NPORT-P false 0000939934 XXXXXXXX S000014581 C000039813 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT OPPORTUNISTIC INCOME FUND S000014581 QITQ3ENZHD0VPXRH4978 2022-05-31 2021-11-30 N 827706343.25 38498844.98 789207498.27 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N FCG ACQUISITIONS, INC. N/A 30260UAF2 857128.00000000 PA USD 854985.18000000 0.108334649870 Long LON US N 3 2029-03-30 Floating 6.75000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287EAD7 130000.00000000 PA USD 129311.90000000 0.016385031855 Long ABS-MBS US N 2 2025-12-15 Fixed 0.60000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12656QAB0 330000.00000000 PA USD 329306.47000000 0.041726221649 Long ABS-MBS US Y 2 2025-12-15 Fixed 0.81000000 N N N N N N VT TOPCO, INC. 5493007T812R37X02Y38 75774EAH8 37531.91000000 PA USD -23.27000000 -0.00000294852 Long LON US N 2 2025-08-01 Floating 0.00000000 N N N N N N MISSOURI HIGHER ED LN AUTH STUDENT LN REV N/A 606072LD6 940986.56000000 PA USD 943324.25000000 0.119528039465 Long ABS-MBS US N 2 2061-01-25 Floating 0.84162960 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03463WAA1 77102.94000000 PA USD 77517.04000000 0.009822136785 Long ABS-MBS US N 2 2049-03-25 Floating 3.62800080 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36258XAA8 30694.75000000 PA USD 30763.76000000 0.003898057236 Long ABS-MBS US N 2 2024-02-15 Fixed 2.17000000 N N N N N N BA MORTGAGE SECURITIES INCORPORATED N/A 05949AH86 13822.05000000 PA USD 14249.87000000 0.001805592322 Long ABS-MBS US N 2 2035-02-25 Floating 2.50244280 N N N N N N MFA TRUST N/A 55283FAA6 1498907.78000000 PA USD 1493545.74000000 0.189246268348 Long ABS-MBS US Y 2 2065-04-25 Floating 1.15300080 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464XAL4 146533.06000000 PA USD 148389.85000000 0.018802387246 Long ABS-MBS US N 2 2065-01-26 Floating 2.53100160 N N N N N N PUG/Viagogo/StubHub 7/21 Incremental N/A N/A 764974.33000000 PA USD 757324.59000000 0.095960136169 Long LON US N 2 2027-02-12 Floating 4.74999840 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 126670WU8 346363.52000000 PA USD 346344.64000000 0.043885117761 Long ABS-MBS US N 2 2036-07-25 Floating 0.67163040 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025286AA3 136201.58000000 PA USD 136004.13000000 0.017233000231 Long ABS-MBS US Y 2 2025-06-13 Fixed 0.33000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BXC5 368197.33000000 PA USD 387402.82000000 0.049087574668 Long DBT USGA US N 2 2030-12-01 Fixed 3.00000000 N N N N N N CVENT INC TLB 1L COVLITE N/A 23248RAB0 1398261.33000000 PA USD 1385271.48000000 0.175526903005 Long LON US N 2 2024-11-29 Floating 3.83699880 N N N N N N DIAMOND SPORTS GROUP, LLC 5493002K6DHWNZH8YA34 25277LAA4 427000.00000000 PA USD 188947.50000000 0.023941422302 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N RADNOR RE/ESSENT N/A 75049TAB7 938483.35000000 PA USD 938202.74000000 0.118879096062 Long ABS-MBS BM N 2 2029-06-25 Floating 1.84163040 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AH2 1062499.99000000 PA USD 1058172.75000000 0.134080422743 Long ABS-MBS US N 2 2036-10-15 Floating 1.89000000 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAC4 475000.00000000 PA USD 471261.18000000 0.059713216236 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N DBCG N/A 233062AJ7 1100000.00000000 PA USD 1093511.76000000 0.138558207112 Long ABS-MBS US N 2 2034-06-15 Floating 1.10000160 N N N N N N CP ATLAS BUYER, INC. 2549006ZZ07G0NDDCR36 12597YAA7 710000.00000000 PA USD 681600.00000000 0.086365119628 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N LANDesk Software 10/21 2nd Lien TL N/A N/A 1130000.00000000 PA USD 1128587.50000000 0.143002632701 Long LON US N 2 2028-12-01 Floating 0.00000000 N N N N N N MASTR ALTERNATIVE LOAN TR N/A 576434FF6 911800.64000000 PA USD 953537.13000000 0.120822107251 Long ABS-MBS US N 2 2033-07-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYP31 81912.21000000 PA USD 81931.07000000 0.010381435830 Long DBT USGA US N 2 2024-10-25 Floating 0.48038040 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UNN1 679706.17000000 PA USD 688899.13000000 0.087289987932 Long ABS-MBS US N 2 2034-12-25 Floating 2.03841720 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831TAA5 391894.87000000 PA USD 390850.35000000 0.049524409088 Long ABS-MBS US Y 2 2056-11-27 Floating 1.15611840 N N N N N N FCG Acquisitions Inc N/A 26658NAB5 140360.00000000 PA USD -350.90000000 -0.00004446232 Long LON US N 2 2029-03-30 Floating 0.00000000 N N N N N N OBX TRUST N/A 670857AA9 2023512.02000000 PA USD 2014170.88000000 0.255214361801 Long ABS-MBS US Y 2 2061-05-25 Floating 1.10099880 N N N N N N ELARA HGV TIMESHARE N/A 28416DAA8 541335.32000000 PA USD 548949.85000000 0.069557100154 Long ABS-MBS US N 2 2030-03-25 Fixed 2.69000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAK7 2500000.00000000 PA USD 2507947.50000000 0.317780495686 Long ABS-MBS US Y 2 2053-01-15 Floating 0.81950040 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 83192CAC1 1142482.92000000 PA USD 1153400.83000000 0.146146714587 Long ABS-MBS US N 2 2037-06-15 Floating 1.08950040 N N N N N N DCG ACQUISITION CORP. N/A 23308UAG9 2770093.74000000 PA USD 2759705.89000000 0.349680647491 Long LON US N 3 2026-09-30 Floating 4.59163080 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC N/A 654740AW9 800000.00000000 PA USD 800499.25000000 0.101430770963 Long DBT CORP US N 2 2022-01-13 Floating 1.01175120 N N N N N N PACKAGING COORDINATORS MIDCO, INC. N/A 69515EAH5 455174.82000000 PA USD 453563.50000000 0.057470754015 Long LON US N 2 2027-11-30 Floating 4.25000160 N N N N N N IVANTI SOFTWARE, INC. N/A 46583DAF6 833486.84000000 PA USD 825151.97000000 0.104554502055 Long LON US N 2 2027-12-01 Floating 4.74999840 N N N N N N Government National Mortgage Association 2 N/A 3620E0F27 408435.10000000 PA USD 417519.80000000 0.052903678806 Long DBT USGA US N 2 2060-09-20 Floating 1.47999960 N N N N N N MARLETTE FUNDING TRUST N/A 57110NAA4 59415.50000000 PA USD 59419.22000000 0.007528973068 Long ABS-MBS US Y 2 2031-06-16 Fixed 0.60000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7M0 300000.00000000 PA USD 300323.12000000 0.038053759075 Long DBT NUSS CA N 2 2024-01-19 Floating 0.33087960 N N N N N N PALMER SQUARE LOAN FUNDING LTD. N/A 69702BAA9 240000.00000000 PA USD 239939.04000000 0.030402529186 Long ABS-CBDO CORP KY Y 2 2029-07-20 Floating 0.97099920 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24381WAC2 846000.61000000 PA USD 839454.09000000 0.106366714943 Long ABS-MBS US Y 2 2066-04-25 Floating 1.26000000 N N N N N N CQP HOLDCO LP N/A 12657QAB9 4465.68000000 PA USD 4442.64000000 0.000562924200 Long LON US N 3 2028-06-05 Floating 4.25000160 N N N N N N INTELSAT JACKSON HOLDINGS S.A. N/A L5137LAG0 354687.50000000 PA USD 355219.53000000 0.045009649652 Long LON LU N 2 2024-01-02 Floating 8.75000160 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC N/A 92888EAB9 59012.82000000 PA USD 59025.94000000 0.007479140800 Long ABS-MBS US Y 2 2023-04-17 Fixed 0.37000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FBV9 769432.74000000 PA USD 769597.48000000 0.097515226564 Long ABS-MBS US N 2 2033-09-25 Floating 2.51419680 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398TTV3 127173.40000000 PA USD 139935.62000000 0.017731156927 Long DBT USGA US N 2 2040-08-25 Fixed 5.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDC0 250000.00000000 PA USD 254673.89000000 0.032269573028 Long DBT CORP US N 2 2023-01-15 Fixed 2.45000000 N N N N N N BROOKFIELD PROPERTY REIT INC. 549300K1JD1LDRNBET48 11284DAC9 886000.00000000 PA USD 841700.00000000 0.106651292827 Long DBT CORP US N 2 2027-04-01 Fixed 4.50000000 N N N N N N GLOBAL MEDICAL RESPONSE, INC. N/A 00169QAF6 1122668.89000000 PA USD 1114248.87000000 0.141185793652 Long LON US N 2 2025-10-02 Floating 5.24999880 N N N N N N Snap One 11/21 Cov-Lite TLB N/A N/A 835000.00000000 PA USD 828737.50000000 0.105008822371 Long LON US N 2 2028-11-23 Floating 0.00000000 N N N N N N BRE GRAND ISLANDER TIMESHARE ISSUER LLC N/A 05584AAA8 2491908.72000000 PA USD 2534166.01000000 0.321102627072 Long ABS-MBS US N 2 2029-05-25 Fixed 2.94000000 N N N N N N BRE GRAND ISLANDER TIMESHARE ISSUER LLC N/A 05588UAA0 1043469.42000000 PA USD 1076919.40000000 0.136455799312 Long ABS-MBS US N 2 2033-09-26 Fixed 3.28000000 N N N N N N ECI MACOLA/MAX HOLDING, LLC N/A 26825UAK7 1978526.83000000 PA USD 1972353.83000000 0.249915748940 Long LON US N 2 2027-11-09 Floating 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGMD3 490765.86000000 PA USD 520959.76000000 0.066010492949 Long DBT USGA US N 2 2036-07-01 Floating 2.27999880 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86359DCQ8 369961.44000000 PA USD 370106.80000000 0.046896006539 Long ABS-MBS US N 2 2035-05-25 Floating 0.79662960 N N N N N N NEUBERGER BERMAN CLO LTD N/A 64131JAL0 590000.00000000 PA USD 590575.25000000 0.074831429160 Long ABS-CBDO CORP KY Y 2 2029-10-18 Floating 1.05225120 N N N N N N DANA INCORPORATED KVWHW7YLZPFJM8QYNJ51 235825AJ5 535000.00000000 PA USD 521683.85000000 0.066102241950 Long DBT CORP US N 2 2032-02-15 Fixed 4.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608WAL8 1500000.00000000 PA USD 1490687.70000000 0.188884127845 Long ABS-MBS US Y 2 2038-06-15 Floating 1.49000040 N N N N N N EyeCare Partners 10/21 Incremental Cov-Lite TL N/A N/A 444000.00000000 PA USD 441780.00000000 0.055977673928 Long LON US N 2 2028-10-14 Floating 4.25000160 N N N N N N SYMPHONY STATIC CLO LTD N/A 87190TAA1 390000.00000000 PA USD 389901.72000000 0.049404208760 Long ABS-CBDO CORP KY Y 2 2029-10-25 Floating 0.95910840 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828FAN2 2085976.79000000 PA USD 2090627.68000000 0.264902156224 Long ABS-MBS US N 2 2048-01-25 Floating 1.13600160 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 761128AJ6 423319.20000000 PA USD 299110.83000000 0.037900150550 Long ABS-MBS US N 2 2022-08-25 Floating 6.21623880 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 189000.00000000 PA USD 182857.50000000 0.023169762122 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N BBCMS TRUST N/A 05552EAG5 5000000.00000000 PA USD 4984403.50000000 0.631570722645 Long ABS-MBS US N 2 2036-08-15 Floating 1.11949920 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AL6 115000.00000000 PA USD 115047.81000000 0.014577637725 Long DBT CORP US N 2 2023-10-01 Fixed 1.30000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46627QBC1 364.83000000 PA USD 366.72000000 0.000046466867 Long ABS-MBS US N 2 2043-06-12 Floating 5.85500040 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 63111XAC5 155000.00000000 PA USD 154644.70000000 0.019594935468 Long DBT CORP US N 2 2022-12-21 Fixed 0.44500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAH1 600000.00000000 PA USD 606258.82000000 0.076818684734 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST N/A 86358ELS3 2767062.98000000 PA USD 2786818.43000000 0.353116060872 Long ABS-MBS US N 2 2034-09-25 Floating 1.09163160 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247QJ5 290028.34000000 PA USD 297166.52000000 0.037653788218 Long ABS-MBS US N 2 2035-06-25 Floating 2.72038320 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJU4 475000.00000000 PA USD 477649.49000000 0.060522675094 Long DBT CORP US N 2 2025-04-22 Floating 0.73032120 N N N N N N FCG Acquisitions- Inc. 2nd Lien Delayed N/A N/A 178640.00000000 PA USD 178193.40000000 0.022578776860 Long LON US N 2 2029-04-01 Floating 7.25000040 N N N N N N DRIVETIME AUTO OWNER TRUST N/A 23345EAC9 155000.00000000 PA USD 154776.91000000 0.019611687717 Long ABS-MBS US Y 2 2027-01-15 Fixed 0.81000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12656NAC5 255000.00000000 PA USD 255008.08000000 0.032311918039 Long ABS-MBS US Y 2 2025-02-18 Fixed 0.61000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 205000.00000000 PA USD 201166.50000000 0.025489684327 Long DBT CORP AE N 2 2024-08-01 Fixed 1.55000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30166RAD9 450000.00000000 PA USD 449709.62000000 0.056982431234 Long ABS-MBS US N 2 2025-02-18 Fixed 0.50000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830BAA5 449854.69000000 PA USD 474396.29000000 0.060110464109 Long ABS-MBS US N 2 2057-08-27 Floating 3.99999960 N N N N N N MOZART DEBT MERGER SUB INC. N/A 62482BAB8 1380000.00000000 PA USD 1378275.00000000 0.174640383298 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MM25 797943.67000000 PA USD 772091.89000000 0.097831291731 Long ABS-MBS US N 2 2034-05-25 Floating 2.64719520 N N N N N N ExamWorks/Electron 10/21 TL N/A N/A 1465000.00000000 PA USD 1455843.75000000 0.184469072226 Long LON US N 2 2028-10-07 Floating 0.00000000 N N N N N N FANATICS COMMERC TL 1L B N/A N/A 878750.00000000 PA USD 874356.25000000 0.110789146316 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N CIFC FUNDING LTD N/A 17180WAA3 250000.00000000 PA USD 250009.25000000 0.031678519343 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.17150120 N N N N N N GSR MORTGAGE LOAN TRUST N/A 36242DUL5 48553.02000000 PA USD 48274.33000000 0.006116810864 Long ABS-MBS US N 2 2035-01-25 Floating 2.65363560 N N N N N N GCAT TRUST N/A 36168KAA5 655192.59000000 PA USD 648450.00000000 0.082164703379 Long ABS-MBS US Y 2 2066-07-25 Floating 1.26200160 N N N N N N HYLAND SOFTWARE N/A 44908XAT5 864085.62000000 PA USD 861631.62000000 0.109176816222 Long LON US N 2 2024-07-01 Floating 4.25000160 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530QAA5 53881.70000000 PA USD 53894.41000000 0.006828927768 Long ABS-MBS US Y 2 2024-03-13 Fixed 0.53000000 N N N N N N LASERSHIP, INC. N/A 51809EAB1 945000.00000000 PA USD 945000.00000000 0.119740372724 Long LON US N 2 2028-05-07 Floating 5.24999880 N N N N N N Government National Mortgage Association N/A 38379K6Q6 12110783.73000000 PA USD 463759.45000000 0.058762676611 Long DBT USGA US N 2 2055-11-16 Floating 0.83210040 N N N N N N PACKERS HOLDINGS, LLC N/A 69519UAF9 1706753.19000000 PA USD 1688627.47000000 0.213964955186 Long LON US N 2 2028-03-09 Floating 3.99999960 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844WAC4 215000.00000000 PA USD 212867.33000000 0.026972289349 Long ABS-MBS US Y 2 2027-06-15 Fixed 0.93000000 N N N N N N HIGHTOWER HOLDING, LLC N/A 43117LAG8 936420.98000000 PA USD 932909.40000000 0.118208380184 Long LON US N 2 2028-04-21 Floating 4.74999840 N N N N N N N/A N/A N/A 2800000.00000000 PA USD 2800000.00000000 0.354786289554 Long RA US N 2 Repurchase Y 0.05000040 N/A 1009885.17680000 USD 1030082.89000000 USD AMBS 1790194.91472630 USD 1825998.81000000 USD UST N N N MFA LLC N/A 552747AA5 158886.87000000 PA USD 157593.98000000 0.019968636935 Long ABS-MBS US Y 2 2056-01-25 Floating 0.85200120 N N N N N N THORNBURG MORTGAGE SECURITIES TRUST N/A 885220FS7 2216397.39000000 PA USD 2256260.63000000 0.285889406137 Long ABS-MBS US N 2 2034-09-25 Floating 0.83162880 N N N N N N Achilles/OneDigital Health 11/21 TL N/A N/A 436276.59000000 PA USD 434370.06000000 0.055038764957 Long LON US N 2 2027-11-16 Floating 0.00000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843WAA9 216345.16000000 PA USD 215800.47000000 0.027343945726 Long ABS-MBS US Y 2 2025-06-16 Fixed 0.31000000 N N N N N N HOME RE LIMITED N/A 43730VAA6 3000000.00000000 PA USD 2995718.70000000 0.379585686472 Long ABS-MBS BM Y 2 2034-01-25 Floating 1.29966840 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAL0 300000.00000000 PA USD 313939.35000000 0.039779063261 Long DBT CORP US N 2 2023-05-15 Fixed 4.25000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAN5 2000000.00000000 PA USD 1988172.80000000 0.251920160966 Long ABS-MBS US Y 2 2036-09-15 Floating 2.09000160 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237MAC4 1500000.00000000 PA USD 1526778.90000000 0.193457221750 Long ABS-MBS US N 2 2025-03-20 Fixed 2.80000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17313JAE4 125730.43000000 PA USD 125799.93000000 0.015940032282 Long ABS-MBS US N 2 2037-07-25 Floating 1.39200120 N N N N N N INVITATION HOMES TRUST N/A 46187VAA7 737138.17000000 PA USD 737535.63000000 0.093452689136 Long ABS-MBS US N 2 2037-07-17 Floating 1.09100160 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027A0KE8 300000.00000000 PA USD 301460.40000000 0.038197863129 Long DBT NUSS AU N 2 2026-06-15 Floating 0.57000240 N N N N N N THORNBURG MORTGAGE SECURITIES TRUST N/A 885220HB2 896451.95000000 PA USD 911711.98000000 0.115522468045 Long ABS-MBS US N 2 2045-04-25 Floating 2.16460440 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FLD8 1543410.36000000 PA USD 1588222.51000000 0.201242704039 Long ABS-MBS US N 2 2034-03-25 Floating 2.42732520 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96041LAE2 343070.87000000 PA USD 345066.68000000 0.043723188230 Long ABS-MBS US N 2 2024-07-15 Fixed 2.84000000 N N N N N N AUTOKINITON US HOLDINGS, INC. N/A 05278HAB2 1582134.75000000 PA USD 1579002.12000000 0.200074394054 Long LON US N 2 2028-04-06 Floating 5.00000040 N N N N N N United States of America N/A N/A -5.00000000 NC USD -606992.19000000 -0.07691160959 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2022 2022-04-03 -602373.75000000 USD -4618.44000000 N N N TRITON WATER HOL TL 1L B N/A 89678QAB2 2003812.50000000 PA USD 1993052.03000000 0.252538405219 Long LON US N 2 2028-03-31 Floating 3.99999960 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81743VAA1 1328452.74000000 PA USD 1344511.08000000 0.170362177620 Long ABS-MBS US N 2 2027-10-20 Floating 0.89112960 N N N N N N Ardent Health 8/21 TLB N/A N/A 928166.00000000 PA USD 924685.38000000 0.117166319634 Long LON US N 2 2028-08-24 Floating 3.99999960 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464RAA1 29123.68000000 PA USD 29209.14000000 0.003701072286 Long ABS-MBS US N 2 2059-12-25 Floating 2.46600000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573JAA4 250453.44000000 PA USD 248181.23000000 0.031446892046 Long ABS-MBS US Y 2 2056-06-25 Floating 1.12700160 N N N N N N ALLEGRO CLO LTD N/A 01751EAC2 2009384.82720000 PA USD 2008878.46000000 0.254543762496 Long ABS-CBDO CORP KY N 2 2028-10-21 Floating 1.20949920 N N N N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057BN3 400000.00000000 PA USD 410700.00000000 0.052039546114 Long DBT CORP US N 2 2022-11-15 Fixed 4.75000000 N N N N N N UBS AG LONDON BRANCH N/A 902674YL8 400000.00000000 PA USD 401410.78000000 0.050862514722 Long DBT NUSS CH N 2 2024-08-09 Floating 0.50000040 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887CG5 225000.00000000 PA USD 223491.38000000 0.028318456234 Long DBT CORP US N 2 2023-08-11 Fixed 0.50000000 N N N N N N GLOBAL MEDICAL RESPONSE, INC. 549300ZFWD4ZFCEJCQ87 37960BAA3 508000.00000000 PA USD 508000.00000000 0.064368369676 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N AQUA FINANCE TRUST N/A 03842VAA5 187284.70000000 PA USD 185837.79000000 0.023547392847 Long ABS-MBS US Y 2 2046-07-17 Fixed 1.54000000 N N N N N N CHARTER NEXT GENERATION, INC. N/A 16125TAJ1 2839669.06000000 PA USD 2840066.61000000 0.359863105232 Long LON US N 2 2027-12-01 Floating 4.50000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830UAA3 69303.94000000 PA USD 69516.61000000 0.008808407187 Long ABS-MBS US N 2 2060-05-24 Floating 1.65017160 N N N N N N ASURION LLC N/A 04649VAY6 1029825.00000000 PA USD 1014892.54000000 0.128596413772 Long LON US N 2 2027-07-31 Floating 3.33699840 N N N N N N COMM MORTGAGE TRUST N/A 12630DAZ7 24957737.05000000 PA USD 259572.94000000 0.032890328661 Long DBT USGA US N 2 2047-02-10 Floating 0.69378480 N N N N N N ION TRADING FINANCE LIMITED N/A L5582BAV9 1840387.50000000 PA USD 1835216.01000000 0.232539099542 Long LON US N 2 2028-04-01 Floating 4.91663160 N N N N N N MEDLINE INDUSTRIES 7/21 BRIDGE N/A N/A 1037692.31000000 PA USD 1037692.31000000 0.131485358701 Long LON US N 3 2028-07-21 Floating 0.00000000 N N N N N N SOUTHERN NATURAL GAS COMPANY, L.L.C. N/A 84346LAC4 205000.00000000 PA USD 204315.16000000 0.025888649112 Long DBT CORP US N 2 2023-04-28 Fixed 0.62500000 N N N N N N EverArc Escrow SARL N/A 29977LAA9 542000.00000000 PA USD 528450.00000000 0.066959576684 Long DBT NUSS US N 2 2029-10-30 Fixed 5.00000000 N N N N N N Radnet Management, Inc. N/A 75049EAM6 648375.00000000 PA USD 643920.67000000 0.081590794741 Long LON US N 2 2028-04-23 Floating 5.24999880 N N N N N N BRAVO MORTGAGE ASSET TRUST N/A 105667AB5 29314.12000000 PA USD 29308.98000000 0.003713722951 Long ABS-MBS US N 2 2036-07-25 Floating 0.33162840 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81743SAA8 376481.66000000 PA USD 369195.01000000 0.046780474185 Long ABS-MBS US N 2 2032-09-20 Floating 0.79112880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400YA22 107016.92000000 PA USD 107913.51000000 0.013673654930 Long DBT USGA US N 2 2033-04-01 Floating 1.91499840 N N N N N N MILANO ACQUISITION N/A 59909TAC8 3099385.96000000 PA USD 3093590.11000000 0.391986913046 Long LON US N 2 2027-10-01 Floating 4.74999840 N N N N N N VOYA CLO N/A 92916WAA7 500000.00000000 PA USD 500600.00000000 0.063430720196 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 1.09388160 N N N N N N CNH EQUIPMENT TRUST N/A 12597PAB4 978.40000000 PA USD 978.68000000 0.000124007944 Long ABS-MBS US N 2 2023-07-17 Fixed 1.08000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 12433YAJ6 904670.70000000 PA USD 904143.01000000 0.114563408480 Long ABS-MBS US Y 2 2037-10-15 Floating 1.48950000 N N N N N N DIEBOLD NIXDORF, INCORPORATED 549300XZK6EWDBAZSY16 253657AA8 1083000.00000000 PA USD 1149488.84000000 0.145651028724 Long DBT CORP US N 2 2025-07-15 Fixed 9.37500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBC2 525000.00000000 PA USD 526409.38000000 0.066701010970 Long DBT NUSS JP N 2 2024-05-25 Floating 0.81024840 N N N N N N METLIFE SECURITIZATION TRUST N/A 59166BAA9 172481.34000000 PA USD 176147.00000000 0.022319478766 Long ABS-MBS US N 2 2055-04-25 Floating 2.99999880 N N N N N N HPEFS EQUIPMENT TRUST N/A 40441JAD3 155000.00000000 PA USD 153630.14000000 0.019466381190 Long ABS-MBS US Y 2 2028-09-20 Fixed 0.61000000 N N N N N N MARINER WEALTH ADVISORS, LLC 549300XJJOOU336E5R24 N/A 164500.00000000 PA USD -2056.25000000 -0.00026054618 Long LON US N 2 2028-04-21 Floating 0.00000000 N N N N N N DEXT ABS LLC N/A 23345CAA7 150000.00000000 PA USD 149930.48000000 0.018997599532 Long ABS-MBS US Y 2 2028-02-15 Fixed 1.12000000 N N N N N N CONSOLIDATED COMMUNICATIONS, INC. N/A 20903EBB0 1063874.68000000 PA USD 1058108.48000000 0.134072279130 Long LON US N 2 2027-10-02 Floating 4.25000160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408C2W5 362443.79000000 PA USD 378148.54000000 0.047914970502 Long DBT USGA US N 2 2035-10-01 Floating 1.73999880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128Q2CR2 439018.01000000 PA USD 468378.22000000 0.059347918136 Long DBT USGA US N 2 2035-06-01 Floating 2.30600160 N N N N N N VERUS SECURITIZATION TRUST N/A 92538DAA7 1477032.79000000 PA USD 1470856.28000000 0.186371300731 Long ABS-MBS US Y 2 2064-02-25 Floating 0.91800000 N N N N N N UBS AG LONDON BRANCH N/A 902674YK0 300000.00000000 PA USD 296811.26000000 0.037608773440 Long DBT NUSS CH N 2 2024-08-09 Fixed 0.70000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834CAA3 241302.76000000 PA USD 240867.02000000 0.030520112964 Long ABS-MBS US Y 2 2025-08-15 Fixed 1.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137G0UD9 1148288.53000000 PA USD 1159650.73000000 0.146938635598 Long DBT USGA US N 2 2030-09-25 Floating 2.39199840 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BM6 300000.00000000 PA USD 300868.20000000 0.038122825829 Long DBT CORP US N 2 2024-03-18 Floating 0.54956880 N N N N N N ADJUSTABLE RATE MORTGAGE TRUST N/A 007036FX9 2354972.44000000 PA USD 2312784.05000000 0.293051454157 Long ABS-MBS US N 2 2035-05-25 Floating 1.14162840 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831EAA8 108065.35000000 PA USD 107715.89000000 0.013648614621 Long ABS-MBS US N 2 2058-10-25 Floating 0.94053960 N N N N N N PETVET CARE CENTERS, LLC N/A 70476XAK1 1959102.77000000 PA USD 1953597.69000000 0.247539169899 Long LON US N 2 2025-02-14 Floating 4.25000160 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465LAA3 184544.49000000 PA USD 185473.89000000 0.023501283300 Long ABS-MBS US N 2 2065-04-25 Floating 1.69099920 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449DAC0 3106659.00880000 PA USD 3113033.56000000 0.394450580718 Long ABS-MBS US Y 2 2054-09-15 Floating 0.93925080 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CL1 400000.00000000 PA USD 399516.00000000 0.050622428306 Long DBT NUSS DE N 2 2023-11-08 Floating 0.55000440 N N N N N N KKR FINANCIAL CLO, LTD. N/A 48250RBE5 500000.00000000 PA USD 500172.00000000 0.063376488578 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.26113040 N N N N N N CNA FINANCIAL CORPORATION 549300YX2GSZD7YG1R84 126117AE0 100000.00000000 PA USD 111948.96000000 0.014184984334 Long DBT CORP US N 2 2023-11-15 Fixed 7.25000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24380VAA9 96177.88000000 PA USD 95655.84000000 0.012120493052 Long ABS-MBS US Y 2 2065-05-25 Floating 0.71499960 N N N N N N ORGANON & CO N/A 68621XAE3 1496317.62000000 PA USD 1490706.43000000 0.188886501112 Long LON US N 2 2028-06-02 Floating 3.49999920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403K6T5 164059.04000000 PA USD 164522.11000000 0.020846496055 Long DBT USGA US N 2 2033-10-01 Floating 2.01999960 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598L3 300000.00000000 PA USD 299385.41000000 0.037934942414 Long DBT NUSS CA N 2 2023-09-15 Floating 0.31000320 N N N N N N HSBC USA INC. 549300LBOHZ4QSIWU288 40434RFA5 600000.00000000 PA USD 598604.80000000 0.075848848536 Long ABS-APCP US N 2 2022-06-10 None 0.00000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55316EAB8 6776.20000000 PA USD 6780.26000000 0.000859122602 Long ABS-MBS US N 2 2022-10-12 Fixed 2.07000000 N N N N N N AVERY POINT CLO, LIMITED N/A 05364CBC5 500000.00000000 PA USD 500396.00000000 0.063404871481 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 3.72375000 N N N N N N Mirion Technologies 9/21 Cov-Lite TLB N/A N/A 117720.87000000 PA USD 116862.68000000 0.014807598794 Long LON US N 2 2028-10-05 Floating 3.25000080 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573AAA3 80144.98000000 PA USD 80534.01000000 0.010204415211 Long ABS-MBS US N 2 2050-02-25 Floating 2.27499840 N N N N N N RESTAURANT TECHNOLOGIES, INC. N/A 76126KAJ3 974000.00000000 PA USD 966695.00000000 0.122489332921 Long LON US N 3 2026-10-01 Floating 6.58699920 N N N N N N MILEAGE PLUS HOLDINGS LLC N/A 59921PAB2 905000.00000000 PA USD 942901.40000000 0.119474460400 Long LON US N 2 2027-06-21 Floating 6.24999960 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843FAA6 65642.71000000 PA USD 65997.91000000 0.008362554859 Long ABS-MBS US N 2 2024-08-15 Fixed 1.90000000 N N N N N N IVANTI SOFTWARE, INC. N/A 46583DAB5 1408248.16000000 PA USD 1396813.18000000 0.176989344761 Long LON US N 2 2027-12-01 Floating 5.74999920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KMA4 1500000.00000000 PA USD 1500450.15000000 0.190121121921 Long DBT USGA US N 2 2041-11-25 Floating 0.89767080 N N N N N N TGG TS ACQUISITION COMPANY N/A 87242CAB4 1178381.16000000 PA USD 1177886.24000000 0.149249245931 Long LON US N 2 2025-12-14 Floating 6.58699920 N N N N N N CIFC FUNDING LTD N/A 12550MAJ9 852044.32000000 PA USD 852453.30000000 0.108013836902 Long ABS-CBDO CORP KY N 2 2029-04-19 Floating 0.99362880 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAA4 250000.00000000 PA USD 250374.35000000 0.031724780941 Long DBT CORP US N 2 2022-06-22 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397UTT6 513384.80000000 PA USD 522291.62000000 0.066179252116 Long DBT USGA US N 2 2041-07-25 Floating 0.54200160 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LG4 600000.00000000 PA USD 604439.80000000 0.076588197821 Long DBT CORP US N 2 2022-04-25 Fixed 2.75000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 134220.69000000 PA USD 133605.48000000 0.016929068754 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CA1 2645000.00000000 PA USD 2673169.25000000 0.338715642699 Long ABS-MBS US N 2 2026-12-15 Floating 0.68924880 N N N N N N INVITATION HOMES TRUST N/A 46187VAE9 500377.00000000 PA USD 501180.16000000 0.063504231916 Long ABS-MBS US N 2 2037-07-17 Floating 1.39100040 N N N N N N Pretium Packaging 9/21 2nd Lien N/A N/A 1685000.00000000 PA USD 1694486.55000000 0.214707355633 Long LON US N 2 2029-09-22 Floating 7.25000040 N N N N N N ASHTON WOODS USA L.L.C. N/A 045086AP0 165000.00000000 PA USD 161535.14000000 0.020468018911 Long DBT CORP US N 2 2030-04-01 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KWF7 148760.68000000 PA USD 158033.76000000 0.020024361190 Long DBT USGA US N 2 2035-05-01 Floating 2.29600080 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828MAA5 174903.61000000 PA USD 185446.03000000 0.023497753177 Long ABS-MBS US N 2 2057-04-25 Floating 3.99999960 N N N N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 03073EAS4 340000.00000000 PA USD 339662.58000000 0.043038438020 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14310MAW7 648029.75000000 PA USD 648239.06000000 0.082137975300 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.09225080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564WAA1 1266029.17000000 PA USD 1266029.04000000 0.160417766275 Long DBT USGA US N 2 2048-11-25 Floating 1.04163120 N N N N N N PALMER SQUARE LOAN FUNDING LTD. N/A 69700KAA1 377040.11000000 PA USD 376799.94000000 0.047744090220 Long ABS-CBDO CORP KY N 2 2026-11-15 Floating 1.05599880 N N N N N N EPICOR SOFTWARE CORPORATION N/A 29426NAQ7 606164.25000000 PA USD 618590.62000000 0.078381239579 Long LON US N 2 2028-07-31 Floating 8.75000160 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59590AAA7 350000.00000000 PA USD 330750.00000000 0.041909130453 Long DBT CORP US N 2 2030-01-15 Fixed 5.62500000 N N N N N N NOMURA ASSET SECURITIES CORPORATION N/A 65535VFM5 794908.66000000 PA USD 806085.95000000 0.102138658308 Long ABS-MBS US N 2 2034-11-25 Floating 1.23162840 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287EAC9 160000.00000000 PA USD 159774.67000000 0.020244950833 Long ABS-MBS US N 2 2025-03-17 Fixed 0.33000000 N N N N N N MORGAN STANLEY DEAN WITTER CAPITAL I INC N/A 61748HFC0 665215.14000000 PA USD 686130.04000000 0.086939118229 Long ABS-MBS US N 2 2034-11-25 Floating 3.44291760 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UTB1 843085.07000000 PA USD 839504.99000000 0.106373164451 Long ABS-MBS US N 2 2030-03-25 Floating 0.55199880 N N N N N N Generation Brands/Visual Comfort 6/21 2 Lien CL TL N/A N/A 1570000.00000000 PA USD 1556262.50000000 0.197193070695 Long LON US N 2 2029-07-23 Floating 7.25000040 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687DAA0 191702.35000000 PA USD 191073.87000000 0.024210853345 Long ABS-MBS US N 2 2028-01-10 Fixed 0.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2HP8 136586114.45000000 PA USD 313547.08000000 0.039729358969 Long DBT USGA US N 2 2023-02-25 Floating 0.34690680 N N N N N N BAYVIEW COMMERCIAL ASSET TRUST N/A 07324SAX0 1576899.62000000 PA USD 1568670.57000000 0.198765289665 Long ABS-MBS US N 2 2035-01-25 Floating 0.64662840 N N N N N N CAMBREX CORPORATION N/A 13201FAU0 2748295.61000000 PA USD 2740050.72000000 0.347190152907 Long LON US N 2 2026-12-04 Floating 4.25000160 N N N N N N ELARA HGV TIMESHARE N/A 28416TAA3 1433206.62000000 PA USD 1445284.97000000 0.183131175662 Long ABS-MBS US N 2 2034-01-25 Fixed 2.61000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FEB0 689847.58000000 PA USD 697194.94000000 0.088341144949 Long ABS-MBS US N 2 2033-10-25 Floating 2.49187320 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460WAB3 225000.00000000 PA USD 225153.13000000 0.028529015562 Long DBT CORP US N 2 2024-04-23 Floating 0.51978240 N N N N N N BANK N/A 06541KAX6 600000.00000000 PA USD 622432.86000000 0.078868087462 Long ABS-MBS US N 2 2061-05-15 Fixed 4.07400000 N N N N N N PRPM LLC N/A 69360GAA1 117236.14000000 PA USD 115849.49000000 0.014679218108 Long ABS-MBS US Y 2 2051-07-25 Floating 1.31900040 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573HAA8 95007.53000000 PA USD 94463.30000000 0.011969387037 Long ABS-MBS US Y 2 2065-05-25 Floating 0.94299840 N N N N N N CROSS FINANCIAL CORP. N/A 22750JAD6 1426653.52000000 PA USD 1427252.71000000 0.180846319013 Long LON US N 2 2027-09-15 Floating 4.74999840 N N N N N N AVERY POINT CLO, LIMITED N/A 05363UAW3 1462616.38000000 PA USD 1463755.76000000 0.185471598180 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 2.47388040 N N N N N N Berlin Packaging 8/21 TLB N/A 08511LAX6 2293571.43000000 PA USD 2276943.03000000 0.288510060407 Long LON US N 2 2028-03-11 Floating 4.25000160 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405BAA0 16912.83000000 PA USD 16942.83000000 0.002146815639 Long ABS-MBS US N 2 2028-08-25 Fixed 2.45000000 N N N N N N GCAT TRUST N/A 36166RAA2 85022.13000000 PA USD 85226.88000000 0.010799045901 Long ABS-MBS US N 2 2065-04-25 Floating 1.55499840 N N N N N N LSTAR SECURITIES INVESTMENT LTD. N/A 54912JAA0 221253.93000000 PA USD 218323.64000000 0.027663655056 Long ABS-MBS US N 2 2024-05-01 Floating 2.58238080 N N N N N N DRIVE AUTO RECEIVABLES TRUST N/A 262108AD5 110000.00000000 PA USD 109939.02000000 0.013930306065 Long ABS-MBS US N 2 2025-07-15 Fixed 0.65000000 N N N N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327AL3 225000.00000000 PA USD 224213.91000000 0.028410007569 Long DBT CORP US N 2 2023-03-23 Fixed 0.55000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535GAA0 250000.00000000 PA USD 248453.40000000 0.031481378540 Long ABS-MBS US Y 2 2030-05-15 Fixed 1.00000000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32059FAE9 610000.00000000 PA USD 603596.40000000 0.076481331123 Long ABS-MBS US Y 2 2027-03-15 Fixed 1.17000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043FAD5 230000.00000000 PA USD 229562.86000000 0.029087769756 Long ABS-MBS US Y 2 2026-03-16 Fixed 0.64000000 N N N N N N AHEAD DB HOLDINGS, LLC 254900L07WFL833JX193 00867FAA6 288000.00000000 PA USD 287596.80000000 0.036441214842 Long DBT CORP US N 2 2028-05-01 Fixed 6.62500000 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST N/A 86358EFK7 2082352.77000000 PA USD 2048416.67000000 0.259553624932 Long ABS-MBS US N 2 2033-11-25 Floating 0.81163080 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2E0 600000.00000000 PA USD 608425.61000000 0.077093237372 Long DBT CORP US N 2 2022-07-01 Fixed 3.00000000 N N N N N N NETSMART, INC. N/A 64119DAM7 1788759.12000000 PA USD 1785771.89000000 0.226274065301 Long LON US N 2 2027-10-01 Floating 4.74999840 N N N N N N WOODFORD EXPRESS N/A 97939DAD5 1441578.73000000 PA USD 1415630.31000000 0.179373651809 Long LON US N 2 2025-01-27 Floating 6.00000120 N N N N N N INTELSAT JACKSON HOLDINGS S.A. N/A L5137LAF2 1952781.81000000 PA USD 1955828.15000000 0.247821790123 Long LON US N 2 2023-11-27 Floating 7.99999920 N N N N N N BOXER PARENT COMPANY INC. N/A 05988HAE7 318000.00000000 PA USD 314422.50000000 0.039840282902 Long LON US N 2 2025-10-02 Floating 3.88149840 N N N N N N VERUS SECURITIZATION TRUST N/A 92538LAA9 52121.88000000 PA USD 52121.60000000 0.006604296096 Long ABS-MBS US N 2 2065-05-25 Floating 1.50199920 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 735000.00000000 PA USD 709275.00000000 0.089871801972 Long DBT NUSS FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N BAXALTA INCORPORATED 5493000JW8DCO3T45R55 07177MAL7 675000.00000000 PA USD 682785.38000000 0.086515318404 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N ALCHEMY COPYRIGHTS, LLC N/A 01374WAD7 1320248.27000000 PA USD 1310346.41000000 0.166033193155 Long LON US N 3 2028-03-10 Floating 3.49999920 N N N N N N LBM ACQUISITION, LLC N/A 50179JAB4 1383688.93000000 PA USD 1361453.05000000 0.172508884290 Long LON US N 2 2027-12-17 Floating 4.50000000 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST N/A 02660TEQ2 89915.68000000 PA USD 90089.30000000 0.011415160169 Long ABS-MBS US N 2 2045-09-25 Floating 1.69363080 N N N N N N BEAR STEARNS ALT-A TRUST N/A 07386HDL2 783070.44000000 PA USD 809604.23000000 0.102584457417 Long ABS-MBS US N 2 2033-12-25 Floating 2.53099440 N N N N N N MARATHON CLO LTD. N/A 56577QAG2 500000.00000000 PA USD 452372.00000000 0.057319779778 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.88150120 N N N N N N MADISON PARK FUNDING, LTD. N/A 55818YBN0 250000.00000000 PA USD 250108.25000000 0.031691063573 Long ABS-CBDO CORP KY Y 2 2030-07-21 Floating 1.12950000 N N N N N N ENVISION HEALTHCARE CORPORATION N/A 29373UAC5 2351187.68000000 PA USD 1766988.08000000 0.223893980210 Long LON US N 2 2025-10-10 Floating 3.84037920 N N N N N N BXHPP TRUST N/A 05609JAL6 2530000.00000000 PA USD 2523779.49000000 0.319786557468 Long ABS-MBS US Y 2 2036-08-15 Floating 1.19000160 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374WAB2 207070.24000000 PA USD 208965.76000000 0.026477923797 Long ABS-MBS US N 2 2025-05-20 Fixed 2.06000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 034651AA7 141843.75000000 PA USD 141383.37000000 0.017914600445 Long ABS-MBS US Y 2 2053-04-25 Floating 0.99000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MBP0 275000.00000000 PA USD 273757.91000000 0.034687697544 Long DBT CORP US N 2 2023-03-01 Fixed 0.37500000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 105690AA9 253000.75000000 PA USD 252368.75000000 0.031977490147 Long ABS-MBS US Y 2 2060-04-26 Floating 1.69899840 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161630AU2 186078.87000000 PA USD 192091.95000000 0.024339853640 Long ABS-MBS US N 2 2037-02-25 Floating 2.44345320 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBT6 400000.00000000 PA USD 399352.00000000 0.050601647966 Long DBT CORP US N 2 2023-02-22 Floating 0.42963120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XCT9 239078.50000000 PA USD 250774.12000000 0.031775435553 Long DBT USGA US N 2 2028-10-25 Floating 5.99199840 N N N N N N Gray Television 10/21 Cov-Lite TLD N/A N/A 454166.66000000 PA USD 451137.37000000 0.057163340564 Long LON US N 2 2028-10-27 Floating 0.00000000 N N N N N N MA FINANCECO., LLC N/A 55280FAL5 1535271.77000000 PA USD 1551269.30000000 0.196560385373 Long LON US N 2 2025-06-05 Floating 5.24999880 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PFU2 1023892.03000000 PA USD 1098430.35000000 0.139181438646 Long ABS-MBS US N 2 2034-08-19 Floating 2.46967200 N N N N N N LONG BEACH MORTGAGE LOAN TRUST N/A 542514EV2 338458.93000000 PA USD 338424.37000000 0.042881545188 Long ABS-MBS US N 2 2034-02-25 Floating 0.91662840 N N N N N N FCI FUNDING LIMITED N/A 30260GAA4 114217.12000000 PA USD 113846.91000000 0.014425472420 Long ABS-MBS US Y 2 2033-04-15 Fixed 1.13000000 N N N N N N Venator Finance S.a r.l. 2221000BJZTBBAJL7429 9226ALAA2 324000.00000000 PA USD 353970.00000000 0.044851322469 Long DBT NUSS US N 2 2025-07-01 Fixed 9.50000000 N N N N N N MISTER CAR WASH N/A 60646CAF4 14.30000000 PA USD 14.20000000 0.000001799273 Long LON US N 2 2026-05-14 Floating 3.09200040 N N N N N N Pro Mach 8/21 Cov-Lite Delayed TL N/A N/A 45949.72000000 PA USD 45878.04000000 0.005813178422 Long LON US N 2 2028-08-31 Floating 0.00000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31572LAA4 123005.11000000 PA USD 121878.36000000 0.015443132543 Long ABS-MBS US Y 2 2066-06-25 Floating 0.93099960 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GX5 340000.00000000 PA USD 340000.56000000 0.043081263260 Long DBT CORP US N 2 2021-12-03 Floating 0.38887920 N N N N N N N/A N/A 08179HAE0 425000.00000000 PA USD 424892.90000000 0.053837919803 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.07375040 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00833MAA2 100000.00000000 PA USD 100059.26000000 0.012678447711 Long ABS-MBS US Y 2 2025-08-15 Fixed 0.88000000 N N N N N N MEDLINE INDUSTRIES 7/21 UNSECURED BRIDGE N/A N/A 1092307.69000000 PA USD 1092307.69000000 0.138405640138 Long LON US N 3 2028-07-21 Floating 0.00000000 N N N N N N SUMMER (BC) BIDCO B LLC N/A N/A 1456245.26000000 PA USD 1450784.34000000 0.183827997475 Long LON US N 2 2026-12-04 Floating 5.24999880 N N N N N N APTTUS CORPORATION N/A 03835XAC6 1336650.00000000 PA USD 1331637.56000000 0.168730981765 Long LON US N 2 2028-05-08 Floating 5.00000040 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177EAA7 728583.70000000 PA USD 730954.80000000 0.092618836187 Long ABS-MBS US N 2 2048-10-25 Floating 1.09163160 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AT2 220000.00000000 PA USD 220371.86000000 0.027923183761 Long DBT CORP US N 2 2024-10-01 Floating 0.29999880 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7K4 225000.00000000 PA USD 225943.88000000 0.028629211011 Long DBT NUSS CA N 2 2023-10-26 Floating 0.49989600 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST N/A 86359BVG3 2021486.72000000 PA USD 2016960.81000000 0.255567872127 Long ABS-MBS US N 2 2034-07-25 Floating 0.46163160 N N N N N N MOZART DEBT MERGER N/A 58503UAC7 2159190.11000000 PA USD 2151028.37000000 0.272555490756 Long LON US N 3 2028-09-30 Floating 3.75000120 N N N N N N Countrywide Home Equity Loan Trust N/A 126673FH0 823871.97000000 PA USD 820613.64000000 0.103979453033 Long ABS-MBS US N 2 2034-02-15 Floating 0.37950120 N N N N N N AVEANNA HEALTHCARE LLC N/A 05549DAJ7 168970.11000000 PA USD 167491.62000000 0.021222760854 Long LON US N 2 2028-07-17 Floating 4.25000160 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHN5 325000.00000000 PA USD 355753.66000000 0.045077328938 Long DBT CORP US N 2 2023-02-01 Fixed 9.15000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46630GAA3 750182.87000000 PA USD 770768.19000000 0.097663566513 Long ABS-MBS US N 2 2035-07-25 Floating 2.76771960 N N N N N N STAR TRUST N/A 85521DAG7 1000000.00000000 PA USD 999999.70000000 0.126709351113 Long ABS-MBS US Y 2 2038-04-17 Floating 1.39200120 N N N N N N Capital One Bank (USA), National Association LKE37K2B8CFZUR7F9816 14042TCS4 300000.00000000 PA USD 300557.59000000 0.038083468626 Long DBT CORP US N 2 2023-01-27 Fixed 2.01400000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDF0 400000.00000000 PA USD 401525.56000000 0.050877058426 Long DBT CORP US N 2 2024-03-08 Floating 0.81000360 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056057AA0 1000000.00000000 PA USD 998419.70000000 0.126509150279 Long ABS-MBS US N 2 2037-03-15 Floating 0.76105080 N N N N N N FREMF MORTGAGE TRUST N/A 30291HAG2 1460000.00000000 PA USD 1499960.05000000 0.190059021649 Long ABS-MBS US N 2 2046-06-25 Floating 3.60901440 N N N N N N GREAT OUTDOORS GROUP, LLC N/A 07014QAM3 2005900.67000000 PA USD 2003393.29000000 0.253848739956 Long LON US N 2 2028-03-06 Floating 5.00000040 N N N N N N RADIAN GUARANTY INC AND EAGLE RE LTD N/A 26982LAA8 1500000.00000000 PA USD 1485504.45000000 0.188227361404 Long ABS-MBS BM N 2 2030-01-25 Floating 0.99163080 N N N N N N IRB HOLDING CORP N/A 44988LAG2 1533813.83000000 PA USD 1526420.85000000 0.193411853453 Long LON US N 2 2027-12-15 Floating 3.36600000 N N N N N N SERVICE LOGIC ACQUISITION, INC. N/A 81759AAC4 2494173.01000000 PA USD 2487937.58000000 0.315245050947 Long LON US N 2 2027-10-29 Floating 4.74999840 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332GAA6 359845.08000000 PA USD 360843.25000000 0.045722227777 Long ABS-MBS US N 2 2057-10-28 Floating 3.49999920 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BH9 275000.00000000 PA USD 274540.56000000 0.034786866648 Long DBT CORP US N 2 2022-11-01 Fixed 0.55000000 N N N N N N SKYMILES IP LTD. (DELA AIR LINES, INC.) N/A 24736CBS2 1175000.00000000 PA USD 1233503.25000000 0.156296443293 Long LON US N 2 2027-10-20 Floating 4.74999840 N N N N N N US LBM 6/21 Incremental B2 Delayed TL N/A N/A 96666.67000000 PA USD 95113.24000000 0.012051740538 Long LON US N 2 2027-12-17 Floating 0.00000000 N N N N N N SCIH SALT HOLDINGS INC. N/A 78397GAF8 540531.50000000 PA USD 533234.32000000 0.067565794948 Long LON US N 2 2027-03-16 Floating 4.74999840 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12597TAA8 4862.02000000 PA USD 4862.48000000 0.000616121870 Long ABS-MBS US N 2 2024-03-15 Fixed 0.63000000 N N N N N N AMWINS GROUP, INC. 549300SJE7MUB8NMRG61 031921AB5 115000.00000000 PA USD 113157.70000000 0.014338143041 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AP2 2000000.00000000 PA USD 2033406.18000000 0.257651654914 Long DBT CORP US N 2 2022-11-15 Fixed 3.12500000 N N N N N N LIFE TIME, INC. N/A 50218KAG3 556381.93000000 PA USD 560159.76000000 0.070977501002 Long LON US N 2 2024-12-16 Floating 5.74999920 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AA7 252055.62000000 PA USD 252055.57000000 0.031937807300 Long ABS-MBS US N 2 2036-10-15 Floating 1.01025000 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63942NAB4 1390314.97000000 PA USD 1391146.93000000 0.176271377685 Long ABS-MBS US Y 2 2069-12-26 Floating 0.69162840 N N N N N N SCF EQUIPMENT TRUST LLC N/A 784054AB4 0.01000000 PA USD 0.01000000 0.000000001267 Long ABS-MBS US N 2 2025-10-20 Fixed 0.68000000 N N N N N N Hyperion Insurance/Howden N/A G4712JAS1 215000.00000000 PA USD 211237.50000000 0.026765774585 Long LON US N 2 2027-11-12 Floating 0.00000000 N N N N N N Eastman Tire 8/21 TLB N/A N/A 1395000.00000000 PA USD 1395000.00000000 0.176759597831 Long LON US N 3 2028-08-12 Floating 6.00000120 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177HAD4 3000000.00000000 PA USD 3094003.20000000 0.392039255428 Long ABS-MBS US N 2 2058-05-25 Floating 1.99163160 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284AY2 140000.00000000 PA USD 139599.31000000 0.017688543292 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N N MH SUB I, LLC N/A 45567YAJ4 759958.11000000 PA USD 748323.15000000 0.094819569205 Long LON US N 2 2024-09-13 Floating 3.58700040 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608KAA8 240000.00000000 PA USD 239269.34000000 0.030317671908 Long ABS-MBS US Y 2 2038-05-15 Floating 0.74233080 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JX6 340000.00000000 PA USD 340325.45000000 0.043122429873 Long DBT CORP US N 2 2022-11-14 Floating 1.20000240 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FWL8 1878615.07000000 PA USD 1935426.83000000 0.245236751328 Long ABS-MBS US N 2 2034-08-25 Floating 2.72016360 N N N N N N MORGAN STANLEY DEAN WITTER CAPITAL I INC N/A 61748HAR2 358668.11000000 PA USD 370796.87000000 0.046983444887 Long ABS-MBS US N 2 2034-07-25 Floating 2.27651400 N N N N N N CABLE & WIRELESS 9/21 B6 COV-LITE N/A N/A 1060088.29000000 PA USD 1047833.67000000 0.132770364232 Long LON US N 2 2029-09-23 Floating 0.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DT2 250000.00000000 PA USD 249149.95000000 0.031569637965 Long DBT CORP US N 2 2023-11-13 Fixed 0.53700000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569TAA6 126966.88000000 PA USD 127012.64000000 0.016093694025 Long ABS-MBS US Y 2 2049-02-25 Floating 0.94100040 N N N N N N HYLAND SOFTWARE, INC. N/A 44908XAV0 1980600.00000000 PA USD 1998425.40000000 0.253219261649 Long LON US N 2 2025-07-07 Floating 6.99999840 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBV1 260000.00000000 PA USD 260745.93000000 0.033038957507 Long DBT CORP US N 2 2023-03-01 Floating 0.59000040 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03067DAF2 475000.00000000 PA USD 479492.98000000 0.060756262586 Long ABS-MBS US N 2 2025-10-20 Fixed 1.59000000 N N N N N N MERIT HILL N/A 590027AA6 551674.79000000 PA USD 550811.47000000 0.069792984887 Long ABS-MBS US N 2 2037-08-15 Floating 1.23999840 N N N N N N ACCREDITED MORTGAGE LOAN TRUST N/A 004375CA7 22974.23000000 PA USD 22961.31000000 0.002909413563 Long ABS-MBS US N 2 2035-01-25 Floating 0.77163120 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAA9 1480411.15000000 PA USD 1466587.22000000 0.185830370747 Long ABS-MBS US Y 2 2066-01-25 Floating 0.81500040 N N N N N N Acrisure 11/21 Incremental TLB N/A N/A 165000.00000000 PA USD 164072.70000000 0.020789551589 Long LON US N 2 2027-02-15 Floating 0.00000000 N N N N N N APIDOS CLO N/A 03764DAH4 725000.00000000 PA USD 725022.48000000 0.091867155543 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.20375000 N N N N N N FIRST STUDENT/FIRST TRANSIT 7/21 TLB N/A 33718FAD2 1058498.01000000 PA USD 1047584.90000000 0.132738842737 Long LON US N 2 2028-07-21 Floating 3.49999920 N N N N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY N/A G5080AAF9 942637.50000000 PA USD 940167.79000000 0.119128086347 Long LON US N 2 2028-05-05 Floating 3.99999960 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AU9 300000.00000000 PA USD 299385.55000000 0.037934960153 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05683LAA4 450000.00000000 PA USD 449886.60000000 0.057004856262 Long ABS-CBDO CORP KY N 2 2031-04-23 Floating 1.08388080 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31574XAA6 1352133.51000000 PA USD 1342765.39000000 0.170140982307 Long ABS-MBS US Y 2 2066-02-25 Floating 0.79700040 N N N N N N INVITATION HOMES TRUST N/A 46185JAE8 2199684.51000000 PA USD 2200031.40000000 0.278764634753 Long ABS-MBS US N 2 2037-03-17 Floating 1.34100000 N N N N N N CSMC TRUST N/A 12660LAA7 363314.76000000 PA USD 360388.08000000 0.045664553465 Long ABS-MBS US Y 2 2066-04-25 Floating 1.01499840 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573MAA7 905169.74000000 PA USD 907601.84000000 0.115001674716 Long ABS-MBS US N 2 2065-04-25 Floating 1.48600080 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24381MAA8 50302.70000000 PA USD 50302.67000000 0.006373820587 Long ABS-MBS US N 2 2059-10-25 Floating 2.79100080 N N N N N N CIM TRUST N/A 12553HAA6 214301.84000000 PA USD 216623.35000000 0.027448212349 Long ABS-MBS US N 2 2057-04-25 Floating 2.99999880 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464LAA4 86575.23000000 PA USD 86635.00000000 0.010977467926 Long ABS-MBS US N 2 2065-06-25 Floating 1.46900160 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81744FFY8 1981326.09000000 PA USD 1979497.52000000 0.250820921537 Long ABS-MBS US N 2 2035-01-20 Floating 0.63113040 N N N N N N BROOKFIELD PROPERTY REIT INC. N/A 11283HAB3 2750.51000000 PA USD 2703.53000000 0.000342562634 Long LON US N 2 2025-08-27 Floating 2.58699960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137G0GW3 343123.74000000 PA USD 354014.59000000 0.044856972440 Long DBT USGA US N 2 2028-04-25 Floating 4.79199960 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844WAA8 327224.27000000 PA USD 325908.14000000 0.041295621330 Long ABS-MBS US Y 2 2026-12-15 Fixed 0.37000000 N N N N N N FLOW CONTROL GROUP/FCG 4/21 COV-LITE N/A 30260UAD7 167814.47000000 PA USD 167604.70000000 0.021237089151 Long LON US N 2 2028-03-31 Floating 4.25000160 N N N N N N LBM ACQUISITION, LLC 549300FAEB3VWZL4NI86 05552BAA4 1304000.00000000 PA USD 1248188.80000000 0.158157240362 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174824M3 400000.00000000 PA USD 415107.04000000 0.052597959460 Long DBT CORP US N 2 2022-11-01 Fixed 4.87500000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465DAA1 1457049.94000000 PA USD 1443927.02000000 0.182959110647 Long ABS-MBS US Y 2 2066-04-25 Floating 0.98499960 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89169EAA7 1076914.66000000 PA USD 1076328.28000000 0.136380898858 Long ABS-MBS US N 2 2057-02-25 Floating 0.69162840 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464NAA0 28837.17000000 PA USD 28966.25000000 0.003670295842 Long ABS-MBS US N 2 2048-09-25 Floating 3.64899960 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36263LAA7 536564.19000000 PA USD 536371.99000000 0.067963367197 Long ABS-MBS US Y 2 2025-01-15 Fixed 0.42000000 N N N N N N EPIC HEALTH 6/21 DELAYED TL N/A N/A 39295.37000000 PA USD 38951.54000000 0.004935525838 Long LON US N 2 2028-07-17 Floating 0.00000000 N N N N N N ARROYO MORTGAGE TRUST N/A 042853AA9 1588905.86000000 PA USD 1584018.86000000 0.200710062115 Long ABS-MBS US Y 2 2048-10-25 Floating 1.17500040 N N N N N N DEWOLF PARK CLO, LTD. N/A 25211AAE9 425000.00000000 PA USD 425100.73000000 0.053864253815 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 1.04375160 N N N N N N VERUS SECURITIZATION TRUST N/A 92538BAA1 226177.93000000 PA USD 225573.33000000 0.028582258847 Long ABS-MBS US Y 2 2063-10-25 Floating 0.82000080 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452762AA5 168730.86000000 PA USD 167943.12000000 0.021279970143 Long ABS-MBS US Y 2 2056-11-25 Floating 1.59500160 N N N N N N STAR US BIDCO LLC N/A 85519WAC8 2514799.73000000 PA USD 2504313.02000000 0.317319972946 Long LON US N 2 2027-03-17 Floating 5.24999880 N N N N N N ACCENTCARE 6/21 N/A N/A 826055.95000000 PA USD 819513.59000000 0.103840066369 Long LON US N 2 2026-06-22 Floating 4.12075080 N N N N N N LIFE MORTGAGE TRUST N/A 53218CAG5 1000000.00000000 PA USD 990919.40000000 0.125558791847 Long ABS-MBS US Y 2 2038-03-15 Floating 1.49000040 N N N N N N N/A N/A 12656GAA4 77236.55000000 PA USD 77273.42000000 0.009791267843 Long ABS-MBS US N 2 2065-10-26 Floating 1.32500160 N N N N N N ELP COMMERCIAL MORTGAGE TRUST N/A 26863LAA2 350000.00000000 PA USD 348356.93000000 0.044140093798 Long ABS-MBS US Y 2 2038-11-15 Floating 0.80100000 N N N N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664AX8 160000.00000000 PA USD 157600.00000000 0.019969399726 Long DBT CORP US N 2 2024-04-08 Fixed 2.30000000 N N N N N N MAGNETITE CLO, LIMITED N/A 55953TAL1 1000000.00000000 PA USD 1001732.00000000 0.126928849788 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 1.65600000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285RAF5 1075000.00000000 PA USD 1080338.67000000 0.136889052925 Long ABS-MBS US N 2 2025-09-15 Fixed 1.46000000 N N N N N N KNDL KNSQ MORTGAGE TRUST N/A 482598AA7 150000.00000000 PA USD 150000.35000000 0.019006452717 Long ABS-MBS US N 2 2036-05-15 Floating 0.88899840 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17309DAJ2 129764.17000000 PA USD 128946.66000000 0.016338752518 Long ABS-MBS US N 2 2049-03-15 Floating 6.51645360 N N N N N N ENTERPRISE DEVELOPMENT AUTHORITY N/A 29372LAC6 2082990.00000000 PA USD 2085489.59000000 0.264251111978 Long LON US N 3 2028-02-28 Floating 5.00000040 N N N N N N MFA TRUST N/A 552754AA1 1015720.16000000 PA USD 1017877.14000000 0.128974590615 Long ABS-MBS US N 2 2065-03-25 Floating 1.47899880 N N N N N N N/A N/A 12656YAA5 118328.43000000 PA USD 118026.37000000 0.014955049243 Long ABS-MBS US N 2 2054-07-27 Fixed 0.79800000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027A0KG3 300000.00000000 PA USD 300597.00000000 0.038088462243 Long DBT NUSS AU N 2 2025-07-07 Floating 0.44309520 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36261XAC9 250000.00000000 PA USD 248977.40000000 0.031547774260 Long ABS-MBS US Y 2 2025-09-15 Fixed 0.77000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAC1 135000.00000000 PA USD 134275.78000000 0.017014002058 Long ABS-MBS US N 2 2028-03-10 Fixed 0.75000000 N N N N N N ARTERA SERVICES, LLC 549300J2G34D0WX8Z443 73939VAA2 700000.00000000 PA USD 703500.00000000 0.089140055250 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N FREMF MORTGAGE TRUST N/A 30292QAA4 1500000.00000000 PA USD 1503198.90000000 0.190469414354 Long ABS-MBS US N 2 2048-02-25 Floating 3.63501720 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680FAA0 297014.74000000 PA USD 296750.84000000 0.037601117659 Long ABS-MBS US Y 2 2031-06-20 Fixed 0.91000000 N N N N N N WOOF HOLDINGS LLC TL N/A N/A 87592.42000000 PA USD 87154.46000000 0.011043288386 Long LON US N 2 2027-12-21 Floating 4.50000000 N N N N N N Pro Mach 8/21 Cov-Lite TLB N/A N/A 1415251.40000000 PA USD 1413043.61000000 0.179045892632 Long LON US N 2 2028-08-31 Floating 5.00000040 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36261AAC9 365000.00000000 PA USD 365242.18000000 0.046279613511 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.82000000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 073877BT8 469680.30000000 PA USD 469467.02000000 0.059485879319 Long ABS-MBS US N 2 2044-12-25 Floating 1.59162840 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941CAC7 3300790.23000000 PA USD 3327426.62000000 0.421616194384 Long ABS-MBS US N 2 2059-12-15 Floating 1.13950080 N N N N N N COLT MORTGAGE LOAN TRUST N/A 12597QAA4 61213.15000000 PA USD 61282.62000000 0.007765083344 Long ABS-MBS US N 2 2065-04-27 Floating 1.50599880 N N N N N N CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV N/A 16772PCJ3 110000.00000000 PA USD 111678.00000000 0.014150651158 Long DBT MUN US N 2 2023-12-01 Fixed 1.83800000 N N N N N N BA MORTGAGE SECURITIES INCORPORATED N/A 05948XT27 611733.43000000 PA USD 626006.33000000 0.079320879663 Long ABS-MBS US N 2 2034-02-25 Floating 2.54369160 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXV1 275000.00000000 PA USD 274817.68000000 0.034821980354 Long DBT CORP US N 2 2023-03-08 Floating 0.48003120 N N N N N N PRO MACH GROUP, INC. 5493008SZGSVUCSNB151 74028HAF2 183798.88000000 PA USD -286.73000000 -0.00003633138 Long LON US N 2 2027-11-18 Floating 0.00000000 N N N N N N United States of America N/A N/A -1.00000000 NC USD -162125.00000000 -0.02054275971 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Mar 2022 2022-03-25 -158318.49000000 USD -3806.51000000 N N N HANGER, INC. N/A 41043BAF5 766.51000000 PA USD 763.64000000 0.000096760357 Long LON US N 2 2025-03-06 Floating 3.58700040 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573GAA0 180495.72000000 PA USD 180117.69000000 0.022822602470 Long ABS-MBS US Y 2 2065-05-25 Floating 1.21899960 N N N N N N NATIONAL MENTOR HOLDINGS, INC. N/A 63689EAT2 0.01000000 PA USD 0.01000000 0.000000001267 Long LON US N 2 2028-03-02 Floating 4.50000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46652BBA6 12500000.00000000 PA USD 609121.25000000 0.077181381491 Long DBT USGA US N 2 2037-01-16 Floating 2.03216400 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465CAA3 320880.88000000 PA USD 319849.67000000 0.040527956298 Long ABS-MBS US Y 2 2066-01-25 Floating 0.90900000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DD4 325000.00000000 PA USD 325121.54000000 0.041195951725 Long DBT CORP US N 2 2023-02-04 Fixed 1.16700000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05583JAA0 450000.00000000 PA USD 455298.31000000 0.057690570730 Long DBT NUSS FR N 2 2022-05-22 Fixed 3.00000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114TZF2 350000.00000000 PA USD 350194.49000000 0.044372929903 Long DBT NUSS CA N 2 2024-09-10 Floating 0.40000320 N N N N N N LCM LTD. N/A 50188YAE4 280000.00000000 PA USD 280187.32000000 0.035502364158 Long ABS-CBDO CORP KY Y 2 2030-03-20 Floating 1.11150000 N N N N N N SCIH SALT HOLDINGS INC. N/A 78433BAB4 658000.00000000 PA USD 606919.46000000 0.076902394025 Long DBT CORP US N 2 2029-05-01 Fixed 6.62500000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 59020USJ5 1738746.76000000 PA USD 1762476.31000000 0.223322296590 Long ABS-MBS US N 2 2035-02-25 Floating 2.83419720 N N N N N N PFS FINANCING CORP. N/A 69335PDR3 190000.00000000 PA USD 190733.12000000 0.024167677121 Long ABS-MBS US N 2 2024-06-15 Fixed 1.21000000 N N N N N N HUB INTERNATIONAL 1/21 COV-LITE N/A 44332EAU0 565000.00000000 PA USD 562129.80000000 0.071227123567 Long LON US N 2 2025-04-25 Floating 3.99999960 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452764AA1 302773.33000000 PA USD 299273.27000000 0.037920733223 Long ABS-MBS US Y 2 2056-06-25 Floating 1.07100000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 450000.00000000 PA USD 447497.36000000 0.056702117121 Long DBT NUSS US N 2 2023-09-02 Fixed 0.75000000 N N N N N N OBX TRUST N/A 67112FAD2 1111510.65000000 PA USD 1112310.27000000 0.140940154831 Long ABS-MBS US N 2 2057-06-25 Floating 0.74162880 N N N N N N GCAT TRUST N/A 36168AAA7 323061.72000000 PA USD 321950.90000000 0.040794201867 Long ABS-MBS US Y 2 2065-04-25 Floating 1.46900160 N N N N N N Tempo Acquis/Alight Sol 7/20 Ext Cov-Lite N/A 88023HAD2 2336.06000000 PA USD 2336.06000000 0.000296000735 Long LON US N 2 2026-11-02 Floating 3.75000120 N N N N N N BLERIOT US BIDCO INC. N/A 09353TAG5 1733324.57000000 PA USD 1729857.92000000 0.219189240319 Long LON US N 2 2026-10-30 Floating 4.13150040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LHE5 62341.40000000 PA USD 65173.91000000 0.008258146323 Long DBT USGA US N 2 2022-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406HG50 273337.09000000 PA USD 289464.96000000 0.036677928255 Long DBT USGA US N 2 2034-04-01 Floating 2.41800120 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02528BAA2 109601.42000000 PA USD 109594.34000000 0.013886631873 Long ABS-MBS US Y 2 2024-05-13 Fixed 0.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APPM8 33829.09000000 PA USD 34017.60000000 0.004310349315 Long DBT USGA US N 2 2041-05-25 Fixed 3.00000000 N N N N N N ARES CLO LTD N/A 04017EAE2 725000.00000000 PA USD 721500.43000000 0.091420878739 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 1.35600120 N N N N N N MOZART DEBT MERGER SUB INC. N/A 62482BAA0 490000.00000000 PA USD 483875.00000000 0.061311505663 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST N/A 80281MAA1 95009.06000000 PA USD 95351.06000000 0.012081874565 Long ABS-MBS US N 2 2024-10-15 Fixed 1.37000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CG8 300000.00000000 PA USD 302463.31000000 0.038324941243 Long DBT CORP US N 2 2022-05-01 Fixed 2.70000000 N N N N N N TRICON AMERICAN HOMES TRUST N/A 89613JAA8 253.28000000 PA USD 245.15000000 0.000031062806 Long ABS-MBS US Y 2 2039-11-17 Fixed 1.48200000 N N N N N N Driven Performance/Holley Perf DelayedTL N/A N/A 32959.18000000 PA USD 32773.95000000 0.004152767183 Long LON US N 2 2028-11-10 Floating 0.00000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237KAB0 294938.16000000 PA USD 294098.85000000 0.037265085626 Long ABS-MBS US Y 2 2026-11-20 Fixed 0.75000000 N N N N N N TECOSTAR HOLDINGS, INC. N/A 87876HAC4 913750.00000000 PA USD 867377.19000000 0.109904833887 Long LON US N 2 2024-05-01 Floating 4.50000000 N N N N N N TOYOTA LEASE OWNER TRUST N/A 89239CAB5 345000.00000000 PA USD 344331.01000000 0.043629971934 Long ABS-MBS US Y 2 2024-03-20 Fixed 0.25000000 N N N N N N ENVISION HEALTHCARE 4/20 COV-LITE N/A N/A 305345.34000000 PA USD 222749.43000000 0.028224444203 Long LON US N 2 2025-10-10 Floating 6.99999840 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 59023HAB7 1090299.11000000 PA USD 1072010.65000000 0.135833814598 Long ABS-MBS US N 2 2037-01-25 Floating 2.33354160 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 22541SJE9 1422278.30000000 PA USD 1492222.82000000 0.189078641963 Long ABS-MBS US N 2 2034-06-25 Floating 2.28193200 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST N/A 86358EKX3 823447.68000000 PA USD 820492.82000000 0.103964144005 Long ABS-MBS US N 2 2034-09-25 Floating 1.03163040 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCL8 200000.00000000 PA USD 200086.34000000 0.025352817913 Long DBT CORP US N 2 2025-06-23 Floating 0.63000360 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDN3 600000.00000000 PA USD 599653.96000000 0.075981786959 Long DBT CORP US N 2 2024-10-15 Floating 0.67000320 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AG0 275000.00000000 PA USD 273374.18000000 0.034639075350 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N N TIBCO SOFTWARE INC. N/A 88632NAP5 720697.49000000 PA USD 711688.77000000 0.090177649295 Long LON US N 2 2026-06-30 Floating 3.84000120 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CN7 325000.00000000 PA USD 324025.00000000 0.041057009811 Long DBT NUSS DE N 2 2027-11-16 Floating 1.26900360 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025291AB1 120000.00000000 PA USD 119835.90000000 0.015184333684 Long ABS-MBS US Y 2 2025-05-13 Fixed 0.68000000 N N N N N N PRECISION MEDICINE GROUP, LLC N/A 74028HAF2 130435.98000000 PA USD -815.22000000 -0.00010329602 Long LON US N 2 2027-11-18 Floating 3.75000120 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2B3 315000.00000000 PA USD 317400.37000000 0.040217606991 Long DBT CORP US N 2 2024-04-12 Floating 0.81000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38136MAU2 275000.00000000 PA USD 274930.70000000 0.034836301049 Long ABS-CBDO CORP KY Y 2 2030-11-20 Floating 0.00000000 N N N N N N PowerTeam/Artera Services 6/21 Incremental TL N/A N/A 1183465.68000000 PA USD 1139831.30000000 0.144427327730 Long LON US N 2 2025-03-06 Floating 0.00000000 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MK27 191294.89000000 PA USD 191693.34000000 0.024289346011 Long ABS-MBS US N 2 2034-04-25 Floating 2.06730720 N N N N N N TK Elevator Holdco GmbH 2549008GCHWX9EEMIS56 92537VAA8 460000.00000000 PA USD 480391.80000000 0.060870151519 Long DBT NUSS DE N 2 2028-07-15 Fixed 7.62500000 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC. N/A 07388VAG3 552126.62000000 PA USD 547665.44000000 0.069394353348 Long ABS-MBS US N 2 2045-01-12 Floating 5.51300040 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183BY9 195779.72000000 PA USD 197556.75000000 0.025032295110 Long ABS-MBS US N 2 2031-04-15 Fixed 2.94000000 N N N N N N CONAIR HOLDINGS LLC N/A 20600RAB8 720000.00000000 PA USD 718048.80000000 0.090983524811 Long LON US N 2 2028-05-17 Floating 4.25000160 N N N N N N VALKYR PURCHASER, LLC N/A 91916HAB0 1067328.06000000 PA USD 1061991.42000000 0.134564284085 Long LON US N 2 2027-11-05 Floating 4.74999840 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89172UAA6 81978.09000000 PA USD 82298.14000000 0.010427947045 Long ABS-MBS US N 2 2056-07-25 Floating 2.25000000 N N N N N N ATRIUM N/A 04965CAQ1 500000.00000000 PA USD 496183.00000000 0.062871044825 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 2.92825080 N N N N N N NRZ MSR N/A 64829TAH4 843474.68000000 PA USD 844264.09000000 0.106976187105 Long ABS-MBS US N 2 2054-07-25 Fixed 3.79000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175JAA8 241653.68000000 PA USD 245562.21000000 0.031115037621 Long ABS-MBS US N 2 2057-10-25 Floating 2.75000040 N N N N N N TAL ADVANTAGE LLC N/A 87407RAA4 877500.00000000 PA USD 872946.13000000 0.110610470872 Long ABS-MBS US N 2 2045-09-20 Fixed 2.05000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688GAA1 397900.11000000 PA USD 395889.44000000 0.050162909104 Long ABS-MBS US Y 2 2066-10-25 Floating 1.39700160 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 058933AG7 34326.62000000 PA USD 36419.47000000 0.004614688796 Long ABS-MBS US N 2 2036-05-20 Floating 2.94607800 N N N N N N BANQUE NATIONALE DU CANADA BSGEFEIOM18Y80CKCV46 63307A2L8 250000.00000000 PA USD 250365.22000000 0.031723624084 Long DBT CORP CA N 2 2023-08-15 Fixed 0.90000000 N N N N N N EYECARE PARTNERS, LLC 254900ZAACWK09RJ8W93 74049LAQ4 111000.00000000 PA USD -555.00000000 -0.00007032371 Long LON US N 2 2028-10-14 Floating 0.00000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834TAA6 210000.00000000 PA USD 209439.51000000 0.026537952371 Long ABS-MBS US Y 2 2026-11-16 Fixed 1.17000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449VAC0 2299946.86000000 PA USD 2325327.00000000 0.294640763689 Long ABS-MBS US N 2 2054-09-15 Floating 0.93925080 N N N N N N UNIFRAX ESCROW ISSUER CORPORATION N/A 90473LAC6 282000.00000000 PA USD 273540.00000000 0.034660086301 Long DBT CORP US N 2 2029-09-30 Fixed 7.50000000 N N N N N N BX TRUST N/A 05608VAG1 1000000.00000000 PA USD 993789.50000000 0.125922460465 Long ABS-MBS US Y 2 2034-01-15 Floating 1.28949840 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81379MAD6 407961.29000000 PA USD 416297.20000000 0.052748763907 Long ABS-MBS CA N 2 2026-03-25 Fixed 4.57200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MW8 300000.00000000 PA USD 301596.80000000 0.038215146290 Long DBT CORP US N 2 2025-05-01 Floating 0.71900280 N N N N N N ACURIS FINANCE US, INC. N/A 00510DAB0 416406.25000000 PA USD 414973.81000000 0.052581077968 Long LON US N 2 2028-02-16 Floating 4.50000000 N N N N N N Avid Automobile Receivables Trust N/A 05369LAA5 134231.45000000 PA USD 134125.46000000 0.016994955102 Long ABS-MBS US N 2 2025-01-15 Fixed 0.61000000 N N N N N N COCA-COLA EUROPACIFIC PARTNERS PLC 549300LTH67W4GWMRF57 19123MAD5 725000.00000000 PA USD 720939.32000000 0.091349780834 Long DBT NUSS GB N 2 2023-05-05 Fixed 0.50000000 N N N N N N VERIZON OWNER TRUST N/A 92290BAA9 225000.00000000 PA USD 224745.41000000 0.028477353610 Long ABS-MBS US N 2 2025-02-20 Fixed 0.47000000 N N N N N N Petvet Care 2/18 2nd Lien TL N/A N/A 200000.00000000 PA USD 199600.00000000 0.025291194069 Long LON US N 2 2026-01-30 Floating 6.33700080 N N N N N N BCPE ULYSSES INTERMEDIATE, INC. N/A 05553LAA1 1684000.00000000 PA USD 1627165.00000000 0.206177083158 Long DBT CORP US N 2 2027-04-01 Fixed 7.75000000 N N Y N N N ANCHORAGE CAPITAL CLO LTD N/A 03329AAC9 1460767.63000000 PA USD 1461566.67000000 0.185194219923 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 1.11375000 N N N N N N TREMAN PARK CLO, LTD N/A 89473LAH7 321663.48000000 PA USD 321903.76000000 0.040788228787 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.20150000 N N N N N N UNIFRAX ESCROW ISSUER CORPORATION N/A 90473LAA0 82000.00000000 PA USD 80595.96000000 0.010212264857 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10568GAD9 821629.36000000 PA USD 835742.57000000 0.105896430511 Long ABS-MBS US N 2 2058-03-25 Fixed 3.50000000 N N N N N N ASCENSUS 5/21 2ND LIEN TL N/A N/A 1250738.61000000 PA USD 1251776.72000000 0.158611863514 Long LON US N 3 2029-08-02 Floating 0.00000000 N N N N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550L2F7 475000.00000000 PA USD 472644.66000000 0.059888516142 Long DBT NUSS CH N 2 2023-08-09 Fixed 0.52000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685WAA9 3147498.65000000 PA USD 3120244.14000000 0.395364228905 Long ABS-MBS US Y 2 2066-08-25 Floating 0.92400120 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465EAA9 238991.88000000 PA USD 236924.41000000 0.030020547260 Long ABS-MBS US Y 2 2066-05-25 Floating 1.06800120 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89615BAA3 251031.20000000 PA USD 250882.31000000 0.031789144242 Long ABS-MBS US Y 2 2024-04-15 Fixed 0.74000000 N N N N N N Government National Mortgage Association 2 N/A 3620E0HJ8 1363240.65000000 PA USD 1392643.84000000 0.176461050237 Long DBT USGA US N 2 2060-12-20 Floating 1.09100160 N N N N N N PALMER SQUARE LOAN FUNDING LTD. N/A 69689LAC0 1000000.00000000 PA USD 1001070.00000000 0.126844968173 Long ABS-CBDO CORP KY N 2 2027-08-20 Floating 1.75962960 N N N N N N IDERA, INC N/A 45168RAS2 1060000.00000000 PA USD 1057350.00000000 0.133976172593 Long LON US N 2 2029-03-02 Floating 7.49999880 N N N N N N BWAY MORTGAGE TRUST N/A 05604FAA3 130175.93000000 PA USD 133633.81000000 0.016932658431 Long ABS-MBS US N 2 2033-03-10 Fixed 2.80930000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 589929Y36 489949.85000000 PA USD 485037.86000000 0.061458850943 Long ABS-MBS US N 2 2028-10-25 Floating 0.71200080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134G3KS8 360939.50000000 PA USD 361671.67000000 0.045827196370 Long ABS-MBS US N 2 2022-01-15 Fixed 2.06000000 N N N N N N ONEDIGITAL BORROWER LLC N/A 68277FAD1 2099779.68000000 PA USD 2090603.64000000 0.264899110130 Long LON US N 2 2027-11-16 Floating 5.24999880 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M3B8 475000.00000000 PA USD 475104.50000000 0.060200200966 Long DBT CORP US N 2 2024-01-03 Floating 0.38999880 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83407AAA0 39268.66000000 PA USD 39450.79000000 0.004998785501 Long ABS-MBS US N 2 2029-01-25 Fixed 2.02000000 N N N N N N AUDIO VISUAL SERVICES 12/20 COV-LITE N/A 00241YAT1 2444172.16000000 PA USD 2209678.28000000 0.279986985025 Long LON US N 2 2025-03-03 Floating 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35563TAK7 3000000.00000000 PA USD 2997013.20000000 0.379749711776 Long DBT USGA US N 2 2030-12-25 Floating 1.04199840 N N N N N N DRIVE AUTO RECEIVABLES TRUST N/A 26208JAG8 88555.71000000 PA USD 89760.33000000 0.011373476582 Long ABS-MBS US N 2 2024-08-15 Fixed 4.14000000 N N N N N N GS MORTGAGE SECURITIES CORP. N/A 362341TR0 825597.02000000 PA USD 826957.27000000 0.104783250515 Long ABS-MBS US N 2 2045-01-25 Floating 1.96700040 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859UBE2 200000.00000000 PA USD 203251.28000000 0.025753845528 Long DBT NUSS GB N 2 2023-01-27 Fixed 2.00000000 N N N N N N NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION N/A 644622AC6 1029974.63000000 PA USD 1061874.18000000 0.134549428677 Long ABS-MBS US N 2 2060-09-25 Floating 1.28925000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 59020UXH3 288422.02000000 PA USD 188840.45000000 0.023927858061 Long ABS-MBS US N 2 2035-07-25 Floating 2.15844120 N N N N N N Solmax 6/21 TL N/A N/A 976322.59000000 PA USD 971440.98000000 0.123090693148 Long LON US N 2 2028-05-29 Floating 0.00000000 N N N N N N CFMT TRUST N/A 12529UAF7 500000.00000000 PA USD 500280.45000000 0.063390230211 Long ABS-MBS US Y 2 2031-09-22 Fixed 1.39000000 N N N N N N TRYON PARK CLO, LTD. N/A 89852TAM0 4801064.46000000 PA USD 4800454.72000000 0.608262685101 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.01374920 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688GAB9 1989500.54000000 PA USD 1976330.44000000 0.250419622764 Long ABS-MBS US Y 2 2066-10-25 Floating 1.50000120 N N N N N N MH SUB I, LLC (WEBMD HEALTH CORP.) N/A 55303BAD5 550000.00000000 PA USD 553784.00000000 0.070169632348 Long LON US N 2 2029-02-23 Floating 6.34163040 N N N N N N HOUSTON TEX ARPT SYS REV N/A 442349EJ1 45000.00000000 PA USD 45165.11000000 0.005722843497 Long DBT MUN US N 2 2022-07-01 Fixed 0.88300000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465HAA2 440683.91000000 PA USD 436079.38000000 0.055255351850 Long ABS-MBS US Y 2 2066-07-25 Floating 0.95100120 N N N N N N Pretium Packaging 9/21 N/A N/A 1190000.00000000 PA USD 1185109.10000000 0.150164450109 Long LON US N 2 2028-09-22 Floating 4.50000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TBP2 285000.00000000 PA USD 284175.38000000 0.036007688804 Long ABS-MBS US Y 2 2024-03-15 Fixed 0.38000000 N N N N N N BA MORTGAGE SECURITIES INCORPORATED N/A 05948XZG9 606069.67000000 PA USD 611587.51000000 0.077493879789 Long ABS-MBS US N 2 2033-12-25 Floating 2.65770720 N N N N N N APPLIED SYSTEMS, INC. N/A 03827FBA8 548674.65000000 PA USD 552559.27000000 0.070014447557 Long LON US N 2 2025-09-19 Floating 6.24999960 N N N N N N CSMC TRUST N/A 12659PAA1 267332.75000000 PA USD 265247.61000000 0.033609362630 Long ABS-MBS US Y 2 2066-05-25 Floating 1.10099880 N N N N N N Proofpoint 6/21 2nd Lien TL N/A N/A 689136.98000000 PA USD 696889.77000000 0.088302477045 Long LON US N 2 2029-08-31 Floating 6.75000000 N N N N N N KOBE US MIDCO 2, INC. N/A 499894AA1 1020000.00000000 PA USD 1014818.40000000 0.128587019538 Long DBT CORP US N 2 2026-11-01 Fixed 9.25000000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CT9 165390.15000000 PA USD 165498.30000000 0.020970188494 Long ABS-MBS US Y 2 2033-04-15 Floating 0.31950000 N N N N N N GEMS MENASA (CAYMAN) LIMITED 213800KB2HCLUSOQ2G49 36166LAA5 587000.00000000 PA USD 602144.60000000 0.076297374431 Long DBT NUSS AE N 2 2026-07-31 Fixed 7.12500000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M3D4 250000.00000000 PA USD 249668.11000000 0.031635293702 Long DBT CORP US N 2 2024-06-14 Floating 0.37000080 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066EAF1 550000.00000000 PA USD 554488.00000000 0.070258835758 Long ABS-MBS US N 2 2026-02-18 Fixed 1.48000000 N N N N N N GALLATIN CLO N/A 36361UAC4 1500000.00000000 PA USD 1499622.00000000 0.190016187540 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.77374880 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36258BAS7 400000.00000000 PA USD 392415.72000000 0.049722756164 Long ABS-MBS US N 2 2036-12-15 Floating 2.58999840 N N N N N N IMPAC CMB TRUST N/A 45254NKD8 920383.22000000 PA USD 913393.28000000 0.115735504541 Long ABS-MBS US N 2 2034-10-25 Floating 0.87162840 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94988HAE1 275000.00000000 PA USD 279214.21000000 0.035379061984 Long ABS-MBS US N 2 2045-10-15 Fixed 3.53900000 N N N N N N Precyse Solutions/nThrive 1/21 Cov-Lite TL N/A N/A 975000.00000000 PA USD 974512.50000000 0.123479883571 Long LON US N 2 2028-01-15 Floating 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754KAA9 2000000.00000000 PA USD 2000000.00000000 0.253418778253 Long DBT USGA US Y 2 2041-11-25 Floating 0.00000000 N N N N N N TRIDENT TPI HOLDINGS, INC. N/A 00216EAF6 19802.35000000 PA USD 19742.15000000 0.002501515766 Long LON US N 2 2028-09-15 Floating 4.50000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST N/A 80286DAB4 274443.49000000 PA USD 274075.38000000 0.034727923974 Long ABS-MBS US N 2 2024-01-22 Fixed 0.31000000 N N N N N N MADISON IAQ LLC TL 1L N/A 55759VAB4 1920572.55000000 PA USD 1902692.02000000 0.241088943550 Long LON US N 2 2028-06-21 Floating 3.75000120 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36258HAA3 10655.03000000 PA USD 10667.80000000 0.001351710421 Long ABS-MBS US N 2 2023-11-15 Fixed 2.47000000 N N N N N N KEYCORP STUDENT LOAN TRUST N/A 493268AY2 702464.92000000 PA USD 700581.96000000 0.088770312184 Long ABS-MBS US N 2 2029-07-25 Floating 0.43387920 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12598CAC0 650000.00000000 PA USD 647084.49000000 0.081991680441 Long ABS-MBS US Y 2 2025-07-15 Fixed 0.84000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834DAA1 260000.00000000 PA USD 258719.21000000 0.032782153054 Long ABS-MBS US Y 2 2026-08-17 Fixed 1.03000000 N N N N N N PRODIGY FINANCE LTD N/A 742855AA7 2005404.68000000 PA USD 2004927.19000000 0.254043099488 Long ABS-MBS IE Y 2 2051-07-25 Floating 1.33925040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416L4C7 337482.34000000 PA USD 353052.50000000 0.044735066604 Long DBT USGA US N 2 2037-05-01 Floating 1.84700160 N N N N N N SERVICE LOGIC ACQUISITION, INC. 25490008CFAWEVHSQF88 03306UAD0 210850.75000000 PA USD -527.13000000 -0.00006679232 Long LON US N 2 2027-10-29 Floating 3.99999960 N N N N N N VERUS SECURITIZATION TRUST N/A 92539LAA8 2586062.40000000 PA USD 2564513.78000000 0.324947974470 Long ABS-MBS US Y 2 2066-06-25 Floating 1.04600160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A97B8 103279.84000000 PA USD 103954.95000000 0.013172068211 Long DBT USGA US N 2 2041-09-25 Fixed 1.75000000 N N N N N N GCAT TRUST N/A 36167HAA3 218769.67000000 PA USD 217304.61000000 0.027534534387 Long ABS-MBS US Y 2 2066-05-25 Floating 1.09100160 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55316VAG9 1500000.00000000 PA USD 1496244.00000000 0.189588163224 Long ABS-MBS US N 2 2038-04-15 Floating 1.69046280 N N N N N N TRIDENT TPI HLDNGS, INC. N/A 00216EAE9 346418.22000000 PA USD 345365.11000000 0.043761002113 Long LON US N 2 2028-07-29 Floating 4.50000000 N N N N N N CSMC TRUST N/A 12596XAA0 409710.20000000 PA USD 414350.41000000 0.052502087335 Long ABS-MBS US N 2 2049-07-25 Fixed 2.57300000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538HAA8 179085.37000000 PA USD 177115.18000000 0.022442156262 Long ABS-MBS US Y 2 2066-07-25 Floating 0.93800160 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 05951VAA7 1471094.27000000 PA USD 1519359.40000000 0.192517101437 Long ABS-MBS US N 2 2036-12-20 Floating 2.12452560 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 949803AA8 915327.31000000 PA USD 909097.23000000 0.115191154670 Long ABS-MBS US N 2 2034-10-25 Floating 2.76627600 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332BAA7 910884.50000000 PA USD 917550.35000000 0.116262244341 Long ABS-MBS US N 2 2057-03-28 Floating 2.99999880 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834AAA7 127741.81000000 PA USD 128443.36000000 0.016274979682 Long ABS-MBS US Y 2 2025-01-15 Fixed 1.90000000 N N N N N N FC COMPASSUS, LLC N/A 20452RAD3 883325.00000000 PA USD 880675.03000000 0.111589795070 Long LON US N 2 2026-12-31 Floating 5.00000040 N N N N N N EG GROUP LIMITED N/A N2820EAD0 334117.83000000 PA USD 333075.39000000 0.042203779200 Long LON US N 2 2026-03-31 Floating 4.74999840 N N N N N N Government National Mortgage Association 2 N/A 3620E0GM2 1178050.37000000 PA USD 1200372.19000000 0.152098426919 Long DBT USGA US N 2 2060-11-20 Floating 1.16200080 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAA3 250000.00000000 PA USD 249271.73000000 0.031585068634 Long DBT NUSS JP N 2 2023-03-03 Fixed 0.37300000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 16163LAF9 414471.02000000 PA USD 420132.28000000 0.053234704551 Long ABS-MBS US N 2 2035-06-25 Floating 2.37529800 N N N N N N ECMC GROUP STUDENT LOAN TRUST N/A 26833BAB9 909121.16000000 PA USD 920107.98000000 0.116586320076 Long ABS-MBS US Y 2 2070-01-27 Floating 1.08924840 N N N N N N TELOS CLO N/A 87974KAQ7 164397.31000000 PA USD 164196.25000000 0.020805206534 Long ABS-CBDO CORP KY N 2 2028-04-17 Floating 1.07224920 N N N N N N ARI FLEET LEASE TRUST N/A 00217TAB1 60041.27000000 PA USD 60239.28000000 0.007632882370 Long ABS-MBS US N 2 2028-08-15 Fixed 1.77000000 N N N N N N TRUCK HERO, INC. N/A 89778PAG2 1999911.84000000 PA USD 1982412.61000000 0.251190290810 Long LON US N 2 2028-01-31 Floating 3.99999960 N N N N N N HILTON ORLANDO TRUST N/A 432885AG6 2900000.00000000 PA USD 2881809.46000000 0.365152316256 Long ABS-MBS US N 2 2034-12-15 Floating 1.29099960 N N N N N N CARLYLE US CLO LTD N/A 14315JAQ2 1450000.00000000 PA USD 1449634.60000000 0.183682314622 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 1.18424880 N N N N N N LEARNING CARE GROUP (US) NO. 2 INC. N/A 52201CAC5 862974.73000000 PA USD 843989.29000000 0.106941367365 Long LON US N 2 2025-03-13 Floating 4.25000160 N N N N N N PALMER SQUARE LOAN FUNDING LTD. N/A 69702HAA6 600000.00000000 PA USD 599946.00000000 0.076018791169 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 0.00000000 N N N N N N CISION US/CASTLE US 4/21 INCREMENTAL TLB N/A 14852DAE1 911220.04000000 PA USD 911220.04000000 0.115460134628 Long LON US N 2 2027-01-29 Floating 4.74999840 N N N N N N HIGHTOWER HOLDINGS LLC N/A 43117LAH6 234105.25000000 PA USD 233227.36000000 0.029552096313 Long LON US N 2 2028-04-21 Floating 4.74999840 N N N N N N ASTORIA ENERGY LLC N/A 04626LAE9 892062.45000000 PA USD 888966.99000000 0.112640464256 Long LON US N 2 2027-12-10 Floating 4.50000000 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 55608PBG8 200000.00000000 PA USD 199713.92000000 0.025305628803 Long DBT NUSS AU N 2 2022-12-16 Fixed 0.44100000 N N N N N N VOYA CLO N/A 92917NAJ7 400000.00000000 PA USD 399999.20000000 0.050683654283 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.18374840 N N N N N N BELLEMEADE RE LTD. N/A 07876AAA1 800000.00000000 PA USD 799161.44000000 0.101261257876 Long ABS-MBS BM Y 2 2031-06-25 Floating 1.24967160 N N N N N N OSMOSIS BUYER LIMITED N/A 00132UAG9 2795712.77000000 PA USD 2791631.03000000 0.353725862478 Long LON US N 2 2028-07-31 Floating 4.50000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JBB3 300000.00000000 PA USD 300080.70000000 0.038023042185 Long DBT NUSS AU N 2 2025-10-14 Floating 0.75741120 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CQ3 235000.00000000 PA USD 235320.91000000 0.029817368754 Long DBT CORP US N 2 2024-10-18 Floating 0.57012120 N N N N N N United States of America N/A N/A -13.00000000 NC USD -1700562.50000000 -0.21547723554 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Mar 2022 2022-03-25 -1676249.77000000 USD -24312.73000000 N N N BX COMMERCIAL MORTGAGE TRUST N/A 05607QAU2 1670082.02000000 PA USD 1661709.23000000 0.210554161439 Long ABS-MBS US N 2 2036-12-15 Floating 1.68999840 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980CAA1 201710.79000000 PA USD 204522.48000000 0.025914918503 Long ABS-MBS US N 2 2061-01-25 Fixed 2.75000000 N N N N N N INVITATION HOMES TRUST N/A 46185JAC2 1499784.89000000 PA USD 1500412.55000000 0.190116357648 Long ABS-MBS US N 2 2037-03-17 Floating 1.04100120 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAX9 450000.00000000 PA USD 451980.57000000 0.057270181921 Long DBT NUSS DK N 2 2023-01-12 Fixed 5.00000000 N N N N N N Paysafe 6/21 (USD) TLB1 N/A N/A 200000.00000000 PA USD 191876.00000000 0.024312490748 Long LON US N 2 2028-06-09 Floating 3.25000080 N N N N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550UAB7 375000.00000000 PA USD 374343.75000000 0.047432867885 Long DBT NUSS CH N 2 2024-02-02 Floating 0.43999920 N N N N N N RADNOR RE/ESSENT N/A 750493AA6 3538000.00000000 PA USD 3514079.94000000 0.445266922539 Long ABS-MBS BM N 2 2030-01-25 Floating 1.04163120 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368EA44 350000.00000000 PA USD 350000.00000000 0.044348286194 Long DBT CORP CA N 2 2023-12-08 Floating 0.40000320 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50116YAB7 68083.04000000 PA USD 68095.47000000 0.008628335405 Long ABS-MBS US N 2 2023-06-15 Fixed 0.41000000 N N N N N N Bellemeade RE N/A 07877BAC4 489715.92000000 PA USD 489678.95000000 0.062046920622 Long ABS-MBS BM N 2 2029-04-25 Floating 1.54163160 N N N N N N COLT MORTGAGE LOAN TRUST N/A 12597VAA3 132594.97000000 PA USD 132814.87000000 0.016828891044 Long ABS-MBS US Y 2 2065-09-25 Floating 1.25499960 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 59020USM8 356840.11000000 PA USD 361710.09000000 0.045832064544 Long ABS-MBS US N 2 2035-02-25 Floating 2.15844120 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34529SAA7 450000.00000000 PA USD 456844.01000000 0.057886425433 Long ABS-MBS US N 2 2029-03-15 Fixed 2.36000000 N N N N N N UNITED AIRLINES INC. N/A 90932RAJ3 179015.41000000 PA USD 178268.92000000 0.022588345953 Long LON US N 2 2028-04-21 Floating 4.50000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374YAB8 150000.00000000 PA USD 148857.60000000 0.018861655562 Long ABS-MBS US Y 2 2027-05-20 Fixed 0.48000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00832PAA6 49066.47000000 PA USD 49541.60000000 0.006277385872 Long ABS-MBS US N 2 2024-10-15 Fixed 3.46000000 N N N N N N MSCCG TRUST N/A 55358PAA4 1455000.00000000 PA USD 1453236.10000000 0.184138658487 Long ABS-MBS US N 2 2037-10-15 Floating 0.98899920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KCU1 2256712.50440000 PA USD 2257752.17000000 0.286078398260 Long DBT USGA US Y 2 2033-08-25 Floating 0.84966840 N N N N N N ARUBA INVESTMENTS HOLDINGS, LLC N/A 04317JAF5 1466666.67000000 PA USD 1469116.00000000 0.186150790916 Long LON US N 2 2028-11-24 Floating 8.49999960 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286XAD6 130000.00000000 PA USD 129674.87000000 0.016431023562 Long ABS-MBS US N 2 2025-09-15 Fixed 0.59000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056057AL6 2000000.00000000 PA USD 1992455.20000000 0.252462781254 Long ABS-MBS US N 2 2037-03-15 Floating 1.41104880 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942AAB2 1416484.20340000 PA USD 1424430.82000000 0.180488759055 Long ABS-MBS US Y 2 2069-04-15 Floating 1.08950040 N N N N N N MARLETTE FUNDING TRUST N/A 57108TAA5 95471.88000000 PA USD 95316.01000000 0.012077433401 Long ABS-MBS US Y 2 2031-09-15 Fixed 0.51000000 N N N N N N AADVANTAGE LOYALITY IP LTD. N/A 02376CBJ3 1519230.77000000 PA USD 1558472.50000000 0.197473098445 Long LON US N 2 2028-04-20 Floating 5.50000080 N N N N N N WCG PURCHASER CORP. N/A 23343FAB0 1879959.56000000 PA USD 1879376.77000000 0.238134682465 Long LON US N 2 2027-01-08 Floating 5.00000040 N N N N N N TANK HOLDING CORP. N/A 87583FAK4 1754770.61000000 PA USD 1748927.23000000 0.221605500940 Long LON US N 2 2026-03-26 Floating 5.74999920 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELTN4 500000.00000000 PA USD 500302.37000000 0.063393007681 Long DBT USGA US N 2 2022-01-18 Fixed 0.53000000 N N N N N N BA MORTGAGE SECURITIES INCORPORATED N/A 05949ADF4 264830.17000000 PA USD 272596.82000000 0.034540576540 Long ABS-MBS US N 2 2034-05-25 Floating 2.55103560 N N N N N N Cobham/AI Convoy 1/20 (USD) Cov-Lite N/A N/A 1438135.91000000 PA USD 1436855.97000000 0.182063142221 Long LON US N 2 2027-01-18 Floating 4.50000000 N N N N N N ANCHOR PACKAGING, LLC N/A 03306UAB4 1427649.68000000 PA USD 1409804.06000000 0.178635411230 Long LON US N 2 2026-07-18 Floating 4.08700080 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 9292276K7 685144.78000000 PA USD 679303.24000000 0.086074098572 Long ABS-MBS US N 2 2033-08-25 Floating 2.36484720 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 500000.00000000 PA USD 499410.91000000 0.063280051329 Long DBT CORP US N 2 2022-03-28 Floating 1.40225040 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMH2 475000.00000000 PA USD 475275.53000000 0.060221872073 Long DBT CORP US N 2 2024-03-25 Floating 0.69000120 N N N N N N VC GB HOLDINGS I CORP N/A 91823JAC6 940000.00000000 PA USD 927366.40000000 0.117506030040 Long LON US N 2 2028-07-21 Floating 3.99999960 N N N N N N BANC OF AMERICA FUNDING CORPORATION N/A 05946XYZ0 36144.20000000 PA USD 34321.89000000 0.004348905715 Long ABS-MBS US N 2 2035-09-20 Floating 2.57334480 N N N N N N DEI SALES, INC. N/A 23319HAJ9 1073250.00000000 PA USD 1070566.88000000 0.135650875384 Long LON US N 3 2028-04-28 Floating 6.24999960 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668AZ5 725000.00000000 PA USD 736753.13000000 0.093353539039 Long DBT CORP DE N 2 2022-09-26 Fixed 2.70000000 N N N N N N LCM INVESTMENTS HOLDINGS II, LLC 549300P5V78NNQTG4428 50190EAA2 373000.00000000 PA USD 371556.49000000 0.047079695873 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N MASTR ADJUSTABLE RATE MORTGAGE TRUST N/A 576433A71 22118.33000000 PA USD 21194.23000000 0.002685507936 Long ABS-MBS US N 2 2035-07-25 Floating 2.63756880 N N N N N N St. George's/Medforth 6/21 Cov-Lite TLB N/A N/A 345000.00000000 PA USD 342988.65000000 0.043459882318 Long LON US N 2 2028-06-29 Floating 0.00000000 N N N N N N BLUEMOUNTAIN CLO LTD. N/A 09628BAL2 1828910.29000000 PA USD 1828833.48000000 0.231730373065 Long ABS-CBDO CORP KY N 2 2027-07-18 Floating 1.05225120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31377BUP8 10308.54000000 PA USD 10307.54000000 0.001306062096 Long DBT USGA US N 2 2024-10-01 Floating 2.27499840 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MQ88 790050.73000000 PA USD 806787.72000000 0.102227579156 Long ABS-MBS US N 2 2034-07-25 Floating 2.68018920 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828FCQ3 2778038.58000000 PA USD 2777324.62000000 0.351913106006 Long ABS-MBS US N 2 2048-01-25 Floating 0.83599920 N N N N N N TMK HAWK PARENT, CORP. N/A 87258WAK1 719102.33000000 PA USD 711911.31000000 0.090205847202 Long LON US N 2 2024-05-30 Floating 10.50000120 N N N N N N AQGEN ISLAND HOLDINGS, INC. N/A N/A 441711.52000000 PA USD 437846.54000000 0.055479267614 Long LON US N 2 2028-08-02 Floating 3.99999960 N N N N N N BELLEMEADE RE LTD. N/A 07877TAB7 1637164.27000000 PA USD 1636723.55000000 0.207388241189 Long ABS-MBS BM N 2 2028-10-25 Floating 1.94199840 N N N N N N EQUINOX HOLDINGS INC. N/A 29446CAR5 755437.50000000 PA USD 755437.50000000 0.095721024148 Long LON US N 2 2024-03-08 Floating 10.00000080 N N N N N N IDERA, INC N/A 45168RAQ6 2458210.74000000 PA USD 2445305.13000000 0.309843119250 Long LON US N 2 2028-03-02 Floating 4.50000000 N N N N N N MAGNETITE CLO, LIMITED N/A 55952YAP2 780000.00000000 PA USD 780299.52000000 0.098871275515 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.10612880 N N N N N N AUDIO VISUAL SERVICES N/A 00241YAQ7 1131730.77000000 PA USD 903969.95000000 0.114541480153 Long LON US N 3 2025-09-01 Floating 8.25000120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754RAA4 596224.86000000 PA USD 596610.38000000 0.075596136796 Long ABS-MBS US Y 2 2041-10-25 Floating 0.79999920 N N N N N N GSR MORTGAGE LOAN TRUST N/A 36242DH55 245213.41000000 PA USD 245621.45000000 0.031122543885 Long ABS-MBS US N 2 2035-04-25 Floating 2.91436560 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAA3 195000.00000000 PA USD 194022.19000000 0.024584433171 Long ABS-MBS US Y 2 2036-09-15 Floating 0.78950880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KJG5 2500000.00000000 PA USD 2500499.25000000 0.316836732479 Long DBT USGA US N 2 2041-09-25 Floating 0.89966880 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYF5 150000.00000000 PA USD 150261.00000000 0.019039479519 Long DBT CORP US N 2 2024-09-10 Floating 0.55000440 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02529KAG8 114894.48000000 PA USD 116244.28000000 0.014729241708 Long ABS-MBS US N 2 2024-07-10 Fixed 4.07000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025286AB1 185000.00000000 PA USD 184250.20000000 0.023346230288 Long ABS-MBS US Y 2 2026-02-13 Fixed 0.66000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569QAA2 2867589.20000000 PA USD 2865650.71000000 0.363104850914 Long ABS-MBS US N 2 2070-01-25 Floating 0.79967160 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535KAA1 450000.00000000 PA USD 454480.43000000 0.057586937655 Long ABS-MBS US N 2 2028-11-15 Fixed 2.38000000 N N N N N N ARUBA INVESTMENTS HOLDINGS, LLC N/A 04317JAB4 506440.59000000 PA USD 505807.54000000 0.064090564409 Long LON US N 2 2027-11-24 Floating 4.74999840 N N N N N N Cooperatieve Rabobank UA (New York Branch) N/A 21688AAR3 250000.00000000 PA USD 250197.25000000 0.031702340708 Long DBT CORP NL N 2 2024-01-12 Floating 0.34999920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406VUL8 43627.65000000 PA USD 44045.67000000 0.005580999939 Long DBT USGA US N 2 2035-06-01 Floating 2.08000080 N N N N N N N/A N/A 75774EAH8 250666.67000000 PA USD -3602.08000000 -0.00045641735 Long LON US N 2 2026-09-30 Floating 0.00000000 N N N N N N LSF11 SKYSCRAPER HOLDCO S.A R.L. N/A N/A 1737.12000000 PA USD 1731.34000000 0.000219377033 Long LON US N 3 2027-09-29 Floating 0.00000000 N N N N N N BARINGS CLO LTD N/A 06760EAG1 750000.00000000 PA USD 747393.75000000 0.094701805499 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 2.68149960 N N N N N N GRAY ESCROW II, INC. N/A 389286AA3 415000.00000000 PA USD 415888.10000000 0.052696927096 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30166PAG6 174256.47000000 PA USD 177593.08000000 0.022502710679 Long ABS-MBS US N 2 2024-06-17 Fixed 4.35000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 48128U2N8 905185.90000000 PA USD 902846.99000000 0.114399190577 Long ABS-MBS US Y 2 2028-12-26 Fixed 0.96900000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAN8 200000.00000000 PA USD 199364.00000000 0.025261290653 Long DBT NUSS SE N 2 2023-09-01 Fixed 0.55000000 N N N N N N US LBM 6/21 Incremental TLB2 N/A N/A 193333.33000000 PA USD 190226.46000000 0.024103478542 Long LON US N 2 2027-12-17 Floating 4.50000000 N N N N N N RE/MAX TLB N/A N/A 1054.41000000 PA USD 1050.46000000 0.000133103144 Long LON US N 2 2028-07-21 Floating 2.99999880 N N N N N N CARMAX AUTO OWNER TRUST N/A 14314XAF6 425000.00000000 PA USD 431257.57000000 0.054644383250 Long ABS-MBS US N 2 2023-12-15 Fixed 3.57000000 N N N N N N ELEVATION CLO LTD N/A 28622QAB7 1000000.00000000 PA USD 1001506.00000000 0.126900213466 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 1.35375120 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30165XAD7 275000.00000000 PA USD 274202.50000000 0.034744031272 Long ABS-MBS US N 2 2025-09-15 Fixed 0.57000000 N N N N N N Ultra Electronics 11/21 (USD) TL N/A N/A 1025000.00000000 PA USD 1021156.25000000 0.129390084640 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31573WAA9 1015987.21000000 PA USD 1016893.98000000 0.128850015012 Long ABS-MBS US Y 2 2065-10-25 Floating 1.17799920 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAF9 250000.00000000 PA USD 249292.75000000 0.031587732066 Long DBT CORP US N 2 2025-06-09 Floating 0.45000360 N N N N N N SOPHIA, L.P. Lien 1 N/A 83578BAN3 2529111.18000000 PA USD 2522788.40000000 0.319660977059 Long LON US N 2 2027-10-07 Floating 3.99999960 N N N N N N VISIO TRUST N/A 92837UAA7 1800229.16000000 PA USD 1792825.90000000 0.227167874599 Long ABS-MBS US Y 2 2056-05-25 Fixed 1.28000000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32059FAA7 625274.71000000 PA USD 624795.44000000 0.079167448531 Long ABS-MBS US Y 2 2026-03-16 Fixed 0.45000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAN4 2000000.00000000 PA USD 1994366.00000000 0.252704897555 Long ABS-MBS US N 2 2037-12-15 Floating 2.23899840 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687JAD1 251000.00000000 PA USD 250538.51000000 0.031745581554 Long ABS-MBS US N 2 2025-01-10 Fixed 0.38000000 N N N N N N SRS DISTRIBUTION INC. N/A 78466YAN8 2449449.27000000 PA USD 2438892.14000000 0.309030533205 Long LON US N 2 2028-06-02 Floating 4.25000160 N N N N N N NAVICURE INC. N/A 63939WAG8 1194106.04000000 PA USD 1191622.30000000 0.150989733702 Long LON US N 2 2026-10-22 Floating 4.08700080 N N N N N N CAST & CREW PAYROLL, LLC N/A 14835JAN0 0.02000000 PA USD 0.02000000 0.000000002534 Long LON US N 2 2026-02-09 Floating 3.58700040 N N N N N N FIRST STUDENT BIDCO INC. 2549006DRO2F06AA1391 337120AA7 340000.00000000 PA USD 323071.37000000 0.040936175937 Long DBT CORP US N 2 2029-07-31 Fixed 4.00000000 N N N N N N DIAMOND SPORTS N/A 25277BAB4 996889.34000000 PA USD 416699.74000000 0.052799769504 Long LON US N 2 2026-08-24 Floating 3.34000080 N N N N N N Ping Identity 11/21 TLB N/A N/A 700000.00000000 PA USD 698250.00000000 0.088474830957 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452761AA7 201264.53000000 PA USD 199623.28000000 0.025294143864 Long ABS-MBS US Y 2 2056-09-25 Floating 1.07300160 N N N N N N STAR TRUST N/A 85521DAE2 1000000.00000000 PA USD 999999.80000000 0.126709363784 Long ABS-MBS US Y 2 2038-04-17 Floating 1.14199920 N N N N N N VERUS SECURITIZATION TRUST N/A 92538CAA9 1138712.57000000 PA USD 1137118.60000000 0.144083603170 Long ABS-MBS US Y 2 2065-05-25 Fixed 1.21800000 N N N N N N DENALI CAPITAL CLO LTD. N/A 24823DAU0 1000000.00000000 PA USD 1000271.00000000 0.126743727371 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.78149960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405MA64 114498.56000000 PA USD 118849.30000000 0.015059322201 Long DBT USGA US N 2 2034-07-01 Floating 1.74200040 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDH9 275000.00000000 PA USD 275063.54000000 0.034853133124 Long DBT CORP US N 2 2023-09-15 Floating 0.64599840 N N N N N N NESTLE SKIN HEALTH/SUNSHINE/GALDERMA 3/21 CL TLB3 N/A L8908YAE8 323208.33000000 PA USD 321773.29000000 0.040771697013 Long LON US N 2 2026-10-01 Floating 4.50000000 N N N N N N NATIONAL MENTOR HOLDINGS, INC. N/A 63689EAR6 2496.41000000 PA USD 2463.43000000 0.000312139710 Long LON US N 2 2028-03-02 Floating 4.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAJ3 450000.00000000 PA USD 450000.00000000 0.057019225107 Long DBT CORP US N 2 2022-02-18 Floating 0.33999840 N N N N N N Option Care/BioScrip 10/21 TLB N/A N/A 848182.47000000 PA USD 844645.55000000 0.107024521669 Long LON US N 2 2028-10-22 Floating 3.25000080 N N N N N N VOYA CLO N/A 92915HAN3 818182.00000000 PA USD 818748.18000000 0.103743081736 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 1.52224920 N N N N N N SIMPLY GOOD FOODS USA, INC. N/A 04761PAF2 1765149.34000000 PA USD 1765696.53000000 0.223730328699 Long LON US N 2 2024-07-07 Floating 4.74999840 N N N N N N VERUS SECURITIZATION TRUST N/A 92537KAA2 51324.23000000 PA USD 51964.30000000 0.006584364709 Long ABS-MBS US N 2 2059-11-25 Fixed 2.64200000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688KAA2 2409298.63000000 PA USD 2390963.39000000 0.302957510571 Long ABS-MBS US Y 2 2066-10-25 Floating 1.10999880 N N N N N N TESLA AUTO LEASE TRUST N/A 88167HAE6 1000000.00000000 PA USD 1003914.00000000 0.127205329675 Long ABS-MBS US N 2 2024-01-22 Fixed 1.18000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688BAA2 209190.67000000 PA USD 208155.72000000 0.026375284124 Long ABS-MBS US Y 2 2065-05-25 Floating 0.85700160 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105UAC7 100000.00000000 PA USD 99163.80000000 0.012564984521 Long ABS-MBS US Y 2 2026-05-15 Fixed 0.81000000 N N N N N N Mitchell International 9/21 TLB N/A 60662WAS1 926569.47000000 PA USD 913699.42000000 0.115774295353 Long LON US N 2 2028-10-01 Floating 4.25000160 N N N N N N MISSOURI HIGHER ED LN AUTH STUDENT LN REV N/A 606072LG9 3389417.21000000 PA USD 3398501.86000000 0.430622094626 Long ABS-MBS US N 2 2061-03-25 Floating 0.78924960 N N N N N N NFP CORP. N/A 62910PAF0 1965.43000000 PA USD 1928.09000000 0.000244307106 Long LON US N 2 2027-02-15 Floating 3.33699840 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042RAD0 140000.00000000 PA USD 139315.57000000 0.017652590770 Long ABS-MBS US Y 2 2026-07-15 Fixed 0.62000000 N N N N N N BARINGS CLO LTD N/A 06760EAA4 3192751.76000000 PA USD 3194552.47000000 0.404779792006 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 0.93150000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537MAA8 66023.91000000 PA USD 66881.84000000 0.008474557090 Long ABS-MBS US N 2 2059-11-25 Floating 2.69200080 N N N N N N WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC N/A 96925HAF9 1184027.45000000 PA USD 1158369.58000000 0.146776301864 Long LON US N 2 2025-05-18 Floating 2.84000040 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36258BAL2 500000.00000000 PA USD 500719.60000000 0.063445874639 Long ABS-MBS US N 2 2036-12-15 Floating 1.44000000 N N N N N N VASA TRUST N/A 92230AAC0 2000000.00000000 PA USD 2000549.40000000 0.253488392391 Long ABS-MBS US Y 2 2039-07-15 Floating 1.34100000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CC6 195000.00000000 PA USD 193824.63000000 0.024559400465 Long DBT CORP US N 2 2024-06-28 Floating 0.35000280 N N N N N N MCAFEE 5/21 N/A 55910RAB9 1573267.71000000 PA USD 1548362.88000000 0.196192114671 Long LON US N 2 2028-07-27 Floating 5.74999920 N N N N N N MARLETTE FUNDING TRUST N/A 57108QAA1 195000.00000000 PA USD 194637.18000000 0.024662358179 Long ABS-MBS US Y 2 2031-12-15 Fixed 0.65000000 N N N N N N GALLATIN CLO N/A 36361WAN6 700000.00000000 PA USD 700525.00000000 0.088763094817 Long ABS-CBDO CORP KY N 2 2028-01-21 Floating 3.22949880 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46651MAG1 2000000.00000000 PA USD 1990286.60000000 0.252187999273 Long ABS-MBS US N 2 2036-07-15 Floating 1.24999920 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33846AAA4 36571.77000000 PA USD 36662.00000000 0.004645419624 Long ABS-MBS US N 2 2024-02-15 Fixed 2.33000000 N N N N N N DBGS MORTGAGE TRUST N/A 23306GAA5 2784416.82000000 PA USD 2781030.97000000 0.352382735351 Long ABS-MBS US N 2 2035-05-15 Floating 0.89250840 N N N N N N OAKTOWN RE LTD N/A 67389JAA6 1000000.00000000 PA USD 999382.90000000 0.126631196762 Long ABS-MBS BM Y 2 2034-04-25 Floating 1.64999880 N N N N N N US Lumber/Specialty Building 10/21 TLB N/A N/A 1285607.78000000 PA USD 1275965.72000000 0.161676836927 Long LON US N 2 2028-10-05 Floating 4.25000160 N N N N N N COMM MORTGAGE TRUST N/A 12625XAN7 800000.00000000 PA USD 802517.52000000 0.101686504722 Long ABS-MBS US N 2 2030-08-10 Floating 4.53994920 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691MAA5 3000000.00000000 PA USD 2995266.00000000 0.379528325131 Long ABS-MBS US N 2 2035-07-15 Floating 0.99000000 N N N N N N MH SUB I, LLC (MICRO HOLDING CORP.) N/A 45567YAL9 1398573.79000000 PA USD 1391930.56000000 0.176370670964 Long LON US N 2 2024-09-13 Floating 4.74999840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KFN4 1000000.00000000 PA USD 1000000.00000000 0.126709389126 Long DBT USGA US Y 2 2033-12-25 Floating 0.74967120 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688DAA8 190797.46000000 PA USD 190105.04000000 0.024088093488 Long ABS-MBS US Y 2 2064-12-25 Floating 1.05099840 N N N N N N INVITATION HOMES TRUST N/A 46185JAA6 1704765.82000000 PA USD 1704902.03000000 0.216027094742 Long ABS-MBS US N 2 2037-03-17 Floating 0.79099920 N N N N N N SHUTTERFLY 6/21 N/A N/A 1725000.00000000 PA USD 1666781.25000000 0.211196833995 Long LON US N 2 2026-09-25 Floating 5.74999920 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 29418751.71000000 NS USD 29418751.71000000 3.727632058044 Long STIV RF US N 2 N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17326MAA0 4000000.00000000 PA USD 3985735.20000000 0.505030072412 Long ABS-MBS US N 2 2036-12-15 Floating 0.92000160 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173FAA8 196024.97000000 PA USD 197953.21000000 0.025082530314 Long ABS-MBS US N 2 2056-10-25 Floating 2.75000040 N N N N N N Government National Mortgage Association 2 N/A 3620E0H25 987423.04000000 PA USD 1021153.21000000 0.129389699443 Long DBT USGA US N 2 2060-12-20 Floating 1.78499880 N N N N N N KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV N/A 49130NEZ8 1820229.04000000 PA USD 1833659.78000000 0.232341910589 Long ABS-MBS US N 2 2050-11-25 Floating 1.13600160 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607GRT3 425000.00000000 PA USD 425610.54000000 0.053928851529 Long DBT NUSS CA N 2 2023-12-14 Floating 0.45000360 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828NAA3 1541595.94000000 PA USD 1560258.35000000 0.197699382408 Long ABS-MBS US N 2 2057-06-25 Floating 1.59162840 N N N N N N PREGIS TOPCO LLC N/A 74045BAC1 1614099.53000000 PA USD 1612582.28000000 0.204329315615 Long LON US N 2 2026-07-31 Floating 4.08700080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419A4K0 261748.91000000 PA USD 306450.69000000 0.038830179727 Long DBT USGA US N 2 2039-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409VR39 130109.71000000 PA USD 136717.55000000 0.017323397243 Long DBT USGA US N 2 2033-10-01 Floating 2.12299920 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGD0 350000.00000000 PA USD 351540.04000000 0.044543423721 Long DBT CORP US N 2 2024-03-22 Floating 0.55000440 N N N N N N SACO I TRUST N/A 785779AA7 4838.45000000 PA USD 4782.95000000 0.000606044672 Long ABS-MBS US N 2 2036-06-25 Floating 0.35163000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81744FAZ0 582999.86000000 PA USD 583652.24000000 0.073954218792 Long ABS-MBS US N 2 2034-05-20 Floating 0.66624840 N N N N N N AMERICAN AIRLINES INC. N/A 02376CBB0 252615.61000000 PA USD 237352.57000000 0.030074799152 Long LON US N 2 2025-06-27 Floating 1.84163040 N N N N N N KKR FINANCIAL CLO, LTD. N/A 48252KAA7 580000.00000000 PA USD 580018.56000000 0.073493797419 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.12375080 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830VAA1 128645.21000000 PA USD 129222.22000000 0.016373668557 Long ABS-MBS US N 2 2060-01-26 Floating 2.46413160 N N N N N N ARI FLEET LEASE TRUST N/A 00217FAB1 100000.00000000 PA USD 99626.06000000 0.012623557203 Long ABS-MBS US Y 2 2030-03-15 Fixed 0.37000000 N N N N N N DISPATCH ACQUISITION HOLDINGS, LLC N/A 25471MAC2 433073.67000000 PA USD 430908.30000000 0.054600127462 Long LON US N 2 2028-03-27 Floating 5.00000040 N N N N N N MORGAN STANLEY DEAN WITTER CAPITAL I INC N/A 61746WRV4 789218.75000000 PA USD 788788.55000000 0.099946915320 Long ABS-MBS US N 2 2032-08-25 Floating 0.95163120 N N N N N N MFA TRUST N/A 552757AA4 87229.34000000 PA USD 86932.50000000 0.011015163970 Long ABS-MBS US Y 2 2065-01-26 Floating 1.01400120 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 225458TY4 742929.23000000 PA USD 735590.65000000 0.093206241908 Long ABS-MBS US N 2 2035-07-25 Floating 0.39200040 N N N N N N Mohegan Gaming & Entertainment 549300UB083Z2NRDHC48 608328BH2 845000.00000000 PA USD 856014.58000000 0.108465084515 Long DBT CORP US N 2 2026-02-01 Fixed 8.00000000 N N N N N N ARROYO MORTGAGE TRUST N/A 042859AA6 940807.63000000 PA USD 946818.45000000 0.119970787413 Long ABS-MBS US N 2 2049-01-25 Floating 3.80499840 N N N N N N PAREXEL INTERNATIONAL 8/21 TL N/A 71911KAC8 2280000.00000000 PA USD 2268964.80000000 0.287499143757 Long LON US N 2 2028-08-11 Floating 3.99999960 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAK4 575000.00000000 PA USD 581332.69000000 0.073660310029 Long DBT CORP US N 2 2022-07-01 Fixed 2.30000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 939336V91 1156405.51000000 PA USD 1171752.98000000 0.148472104303 Long ABS-MBS US N 2 2035-01-25 Floating 2.75119560 N N N N N N COINBASE GLOBAL, INC. 5493004G3J2SC154DU06 19260QAD9 733000.00000000 PA USD 679857.50000000 0.086144328518 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N ASSET BACKED FUNDING CORPORATION N/A 04542BQA3 71967.61000000 PA USD 71964.43000000 0.009118568964 Long ABS-MBS US N 2 2035-07-25 Floating 0.78162840 N N N N N N NFP CORP. VO2L9FZNXDJNQNEYH039 65342RAE0 489000.00000000 PA USD 481665.00000000 0.061031477913 Long DBT CORP US N 2 2028-08-15 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KED7 1500000.00000000 PA USD 1500237.00000000 0.190094113815 Long DBT USGA US N 2 2033-10-25 Floating 0.79967160 N N N N N N State of California N/A 13063DAF5 925000.00000000 PA USD 925000.00000000 0.117206184942 Long DBT MUN US N 2 2047-04-01 Floating 0.86799920 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431AG4 350000.00000000 PA USD 351573.65000000 0.044547682424 Long DBT CORP US N 2 2023-03-10 Floating 0.86574960 N N N N N N UBS AG LONDON BRANCH N/A 902674YC8 250000.00000000 PA USD 250604.25000000 0.031753911430 Long DBT NUSS CH N 2 2024-02-09 Floating 0.41000040 N N N N N N OZLM FUNDING LTD N/A 67109WAJ7 94210.93000000 PA USD 94177.67000000 0.011933195035 Long ABS-CBDO CORP KY N 2 2027-04-30 Floating 1.18163160 N N N N N N SOPHIA, L.P. N/A N/A 1000000.00000000 PA USD 1025000.00000000 0.129877123854 Long LON US N 3 2028-10-09 Floating 9.00000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81744FBS5 1009755.41000000 PA USD 1010524.44000000 0.128042934489 Long ABS-MBS US N 2 2034-06-20 Floating 1.56253320 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12656QAA2 121895.44000000 PA USD 121850.70000000 0.015439627761 Long ABS-MBS US Y 2 2025-03-17 Fixed 0.37000000 N N N N N N BEAR STEARNS ALT-A TRUST N/A 07386HKK6 1198657.49000000 PA USD 1249879.48000000 0.158371465392 Long ABS-MBS US N 2 2034-08-25 Floating 2.48494320 N N N N N N OPG TRUST N/A 67118AAL9 1000000.00000000 PA USD 985129.70000000 0.124825182497 Long ABS-MBS US Y 2 2036-10-15 Floating 1.22100120 N N N N N N OBX TRUST N/A 67113CAL0 536088.58000000 PA USD 536235.52000000 0.067946075167 Long ABS-MBS US N 2 2049-12-25 Floating 0.98925120 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24380NAA7 63376.56000000 PA USD 63349.75000000 0.008027008123 Long ABS-MBS US N 2 2065-05-25 Fixed 1.69200000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935BAA1 1167688.88000000 PA USD 1164114.82000000 0.147504277715 Long ABS-MBS US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830GAB2 659974.74000000 PA USD 697343.30000000 0.088359943554 Long ABS-MBS US N 2 2057-12-25 Fixed 4.00000000 N N N N N N IVANTI SOFTWARE, INC. N/A 46583HAB6 1130000.00000000 PA USD 1128587.50000000 0.143002632701 Long LON US N 2 2028-12-01 Floating 9.50000040 N N N N N N NRZ MSR N/A 64829TAB7 583987.51000000 PA USD 582228.19000000 0.073773778287 Long ABS-MBS US N 2 2023-05-25 Fixed 3.91000000 N N N N N N N/A N/A 501683AA4 515000.00000000 PA USD 514837.78000000 0.065234780603 Long ABS-MBS US N 2 2026-08-17 Fixed 1.30000000 N N N N N N BANQUE NATIONALE DU CANADA BSGEFEIOM18Y80CKCV46 63307A2Q7 350000.00000000 PA USD 351090.46000000 0.044486457714 Long DBT CORP CA N 2 2024-08-06 Floating 0.54000360 N N N N N N Avid Automobile Receivables Trust N/A 05369DAA3 10242.06000000 PA USD 10249.91000000 0.001298759834 Long ABS-MBS US N 2 2024-02-15 Fixed 2.62000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46630GAS4 452367.94000000 PA USD 461755.25000000 0.058508725653 Long ABS-MBS US N 2 2035-07-25 Floating 2.42786160 N N N N N N ThyssenKrupp Elevator 7/21 (USD) Cov-Lite N/A D9000BAD4 1725960.20000000 PA USD 1719211.70000000 0.217840264286 Long LON US N 2 2027-07-30 Floating 3.99999960 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CZ0 275000.00000000 PA USD 274653.50000000 0.034801177206 Long DBT CORP US N 2 2024-11-29 Floating 0.00000000 N N N N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 163851AH1 640000.00000000 PA USD 618400.00000000 0.078357086235 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED N/A 59020USK2 480634.39000000 PA USD 468382.78000000 0.059348495931 Long ABS-MBS US N 2 2035-02-25 Floating 2.83419720 N N N N N N DT AUTO OWNER TRUST N/A 23344QAA7 397975.28000000 PA USD 397391.81000000 0.050353273489 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.33000000 N N N N N N COMM MORTGAGE TRUST N/A 12591RAE0 700000.00000000 PA USD 718609.29000000 0.091054544156 Long ABS-MBS US N 2 2047-02-10 Floating 4.86158400 N N N N N N CARMAX AUTO OWNER TRUST N/A 14317DAB6 275000.00000000 PA USD 274837.34000000 0.034824471460 Long ABS-MBS US N 2 2024-09-16 Fixed 0.29000000 N N N N N N USI. INC. N/A 90351NAF2 1720032.69000000 PA USD 1703915.98000000 0.215902152949 Long LON US N 2 2026-12-02 Floating 3.38150160 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669FZW6 6016.77000000 PA USD 571.59000000 0.000072425819 Long ABS-MBS US N 2 2019-06-25 Fixed 4.50000000 N N N N N N Motus 10/21 TL N/A N/A 850000.00000000 PA USD 846812.50000000 0.107299094579 Long LON US N 2 2028-11-03 Floating 0.00000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGE8 350000.00000000 PA USD 354656.45000000 0.044938302129 Long DBT CORP US N 2 2026-03-20 Floating 0.83999880 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST N/A 863579PF9 726959.11000000 PA USD 745666.75000000 0.094482978384 Long ABS-MBS US N 2 2035-04-25 Floating 2.94023160 N N N N N N MELLON RESIDENTIAL FUNDING CORPORATION N/A 585525DF2 143013.17000000 PA USD 144968.67000000 0.018368891618 Long ABS-MBS US N 2 2029-10-20 Floating 2.60999280 N N N N N N N/A N/A 74049LAQ4 29334.99000000 PA USD -89.18000000 -0.00001129994 Long LON US N 2 2028-07-29 Floating 2.00000160 N N N N N N ARROYO MORTGAGE TRUST N/A 04285AAA3 58175.04000000 PA USD 58479.74000000 0.007409932131 Long ABS-MBS US N 2 2048-10-25 Floating 2.96200080 N N N N N N COLD STORAGE TRUST N/A 193051AN9 1474485.78000000 PA USD 1467101.56000000 0.185895542454 Long ABS-MBS US Y 2 2037-11-15 Floating 2.18949840 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CZ0 275000.00000000 PA USD 275000.00000000 0.034845082009 Long DBT NUSS GB N 2 2024-11-22 Floating 0.63000360 N N N N N N HYPERION INSURANCE/HOWDEN 2/21 COV-LITE TLB N/A N/A 1595494.50000000 PA USD 1580544.72000000 0.200269855958 Long LON US N 2 2027-11-12 Floating 3.99999960 N N N N N N MORTGAGEIT TRUST N/A 61913PAR3 406696.53000000 PA USD 402360.62000000 0.050982868368 Long ABS-MBS US N 2 2035-02-25 Floating 1.33638120 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236THV0 300000.00000000 PA USD 299871.17000000 0.037996492767 Long DBT CORP US N 2 2024-01-11 Floating 0.38000160 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607GKW3 300000.00000000 PA USD 301870.80000000 0.038249864663 Long DBT NUSS CA N 2 2023-03-17 Floating 0.84999960 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017AV6 205000.00000000 PA USD 203114.25000000 0.025736482540 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N MFA TRUST N/A 55283WAA9 1951075.21000000 PA USD 1939094.44000000 0.245701471951 Long ABS-MBS US Y 2 2064-11-25 Floating 1.02899880 N N N N N N TOWD POINT HE TRUST N/A 89180DAA4 1220154.17000000 PA USD 1216841.45000000 0.154185236793 Long ABS-MBS US Y 2 2063-02-25 Floating 0.91800000 N N N N N N TRIDENT TPI HOLDINGS, INC. N/A 00216EAB5 1896715.56000000 PA USD 1889602.88000000 0.239430426616 Long LON US N 2 2024-10-17 Floating 3.99999960 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEM7 130000.00000000 PA USD 130558.37000000 0.016542971308 Long DBT CORP US N 2 2024-04-12 Floating 0.50000400 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573AT3 255000.00000000 PA USD 253630.79000000 0.032137402464 Long DBT CORP US N 2 2023-11-08 Fixed 0.84100000 N N N N N N DLLAD LLC N/A 233262AB0 270000.00000000 PA USD 269309.23000000 0.034124008019 Long ABS-MBS US Y 2 2024-09-20 Fixed 0.35000000 N N N N N N TANK HOLDING CORP. N/A 87583FAJ7 1243585.29000000 PA USD 1233226.22000000 0.156261340991 Long LON US N 2 2026-03-26 Floating 3.58700040 N N N N N N FHF TRUST N/A 30322JAA4 167037.82000000 PA USD 166218.45000000 0.021061438261 Long ABS-MBS US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N Covanta 11/21 TLB N/A N/A 776811.85000000 PA USD 774629.01000000 0.098152768656 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAD1 475000.00000000 PA USD 476134.66000000 0.060330731910 Long DBT NUSS CA N 2 2026-09-15 Floating 0.67000320 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33845XAA5 237517.55000000 PA USD 237523.51000000 0.030096458855 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.53000000 N N N N N N ACE SECURITIES CORP HOME EQUITY LOAN TRUST N/A 004421KL6 1041601.44000000 PA USD 1052622.52000000 0.133377156490 Long ABS-MBS US N 2 2050-11-25 Floating 1.96662960 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31573TAB4 726722.68000000 PA USD 732646.34000000 0.092833170187 Long ABS-MBS US N 2 2059-11-25 Floating 2.89199880 N N N N N N ASURION, LLC N/A 04649VAX8 704675.00000000 PA USD 693400.20000000 0.087860315762 Long LON US N 2 2026-12-23 Floating 3.33699840 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAA2 2795000.00000000 PA USD 2790594.52000000 0.353594526929 Long ABS-MBS US N 2 2037-12-15 Floating 1.15899840 N N N N N N REDSTONE HOLDCO N/A 75774EAG0 1200000.00000000 PA USD 1137000.00000000 0.144068575437 Long LON US N 2 2028-04-27 Floating 5.50000080 N N N N N N Mariner Wealth Advisors 8/21 Cov-Lite TLB N/A N/A 662770.80000000 PA USD 654486.17000000 0.082929542792 Long LON US N 2 2028-08-18 Floating 3.75000120 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 36259PAB2 14959.20000000 PA USD 14962.60000000 0.001895901905 Long ABS-MBS US N 2 2022-10-20 Fixed 0.71000000 N N N N N N DELTA TOPCO, INC. N/A 24780DAE7 1674714.29000000 PA USD 1680291.09000000 0.212908657568 Long LON US N 2 2028-12-01 Floating 7.99999920 N N N N N N COMM MORTGAGE TRUST N/A 12626BAF1 30333212.15000000 PA USD 313187.38000000 0.039683781601 Long DBT USGA US N 2 2046-08-10 Floating 0.87241680 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33846QAA9 220455.90000000 PA USD 219037.73000000 0.027754136963 Long ABS-MBS US Y 2 2027-07-15 Fixed 0.36000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066PAE9 300000.00000000 PA USD 299877.93000000 0.037997349322 Long ABS-MBS US N 2 2026-08-18 Fixed 1.06000000 N N N N N N OCP CLO LTD N/A 67092DAP4 2000000.00000000 PA USD 1999000.00000000 0.253292068864 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 1.97488080 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36192HAL8 1000000.00000000 PA USD 1000862.90000000 0.126818726658 Long ABS-MBS US N 2 2034-04-10 Floating 4.26709800 N N N N N N BANQUE NATIONALE DU CANADA BSGEFEIOM18Y80CKCV46 63307A2P9 350000.00000000 PA USD 345999.47000000 0.043841381481 Long DBT CORP CA N 2 2024-08-06 Fixed 0.75000000 N N N N N N ALLIANCE LAUNDRY SYSTEMS LLC N/A 01862LAW8 850191.32000000 PA USD 849086.07000000 0.107587177245 Long LON US N 2 2027-10-08 Floating 4.25000160 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247K93 111436.94000000 PA USD 112731.28000000 0.014284111624 Long ABS-MBS US N 2 2033-11-25 Floating 2.26700640 N N N N N N VSE VOI MORTGAGE LLC N/A 918288AA9 729069.30000000 PA USD 739169.53000000 0.093659719607 Long ABS-MBS US N 2 2035-03-20 Fixed 2.33000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89172YAA8 16171.74000000 PA USD 16185.89000000 0.002050904234 Long ABS-MBS US N 2 2056-04-25 Floating 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QW98 327824.33000000 PA USD 339778.69000000 0.043053150248 Long DBT USGA US N 2 2033-10-01 Floating 2.26400040 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22534GAA1 600000.00000000 PA USD 605580.54000000 0.076732740290 Long ABS-MBS US N 2 2029-02-15 Fixed 2.01000000 N N N N N N CSMC TRUST N/A 126407AA3 230713.09000000 PA USD 229880.47000000 0.029128013925 Long ABS-MBS US Y 2 2065-05-25 Floating 0.80899920 N N N N N N WAMU COMMERCIAL MORTGAGE SECURITIES TRUST N/A 933632AF8 584598.94000000 PA USD 582251.78000000 0.073776767361 Long ABS-MBS US N 2 2049-12-27 Floating 2.19981240 N N N N N N SILVER CREEK CLO LTD N/A 82755QAG2 500000.00000000 PA USD 495876.50000000 0.062832208397 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.53150160 N N N N N N PUG LLC N/A 74530DAC9 1687121.21000000 PA USD 1654779.10000000 0.209676048900 Long LON US N 2 2027-02-12 Floating 3.58700040 N N N N N N WASH MULTIFAMILY ACQUISITION INC. 549300AS7PRY5PHG6L12 93710WAA3 695000.00000000 PA USD 715850.00000000 0.090704916206 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36260CAA0 10783.65000000 PA USD 10786.79000000 0.001366787571 Long ABS-MBS US N 2 2023-10-16 Fixed 0.69000000 N N N N N N UNITED PF HOLDINGS, LLC N/A 91132UAG8 1245991.98000000 PA USD 1201348.09000000 0.152222082612 Long LON US N 2 2026-12-30 Floating 4.13150040 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 60700DAD0 1500000.00000000 PA USD 1522177.05000000 0.192874124148 Long ABS-MBS US N 2 2025-01-10 Fixed 3.39000000 N N N N N N Covanta 11/21 TLC N/A N/A 58188.15000000 PA USD 58024.64000000 0.007352266688 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N CITIZENS BANK, NATIONAL ASSOCIATION DRMSV1Q0EKMEXLAU1P80 17401QAS0 1000000.00000000 PA USD 1003430.00000000 0.127144002331 Long DBT CORP US N 2 2022-02-14 Fixed 3.25000000 N N N N N N BAYVIEW COMMERCIAL ASSET TRUST N/A 07324SAL6 322966.98000000 PA USD 322778.72000000 0.040899094434 Long ABS-MBS US N 2 2034-04-25 Floating 0.63163080 N N N N N N BX TRUST N/A 05609QAC0 2000000.00000000 PA USD 1995653.40000000 0.252868023222 Long ABS-MBS US Y 2 2026-11-15 Floating 1.35000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAE1 302825.90000000 PA USD 300157.91000000 0.038032825417 Long ABS-MBS US Y 2 2066-01-25 Floating 1.05199920 N N N N N N CNH EQUIPMENT TRUST N/A 12598AAB6 155322.71000000 PA USD 155236.94000000 0.019669977837 Long ABS-MBS US N 2 2024-03-15 Fixed 0.23000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TBB3 15924.12000000 PA USD 15935.12000000 0.002019129320 Long ABS-MBS US N 2 2022-06-15 Fixed 1.76000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MGX4 16463.91000000 PA USD 19303.30000000 0.002445909351 Long DBT USGA US N 2 2039-09-01 Fixed 6.00000000 N N N N N N OXFORD FINANCE FUNDING LLC N/A 69144AAA7 1500000.00000000 PA USD 1517987.10000000 0.192343218143 Long ABS-MBS US N 2 2028-02-15 Fixed 3.10100000 N N N N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189TAZ0 225000.00000000 PA USD 224988.74000000 0.028508185805 Long DBT CORP US N 2 2024-05-13 Floating 0.69999840 N N N N N N MARAVAI INTERMEDIATE HOLDINGS, LLC N/A 56589PAG0 1603846.81000000 PA USD 1600847.62000000 0.202842424015 Long LON US N 2 2027-10-19 Floating 4.74999840 N N N N N N BX TRUST N/A 12434CAG9 1000000.00000000 PA USD 982433.00000000 0.124483485287 Long ABS-MBS US Y 2 2034-09-15 Floating 0.82800000 N N N N N N CP ATLAS BUYER, INC. N/A 12658HAG7 1951679.73000000 PA USD 1930952.89000000 0.244669861124 Long LON US N 2 2027-11-23 Floating 4.25000160 N N N N N N Quirch Foods 10/21 Cov-Lite N/A N/A 3171113.34000000 PA USD 3167149.45000000 0.401307572082 Long LON US N 2 2027-10-27 Floating 5.50000080 N N N N N N ENSONO/ACXIOM 5/21 COV-LITE N/A 29359DAB3 1687200.00000000 PA USD 1679826.94000000 0.212849845405 Long LON US N 2 2028-05-26 Floating 4.74999840 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175MAA1 971479.29000000 PA USD 1001827.04000000 0.126940892249 Long ABS-MBS US N 2 2058-05-25 Floating 3.75000120 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46650AAD5 119904.81000000 PA USD 119706.32000000 0.015167914681 Long ABS-MBS US N 2 2046-04-25 Floating 0.84162960 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 105699AA0 116358.41000000 PA USD 116544.92000000 0.014767335619 Long ABS-MBS US N 2 2060-05-25 Floating 1.44900000 N N N N N N EQUINOX FITNESS CLUBS N/A 29446CAP9 2510200.06000000 PA USD 2378414.56000000 0.301367455987 Long LON US N 2 2024-03-08 Floating 3.99999960 N N N N N N MORGAN STANLEY CAPITAL I INC. 3IFG42XD94UUZ7FL2766 61754JAH1 1483787.22000000 PA USD 1497977.27000000 0.189807784807 Long ABS-MBS US N 2 2042-06-11 Floating 6.21480960 N N N N N N VERUS SECURITIZATION TRUST N/A 92538EAA5 179365.67000000 PA USD 178408.50000000 0.022606032050 Long ABS-MBS US Y 2 2064-04-25 Floating 1.01999880 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 450000.00000000 PA USD 450606.15000000 0.057096030003 Long DBT CORP US N 2 2024-05-24 Floating 0.75000240 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105WAC3 213718.62000000 PA USD 213664.59000000 0.027073309676 Long ABS-MBS US N 2 2024-08-15 Fixed 0.40000000 N N N N N N OSMOSIS BUYER LIMITED N/A N/A 349464.10000000 PA USD 348953.88000000 0.044215732968 Long LON US N 2 2028-07-31 Floating 0.00000000 N N N N N N VT TOPCO, INC. N/A 39355YAJ3 214468.09000000 PA USD 214335.12000000 0.027158272123 Long LON US N 2 2025-08-01 Floating 4.50000000 N N N N N N Thomson Learning 6/21 Cov-Lite TLB N/A N/A 2709.81000000 PA USD 2697.62000000 0.000341813782 Long LON US N 2 2026-07-14 Floating 5.74999920 N N N N N N Esdec Solar 8/21 TLB N/A N/A 317246.45000000 PA USD 315660.22000000 0.039997113647 Long LON US N 2 2028-08-30 Floating 5.74999920 N N N N N N KODIAK BP, LLC N/A 50011JAB6 2472131.73000000 PA USD 2452552.45000000 0.310761422740 Long LON US N 2 2028-03-12 Floating 3.99999960 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105UAB9 170000.00000000 PA USD 169556.69000000 0.021484424612 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.40000000 N N N N N N DEERFIELD DAKOTA HOLDING LLC N/A 24440EAB3 617187.50000000 PA USD 615798.83000000 0.078027493574 Long LON US N 2 2027-04-09 Floating 4.74999840 N N N N N N VERUS SECURITIZATION TRUST N/A 92538HAB6 918434.89000000 PA USD 911130.12000000 0.115448740920 Long ABS-MBS US Y 2 2066-07-25 Floating 1.24700040 N N N N N N RENAISSANCE HOLDING CORP. N/A 75972JAB0 0.01000000 PA USD 0.01000000 0.000000001267 Long LON US N 2 2025-05-30 Floating 3.33699840 N N N N N N ALTERRA MOUNTAIN COMPANY N/A 46124CAJ6 1587289.76000000 PA USD 1568448.63000000 0.198737167783 Long LON US N 2 2028-08-17 Floating 3.99999960 N N N N N N UNIVERSITY CALIF REVS N/A 91412HFJ7 30000.00000000 PA USD 30038.43000000 0.003806151115 Long DBT MUN US N 2 2022-05-15 Fixed 0.45500000 N N N N N N Kindred Healthcare 6/18 TL N/A N/A 723182.96000000 PA USD 721375.00000000 0.091404985581 Long LON US N 2 2025-07-02 Floating 4.62499920 N N N N N N PAYSAFE FINANCE PLC 894500TDMZ4S0F5X0Z61 70452AAA1 720000.00000000 PA USD 664200.00000000 0.084160376257 Long DBT NUSS US N 2 2029-06-15 Fixed 4.00000000 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 52607BAA1 543681.51000000 PA USD 542432.67000000 0.068731312258 Long ABS-MBS US Y 2 2026-06-15 Fixed 1.46000000 N N N N N N MTRO COMMERCIAL MORTGAGE TRUST N/A 55378MAA7 455000.00000000 PA USD 453888.03000000 0.057511875013 Long ABS-MBS US N 2 2033-12-15 Floating 0.98925120 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63942QAB7 1915442.66000000 PA USD 1914375.95000000 0.242569407183 Long ABS-MBS US Y 2 2070-02-25 Floating 0.64163160 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBK0 250000.00000000 PA USD 249873.00000000 0.031661255189 Long DBT CORP US N 2 2023-06-10 Floating 0.29999880 N N N N N N Venator Finance S.a r.l. 2221000BJZTBBAJL7429 9226APAA3 536000.00000000 PA USD 495800.00000000 0.062822515129 Long DBT NUSS US N 2 2025-07-15 Fixed 5.75000000 N N N N N N IRWIN HOME EQUITY CORPORATION TRUST N/A 464126CZ2 38940.88000000 PA USD 39603.47000000 0.005018131490 Long ABS-MBS US N 2 2035-09-25 Fixed 6.27000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36248FAJ1 4002091.73000000 PA USD 53.63000000 0.000006795424 Long DBT USGA US N 2 2044-03-10 Floating 0.29130480 N N N N N N COLT MORTGAGE LOAN TRUST N/A 12598RAA1 1000000.00000000 PA USD 999484.00000000 0.126644007081 Long ABS-MBS US Y 2 2170-11-23 Floating 1.72599840 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286NAE6 600000.00000000 PA USD 598968.72000000 0.075894960617 Long ABS-MBS US N 2 2025-04-15 Fixed 0.50000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33845WAA7 6943.56000000 PA USD 6950.15000000 0.000880649260 Long ABS-MBS US N 2 2023-10-16 Fixed 2.83000000 N N N N N N ASURION LLC N/A 04649VAW0 40941.14000000 PA USD 40531.73000000 0.005135750748 Long LON US N 2 2024-11-03 Floating 3.08700000 N N N N N N TGP HOLDINGS III LLC 549300LURVM6CQ1MNO41 63689EAS4 45267.86000000 PA USD -377.08000000 -0.00004777957 Long LON US N 2 2028-06-29 Floating 1.74999960 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAT4 225000.00000000 PA USD 225367.70000000 0.028556203595 Long DBT CORP US N 2 2024-04-26 Floating 0.30989880 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AM3 105000.00000000 PA USD 105060.01000000 0.013312089688 Long DBT CORP US N 2 2022-09-15 Fixed 0.69700000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691LAL3 3400000.00000000 PA USD 3392533.94000000 0.429865903128 Long ABS-MBS US N 2 2034-11-15 Floating 1.49000040 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 94981VAB3 173329.57000000 PA USD 174933.28000000 0.022165689046 Long ABS-MBS US N 2 2034-07-25 Floating 2.61499680 N N N N N N NEW TROJAN PARENT N/A 64900YAB8 155.65000000 PA USD 154.05000000 0.000019519581 Long LON US N 2 2028-01-06 Floating 3.75000120 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062RAA8 79117.19000000 PA USD 79678.79000000 0.010096050807 Long ABS-MBS US N 2 2055-02-25 Floating 1.72400040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402HC33 634354.26000000 PA USD 677587.93000000 0.085856752689 Long DBT USGA US N 2 2034-08-01 Floating 2.24700120 N N N N N N MED PARENTCO, LP N/A 58401DAC8 2006987.63000000 PA USD 1995387.24000000 0.252834298251 Long LON US N 2 2026-08-31 Floating 4.33699920 N N N N N N Sweetwater Sound 8/21 Cov-Lite TLB N/A N/A 861236.05000000 PA USD 856929.87000000 0.108581060352 Long LON US N 2 2028-08-07 Floating 5.50000080 N N N N N N Sumitomo Mitsui Trust Bank, Limited. 5493006GGLR4BTEL8O61 86563VAX7 350000.00000000 PA USD 349803.44000000 0.044323380196 Long DBT NUSS JP N 2 2024-09-16 Floating 0.48999960 N N N N N N UPSTART SECURITIZATION TRUST N/A 91682NAA1 387802.91000000 PA USD 384588.41000000 0.048730962496 Long ABS-MBS US Y 2 2031-09-20 Fixed 0.84000000 N N N N N N SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC 549300ICFD46O3KMJC06 84749AAA5 1144000.00000000 PA USD 1185561.52000000 0.150221775971 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N IMPRIVATA, INC. N/A 45323KAB6 0.01000000 PA USD 0.01000000 0.000000001267 Long LON US N 2 2027-12-01 Floating 3.99999960 N N N N N N DBWF MORTGAGE TRUST N/A 23306PAG2 500000.00000000 PA USD 496350.75000000 0.062892300325 Long ABS-MBS US N 2 2035-05-05 Floating 3.91685040 N N N N N N MOUNTAIN VIEW CLO LTD N/A 62432HAJ9 1100000.00000000 PA USD 1100247.50000000 0.139411688613 Long ABS-CBDO CORP KY N 2 2029-10-16 Floating 1.21224960 N N N N N N VELOCITY COMMERCIAL CAPITAL LOAN TRUST N/A 92259LAB4 1019060.90000000 PA USD 1048106.68000000 0.132804957162 Long ABS-MBS US N 2 2050-02-25 Floating 2.61000000 N N N N N N Zelis Cost Management Buyer, Inc N/A 98932TAE3 307860.62000000 PA USD 303436.66000000 0.038448273827 Long LON US N 2 2026-09-30 Floating 3.58638120 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24381WAA6 84600.04000000 PA USD 84051.11000000 0.010650064803 Long ABS-MBS US Y 2 2066-04-25 Floating 0.89899920 N N N N N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 142339AK6 105000.00000000 PA USD 104382.55000000 0.013226249145 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N Datasite 7/21 (USD) TL N/A N/A 1673381.66000000 PA USD 1660831.30000000 0.210442919465 Long LON US N 2 2027-12-22 Floating 4.50000000 N N N N N N SG RESIDENTIAL MORTGAGE TRUST N/A 78432YAA7 1997397.30000000 PA USD 1989838.15000000 0.252131176447 Long ABS-MBS US Y 2 2061-12-25 Floating 1.73700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XK29 58879.38000000 PA USD 58739.68000000 0.007442868970 Long DBT USGA US N 2 2030-10-25 Floating 0.94200120 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAG9 3000000.00000000 PA USD 2994333.90000000 0.379410219310 Long ABS-MBS US N 2 2037-12-15 Floating 1.33899840 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAY9 425000.00000000 PA USD 424945.11000000 0.053844535300 Long DBT CORP US N 2 2024-06-24 Floating 0.38000160 N N N N N N CHT MORTGAGE TRUST N/A 12546DAG2 2000000.00000000 PA USD 1998725.20000000 0.253257249124 Long ABS-MBS US N 2 2036-11-15 Floating 1.48925160 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569AAA7 657239.07000000 PA USD 658422.43000000 0.083428303892 Long ABS-MBS US N 2 2059-11-25 Floating 2.74799880 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76119CAA9 56265.49000000 PA USD 56551.36000000 0.007165588279 Long ABS-MBS US N 2 2024-02-25 Floating 2.37600000 N N N N N N Government National Mortgage Association 2 N/A 3620E0G26 470884.69000000 PA USD 481087.11000000 0.060958253824 Long DBT USGA US N 2 2060-11-20 Floating 1.47999960 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46631JAA6 32546.20000000 PA USD 29028.93000000 0.003678237987 Long ABS-MBS US N 2 2037-06-25 Floating 3.24158040 N N N N N N Ascend Learning 11/21 TLB N/A N/A 1115000.00000000 PA USD 1107685.60000000 0.140354165720 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAH0 400000.00000000 PA USD 400599.20000000 0.050759679916 Long DBT CORP US N 2 2023-04-06 Floating 0.44000280 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCA2 350000.00000000 PA USD 351280.21000000 0.044510500821 Long DBT CORP US N 2 2024-03-16 Floating 0.63000360 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GD3 350000.00000000 PA USD 349776.35000000 0.044319947639 Long DBT CORP US N 2 2023-05-10 Floating 0.30000240 N N N N N N BWAY HOLDING COMPANY N/A 05604XAP1 2253439.00000000 PA USD 2206680.14000000 0.279607092537 Long LON US N 2 2024-04-03 Floating 3.33699840 N N N N N N ARM MASTER TRUST, LLC N/A 04206RAC8 820000.00000000 PA USD 819974.83000000 0.103898509808 Long ABS-MBS US Y 2 2024-01-15 Fixed 1.42000000 N N N N N N PKHL COMMERCIAL MORTGAGE TRUST N/A 69356GAQ2 400000.00000000 PA USD 400849.28000000 0.050791367400 Long ABS-MBS US Y 2 2038-07-15 Floating 3.44000160 N N N N N N TESLA AUTO LEASE TRUST N/A 88167HAB2 44434.29000000 PA USD 44448.84000000 0.005632085363 Long ABS-MBS US N 2 2023-05-22 Fixed 0.55000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569CAE5 1631857.88000000 PA USD 1630760.29000000 0.206632640157 Long ABS-MBS US Y 2 2069-11-25 Floating 1.09967040 N N N N N N VERUS SECURITIZATION TRUST N/A 92536PAA2 33251.56000000 PA USD 33405.50000000 0.004232790498 Long ABS-MBS US N 2 2060-01-25 Floating 2.41700040 N N N N N N 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 90205FAL4 3000000.00000000 PA USD 2989632.00000000 0.378814444433 Long ABS-MBS US N 2 2034-09-15 Floating 1.62600120 N N N N N N Great Canadian Gaming/Raptor 6/21 Cov-Lite TLB N/A N/A 718371.54000000 PA USD 716273.90000000 0.090758628316 Long LON US N 2 2026-11-01 Floating 4.74999840 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AD9 295000.00000000 PA USD 293958.53000000 0.037247305764 Long ABS-MBS US Y 2 2034-12-11 Fixed 0.56000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HCF5 1785901.31000000 PA USD 1774215.62000000 0.224809777389 Long ABS-MBS US Y 2 2029-02-26 Fixed 1.00900000 N N N N N N RADIAN GUARANTY INC AND EAGLE RE LTD N/A 26982AAA2 3000000.00000000 PA USD 2995100.70000000 0.379507380069 Long ABS-MBS BM Y 2 2034-04-25 Floating 1.59932880 N N N N N N VOYA CLO N/A 92912VAY1 298121.14000000 PA USD 298046.01000000 0.037765227858 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 1.14225120 N N N N N N SERVICE LOGIC ACQUISITION, INC. N/A 81759AAB6 53746.27000000 PA USD 53611.90000000 0.006793131098 Long LON US N 2 2027-10-29 Floating 4.74999840 N N N N N N TCI-FLATIRON CLO LTD N/A 87231BAE3 500000.00000000 PA USD 500406.00000000 0.063406138575 Long ABS-CBDO CORP KY N 2 2030-11-18 Floating 1.71788040 N N N N N N Traeger Grills 6/21 Delayed TL N/A N/A 3482.14000000 PA USD 3453.13000000 0.000437543992 Long LON US N 2 2028-06-29 Floating 0.00000000 N N N N N N SOVOS BRANDS INTERMEDIATE, INC. N/A 84611UAH1 630013.79000000 PA USD 628596.26000000 0.079649048111 Long LON US N 2 2028-06-08 Floating 4.50000000 N N N N N N CWHEQ REVOLVING HOME EQUITY LOAN TRUST N/A 23242YAJ4 179675.82000000 PA USD 178981.64000000 0.022678654269 Long ABS-MBS US N 2 2034-02-15 Floating 0.36950040 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429AY5 400000.00000000 PA USD 405163.64000000 0.051338037320 Long DBT CORP US N 2 2022-08-02 Fixed 2.50000000 N N N N N N AVERY POINT CLO, LIMITED N/A 05363UAL7 800000.00000000 PA USD 802094.40000000 0.101632891445 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 3.62387880 N N N N N N DRIVETIME AUTO OWNER TRUST N/A 23343JAC0 49559.86000000 PA USD 49617.47000000 0.006286999313 Long ABS-MBS US N 2 2024-01-16 Fixed 2.36000000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. N/A 18452RAD7 817889.70000000 PA USD 799258.17000000 0.101273514475 Long LON US N 2 2026-08-21 Floating 3.62863080 N N N N N N MSG National 10/20 N/A 55357JAB7 840725.00000000 PA USD 855437.69000000 0.108391987135 Long LON US N 3 2049-12-31 Floating 6.99999840 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2C2 185000.00000000 PA USD 184159.60000000 0.023334750417 Long DBT CORP US N 2 2023-09-23 Fixed 0.50000000 N N N N N N VELOCITY COMMERCIAL CAPITAL LOAN TRUST N/A 92259TAA9 946420.83000000 PA USD 928377.03000000 0.117634086350 Long ABS-MBS US Y 2 2051-05-25 Floating 1.40000040 N N N N N N Assuredpartners 6/21 TLB N/A N/A 975229.02000000 PA USD 966939.57000000 0.122520322237 Long LON US N 2 2027-02-12 Floating 3.99999960 N N N N N N ATALAYA EQUIPMENT LEASING TRUST LLC. N/A 046497AB9 175000.00000000 PA USD 174975.50000000 0.022171038717 Long ABS-MBS US Y 2 2026-05-15 Fixed 1.23000000 N N N N N N CROSSROADS ASSET TRUST N/A 22767CAB6 197466.45000000 PA USD 197580.47000000 0.025035300657 Long ABS-MBS US Y 2 2024-03-20 Fixed 0.82000000 N N N N N N AHEAD 4/21 COV-LITE N/A 00866HAF2 285964.14000000 PA USD 284951.83000000 0.036106072309 Long LON US N 2 2027-10-18 Floating 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397H6P8 269457.30000000 PA USD 269091.22000000 0.034096384105 Long DBT USGA US N 2 2037-05-15 Floating 0.38925000 N N N N N N TMK HAWK PARENT, CORP. N/A 87258WAL9 948399.51000000 PA USD 840519.07000000 0.106501657909 Long LON US N 2 2024-08-28 Floating 4.50000000 N N N N N N LEARNING CARE GROUP (US) NO. 2 INC. N/A 52201CAF8 518437.50000000 PA USD 515845.31000000 0.065362444113 Long LON US N 2 2025-03-13 Floating 9.50000040 N N N N N N BELLEMEADE RE LTD. N/A 07877GAB5 2841497.58000000 PA USD 2844790.02000000 0.360461605627 Long ABS-MBS BM N 2 2029-07-25 Floating 1.69162920 N N N N N N WASHINGTON MUTUAL MSC MORTGAGE CORP N/A 92922FNW4 1805325.29000000 PA USD 1854845.54000000 0.235026345297 Long ABS-MBS US N 2 2044-04-25 Floating 1.48317120 N N N N N N VERDE CDO N/A 92338BAL9 487500.00000000 PA USD 487499.03000000 0.061770704291 Long ABS-CBDO CORP KY Y 2 2032-04-15 Floating 0.87374880 N N N N N N RENAISSANCE HOLDING CORP. N/A 75972JAE4 1002778.35000000 PA USD 1004031.82000000 0.127220258575 Long LON US N 2 2026-05-29 Floating 7.08699960 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81377DAC0 83002.46000000 PA USD 83286.66000000 0.010553201811 Long ABS-MBS CA N 2 2023-02-27 Fixed 2.98600000 N N N N N N Traeger Grills 6/21 TL N/A N/A 378829.29000000 PA USD 375673.64000000 0.047601377435 Long LON US N 2 2028-06-29 Floating 4.25000160 N N N N N N CENTERPOINT ENERGY RESOURCES CORP. 2JADVB0458J06WCD4N56 15189WAN0 500000.00000000 PA USD 499208.57000000 0.063254412951 Long DBT CORP US N 2 2023-03-02 Floating 0.61962840 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAH0 275000.00000000 PA USD 274846.09000000 0.034825580167 Long DBT CORP US N 2 2023-11-22 Fixed 1.12500000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AM4 425000.00000000 PA USD 425845.88000000 0.053958671316 Long DBT CORP US N 2 2023-10-01 Floating 1.10000160 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680EAA3 197733.88000000 PA USD 198464.37000000 0.025147299086 Long ABS-MBS US Y 2 2030-11-20 Fixed 1.70200000 N N N N N N CROWN SUBSEA COMMUNICATIONS HOLDING, INC. N/A 22860EAE2 1338328.52000000 PA USD 1342785.15000000 0.170143486084 Long LON US N 2 2027-04-27 Floating 5.74999920 N N N N N N FREEPORT LNG 11/21 N/A N/A 1005000.00000000 PA USD 994638.45000000 0.126030030401 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687GAC9 600000.00000000 PA USD 597980.70000000 0.075769769206 Long ABS-MBS US N 2 2028-06-12 Fixed 0.66000000 N N N N N N WESTGATE RESORTS LLC N/A 96034LAA9 1238117.59000000 PA USD 1254765.20000000 0.158990531989 Long ABS-MBS US N 2 2034-03-20 Fixed 2.71300000 N N N N N N ACRISURE LLC N/A 00488PAL9 1338461.50000000 PA USD 1306673.04000000 0.165567742686 Long LON US N 2 2027-02-15 Floating 3.63150000 N N N N N N ERESEARCHTECHNOLOGY, INC. N/A 29481PAH4 2628108.73000000 PA USD 2627372.86000000 0.332912810098 Long LON US N 2 2027-02-04 Floating 5.50000080 N N N N N N BEAR STEARNS ARM TRUST N/A 07384MZV7 1576084.37000000 PA USD 1624684.03000000 0.205862720965 Long ABS-MBS US N 2 2034-01-25 Floating 2.44947240 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247RV7 626694.87000000 PA USD 637705.90000000 0.080803325031 Long ABS-MBS US N 2 2035-07-25 Floating 2.38844520 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05607QAA6 835041.01000000 PA USD 834255.74000000 0.105708035190 Long ABS-MBS US N 2 2036-12-15 Floating 0.88999920 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90943UAB0 550000.00000000 PA USD 550134.92000000 0.069707259650 Long ABS-MBS US Y 2 2024-03-11 Fixed 0.68000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BP6 315000.00000000 PA USD 313304.83000000 0.039698663619 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N PARTICLE LUXEMBOURG S.A.R.L. N/A N/A 1325629.63880000 PA USD 1320658.53000000 0.167339835581 Long LON US N 2 2027-02-18 Floating 5.74999920 N N N N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AJ8 350000.00000000 PA USD 352261.00000000 0.044634776123 Long DBT NUSS IT N 2 2022-01-14 Fixed 6.57200000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FYA0 500308.59000000 PA USD 496736.09000000 0.062941126521 Long ABS-MBS US N 2 2034-10-25 Floating 2.35758960 N N N N N N HOWARD UNIVERSITY (THE) N/A 442851AE1 240000.00000000 PA USD 245758.01000000 0.031139847320 Long DBT CORP US N 2 2023-10-01 Fixed 2.80100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AWD5 11696.06000000 PA USD 13713.23000000 0.001737594996 Long DBT USGA US N 2 2040-04-01 Fixed 6.00000000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14311DBN5 310000.00000000 PA USD 309849.65000000 0.039260859872 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 1.11150000 N N N N N N INVITATION HOMES TRUST N/A 46187XAE5 1999907.72000000 PA USD 2001131.46000000 0.253562144858 Long ABS-MBS US N 2 2038-01-17 Floating 1.49100120 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAA1 175000.00000000 PA USD 174553.34000000 0.022117547081 Long DBT CORP US N 2 2024-04-05 Fixed 0.73100000 N N N N N N KREF Holdings 11/21 TL N/A N/A 1678145.24000000 PA USD 1678145.24000000 0.212636758226 Long LON US N 2 2027-09-01 Floating 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406WFR0 106318.42000000 PA USD 106768.87000000 0.013528618295 Long DBT USGA US N 2 2035-06-01 Floating 1.80600120 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114TZH8 300000.00000000 PA USD 301224.05000000 0.038167915365 Long DBT NUSS CA N 2 2026-09-10 Floating 0.64000440 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530TAA9 550000.00000000 PA USD 549635.19000000 0.069643939167 Long ABS-MBS US Y 2 2025-09-15 Fixed 0.45000000 N N N N N N NEUBERGER BERMAN CLO LTD N/A 64131QAJ9 400000.00000000 PA USD 399899.60000000 0.050671034028 Long ABS-CBDO CORP KY Y 2 2030-10-18 Floating 1.06499880 N N N N N N MADISON PARK FUNDING, LTD. N/A 55821TAA5 994684.87000000 PA USD 995078.77000000 0.126085823079 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 0.87374880 N N N N N N Marlink/Venga 11/21 (USD) TL N/A N/A 361159.21000000 PA USD 352809.21000000 0.044704239477 Long LON US N 2 2028-11-03 Floating 0.00000000 N N N N N N SRS DISTRIBUTION INC. 549300ZQ3XP75BCYM468 78471RAD8 712000.00000000 PA USD 704004.24000000 0.089203947193 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N SORENSON COMMUNICATIONS, LLC N/A 83583KAH9 1863680.77000000 PA USD 1862525.29000000 0.235999441728 Long LON US N 2 2026-03-17 Floating 6.24999960 N N N N N N Tibco Software/Bali Finco 9/21 TLB2 N/A N/A 1631037.78000000 PA USD 1614727.40000000 0.204601122460 Long LON US N 2 2026-06-30 Floating 0.00000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90269GAG6 7421586.30000000 PA USD 1171.13000000 0.000148393166 Long DBT USGA US N 2 2045-05-10 Floating 2.16507960 N N N N N N PERATON CORP N/A 71360HAB3 2761125.00000000 PA USD 2751267.78000000 0.348611459727 Long LON US N 2 2028-02-01 Floating 4.50000000 N N N N N N AURIS LUXEMBOURG III S.A R.L. N/A N/A 746174.05000000 PA USD 733586.09000000 0.092952245335 Long LON LU N 2 2026-02-27 Floating 3.83699880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAL29 154392.06000000 PA USD 156785.46000000 0.019866189860 Long DBT USGA US N 2 2041-09-25 Fixed 1.75000000 N N N N N N SG RESIDENTIAL MORTGAGE TRUST N/A 784212AA0 367028.07000000 PA USD 363770.33000000 0.046093116296 Long ABS-MBS US Y 2 2061-07-25 Floating 1.15999920 N N N N N N VIBRANT CLO LTD N/A 92558EAJ1 325000.00000000 PA USD 324830.68000000 0.041159097032 Long ABS-CBDO CORP KY Y 2 2029-06-20 Floating 1.07200080 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374AAB0 74566.19000000 PA USD 74824.35000000 0.009480947680 Long ABS-MBS US N 2 2024-10-20 Fixed 2.98000000 N N N N N N CONN'S RECEIVABLES FUNDING LLC N/A 20825XAA6 34337.38000000 PA USD 34384.33000000 0.004356817449 Long ABS-MBS US Y 2 2025-06-16 Fixed 1.71000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286WAF3 215000.00000000 PA USD 215568.68000000 0.027314575757 Long ABS-MBS US N 2 2026-01-15 Fixed 1.01000000 N N N N N N Hard Rock Northern Indiana 11/21 Cov-Lite TLB N/A N/A 935000.00000000 PA USD 932662.50000000 0.118177095636 Long LON US N 2 2028-11-17 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KAA7 690384.60000000 PA USD 690189.50000000 0.087453489926 Long DBT USGA US N 2 2051-01-25 Floating 0.69967080 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AY4 225000.00000000 PA USD 223821.14000000 0.028360239923 Long DBT NUSS GB N 2 2023-05-26 Fixed 0.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QPLV2 631603.69000000 PA USD 672263.54000000 0.085182102485 Long DBT USGA US N 2 2036-03-01 Floating 2.79000000 N N N N N N CCG RECEIVABLES TRUST N/A 12510KAC7 89540.67000000 PA USD 89210.44000000 0.011303800356 Long ABS-MBS US Y 2 2027-06-14 Fixed 0.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APPA2 9137219.59000000 PA USD 344.47000000 0.000043647583 Long DBT USGA US N 2 2022-01-25 Floating 1.35776520 N N N N N N BBCMS TRUST N/A 05548WAE7 3000000.00000000 PA USD 2879688.90000000 0.364883621393 Long ABS-MBS US N 2 2037-03-15 Floating 1.21050000 N N N N N N AIR METHODS N/A 00912YAL6 1932971.37000000 PA USD 1842759.60000000 0.233494943223 Long LON US N 2 2024-04-22 Floating 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35564KHE2 250000.00000000 PA USD 251283.18000000 0.031839938235 Long DBT USGA US N 2 2034-01-25 Floating 1.69967160 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844TAA5 38172.39000000 PA USD 38225.99000000 0.004843591841 Long ABS-MBS US N 2 2025-04-15 Fixed 0.70000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173HAA4 172322.20000000 PA USD 174063.21000000 0.022055443008 Long ABS-MBS US N 2 2057-04-25 Floating 2.75000040 N N N N N N ONE GAS, INC. 549300HXDWI0LATTX840 68235PAK4 198000.00000000 PA USD 198003.66000000 0.025088922803 Long DBT CORP US N 2 2023-03-11 Floating 0.72412920 N N N N N N TIDEWATER AUTO RECEIVABLES TRUST N/A 88641WAD1 2000000.00000000 PA USD 2019711.80000000 0.255916448389 Long ABS-MBS US N 2 2026-09-15 Fixed 1.91000000 N N N N N N C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES N/A 12489WPL2 652669.66000000 PA USD 651880.84000000 0.082599423019 Long ABS-MBS US N 2 2035-11-25 Floating 0.70662960 N N N N N N Avant Loans Funding Trust N/A 05353LAA3 195000.00000000 PA USD 193755.16000000 0.024550597963 Long ABS-MBS US N 2 2030-07-15 Fixed 1.21000000 N N N N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088MAJ1 80000.00000000 PA USD 79738.06000000 0.010103560872 Long DBT CORP US N 2 2023-06-01 Fixed 0.90000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BAA4 355000.00000000 PA USD 355223.47000000 0.045010148887 Long ABS-MBS US Y 2 2026-03-20 Fixed 1.54000000 N N N N N N UFC HOLDINGS, LLC N/A 90266UAJ2 1628021.04000000 PA USD 1602786.71000000 0.203088124924 Long LON US N 2 2026-04-29 Floating 3.49999920 N N N N N N Pregis 6/21 Incremental TL N/A N/A 1091493.94000000 PA USD 1086036.47000000 0.137611017683 Long LON US N 2 2026-07-31 Floating 4.50000000 N N N N N N SEDGWICK CLAIMS MANAGEMENT SERVICES, INC. N/A 81527CAL1 0.01000000 PA USD 0.01000000 0.000000001267 Long LON US N 2 2025-12-31 Floating 3.33699840 N N N N N N COREVEST AMERICAN FINANCE N/A 21872BAA4 1308352.75000000 PA USD 1329483.04000000 0.168457983852 Long ABS-MBS US N 2 2051-06-15 Fixed 3.80400000 N N N N N N PRECISION MEDICINE GROUP, LLC N/A 74028HAE5 2503.39000000 PA USD 2487.74000000 0.000315220015 Long LON US N 2 2027-11-18 Floating 3.75000120 N N N N N N RADNOR RE/ESSENT N/A 75279YAB7 2000000.00000000 PA USD 1998650.20000000 0.253247745919 Long ABS-MBS BM Y 2 2033-12-27 Floating 1.74966840 N N N N N N VSE VOI MORTGAGE LLC N/A 918290AA5 1019549.95000000 PA USD 1018520.10000000 0.129056059684 Long ABS-MBS US N 2 2033-07-20 Fixed 2.54000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AA8 225000.00000000 PA USD 224309.17000000 0.028422077906 Long DBT CORP US N 2 2023-02-10 Fixed 0.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405MUY1 376390.95000000 PA USD 378076.73000000 0.047905871501 Long DBT USGA US N 2 2034-09-01 Floating 2.02700160 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569EAA9 191488.82000000 PA USD 190752.41000000 0.024170121345 Long ABS-MBS US Y 2 2060-03-25 Floating 0.96999840 N N N N N N TITAN ACQUISITION LIMITED N/A C8856UAB4 1369518.02000000 PA USD 1333992.72000000 0.169029402650 Long LON GB N 2 2025-03-28 Floating 3.16662840 N N N N N N FLOW CONTROL GROUP/ FCG 4/21 COV-LITE N/A 30260UAC9 1370057.53000000 PA USD 1368344.96000000 0.173382153996 Long LON US N 2 2028-03-31 Floating 4.25000160 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CR5 730000.00000000 PA USD 695325.00000000 0.088104205994 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N HOYA MIDCO, LLC N/A 44325HAB4 1438258.56000000 PA USD 1435382.04000000 0.181876381451 Long LON US N 2 2024-06-30 Floating 4.50000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JY4 125000.00000000 PA USD 124874.83000000 0.015822813426 Long DBT CORP US N 2 2023-11-15 Fixed 1.70000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 783897AB7 436220.11000000 PA USD 435157.39000000 0.055138527060 Long ABS-MBS US Y 2 2026-08-20 Fixed 0.42000000 N N N N N N AEGIS ASSET BACKED SECURITIES TRUST N/A 00764MCF2 1166717.76000000 PA USD 1166255.16000000 0.147775478889 Long ABS-MBS US N 2 2034-09-25 Floating 0.99163080 N N N N N N MI WINDOWS AND DOORS, LLC N/A 55336CAF9 1672419.52000000 PA USD 1666566.05000000 0.211169566134 Long LON US N 2 2027-12-18 Floating 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406UUX4 279735.70000000 PA USD 289180.41000000 0.036641873098 Long DBT USGA US N 2 2035-03-01 Floating 1.56200040 N N N N N N KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV N/A 49130NFC8 3442799.04000000 PA USD 3439864.40000000 0.435863116802 Long ABS-MBS US N 2 2051-03-25 Floating 0.87199920 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AU1 175000.00000000 PA USD 174171.18000000 0.022069123821 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 22411YAE2 1500000.00000000 PA USD 1528783.50000000 0.193711223391 Long ABS-MBS US N 2 2024-09-16 Fixed 5.72000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AH1 475000.00000000 PA USD 474861.11000000 0.060169361168 Long DBT CORP US N 2 2023-06-15 Floating 0.61575120 N N N N N N United States of America N/A N/A -26.00000000 NC USD -5687093.75000000 -0.72060817496 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 2-YEAR NOTE (Globex) Mar 2022 2022-04-03 -5675264.14000000 USD -11829.61000000 N N N TRK TRUST N/A 89688WAA9 2060987.91000000 PA USD 2044825.85000000 0.259098634323 Long ABS-MBS US Y 2 2056-07-25 Floating 1.15300080 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17328BAA2 22821.95000000 PA USD 22942.36000000 0.002907012420 Long ABS-MBS US N 2 2049-07-25 Floating 2.72000160 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CD4 246910.61000000 PA USD 248671.68000000 0.031509036665 Long ABS-MBS US N 2 2031-09-15 Fixed 1.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404WUX2 174767.94000000 PA USD 182757.85000000 0.023157135531 Long DBT USGA US N 2 2034-05-01 Floating 2.17500120 N N N N N N JDE Peet's N.V. 724500EHG519SE5ZRT89 47216QAA1 375000.00000000 PA USD 367532.41000000 0.046569807155 Long DBT NUSS NL N 2 2024-09-24 Fixed 0.80000000 N N N N N N MORGAN STANLEY DEAN WITTER CAPITAL I INC N/A 61748HEG2 815503.51000000 PA USD 839170.48000000 0.106330778893 Long ABS-MBS US N 2 2034-10-25 Floating 2.38565520 N N N N N N LIFE MORTGAGE TRUST N/A 53218CAJ9 1250000.00000000 PA USD 1239854.25000000 0.157101174623 Long ABS-MBS US Y 2 2038-03-15 Floating 1.83999960 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29373KAB9 145636.06000000 PA USD 146923.67000000 0.018616608473 Long ABS-MBS US N 2 2025-12-22 Fixed 1.78000000 N N N N N N MULTI-COLOR 10/21 (USD) N/A N/A 45039.55000000 PA USD 44776.97000000 0.005673662515 Long LON US N 2 2028-10-20 Floating 5.50000080 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BM0 475000.00000000 PA USD 480881.74000000 0.060932231517 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N MISYS LIMITED N/A 02034DAC1 0.03000000 PA USD 0.03000000 0.000000003801 Long LON US N 2 2024-06-13 Floating 4.50000000 N N N N N N LS GROUP OPCO ACQUISITION LLC N/A 50220KAB0 1215717.71000000 PA USD 1210648.17000000 0.153400490068 Long LON US N 2 2027-11-02 Floating 3.99999960 N N N N N N SYMPHONY STATIC CLO LTD N/A 87190TAG8 500000.00000000 PA USD 499240.00000000 0.063258395427 Long ABS-CBDO CORP KY Y 2 2029-10-25 Floating 2.87911080 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65479JAD5 225618.44000000 PA USD 227646.79000000 0.028844985697 Long ABS-MBS US N 2 2024-07-15 Fixed 1.93000000 N N N N N N GREENEDEN U.S. HOLDINGS I, LLC N/A 39479UAQ6 2828286.56000000 PA USD 2820027.96000000 0.357324020131 Long LON US N 2 2027-12-01 Floating 4.74999840 N N N N N N COMMERCEHUB INC N/A 20084XAF1 674900.00000000 PA USD 667307.38000000 0.084554110479 Long LON US N 3 2027-12-29 Floating 4.74999840 N N N N N N VENTURE CLO LIMITED N/A 92330JCJ3 750000.00000000 PA USD 749819.25000000 0.095009139122 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.02375080 N N N N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046AK5 425000.00000000 PA USD 422063.81000000 0.053479447537 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N AIR CANADA N/A C0102MAP0 273932.83000000 PA USD 271763.28000000 0.034434959195 Long LON US N 2 2028-08-11 Floating 4.25000160 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042RAB4 185000.00000000 PA USD 184873.16000000 0.023425165169 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.32000000 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83407CAA6 95702.10000000 PA USD 95453.40000000 0.012094842004 Long ABS-MBS US Y 2 2030-09-25 Fixed 0.49000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776743AK2 90000.00000000 PA USD 89918.62000000 0.011393533411 Long DBT CORP US N 2 2022-08-15 Fixed 0.45000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114QCR7 225000.00000000 PA USD 225267.32000000 0.028543484507 Long DBT NUSS CA N 2 2024-03-04 Floating 0.40500360 N N N N N N STRUCTURED ASSET MORTGAGE INVESTORS N/A 07384MS78 797131.92000000 PA USD 819426.82000000 0.103829071796 Long ABS-MBS US N 2 2034-07-25 Floating 2.89149480 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 04047AAA2 744088.61000000 PA USD 742656.02000000 0.094101490625 Long ABS-MBS US Y 2 2027-01-15 Fixed 1.19000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828FCS9 1718020.19000000 PA USD 1715948.94000000 0.217426841960 Long ABS-MBS US N 2 2048-01-25 Floating 0.98600040 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BB6 160000.00000000 PA USD 158632.05000000 0.020100170151 Long DBT CORP US N 2 2023-12-01 Fixed 0.60000000 N N N N N N GCAT TRUST N/A 36167TAA7 1534611.60000000 PA USD 1523105.39000000 0.192991753542 Long ABS-MBS US Y 2 2066-01-25 Floating 0.87400080 N N N N N N Driven Performance/Holley Perf 11/21 Cov-Lite TL N/A N/A 197755.10000000 PA USD 196643.72000000 0.024916605636 Long LON US N 2 2028-11-10 Floating 0.00000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464MAA2 154148.97000000 PA USD 155351.56000000 0.019684501267 Long ABS-MBS US N 2 2048-11-25 Floating 3.92000040 N N N N N N SCIH SALT HOLDINGS INC. N/A 78433BAA6 565000.00000000 PA USD 534874.20000000 0.067773583141 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 N N N N N N FIRST STUDENT/FIRST TRANSIT 7/21 TLC N/A N/A 390720.74000000 PA USD 386692.41000000 0.048997559051 Long LON US N 2 2028-07-21 Floating 3.49999920 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAC2 340000.00000000 PA USD 340462.40000000 0.043139782724 Long DBT NUSS GB N 2 2024-08-12 Floating 0.58000320 N N N N N N BX TRUST N/A 12434DAA0 400000.00000000 PA USD 396320.92000000 0.050217581671 Long ABS-MBS US Y 2 2023-10-15 Floating 0.59600160 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36262EAB2 1412505.86000000 PA USD 1405867.22000000 0.178136576639 Long ABS-MBS US Y 2 2061-07-25 Floating 1.27500120 N N N N N N VERUS SECURITIZATION TRUST N/A 92538FAA2 176141.87000000 PA USD 174915.43000000 0.022163427284 Long ABS-MBS US Y 2 2066-02-25 Floating 1.03100040 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02528BAC8 890000.00000000 PA USD 890034.71000000 0.112775754405 Long ABS-MBS US Y 2 2025-03-13 Fixed 0.61000000 N N N N N N APIDOS CLO N/A 03764QBC5 410000.00000000 PA USD 410237.39000000 0.051980929083 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.14149880 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAA5 1079210.76000000 PA USD 1099389.41000000 0.139302960553 Long ABS-MBS US N 2 2057-06-25 Floating 2.75000040 N N N N N N TEXAS TRANSN COMMN CENT TEX TPK SYS REV N/A 88283KBK3 190000.00000000 PA USD 191770.19000000 0.024299083627 Long DBT MUN US N 2 2042-08-15 Fixed 1.98000000 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887BJ0 349000.00000000 PA USD 356051.93000000 0.045115122547 Long DBT CORP US N 2 2022-09-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35566CAA3 311978.66000000 PA USD 311978.63000000 0.039530621627 Long DBT USGA US Y 2 2050-12-25 Floating 0.94966920 N N N N N N PROJECT ACCELERATE PARENT, LLC N/A 74339RAC1 0.01000000 PA USD 0.01000000 0.000000001267 Long LON US N 3 2025-01-02 Floating 5.24999880 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596F8 700000.00000000 PA USD 699666.02000000 0.088654253986 Long DBT NUSS CA N 2 2024-07-31 Floating 0.43000200 N N N N N N BFLD TRUST N/A 05553JAA6 240000.00000000 PA USD 240288.96000000 0.030446867335 Long ABS-MBS US Y 2 2028-11-15 Floating 2.13999840 N N N N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 98971DAA8 2000000.00000000 PA USD 2009405.84000000 0.254610586494 Long DBT CORP US N 2 2022-03-04 Fixed 3.35000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FTW8 148656.33000000 PA USD 153386.44000000 0.019435502112 Long ABS-MBS US N 2 2034-07-25 Fixed 5.00000000 N N N N N N BELLEMEADE RE LTD. N/A 078777AB5 1000000.00000000 PA USD 996591.30000000 0.126277474831 Long ABS-MBS US Y 2 2031-09-25 Floating 1.04967000 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293BAB1 105000.00000000 PA USD 104572.82000000 0.013250358141 Long ABS-MBS US Y 2 2038-07-15 Floating 0.78999840 N N N N N N Apex Group 7/21 (USD) TL N/A N/A 1370555.48000000 PA USD 1363702.70000000 0.172793936067 Long LON US N 2 2028-07-27 Floating 4.25000160 N N N N N N BELLEMEADE RE LTD. N/A 07876MAA5 500000.00000000 PA USD 500967.00000000 0.063477222542 Long ABS-MBS BM Y 2 2031-03-25 Floating 1.79966880 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688EAA6 181717.07000000 PA USD 179891.01000000 0.022793879986 Long ABS-MBS US Y 2 2066-06-25 Floating 0.91000080 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCF1 475000.00000000 PA USD 480735.09000000 0.060913649585 Long DBT CORP US N 2 2027-04-22 Floating 0.92511000 N N N N N N FREED ABS TRUST N/A 30322MAA7 97863.55000000 PA USD 97768.57000000 0.012388195780 Long ABS-MBS US Y 2 2028-11-20 Fixed 0.62000000 N N N N N N CENT CLO LIMITED N/A 19736RAC5 581127.51000000 PA USD 581369.26000000 0.073664943791 Long ABS-CBDO CORP KY N 2 2028-10-25 Floating 1.27388160 N N N N N N VSE VOI MORTGAGE LLC N/A 918290AB3 460155.72000000 PA USD 459660.45000000 0.058243294825 Long ABS-MBS US N 2 2033-07-20 Fixed 2.74000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03463UAA5 55826.92000000 PA USD 56095.69000000 0.007107850612 Long ABS-MBS US N 2 2049-07-26 Floating 2.99300040 N N N N N N DT AUTO OWNER TRUST N/A 23344GAC5 160000.00000000 PA USD 159808.86000000 0.020249283027 Long ABS-MBS US Y 2 2025-09-15 Fixed 0.62000000 N N N N N N CSMC TRUST N/A 12657LAA2 191448.19000000 PA USD 189490.71000000 0.024010252109 Long ABS-MBS US Y 2 2056-03-25 Floating 0.83000160 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 360000.00000000 PA USD 358759.67000000 0.045458218628 Long DBT CORP US N 2 2023-04-03 Fixed 0.80000000 N N N N N N CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST N/A 21055JAA6 0.02000000 PA USD 0.02000000 0.000000002534 Long ABS-MBS US N 2 2028-03-15 Fixed 2.26000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025297AA0 4876.63000000 PA USD 4877.03000000 0.000617965492 Long ABS-MBS US N 2 2023-10-13 Fixed 0.62000000 N N N N N N AMERICAN AIRLINES, INC. N/A 02376CAX3 1113750.00000000 PA USD 1038015.00000000 0.131526246554 Long LON US N 2 2027-01-29 Floating 1.83700080 N N N N N N 2021-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO