188 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMB4 206805000.00000000 PA USD 207467421.23000000 1.907730781208 Long DBT UST US N 2 2027-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B5QZ9 167962.88000000 PA USD 166187.43000000 0.001528147763 Long ABS-MBS USGSE US N 2 2035-01-15 Floating 4.84675920 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EQ8 32870000.00000000 PA USD 32944729.95000000 0.302937564999 Long DBT CORP GB N 2 2029-03-03 Variable 4.89900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHQ71 90639.48000000 PA USD 92493.81000000 0.000850510828 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.26500080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B7S42 515399.20000000 PA USD 505239.14000000 0.004645839108 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 2.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687WAD2 13500000.00000000 PA USD 13447354.05000000 0.123652817849 Long ABS-O CORP US Y 2 2030-12-10 Fixed 4.67000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376XNT6 487260.84300000 PA USD 489690.03000000 0.004502859957 Long ABS-MBS USGA US N 2 2060-03-20 Floating 4.98625920 N N N N N N BXMT Ltd. N/A 05609GAA6 3775418.02000000 PA USD 3744361.43000000 0.034430627775 Long ABS-CBDO CORP KY Y 2 2038-05-15 Floating 5.49315000 N N N N N N Business Jet Securities LLC N/A 12326TAA6 20670324.22000000 PA USD 20613859.10000000 0.189551175270 Long ABS-O CORP US Y 3 2039-09-15 Fixed 5.36400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MMWD1 7280928.92000000 PA USD 6966579.76000000 0.064059979003 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4XA6 506245.25000000 PA USD 516929.17000000 0.004753332756 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413K3R0 153814.99000000 PA USD 155305.04000000 0.001428080628 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 6.10599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVTH2 171021.46000000 PA USD 147269.62000000 0.001354192313 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXGF3 7166128.70000000 PA USD 7346087.61000000 0.067549677785 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6.00000000 N N N N N N Volvo Financial Equipment LLC N/A 92887QAC1 11818000.00000000 PA USD 11795825.89000000 0.108466476359 Long ABS-O CORP US Y 2 2028-10-16 Fixed 4.29000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBS2 17325000.00000000 PA USD 17429049.27000000 0.160265807433 Long DBT CORP US Y 2 2026-04-14 Fixed 5.20900000 N N N N N N Stream Innovations Issuer Trust N/A 86324XAA3 15000000.00000000 PA USD 15025725.79000000 0.138166462134 Long ABS-O CORP US Y 3 2045-09-15 Fixed 5.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397TQJ4 974912.22000000 PA USD 988727.21000000 0.009091670015 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LTC5 10000000.00000000 PA USD 9997525.50000000 0.091930516218 Long DBT CORP US Y 2 2025-06-11 Fixed 3.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PUJ45 4280.43000000 PA USD 4260.73000000 0.000039178805 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAC2 8000000.00000000 PA USD 8184696.80000000 0.075260963517 Long ABS-O CORP US Y 2 2034-08-15 Fixed 6.11000000 N N N N N N GLS Auto Select Receivables Trust N/A 36271BAC5 7588166.48000000 PA USD 7564162.83000000 0.069554950745 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.43000000 N N N N N N Accelerated LLC N/A 00439KAA4 668345.34000000 PA USD 617073.03000000 0.005674188297 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.35000000 N N N N N N Clarus Capital Funding LLC N/A 18271JAB8 8553424.23000000 PA USD 8546963.83000000 0.078592127321 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.71000000 N N N N N N Drive Auto Receivables Trust N/A 26207AAE3 20728000.00000000 PA USD 20679799.11000000 0.190157515225 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.52000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJEW3 15644833.43000000 PA USD 16011241.69000000 0.147228603104 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5L87 985536.00000000 PA USD 16869.62000000 0.000155121672 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.50000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 14120000.00000000 PA USD 14852233.69000000 0.136571145542 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKA8 144440000.00000000 PA USD 144789816.35000000 1.331389708411 Long DBT UST US N 2 2027-02-15 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JN4K3 2299340.29000000 PA USD 2249135.23000000 0.020681533919 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.50000000 N N N N N N Foundation Finance Trust 549300QVJKB4ZVR88F06 35041KAA0 523342.99000000 PA USD 521602.61000000 0.004796306565 Long ABS-O CORP US Y 2 2040-07-16 Fixed 3.54000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WFQ4 93203.32000000 PA USD 92009.00000000 0.000846052842 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.83644880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A7KX7 24474.66000000 PA USD 24328.01000000 0.000223704007 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KBE0 6718860.50000000 PA USD 6772382.94000000 0.062274275740 Long ABS-MBS USGA US N 2 2059-06-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AWJ0 150928.31000000 PA USD 143773.04000000 0.001322040117 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536KAE2 6615000.00000000 PA USD 6704493.67000000 0.061650011702 Long ABS-O CORP US Y 2 2035-07-16 Fixed 5.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XME28 5050306.55000000 PA USD 5058398.50000000 0.046513628331 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVMS5 900467.80000000 PA USD 862500.84000000 0.007930977266 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384J7C2 10061933.21000000 PA USD 10394531.42000000 0.095581115476 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 6.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJA3 2000000.00000000 PA USD 2040023.80000000 0.018758685940 Long ABS-O CORP US Y 2 2030-06-20 Fixed 6.48000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906YAJ7 15350000.00000000 PA USD 15740895.27000000 0.144742679367 Long DBT CORP GB Y 2 2029-05-17 Fixed 5.41000000 N N N N N N FirstKey Homes Trust N/A 33767MAA3 5665401.44000000 PA USD 5604447.95000000 0.051534731585 Long ABS-O CORP US Y 2 2037-08-17 Fixed 1.33900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FGX7 35026.69000000 PA USD 35932.91000000 0.000330414857 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.66500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9LW7 16913069.40000000 PA USD 17517099.38000000 0.161075456987 Long ABS-MBS USGSE US N 2 2037-01-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLL63 2550725.84000000 PA USD 2453787.60000000 0.022563379384 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7TE3 429310.86000000 PA USD 426339.01000000 0.003920326612 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 4.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAF3 2000000.00000000 PA USD 2018113.80000000 0.018557216325 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.62000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377JPT4 9200580.53000000 PA USD 9188520.41000000 0.084491449867 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GACW5 76453.25000000 PA USD 73748.46000000 0.000678141205 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 2.75000000 N N N N N N Flagship Credit Auto Trust N/A 33844TAG2 2321961.00000000 PA USD 2311820.30000000 0.021257943636 Long ABS-O CORP US Y 2 2026-09-15 Fixed 2.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CV9 6000000.00000000 PA USD 6074309.46000000 0.055855261817 Long DBT CORP DE N 2 2028-02-08 Variable 5.70600000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A9RX7 2563086.57000000 PA USD 2485770.06000000 0.022857468562 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UJ84 209598.65000000 PA USD 210321.12000000 0.001933971474 Long ABS-MBS USGA US N 2 2067-08-20 Floating 4.88343960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MDLY7 8067.50000000 PA USD 8039.63000000 0.000073927026 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQTZ6 715878.50000000 PA USD 606240.49000000 0.005574579549 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q3Q87 324080.10000000 PA USD 334194.02000000 0.003073023297 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 7.23499920 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 28690000.00000000 PA USD 29345603.22000000 0.269842417783 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGLR1 458549.40000000 PA USD 441725.04000000 0.004061806189 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YR7A0 1806879.19000000 PA USD 1779142.19000000 0.016359794226 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BQ5 22300000.00000000 PA USD 22388198.06000000 0.205866802226 Long DBT CORP NL N 2 2029-03-25 Variable 4.85800000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80282YAF3 509387.87000000 PA USD 508146.34000000 0.004672571762 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.03000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 12500000.00000000 PA USD 12704314.38000000 0.116820325105 Long DBT CORP US N 2 2030-01-23 Variable 5.19800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398PT90 392030.57000000 PA USD 394561.44000000 0.003628121464 Long ABS-MBS USGSE US N 2 2035-10-25 Floating 5.38644960 N N N N N N Hilton Grand Vacations Trust N/A 43283NAA5 9775133.60000000 PA USD 9790067.07000000 0.090022868114 Long ABS-O CORP US Y 2 2040-08-27 Fixed 4.98000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CE28 124.47000000 PA USD 124.32000000 0.000001143163 Long ABS-MBS USGA US N 2 2028-01-20 Variable 5.62500000 N N N N N N AMSR Trust N/A 66981YAC3 2000000.00000000 PA USD 1939621.20000000 0.017835451200 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAC9 2000000.00000000 PA USD 2025022.60000000 0.018620745000 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.32000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826934AB7 770801.85000000 PA USD 785264.56000000 0.007220764415 Long ABS-O CORP US Y 2 2039-07-20 Fixed 6.32000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378VKP4 1927.38000000 PA USD 1927.72000000 0.000017726015 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 6.36500160 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAG9 1999999.99000000 PA USD 1998749.99000000 0.018379159760 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 6.04444320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AX5T6 25456.08000000 PA USD 24636.94000000 0.000226544719 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AH2W7 68724.56000000 PA USD 67920.87000000 0.000624554610 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411KFT5 282601.51000000 PA USD 289900.81000000 0.002665732747 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.75000000 N N N N N N Neuberger Berman Loan Advisers CLO 42 Ltd. 549300LGCRX4YI1JNS93 64133WAL9 17250000.00000000 PA USD 17195127.75000000 0.158114822563 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 5.21053920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UDY3 32334.41000000 PA USD 32514.36000000 0.000298980172 Long ABS-MBS USGA US N 2 2063-12-20 Floating 5.03344080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACA92 162300.36000000 PA USD 156387.61000000 0.001438035213 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 2.00000000 N N N N N N Symphony CLO XVI Ltd. 5493004PWOYFPAFQVT02 87165VAX7 13082453.55000000 PA USD 13085174.70000000 0.120322460291 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 5.45609880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDYX2 1038979.93000000 PA USD 1035890.00000000 0.009525347291 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 5.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAG0 4295000.00000000 PA USD 4289603.33000000 0.039444305343 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADR91 10885597.87000000 PA USD 10795231.41000000 0.099265682915 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAK1 7710000.00000000 PA USD 7650208.95000000 0.070346172956 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MBW8 7000000.00000000 PA USD 7112367.50000000 0.065400544946 Long ABS-O CORP US Y 2 2029-09-25 Fixed 5.57000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXCP5 7589318.32000000 PA USD 7349799.21000000 0.067583807161 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Lendbuzz Securitization Trust N/A 52607KAA1 4732525.93000000 PA USD 4719384.18000000 0.043396280799 Long ABS-O CORP US Y 2 2027-05-17 Fixed 4.22000000 N N N N N N Carvana Auto Receivables Trust N/A 14688GAD6 1750000.00000000 PA USD 1792449.40000000 0.016482158373 Long ABS-O CORP US Y 2 2029-07-10 Fixed 5.71000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HAL3 1749258.30000000 PA USD 1803523.44000000 0.016583987792 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412MDJ4 229644.69000000 PA USD 239017.23000000 0.002197841589 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 29449WAE7 13395000.00000000 PA USD 13111582.56000000 0.120565289199 Long DBT CORP US Y 2 2026-01-09 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACAH4 883967.60000000 PA USD 750148.08000000 0.006897856898 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 1985576.00000000 0.018258020614 Long ABS-MBS USGSE US Y 2 2048-10-25 Variable 3.79192680 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCF1 23698.16000000 PA USD 23764.14000000 0.000218519038 Long ABS-MBS USGA US N 2 2065-05-20 Floating 4.86344160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKWL0 746252.46000000 PA USD 721479.04000000 0.006634235700 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 3.50000000 N N N N N N CarMax Auto Owner Trust N/A 14319EAE6 5125000.00000000 PA USD 5193061.54000000 0.047751899020 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWZT4 795725.13000000 PA USD 722936.85000000 0.006647640740 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Amur Equipment Finance Receivables LLC 5493000K1GV1VHEHGY40 03236YAB1 2736454.17000000 PA USD 2763032.53000000 0.025406987640 Long ABS-O CORP US Y 2 2029-12-20 Fixed 6.09000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HCX2 1826638.78000000 PA USD 1917784.77000000 0.017634658086 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 6.50000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 7155000.00000000 PA USD 7372809.50000000 0.067795394302 Long DBT CORP DK Y 2 2030-03-01 Variable 5.70500000 N N N N N N Dell Equipment Finance Trust N/A 24703UAE3 3250000.00000000 PA USD 3267100.20000000 0.030042054698 Long ABS-O CORP US Y 2 2031-02-24 Fixed 4.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVN96 2106909.30000000 PA USD 1936017.04000000 0.017802309771 Long ABS-MBS USGSE US N 2 2046-11-25 Fixed 3.00000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CBF0 164838.71000000 PA USD 165082.98000000 0.001517991984 Long ABS-O CORP US Y 2 2032-12-15 Fixed 6.45100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UCK4 136005.11000000 PA USD 136905.16000000 0.001258887714 Long ABS-MBS USGA US N 2 2063-12-20 Floating 5.08344120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X64J7 3989822.20000000 PA USD 3891476.31000000 0.035783397204 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAM8 548919.85000000 PA USD 549092.49000000 0.005049085001 Long ABS-MBS USGA US N 2 2065-04-20 Floating 5.03344080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394UAB8 1311012.69800000 PA USD 1327880.06000000 0.012210291375 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J2Z58 2500000.00000000 PA USD 2320485.23000000 0.021337620501 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 1.24000000 N N N N N N OCP CLO Ltd. 254900M77QLN2EBJHE11 67097LAV8 2300000.00000000 PA USD 2304054.90000000 0.021186538244 Long ABS-CBDO CORP KY Y 2 2037-11-26 Floating 5.60946960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWA7 254815.86000000 PA USD 259572.79000000 0.002386856685 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.53500080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LKWZ2 1335000.00000000 PA USD 1348367.17000000 0.012398677051 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AYTE3 1025495.24000000 PA USD 955500.47000000 0.008786139275 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208WAD6 3750000.00000000 PA USD 3763556.63000000 0.034607133916 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.31000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394NN46 510454.50000000 PA USD 509846.09000000 0.004688201520 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YZT9 2775255.78000000 PA USD 2618664.19000000 0.024079473544 Long ABS-MBS USGA US N 2 2044-01-16 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADFU8 263452.81000000 PA USD 260730.29000000 0.002397500276 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKXW5 2320907.53000000 PA USD 2252526.35000000 0.020712716376 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.00000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBA6 760000.00000000 PA USD 758446.79000000 0.006974166250 Long ABS-O CORP US Y 2 2026-09-25 Fixed 3.73000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECT0 13245000.00000000 PA USD 13272179.67000000 0.122042032142 Long DBT CORP GB N 2 2028-09-10 Variable 4.83700000 N N N N N N Santander Drive Auto Receivables Trust N/A 802927AE3 7291000.00000000 PA USD 7372108.00000000 0.067788943780 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.77000000 N N N N N N BOF VII AL Funding Trust I N/A 097093AB4 5780741.53000000 PA USD 5860261.99000000 0.053887025336 Long ABS-O CORP US Y 2 2032-07-26 Fixed 6.29100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395MBH1 51847.57000000 PA USD 52725.97000000 0.000484832535 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417CN50 824661.87000000 PA USD 790675.39000000 0.007270518766 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPGX1 6509263.21000000 PA USD 6681791.23000000 0.061441255342 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQUM7 4476989.05000000 PA USD 4586130.16000000 0.042170966511 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NVA98 8923812.09000000 PA USD 9051306.50000000 0.083229723094 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.71000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWYT5 3520616.65000000 PA USD 3423873.31000000 0.031483634711 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PE38 12843741.19000000 PA USD 11697104.64000000 0.107558702182 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N Ares XXXVII CLO Ltd. 635400YF4AHA6NB2CU53 04015NAN4 4177466.58000000 PA USD 4175854.08000000 0.038398343793 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.33610000 N N N N N N Progress Residential Trust N/A 74290XAE1 14000000.00000000 PA USD 13014537.20000000 0.119672925379 Long ABS-O CORP US Y 2 2041-04-17 Variable 3.39999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9Y28 46239.79000000 PA USD 45141.61000000 0.000415091865 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EVK3 1120109.28000000 PA USD 1123011.15000000 0.010326454755 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NH2S1 132728.63000000 PA USD 134506.06000000 0.001236827205 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 7.72999920 N Y N N N N Upstart Securitization Trust N/A 91678YAA3 460676.90000000 PA USD 460666.58000000 0.004235979843 Long ABS-O CORP US Y 2 2032-08-20 Fixed 5.98000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394KN83 406253.88000000 PA USD 396454.91000000 0.003645532540 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 4.50000000 N N N N N N LCM XIV LP 549300NGJ6CPPJRPGL08 50184VAR5 2701964.86000000 PA USD 2702643.05000000 0.024851686624 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 5.57107920 N N N N N N VOLT XCVI LLC N/A 92873FAA5 1124782.35000000 PA USD 1124094.43000000 0.010336415868 Long ABS-O CORP US Y 2 2051-03-27 Variable 6.11570160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH4G4 43235.58000000 PA USD 43130.07000000 0.000396595097 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 4.50000000 N N N N N N FirstKey Homes Trust N/A 33767JAA0 6135419.69000000 PA USD 6037473.85000000 0.055516546338 Long ABS-O CORP US Y 2 2037-10-19 Fixed 1.26600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MRMF5 68436.83000000 PA USD 66896.25000000 0.000615132894 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Bayview Opportunity Master Fund VII Trust N/A 072926AE8 1029000.00000000 PA USD 1040324.35000000 0.009566122590 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.83000000 N N N N N N FREMF Mortgage Trust 549300R3J0I74BM2LZ86 30293WAE2 26500000.00000000 PA USD 26365327.00000000 0.242437803373 Long ABS-MBS USGSE US Y 2 2048-10-25 Variable 3.79192680 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHML1 150162.42000000 PA USD 145675.42000000 0.001339533123 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 5634363.96000000 0.051809819080 Long DBT CORP US Y 2 2027-02-10 Fixed 3.00000000 N N N N N N DT Auto Owner Trust N/A 23345WAC9 6746000.00000000 PA USD 6841701.45000000 0.062911682107 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F2J4 33706.92000000 PA USD 33418.15000000 0.000307290817 Long ABS-MBS USGA US N 2 2027-01-20 Fixed 3.50000000 N N N N N N Regional Management Issuance Trust N/A 75907UAA7 1103000.00000000 PA USD 1043817.21000000 0.009598240579 Long ABS-O CORP US Y 2 2033-08-15 Fixed 1.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396X2R4 972646.44000000 PA USD 985167.22000000 0.009058934743 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.00000000 N N N N N N N/A N/A N/A -1.00000000 NC USD -2665.83000000 -0.00002451317 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Ultra Bond 2025-09-19 -116312.50000000 USD -2665.83000000 N N N Carvana Auto Receivables Trust N/A 14688PAE4 8186000.00000000 PA USD 8351719.02000000 0.076796787447 Long ABS-O CORP US N 2 2030-08-12 Fixed 5.38000000 N N N N N N Westlake Flooring Master Trust N/A 96043GAA9 7750000.00000000 PA USD 7780146.73000000 0.071540993333 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LX6X2 593750.33000000 PA USD 562385.61000000 0.005171319587 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAS4 10560000.00000000 PA USD 10656230.53000000 0.097987524369 Long DBT CORP GB N 2 2026-11-21 Variable 6.83300000 N N N N N N Veros Auto Receivables Trust N/A 92512VAD1 2750000.00000000 PA USD 2763302.58000000 0.025409470838 Long ABS-O CORP US Y 2 2029-07-16 Fixed 7.23000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NUBC7 47449.21000000 PA USD 48529.51000000 0.000446244713 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.48000080 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 36179SBF3 3204108.58000000 PA USD 3075176.37000000 0.028277252321 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 2.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285XAE5 4000000.00000000 PA USD 4056342.40000000 0.037299394814 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BLH3 369628.89000000 PA USD 371425.80000000 0.003415381689 Long ABS-MBS USGA US N 2 2061-02-20 Floating 5.03344080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417Y7J0 277710.21000000 PA USD 257301.26000000 0.002365969224 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LZM8 10658984.61000000 PA USD 10644936.07000000 0.097883668116 Long ABS-MBS USGA US N 2 2069-08-20 Floating 5.13344160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADEY0 1413423.00000000 PA USD 1378287.20000000 0.012673801511 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ARN8 437760.12000000 PA USD 440367.51000000 0.004049323257 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 5.23644840 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBP3 18070000.00000000 PA USD 17488693.52000000 0.160814255816 Long DBT CORP JP N 2 2027-05-22 Variable 1.23400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJVV5 517042.12000000 PA USD 508468.79000000 0.004675536796 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 4.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AY5 16745000.00000000 PA USD 16978637.63000000 0.156124125116 Long DBT CORP GB N 2 2027-08-07 Variable 5.98500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPVP9 2114265.08000000 PA USD 2092954.98000000 0.019245405448 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N OBX Trust N/A 67448WBD9 378078.15000000 PA USD 376110.63000000 0.003458460233 Long ABS-MBS CORP US Y 2 2060-01-25 Floating 5.33919960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395KSL8 264081.64000000 PA USD 269915.78000000 0.002481963861 Long ABS-MBS USGSE US N 2 2034-12-15 Floating 5.61551040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397JR97 838613.14000000 PA USD 857878.60000000 0.007888474258 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AAXK5 7050264.86000000 PA USD 6713567.26000000 0.061733446329 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.25000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAP2 17180000.00000000 PA USD 17361087.68000000 0.159640878389 Long DBT CORP FR Y 2 2029-01-09 Variable 5.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392AJW9 36678.13000000 PA USD 37066.67000000 0.000340840151 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 7.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAC6 8892000.00000000 PA USD 9224987.62000000 0.084826777788 Long ABS-O CORP US Y 2 2034-04-17 Fixed 7.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VND9 756611.14000000 PA USD 675827.54000000 0.006214455229 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2MX8 29433.67000000 PA USD 28880.38000000 0.000265564538 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HL5H1 4959769.20000000 PA USD 4897659.00000000 0.045035576066 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHWY2 8952764.55000000 PA USD 8457109.96000000 0.077765891604 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395QCY4 888060.59000000 PA USD 800316.84000000 0.007359175051 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAM5 13725000.00000000 PA USD 13398767.87000000 0.123206052036 Long DBT CORP US N 2 2027-01-28 Variable 1.12200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6U82 296456.18000000 PA USD 284639.14000000 0.002617349970 Long ABS-MBS USGSE US N 2 2043-12-15 Fixed 4.00000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAP7 12305000.00000000 PA USD 12360211.06000000 0.113656182554 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DZ96 13977892.80000000 PA USD 13063909.42000000 0.120126919087 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAZB2 769805.46000000 PA USD 788441.45000000 0.007249976957 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BGN7 5688932.40000000 PA USD 5847530.16000000 0.053769951996 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398J3B7 451240.38000000 PA USD 460217.09000000 0.004231846636 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6Z6 52370.13000000 PA USD 53513.54000000 0.000492074499 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.76500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CE30 256034.11000000 PA USD 261426.24000000 0.002403899764 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.21500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAU46 5454224.86000000 PA USD 5590082.51000000 0.051402636667 Long ABS-MBS USGSE US N 2 2045-08-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QECX8 415971.14000000 PA USD 348054.66000000 0.003200476414 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DY63 10297053.25000000 PA USD 9782296.86000000 0.089951418493 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BVQY5 8297669.77000000 PA USD 7282983.41000000 0.066969414030 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409YEN3 97352.09000000 PA USD 99378.71000000 0.000913819735 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 7.53000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHQY9 14710874.06000000 PA USD 14335764.42000000 0.131822041716 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 3.50000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A3E0 21905000.00000000 PA USD 22117559.55000000 0.203378192627 Long DBT CORP CA N 2 2028-01-31 Fixed 4.86100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCP59 19968.00000000 PA USD 3377.56000000 0.000031057768 Long ABS-MBS USGSE US N 2 2036-10-25 Variable 6.50000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4HD1 149219.53000000 PA USD 148610.34000000 0.001366520672 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 4.50000000 N N N N N N CFMT LLC 984500D67D63D8645054 12530VAA3 3172635.17000000 PA USD 3111188.84000000 0.028608398759 Long ABS-MBS CORP US Y 3 2034-05-25 Variable 2.99999880 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 9191000.00000000 PA USD 9185004.25000000 0.084459117626 Long DBT CORP NL Y 2 2025-07-28 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A0MY8 413109.92000000 PA USD 412269.08000000 0.003790949004 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7QA4 54617.44000000 PA USD 54837.72000000 0.000504250767 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392F6Z5 87228.01000000 PA USD 88016.46000000 0.000809340131 Long ABS-MBS USGSE US N 2 2032-12-18 Floating 5.44442040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACWZ0 5690597.50000000 PA USD 5491040.20000000 0.050491910239 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBCF9 12000000.00000000 PA USD 12256669.20000000 0.112704081292 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UJ42 27997661.25000000 PA USD 29243890.35000000 0.268907134682 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 5.80000000 N N N N N N Toorak Mortgage Trust N/A 89053JAB3 13600000.00000000 PA USD 13532461.04000000 0.124435404452 Long ABS-MBS CORP US Y 2 2040-02-25 Variable 5.52399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YWZ1 72849.51000000 PA USD 5637.23000000 0.000051836173 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 1.83354840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D9UT9 13478989.57000000 PA USD 13682680.15000000 0.125816718291 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395AWD3 160862.88000000 PA USD 159681.45000000 0.001468323149 Long ABS-MBS USGSE US N 2 2034-02-15 Floating 5.44676040 N N N N N N Octagon Investment Partners 18-R Ltd. N/A 67576FAA7 1833519.55000000 PA USD 1833442.54000000 0.016859103701 Long ABS-CBDO CORP KY Y 2 2031-04-16 Floating 5.48214840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKBT9 292405.83000000 PA USD 281650.62000000 0.002589869552 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BUL4 46999.39000000 PA USD 47154.37000000 0.000433599851 Long ABS-MBS USGA US N 2 2062-08-20 Floating 4.95344160 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAK8 12175000.00000000 PA USD 12224951.47000000 0.112412426393 Long DBT CORP US N 2 2027-08-09 Fixed 4.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3VL5 484410.84000000 PA USD 406090.50000000 0.003734134941 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BVDL7 1559357.81000000 PA USD 1474308.88000000 0.013556752258 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 3.00000000 N N N N N N Theorem Funding Trust N/A 882925AA8 436867.60000000 PA USD 438016.43000000 0.004027704307 Long ABS-O CORP US Y 2 2029-04-15 Fixed 7.60000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAB8 4000000.00000000 PA USD 4103099.20000000 0.037729338880 Long ABS-O CORP US Y 2 2034-02-15 Fixed 6.71000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 5000000.00000000 PA USD 4860620.15000000 0.044694991729 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMF5 83070000.00000000 PA USD 83829311.30000000 0.770837930053 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EEK2 540097.58000000 PA USD 519846.73000000 0.004780160675 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NHJ4 143794.12000000 PA USD 140714.14000000 0.001293912531 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 5.00000000 N N N N N N US Bank NA N/A 90357PAV6 7024175.89000000 PA USD 7107639.96000000 0.065357073669 Long ABS-O CORP US Y 2 2032-08-25 Fixed 6.78900000 N N N N N N VOLT XCV LLC N/A 92873BAA4 2854427.19000000 PA USD 2850893.98000000 0.026214902404 Long ABS-O CORP US Y 2 2051-03-27 Variable 6.23959920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FV52 7174.10000000 PA USD 7136.99000000 0.000065626956 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHVP5 40111.83000000 PA USD 41556.04000000 0.000382121376 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 7.05499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LN3Y5 3504585.03000000 PA USD 3434549.51000000 0.031581805861 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.63000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397TTX0 61024.75000000 PA USD 62233.15000000 0.000572254164 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXJ37 21266359.16000000 PA USD 21775556.82000000 0.200233365687 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AAFB5 3738263.83000000 PA USD 3578915.14000000 0.032909295037 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LBYX5 4935018.07000000 PA USD 4564738.98000000 0.041974267616 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 1.35000000 N N N N N N DT Auto Owner Trust N/A 23344GAG6 679164.20000000 PA USD 678126.51000000 0.006235595010 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LHX1 49082.03000000 PA USD 48406.91000000 0.000445117366 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 4.73645160 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PHT4 19135000.00000000 PA USD 19105115.53000000 0.175677784777 Long DBT CORP CA N 2 2027-09-11 Variable 4.50800000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAW3 15235000.00000000 PA USD 15255715.33000000 0.140281291162 Long DBT CORP US N 2 2029-03-04 Variable 4.78600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JUK7 2504535.73000000 PA USD 2553105.19000000 0.023476637101 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 561882.54000000 0.005166693694 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGAF9 145114.89000000 PA USD 142823.92000000 0.001313312648 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 4.78644840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KA3X2 805467.66000000 PA USD 764237.20000000 0.007027410963 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384PFJ4 9032863.58000000 PA USD 9171723.99000000 0.084337001292 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394FN92 292693.12000000 PA USD 299450.41000000 0.002753544441 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1XE3 1245503.94000000 PA USD 1222492.88000000 0.011241221793 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLLD1 1224000.00000000 PA USD 1247339.44000000 0.011469694037 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 4.85500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RPB6 1771802.44000000 PA USD 1778691.56000000 0.016355650536 Long ABS-MBS USGA US N 2 2066-01-20 Floating 5.33343960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HDQ36 53.49000000 PA USD 53.35000000 0.000000490570 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 6.39699840 N Y N N N N Credit Acceptance Auto Loan Trust N/A 22537EAA3 9250000.00000000 PA USD 9281694.20000000 0.085348213334 Long ABS-O CORP US Y 2 2033-05-16 Fixed 5.92000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FBA4 13540000.00000000 PA USD 13726940.15000000 0.126223703464 Long DBT CORP FR Y 2 2026-07-13 Fixed 5.89600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382HMA5 943888.01000000 PA USD 909844.05000000 0.008366313563 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGJS2 39622.74000000 PA USD 40227.11000000 0.000369901430 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.66100080 N Y N N N N Santander Drive Auto Receivables Trust N/A 80287DAD9 2500000.00000000 PA USD 2540959.00000000 0.023364948912 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.98000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPTQ0 11620454.00000000 PA USD 10860351.16000000 0.099864480311 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WKE5 48400.04650000 PA USD 48250.98000000 0.000443683539 Long ABS-MBS USGSE US N 2 2037-05-25 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 21600000.00000000 PA USD 22072664.81000000 0.202965370811 Long DBT CORP FR Y 2 2030-01-18 Variable 5.71600000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AD1 506822.06000000 PA USD 507476.47000000 0.004666412089 Long ABS-O CORP US N 2 2027-09-15 Fixed 6.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XQP2 563584.25000000 PA USD 18536.29000000 0.000170447248 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 2.06354880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0NJ2 29314.24000000 PA USD 29130.88000000 0.000267867967 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 3.50000000 N N N N N N Flagship Credit Auto Trust N/A 33846QAE1 10693844.76000000 PA USD 10593904.36000000 0.097414414855 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.46000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAG5 7050000.00000000 PA USD 7099503.48000000 0.065282256075 Long DBT CORP US N 2 2027-05-21 Variable 5.41400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398NRT3 715746.50000000 PA USD 693735.08000000 0.006379120915 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 3.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043JAL9 6082722.03000000 PA USD 6042496.38000000 0.055562730143 Long ABS-O CORP US Y 2 2027-01-15 Fixed 2.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RXN0 101429.43000000 PA USD 101045.07000000 0.000929142460 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 5.16645000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAL0 5000000.00000000 PA USD 5111247.50000000 0.046999592168 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.64000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 23415000.00000000 PA USD 23468916.78000000 0.215804364258 Long DBT CORP US N 2 2026-09-29 Variable 5.61000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BS2 5310000.00000000 PA USD 5288736.53000000 0.048631661839 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4BU1 552706.31000000 PA USD 518160.18000000 0.004764652296 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.00000000 N N N N N N FirstKey Homes Trust N/A 33767WAC7 5165000.00000000 PA USD 4962292.34000000 0.045629900763 Long ABS-O CORP US Y 2 2038-08-17 Fixed 1.78800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QCV37 433295.25000000 PA USD 363238.04000000 0.003340092558 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3P6 10450000.00000000 PA USD 10605613.35000000 0.097522082847 Long DBT CORP US N 2 2031-01-24 Variable 5.24400000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPWF0 2332608.97000000 PA USD 2338849.89000000 0.021506489555 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAD5 818583.30000000 PA USD 790262.28000000 0.007266720084 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.72000000 N N N N N N Lendbuzz Securitization Trust N/A 52608MAB4 1732562.25000000 PA USD 1760170.80000000 0.016185346091 Long ABS-O CORP US Y 2 2028-10-16 Fixed 7.09000000 N N N N N N Carvana Auto Receivables Trust N/A 14686JAE0 4175000.00000000 PA USD 4201615.21000000 0.038635225807 Long ABS-O CORP US N 2 2028-04-10 Fixed 5.08000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGA3 5360000.00000000 PA USD 5355550.77000000 0.049246040624 Long DBT UST US N 2 2025-12-15 Fixed 4.00000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28416LAB8 477653.68000000 PA USD 450394.70000000 0.004141526548 Long ABS-O CORP US Y 2 2035-08-27 Fixed 1.74000000 N N N N N N Drive Auto Receivables Trust N/A 262102AF3 3800000.00000000 PA USD 3802011.34000000 0.034960737550 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N Columbia Cent CLO Ltd. 5493007YZPNOMQEILE23 19737LAS2 29000000.00000000 PA USD 28971203.00000000 0.266399685329 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.36946840 N N N N N N LCM Ltd. N/A 50190LAL2 24873000.00000000 PA USD 24811389.58000000 0.228148840650 Long ABS-CBDO CORP KY Y 2 2034-01-15 Floating 5.32609920 N N N N N N N/A N/A N/A -854.00000000 NC USD -1181906.82000000 -0.01086801969 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Ultra Note 2025-09-19 -96341875.00000000 USD -1181906.82000000 N N N ARI Fleet Lease Trust N/A 04033CAC0 6000000.00000000 PA USD 5958204.00000000 0.054787634145 Long ABS-O CORP US Y 2 2034-01-17 Fixed 4.46000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5AP4 200369.70000000 PA USD 196087.51000000 0.001803088776 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AQZ4 473765.93000000 PA USD 412824.49000000 0.003796056181 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2L7 17100000.00000000 PA USD 17091247.37000000 0.157159608499 Long DBT CORP FR Y 2 2026-06-09 Variable 2.21900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABF24 67169.83000000 PA USD 65039.10000000 0.000598055792 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 1.50000000 N N N N N N CPS Auto Receivables Trust N/A 12664LAD7 2250000.00000000 PA USD 2287985.40000000 0.021038773936 Long ABS-O CORP US Y 2 2029-04-16 Fixed 6.44000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AE3 7000000.00000000 PA USD 7192882.20000000 0.066140903941 Long ABS-O CORP US Y 2 2033-07-15 Fixed 7.71000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCK8 8620501.61000000 PA USD 8668933.31000000 0.079713676574 Long ABS-O CORP US Y 2 2032-06-15 Fixed 5.81800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384BM40 6041337.54000000 PA USD 6093012.12000000 0.056027238892 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393DCS8 64101.06000000 PA USD 62405.40000000 0.000573838059 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3VX9 356592.39000000 PA USD 312666.45000000 0.002875070251 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Post Road Equipment Finance LLC N/A 73747LAB4 7773000.00000000 PA USD 7798021.29000000 0.071705355757 Long ABS-O CORP US Y 2 2031-05-15 Fixed 4.90000000 N N N N N N N/A N/A N/A -1880.00000000 NC USD -1838982.16000000 -0.01691004231 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Note 2025-09-19 -208503750.00000000 USD -1838982.16000000 N N N Marble Point CLO XV Ltd. 549300CO8XB55W8SS394 56606YAW5 10241598.32000000 PA USD 10229175.26000000 0.094060611512 Long ABS-CBDO CORP KY Y 2 2032-07-23 Floating 5.31933840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410Q2C4 374349.04000000 PA USD 392290.63000000 0.003607240624 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.42299840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RMB9 1076.59000000 PA USD 1077.89000000 0.000009911551 Long ABS-MBS USGA US N 2 2065-10-20 Floating 5.13344160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AYMT7 489651.49000000 PA USD 431788.74000000 0.003970438661 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 2.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BFWT4 2984667.21000000 PA USD 2670022.10000000 0.024551726321 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CV30 4526263.15000000 PA USD 4662670.24000000 0.042874777575 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307L3V8 3928724.94000000 PA USD 3837463.13000000 0.035286728352 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AQN1 399287.35000000 PA USD 390049.71000000 0.003586634631 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHKY2 3686289.94000000 PA USD 3249558.95000000 0.029880757169 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHZ0 5750000.00000000 PA USD 5887290.45000000 0.054135560864 Long ABS-O CORP US Y 2 2030-06-20 Fixed 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSWT8 14661515.15000000 PA USD 14771643.65000000 0.135830093771 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 5.00000000 N N N N N N SCF Equipment Trust LLC N/A 78437DAB6 7506000.00000000 PA USD 7514512.55000000 0.069098400184 Long ABS-O CORP US Y 2 2030-07-22 Fixed 4.82000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ALSN0 12278.52000000 PA USD 12053.67000000 0.000110837437 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397SVH4 874934.17000000 PA USD 837595.39000000 0.007701963509 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXZG0 439237.56000000 PA USD 377240.06000000 0.003468845711 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 2.50000000 N N N N N N Brean Asset-Backed Securities Trust N/A 10638FAA3 3434302.52000000 PA USD 3363971.44000000 0.030932817428 Long ABS-MBS CORP US Y 3 2065-01-25 Fixed 5.00000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28416LAA0 348907.66000000 PA USD 328448.52000000 0.003020191545 Long ABS-O CORP US Y 2 2035-08-27 Fixed 1.36000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CAX6 3675802.61000000 PA USD 3455705.47000000 0.031776341831 Long ABS-MBS CORP US N 2 2054-06-15 Variable 2.12600160 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DZ9 15380000.00000000 PA USD 15570824.58000000 0.143178823759 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BQQ67 174671.74000000 PA USD 156663.31000000 0.001440570365 Long ABS-MBS USGSE US N 2 2046-04-15 Fixed 2.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379T2Z1 878503.36000000 PA USD 831998.38000000 0.007650497172 Long ABS-MBS USGA US N 2 2044-12-16 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AQPV4 150784.69000000 PA USD 146917.52000000 0.001350954639 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5M0 2094764.92000000 PA USD 2057964.72000000 0.018923658566 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XNW6 138069.98000000 PA USD 136160.60000000 0.001252041242 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.00000000 N N N N N N BofA Auto Trust N/A 09709AAD4 4260000.00000000 PA USD 4327397.03000000 0.039791830773 Long ABS-O CORP US Y 2 2030-06-17 Fixed 5.31000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UXJ6 642200.07000000 PA USD 561460.16000000 0.005162809771 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Wingspire Equipment Finance LLC N/A 97415AAB8 13400000.00000000 PA USD 13383676.12000000 0.123067278459 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A83J7 82390.48000000 PA USD 79412.15000000 0.000730220687 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 4967371.23000000 0.045676602817 Long DBT CORP US Y 2 2026-01-08 Fixed 1.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382E5H6 823276.80000000 PA USD 678987.74000000 0.006243514302 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 2.00000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418JAA9 16400000.00000000 PA USD 16602543.77000000 0.152665819089 Long DBT CORP CA N 2 2026-12-07 Fixed 5.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MS38 98937.05000000 PA USD 98987.05000000 0.000910218294 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGE5 3835000.00000000 PA USD 3827734.48000000 0.035197270234 Long DBT UST US N 2 2026-01-15 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416VBY9 1267638.86000000 PA USD 1259784.46000000 0.011584130066 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.50000000 N N N N N N First Investors Auto Owner Trust N/A 320986AC6 5685000.00000000 PA USD 5822333.68000000 0.053538262123 Long ABS-O CORP US Y 2 2029-12-17 Fixed 6.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNVM3 1600789.44000000 PA USD 1555293.40000000 0.014301431402 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 3.50000000 N N N N N N MASTR Alternative Loan Trust N/A 576434UW2 61.39000000 PA USD 60.88000000 0.000000559811 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31364HQ75 22135.19000000 PA USD 21363.52000000 0.000196444552 Long ABS-MBS USGSE US N 2 2027-11-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137APFZ8 694696.87000000 PA USD 685838.23000000 0.006306506797 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 3.00000000 N N N N N N DT Auto Owner Trust N/A 23346KAE0 13425000.00000000 PA USD 13455041.12000000 0.123723502971 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2ME3 1408018.43000000 PA USD 1308410.56000000 0.012031262956 Long ABS-MBS USGSE US N 2 2046-11-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3G38 8817107.82000000 PA USD 8423376.34000000 0.077455699937 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7MJ9 45733.09000000 PA USD 45809.88000000 0.000421236826 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAPH0 132938.17000000 PA USD 131006.45000000 0.001204647147 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XQ94 90449.05000000 PA USD 89213.21000000 0.000820344639 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7KU4 1000000.00000000 PA USD 713336.90000000 0.006559366060 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 2.50000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAZ0 19910000.00000000 PA USD 19955369.12000000 0.183496144574 Long DBT CORP FR Y 2 2026-01-26 Fixed 4.93500000 N N N N N N SBNA Auto Lease Trust N/A 78414SAG9 4000000.00000000 PA USD 4025230.80000000 0.037013313478 Long ABS-O CORP US Y 2 2029-01-22 Fixed 5.24000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAH9 5625000.00000000 PA USD 5626552.73000000 0.051737992266 Long DBT CORP US N 2 2025-09-27 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSZU0 1577086.75000000 PA USD 1467250.54000000 0.013491848514 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 6955866.00000000 0.063961462476 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.21562880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6G88 1392573.86000000 PA USD 1337465.30000000 0.012298430792 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NGK5 255503.51000000 PA USD 267645.33000000 0.002461086330 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384N3Z6 19700536.49000000 PA USD 19880071.42000000 0.182803757600 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384MVF1 6407714.22000000 PA USD 6461152.63000000 0.059412411265 Long ABS-MBS USGA US N 2 2064-04-20 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAE8 15216000.00000000 PA USD 15375203.49000000 0.141380023867 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.74000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CY72 129517.54000000 PA USD 17795.74000000 0.000163637648 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392FE60 99896.50750000 PA USD 102454.25000000 0.000942100331 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 2883276.46000000 0.026512669897 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397URA9 82037.64000000 PA USD 81362.36000000 0.000748153506 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 5.01644880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398L7C6 21902.75000000 PA USD 21836.68000000 0.000200795413 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A86M6 1099300.02000000 PA USD 1089590.39000000 0.010019139938 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5AV1 42467.70000000 PA USD 41761.83000000 0.000384013683 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 65246QAA7 2224417.07000000 PA USD 2140922.24000000 0.019686480090 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3RG7 98797.45000000 PA USD 94839.20000000 0.000872077456 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AY3R0 229752.32000000 PA USD 227920.37000000 0.002095802333 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 4.74675840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXD66 8336590.60000000 PA USD 8025732.31000000 0.073799233049 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BL7 9600000.00000000 PA USD 9431439.17000000 0.086725167301 Long DBT CORP US Y 2 2025-11-15 Fixed 1.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QB24 81954.32000000 PA USD 86029.91000000 0.000791073154 Long ABS-MBS USGSE US N 2 2039-09-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXXY3 576186.00000000 PA USD 505190.72000000 0.004645393870 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Progress Residential Trust N/A 74333HAA3 7245555.97000000 PA USD 7038898.95000000 0.064724977604 Long ABS-O CORP US Y 2 2038-07-17 Fixed 1.52400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YL83 375216.70710000 PA USD 372852.32000000 0.003428499007 Long ABS-MBS USGSE US N 2 2038-04-25 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AYJJ1 14319638.88000000 PA USD 13720498.03000000 0.126164466064 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPZD2 5827989.74000000 PA USD 5898011.40000000 0.054234143505 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384BPS4 4705759.52000000 PA USD 4792419.38000000 0.044067863346 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BL1 24645000.00000000 PA USD 25382164.23000000 0.233397300203 Long DBT CORP CH Y 2 2030-09-13 Variable 5.61700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q3Q95 437014.24000000 PA USD 454077.60000000 0.004175392017 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 7.26999840 N Y N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAL1 20120000.00000000 PA USD 20049112.81000000 0.184358148459 Long DBT CORP CA N 2 2028-09-08 Variable 4.40400000 N N N N N N Upstart Pass-Through Trust N/A 91679XAA4 107391.77000000 PA USD 106248.14000000 0.000976986391 Long ABS-O CORP US Y 2 2027-07-20 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B5H63 7157889.84000000 PA USD 6860931.90000000 0.063088512383 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSPR0 5871522.75000000 PA USD 5877034.94000000 0.054041258096 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 5.50000000 N N N N N N NMEF Funding LLC N/A 62920KAC6 464310.94000000 PA USD 463651.80000000 0.004263429917 Long ABS-O CORP US Y 2 2028-10-16 Fixed 3.35000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JES7 67733.92000000 PA USD 63208.57000000 0.000581223470 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCY1 30302.15000000 PA USD 30857.76000000 0.000283747193 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.37899840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FWG1 171255.39000000 PA USD 151886.23000000 0.001396643552 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAMS2 2500000.00000000 PA USD 2538979.75000000 0.023346749061 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 4.79999880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AEAH9 6624861.42000000 PA USD 6400770.12000000 0.058857174340 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GXNK3 1061846.82000000 PA USD 905360.68000000 0.008325087510 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BB4N7 6902.75000000 PA USD 6811.15000000 0.000062630751 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 2.50000000 N N N N N N Stream Innovations Issuer Trust N/A 86324EAA5 3928526.58000000 PA USD 3940127.13000000 0.036230757403 Long ABS-O CORP US Y 2 2045-02-15 Fixed 5.21000000 N N N N N N Progress Residential Trust N/A 74333TAC3 9000000.00000000 PA USD 8655899.40000000 0.079593825510 Long ABS-O CORP US Y 2 2038-10-17 Fixed 1.68100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NDF9 299849.65000000 PA USD 301089.29000000 0.002768614479 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283LA48 3755.89000000 PA USD 3762.25000000 0.000034595119 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 10.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378U8R1 61062.62000000 PA USD 61238.43000000 0.000563107389 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.90919040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAWX9 2730811.30000000 PA USD 2489360.61000000 0.022890484843 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 1.75000000 N N N N N N Republic Finance Issuance Trust N/A 76042UAA1 3988006.85000000 PA USD 3958886.03000000 0.036403251623 Long ABS-O CORP US Y 2 2031-12-22 Fixed 2.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXMV1 1430840.64000000 PA USD 1448158.58000000 0.013316291698 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XNT46 3571438.35000000 PA USD 3650330.14000000 0.033565979315 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELTX1 276338.40000000 PA USD 275449.07000000 0.002532844272 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PXY2 10606.56000000 PA USD 10596.17000000 0.000097435248 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 5.18645160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELYD9 185125.61000000 PA USD 183776.68000000 0.001689886668 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 4.00000000 N N N N N N AMSR Trust N/A 00180UAA3 11422000.00000000 PA USD 10903923.21000000 0.100265139559 Long ABS-O CORP US Y 2 2038-10-17 Fixed 1.47600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AE5X9 488926.94000000 PA USD 466299.35000000 0.004287775005 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAE7 10360000.00000000 PA USD 10527458.00000000 0.096803418847 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.07000000 N N N N N N Ally Auto Receivables Trust N/A 02008FAC8 7491000.00000000 PA USD 7531773.51000000 0.069257120356 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.08000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5D4 211671.68000000 PA USD 212390.45000000 0.001952999640 Long ABS-MBS USGA US N 2 2067-06-20 Floating 4.90344120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KNH0 29663133.59000000 PA USD 29884438.36000000 0.274797183097 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLX7 24320000.00000000 PA USD 24454900.12000000 0.224870803491 Long DBT UST US N 2 2027-11-15 Fixed 4.12500000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAG8 17260000.00000000 PA USD 17415785.31000000 0.160143840983 Long DBT CORP NZ Y 2 2026-06-15 Fixed 5.34600000 N N N N N N AMSR Trust N/A 00180UAB1 7207000.00000000 PA USD 6871207.13000000 0.063182996483 Long ABS-O CORP US Y 2 2038-10-17 Fixed 1.72600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTM59 13839711.45000000 PA USD 13823582.65000000 0.127112362855 Long ABS-MBS USGSE US N 2 2053-03-25 Fixed 5.50000000 N N N N N N AMSR Trust N/A 00179VAB2 15095555.00000000 PA USD 14521655.21000000 0.133531368317 Long ABS-O CORP US Y 2 2038-08-17 Fixed 1.77700000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCH3 30415000.00000000 PA USD 30552475.80000000 0.280940005810 Long DBT CORP FR Y 2 2029-05-22 Variable 5.24900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31337NHS0 681.66000000 PA USD 677.95000000 0.000006233971 Long ABS-MBS USGSE US N 2 2027-01-01 Variable 6.23499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLD8 154239.31000000 PA USD 157537.68000000 0.001448610483 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NLW3 2495985.00000000 PA USD 2504175.08000000 0.023026708739 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 5.50000000 N N N N N N Neuberger Berman Loan Advisers CLO 49 Ltd. 549300IN02DS1MN5HW62 64135JAL6 19596000.00000000 PA USD 19590219.18000000 0.180138471470 Long ABS-CBDO CORP KY Y 2 2035-07-25 Floating 5.43177000 N N N N N N FREMF Mortgage Trust N/A 30295DAG7 12794000.00000000 PA USD 12624714.91000000 0.116088381949 Long ABS-MBS USGSE US Y 2 2049-08-25 Variable 3.91579200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8AS9 39327.60000000 PA USD 38994.07000000 0.000358563224 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374NEG8 2513819.61700000 PA USD 52089.86000000 0.000478983296 Long ABS-MBS USGA US N 2 2036-06-20 Floating 2.06114040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSS63 9759859.68000000 PA USD 9733337.26000000 0.089501218961 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPWS2 1703688.16000000 PA USD 1708996.53000000 0.015714781944 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B4E9 135360.40000000 PA USD 135980.69000000 0.001250386910 Long ABS-MBS USGA US N 2 2063-06-20 Floating 4.97343960 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECP8 20355000.00000000 PA USD 20662096.29000000 0.189994732006 Long DBT CORP GB N 2 2028-03-12 Variable 5.67400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LHS70 4997049.16000000 PA USD 4902423.19000000 0.045079384351 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MH39 966772.81000000 PA USD 985165.30000000 0.009058917088 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 14645000.00000000 PA USD 14363766.35000000 0.132079528619 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394CG30 1090642.78000000 PA USD 1105030.21000000 0.010161114131 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395D7H6 705843.88000000 PA USD 700064.99000000 0.006437326508 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 4.69644840 N N N N N N Oportun Issuance Trust N/A 68377TAC2 7000000.00000000 PA USD 6985500.20000000 0.064233958636 Long ABS-O CORP US Y 2 2033-02-08 Fixed 5.89000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RBD7 4140000.00000000 PA USD 3868212.31000000 0.035569477117 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.88000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4LU9 7014.18000000 PA USD 7165.60000000 0.000065890035 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.78700080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EVQ0 8629053.08000000 PA USD 8843408.34000000 0.081318031529 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Westgate Resorts LLC N/A 96034KAA1 6891646.85000000 PA USD 6960719.76000000 0.064006094387 Long ABS-O CORP US Y 2 2038-01-20 Fixed 6.06000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LKJ81 5873079.06000000 PA USD 5694264.83000000 0.052360627168 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418TCL9 114724.38000000 PA USD 115251.82000000 0.001059778172 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHSF1 56779.05000000 PA USD 57593.22000000 0.000529588491 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.31500120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PHM6 127523.06000000 PA USD 126290.33000000 0.001161280881 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 4.68645120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128ME4B4 2374087.61000000 PA USD 2305034.54000000 0.021195546354 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQXC8 20678272.57000000 PA USD 20772321.49000000 0.191008288764 Long ABS-MBS USGSE US N 2 2049-01-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NF67 705280.75620000 PA USD 601297.97000000 0.005529131461 Long ABS-MBS USGSE US N 2 2039-05-25 Variable 1.10412000 N N N N N N BSPRT Issuer Ltd. N/A 05602CAE4 7025000.00000000 PA USD 6980637.13000000 0.064189241117 Long ABS-CBDO CORP KY Y 2 2038-12-15 Floating 6.49319040 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CU1 8395000.00000000 PA USD 8882822.70000000 0.081680459458 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CX40 421.06000000 PA USD 428.06000000 0.000003936151 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M65F1 60313.20000000 PA USD 60539.85000000 0.000556683717 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.00000000 N N N N N N Bridge Trust N/A 10805VAC1 10575000.00000000 PA USD 10501387.43000000 0.096563691430 Long ABS-O CORP US Y 2 2037-11-17 Fixed 4.15000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AX7 13210000.00000000 PA USD 13597180.21000000 0.125030518384 Long DBT CORP GB N 2 2029-03-06 Variable 5.87100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373QSE2 26945.20000000 PA USD 26858.92000000 0.000246976552 Long ABS-MBS USGA US N 2 2033-05-16 Floating 4.74315120 N N N N N N Drive Auto Receivables Trust N/A 26207AAF0 10137000.00000000 PA USD 10081863.84000000 0.092706034834 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.67000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EVR7 372281.60000000 PA USD 388529.28000000 0.003572653780 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 7.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAK3 22135000.00000000 PA USD 22488568.77000000 0.206789743726 Long DBT CORP GB Y 2 2029-07-29 Fixed 5.12700000 N N N N N N VOLT XCIII LLC N/A 92873CAA2 750859.39000000 PA USD 750016.55000000 0.006896647436 Long ABS-O CORP US Y 2 2051-02-27 Variable 5.89250160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVPS2 1602449.53000000 PA USD 1519184.01000000 0.013969393753 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4MC7 14416709.83000000 PA USD 13889137.54000000 0.127715161505 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 3.00000000 N N N N N N Equify ABS LLC N/A 29444YAA6 1512589.56000000 PA USD 1514533.54000000 0.013926631161 Long ABS-O CORP US Y 2 2031-09-15 Fixed 7.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AEJ48 2191206.41000000 PA USD 2118678.14000000 0.019481938316 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BN32 142757.64000000 PA USD 143021.78000000 0.001315132036 Long ABS-MBS USGA US N 2 2063-03-20 Floating 4.78343880 N N N N N N AerCap Ireland Capital DAC N/A 00774MBG9 14854000.00000000 PA USD 15285687.25000000 0.140556892768 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPWK9 4014894.12000000 PA USD 4075452.21000000 0.037475115766 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ63 1884.62000000 PA USD 1873.70000000 0.000017229284 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.64999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395WLG0 146737.27000000 PA USD 146076.19000000 0.001343218334 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NHH8 199154.85000000 PA USD 192891.53000000 0.001773700694 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EM7 19840000.00000000 PA USD 19986227.55000000 0.183779897929 Long DBT CORP GB N 2 2028-11-19 Variable 5.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTLL5 8609902.47000000 PA USD 8554397.01000000 0.078660477842 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LK6F9 5256553.92000000 PA USD 5098509.84000000 0.046882465219 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.83000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 3500000.00000000 PA USD 3574839.80000000 0.032871820953 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.79000000 N N N N N N CPS Auto Receivables Trust N/A 12664DAE3 4715334.73000000 PA USD 4719179.14000000 0.043394395390 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.28000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133N3VV3 286725.14000000 PA USD 240364.94000000 0.002210234223 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAF4 6750000.00000000 PA USD 6819069.38000000 0.062703572822 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B7WL9 4302.97000000 PA USD 4282.90000000 0.000039382666 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 2.75000000 N N N N N N Tricon Residential Trust N/A 89614YAA4 1792198.13000000 PA USD 1732824.40000000 0.015933887001 Long ABS-O CORP US Y 2 2038-07-17 Fixed 1.94300000 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 471105AC0 25785000.00000000 PA USD 26025117.40000000 0.239309464850 Long DBT CORP JP Y 2 2028-05-15 Fixed 4.85000000 N N N N N N Drive Auto Receivables Trust N/A 262102AE6 7000000.00000000 PA USD 7016990.40000000 0.064523521322 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.99000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P75W9 562506.63000000 PA USD 557620.31000000 0.005127501095 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGU83 281.72000000 PA USD 279.58000000 0.000002570829 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 3.00000000 N N N N N N DT Auto Owner Trust N/A 23344QAD1 6178246.96000000 PA USD 6070867.17000000 0.055823608835 Long ABS-O CORP US Y 2 2027-05-17 Fixed 1.31000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAM2 28070000.00000000 PA USD 28121765.01000000 0.258588825240 Long DBT CORP US N 2 2026-08-10 Variable 5.79800000 N N N N N N TCI-Symphony CLO Ltd. 5493005WLG3H3B8NI222 87229WAQ4 3550234.94000000 PA USD 3553604.11000000 0.032676551839 Long ABS-CBDO CORP KY Y 2 2032-10-13 Floating 5.52332160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398SAQ6 112627.43000000 PA USD 5134.01000000 0.000047208900 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202C5F6 1067.66000000 PA USD 1088.77000000 0.000010011596 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDWW4 363837.31000000 PA USD 298758.02000000 0.002747177689 Long ABS-MBS USGSE US N 2 2048-09-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374ECZ8 661681.58000000 PA USD 660064.83000000 0.006069511956 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust 213800H34ZKQ2LAZZL53 64831WAA8 15750000.00000000 PA USD 15629186.48000000 0.143715480514 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.44299840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BAYD8 3268470.00000000 PA USD 3085234.34000000 0.028369738645 Long ABS-MBS USGSE US N 2 2034-05-15 Fixed 3.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAF7 14945000.00000000 PA USD 14784420.01000000 0.135947576579 Long DBT CORP NO Y 2 2026-09-16 Variable 1.12700000 N N N N N N DLLAA LLC N/A 233249AC5 8000000.00000000 PA USD 8087037.60000000 0.074362955238 Long ABS-O CORP US Y 2 2029-09-20 Fixed 4.95000000 N N N N N N Stonepeak ABS N/A 78433XAA8 3324914.96000000 PA USD 3177034.05000000 0.029213866997 Long ABS-O CORP US Y 3 2033-02-28 Fixed 2.30100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLW30 8558309.99000000 PA USD 7952550.24000000 0.073126299984 Long ABS-MBS USGSE US N 2 2038-08-25 Fixed 2.00000000 N N N N N N GreatAmerica Leasing Receivables Funding LLC 549300JFP7GIDD4UWO79 39154GAH9 3600000.00000000 PA USD 3595394.88000000 0.033060831635 Long ABS-O CORP US Y 2 2027-10-15 Fixed 4.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394UVF6 585701.30000000 PA USD 593358.70000000 0.005456127278 Long ABS-MBS USGSE US N 2 2035-11-25 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RE77 1165003.52000000 PA USD 1169148.72000000 0.010750704798 Long ABS-MBS USGA US N 2 2066-11-20 Floating 5.28343920 N N N N N N Consumer Portfolio Services Auto Trust N/A 12630SAB7 7600000.00000000 PA USD 7591544.24000000 0.069806731763 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.79000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296DHB7 781907.71000000 PA USD 819256.37000000 0.007533330223 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 16775000.00000000 PA USD 16777180.75000000 0.154271663227 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCX1 10450000.00000000 PA USD 10635662.85000000 0.097798397826 Long DBT CORP US N 2 2029-02-01 Variable 5.46800000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAA2 19775901.70000000 PA USD 19840648.00000000 0.182441246362 Long ABS-O CORP US Y 3 2040-04-05 Fixed 5.68500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJZ48 30014195.00000000 PA USD 28691991.67000000 0.263832245846 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A8ER6 8096353.35000000 PA USD 7860121.60000000 0.072276388415 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDUD4 393533.18000000 PA USD 329906.21000000 0.003033595482 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208WAE4 7142000.00000000 PA USD 7226273.46000000 0.066447947496 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BEZ2 212976.45000000 PA USD 219119.86000000 0.002014878766 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371FGU0 38.05000000 PA USD 39.06000000 0.000000359169 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZS5 23060000.00000000 PA USD 23041765.54000000 0.211876568925 Long DBT CORP CA N 2 2028-10-18 Variable 4.52200000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA46 13300000.00000000 PA USD 14031070.28000000 0.129020279462 Long DBT CORP US N 2 2029-10-24 Variable 6.48400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 3685000.00000000 PA USD 3689894.16000000 0.033929783417 Long DBT UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMT3 23220000.00000000 PA USD 23214495.00000000 0.213464872793 Long DBT CORP US N 2 2029-05-09 Variable 4.62300120 N N N N N N AMSR Trust N/A 00179WAC8 5500000.00000000 PA USD 5341342.05000000 0.049115386798 Long ABS-O CORP US Y 2 2039-03-17 Fixed 3.74000000 N N N N N N Mariner Finance Issuance Trust N/A 567920AC7 2720000.00000000 PA USD 2742083.68000000 0.025214356114 Long ABS-O CORP US Y 2 2038-05-20 Fixed 5.69000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB29 29450000.00000000 PA USD 29701579.86000000 0.273115739394 Long DBT CORP US N 2 2030-07-23 Variable 5.04900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXPB3 1720054.47000000 PA USD 1616117.60000000 0.014860729811 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 1.75000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 5923332.65000000 PA USD 5949755.45000000 0.054709946965 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.24000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AE4 5952000.00000000 PA USD 6169830.70000000 0.056733610855 Long ABS-O CORP US Y 2 2033-12-15 Fixed 7.62000000 N N N N N N VFI ABS LLC N/A 92555QAA6 1734113.12000000 PA USD 1743632.01000000 0.016033266509 Long ABS-O CORP US Y 2 2029-03-26 Fixed 7.27000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NH2N2 352299.98000000 PA USD 361663.03000000 0.003325609826 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 7.72999920 N Y N N N N Aqua Finance Trust N/A 038413AA8 399106.26000000 PA USD 371820.92000000 0.003419014946 Long ABS-O CORP US Y 2 2046-07-17 Fixed 1.90000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAA8 14025000.00000000 PA USD 14185684.43000000 0.130442007131 Long ABS-O CORP US Y 2 2034-03-15 Fixed 5.68000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A1Z30 213728.08000000 PA USD 222503.93000000 0.002045996396 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHTY9 83754.79000000 PA USD 86652.39000000 0.000796797061 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.69300120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRW85 94180.59000000 PA USD 94084.09000000 0.000865133973 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.70999960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5Y8 83230.87000000 PA USD 83543.29000000 0.000768207870 Long ABS-MBS USGA US N 2 2067-07-20 Floating 4.93344000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABYX3 15841187.49000000 PA USD 16504758.99000000 0.151766656060 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 5.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CULE4 91907.49000000 PA USD 91650.68000000 0.000842757972 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CYW7 267.24000000 PA USD 271.65000000 0.000002497910 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 8.00000000 N N N N N N New Economy Assets-Phase 1 Sponsor LLC N/A 643821AA9 1816000.00000000 PA USD 1704258.61000000 0.015671215220 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CG2 11950000.00000000 PA USD 11948230.56000000 0.109867887136 Long DBT CORP GB N 2 2026-06-04 Variable 2.09900000 N N N N N N Identity Digital Ltd. 5493005BN677T7KORE19 N/A 15000000.00000000 PA USD 15000000.00000000 0.137929905083 Long DBT CORP IE N 3 2065-03-20 Fixed 6.79300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396TP64 73488.29000000 PA USD 72885.93000000 0.000670209960 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 4.79675880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395PUN0 1063776.48000000 PA USD 1033103.44000000 0.009499723961 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 4.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADB0 12355000.00000000 PA USD 12432346.50000000 0.114319491513 Long DBT CORP US Y 2 2027-06-24 Fixed 5.27500000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAF9 6964000.00000000 PA USD 7206856.27000000 0.066269400084 Long ABS-O CORP US N 2 2029-04-06 Fixed 8.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 106044.84000000 PA USD 108631.97000000 0.000998906487 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.69999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E04C6 3025906.96000000 PA USD 2945582.63000000 0.027085595504 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UMD9 34983.16000000 PA USD 35094.79000000 0.000322708070 Long ABS-MBS USGA US N 2 2064-07-20 Floating 4.90344120 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBT5 23220000.00000000 PA USD 23215118.23000000 0.213470603597 Long DBT CORP JP Y 2 2027-09-10 Fixed 4.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RVV5 536362.38000000 PA USD 537921.42000000 0.004946363360 Long ABS-MBS USGA US N 2 2066-06-20 Floating 5.23343880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCUH7 49326.57000000 PA USD 7479.00000000 0.000068771850 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 5.50000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AJXR0 553635.80000000 PA USD 533477.03000000 0.004905495740 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAA2 14486000.00000000 PA USD 14619317.56000000 0.134429405562 Long ABS-O CORP US Y 2 2037-11-20 Fixed 5.42000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AQB7 1415465.54000000 PA USD 1233407.73000000 0.011341587408 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RFB5 3000000.00000000 PA USD 2959148.40000000 0.027210337195 Long ABS-O CORP US Y 2 2028-08-21 Fixed 4.30000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHJ6 6250000.00000000 PA USD 6474788.13000000 0.059537794147 Long ABS-O CORP US Y 2 2029-12-20 Fixed 7.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396V2L1 1247845.36560000 PA USD 1294074.04000000 0.011899433967 Long ABS-MBS USGSE US N 2 2037-06-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AVQB6 38343.33000000 PA USD 37074.04000000 0.000340907921 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 1.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AWT1 75686.44000000 PA USD 74227.24000000 0.000682543744 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4QD3 6659508.90000000 PA USD 6355877.92000000 0.058444375881 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGQV7 299353.00000000 PA USD 293642.84000000 0.002700141936 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D9ST2 19395976.63000000 PA USD 19694781.54000000 0.181099956563 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AYYL9 9311.08000000 PA USD 9260.36000000 0.000085152038 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MDXA6 24776.86000000 PA USD 24641.14000000 0.000226583340 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 4.00000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBT0 16030000.00000000 PA USD 16316349.98000000 0.150034173603 Long DBT CORP AU Y 2 2027-07-02 Fixed 5.27200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375DPX0 523134.53000000 PA USD 22914.60000000 0.000210707240 Long ABS-MBS USGA US N 2 2038-08-20 Floating 3.03113880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NYCX7 11688483.00000000 PA USD 11638821.56000000 0.107022770203 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.27500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397EDK8 484853.35000000 PA USD 476627.09000000 0.004382741952 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 4.25000000 N N N N N N NYMT Loan Trust N/A 62955RAA3 8250041.49000000 PA USD 8209411.69000000 0.075488225012 Long ABS-MBS CORP US Y 2 2061-08-25 Variable 4.66959960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395DUX5 112681.90000000 PA USD 111808.69000000 0.001028117466 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 4.84644960 N N N N N N Westgate Resorts LLC N/A 96034KAB9 4977300.50000000 PA USD 5026355.28000000 0.046218980445 Long ABS-O CORP US Y 2 2038-01-20 Fixed 6.56000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017BA1 7850000.00000000 PA USD 7838059.99000000 0.072073524697 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 14000000.00000000 PA USD 14159042.80000000 0.130197028631 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 12886000.00000000 PA USD 12993350.69000000 0.119478108492 Long ABS-O CORP US Y 2 2029-07-20 Fixed 6.56000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJN7 2996405.44000000 PA USD 2999402.74000000 0.027580489015 Long ABS-MBS USGA US N 2 2065-10-20 Floating 5.08344120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9BQ4 7091129.52000000 PA USD 6927116.45000000 0.063697100963 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 2.78000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FYD2 161079.20000000 PA USD 159412.26000000 0.001465847859 Long ABS-MBS USGA US N 2 2026-10-20 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30293XAJ9 5000000.00000000 PA USD 4972305.50000000 0.045721975044 Long ABS-MBS USGSE US Y 2 2048-10-25 Variable 3.96545760 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLUQ2 7345000.00000000 PA USD 7454678.48000000 0.068548206344 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 4.81500000 N N N N N N Westlake Flooring Master Trust N/A 96043GAE1 10825000.00000000 PA USD 10892327.17000000 0.100158510179 Long ABS-O CORP US Y 2 2028-02-15 Fixed 6.07000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XSG2 2444014.57000000 PA USD 2521326.08000000 0.023184417793 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.50000000 N N N N N N Verdant Receivables LLC N/A 92339MAB6 4356111.78000000 PA USD 4416311.50000000 0.040609428400 Long ABS-O CORP US Y 2 2031-12-12 Fixed 5.68000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AXM51 952184.61000000 PA USD 895102.95000000 0.008230764328 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENZR3 8158595.32000000 PA USD 7883322.76000000 0.072489730668 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N AMSR Trust N/A 00179VAC0 2000000.00000000 PA USD 1921267.20000000 0.017666680169 Long ABS-O CORP US Y 2 2038-08-17 Fixed 1.87700000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AJ7 16754000.00000000 PA USD 16889604.53000000 0.155305436647 Long DBT CORP GB N 2 2027-03-02 Variable 5.84700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4Q59 71422.64000000 PA USD 72981.98000000 0.000671093171 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 7.35500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313399W60 905.44000000 PA USD 905.23000000 0.000008323885 Long ABS-MBS USGSE US N 2 2031-09-15 Floating 4.84675920 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3L5 23760000.00000000 PA USD 24199001.88000000 0.222517735494 Long DBT CORP US N 2 2028-04-22 Variable 5.70700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJD2 14105000.00000000 PA USD 14077580.44000000 0.129447955592 Long DBT CORP US N 2 2026-06-19 Variable 1.31900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DNA6 2413717.32000000 PA USD 2237627.95000000 0.020575720717 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 2.50000000 N N N N N N Progress Residential Trust N/A 74333TAJ8 4650000.00000000 PA USD 4489230.44000000 0.041279941899 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.38200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XF25 101050.65000000 PA USD 101064.23000000 0.000929318643 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 6.00514920 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECW3 25000000.00000000 PA USD 25165077.75000000 0.231401119031 Long DBT CORP US Y 2 2028-03-21 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MCT7 36631.10000000 PA USD 37203.06000000 0.000342094302 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.54999840 N N N N N N PEAC Solutions Receivables LLC N/A 69392BAC0 3500000.00000000 PA USD 3499830.60000000 0.032182086831 Long ABS-O CORP US Y 2 2031-10-20 Fixed 4.65000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AE3 6750000.00000000 PA USD 6790143.60000000 0.062437590816 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393YBQ7 1334094.21000000 PA USD 1034402.09000000 0.009511665472 Long ABS-MBS USGSE US N 2 2034-05-25 None 0.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530UAE8 4528768.24000000 PA USD 4534242.16000000 0.041693839383 Long ABS-O CORP US Y 2 2029-04-12 Fixed 5.59000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374GUY6 25210.30000000 PA USD 340.38000000 0.000003129905 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 5.50000000 N N N N N N Granite Park Equipment Leasing LLC N/A 387422AC2 7899547.27000000 PA USD 8066112.38000000 0.074170540997 Long ABS-O CORP US Y 2 2032-09-20 Fixed 6.46000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA87 13460000.00000000 PA USD 13911154.70000000 0.127917616491 Long DBT CORP US N 2 2030-04-25 Variable 5.72700000 N N N N N N Mariner Finance Issuance Trust N/A 567928AA4 13441000.00000000 PA USD 13542471.49000000 0.124527453813 Long ABS-O CORP US Y 2 2036-09-22 Fixed 5.13000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003LAA8 3022058.11000000 PA USD 3020265.73000000 0.027772331031 Long ABS-MBS CORP US Y 2 2040-02-15 Floating 5.69347920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VPC9 154773.81000000 PA USD 154894.61000000 0.001424306590 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.71344040 N N N N N N UBS AG 254900R882POXXVAK772 22550L2M2 31565000.00000000 PA USD 33924343.60000000 0.311945432850 Long DBT CORP CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQNG3 534079.45000000 PA USD 486315.18000000 0.004471827107 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JY73 12663843.89000000 PA USD 12700886.90000000 0.116788808306 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVQA0 557777.14000000 PA USD 544519.11000000 0.005007031277 Long ABS-MBS USGSE US N 2 2045-08-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AGCC2 2575091.32000000 PA USD 2301828.29000000 0.021166063837 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 2.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 51100000.00000000 PA USD 51926351.90000000 0.477479785925 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAG7 5000000.00000000 PA USD 5027901.00000000 0.046233193846 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.97000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8B75 2047069.22000000 PA USD 1982137.97000000 0.018226406804 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CY3 4235000.00000000 PA USD 4279640.42000000 0.039352693128 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4GM4 2286034.59000000 PA USD 2263119.61000000 0.020810124866 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LHW3 76830.82000000 PA USD 75838.72000000 0.000697361830 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 4.73645160 N N N N N N Santander Drive Auto Receivables Trust N/A 80286YAF9 4700000.00000000 PA USD 4825071.70000000 0.044368112106 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650TAB3 394966.66000000 PA USD 391564.10000000 0.003600559943 Long ABS-O CORP US Y 2 2040-06-20 Fixed 5.04000000 N N N N N N SCF Equipment Leasing LLC N/A 784024AC5 4057000.00000000 PA USD 4098641.05000000 0.037688344733 Long ABS-O CORP US Y 2 2032-05-20 Fixed 6.17000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397S7M0 65230.48000000 PA USD 66097.75000000 0.000607790425 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 5.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115KAD2 27260000.00000000 PA USD 27277883.92000000 0.250829062663 Long DBT CORP CA N 2 2028-06-02 Fixed 4.57400000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 108056AD4 1546000.00000000 PA USD 1562591.67000000 0.014368541381 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.80000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166DAD0 1918779.55000000 PA USD 1922945.80000000 0.017682115444 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392CM92 30736.13000000 PA USD 30716.83000000 0.000282451296 Long ABS-MBS USGSE US N 2 2032-05-18 Floating 4.94442000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528GAG8 2451315.16000000 PA USD 2457852.08000000 0.022600753606 Long ABS-O CORP US Y 2 2028-10-13 Fixed 5.83000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397AL50 331149.86000000 PA USD 336603.60000000 0.003095180173 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXGC0 1883280.35000000 PA USD 1823829.73000000 0.016770710769 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 22140000.00000000 PA USD 21867448.19000000 0.201078336884 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADQM4 354191.43000000 PA USD 336971.99000000 0.003098567639 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABA3 1452039.73000000 PA USD 1396738.80000000 0.012843470007 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 2.59000000 N N N N N N Driven Brands Funding LLC N/A 26208LAD0 1120573.75000000 PA USD 1112372.61000000 0.010228629900 Long ABS-O CORP US Y 2 2049-04-20 Fixed 4.64100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W1BY8 3194003.77000000 PA USD 3249184.27000000 0.029877311863 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCJ82 1968870.93000000 PA USD 1871482.50000000 0.017208893572 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393DSC6 1022118.94000000 PA USD 1037731.91000000 0.009542284256 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AQME5 37282.40000000 PA USD 36371.44000000 0.000334447284 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 1.50000000 N N N N N N Roc Mortgage Trust N/A 77119RAA4 3080000.00000000 PA USD 3071419.12000000 0.028242703179 Long ABS-MBS CORP US Y 2 2040-02-25 Variable 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UWE6 195888.76000000 PA USD 196016.62000000 0.001802436919 Long ABS-MBS USGA US N 2 2065-04-20 Floating 5.05343880 N N N N N N Tricon Residential Trust N/A 89614YAB2 4100000.00000000 PA USD 3969367.44000000 0.036499631615 Long ABS-O CORP US Y 2 2038-07-17 Fixed 2.24400000 N N N N N N Santander Drive Auto Receivables Trust N/A 802920AF5 2249000.00000000 PA USD 2242833.92000000 0.020623591313 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.78000000 N N N N N N FirstKey Homes Trust N/A 33767MAE5 2307000.00000000 PA USD 2282345.78000000 0.020986915786 Long ABS-O CORP US Y 2 2037-08-17 Fixed 1.94100000 N N N N N N CSMC Mortgage-Backed Trust N/A 22944BDC9 172766.54000000 PA USD 1.73000000 0.000000015907 Long ABS-MBS CORP US N 2 2037-04-01 Variable 0.00001116 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UQB8 2137545.60000000 PA USD 2063681.43000000 0.018976225584 Long ABS-MBS USGSE US N 2 2041-01-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313920QL7 5131.50000000 PA USD 5001.47000000 0.000045990152 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 382707.74000000 PA USD 380147.08000000 0.003495576710 Long ABS-O CORP US Y 2 2037-07-20 Fixed 2.32000000 N N N N N N Foundation Finance Trust N/A 35040WAA5 12885959.00000000 PA USD 12905606.22000000 0.118671269397 Long ABS-O CORP US Y 2 2050-04-15 Fixed 4.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72D6 101916309.59800000 PA USD 1433952.28000000 0.013185660124 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.73184040 N N N N N N Republic Finance Issuance Trust N/A 76042UAB9 3000000.00000000 PA USD 2926380.90000000 0.026909029318 Long ABS-O CORP US Y 2 2031-12-22 Fixed 2.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418C5A8 6200179.30000000 PA USD 6065814.22000000 0.055777145307 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TAY6 30912.07000000 PA USD 29867.18000000 0.000274638486 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J2KY8 1070096.69000000 PA USD 1027133.75000000 0.009444830709 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397LAH2 3725.17000000 PA USD 3725.03000000 0.000034252868 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 5.08645080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCM82 9295255.08000000 PA USD 9310938.96000000 0.085617128465 Long ABS-MBS USGSE US N 2 2053-02-25 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHL8 79595000.00000000 PA USD 79605882.23000000 0.732002118670 Long DBT UST US N 2 2025-06-30 Fixed 4.62500000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AF2 21656944.77000000 PA USD 21790115.49000000 0.200367237419 Long ABS-O CORP US Y 2 2037-04-20 Fixed 5.82000000 N N N N N N VStrong Auto Receivables Trust N/A 92920CAE7 5102786.16000000 PA USD 5117545.97000000 0.047057508660 Long ABS-O CORP US Y 2 2027-11-15 Fixed 6.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9C89 128208.80000000 PA USD 124723.76000000 0.001146875758 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AMU9 365116.55000000 PA USD 347476.66000000 0.003195161515 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NKHW9 44560.62000000 PA USD 45131.20000000 0.000414996142 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 7.49999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGVP4 490532.42000000 PA USD 489145.54000000 0.004497853193 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392ER28 882882.01000000 PA USD 904104.29000000 0.008313534593 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 5.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAL6 6400000.00000000 PA USD 6474496.00000000 0.059535107916 Long ABS-O CORP US Y 2 2028-09-15 Fixed 6.02000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCJ1 3536616.05000000 PA USD 3558708.58000000 0.032723489110 Long ABS-O CORP US Y 2 2032-06-15 Fixed 5.62200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397CXF1 188072.74000000 PA USD 193083.66000000 0.001775467393 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397JHT4 350833.00000000 PA USD 345832.33000000 0.003180041363 Long ABS-MBS USGSE US N 2 2037-06-15 Floating 4.79675880 N N N N N N World Omni Automobile Lease Securitization Trust N/A 98164PAD2 8050000.00000000 PA USD 8035633.17000000 0.073890274694 Long ABS-O CORP US N 2 2028-04-17 Fixed 4.42000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAC3 5330000.00000000 PA USD 5348708.83000000 0.049183126749 Long ABS-O CORP US Y 2 2027-12-13 Fixed 6.10000000 N N N N N N Progress Residential N/A 74333VAC8 16067000.00000000 PA USD 15719724.65000000 0.144548008593 Long ABS-O CORP US Y 2 2026-05-17 Fixed 1.88800000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AB6 10415000.00000000 PA USD 10737746.16000000 0.098737087243 Long DBT CORP US N 2 2028-03-01 Fixed 5.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDQT6 2266945.22000000 PA USD 2220678.00000000 0.020419860384 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCHQ4 984240.36000000 PA USD 877775.77000000 0.008071435242 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 46377.48000000 0.000426456094 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ACB33 2375225.16000000 PA USD 2430446.51000000 0.022348750428 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043CAF7 6800000.00000000 PA USD 6792934.80000000 0.062463256813 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.92000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381VV56 400199.79000000 PA USD 366325.80000000 0.003368485521 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAD1 12000000.00000000 PA USD 12042139.20000000 0.110731407790 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.53000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8LT4 647827.02500000 PA USD 540520.31000000 0.004970261003 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 3.00000000 N N N N N N AMSR Trust N/A 00179DAB2 8230000.00000000 PA USD 7603302.78000000 0.069914855384 Long ABS-O CORP US Y 2 2038-06-17 Fixed 2.15300000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AV0 5038000.00000000 PA USD 5215609.40000000 0.047959233966 Long DBT CORP CH Y 2 2028-08-11 Variable 6.44200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKZD0 56232.75000000 PA USD 55805.82000000 0.000513152763 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 4.00000000 N N N N N N PEAC Solutions Receivables LLC N/A 69433BAB3 10758722.80000000 PA USD 10828166.05000000 0.099568527700 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.79000000 N N N N N N FREMF Mortgage Trust N/A 302977AS2 3400000.00000000 PA USD 3361919.32000000 0.030913947513 Long ABS-MBS USGSE US Y 2 2051-02-25 Variable 4.04123040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAB58 80867.88000000 PA USD 9755.15000000 0.000089701794 Long ABS-MBS USGSE US N 2 2033-02-25 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LDTT0 10000000.00000000 PA USD 9811051.40000000 0.090215825891 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 2.59000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8ET0 534381.75000000 PA USD 525268.83000000 0.004830018657 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395W4L8 71796.00000000 PA USD 72977.85000000 0.000671055194 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AC7 2266952.09000000 PA USD 2270522.54000000 0.020878197228 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.53000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAD8 3900000.00000000 PA USD 3920218.38000000 0.036047689937 Long ABS-O CORP US N 2 2031-03-17 Fixed 4.88000000 N N N N N N FirstKey Homes Trust N/A 33767PAC2 9500000.00000000 PA USD 9368760.35000000 0.086148815054 Long ABS-O CORP US Y 2 2039-07-17 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDQG8 34700837.08000000 PA USD 35002047.29000000 0.321855270695 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.50000000 N N N N N N GLS Auto Select Receivables Trust N/A 36267FAG3 3400000.00000000 PA USD 3473557.98000000 0.031940501498 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.09000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 22355000.00000000 PA USD 22570594.75000000 0.207543999436 Long DBT CORP FR Y 2 2030-11-19 Variable 5.28300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MRZ20 380852.35000000 PA USD 371173.42000000 0.003413060972 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BY22 60024.98000000 PA USD 60212.32000000 0.000553671972 Long ABS-MBS USGA US N 2 2063-04-20 Floating 4.88343960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LSX2 489738.08000000 PA USD 490703.06000000 0.004512175099 Long ABS-MBS USGA US N 2 2069-04-20 Floating 4.52000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKQA1 8953615.35000000 PA USD 8995518.54000000 0.082716734559 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKJ0 152275.36000000 PA USD 154904.16000000 0.001424394405 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.24499920 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PH98 19485000.00000000 PA USD 19588513.87000000 0.180122790587 Long DBT CORP CA N 2 2029-03-30 Variable 4.85700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UUU1 481205.08700000 PA USD 492368.85000000 0.004527492583 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 5.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RER1 11899000.00000000 PA USD 11388914.86000000 0.104724796376 Long ABS-O CORP US Y 2 2028-02-20 Fixed 1.66000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFQ3 17775000.00000000 PA USD 18349139.08000000 0.168726334110 Long DBT CORP US N 2 2030-04-18 Variable 5.65600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QYK9 55777.85000000 PA USD 56104.70000000 0.000515901063 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 5.63645160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AW4W0 10349.69000000 PA USD 10222.97000000 0.000094003552 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Regional Management Issuance Trust N/A 75907VAA5 1158255.00000000 PA USD 1153034.28000000 0.010602527253 Long ABS-O CORP US Y 2 2031-03-17 Fixed 1.68000000 N N N N N N Neuberger Berman CLO XV 549300UTI4Y2IA4RUP16 64129KBE6 6378688.78000000 PA USD 6381023.38000000 0.058675596609 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 5.43771000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AAYH0 8925060.73000000 PA USD 9163084.96000000 0.084257562586 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BLQ3 56787.71000000 PA USD 57052.45000000 0.000524615934 Long ABS-MBS USGA US N 2 2061-04-20 Floating 4.93344000 N N N N N N Tesla Auto Lease Trust N/A 88166VAD8 16104000.00000000 PA USD 16153395.80000000 0.148535756631 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HC7D8 15640966.11000000 PA USD 16057297.35000000 0.147652099958 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 6.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AC8 1350000.00000000 PA USD 1386072.14000000 0.012745386580 Long ABS-O CORP US Y 2 2033-10-17 Fixed 7.09000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEV3 20930000.00000000 PA USD 21707795.43000000 0.199610277548 Long DBT CORP US N 2 2028-10-18 Variable 6.29600000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AG3 2770000.00000000 PA USD 2801813.26000000 0.025763589134 Long DBT CORP GB N 2 2026-11-10 Variable 7.47200000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAF8 12000000.00000000 PA USD 12210646.20000000 0.112280884758 Long DBT CORP FR Y 2 2029-06-12 Variable 5.33500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VEH0 38349.65000000 PA USD 37896.75000000 0.000348473008 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 3.00000000 N N N N N N Veros Auto Receivables Trust N/A 924933AA2 495763.53000000 PA USD 496679.80000000 0.004567133178 Long ABS-O CORP US Y 2 2028-11-15 Fixed 7.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8U49 564118.20000000 PA USD 475304.33000000 0.004370578741 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YJC5 26558.30000000 PA USD 26504.84000000 0.000243720671 Long ABS-MBS USGA US N 2 2026-09-16 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAXB9 784500.65000000 PA USD 689388.47000000 0.006339152415 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392BAB2 8926548.68000000 PA USD 8921806.00000000 0.082038923650 Long ABS-O CORP US Y 2 2027-04-20 Fixed 4.74000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8CE5 6412685.22000000 PA USD 6230170.58000000 0.057288455783 Long ABS-MBS USGSE US N 2 2034-02-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AWZ32 912913.75000000 PA USD 18896.04000000 0.000173755266 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9SD2 9256721.96000000 PA USD 9352682.69000000 0.086000975713 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 5.50000000 N N N N N N FRTKL N/A 30322DAC3 4960000.00000000 PA USD 4744664.08000000 0.043628737747 Long ABS-O CORP US Y 2 2038-09-17 Fixed 1.72100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAHU3 17184381.76000000 PA USD 17432240.69000000 0.160295153584 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RDG1 735068.31000000 PA USD 762749.62000000 0.007013732179 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ULN0 155248.38000000 PA USD 154588.82000000 0.001421494751 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 6.50000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283AM31 57715.83000000 PA USD 57085.67000000 0.000524921402 Long ABS-MBS USGSE US N 2 2028-02-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4VQ2 2044239.93000000 PA USD 1986275.10000000 0.018264449067 Long ABS-MBS USGSE US N 2 2046-09-15 Fixed 3.50000000 N N N N N N Crossroads Asset Trust N/A 227927AC4 3945000.00000000 PA USD 3998699.73000000 0.036769351614 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.94000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAN6 4992067.21000000 PA USD 4994883.73000000 0.045929589252 Long ABS-MBS USGA US N 2 2065-04-20 Floating 5.05343880 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAE4 6440000.00000000 PA USD 6416287.28000000 0.058999859701 Long ABS-O CORP US N 2 2030-08-15 Fixed 4.83000000 N N N N N N CWABS, Inc. Asset-Backed Certificates Trust N/A 126673BC5 52492.39000000 PA USD 52107.36000000 0.000479144214 Long ABS-O CORP US N 2 2034-10-25 Floating 5.33919960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B33B4 5794446.84320000 PA USD 5193357.00000000 0.047754615871 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARBB3 1311577.12000000 PA USD 1238052.47000000 0.011384297311 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 3.00000000 N N N N N N PRM5 Trust N/A 693980AA2 4655000.00000000 PA USD 4609503.43000000 0.042385891372 Long ABS-MBS CORP US Y 2 2033-03-10 Variable 4.47126120 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAC3 19165000.00000000 PA USD 19170352.02000000 0.176277655635 Long DBT CORP FI Y 2 2025-09-22 Fixed 4.75000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448988AE5 5000000.00000000 PA USD 5024895.50000000 0.046205557291 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.07000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 15450000.00000000 PA USD 15906681.92000000 0.146267141827 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2A9 11240000.00000000 PA USD 10883130.22000000 0.100073941216 Long DBT CORP US Y 2 2026-06-30 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WJA4 25157.97000000 PA USD 25252.94000000 0.000232209041 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2N3 9670000.00000000 PA USD 9468614.42000000 0.087067005881 Long DBT CORP FR Y 2 2027-01-13 Variable 1.32300000 N N N N N N Theorem Funding Trust N/A 88339FAA1 490326.59000000 PA USD 490719.98000000 0.004512330684 Long ABS-O CORP US Y 2 2028-12-15 Fixed 6.06000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BC3L0 112452.95000000 PA USD 110504.31000000 0.001016123265 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSB62 114909.12000000 PA USD 117973.14000000 0.001084801600 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.91499880 N Y N N N N Tricon Residential Trust N/A 89616VAA8 11382046.25000000 PA USD 11334159.71000000 0.104221304866 Long ABS-O CORP US Y 2 2040-06-17 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202KWF8 962.74000000 PA USD 961.87000000 0.000008844709 Long ABS-MBS USGA US N 2 2025-11-20 Variable 4.74999840 N N N N N N Exeter Automobile Receivables Trust N/A 30168DAF3 3300000.00000000 PA USD 3425765.31000000 0.031501032269 Long ABS-O CORP US N 2 2030-02-15 Fixed 7.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCN69 28064.01000000 PA USD 4830.67000000 0.000044419590 Long ABS-MBS USGSE US N 2 2036-10-25 Variable 6.00000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XTL8 3060087.23000000 PA USD 3056390.64000000 0.028104511391 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394AB21 42280.01000000 PA USD 42147.52000000 0.000387560228 Long ABS-MBS USGSE US N 2 2034-09-25 Floating 4.93644960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YAY8 191539.71000000 PA USD 190044.24000000 0.001747518932 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 5.13645120 N N N N N N AMSR Trust N/A 03217JAA9 5221150.72000000 PA USD 5141549.06000000 0.047278224921 Long ABS-O CORP US Y 2 2037-11-17 Fixed 1.37900000 N N N N N N NMEF Funding LLC N/A 62890QAB1 4405908.20000000 PA USD 4435013.63000000 0.040781400601 Long ABS-O CORP US Y 2 2030-06-17 Fixed 6.57000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287HAF5 16625000.00000000 PA USD 16760947.61000000 0.154122394196 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.67000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 3665000.00000000 PA USD 3665000.00000000 0.033700873475 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650TAC1 394966.66000000 PA USD 396080.54000000 0.003642090085 Long ABS-O CORP US Y 2 2040-06-20 Fixed 6.36000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VFH7 572905.55000000 PA USD 35433.12000000 0.000325819125 Long ABS-MBS USGSE US N 2 2034-07-15 Floating 2.55323880 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAF1 5000000.00000000 PA USD 5032266.00000000 0.046273331448 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.57000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAB9 17740000.00000000 PA USD 17764653.28000000 0.163351796049 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.94000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXQ54 12859203.51000000 PA USD 13183983.14000000 0.121231036207 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 108056AE2 6950000.00000000 PA USD 7127528.72000000 0.065539957321 Long ABS-O CORP US N 2 2029-08-15 Fixed 7.10000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBC5 2059000.00000000 PA USD 1994409.44000000 0.018339246983 Long DBT CORP FR Y 2 2027-06-09 Variable 1.79200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397UXL8 628589.74000000 PA USD 638140.03000000 0.005867906251 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVWR6 1693308.20000000 PA USD 1607546.20000000 0.014781912985 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285UAF8 12595000.00000000 PA USD 12572117.40000000 0.115604730645 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.49000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69703FAJ0 12167299.44000000 PA USD 12155436.32000000 0.111773211857 Long ABS-CBDO CORP KY Y 2 2032-01-25 Floating 5.33176920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DQL9 294733.98000000 PA USD 247078.11000000 0.002271964017 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A84G2 1536035.81000000 PA USD 1395320.18000000 0.012830425332 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N Mariner Finance Issuance Trust N/A 56847FAA3 14800000.00000000 PA USD 14892921.80000000 0.136945286019 Long ABS-O CORP US Y 2 2035-10-22 Fixed 6.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDP38 9387905.12000000 PA USD 9436247.20000000 0.086769378709 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A7US8 8590477.72000000 PA USD 8409739.48000000 0.077330304550 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.00000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAD7 973000.00000000 PA USD 989890.31000000 0.009102365100 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ANNZ6 3559293.16000000 PA USD 3370081.85000000 0.030989004646 Long ABS-MBS USGSE US N 2 2035-05-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313617NN8 453.07000000 PA USD 448.28000000 0.000004122081 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.31200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409SKW9 142944.10000000 PA USD 147826.70000000 0.001359314846 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.62199920 N N N N N N Oportun Issuance Trust N/A 68377WAA9 11818907.47000000 PA USD 11523844.90000000 0.105965522216 Long ABS-O CORP US Y 2 2031-10-08 Fixed 2.18000000 N N N N N N AMSR Trust N/A 66982FAB5 7500000.00000000 PA USD 7224396.00000000 0.066430683637 Long ABS-O CORP US Y 2 2038-12-17 Fixed 2.41700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMK2 14935000.00000000 PA USD 15081284.59000000 0.138677343468 Long DBT CORP US N 2 2029-01-24 Variable 4.97900000 N N N N N N VOLT CIII LLC N/A 92873JAA7 7238900.30000000 PA USD 7235069.47000000 0.066528829684 Long ABS-O CORP US Y 2 2051-08-25 Variable 4.99179960 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YBB5 2750000.00000000 PA USD 2200009.90000000 0.020229810445 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.60346760 N N N N N N FREMF Mortgage Trust N/A 30288RAE0 1500000.00000000 PA USD 1485129.00000000 0.013656246800 Long ABS-MBS USGSE US Y 2 2048-04-25 Variable 4.06960920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MQZB2 130268.85000000 PA USD 127967.76000000 0.001176705399 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 128710.53000000 PA USD 130788.83000000 0.001202646060 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.19800120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HX4M4 2119212.72000000 PA USD 1894238.28000000 0.017418140411 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAMG8 1169769.84000000 PA USD 1179480.33000000 0.010845707330 Long ABS-MBS USGSE US N 2 2028-05-25 Fixed 4.65000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAA9 9381000.00000000 PA USD 9390745.92000000 0.086350979560 Long ABS-O CORP US Y 2 2034-09-15 Fixed 4.68000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAA2 431875.60000000 PA USD 431605.68000000 0.003968755365 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 5.24444040 N N N N N N LHOME Mortgage Trust N/A 50205UAA9 6579000.00000000 PA USD 6581180.94000000 0.060516110826 Long ABS-MBS CORP US Y 2 2040-01-25 Variable 5.65200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDJX1 38171.17000000 PA USD 37420.46000000 0.000344093366 Long ABS-MBS USGSE US N 2 2045-09-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HWAS8 410230.60000000 PA USD 393053.89000000 0.003614259049 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CBX3 121.39000000 PA USD 120.86000000 0.000001111347 Long ABS-MBS USGA US N 2 2027-03-20 Variable 5.62500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 22610000.00000000 PA USD 23020716.75000000 0.211683018418 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X7L7 59228.41000000 PA USD 59932.90000000 0.000551102613 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.65499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A1XE8 8835125.94000000 PA USD 8783832.73000000 0.080770214314 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394BE67 4178.73000000 PA USD 4182.59000000 0.000038460282 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 5.50000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBM8 10801864.62000000 PA USD 10897118.70000000 0.100202569864 Long ABS-O CORP US Y 2 2039-02-18 Fixed 5.49000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307M4Q6 157297.67000000 PA USD 153603.97000000 0.001412438733 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Cherry Securitization Trust N/A 164737AA6 12115000.00000000 PA USD 12193037.56000000 0.112118967555 Long ABS-O CORP US Y 2 2032-04-15 Fixed 5.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJ4F0 7110755.72000000 PA USD 6925470.05000000 0.063681961776 Long ABS-MBS USGSE US N 2 2034-05-25 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287EAF2 752280.03000000 PA USD 747604.76000000 0.006874470239 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.33000000 N N N N N N Lendmark Funding Trust N/A 52590AAA2 8625000.00000000 PA USD 8545737.98000000 0.078580855229 Long ABS-O CORP US Y 2 2034-02-21 Fixed 4.47000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XAC8 8486781.95000000 PA USD 8586060.33000000 0.078951632423 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQZK9 40285.35000000 PA USD 38550.89000000 0.000354488039 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BAF90 2100519.99000000 PA USD 1701020.20000000 0.015641436982 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 1.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAA2 41073000.00000000 PA USD 42468574.70000000 0.390512431826 Long DBT CORP ES Y 2 2029-01-18 Variable 6.20800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCEC2 10820546.04000000 PA USD 10761420.41000000 0.098954779714 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B9CG8 1976194.04000000 PA USD 1912999.90000000 0.017590659642 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393RCR9 2194335.19000000 PA USD 2253463.97000000 0.020721338099 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LC53 10410000.00000000 PA USD 10530515.42000000 0.096831532823 Long DBT CORP CA N 2 2026-12-11 Fixed 5.26600000 N N N N N N CoreVest American Finance Trust N/A 21873AAA5 1492197.72000000 PA USD 1472040.96000000 0.013535897992 Long ABS-O CORP US Y 2 2052-12-15 Fixed 1.17400000 N N N N N N Nissan Auto Lease Trust N/A 65481CAD6 5714000.00000000 PA USD 5731691.12000000 0.052704774143 Long ABS-O CORP US N 2 2027-04-15 Fixed 4.91000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GL76 23413.99000000 PA USD 23973.68000000 0.000220445827 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.74899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BD45 12675014.92000000 PA USD 12523518.33000000 0.115157846304 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14688GAC8 3077242.61000000 PA USD 3097290.54000000 0.028480599346 Long ABS-O CORP US Y 2 2028-08-10 Fixed 5.82000000 N N N N N N Progress Residential N/A 74333EAB8 8800000.00000000 PA USD 8595404.40000000 0.079037554202 Long ABS-O CORP US Y 2 2038-05-17 Fixed 1.80800000 N N N N N N Upgrade Receivables Trust N/A 91533NAA2 4500239.11000000 PA USD 4502671.94000000 0.041403540887 Long ABS-O CORP US Y 2 2031-02-18 Fixed 5.37000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADG9 18395000.00000000 PA USD 18033909.28000000 0.165827693018 Long DBT CORP US Y 2 2029-09-26 Fixed 4.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BKP6 436221.14000000 PA USD 438018.63000000 0.004027724537 Long ABS-MBS USGA US N 2 2061-02-20 Floating 4.93344000 N N N N N N CPS Auto Receivables Trust N/A 12659WAG3 4125403.51000000 PA USD 4081170.52000000 0.037527697496 Long ABS-O CORP US Y 2 2029-04-16 Fixed 2.84000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCH5 2122593.34000000 PA USD 2149881.82000000 0.019768866358 Long ABS-O CORP US Y 2 2032-06-15 Fixed 5.60500000 N N N N N N Oportun Issuance Trust N/A 68377GAB2 2460647.82000000 PA USD 2397701.25000000 0.022047647055 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.96000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6T57 59999.73000000 PA USD 64094.59000000 0.000589370714 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRT3 494392.70000000 PA USD 421531.99000000 0.003876124491 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 1043524.08150000 PA USD 956171.10000000 0.008792305937 Long ABS-O CORP US Y 2 2046-07-17 Fixed 1.54000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LNG4 17230000.00000000 PA USD 17510232.17000000 0.161012310746 Long DBT CORP CA N 2 2028-04-28 Fixed 5.00100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AVDX2 272203.80000000 PA USD 257339.73000000 0.002366322968 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 1.75000000 N N N N N N Veros Auto Receivables Trust N/A 92511BAA2 4825000.00000000 PA USD 4828155.07000000 0.044396464702 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.31000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 12035000.00000000 PA USD 12106721.38000000 0.111325262054 Long ABS-MBS CORP US Y 2 2039-03-25 Variable 6.66399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ30 423598.15000000 PA USD 430940.74000000 0.003962641024 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.79499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABDA8 884261.60000000 PA USD 845929.83000000 0.007778601410 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B22F6 43039.22000000 PA USD 41733.51000000 0.000383753271 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LDYK3 9001419.63000000 PA USD 8805108.93000000 0.080965855930 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 2.55000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AU2 8594000.00000000 PA USD 8638778.95000000 0.079436397373 Long DBT CORP CH Y 2 2027-01-12 Variable 5.71100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFVT8 1644461.84000000 PA USD 1486464.25000000 0.013668524860 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AGHC7 19287.00000000 PA USD 19118.58000000 0.000175801594 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AML47 12759.59000000 PA USD 12599.49000000 0.000115856430 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287NAD7 8840000.00000000 PA USD 8903202.46000000 0.081867858016 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.87000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAL6 6250000.00000000 PA USD 6293401.25000000 0.057869882470 Long ABS-O CORP US Y 2 2031-01-15 Fixed 5.59000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBP0 615311.28000000 PA USD 615520.42000000 0.005659911540 Long ABS-MBS USGA US N 2 2065-05-20 Floating 5.03344080 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAJ1 11000000.00000000 PA USD 11066403.70000000 0.101759200796 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.92000000 N N N N N N N/A N/A N/A -6057.00000000 NC USD -3890135.17000000 -0.03577106498 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 5 Year Note 2025-09-30 -655954171.88000000 USD -3890135.17000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JCAY0 2298545.15000000 PA USD 2263831.88000000 0.020816674422 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXT77 10990081.87000000 PA USD 11133968.53000000 0.102380481502 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJQE0 22271253.84000000 PA USD 22592378.59000000 0.207744308968 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B3U8 12827364.95000000 PA USD 12070634.95000000 0.110993435529 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N Progress Residential N/A 74333VAJ3 1800000.00000000 PA USD 1764183.96000000 0.016222248410 Long ABS-O CORP US Y 2 2026-05-17 Fixed 2.53800000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 15923000.00000000 PA USD 15355032.96000000 0.141194549248 Long ABS-O CORP US Y 2 2036-03-20 Fixed 1.86000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSPZ2 5089059.92000000 PA USD 5110269.60000000 0.046990600058 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 5.50000000 N N N N N N Verdant Receivables LLC N/A 92340GAC4 11300000.00000000 PA USD 11316617.78000000 0.104060001083 Long ABS-O CORP US Y 2 2033-05-12 Fixed 4.96000000 N N N N N N VOLT XCVII LLC N/A 91835EAA7 1739108.53000000 PA USD 1736395.69000000 0.015966726180 Long ABS-O CORP US Y 2 2051-04-25 Variable 6.23949840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXFZ0 10538961.23000000 PA USD 10234440.16000000 0.094109023989 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UNH9 301386.58000000 PA USD 302315.45000000 0.002779889421 Long ABS-MBS USGA US N 2 2064-07-20 Floating 4.90919040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398FH95 688775.28000000 PA USD 690043.11000000 0.006345172044 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 13178.03000000 PA USD 13495.27000000 0.000124093420 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.21000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXUZ4 372199.20000000 PA USD 326322.78000000 0.003000644671 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 2.00000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBD9 11710000.00000000 PA USD 11855179.17000000 0.109012249177 Long DBT CORP NL Y 2 2029-06-26 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3BD1 423367.81000000 PA USD 413171.76000000 0.003799249442 Long ABS-MBS USGSE US N 2 2056-10-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9FW4 2694180.00000000 PA USD 2686089.38000000 0.024699470215 Long ABS-MBS USGSE US N 2 2047-10-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BZF3 66312.16000000 PA USD 65687.27000000 0.000604015927 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 4.73645160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417Y3N5 59733.29000000 PA USD 59311.58000000 0.000545389373 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.00000000 N N N N N N Carvana Auto Receivables Trust N/A 146919AC9 12545000.00000000 PA USD 12503154.90000000 0.114970597906 Long ABS-O CORP US N 2 2029-10-10 Fixed 4.26000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36269HAE2 4925000.00000000 PA USD 4975009.93000000 0.045746843162 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.64000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQHG1 193077.21000000 PA USD 177519.99000000 0.001632354358 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC77 28985000.00000000 PA USD 29132623.79000000 0.267884002278 Long DBT CORP US N 2 2028-04-23 Variable 4.93700040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BG4W6 288972.88000000 PA USD 245722.05000000 0.002259494602 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B34Y1 72517.25000000 PA USD 70712.67000000 0.000650226124 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AJGT5 2803392.80000000 PA USD 2729136.81000000 0.025095305410 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418B4F0 293726.54000000 PA USD 263048.41000000 0.002418816148 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393T5W2 804666.80000000 PA USD 834236.37000000 0.007671076222 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 2062004.86000000 PA USD 2057552.37000000 0.018919866873 Long ABS-O CORP US Y 2 2051-05-25 Variable 5.99180040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 63557730.13430000 PA USD 504553.04000000 0.004639530194 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.40860360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AMCA5 36038.46000000 PA USD 34783.14000000 0.000319842346 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RTD8 1270634.21000000 PA USD 1275102.27000000 0.011724982338 Long ABS-MBS USGA US N 2 2066-03-20 Floating 5.28343920 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AA1 1739483.90000000 PA USD 1748537.74000000 0.016078376300 Long ABS-O CORP US Y 2 2033-03-15 Fixed 6.48000000 N N N N N N CarVal CLO I Ltd. N/A 146865AJ9 15610105.13000000 PA USD 15632927.10000000 0.143749876738 Long ABS-CBDO CORP KY Y 2 2031-07-16 Floating 5.49054000 N N N N N N FREMF Mortgage Trust N/A 302949AQ5 5500000.00000000 PA USD 5410013.95000000 0.049746847374 Long ABS-MBS USGSE US Y 2 2050-01-25 Variable 3.88067040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACAA9 762846.71000000 PA USD 653544.36000000 0.006009554102 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797PF8 21449000.00000000 PA USD 21318039.48000000 0.196026344135 Long STIV UST US N 2 2025-07-24 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKNV8 5307266.25000000 PA USD 5404558.15000000 0.049696679509 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCWS9 14288367.94000000 PA USD 12854981.73000000 0.118205760657 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 3.50000000 N N N N N N GreatAmerica Leasing Receivables Funding LLC 549300JFP7GIDD4UWO79 39154GAJ5 6616000.00000000 PA USD 6605053.83000000 0.060735629856 Long ABS-O CORP US Y 2 2029-04-16 Fixed 4.49000000 N N N N N N Commercial Mortgage Trust N/A 12593QBH2 2000000.00000000 PA USD 1953706.20000000 0.017964967381 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.51213560 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 7652813.55000000 PA USD 7718969.06000000 0.070978444652 Long ABS-O CORP US Y 2 2036-05-20 Fixed 7.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9DL2 8466509.84000000 PA USD 8401442.85000000 0.077254014324 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378J4L3 308957.30000000 PA USD 299110.83000000 0.002750421892 Long ABS-MBS USGA US N 2 2028-05-20 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7AE1 133099.71000000 PA USD 120483.14000000 0.001107881870 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4WN5 108799.12000000 PA USD 104027.15000000 0.000956563661 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HEP3 3302883.93000000 PA USD 2822519.43000000 0.025953989138 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 2.75000000 N N N N N N FHF Trust N/A 30331GAC5 3793535.86000000 PA USD 3826780.13000000 0.035188494673 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.57000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413FKS0 3920.77000000 PA USD 3949.19000000 0.000036314093 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 7.10899920 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536KAA0 16800000.00000000 PA USD 16900116.24000000 0.155402095258 Long ABS-O CORP US Y 2 2035-03-15 Fixed 5.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398FSC6 1884701.47000000 PA USD 1913334.42000000 0.017593735662 Long ABS-MBS USGSE US N 2 2039-10-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8V63 508627.83000000 PA USD 432941.97000000 0.003981042988 Long ABS-MBS USGSE US N 2 2050-03-25 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528DAC4 10625000.00000000 PA USD 10626930.56000000 0.097718101564 Long ABS-O CORP US Y 2 2029-03-12 Fixed 4.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AE4J3 9970135.90000000 PA USD 9535726.11000000 0.087684119816 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 3.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 7920000.00000000 PA USD 8311169.99000000 0.076423925856 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AG2 2561000.00000000 PA USD 2556762.06000000 0.023510263217 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUGG0 2537705.63000000 PA USD 2483653.26000000 0.022838003894 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 3.00000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935WAD9 4817000.00000000 PA USD 4842293.10000000 0.044526468511 Long ABS-O CORP US Y 2 2028-01-18 Fixed 4.83000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLEB3 3798000.00000000 PA USD 3822354.03000000 0.035147795236 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 4.39000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CE7 8703000.00000000 PA USD 8581243.81000000 0.078907342947 Long DBT CORP DE N 2 2026-11-24 Variable 2.12900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFUQ5 33931.11000000 PA USD 32560.99000000 0.000299408950 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 2285.85490000 PA USD 1139.43000000 0.000010477431 Long ABS-MBS CORP US N 3 2019-06-25 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A2LJ9 664.93000000 PA USD 663.05000000 0.000006096961 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FR4A6 1065228.71000000 PA USD 906149.05000000 0.008332336830 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 2.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAB0 18495000.00000000 PA USD 18921592.54000000 0.173990230871 Long DBT CORP ES Y 2 2027-09-13 Variable 6.68400000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2A9 12805000.00000000 PA USD 12794507.84000000 0.117649683463 Long DBT CORP GB Y 2 2030-10-15 Variable 5.00500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A0XN0 1042375.69560000 PA USD 994585.58000000 0.009145539643 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 4.00000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAD6 18155000.00000000 PA USD 18217397.46000000 0.167514926834 Long DBT CORP BE Y 2 2030-10-16 Variable 4.93200000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAF5 28810000.00000000 PA USD 28907924.61000000 0.265817819840 Long DBT CORP CA N 2 2028-03-27 Variable 4.71499920 N N N N N N FHF Issuer Trust N/A 30339EAB4 31012318.22000000 PA USD 31038985.71000000 0.285413623524 Long ABS-O CORP US Y 2 2030-11-15 Fixed 4.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9TK7 374795.45000000 PA USD 329298.36000000 0.003028006102 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BNE8 42581.01000000 PA USD 42802.01000000 0.000393578478 Long ABS-MBS USGA US N 2 2061-10-20 Floating 5.03344080 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2G6 20970000.00000000 PA USD 21379373.82000000 0.196590333448 Long DBT CORP US Y 2 2027-06-10 Fixed 5.87500000 N N N N N N Octane Receivables Trust N/A 67578AAB4 4423447.92000000 PA USD 4371793.11000000 0.040200067247 Long ABS-O CORP US Y 2 2028-09-20 Fixed 2.02000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TTX48 46143.40710000 PA USD 47007.31000000 0.000432247587 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFCP8 9573799.12000000 PA USD 9576292.14000000 0.088057137727 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398FAV3 127489.20000000 PA USD 133659.87000000 0.001229046212 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 6.00000000 N N N N N N NYMT Loan Trust 254900Q6RDCV3HGA6340 67119RAA5 7000000.00000000 PA USD 6946909.20000000 0.063879101771 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.26799880 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82653CAA9 4985363.04000000 PA USD 4983432.71000000 0.045824293378 Long ABS-O CORP US Y 2 2042-01-21 Fixed 4.81000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T7RW1 1584.00000000 PA USD 1581.98000000 0.000014546823 Long ABS-MBS USGSE US N 2 2026-08-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLJY8 1444000.00000000 PA USD 1462527.49000000 0.013448418525 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X5R82 4358271.06000000 PA USD 4251250.84000000 0.039091641656 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05682NAL7 24088000.00000000 PA USD 23997115.98000000 0.220661328626 Long ABS-CBDO CORP KY Y 2 2035-01-22 Floating 5.25237840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WWB8 1926266.09000000 PA USD 1979405.99000000 0.018201285354 Long ABS-MBS USGSE US N 2 2037-07-25 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAE4 6250000.00000000 PA USD 6270749.38000000 0.057661591118 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.09000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGWP3 4607872.64000000 PA USD 4422714.95000000 0.040668310217 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A4UE5 167919.50000000 PA USD 167220.59000000 0.001537648007 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132LNYN8 3207401.75000000 PA USD 3037869.01000000 0.027934198946 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MXK8 339779.40000000 PA USD 357921.24000000 0.003291202844 Long ABS-MBS USGSE US N 2 2038-09-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ANZN0 344854.65000000 PA USD 327610.81000000 0.003012488528 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 293286.32000000 PA USD 286993.83000000 0.002639002115 Long ABS-O CORP US Y 2 2037-11-20 Fixed 1.79000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A7VD1 54077.10000000 PA USD 53796.35000000 0.000494675029 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EWE5 530174.19000000 PA USD 561707.24000000 0.005165081753 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DTT91 12456509.98000000 PA USD 12540259.95000000 0.115311790974 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LQE5 233460.43000000 PA USD 233093.11000000 0.002143367369 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398SY72 2537427.21000000 PA USD 2468033.90000000 0.022694378771 Long ABS-MBS USGSE US N 2 2041-01-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXML3 7976433.33000000 PA USD 8134367.75000000 0.074798171444 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8X40 8008354.44000000 PA USD 7814128.86000000 0.071853470131 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A9AZ0 1701932.72000000 PA USD 1688763.79000000 0.015528735284 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QRH4 819506.80000000 PA USD 830329.12000000 0.007635147780 Long ABS-MBS USGSE US N 2 2039-08-25 Fixed 5.00000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 18238401.16000000 PA USD 17440795.75000000 0.160373820158 Long ABS-O CORP US Y 2 2026-12-17 Fixed 2.30200000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCL6 2652462.03000000 PA USD 2667619.52000000 0.024529633812 Long ABS-O CORP US Y 2 2032-06-15 Fixed 6.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUG96 47840.38000000 PA USD 46378.70000000 0.000426467312 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 2996675.62000000 PA USD 2984626.59000000 0.027444617484 Long ABS-MBS CORP US Y 2 2061-07-25 Variable 5.74999920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ABMG4 20568593.65000000 PA USD 20957977.49000000 0.192715456395 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R3C1 5810674.97000000 PA USD 5588313.11000000 0.051386366455 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FGDC8 195188.59000000 PA USD 32095.26000000 0.000295126411 Long ABS-MBS USGSE US N 2 2038-09-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395PMJ8 184906.82000000 PA USD 190516.54000000 0.001751861885 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCZM7 12255658.67000000 PA USD 12379627.11000000 0.113834719483 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBWC6 15324.97000000 PA USD 15077.88000000 0.000138646037 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394U4L3 66161.61000000 PA USD 65470.68000000 0.000602024311 Long ABS-MBS USGSE US N 2 2035-12-25 Floating 4.78644840 N N N N N N Palmer Square Loan Funding Ltd. N/A 69690EAA7 13168697.04000000 PA USD 13160743.15000000 0.121017336900 Long ABS-CBDO CORP KY Y 2 2032-08-08 Floating 5.38728840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397GTK6 184740.75000000 PA USD 8664.16000000 0.000079669784 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 2.00324160 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDS0 9495000.00000000 PA USD 9721956.61000000 0.089396570162 Long DBT CORP NL Y 2 2029-02-28 Variable 5.56400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398WFP4 2465251.65000000 PA USD 2505613.24000000 0.023039933091 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAK7 24200000.00000000 PA USD 24252353.31000000 0.223008319339 Long DBT CORP ES N 2 2026-09-14 Variable 5.86200000 N N N N N N Dext ABS LLC N/A 252154AC3 13625000.00000000 PA USD 13591660.99000000 0.124979767351 Long ABS-O CORP US Y 2 2035-08-15 Fixed 4.77000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ARRT5 140839.82000000 PA USD 135126.19000000 0.001242529504 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 2.00000000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAB6 200836.32000000 PA USD 199052.15000000 0.001830349610 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.05000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BVL1 15235019.00000000 PA USD 15680513.81000000 0.144187452098 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XK7C8 8150982.00000000 PA USD 7961521.14000000 0.073208790343 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374VCS1 80.68000000 PA USD 80.57000000 0.000000740867 Long ABS-MBS USGSE US N 2 2025-10-01 Variable 7.09800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CBN3 733072.37000000 PA USD 656539.30000000 0.006037093555 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 24600000.00000000 PA USD 25486319.80000000 0.234355044729 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X4B9 1707368.35000000 PA USD 1757988.75000000 0.016165281428 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 5.50000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAR0 8625000.00000000 PA USD 8593742.40000000 0.079022271569 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AVYK7 215837.68000000 PA USD 209402.98000000 0.001925528877 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 1.50000000 N N N N N N Carmax Auto Owner Trust N/A 14320AAD3 6890000.00000000 PA USD 6911376.91000000 0.063552370746 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YAX0 102178.75000000 PA USD 101407.03000000 0.000932470801 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 5.13645120 N N N N N N VOLT XCIX LLC N/A 92872VAA1 1009500.49000000 PA USD 1008893.38000000 0.009277104542 Long ABS-O CORP US Y 2 2051-04-25 Variable 6.11570160 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAG2 12090000.00000000 PA USD 12076129.87000000 0.111043963116 Long DBT CORP FR Y 2 2026-06-16 Variable 1.90700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWC5 25504.50000000 PA USD 26073.67000000 0.000239755921 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.55200000 N N N N N N Flagship Credit Auto Trust N/A 33846BAJ3 2550000.00000000 PA USD 2591477.03000000 0.023829478718 Long ABS-O CORP US Y 2 2029-07-16 Fixed 6.01000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 4000000.00000000 PA USD 4027244.40000000 0.037031829189 Long ABS-O CORP US Y 2 2035-01-16 Fixed 5.39000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAF1 14630000.00000000 PA USD 14758977.49000000 0.135713624288 Long DBT CORP IE Y 2 2031-05-15 Variable 5.32000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAS2 4675000.00000000 PA USD 4675000.00000000 0.042988153750 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9VC2 8882252.50000000 PA USD 8635740.50000000 0.079408457832 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Amcor Flexibles North America, Inc. PTVU09TE3QPJPL7K4E13 02344AAC2 15000000.00000000 PA USD 15038581.20000000 0.138284671833 Long DBT CORP US Y 2 2028-03-17 Fixed 4.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8CR0 1094877.76000000 PA USD 1056823.55000000 0.009717838129 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 3.50000000 N N N N N N Oportun Issuance Trust N/A 68377TAB4 4500000.00000000 PA USD 4492695.15000000 0.041311801040 Long ABS-O CORP US Y 2 2033-02-08 Fixed 5.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395TPJ7 296529.64000000 PA USD 301506.15000000 0.002772447643 Long ABS-MBS USGSE US N 2 2034-11-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380B7B5 2871663.34000000 PA USD 2398986.41000000 0.022059464521 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N FirstKey Homes Trust N/A 33767WAG8 13000000.00000000 PA USD 12482906.80000000 0.114784410005 Long ABS-O CORP US Y 2 2038-08-17 Fixed 2.18900000 N N N N N N GreenSky Home Improvement Issuer Trust N/A 39571NAB2 6487742.99000000 PA USD 6488663.60000000 0.059665383631 Long ABS-O CORP US Y 2 2060-03-25 Fixed 5.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394B5A8 139866.99000000 PA USD 138394.34000000 0.001272581212 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B17E8 228086.40000000 PA USD 214058.11000000 0.001968334319 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329KPA6 8358966.27000000 PA USD 8191989.06000000 0.075328018232 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XCV87 6329211.36000000 PA USD 6116815.88000000 0.056246122249 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14076LAD5 5000000.00000000 PA USD 5036777.50000000 0.046314816166 Long ABS-O CORP US N 2 2030-12-10 Fixed 4.74000000 N N N N N N Barings CLO Ltd. 549300JWUNSCHZHF6H67 06760XAL8 12848894.18000000 PA USD 12849099.76000000 0.118151674020 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.40609840 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 06407EAG0 15120000.00000000 PA USD 15272335.21000000 0.140434116394 Long DBT CORP NZ Y 2 2028-02-07 Fixed 4.84600000 N N N N N N SBNA Auto Receivables Trust N/A 78437PAG8 2000000.00000000 PA USD 2032754.60000000 0.018691843269 Long ABS-O CORP US Y 2 2030-04-15 Fixed 6.04000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2FF2 534727.84000000 PA USD 502695.61000000 0.004622450518 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCB0 1582675.23000000 PA USD 1582677.92000000 0.014553241018 Long ABS-MBS USGA US N 2 2065-06-20 Floating 5.00343840 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536VAA6 7714000.00000000 PA USD 7827304.00000000 0.071974619851 Long ABS-O CORP US Y 2 2034-06-15 Fixed 5.95000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2S0 17645000.00000000 PA USD 17840065.48000000 0.164045235889 Long DBT CORP CA N 2 2026-07-17 Fixed 5.53200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397RE28 1568118.89000000 PA USD 76641.65000000 0.000704745033 Long ABS-MBS USGSE US N 2 2037-08-15 Variable 1.11999960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AG7J3 398720.27000000 PA USD 405547.12000000 0.003729138384 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 5.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AE9 6815000.00000000 PA USD 6864155.91000000 0.063118158209 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.21000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AY3P4 228540.87000000 PA USD 226878.90000000 0.002086225676 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 4.74675840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RM85 332371.60000000 PA USD 334428.18000000 0.003075176474 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N Bear Stearns Asset-Backed Securities Trust N/A 07384YLJ3 90731.86000000 PA USD 92460.90000000 0.000850208210 Long ABS-O CORP US N 2 2043-06-25 Variable 6.66794160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNM34 6482881.90000000 PA USD 6525259.79000000 0.060001897565 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.00000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBN7 13160000.00000000 PA USD 13149783.37000000 0.120916558139 Long DBT CORP US N 2 2026-02-02 Fixed 5.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DV8 13755000.00000000 PA USD 13916913.27000000 0.127970568425 Long DBT CORP US N 2 2028-07-26 Variable 5.04300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CUW69 696808.47000000 PA USD 701321.76000000 0.006448882919 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLKN0 4840000.00000000 PA USD 4878520.50000000 0.044859591300 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 4.45500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LL5J0 3160000.00000000 PA USD 3069502.59000000 0.028225080059 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.08000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHRN5 158576.04000000 PA USD 162049.50000000 0.001490098143 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 7.15299840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVPG8 154417.87000000 PA USD 152415.29000000 0.001401508432 Long ABS-MBS USGSE US N 2 2047-03-25 Floating 4.83644880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36206W5F8 126.60000000 PA USD 127.19000000 0.000001169553 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 9.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNXZ8 644502.37000000 PA USD 562586.51000000 0.005173166928 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RCG8 116647.08000000 PA USD 120827.27000000 0.001111046258 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAMM4 1024320.10000000 PA USD 1037556.36000000 0.009540670016 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKG6 75828.92000000 PA USD 75237.31000000 0.000691831668 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BQR0 1062079.22000000 PA USD 1103698.17000000 0.010148865588 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 6.50000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650DAA0 7146399.23000000 PA USD 7189248.33000000 0.066107489318 Long ABS-O CORP US Y 2 2041-06-20 Fixed 5.14000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AA2 1858000.00000000 PA USD 1875473.38000000 0.017245591019 Long ABS-O CORP US Y 2 2033-08-15 Fixed 6.39000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7NN7 93989.20000000 PA USD 83262.22000000 0.000765623340 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B44U9 373796.21000000 PA USD 366475.11000000 0.003369858475 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2BD1 3154585.04000000 PA USD 2950750.27000000 0.027133113644 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAW9 20765000.00000000 PA USD 20066433.21000000 0.184517415201 Long DBT CORP JP N 2 2026-07-14 Fixed 1.65300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396VGG7 715577.10000000 PA USD 65159.09000000 0.000599159139 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 2.15354880 N N N N N N CarVal CLO VC Ltd. N/A 14687MAA0 1105000.00000000 PA USD 1106753.64000000 0.010176961634 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.71771080 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BK2 20225000.00000000 PA USD 20504583.32000000 0.188546348739 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Hyundai Auto Receivables Trust N/A 448973AD9 9487000.00000000 PA USD 9557907.74000000 0.087888087158 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APET5 116095.21000000 PA USD 114457.29000000 0.001052472209 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384EYL3 3701407.91000000 PA USD 3802169.12000000 0.034962188388 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EEZ0 204981.43000000 PA USD 200412.15000000 0.001842855255 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 302956AG2 8000000.00000000 PA USD 7844716.80000000 0.072134736241 Long ABS-MBS USGSE US Y 2 2051-07-25 Variable 4.20931800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EKS6 53035.10000000 PA USD 52484.26000000 0.000482609933 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 4.68645120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CVUG7 51223.80000000 PA USD 45078.44000000 0.000414510996 Long ABS-MBS USGSE US N 2 2032-02-01 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202KXT7 615.60000000 PA USD 614.20000000 0.000005647769 Long ABS-MBS USGA US N 2 2026-01-20 Variable 5.62500000 N N N N N N Carvana Auto Receivables Trust N/A 14688EAD1 3500000.00000000 PA USD 3560885.30000000 0.032743504762 Long ABS-O CORP US Y 2 2029-01-10 Fixed 5.94000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EWG0 736990.92000000 PA USD 769366.98000000 0.007074580968 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKZ3 83100000.00000000 PA USD 83888800.99000000 0.771384957206 Long DBT UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARRU4 6898960.00000000 PA USD 6584566.80000000 0.060547244915 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 2.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABV6 17770000.00000000 PA USD 16946900.71000000 0.155832293759 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394BVK7 649596.48000000 PA USD 680325.38000000 0.006255814339 Long ABS-MBS USGSE US N 2 2034-12-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LNT1 1021538.50000000 PA USD 61486.40000000 0.000565387554 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 1.89324000 N N N N N N FRTKL N/A 30322DAE9 5000000.00000000 PA USD 4788776.50000000 0.044034365873 Long ABS-O CORP US Y 2 2038-09-17 Fixed 1.92200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283LA55 680204.56000000 PA USD 697059.02000000 0.006409685631 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 7.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3A9 14025000.00000000 PA USD 14063521.07000000 0.129318675088 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ASLF9 159699.21000000 PA USD 157423.59000000 0.001447561388 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HJL58 174802.78000000 PA USD 167357.96000000 0.001538911169 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.50000000 N N N N N N CoreVest American Finance Trust N/A 21873CAA1 952548.13000000 PA USD 934804.35000000 0.008595831684 Long ABS-O CORP US Y 2 2053-08-15 Fixed 1.35800000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAD6 4000000.00000000 PA USD 3997580.40000000 0.036759059008 Long ABS-O CORP US N 2 2030-08-15 Fixed 4.77000000 N N N N N N Carvana Auto Receivables Trust N/A 14688NAD1 3250000.00000000 PA USD 3297873.48000000 0.030325025071 Long ABS-O CORP US Y 2 2030-03-11 Fixed 5.08000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8G8 32680000.00000000 PA USD 32658013.55000000 0.300301113943 Long DBT CORP US N 2 2027-10-15 Variable 4.44700000 N N N N N N MVW LLC N/A 55389QAA5 7495103.35000000 PA USD 7358511.09000000 0.067663915746 Long ABS-O CORP US Y 2 2042-03-20 Fixed 4.43000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CB65 16758299.38000000 PA USD 16891356.93000000 0.155321550538 Long ABS-MBS USGA US N 2 2057-11-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393BUF0 91189.89000000 PA USD 9636.28000000 0.000088608745 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.50000000 N N N N N N Harley-Davidson Motorcycle Trust N/A 412922AC0 15539000.00000000 PA USD 15692640.31000000 0.144298959230 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410D5T3 83834.12000000 PA USD 85621.24000000 0.000787315300 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.33700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DWH8 113407.13000000 PA USD 118899.97000000 0.001093324105 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Veros Auto Receivables Trust N/A 92512WAA5 1392657.19000000 PA USD 1399136.67000000 0.012865519206 Long ABS-O CORP US Y 2 2027-11-15 Fixed 6.28000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKNY2 2314410.00000000 PA USD 2224770.35000000 0.020457490880 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B0EN2 2469391.62000000 PA USD 2029422.34000000 0.018661202048 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMW8 198935000.00000000 PA USD 198297787.32000000 1.823412998884 Long DBT UST US N 2 2028-04-15 Fixed 3.75000000 N N N N N N Reach ABS Trust N/A 75525PAA0 4671259.77000000 PA USD 4667189.23000000 0.042916331166 Long ABS-O CORP US Y 2 2032-08-16 Fixed 4.96000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSAJ2 195629.82000000 PA USD 26382.79000000 0.000242598381 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BN2R4 200916.35000000 PA USD 198093.68000000 0.001821536165 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XRJ8 3222.04000000 PA USD 3228.32000000 0.000029685458 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGL34 88747.69000000 PA USD 89184.55000000 0.000820081101 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.44000040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDW34 353401.36000000 PA USD 295601.81000000 0.002718155306 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A26C2 24876.22000000 PA USD 24688.56000000 0.000227019382 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3.50000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAB0 5645000.00000000 PA USD 5798773.86000000 0.053321621873 Long DBT CORP BE Y 2 2029-01-19 Variable 5.79600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JNBN4 25310.19000000 PA USD 25616.19000000 0.000235549243 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.54999840 N N N N N N Oportun Funding Trust N/A 68377NAA9 11181181.52000000 PA USD 11180575.50000000 0.102809047832 Long ABS-O CORP US Y 2 2029-08-15 Fixed 5.26000000 N N N N N N Westpac New Zealand Ltd. 549300MW73M5PK1PNG73 96122FAA5 8935000.00000000 PA USD 9018750.97000000 0.082930364350 Long DBT CORP NZ Y 2 2028-02-15 Fixed 4.90200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TMFZ4 268.18000000 PA USD 264.88000000 0.000002435658 Long ABS-MBS USGSE US N 2 2029-09-25 Variable 7.98999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENTQ2 568663.68000000 PA USD 561283.59000000 0.005161186152 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395D7E3 164998.08000000 PA USD 163512.97000000 0.001503555228 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 4.83644880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJY38 341006.91000000 PA USD 328543.34000000 0.003021063446 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N KKR Static CLO Ltd. N/A 48255QAU7 14933813.30000000 PA USD 14904781.97000000 0.137054344160 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 5.24946960 N N N N N N Carvana Auto Receivables Trust N/A 14688PAC8 7714000.00000000 PA USD 7785062.91000000 0.071586199216 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.33000000 N N N N N N Carvana Auto Receivables Trust N/A 14687QAC7 6500000.00000000 PA USD 6523280.40000000 0.059983696426 Long ABS-O CORP US Y 2 2028-03-10 Fixed 5.60000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286XAF1 563716.08000000 PA USD 561801.64000000 0.005165949792 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802918AF9 10600000.00000000 PA USD 10697035.58000000 0.098362740148 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.69000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128CUTW6 128840.08000000 PA USD 129452.47000000 0.001190357793 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8SW1 648700.32000000 PA USD 14325.64000000 0.000131728944 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379GHY6 7048014.95000000 PA USD 6549515.20000000 0.060224933991 Long ABS-MBS USGA US N 2 2044-09-16 Fixed 2.25000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAN1 21890000.00000000 PA USD 21916362.78000000 0.201528122534 Long DBT CORP CA N 2 2026-02-02 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AR5M6 25730280.33000000 PA USD 24618222.76000000 0.226372608573 Long ABS-MBS USGSE US N 2 2046-05-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ASX7 610732.13000000 PA USD 532170.05000000 0.004893477632 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 13587383.09000000 0.124940430662 Long DBT CORP US N 2 2026-12-09 Variable 1.09300000 N N N N N N Diageo Investment Corp. S4G8DPIPDVCF6CB81Z61 25245BAC1 8770000.00000000 PA USD 8948183.95000000 0.082281477526 Long DBT CORP US N 2 2030-08-15 Fixed 5.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384HAA6 7472554.92000000 PA USD 7436887.67000000 0.068384614029 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLQG9 4505000.00000000 PA USD 4638008.32000000 0.042648003156 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 5.34000000 N N N N N N Veros Auto Receivables Trust N/A 92512VAC3 1853627.71000000 PA USD 1850417.97000000 0.017015198331 Long ABS-O CORP US Y 2 2027-08-16 Fixed 5.03000000 N N N N N N FREMF Mortgage Trust 549300KQ08QVSM4XK212 30297MAU4 7000000.00000000 PA USD 6948320.40000000 0.063892078217 Long ABS-MBS USGSE US Y 2 2025-09-25 Variable 4.08518640 N N N N N N Westlake Automobile Receivables Trust N/A 959926AG1 7072000.00000000 PA USD 7227279.20000000 0.066457195604 Long ABS-O CORP US Y 2 2028-11-15 Fixed 7.01000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4X28 408126.21000000 PA USD 418596.30000000 0.003849129861 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.19599960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABU84 290669.96000000 PA USD 256272.14000000 0.002356506129 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392F4F1 194542.58000000 PA USD 198795.67000000 0.001827991192 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394V5L0 41058.13000000 PA USD 40634.99000000 0.000373652020 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 4.73645160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCJ3 84862.82000000 PA USD 85063.83000000 0.000782189733 Long ABS-MBS USGA US N 2 2065-04-20 Floating 4.83343920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EBP25 1149386.31000000 PA USD 1099421.29000000 0.010109538278 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Neuberger Berman Loan Advisers CLO 38 Ltd. 549300SM4FYZ8US63U33 64133RAU0 14000000.00000000 PA USD 13926192.00000000 0.128055889382 Long ABS-CBDO CORP KY Y 2 2036-10-20 Floating 5.22947160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSJ6 951464.58000000 PA USD 955517.34000000 0.008786294400 Long ABS-MBS USGA US N 2 2066-02-20 Floating 5.35344120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFN91 164057.25000000 PA USD 161896.63000000 0.001488692453 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384WTW5 9867244.27000000 PA USD 10062555.52000000 0.092528488517 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7XJ7 527240.57000000 PA USD 507630.75000000 0.004667830744 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A8VK1 167501.07000000 PA USD 165604.79000000 0.001522790197 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 4.89675960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133LPTP2 10773962.00000000 PA USD 10222325.13000000 0.093997622327 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329PNL3 8125545.97000000 PA USD 7938404.98000000 0.072996229693 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.00000000 N N N N N N MVW LLC N/A 55400EAA7 669494.89000000 PA USD 646758.24000000 0.005947153510 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 1185402.10000000 PA USD 280963.29000000 0.002583549328 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.95920160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398MEV4 85499.26000000 PA USD 84904.68000000 0.000780726296 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 4.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3C6 30055000.00000000 PA USD 30004268.66000000 0.275899061891 Long DBT CORP FR Y 2 2029-05-09 Variable 4.79200000 N N N N N N Veros Auto Receivables Trust N/A 924933AC8 1500000.00000000 PA USD 1540184.70000000 0.014162501965 Long ABS-O CORP US Y 2 2028-11-15 Fixed 8.32000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398VLR5 1677994.40000000 PA USD 1712110.04000000 0.015743411687 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REA0 1466548.24000000 PA USD 1467120.63000000 0.013490653949 Long ABS-MBS USGA US N 2 2065-07-20 Floating 5.03344080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NKEF9 23627.03000000 PA USD 24121.76000000 0.000221807471 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 7.64499960 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 38377FXL0 1000124.48000000 PA USD 991656.53000000 0.009118606070 Long ABS-MBS USGA US N 2 2040-05-16 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DS3 53763687.94000000 PA USD 3228928.82000000 0.029691056377 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 1.77099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHT67 1135836.15000000 PA USD 1103592.94000000 0.010147897964 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395WJG3 700.94000000 PA USD 722.54000000 0.000006643991 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 5.74080480 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBS8 7435000.00000000 PA USD 7454278.73000000 0.068544530512 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 18000000.00000000 PA USD 17613984.42000000 0.161966346612 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AD2 817000.00000000 PA USD 820839.65000000 0.007547889000 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.93000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254DB3 33120000.00000000 PA USD 33580036.80000000 0.308779419234 Long DBT CORP GB Y 2 2028-05-14 Variable 5.68800000 N N N N N N Post Road Equipment Finance LLC N/A 737473AB4 11440107.63000000 PA USD 11492331.72000000 0.105675748221 Long ABS-O CORP US Y 2 2029-11-15 Fixed 5.59000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KWH0 485311.18000000 PA USD 499667.04000000 0.004594601826 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N FirstKey Homes Trust N/A 33768NAC6 5000000.00000000 PA USD 4938062.00000000 0.045407094863 Long ABS-O CORP US Y 2 2039-05-19 Fixed 4.49300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417Y3A3 512849.56000000 PA USD 515334.62000000 0.004738670348 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398MJ80 35034.36000000 PA USD 35541.06000000 0.000326811668 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUGF2 549286.52000000 PA USD 482952.10000000 0.004440902487 Long ABS-MBS USGSE US N 2 2046-11-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXHQ8 10787623.43000000 PA USD 10533068.64000000 0.096855010516 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AD5 5500000.00000000 PA USD 5516054.50000000 0.050721924907 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.43000000 N N N N N N Symphony CLO XXIII Ltd. 54930001DQI1CFLYVB48 87167NDL6 23556818.77000000 PA USD 23515217.43000000 0.216230113875 Long ABS-CBDO CORP KY Y 2 2034-01-15 Floating 5.15610000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCA5 10600000.00000000 PA USD 10756998.72000000 0.098914120828 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N Dryden 68 CLO Ltd. 254900MX6QAMC9XBAB53 26252QAS1 2000000.00000000 PA USD 1999410.00000000 0.018385228768 Long ABS-CBDO CORP KY Y 2 2035-07-15 Floating 5.35610160 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DK7 7200000.00000000 PA USD 7299419.90000000 0.067120552931 Long DBT CORP JP N 2 2031-04-24 Variable 5.15900160 N N N N N N Carvana Auto Receivables Trust N/A 14076LAB9 3581010.87000000 PA USD 3579369.33000000 0.032913471462 Long ABS-O CORP US N 2 2028-02-10 Fixed 4.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XF5 1934154.32000000 PA USD 1855526.75000000 0.017062175233 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384NTX3 19704055.43000000 PA USD 19874326.05000000 0.182750927044 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 5.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D57M8 3091594.15000000 PA USD 2651901.91000000 0.024385105249 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 1.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297KUM2 46262.11000000 PA USD 47918.71000000 0.000440628208 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394PJ79 2089293.60000000 PA USD 2119407.84000000 0.019488648146 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Octane Receivables Trust N/A 67571BAB9 6348000.00000000 PA USD 6384140.43000000 0.058704258903 Long ABS-O CORP US Y 2 2029-07-20 Fixed 5.96000000 N N N N N N SCF Equipment Leasing LLC N/A 783896AC7 7073000.00000000 PA USD 7244064.75000000 0.066611544225 Long ABS-O CORP US Y 2 2032-01-20 Fixed 5.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UED2 100131.40000000 PA USD 98570.05000000 0.000906383842 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N GLS Auto Select Receivables Trust N/A 36267FAE8 4000000.00000000 PA USD 4037690.40000000 0.037127883575 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.96000000 N N N N N N JPMorgan Mortgage Trust N/A 466247K51 242134.57000000 PA USD 245920.80000000 0.002261322173 Long ABS-MBS CORP US N 2 2034-08-25 Variable 7.21051560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X97K5 2068156.00000000 PA USD 1998801.59000000 0.018379634239 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.50000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FBC0 11975000.00000000 PA USD 12056612.62000000 0.110864495620 Long DBT CORP FR Y 2 2027-01-23 Fixed 5.08800000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAG4 4419685.78000000 PA USD 4444649.93000000 0.040870009531 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396C3Y4 19256017.97000000 PA USD 19966692.12000000 0.183600263262 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UF21 3581750.38000000 PA USD 3593856.70000000 0.033046687567 Long ABS-MBS USGA US N 2 2067-07-20 Floating 4.90344120 N N N N N N BlueMountain CLO Ltd. N/A 09631EAJ6 27118000.00000000 PA USD 27088631.21000000 0.249088822108 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.35610160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ANVU8 20990652.36000000 PA USD 20162883.89000000 0.185404310743 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GDM1 250437.16000000 PA USD 219556.58000000 0.002018894549 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.00000000 N N N N N N VStrong Auto Receivables Trust N/A 92920CAG2 5375000.00000000 PA USD 5486619.40000000 0.050451259538 Long ABS-O CORP US Y 2 2030-02-15 Fixed 7.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1HM9 1520743.42950000 PA USD 1369376.84000000 0.012591867837 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AKA5 1376862.78000000 PA USD 1199784.76000000 0.011032413204 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N JPMorgan Mortgage Trust N/A 466247JX2 99049.48000000 PA USD 97720.34000000 0.000898570481 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APJX1 172113.86000000 PA USD 164665.27000000 0.001514151004 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S47F8 134169.11000000 PA USD 137878.82000000 0.001267840837 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 7.10600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHSM3 138616.48000000 PA USD 133367.41000000 0.001226356946 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 1.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 22865000.00000000 PA USD 22525605.66000000 0.207130310041 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.02000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G5AQ2 244571.25000000 PA USD 239193.32000000 0.002199460794 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 30298FAJ3 15980000.00000000 PA USD 15781899.14000000 0.145119723360 Long ABS-MBS USGSE US Y 2 2026-05-25 Variable 4.02228360 N N N N N N Progress Residential Trust N/A 74334DAC7 4000000.00000000 PA USD 4008455.60000000 0.036859060029 Long ABS-O CORP US Y 2 2039-07-20 Fixed 4.99700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LKJ73 6419275.43000000 PA USD 6222492.16000000 0.057217850200 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.84000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RC95 2355155.33000000 PA USD 2361066.06000000 0.021710774503 Long ABS-MBS USGA US N 2 2066-10-20 Floating 5.20344000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCA6 20905000.00000000 PA USD 20841368.73000000 0.191643200715 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 2407470.83000000 PA USD 2426737.34000000 0.022314643397 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQJU7 504634.44000000 PA USD 489799.20000000 0.004503863811 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M67C6 487426.00000000 PA USD 482262.07000000 0.004434557436 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BVQ2 91140.52000000 PA USD 91650.33000000 0.000842754754 Long ABS-MBS USGA US N 2 2062-09-20 Floating 4.99344120 N N N N N N DT Auto Owner Trust N/A 23346KAG5 1993000.00000000 PA USD 2018734.21000000 0.018562921198 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.44000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398K5H9 1048227.24000000 PA USD 1047645.05000000 0.009633438820 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Voya CLO Ltd. N/A 92917AAC0 4500000.00000000 PA USD 4506012.00000000 0.041434253830 Long ABS-CBDO CORP KY Y 2 2031-04-19 Floating 5.83107840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AD2F4 1932079.32000000 PA USD 1950598.22000000 0.017936388489 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Mariner Finance Issuance Trust N/A 567920AB9 1500000.00000000 PA USD 1511109.00000000 0.013895141396 Long ABS-O CORP US Y 2 2038-05-20 Fixed 5.33000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBC1 12135000.00000000 PA USD 12309598.50000000 0.113190783514 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BUEU8 6318866.19000000 PA USD 6235053.38000000 0.057333354726 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 3.50000000 N N N N N N SBNA Auto Lease Trust N/A 78414SAE4 19499341.88000000 PA USD 19538958.69000000 0.179667114502 Long ABS-O CORP US Y 2 2026-11-20 Fixed 5.39000000 N N N N N N SCF Equipment Leasing LLC N/A 78397WAD8 1590057.25000000 PA USD 1593420.22000000 0.014652019980 Long ABS-O CORP US Y 2 2032-02-20 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABQH9 9639578.92000000 PA USD 9860164.30000000 0.090667435066 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXN40 1724382.72000000 PA USD 1525867.82000000 0.014030853572 Long ABS-MBS USGSE US N 2 2047-04-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQMN6 16151808.64000000 PA USD 16402475.02000000 0.150826121509 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 6.00000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35041LAA8 6069343.76000000 PA USD 5675006.96000000 0.052183544755 Long ABS-O CORP US Y 2 2041-05-15 Fixed 1.27000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830RAC6 5000000.00000000 PA USD 4847768.00000000 0.044576812007 Long ABS-O CORP US Y 2 2039-09-04 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XRYV1 24301670.61000000 PA USD 24640327.03000000 0.226575864564 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EM6K2 246993.37000000 PA USD 246471.71000000 0.002266387971 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BFGP0 677789.51000000 PA USD 671621.42000000 0.006175778580 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AHWJ3 1787803.32000000 PA USD 1623202.95000000 0.014925881921 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 2.00000000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAF6 3650000.00000000 PA USD 3473693.32000000 0.031941745994 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.12000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395XRF4 486255.71000000 PA USD 493229.69000000 0.004535408288 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5.00000000 N N N N N N 2025-06-30 JPMorgan Trust II Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX