NPORT-P false 0000939934 XXXXXXXX S000031047 C000096276 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT ULTRA SHORT DURATION BOND FUND S000031047 4XPOML8UCYOE64MHI207 2022-05-31 2022-05-31 N 525540499.35 2474820.86 523065678.49 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 55781.79000000 USD N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30166PAG6 272945.83000000 PA USD 274314.82000000 0.052443666499 Long ABS-MBS US N 2 2024-06-17 Fixed 4.35000000 N N N N N N OCP CLO LTD N/A 67102SAL8 300000.00000000 PA USD 294878.10000000 0.056374966304 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 2.29371120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MVY5 226.69000000 PA USD 232.27000000 0.000044405513 Long DBT USGA US N 2 2024-07-01 Fixed 5.00000000 N N N N N N TRK TRUST N/A 89688WAA9 499531.38000000 PA USD 454619.41000000 0.086914402664 Long ABS-MBS US Y 2 2056-07-25 Floating 1.15300080 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82653DAA7 92349.65000000 PA USD 91553.03000000 0.017503161412 Long ABS-MBS US N 2 2035-06-20 Fixed 3.50000000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BB6 410000.00000000 PA USD 395866.26000000 0.075681941346 Long DBT CORP US N 2 2023-12-01 Fixed 0.60000000 N N N N N N GCAT TRUST N/A 36166RAA2 133513.10000000 PA USD 128596.60000000 0.024585172625 Long ABS-MBS US N 2 2065-04-25 Floating 1.55499840 N N N N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550UAB7 3130000.00000000 PA USD 3107029.02000000 0.594003611357 Long DBT NUSS CH N 2 2024-02-02 Floating 0.68924160 N N N N N N GCAT TRUST N/A 36167HAA3 568255.23000000 PA USD 523232.99000000 0.100031986711 Long ABS-MBS US Y 2 2066-05-25 Floating 1.09100160 N N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST N/A 80281MAA1 313923.71000000 PA USD 313447.08000000 0.059924994678 Long ABS-MBS US N 2 2024-10-15 Fixed 1.37000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGD0 1200000.00000000 PA USD 1195380.38000000 0.228533514844 Long DBT CORP US N 2 2024-03-22 Floating 0.77141160 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDF0 1000000.00000000 PA USD 982644.93000000 0.187862628042 Long DBT CORP US N 2 2024-03-08 Floating 0.81000360 N N N N N N BEAR STEARNS ARM TRUST N/A 07387AAW5 23704.69000000 PA USD 23486.98000000 0.004490254468 Long ABS-MBS US N 2 2035-06-25 Floating 3.25924920 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 891160RY1 1495000.00000000 PA USD 1496226.15000000 0.286049383763 Long DBT NUSS CA N 2 2022-07-15 Fixed 2.10000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29373KAB9 741241.18000000 PA USD 737681.74000000 0.141030423202 Long ABS-MBS US N 2 2025-12-22 Fixed 1.78000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33845XAA5 325436.77000000 PA USD 323729.30000000 0.061890755465 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.53000000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284AY2 495000.00000000 PA USD 482706.71000000 0.092284148979 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N N PARAGON MORTGAGES PLC N/A 69913BAB2 83107.28000000 PA USD 78650.07000000 0.015036366030 Long ABS-MBS GB N 2 2038-11-15 Floating 1.63128960 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237KAB0 764605.36000000 PA USD 744870.36000000 0.142404747746 Long ABS-MBS US Y 2 2026-11-20 Fixed 0.75000000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC N/A 92888EAC7 625000.00000000 PA USD 614478.75000000 0.117476404067 Long ABS-MBS US Y 2 2024-10-15 Fixed 0.51000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980VAA9 104110.44000000 PA USD 103194.47000000 0.019728778668 Long ABS-MBS US N 2 2062-05-25 Floating 3.25000080 N N N N N N FHF TRUST N/A 30322JAA4 396768.60000000 PA USD 383207.92000000 0.073261912558 Long ABS-MBS US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N KKR FINANCIAL CLO, LTD. N/A 48252KAA7 775000.00000000 PA USD 761539.80000000 0.145591620960 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.04428880 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607GRT3 3115000.00000000 PA USD 3096605.93000000 0.592010918961 Long DBT NUSS CA N 2 2023-12-14 Floating 0.68108040 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CV2 1795000.00000000 PA USD 1785939.41000000 0.341436932959 Long DBT CORP US N 2 2023-09-14 Floating 1.15286040 N N N N N N GCAT TRUST N/A 36167TAA7 486320.86000000 PA USD 451487.84000000 0.086315707293 Long ABS-MBS US Y 2 2066-01-25 Floating 0.87400080 N N N N N N ONE GAS, INC. 549300HXDWI0LATTX840 68235PAK4 698000.00000000 PA USD 696424.57000000 0.133142853496 Long DBT CORP US N 2 2023-03-11 Floating 1.35500040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B6DF5 299934.29000000 PA USD 298033.79000000 0.056978272950 Long DBT USGA US N 2 2026-11-15 Fixed 2.00000000 N N N N N N NEW YORK N Y CITY HSG DEV CORP REV N/A 64966WGW1 1910000.00000000 PA USD 1906964.25000000 0.364574532113 Long DBT MUN US N 2 2023-01-01 Fixed 2.32400000 N N N N N N JDE Peet's N.V. 724500EHG519SE5ZRT89 47216QAA1 1000000.00000000 PA USD 936572.82000000 0.179054535312 Long DBT NUSS NL N 2 2024-09-24 Fixed 0.80000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834CAA3 965769.11000000 PA USD 944872.38000000 0.180641250010 Long ABS-MBS US Y 2 2025-08-15 Fixed 1.07000000 N N N N N N PFS FINANCING CORP. N/A 69335PDP7 620000.00000000 PA USD 605618.79000000 0.115782551772 Long ABS-MBS US N 2 2025-06-15 Fixed 1.27000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114TZH8 850000.00000000 PA USD 837597.38000000 0.160132353248 Long DBT NUSS CA N 2 2026-09-10 Floating 0.64000440 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 78472UAC2 900000.00000000 PA USD 861227.37000000 0.164649948451 Long ABS-MBS US Y 2 2038-11-15 Floating 1.95450840 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465CAA3 745490.70000000 PA USD 702186.19000000 0.134244363351 Long ABS-MBS US Y 2 2066-01-25 Floating 0.90900000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZF4 800000.00000000 PA USD 794008.00000000 0.151798910280 Long DBT NUSS US N 2 2023-12-06 Floating 0.67000320 N N N N N N SYMPHONY CLO, LTD. N/A 87154GAS4 750000.00000000 PA USD 748514.25000000 0.143101388751 Long ABS-CBDO CORP KY Y 2 2033-07-23 Floating 1.93399920 N N N N N N CIFC FUNDING LTD N/A 12550MAJ9 828951.50000000 PA USD 815800.18000000 0.155965151901 Long ABS-CBDO CORP KY N 2 2029-04-19 Floating 1.91428920 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV N/A 576000XC2 1290000.00000000 PA USD 1278143.35000000 0.244356187484 Long DBT MUN US N 2 2023-10-15 Fixed 2.07800000 N N N N N N DISTRICT COLUMBIA WTR & SWR AUTH PUB UTIL REV N/A 254845SV3 565000.00000000 PA USD 557054.91000000 0.106498081007 Long DBT MUN US N 2 2023-10-01 Fixed 1.67200000 N N N N N N NEUBERGER BERMAN CLO LTD N/A 64131QAJ9 1150000.00000000 PA USD 1133775.80000000 0.216755915485 Long ABS-CBDO CORP KY Y 2 2030-10-18 Floating 1.96428960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AWD5 29765.92000000 PA USD 32710.65000000 0.006253641052 Long DBT USGA US N 2 2040-04-01 Fixed 6.00000000 N N N N N N KNDL KNSQ MORTGAGE TRUST N/A 482598AA7 290000.00000000 PA USD 284439.74000000 0.054379354581 Long ABS-MBS US N 2 2036-05-15 Floating 1.67500080 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834HAA2 1265233.74000000 PA USD 1247517.94000000 0.238501203826 Long ABS-MBS US Y 2 2027-02-15 Fixed 1.75000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573AT3 3025000.00000000 PA USD 2925250.96000000 0.559251176342 Long DBT CORP US N 2 2023-11-08 Fixed 0.84100000 N N N N N N IMPAC CMB TRUST N/A 45254NRG4 56114.40000000 PA USD 53733.49000000 0.010272799805 Long ABS-MBS US N 2 2036-02-25 Floating 1.52570880 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925CDQ2 69717.65000000 PA USD 67990.31000000 0.012998426927 Long ABS-MBS US N 2 2036-03-25 Floating 3.08585160 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST N/A 80286DAB4 539555.36000000 PA USD 534565.61000000 0.102198563580 Long ABS-MBS US N 2 2024-01-22 Fixed 0.31000000 N N N N N N BANQUE NATIONALE DU CANADA BSGEFEIOM18Y80CKCV46 63307A2P9 675000.00000000 PA USD 636988.08000000 0.121779750841 Long DBT CORP CA N 2 2024-08-06 Fixed 0.75000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14315PAG0 675000.00000000 PA USD 665161.67000000 0.127165994129 Long ABS-MBS US N 2 2025-06-16 Fixed 2.60000000 N N N N N N GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV N/A 38122NA51 1945000.00000000 PA USD 1904241.16000000 0.364053930186 Long DBT MUN US N 2 2023-06-01 Fixed 0.67200000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAA9 329588.77000000 PA USD 314101.92000000 0.060050187369 Long ABS-MBS US Y 2 2066-01-25 Floating 0.81500040 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00832PAA6 99980.73000000 PA USD 99935.21000000 0.019105671449 Long ABS-MBS US N 2 2024-10-15 Fixed 3.46000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAE1 429919.08000000 PA USD 409491.65000000 0.078286851315 Long ABS-MBS US Y 2 2066-01-25 Floating 1.05199920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAUM8 619673.41000000 PA USD 622597.52000000 0.119028555227 Long DBT USGA US N 2 2030-09-15 Fixed 3.50000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBF8 800000.00000000 PA USD 780344.53000000 0.149186720155 Long DBT NUSS FR N 2 2026-01-21 Floating 1.32009120 N N N N N N CNA FINANCIAL CORPORATION 549300YX2GSZD7YG1R84 126117AE0 500000.00000000 PA USD 528442.91000000 0.101028022241 Long DBT CORP US N 2 2023-11-15 Fixed 7.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 925000.00000000 PA USD 954693.75000000 0.182518905227 Long DBT NUSS GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17326UAA2 230984.52000000 PA USD 228703.85000000 0.043723734782 Long ABS-MBS US N 2 2058-02-25 Floating 2.86466040 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEQ4 550000.00000000 PA USD 550534.85000000 0.105251572152 Long DBT CORP US N 2 2025-04-17 Fixed 3.62000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03463WAA1 70309.03000000 PA USD 70162.57000000 0.013413720854 Long ABS-MBS US N 2 2049-03-25 Floating 3.62800080 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGE8 1200000.00000000 PA USD 1186074.42000000 0.226754396010 Long DBT CORP US N 2 2026-03-20 Floating 1.06174080 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834TAA6 444632.48000000 PA USD 434925.40000000 0.083149290401 Long ABS-MBS US Y 2 2026-11-16 Fixed 1.17000000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43285HAA6 1541985.59000000 PA USD 1488380.77000000 0.284549499461 Long ABS-MBS US N 2 2039-02-25 Fixed 2.74000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NFU0 310000.00000000 PA USD 310162.13000000 0.059296976030 Long ABS-MBS US N 2 2024-08-15 Fixed 1.72000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDN3 3325000.00000000 PA USD 3245430.56000000 0.620463298102 Long DBT CORP US N 2 2024-10-15 Floating 0.88239240 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687JAD1 497499.85000000 PA USD 492602.21000000 0.094175976413 Long ABS-MBS US N 2 2025-01-10 Fixed 0.38000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464MAA2 57239.14000000 PA USD 57127.94000000 0.010921752726 Long ABS-MBS US N 2 2048-11-25 Floating 3.92000040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AM79 5425.11000000 PA USD 5482.65000000 0.001048176209 Long DBT USGA US N 2 2024-12-01 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CZ0 825000.00000000 PA USD 813960.38000000 0.155613417869 Long DBT NUSS GB N 2 2024-11-22 Floating 1.36097280 N N N N N N TEXAS TRANSN COMMN CENT TEX TPK SYS REV N/A 88283KBK3 375000.00000000 PA USD 374998.84000000 0.071692495879 Long DBT MUN US N 2 2042-08-15 Fixed 1.98000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCG4 6375000.00000000 PA USD 6085385.73000000 1.163407575807 Long SN UST US N 2 2024-06-15 Fixed 0.25000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FD27 910000.00000000 PA USD 894808.64000000 0.171070035140 Long DBT MUN US N 2 2023-03-15 Fixed 0.26700000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859UBE2 600000.00000000 PA USD 597576.86000000 0.114245090927 Long DBT NUSS GB N 2 2023-01-27 Fixed 2.00000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BP6 2255000.00000000 PA USD 2195109.23000000 0.419662256628 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N APIDOS CLO N/A 03764DAH4 925000.00000000 PA USD 912703.98000000 0.174491276627 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.12429160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGV36 486520.44000000 PA USD 489447.49000000 0.093572855212 Long DBT USGA US N 2 2045-03-15 Fixed 3.50000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042GAL6 97960.68000000 PA USD 98076.79000000 0.018750377635 Long ABS-MBS US N 2 2023-10-16 Fixed 4.00000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12659WAA6 1474006.44000000 PA USD 1455872.18000000 0.278334488357 Long ABS-MBS US Y 2 2029-04-16 Fixed 0.98000000 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CAR5 610000.00000000 PA USD 599423.97000000 0.114598222489 Long DBT CORP US N 2 2023-06-09 Fixed 1.08200000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MBA2 1325000.00000000 PA USD 1307134.20000000 0.249898675014 Long DBT NUSS IE N 2 2023-09-29 Floating 0.96936120 N N N N N N TIDEWATER AUTO RECEIVABLES TRUST N/A 88641WAC3 779305.09000000 PA USD 778426.58000000 0.148820045361 Long ABS-MBS US N 2 2025-03-17 Fixed 1.61000000 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAM0 570000.00000000 PA USD 558058.06000000 0.106689863806 Long DBT CORP US N 2 2023-07-07 Fixed 0.80000000 N N N N N N DT AUTO OWNER TRUST N/A 23344GAA9 450994.34000000 PA USD 449339.96000000 0.085905074348 Long ABS-MBS US Y 2 2025-01-15 Fixed 0.35000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DD4 1100000.00000000 PA USD 1085174.49000000 0.207464288831 Long DBT CORP US N 2 2023-02-04 Fixed 1.16700000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286NAF3 1625000.00000000 PA USD 1597865.43000000 0.305480840305 Long ABS-MBS US N 2 2026-02-17 Fixed 0.75000000 N N N N N N MARLETTE FUNDING TRUST N/A 57110NAA4 51890.97000000 PA USD 51763.25000000 0.009896128178 Long ABS-MBS US Y 2 2031-06-16 Fixed 0.60000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14315NAC4 311143.53000000 PA USD 311609.47000000 0.059573679332 Long ABS-MBS US N 2 2024-03-15 Fixed 3.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJC4 475000.00000000 PA USD 467723.99000000 0.089419743874 Long DBT CORP US N 2 2024-05-19 Fixed 1.48600000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285RAF5 281795.07000000 PA USD 280905.50000000 0.053703676526 Long ABS-MBS US N 2 2025-09-15 Fixed 1.46000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796R27 1250000.00000000 PA USD 1238386.94000000 0.236755533946 Long DBT UST US N 2 2022-12-29 None 0.00000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CQ3 2330000.00000000 PA USD 2309765.63000000 0.441582333726 Long DBT CORP US N 2 2024-10-18 Floating 0.79236720 N N N N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550UAB7 1325000.00000000 PA USD 1315275.86000000 0.251455202298 Long DBT NUSS CH N 2 2024-02-02 Floating 0.68924160 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBM6 1400000.00000000 PA USD 1393930.36000000 0.266492415259 Long DBT NUSS CA N 2 2024-02-16 Floating 1.42099560 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCU2 874000.00000000 PA USD 856369.19000000 0.163721158779 Long DBT CORP US N 2 2023-06-09 Fixed 0.85000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEM7 430000.00000000 PA USD 427367.44000000 0.081704355222 Long DBT CORP US N 2 2024-04-12 Floating 0.74054520 N N N N N N SYMPHONY CLO, LTD. N/A 87159QBV9 164475.79000000 PA USD 163361.30000000 0.031231508148 Long ABS-CBDO CORP KY N 2 2026-07-14 Floating 1.98843120 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMH2 1825000.00000000 PA USD 1817936.48000000 0.347554151373 Long DBT CORP US N 2 2024-03-25 Floating 0.91987920 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CV9 550000.00000000 PA USD 552056.24000000 0.105542432375 Long DBT CORP US N 2 2024-05-03 Fixed 3.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MW8 800000.00000000 PA USD 785730.78000000 0.150216466556 Long DBT CORP US N 2 2025-05-01 Floating 0.96911280 N N N N N N SEQUOIA INFRASTRUCTURE FUNDING LTD N/A 81742LAA4 1604879.53000000 PA USD 1594796.07000000 0.304894038279 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 2.44428840 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183BT0 86253.13000000 PA USD 86321.30000000 0.016502956234 Long ABS-MBS US N 2 2031-01-15 Fixed 3.39000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89169EAA7 250916.90000000 PA USD 248578.83000000 0.047523444994 Long ABS-MBS US N 2 2057-02-25 Floating 1.60571160 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96041LAE2 111817.51000000 PA USD 111823.29000000 0.021378441484 Long ABS-MBS US N 2 2024-07-15 Fixed 2.84000000 N N N N N N Sumitomo Mitsui Trust Bank, Limited 5493006GGLR4BTEL8O61 86563VAX7 1000000.00000000 PA USD 993115.00000000 0.189864302101 Long DBT NUSS JP N 2 2024-09-16 Floating 0.72108000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025286AA3 104189.17000000 PA USD 103801.56000000 0.019844842487 Long ABS-MBS US Y 2 2025-06-13 Fixed 0.33000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST N/A 17305EGM1 490000.00000000 PA USD 493237.82000000 0.094297492701 Long ABS-MBS US N 2 2025-05-23 Fixed 3.29000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 105699AA0 214941.62000000 PA USD 213198.29000000 0.040759372822 Long ABS-MBS US N 2 2060-05-25 Floating 1.44900000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CK3 3105000.00000000 PA USD 3023586.90000000 0.578051098425 Long DBT CORP US N 2 2023-11-03 Fixed 0.75000000 N N N N N N QORVO, INC. 254900YAUJV2EUEVBR11 74739DAA2 635000.00000000 PA USD 603745.30000000 0.115424376866 Long DBT CORP US N 2 2024-12-15 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYP31 68905.78000000 PA USD 68701.79000000 0.013134448086 Long DBT USGA US N 2 2024-10-25 Floating 0.84857040 N N N N N N BWAY MORTGAGE TRUST N/A 05604FAA3 284899.12000000 PA USD 279887.97000000 0.053509144551 Long ABS-MBS US N 2 2033-03-10 Fixed 2.80930000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAL4 2620000.00000000 PA USD 2512142.96000000 0.480272949135 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042QAG5 330000.00000000 PA USD 326690.69000000 0.062456915724 Long ABS-MBS US Y 2 2025-11-17 Fixed 0.78000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465EAA9 582803.94000000 PA USD 528165.84000000 0.100975051837 Long ABS-MBS US Y 2 2066-05-25 Floating 1.06800120 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941JAA6 399822.67000000 PA USD 388301.70000000 0.074235744375 Long ABS-MBS US N 2 2068-10-15 Fixed 2.40000000 N N N N N N BENEFIT STREET PARTNERS CLO LTD N/A 08181LAS6 281250.00000000 PA USD 280702.41000000 0.053664849662 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 1.66271040 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017BB9 610000.00000000 PA USD 584665.52000000 0.111776693452 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N OZLM FUNDING LTD N/A 67107FBL0 723347.32000000 PA USD 715114.90000000 0.136716081633 Long ABS-CBDO CORP KY Y 2 2029-10-17 Floating 2.02429080 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAF9 900000.00000000 PA USD 884997.00000000 0.169194240110 Long DBT CORP US N 2 2025-06-09 Floating 0.65899800 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175JAA8 106817.63000000 PA USD 104986.06000000 0.020071295884 Long ABS-MBS US N 2 2057-10-25 Floating 2.75000040 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAA9 735000.00000000 PA USD 731465.99000000 0.139842092509 Long DBT CORP US N 2 2024-03-24 Fixed 3.02400000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 29429MAA1 625000.00000000 PA USD 626692.63000000 0.119811460734 Long ABS-MBS US N 2 2036-01-10 Fixed 4.14900000 N N N N N N MFA TRUST N/A 552754AA1 132252.90000000 PA USD 127930.11000000 0.024457752680 Long ABS-MBS US N 2 2065-03-25 Floating 1.47899880 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CZ0 825000.00000000 PA USD 812636.28000000 0.155360275662 Long DBT CORP US N 2 2024-11-29 Floating 1.22076000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286HAF6 68560.47000000 PA USD 68595.81000000 0.013114186768 Long ABS-MBS US N 2 2025-10-15 Fixed 2.49000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831EAA8 203487.43000000 PA USD 197631.49000000 0.037783302963 Long ABS-MBS US N 2 2058-10-25 Floating 0.94053960 N N N N N N GSR MORTGAGE LOAN TRUST N/A 3622N6AA7 81168.70000000 PA USD 54048.29000000 0.010332983451 Long ABS-MBS US N 2 2037-05-25 Floating 2.95452720 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AH8 2210000.00000000 PA USD 2089460.83000000 0.399464334198 Long DBT CORP US N 2 2024-08-15 Fixed 1.00000000 N N N N N N BFLD TRUST N/A 05553JAA6 840000.00000000 PA USD 829735.20000000 0.158629257112 Long ABS-MBS US Y 2 2028-11-15 Floating 2.92500000 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452761AA7 493862.74000000 PA USD 439680.76000000 0.084058422886 Long ABS-MBS US Y 2 2056-09-25 Floating 1.07300160 N N N N N N FREMF MORTGAGE TRUST N/A 30265AAN4 1110000.00000000 PA USD 1109159.18000000 0.212049695786 Long ABS-MBS US N 2 2046-08-25 Floating 3.49578360 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2B3 1080000.00000000 PA USD 1081578.19000000 0.206776746110 Long DBT CORP US N 2 2024-04-12 Floating 1.05054120 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105UAC7 265000.00000000 PA USD 255719.41000000 0.048888585222 Long ABS-MBS US Y 2 2026-05-15 Fixed 0.81000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAA5 60393.03000000 PA USD 59472.77000000 0.011370038686 Long ABS-MBS US N 2 2028-03-10 Fixed 0.32000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 05916SF13 550000.00000000 PA USD 549984.94000000 0.105146440039 Long ABS-APCP US N 2 2022-06-01 None 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJU4 1600000.00000000 PA USD 1587329.26000000 0.303466529209 Long DBT CORP US N 2 2025-04-22 Floating 0.96009120 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293DAA9 390000.00000000 PA USD 374387.17000000 0.071575556454 Long ABS-MBS US Y 2 2027-01-15 Floating 1.59625080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUB83 860254.13000000 PA USD 860368.11000000 0.164485674625 Long DBT USGA US N 2 2043-08-25 Fixed 3.00000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452762AA5 472675.17000000 PA USD 423128.51000000 0.080893954124 Long ABS-MBS US Y 2 2056-11-25 Floating 1.59500160 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46650AAD5 202739.26000000 PA USD 200886.81000000 0.038405656930 Long ABS-MBS US N 2 2046-04-25 Floating 1.75570920 N N N N N N CIM TRUST N/A 12553HAA6 97976.92000000 PA USD 97947.52000000 0.018725663722 Long ABS-MBS US N 2 2057-04-25 Floating 2.99999880 N N N N N N VERUS SECURITIZATION TRUST N/A 92538DAA7 625855.17000000 PA USD 610285.71000000 0.116674776246 Long ABS-MBS US Y 2 2064-02-25 Floating 0.91800000 N N N N N N MORGAN STANLEY CAPITAL I INC. 3IFG42XD94UUZ7FL2766 61761BAA4 10919.95000000 PA USD 10887.54000000 0.002081486216 Long ABS-MBS US N 2 2034-08-05 Fixed 2.08400000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36261XAC9 865000.00000000 PA USD 846903.34000000 0.161911472082 Long ABS-MBS US Y 2 2025-09-15 Fixed 0.77000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31382VR22 4128.60000000 PA USD 4110.64000000 0.000785874541 Long DBT USGA US N 2 2029-01-01 Floating 2.46499920 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAC1 301873.09000000 PA USD 291966.13000000 0.055818254189 Long ABS-MBS US N 2 2028-03-10 Fixed 0.75000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 388182.84000000 PA USD 367853.94000000 0.070326529750 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAC2 1265000.00000000 PA USD 1253383.34000000 0.239622554402 Long DBT NUSS GB N 2 2024-08-12 Floating 1.31076000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062RAA8 193294.45000000 PA USD 187824.68000000 0.035908431335 Long ABS-MBS US N 2 2055-02-25 Floating 1.72400040 N N N N N N SOUND POINT CLO N/A 83611GAL5 750000.00000000 PA USD 741968.25000000 0.141849920671 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 2.04270840 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AA8 795000.00000000 PA USD 783945.71000000 0.149875195838 Long DBT CORP US N 2 2023-02-10 Fixed 0.62500000 N N N N N N NEW YORK CITY TAX LIEN COLLATERALIZED BONDS N/A 62954VAA5 81342.13000000 PA USD 81081.92000000 0.015501288525 Long ABS-MBS US N 2 2032-11-10 Fixed 2.19000000 N N N N N N NEUBERGER BERMAN CLO LTD N/A 64131JAL0 2065000.00000000 PA USD 2032222.26000000 0.388521431164 Long ABS-CBDO CORP KY Y 2 2029-10-18 Floating 1.97429040 N N N N N N Government National Mortgage Association N/A 38379LUL8 360333.39000000 PA USD 357885.03000000 0.068420667751 Long DBT USGA US N 2 2040-04-16 Fixed 1.50000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687DAA0 533898.00000000 PA USD 515535.86000000 0.098560444930 Long ABS-MBS US N 2 2028-01-10 Fixed 0.70000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464LAA4 243880.96000000 PA USD 234431.99000000 0.044818843912 Long ABS-MBS US N 2 2065-06-25 Floating 1.46900160 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XCT9 497707.34000000 PA USD 516446.77000000 0.098734593233 Long DBT USGA US N 2 2028-10-25 Floating 6.90571080 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MBP0 950000.00000000 PA USD 934104.65000000 0.178582669139 Long DBT CORP US N 2 2023-03-01 Fixed 0.37500000 N N N N N N DEWOLF PARK CLO, LTD. N/A 25211AAE9 1125000.00000000 PA USD 1110238.88000000 0.212256113458 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 1.96428960 N N N N N N ATALAYA EQUIPMENT LEASING TRUST LLC. N/A 046497AB9 500000.00000000 PA USD 490628.75000000 0.093798689184 Long ABS-MBS US Y 2 2026-05-15 Fixed 1.23000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573AT3 790000.00000000 PA USD 763949.84000000 0.146052373806 Long DBT CORP US N 2 2023-11-08 Fixed 0.84100000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89114QCF3 1344000.00000000 PA USD 1343999.73000000 0.256946648436 Long DBT NUSS CA N 2 2023-01-27 Floating 0.75988080 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066EAF1 2145000.00000000 PA USD 2082144.85000000 0.398065660895 Long ABS-MBS US N 2 2026-02-18 Fixed 1.48000000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14311DBN5 1040000.00000000 PA USD 1023248.72000000 0.195625284181 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 2.04270840 N N N N N N GCAT TRUST N/A 36168KAA5 1499587.96000000 PA USD 1332896.91000000 0.254824004864 Long ABS-MBS US Y 2 2066-07-25 Floating 1.26200160 N N N N N N Government National Mortgage Association N/A 38377NMJ0 6970.05000000 PA USD 6978.53000000 0.001334159415 Long DBT USGA US N 2 2039-09-16 Fixed 3.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XAR5 361779.34000000 PA USD 364526.76000000 0.069690437547 Long DBT USGA US N 2 2024-11-25 Floating 6.00571080 N N N N N N COMM MORTGAGE TRUST N/A 12592KAZ7 27128.12000000 PA USD 27053.95000000 0.005172189863 Long ABS-MBS US N 2 2047-09-10 Fixed 3.03100000 N N N N N N METLIFE SECURITIZATION TRUST N/A 59166BAA9 117361.74000000 PA USD 114935.07000000 0.021973353390 Long ABS-MBS US N 2 2055-04-25 Floating 2.99999880 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31573WAA9 86332.52000000 PA USD 83749.96000000 0.016011365961 Long ABS-MBS US Y 2 2065-10-25 Floating 1.17799920 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55316VAC8 4075000.00000000 PA USD 3902870.37000000 0.746153022554 Long ABS-MBS US N 2 2038-04-15 Floating 1.97596080 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 1445000.00000000 PA USD 1416505.29000000 0.270808303479 Long DBT CORP US N 2 2023-04-03 Fixed 0.80000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844WAC4 755000.00000000 PA USD 718628.78000000 0.137387867251 Long ABS-MBS US Y 2 2027-06-15 Fixed 0.93000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST N/A 26208JAG8 107081.81000000 PA USD 107314.82000000 0.020516509572 Long ABS-MBS US N 2 2024-08-15 Fixed 4.14000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980MAC5 263703.48000000 PA USD 261952.78000000 0.050080284517 Long ABS-MBS US N 2 2058-05-25 Floating 3.49999920 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KCD0 625000.00000000 PA USD 623151.41000000 0.119134448239 Long DBT CORP US N 2 2024-03-21 Fixed 2.94000000 N N N N N N CLOUD PASS-THROUGH TRUST N/A 18913AAA3 4982.26000000 PA USD 4977.17000000 0.000951538249 Long ABS-MBS US N 2 2022-12-05 Floating 3.55422960 N N N N N N CENTERPOINT ENERGY RESOURCES CORP. 2JADVB0458J06WCD4N56 15189WAN0 876000.00000000 PA USD 873718.64000000 0.167038036699 Long DBT CORP US N 2 2023-03-02 Floating 1.00428840 N N N N N N DT AUTO OWNER TRUST N/A 26253AAB2 1615000.00000000 PA USD 1605660.94000000 0.306971190431 Long ABS-MBS US Y 2 2024-12-16 Fixed 0.91000000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST N/A 26863LAA2 1060000.00000000 PA USD 1012881.30000000 0.193643234808 Long ABS-MBS US Y 2 2038-11-15 Floating 1.57600080 N N N N N N MASSACHUSETTS ST WTR RES AUTH N/A 576051ZE9 485000.00000000 PA USD 484498.80000000 0.092626761786 Long DBT MUN US N 2 2022-08-01 Fixed 0.53400000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAX1 1235000.00000000 PA USD 1228371.37000000 0.234840751460 Long DBT CORP US N 2 2023-09-28 Floating 1.21556880 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 1450000.00000000 PA USD 1407705.72000000 0.269125996579 Long DBT NUSS US N 2 2023-09-02 Fixed 0.75000000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32059FAA7 597978.21000000 PA USD 590856.71000000 0.112960328749 Long ABS-MBS US Y 2 2026-03-16 Fixed 0.45000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644YAW0 213893.50000000 PA USD 213549.86000000 0.040826586178 Long ABS-MBS US N 2 2048-08-15 Fixed 3.53950000 N N N N N N FREMF MORTGAGE TRUST N/A 30291HAE7 715000.00000000 PA USD 715440.08000000 0.136778249734 Long ABS-MBS US N 2 2046-06-25 Floating 3.48887880 N N N N N N VERUS SECURITIZATION TRUST N/A 92537KAA2 89373.47000000 PA USD 89122.82000000 0.017038552454 Long ABS-MBS US N 2 2059-11-25 Fixed 2.64200000 N N N N N N MARLETTE FUNDING TRUST N/A 57109KAA3 1288970.17000000 PA USD 1272784.31000000 0.243331643107 Long ABS-MBS US Y 2 2032-04-15 Fixed 1.36000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST N/A 58940BAA4 1225000.00000000 PA USD 1181241.04000000 0.225830347617 Long ABS-MBS US Y 2 2026-03-20 Fixed 1.54000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374EAB2 253830.15000000 PA USD 247067.94000000 0.047234592166 Long ABS-MBS US Y 2 2026-12-21 Fixed 0.44000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530TAA9 842430.70000000 PA USD 832545.62000000 0.159166554839 Long ABS-MBS US Y 2 2025-09-15 Fixed 0.45000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBC2 1200000.00000000 PA USD 1199132.70000000 0.229250885560 Long DBT NUSS JP N 2 2024-05-25 Floating 2.15385840 N N N N N N CONNECTICUT ST N/A 20772KJV2 790000.00000000 PA USD 784806.38000000 0.150039739228 Long DBT MUN US N 2 2023-07-01 Fixed 2.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287EAD7 495000.00000000 PA USD 487944.77000000 0.093285564330 Long ABS-MBS US N 2 2025-12-15 Fixed 0.60000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831TAA5 809359.55000000 PA USD 757274.19000000 0.144776119164 Long ABS-MBS US Y 2 2056-11-27 Floating 1.15611840 N N N N N N PHOENIX ARIZ CIVIC IMPT CORP RENT CAR FAC CHARGE REV N/A 718846BF4 1870000.00000000 PA USD 1870440.01000000 0.357591806711 Long DBT MUN US N 2 2022-07-01 Fixed 2.16300000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00833MAA2 290000.00000000 PA USD 285361.65000000 0.054555605870 Long ABS-MBS US Y 2 2025-08-15 Fixed 0.88000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AJ73 657.56000000 PA USD 673.75000000 0.000128807916 Long DBT USGA US N 2 2025-03-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LAE0 7143.66000000 PA USD 7523.12000000 0.001438274448 Long DBT USGA US N 2 2027-01-01 Fixed 6.00000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 60700KAB8 265240.44000000 PA USD 263902.67000000 0.050453065619 Long ABS-MBS US N 2 2023-08-14 Fixed 0.38000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535KAA1 614213.60000000 PA USD 613686.42000000 0.117324925957 Long ABS-MBS US N 2 2028-11-15 Fixed 2.38000000 N N N N N N United States of America N/A N/A -40.00000000 NC USD -4778125.00000000 -0.91348471071 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2022 2022-09-24 -4800053.60000000 USD 21928.60000000 N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDN3 1500000.00000000 PA USD 1464104.01000000 0.279908254394 Long DBT CORP US N 2 2024-10-15 Floating 0.88239240 N N N N N N CCG RECEIVABLES TRUST N/A 12510KAC7 209586.46000000 PA USD 204623.89000000 0.039120114053 Long ABS-MBS US Y 2 2027-06-14 Fixed 0.30000000 N N N N N N CNH EQUIPMENT TRUST N/A 12596TAE1 1050000.00000000 PA USD 1048271.07000000 0.200409071577 Long ABS-MBS US N 2 2026-11-16 Fixed 2.87000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830VAA1 326158.91000000 PA USD 312133.13000000 0.059673792954 Long ABS-MBS US N 2 2060-01-26 Floating 2.46413160 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36260XAA4 1039232.52000000 PA USD 1020825.32000000 0.195161977162 Long ABS-MBS US Y 2 2035-11-21 Floating 1.66070160 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 38013FAD3 8954.94000000 PA USD 8959.62000000 0.001712905351 Long ABS-MBS US N 2 2023-10-16 Fixed 3.21000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MBY7 146.93000000 PA USD 150.55000000 0.000028782236 Long DBT USGA US N 2 2024-02-01 Fixed 5.00000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685WAA9 601402.44000000 PA USD 533156.49000000 0.101929167201 Long ABS-MBS US Y 2 2066-08-25 Floating 0.92400120 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569TAA6 333855.35000000 PA USD 315074.38000000 0.060236102836 Long ABS-MBS US Y 2 2049-02-25 Floating 0.94100040 N N N N N N DT AUTO OWNER TRUST N/A 23344QAA7 712232.16000000 PA USD 703786.44000000 0.134550300075 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.33000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573MAA7 85377.23000000 PA USD 83788.81000000 0.016018793326 Long ABS-MBS US N 2 2065-04-25 Floating 1.48600080 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680FAA0 635575.46000000 PA USD 622717.45000000 0.119051483514 Long ABS-MBS US Y 2 2031-06-20 Fixed 0.91000000 N N N N N N GMACM MORTGAGE LOAN TRUST N/A 36185MBJ0 91500.52000000 PA USD 85675.88000000 0.016379564464 Long ABS-MBS US N 2 2035-11-19 Floating 3.09624480 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AK1 2600000.00000000 PA USD 2601119.17000000 0.497283472605 Long DBT CORP US N 2 2023-01-15 Fixed 2.62500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3H2 800000.00000000 PA USD 774072.27000000 0.147987585848 Long DBT CORP US N 2 2025-01-07 Floating 1.01511360 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464NAA0 20277.08000000 PA USD 20200.69000000 0.003861979638 Long ABS-MBS US N 2 2048-09-25 Floating 3.64899960 N N N N N N CONN'S RECEIVABLES FUNDING LLC N/A 20825XAA6 12442.22000000 PA USD 12434.34000000 0.002377204338 Long ABS-MBS US Y 2 2025-06-16 Fixed 1.71000000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAL4 950000.00000000 PA USD 910891.53000000 0.174144771385 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDRJ0 6401.69000000 PA USD 6400.54000000 0.001223658952 Long DBT USGA US N 2 2030-02-01 Floating 2.14499880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM43 478308.37000000 PA USD 484097.48000000 0.092550037195 Long DBT USGA US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392EP61 776.42000000 PA USD 777.91000000 0.000148721285 Long DBT USGA US N 2 2032-10-18 Floating 1.18557000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14316NAC3 1585000.00000000 PA USD 1553990.74000000 0.297092851606 Long ABS-MBS US N 2 2025-12-15 Fixed 0.34000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796U31 6225000.00000000 PA USD 6133674.33000000 1.172639418381 Long DBT UST US N 2 2023-03-23 None 0.00000000 N N N N N N SOUTH CAROLINA ST PUB SVCS AUTH REV N/A 837151WF2 2470000.00000000 PA USD 2502175.95000000 0.478367450378 Long DBT MUN US N 2 2023-12-01 Fixed 3.72200000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538BAA1 576224.54000000 PA USD 563498.74000000 0.107730016166 Long ABS-MBS US Y 2 2063-10-25 Floating 0.82000080 N N N N N N United States of America 254900HROIFWPRGM1V77 912796S34 6550000.00000000 PA USD 6477518.22000000 1.238375692838 Long DBT UST US N 2 2023-01-26 None 0.00000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980CAA1 155963.72000000 PA USD 155419.48000000 0.029713186391 Long ABS-MBS US N 2 2061-01-25 Fixed 2.75000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91682NAA1 734257.19000000 PA USD 710985.64000000 0.135926647309 Long ABS-MBS US Y 2 2031-09-20 Fixed 0.84000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94988HAE1 620000.00000000 PA USD 620303.18000000 0.118589921975 Long ABS-MBS US N 2 2045-10-15 Fixed 3.53900000 N N N N N N Avid Automobile Receivables Trust N/A 05369LAA5 209669.79000000 PA USD 206151.15000000 0.039412096506 Long ABS-MBS US N 2 2025-01-15 Fixed 0.61000000 N N N N N N BA MORTGAGE SECURITIES INCORPORATED N/A 05949CKQ8 6512.07000000 PA USD 6068.90000000 0.001160255824 Long ABS-MBS US N 2 2035-11-25 Floating 2.46622680 N N N N N N STRATUS CLO LTD. N/A 86315TAA3 1002941.66000000 PA USD 991041.76000000 0.189467938875 Long ABS-CBDO CORP KY Y 2 2029-12-28 Floating 1.96270920 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464XAL4 278040.84000000 PA USD 269610.22000000 0.051544238340 Long ABS-MBS US N 2 2065-01-26 Floating 2.53100160 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAS5 675000.00000000 PA USD 676248.31000000 0.129285544398 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N HOWARD UNIVERSITY (THE) N/A 442851AE1 575000.00000000 PA USD 566812.89000000 0.108363617287 Long DBT CORP US N 2 2023-10-01 Fixed 2.80100000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573JAA4 641328.79000000 PA USD 597214.73000000 0.114175858703 Long ABS-MBS US Y 2 2056-06-25 Floating 1.12700160 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12659WAA6 508413.99000000 PA USD 502159.13000000 0.096003073925 Long ABS-MBS US Y 2 2029-04-16 Fixed 0.98000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828EAA3 74397.99000000 PA USD 71821.85000000 0.013730942968 Long ABS-MBS US N 2 2059-09-25 Floating 2.49188040 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30166RAD9 940201.07000000 PA USD 937408.01000000 0.179214207421 Long ABS-MBS US N 2 2025-02-18 Fixed 0.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWT7 2315000.00000000 PA USD 2325282.72000000 0.444548899999 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBM0 435000.00000000 PA USD 435013.05000000 0.083166047379 Long ABS-MBS US N 2 2025-07-25 Floating 1.95571080 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31574XAA6 133805.83000000 PA USD 122585.56000000 0.023435978509 Long ABS-MBS US Y 2 2066-02-25 Floating 0.79700040 N N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED N/A 74958TAB9 63186.86000000 PA USD 54593.33000000 0.010437184515 Long ABS-MBS US N 2 2037-07-27 Floating 4.27549680 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BTJ7 1549.10000000 PA USD 1555.64000000 0.000297408158 Long DBT USGA US N 2 2023-12-01 Fixed 5.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AF7 2500000.00000000 PA USD 2525052.30000000 0.482740964249 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89180EAA2 774403.68000000 PA USD 766807.32000000 0.146598668491 Long ABS-MBS US Y 2 2052-01-25 Floating 2.16100080 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 1820000.00000000 PA USD 1767024.04000000 0.337820681544 Long DBT CORP US N 2 2024-05-24 Floating 1.48077720 N N N N N N TTAN MHC N/A 87303TAG2 698218.10000000 PA USD 667164.71000000 0.127548936478 Long ABS-MBS US Y 2 2038-03-15 Floating 1.97499960 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2D6 450000.00000000 PA USD 445952.01000000 0.085257364101 Long DBT NUSS NO N 2 2025-03-28 Fixed 2.96800000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89180FCD1 1035948.02000000 PA USD 1014442.05000000 0.193941619899 Long ABS-MBS US Y 2 2068-07-25 Floating 2.25000000 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293BAB1 325000.00000000 PA USD 312177.13000000 0.059682204900 Long ABS-MBS US Y 2 2038-07-15 Floating 1.57500000 N N N N N N VOYA CLO N/A 92914NAJ0 676902.76000000 PA USD 669192.84000000 0.127936675549 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 1.94429160 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZJ6 800000.00000000 PA USD 790547.14000000 0.151137261057 Long DBT CORP US N 2 2025-01-24 Floating 0.97922880 N N N N N N CENTERPOINT ENERGY RESOURCES CORP. 2JADVB0458J06WCD4N56 15189WAM2 2710000.00000000 PA USD 2668666.84000000 0.510197275360 Long DBT CORP US N 2 2023-03-02 Fixed 0.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374GQD2 224.71000000 PA USD 224.74000000 0.000042965923 Long DBT USGA US N 2 2028-05-01 Floating 2.04500160 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QGX6 1290000.00000000 PA USD 1277464.04000000 0.244226316604 Long ABS-MBS US N 2 2026-04-15 Fixed 3.25000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FJ8 1600000.00000000 PA USD 1601483.36000000 0.306172518262 Long DBT CORP US N 2 2022-09-01 Fixed 3.45000000 N N N N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 03073EAS4 1100000.00000000 PA USD 1084713.86000000 0.207376225320 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAM1 600000.00000000 PA USD 602720.06000000 0.115228370888 Long DBT NUSS ES N 2 2024-05-24 Fixed 3.89200000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 12656YAA5 248959.97000000 PA USD 244091.76000000 0.046665604347 Long ABS-MBS US Y 2 2054-07-27 Fixed 0.79800000 N N N N N N ARI FLEET LEASE TRUST N/A 00217TAC9 250000.00000000 PA USD 247473.65000000 0.047312156040 Long ABS-MBS US N 2 2028-08-15 Fixed 1.80000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31572LAA4 347860.81000000 PA USD 317165.92000000 0.060635964668 Long ABS-MBS US Y 2 2066-06-25 Floating 0.93099960 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CT9 443593.56000000 PA USD 438903.45000000 0.083909816309 Long ABS-MBS US Y 2 2033-04-15 Floating 1.10471040 N N N N N N N/A N/A 89616BAA2 371228.44000000 PA USD 370194.46000000 0.070773991722 Long ABS-MBS US N 2 2025-02-18 Fixed 3.30000000 N N N N N N PORT AUTH N Y & N J N/A 73358W4V3 3105000.00000000 PA USD 3055206.98000000 0.584096243672 Long DBT MUN US N 2 2023-07-01 Fixed 1.08600000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AU8 455000.00000000 PA USD 457408.79000000 0.087447677951 Long DBT CORP US N 2 2023-04-06 Fixed 3.70000000 N N N N N N ACCREDITED MORTGAGE LOAN TRUST N/A 004375CA7 68463.22000000 PA USD 67944.01000000 0.012989575266 Long ABS-MBS US N 2 2035-01-25 Floating 1.68571080 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159YN0 1425000.00000000 PA USD 1418972.25000000 0.271279938323 Long DBT NUSS CA N 2 2023-09-15 Floating 0.83169720 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 994835.00000000 PA USD 950835.54000000 0.181781290400 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BDY83 150229.13000000 PA USD 150962.95000000 0.028861184399 Long DBT USGA US N 2 2032-01-15 Fixed 3.00000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 12597QAA4 107478.98000000 PA USD 103697.17000000 0.019824885146 Long ABS-MBS US N 2 2065-04-27 Floating 1.50599880 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJX8 1350000.00000000 PA USD 1338660.00000000 0.255925795755 Long DBT CORP US N 2 2024-05-28 Floating 1.93790160 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZD5 10800000.00000000 PA USD 10679343.70000000 2.041683126835 Long SN UST US N 2 2023-03-15 Fixed 0.50000000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054AE9 550000.00000000 PA USD 549256.66000000 0.105007207046 Long DBT CORP US N 2 2024-03-28 Fixed 3.30000000 N N N N N N VIBRANT CLO LTD N/A 92558EAJ1 860215.55000000 PA USD 853997.05000000 0.163267651677 Long ABS-CBDO CORP KY Y 2 2029-06-20 Floating 1.87786080 N N N N N N UBS AG LONDON BRANCH N/A 902674YK0 850000.00000000 PA USD 804710.46000000 0.153845012795 Long DBT NUSS CH N 2 2024-08-09 Fixed 0.70000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688GAA1 1054948.18000000 PA USD 923975.84000000 0.176646237364 Long ABS-MBS US Y 2 2066-10-25 Floating 1.39700160 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 29429CAE5 190233.91000000 PA USD 188759.62000000 0.036087173707 Long ABS-MBS US N 2 2049-04-15 Fixed 3.12700000 N N N N N N VIRGINIA COLLEGE BLDG AUTH VA EDL FACS REV 21ST CENTY COLLEGE & EQUIP PROG N/A 92778VLG1 835000.00000000 PA USD 834426.44000000 0.159526131098 Long DBT MUN US N 2 2023-02-01 Fixed 2.66000000 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CC6 740000.00000000 PA USD 731419.15000000 0.139833137611 Long DBT CORP US N 2 2024-06-28 Floating 0.57998880 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834AAA7 265876.09000000 PA USD 262749.81000000 0.050232661175 Long ABS-MBS US Y 2 2025-01-15 Fixed 1.90000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159TE6 2720000.00000000 PA USD 2710522.57000000 0.518199278114 Long DBT NUSS CA N 2 2023-02-01 Fixed 1.95000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537MAA8 143675.48000000 PA USD 141730.14000000 0.027096050425 Long ABS-MBS US N 2 2059-11-25 Floating 2.69200080 N N N N N N Government National Mortgage Association N/A 38378AU90 190194.90000000 PA USD 191029.19000000 0.036521071417 Long DBT USGA US N 2 2026-10-20 Fixed 3.00000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830BAA5 426064.27000000 PA USD 421025.85000000 0.080491966365 Long ABS-MBS US N 2 2057-08-27 Floating 3.99999960 N N N N N N VERDE CDO N/A 92338BAL9 350000.00000000 PA USD 350002.45000000 0.066913671531 Long ABS-CBDO CORP KY Y 2 2032-04-15 Floating 1.79429040 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 52607BAA1 1125709.78000000 PA USD 1099974.25000000 0.210293715537 Long ABS-MBS US Y 2 2026-06-15 Fixed 1.46000000 N N N N N N CSMC TRUST N/A 12657LAA2 529603.13000000 PA USD 505966.62000000 0.096730992073 Long ABS-MBS US Y 2 2056-03-25 Floating 0.83000160 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAC7 1320000.00000000 PA USD 1311935.50000000 0.250816590334 Long DBT CORP US N 2 2024-03-15 Fixed 3.42800000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AA7 756835.26000000 PA USD 747346.51000000 0.142878139540 Long ABS-MBS US N 2 2036-10-15 Floating 1.79499960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358UC95 417.54000000 PA USD 420.92000000 0.000080471729 Long DBT USGA US N 2 2023-04-25 Fixed 5.50000000 N N N N N N HOUSTON TEX ARPT SYS REV N/A 442349EJ1 180000.00000000 PA USD 179935.96000000 0.034400261267 Long DBT MUN US N 2 2022-07-01 Fixed 0.88300000 N N N N N N FREMF MORTGAGE TRUST N/A 30291NAE4 725000.00000000 PA USD 724451.10000000 0.138500981767 Long ABS-MBS US N 2 2046-10-25 Floating 3.53108520 N N N N N N VERIZON OWNER TRUST N/A 92348CAA9 400000.00000000 PA USD 392199.60000000 0.074980947159 Long ABS-MBS US N 2 2025-04-21 Fixed 0.41000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST N/A 262108AD5 805000.00000000 PA USD 799698.51000000 0.152886825285 Long ABS-MBS US N 2 2025-07-15 Fixed 0.65000000 N N N N N N BPR TRUST N/A 05592AAA8 1930000.00000000 PA USD 1855739.00000000 0.354781259087 Long ABS-MBS US Y 2 2038-09-15 Floating 1.92499920 N N N N N N DUNKIN BRANDS N/A 233046AK7 1118375.00000000 PA USD 1094695.65000000 0.209284549726 Long ABS-MBS US N 2 2049-05-20 Fixed 4.02100000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843FAA6 16425.95000000 PA USD 16421.75000000 0.003139519696 Long ABS-MBS US N 2 2024-08-15 Fixed 1.90000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 466247UG6 22927.76000000 PA USD 20627.97000000 0.003943667277 Long ABS-MBS US N 2 2035-08-25 Floating 2.90777040 N N N N N N MFA TRUST N/A 55283WAA9 452371.57000000 PA USD 413282.87000000 0.079011658955 Long ABS-MBS US Y 2 2064-11-25 Floating 1.02899880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31375TN61 236.34000000 PA USD 236.36000000 0.000045187441 Long DBT USGA US N 2 2025-11-01 Floating 2.23400160 N N N N N N CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV N/A 16772PCJ3 145000.00000000 PA USD 142619.35000000 0.027266050108 Long DBT MUN US N 2 2023-12-01 Fixed 1.83800000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDC0 800000.00000000 PA USD 797263.11000000 0.152421224099 Long DBT CORP US N 2 2023-01-15 Fixed 2.45000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066PAE9 1225000.00000000 PA USD 1177268.86000000 0.225070943939 Long ABS-MBS US N 2 2026-08-18 Fixed 1.06000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359S6L9 3817.47000000 PA USD 3818.81000000 0.000730082312 Long DBT USGA US N 2 2031-07-25 Floating 1.45571040 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TBP2 765000.00000000 PA USD 750947.18000000 0.143566517720 Long ABS-MBS US Y 2 2024-03-15 Fixed 0.38000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535KAA1 562190.06000000 PA USD 561707.53000000 0.107387571599 Long ABS-MBS US N 2 2028-11-15 Fixed 2.38000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BM6 1000000.00000000 PA USD 997406.03000000 0.190684663707 Long DBT CORP US N 2 2024-03-18 Floating 0.78793200 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST N/A 68267BAA8 15216.12000000 PA USD 15218.77000000 0.002909533281 Long ABS-MBS US N 2 2029-03-14 Fixed 3.30000000 N N N N N N United States of America N/A N/A -1.00000000 NC USD -112953.13000000 -0.02159444495 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2022 2022-10-03 -113169.74000000 USD 216.61000000 N N N N/A N/A N/A 500000.00000000 PA USD 500000.00000000 0.095590290199 Long RA US N 2 Repurchase Y 0.78000120 N/A 500016.70520000 USD 510017.04000000 USD UST N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAK7 3080000.00000000 PA USD 3091691.50000000 0.591071375381 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105JAB4 245000.00000000 PA USD 240963.63000000 0.046067566638 Long ABS-MBS US Y 2 2025-09-15 Fixed 1.15000000 N N N N N N IMPAC CMB TRUST N/A 45254NPU5 17955.11000000 PA USD 17056.09000000 0.003260793185 Long ABS-MBS US N 2 2035-08-25 Floating 1.64571120 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEH8 575000.00000000 PA USD 564693.59000000 0.107958448283 Long DBT CORP US N 2 2023-06-08 Fixed 0.90000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAA3 540000.00000000 PA USD 514155.17000000 0.098296483815 Long ABS-MBS US Y 2 2036-09-15 Floating 1.57471920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGCX8 42865.60000000 PA USD 43055.15000000 0.008231308566 Long DBT USGA US N 2 2031-11-25 Fixed 3.00000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 2010000.00000000 PA USD 2045166.04000000 0.390996030537 Long DBT NUSS JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BCZG6 123642.98000000 PA USD 122807.13000000 0.023478338390 Long DBT USGA US N 2 2033-04-15 Fixed 2.25000000 N N N N N N SILVERSTONE MASTER ISSUER PLC N/A 82846GAY6 1660000.00000000 PA USD 1652295.94000000 0.315886896798 Long ABS-MBS GB Y 2 2070-01-21 Floating 0.51401880 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989YBA0 442881.72000000 PA USD 441793.43000000 0.084462324363 Long ABS-MBS US N 2 2059-01-15 Fixed 3.32400000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680EAA3 262213.37000000 PA USD 261292.58000000 0.049954067098 Long ABS-MBS US Y 2 2030-11-20 Fixed 1.70200000 N N N N N N CSMC TRUST N/A 12659PAA1 903757.60000000 PA USD 841824.99000000 0.160940590181 Long ABS-MBS US Y 2 2066-05-25 Floating 1.10099880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APJB7 362535.33000000 PA USD 358051.31000000 0.068452457258 Long DBT USGA US N 2 2027-04-15 Fixed 1.75000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276GAQ5 250000.00000000 PA USD 247259.70000000 0.047271252955 Long ABS-MBS US N 2 2050-08-15 Fixed 3.21500000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22534GAA1 526857.47000000 PA USD 525392.12000000 0.100444770438 Long ABS-MBS US N 2 2029-02-15 Fixed 2.01000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573AAA3 47491.11000000 PA USD 47358.17000000 0.009053962427 Long ABS-MBS US N 2 2050-02-25 Floating 2.27499840 N N N N N N OBX TRUST N/A 670857AA9 729590.29000000 PA USD 654935.99000000 0.125211042691 Long ABS-MBS US Y 2 2061-05-25 Floating 1.10099880 N N N N N N HPEFS EQUIPMENT TRUST N/A 40441JAD3 535000.00000000 PA USD 513495.41000000 0.098170350515 Long ABS-MBS US Y 2 2028-09-20 Fixed 0.61000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JBB3 825000.00000000 PA USD 814449.78000000 0.155706981645 Long DBT NUSS AU N 2 2025-10-14 Floating 1.00010520 N N N N N N DT AUTO OWNER TRUST N/A 26253AAA4 57385.47000000 PA USD 57333.78000000 0.010961105336 Long ABS-MBS US Y 2 2024-04-15 Fixed 0.54000000 N N N N N N IMPAC CMB TRUST N/A 45254NMY0 25625.04000000 PA USD 24689.23000000 0.004720101320 Long ABS-MBS US N 2 2035-04-25 Floating 1.52570880 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAA9 62574.57000000 PA USD 62558.91000000 0.011960048722 Long ABS-MBS US Y 2 2053-01-15 Floating 1.37471040 N N N N N N SG RESIDENTIAL MORTGAGE TRUST N/A 784212AA0 1050684.91000000 PA USD 937893.57000000 0.179307037064 Long ABS-MBS US Y 2 2061-07-25 Floating 1.15999920 N N N N N N CIFC FUNDING LTD N/A 12550MAJ9 316952.04000000 PA USD 311923.60000000 0.059633734887 Long ABS-CBDO CORP KY N 2 2029-04-19 Floating 1.91428920 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33846QAA9 476591.89000000 PA USD 464178.29000000 0.088741874890 Long ABS-MBS US Y 2 2027-07-15 Fixed 0.36000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043FAD5 950000.00000000 PA USD 932135.16000000 0.178206140898 Long ABS-MBS US Y 2 2026-03-16 Fixed 0.64000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830CAA3 182635.60000000 PA USD 181506.09000000 0.034700439631 Long ABS-MBS US N 2 2057-09-25 Floating 3.96479520 N N N N N N SYMPHONY STATIC CLO LTD N/A 87190TAA1 1053130.58000000 PA USD 1042000.04000000 0.199210172421 Long ABS-CBDO CORP KY Y 2 2029-10-25 Floating 2.01399840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YWKF3 312636.77000000 PA USD 313513.41000000 0.059937675686 Long DBT USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 965000.00000000 PA USD 898350.63000000 0.171747194844 Long DBT CORP AE N 2 2024-08-01 Fixed 1.55000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 780082AG8 3375000.00000000 PA USD 3375858.57000000 0.645398600754 Long DBT NUSS CA N 2 2022-09-23 Fixed 1.90000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464RAA1 44716.30000000 PA USD 43649.30000000 0.008344898507 Long ABS-MBS US N 2 2059-12-25 Floating 2.46600000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBG3 675000.00000000 PA USD 687379.76000000 0.131413661470 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887CG5 675000.00000000 PA USD 655438.88000000 0.125307185493 Long DBT CORP US N 2 2023-08-11 Fixed 0.50000000 N N N N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088MAJ1 1610000.00000000 PA USD 1569096.89000000 0.299980854130 Long DBT CORP US N 2 2023-06-01 Fixed 0.90000000 N N N N N N HPS LOAN MANAGEMENT LTD N/A 40437WAN8 434999.98000000 PA USD 434149.99000000 0.083001047067 Long ABS-CBDO CORP KY Y 2 2034-01-25 Floating 1.78400160 N N N N N N LCM LTD. N/A 50188YAE4 1000000.00000000 PA USD 982571.00000000 0.187848494062 Long ABS-CBDO CORP KY Y 2 2030-03-20 Floating 2.04270840 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590BAQ3 350000.00000000 PA USD 344151.85000000 0.065795150428 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 2.06429040 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24380NAA7 8245.00000000 PA USD 8230.80000000 0.001573569121 Long ABS-MBS US N 2 2065-05-25 Fixed 1.69200000 N N N N N N CASCADE FUNDING MORTGAGE TRUST N/A 12527QAA9 156220.92000000 PA USD 155471.93000000 0.029723213812 Long ABS-MBS US Y 2 2054-07-25 Floating 3.16900080 N N N N N N The Huntington National Bank 2WHM8VNJH63UN14OL754 44644MAD3 345000.00000000 PA USD 346790.76000000 0.066299658773 Long DBT CORP US N 2 2025-05-16 Fixed 4.00800000 N N N N N N RIVERSIDE CNTY CALIF INFRASTRUCTURE FING AUTH LEASE REV N/A 76913DFT9 1460000.00000000 PA USD 1451168.46000000 0.277435228438 Long DBT MUN US N 2 2022-11-01 Fixed 0.39800000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844TAA5 57228.61000000 PA USD 56974.95000000 0.010892504009 Long ABS-MBS US N 2 2025-04-15 Fixed 0.70000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JY4 525000.00000000 PA USD 510205.78000000 0.097541437142 Long DBT CORP US N 2 2023-11-15 Fixed 1.70000000 N N N N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664AX8 530000.00000000 PA USD 508800.00000000 0.097272679306 Long DBT CORP US N 2 2024-04-08 Fixed 2.30000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 784033AC6 1280000.00000000 PA USD 1257336.06000000 0.240378237706 Long ABS-MBS US Y 2 2028-02-22 Fixed 2.06000000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AD9 563757.29000000 PA USD 550949.74000000 0.105330891063 Long ABS-MBS US Y 2 2034-12-11 Fixed 0.56000000 N N N N N N DRIVETIME AUTO OWNER TRUST N/A 23345EAC9 530000.00000000 PA USD 516345.66000000 0.098715262964 Long ABS-MBS US Y 2 2027-01-15 Fixed 0.81000000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAF6 800000.00000000 PA USD 788878.97000000 0.150818339348 Long DBT NUSS CA N 2 2025-01-10 Floating 0.75565080 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285UAC5 2085000.00000000 PA USD 2081719.67000000 0.397984374736 Long ABS-MBS US N 2 2025-03-17 Fixed 2.76000000 N N N N N N CARBONE CLO N/A 141312AA6 350000.00000000 PA USD 344663.20000000 0.065892910617 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 2.20271040 N N N N N N FREED ABS TRUST N/A 35633KAA4 193112.88000000 PA USD 191329.81000000 0.036578544123 Long ABS-MBS US Y 2 2029-03-19 Fixed 0.94000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXL3 895000.00000000 PA USD 884551.24000000 0.169109019454 Long DBT CORP US N 2 2023-11-17 Fixed 0.62700000 N N N N N N MAGNETITE CLO, LIMITED N/A 55952YAP2 685000.00000000 PA USD 677251.97000000 0.129477424700 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.02429080 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAA5 374382.44000000 PA USD 368292.96000000 0.070410461849 Long ABS-MBS US N 2 2057-06-25 Floating 2.75000040 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688DAA8 419747.01000000 PA USD 408395.46000000 0.078077281074 Long ABS-MBS US Y 2 2064-12-25 Floating 1.05099840 N N N N N N GCAT TRUST N/A 36168AAA7 799570.40000000 PA USD 778609.42000000 0.148855000818 Long ABS-MBS US Y 2 2065-04-25 Floating 1.46900160 N N N N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327AL3 1000000.00000000 PA USD 978924.39000000 0.187151333045 Long DBT CORP US N 2 2023-03-23 Fixed 0.55000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374WAB2 361834.16000000 PA USD 361470.37000000 0.069106115133 Long ABS-MBS US N 2 2025-05-20 Fixed 2.06000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02528BAC8 2164591.19000000 PA USD 2160676.96000000 0.413079475265 Long ABS-MBS US Y 2 2025-03-13 Fixed 0.61000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162MAV0 285000.00000000 PA USD 271742.88000000 0.051951961517 Long ABS-MBS US N 2 2053-03-15 Fixed 2.21080000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332GAA6 245457.63000000 PA USD 237490.96000000 0.045403659572 Long ABS-MBS US N 2 2057-10-28 Floating 3.49999920 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36261AAC9 1235000.00000000 PA USD 1228127.84000000 0.234794193254 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.82000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042RAD0 485000.00000000 PA USD 469872.61000000 0.089830518292 Long ABS-MBS US Y 2 2026-07-15 Fixed 0.62000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452764AA1 803625.29000000 PA USD 743393.57000000 0.142122414176 Long ABS-MBS US Y 2 2056-06-25 Floating 1.07100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134GXMT8 3150000.00000000 PA USD 3111287.26000000 0.594817704151 Long DBT USGA US N 2 2025-03-25 Fixed 2.25000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CBE2 875000.00000000 PA USD 860384.45000000 0.164488798516 Long DBT NUSS FI N 2 2023-06-09 Fixed 1.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XAL0 800000.00000000 PA USD 808729.10000000 0.154613298722 Long DBT CORP US N 2 2023-05-15 Fixed 4.25000000 N N N N N N FCI FUNDING LIMITED N/A 30260GAA4 285649.26000000 PA USD 282082.39000000 0.053928675040 Long ABS-MBS US Y 2 2033-04-15 Fixed 1.13000000 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST N/A 50219QAC8 2369332.19000000 PA USD 2357338.87000000 0.450677413361 Long ABS-MBS US N 2 2049-03-10 Fixed 2.57900000 N N N N N N CSMC TRUST N/A 126407AA3 603899.65000000 PA USD 586150.56000000 0.112060604261 Long ABS-MBS US Y 2 2065-05-25 Floating 0.80899920 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688JAA5 133763.06000000 PA USD 132212.26000000 0.025276416602 Long ABS-MBS US N 2 2065-03-25 Floating 1.85299920 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCF1 1600000.00000000 PA USD 1561376.00000000 0.298504769899 Long DBT CORP US N 2 2027-04-22 Floating 1.15498080 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177HAA0 315221.76000000 PA USD 312876.79000000 0.059815966305 Long ABS-MBS US N 2 2058-05-25 Floating 2.00571120 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 692714.37000000 NS USD 692714.37000000 0.132433535306 Long STIV RF US N 2 N N N COMM MORTGAGE TRUST N/A 12593AAX3 334091.84000000 PA USD 333843.58000000 0.063824409386 Long ABS-MBS US N 2 2048-05-10 Fixed 2.85200000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 3137G0FJ3 273492.95000000 PA USD 274347.40000000 0.052449895162 Long DBT USGA US N 2 2025-05-25 Floating 4.25571120 N N N N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BL7 475000.00000000 PA USD 467890.94000000 0.089451661472 Long DBT CORP US N 2 2023-07-23 Fixed 1.37500000 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2C2 735000.00000000 PA USD 712990.02000000 0.136309845841 Long DBT CORP US N 2 2023-09-23 Fixed 0.50000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 36259KAF4 800000.00000000 PA USD 799870.96000000 0.152919794376 Long ABS-MBS US N 2 2023-12-20 Fixed 1.84000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 3137G0GW3 905279.05000000 PA USD 928538.02000000 0.177518437585 Long DBT USGA US N 2 2028-04-25 Floating 5.70570840 N N N N N N FREMF MORTGAGE TRUST N/A 30290UAJ8 1635000.00000000 PA USD 1635199.63000000 0.312618414330 Long ABS-MBS US N 2 2045-08-25 Floating 3.65078880 N N N N N N CFMT TRUST N/A 12529UAF7 1082327.94000000 PA USD 1050798.75000000 0.200892314906 Long ABS-MBS US Y 2 2031-09-22 Fixed 1.39000000 N N N N N N GSR MORTGAGE LOAN TRUST N/A 362341FH7 123780.14000000 PA USD 80320.00000000 0.015355624217 Long ABS-MBS US N 2 2035-07-25 Floating 3.08118960 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDH9 1726000.00000000 PA USD 1726010.46000000 0.329979681515 Long DBT CORP US N 2 2023-09-15 Floating 1.35600120 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569EAA9 324350.90000000 PA USD 313820.88000000 0.059996457979 Long ABS-MBS US Y 2 2060-03-25 Floating 0.96999840 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025286AB1 590000.00000000 PA USD 579681.20000000 0.110823788261 Long ABS-MBS US Y 2 2026-02-13 Fixed 0.66000000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35105UAB9 292099.04000000 PA USD 290343.38000000 0.055508015903 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.40000000 N N N N N N ARI FLEET LEASE TRUST N/A 00217TAB1 191760.76000000 PA USD 191630.29000000 0.036635990064 Long ABS-MBS US N 2 2028-08-15 Fixed 1.77000000 N N N N N N FHF TRUST N/A 30327CAA4 675000.00000000 PA USD 674044.07000000 0.128864136516 Long ABS-MBS US Y 2 2028-01-18 Fixed 4.43000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AG0 830000.00000000 PA USD 805097.39000000 0.153918986297 Long DBT CORP US N 2 2023-08-15 Fixed 0.60000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LER6 1300000.00000000 PA USD 1287893.82000000 0.246220287998 Long DBT CORP US N 2 2024-08-23 Floating 1.16076240 N N N N N N VERUS SECURITIZATION TRUST N/A 92538LAA9 188198.38000000 PA USD 180781.12000000 0.034561839446 Long ABS-MBS US N 2 2065-05-25 Floating 1.50199920 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AZ8 515000.00000000 PA USD 507058.86000000 0.096939807150 Long DBT CORP US N 2 2024-03-17 Fixed 2.12500000 N N N N N N BX TRUST N/A 12434DAA0 1200000.00000000 PA USD 1132841.28000000 0.216577253409 Long ABS-MBS US Y 2 2023-10-15 Floating 1.38099960 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 105690AA9 534941.77000000 PA USD 519045.71000000 0.099231460090 Long ABS-MBS US Y 2 2060-04-25 Floating 1.69899840 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBD6 1885000.00000000 PA USD 1880928.40000000 0.359596983199 Long DBT NUSS CA N 2 2023-02-17 Floating 1.19100960 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 472388.19000000 PA USD 437098.24000000 0.083564695214 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AD9 790826.20000000 PA USD 772860.05000000 0.147755832925 Long ABS-MBS US Y 2 2034-12-11 Fixed 0.56000000 N N N N N N CSMC TRUST N/A 12660LAA7 886930.29000000 PA USD 814217.53000000 0.155662579955 Long ABS-MBS US Y 2 2066-04-25 Floating 1.01499840 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAA1 600000.00000000 PA USD 587646.50000000 0.112346598938 Long DBT CORP US N 2 2024-04-05 Fixed 0.73100000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBX7 1325000.00000000 PA USD 1316452.21000000 0.251680097574 Long DBT CORP US N 2 2023-11-03 Floating 0.69947280 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688BAA2 520879.21000000 PA USD 511874.35000000 0.097860435323 Long ABS-MBS US Y 2 2065-05-25 Floating 0.85700160 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285VAE9 3200000.00000000 PA USD 3019631.68000000 0.577294937170 Long ABS-MBS US N 2 2027-02-16 Fixed 1.26000000 N N N N N N VOYA CLO N/A 92916WAA7 950000.00000000 PA USD 938378.65000000 0.179399774940 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 2.15399880 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEL3 470000.00000000 PA USD 474266.45000000 0.090670535174 Long DBT CORP US N 2 2025-05-23 Fixed 3.87800000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33846AAE6 1000000.00000000 PA USD 996940.20000000 0.190595606058 Long ABS-MBS US N 2 2025-10-15 Fixed 2.74000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90944DAC5 805000.00000000 PA USD 790628.74000000 0.151152861392 Long ABS-MBS US Y 2 2025-03-10 Fixed 2.10000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12656QAA2 152978.13000000 PA USD 152333.80000000 0.029123264298 Long ABS-MBS US Y 2 2025-03-17 Fixed 0.37000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QJD3 1925000.00000000 PA USD 1907990.12000000 0.364770658535 Long DBT MUN US N 2 2023-03-01 Fixed 1.15000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859UBG7 750000.00000000 PA USD 717532.95000000 0.137178365835 Long DBT NUSS GB N 2 2024-01-22 Fixed 0.55000000 N N N N N N PFS FINANCING CORP. N/A 69335PDT9 1240000.00000000 PA USD 1197579.60000000 0.228953963000 Long ABS-MBS US N 2 2025-10-15 Fixed 1.00000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST N/A 14043MAC5 388422.44000000 PA USD 387142.08000000 0.074014047550 Long ABS-MBS US N 2 2024-11-15 Fixed 1.60000000 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76119CAA9 91393.53000000 PA USD 89786.66000000 0.017165465770 Long ABS-MBS US N 2 2060-01-26 Floating 2.37600000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30165XAD7 1275000.00000000 PA USD 1256655.56000000 0.240248139321 Long ABS-MBS US N 2 2025-09-15 Fixed 0.57000000 N N N N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189TAZ0 625000.00000000 PA USD 616963.34000000 0.117951409425 Long DBT CORP US N 2 2024-05-13 Floating 1.45014120 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BP6 905000.00000000 PA USD 880964.01000000 0.168423210741 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N MF1 LTD N/A 55284JAA7 750000.00000000 PA USD 725335.50000000 0.138670061873 Long ABS-MBS KY Y 2 2037-02-19 Floating 1.83242160 N N N N N N MFA LLC N/A 552747AA5 393099.70000000 PA USD 371802.97000000 0.071081507598 Long ABS-MBS US Y 2 2056-01-25 Floating 0.85200120 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV N/A 64972H5C2 3705000.00000000 PA USD 3612623.24000000 0.690663407782 Long DBT MUN US N 2 2023-07-15 Fixed 0.38000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14317HAB7 1745000.00000000 PA USD 1743435.78000000 0.333311064307 Long ABS-MBS US N 2 2025-05-15 Fixed 2.81000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12669GHY0 9791.10000000 PA USD 9191.76000000 0.001757286011 Long ABS-MBS US N 2 2035-02-25 Floating 1.54571040 N N N N N N BHG SECURITIZATION TRUST N/A 05553DAA9 1020000.00000000 PA USD 1019927.69000000 0.194990367738 Long ABS-MBS US Y 2 2035-06-18 Fixed 3.75000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286WAF3 1600000.00000000 PA USD 1578012.96000000 0.301685433568 Long ABS-MBS US N 2 2026-01-15 Fixed 1.01000000 N N N N N N SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST SALES TAX REV N/A 797669XV5 810000.00000000 PA USD 810761.89000000 0.155001928694 Long DBT MUN US N 2 2022-07-01 Fixed 2.53700000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32059FAA7 322439.22000000 PA USD 318599.19000000 0.060909978058 Long ABS-MBS US Y 2 2026-03-16 Fixed 0.45000000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST N/A 58769EAC2 1312785.78000000 PA USD 1304772.01000000 0.249447070158 Long ABS-MBS US N 2 2023-11-15 Fixed 0.40000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36263LAA7 414944.99000000 PA USD 410966.08000000 0.078568733698 Long ABS-MBS US Y 2 2025-01-15 Fixed 0.42000000 N N N N N N ARI FLEET LEASE TRUST N/A 00217QAB7 1475000.00000000 PA USD 1463366.38000000 0.279767233863 Long ABS-MBS US Y 2 2031-01-15 Fixed 3.12000000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599AH7 2350000.00000000 PA USD 2356749.34000000 0.450564706673 Long DBT CORP US N 2 2022-07-11 Fixed 4.87500000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687HAA1 606136.77000000 PA USD 594660.12000000 0.113687466881 Long ABS-MBS US N 2 2028-09-11 Fixed 0.83000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90943UAB0 1747741.74000000 PA USD 1742477.72000000 0.333127901840 Long ABS-MBS US Y 2 2024-03-11 Fixed 0.68000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688EAA6 494357.16000000 PA USD 440502.63000000 0.084215548470 Long ABS-MBS US Y 2 2066-06-25 Floating 0.91000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XFA0 6482.17000000 PA USD 6470.86000000 0.001237102770 Long DBT USGA US N 2 2024-09-01 Floating 1.99400040 N N N N N N DT AUTO OWNER TRUST N/A 26253WAA6 1621822.58000000 PA USD 1596601.94000000 0.305239285553 Long ABS-MBS US Y 2 2025-09-15 Fixed 0.56000000 N N N N N N PACCAR FINANCIAL CORP. PH3S12DWZBHHQKVYZ297 69371RQ82 320000.00000000 PA USD 313604.59000000 0.059955107531 Long DBT CORP US N 2 2023-06-08 Fixed 0.80000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834DAA1 740000.00000000 PA USD 706050.13000000 0.134983073643 Long ABS-MBS US Y 2 2026-08-17 Fixed 1.03000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 1430000.00000000 PA USD 1442294.20000000 0.275738642260 Long DBT NUSS GB N 2 2023-05-25 Fixed 3.60000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAA1 640000.00000000 PA USD 628061.27000000 0.120073118124 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST N/A 86358EUB0 224674.02000000 PA USD 224322.92000000 0.042886186042 Long ABS-MBS US N 2 2035-07-25 Floating 1.78571160 N N N N N N IMPAC CMB TRUST N/A 45254NNP8 25900.26000000 PA USD 24196.13000000 0.004625830176 Long ABS-MBS US N 2 2035-08-25 Floating 1.48570920 N N N N N N FREMF MORTGAGE TRUST N/A 30290XAN3 1200000.00000000 PA USD 1202161.32000000 0.229829898889 Long ABS-MBS US N 2 2045-11-25 Floating 3.49052040 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374YAB8 487328.27000000 PA USD 470828.41000000 0.090013248691 Long ABS-MBS US Y 2 2027-05-20 Fixed 0.48000000 N N N N N N AQUA FINANCE TRUST N/A 03842VAA5 425978.89000000 PA USD 400743.43000000 0.076614361538 Long ABS-MBS US Y 2 2046-07-17 Fixed 1.54000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81744FFY8 9207.52000000 PA USD 8775.45000000 0.001677695624 Long ABS-MBS US N 2 2035-01-20 Floating 1.46729160 N N N N N N MARLETTE FUNDING TRUST N/A 57108QAA1 313668.86000000 PA USD 308537.46000000 0.058986370677 Long ABS-MBS US Y 2 2031-12-15 Fixed 0.65000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAG9 2740000.00000000 PA USD 2613255.27000000 0.499603659246 Long DBT CORP US N 2 2024-07-15 Fixed 0.62500000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AL6 340000.00000000 PA USD 331928.01000000 0.063458189602 Long DBT CORP US N 2 2023-10-01 Fixed 1.30000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989MAB5 604242.17000000 PA USD 598657.28000000 0.114451646249 Long ABS-MBS US N 2 2058-07-15 Fixed 3.02000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687DAA0 487626.83000000 PA USD 470856.08000000 0.090018538658 Long ABS-MBS US N 2 2028-01-10 Fixed 0.70000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608KAA8 1025000.00000000 PA USD 983939.83000000 0.188110187776 Long ABS-MBS US Y 2 2038-05-15 Floating 1.52732880 N N N N N N HARLEY DAVIDSON MOTORCYCLE TRUST N/A 41284YAB2 1525000.00000000 PA USD 1521732.23000000 0.290925650941 Long ABS-MBS US N 2 2025-05-15 Fixed 2.45000000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HAN0 496453.87000000 PA USD 490449.21000000 0.093764364623 Long ABS-MBS US N 2 2028-01-25 Fixed 0.99100000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46630UAA2 49817.36000000 PA USD 46152.27000000 0.008823417765 Long ABS-MBS US N 2 2037-05-25 Floating 3.13589160 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042QAC4 451712.92000000 PA USD 450440.04000000 0.086115388281 Long ABS-MBS US Y 2 2024-05-15 Fixed 0.56000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687GAC9 1475913.29000000 PA USD 1449871.10000000 0.277187198400 Long ABS-MBS US N 2 2028-06-12 Fixed 0.66000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537AS0 1430000.00000000 PA USD 1423456.49000000 0.272137237929 Long DBT CORP US N 2 2023-11-01 Floating 1.76600160 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CL1 1150000.00000000 PA USD 1142725.82000000 0.218466985503 Long DBT NUSS DE N 2 2023-11-08 Floating 1.29011040 N N N N N N CIFC FUNDING LTD N/A 17180WAA3 575000.00000000 PA USD 566284.15000000 0.108262532467 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.10270960 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBM9 550000.00000000 PA USD 554461.68000000 0.106002305790 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276UAU5 250000.00000000 PA USD 247486.43000000 0.047314599328 Long ABS-MBS US N 2 2050-12-15 Fixed 3.50420000 N N N N N N BX TRUST N/A 12433EAA9 670000.00000000 PA USD 646486.75000000 0.123595712084 Long ABS-MBS US Y 2 2039-01-15 Floating 1.78165080 N N N N N N FREED ABS TRUST N/A 30322MAA7 90654.51000000 PA USD 90191.43000000 0.017242849934 Long ABS-MBS US Y 2 2028-11-20 Fixed 0.62000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89172UAA6 29842.86000000 PA USD 29778.05000000 0.005692984882 Long ABS-MBS US N 2 2056-07-25 Floating 2.25000000 N N N N N N VOYA CLO N/A 92916MAF8 1000000.00000000 PA USD 988842.00000000 0.189047387481 Long ABS-CBDO CORP KY Y 2 2030-04-17 Floating 1.99428840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAL29 193792.99000000 PA USD 187365.44000000 0.035820633565 Long DBT USGA US N 2 2041-09-25 Fixed 1.75000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 783897AB7 353285.68000000 PA USD 352032.51000000 0.067301779580 Long ABS-MBS US Y 2 2026-08-20 Fixed 0.42000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042RAB4 381288.94000000 PA USD 377310.72000000 0.072134482439 Long ABS-MBS US Y 2 2025-04-15 Fixed 0.32000000 N N N N N N DRIVETIME AUTO OWNER TRUST N/A 23343RAC2 931396.77000000 PA USD 931198.85000000 0.178027136608 Long ABS-MBS US N 2 2026-03-16 Fixed 2.08000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AE0 1125000.00000000 PA USD 1119071.25000000 0.213944691081 Long DBT CORP DE N 2 2024-12-13 Floating 1.04186160 N N N N N N VERIZON OWNER TRUST N/A 92348TAA2 1058280.07000000 PA USD 1057644.36000000 0.202201062599 Long ABS-MBS US N 2 2024-07-22 Fixed 1.85000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828MAA5 172793.27000000 PA USD 170612.45000000 0.032617787214 Long ABS-MBS US N 2 2057-04-25 Floating 3.99999960 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAH0 825000.00000000 PA USD 796165.10000000 0.152211305910 Long DBT CORP US N 2 2023-11-22 Fixed 1.12500000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14310MAW7 996968.84000000 PA USD 979202.86000000 0.187204571102 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 2.01429000 N N N N N N CHASE AUTO CREDIT LINKED NOTES N/A 46591HAU4 1105659.76000000 PA USD 1086163.11000000 0.207653293776 Long ABS-MBS US Y 2 2028-02-25 Fixed 0.84000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24380VAA9 184210.69000000 PA USD 177073.76000000 0.033853064210 Long ABS-MBS US Y 2 2065-05-25 Floating 0.71499960 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50116YAC5 200000.00000000 PA USD 196632.64000000 0.037592342240 Long ABS-MBS US N 2 2024-10-15 Fixed 0.59000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286XAD6 410000.00000000 PA USD 404965.32000000 0.077421504918 Long ABS-MBS US N 2 2025-09-15 Fixed 0.59000000 N N N N N N BX TRUST N/A 05608VAE6 1370000.00000000 PA USD 1310852.72000000 0.250609583825 Long ABS-MBS US Y 2 2034-01-15 Floating 1.82471040 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83407CAA6 154792.38000000 PA USD 151187.37000000 0.028904089145 Long ABS-MBS US Y 2 2030-09-25 Fixed 0.49000000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607HYE6 825000.00000000 PA USD 816416.35000000 0.156082951639 Long DBT NUSS CA N 2 2024-10-18 Floating 0.68206320 N N N N N N DEXT ABS LLC N/A 23345CAA7 374660.45000000 PA USD 363802.57000000 0.069551986482 Long ABS-MBS US Y 2 2028-02-15 Fixed 1.12000000 N N N N N N DONLEN FLEET LEASE FUNDING 2 N/A 257812AC1 1029643.80000000 PA USD 1022636.04000000 0.195508151663 Long ABS-MBS US Y 2 2034-12-11 Floating 1.17213840 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465LAA3 414118.79000000 PA USD 398119.27000000 0.076112673106 Long ABS-MBS US N 2 2065-04-25 Floating 1.69099920 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83407CAA6 309584.76000000 PA USD 302374.75000000 0.057808180202 Long ABS-MBS US Y 2 2030-09-25 Fixed 0.49000000 N N N N N N BSPRT ISSUER, LTD. N/A 055983AA8 825000.00000000 PA USD 800624.55000000 0.153063866149 Long ABS-MBS KY Y 2 2037-02-15 Floating 1.76703120 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14311DBN5 900000.00000000 PA USD 885503.70000000 0.169291111310 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 2.04270840 N N N N N N ILLINOIS ST SALES TAX REV N/A 452227LA7 890000.00000000 PA USD 889980.51000000 0.170146990444 Long DBT MUN US N 2 2022-06-15 Fixed 1.90000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573HAA8 225976.24000000 PA USD 213438.54000000 0.040805303956 Long ABS-MBS US Y 2 2065-05-25 Floating 0.94299840 N N N N N N KKR CLO LTD/LLC N/A 48250MAK3 750000.00000000 PA USD 742181.25000000 0.141890642135 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 2.22428880 N N N N N N ARROYO MORTGAGE TRUST N/A 04285AAA3 188612.85000000 PA USD 184018.88000000 0.035180836282 Long ABS-MBS US N 2 2048-10-25 Floating 2.96200080 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173HAA4 129735.46000000 PA USD 129301.87000000 0.024720006553 Long ABS-MBS US N 2 2057-04-25 Floating 2.75000040 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530WAA2 1118741.95000000 PA USD 1105342.78000000 0.211320074219 Long ABS-MBS US Y 2 2025-12-15 Fixed 0.99000000 N N N N N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 142339AK6 300000.00000000 PA USD 290892.05000000 0.055612910952 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22535GAA0 570000.00000000 PA USD 546431.64000000 0.104467118083 Long ABS-MBS US Y 2 2030-05-15 Fixed 1.00000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24381WAA6 225197.02000000 PA USD 204680.45000000 0.039130927227 Long ABS-MBS US Y 2 2066-04-25 Floating 0.89899920 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12656NAC5 563259.96000000 PA USD 561525.46000000 0.107352763351 Long ABS-MBS US Y 2 2025-02-18 Fixed 0.61000000 N N N N N N United States of America N/A N/A -1.00000000 NC USD -139437.50000000 -0.02665774217 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Sep 2022 2022-09-24 -140896.49000000 USD 1458.99000000 N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596F8 1375000.00000000 PA USD 1361407.05000000 0.260274589976 Long DBT NUSS CA N 2 2024-07-31 Floating 0.67902480 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405TAC7 202049.58000000 PA USD 202032.32000000 0.038624656196 Long ABS-MBS US N 2 2028-05-25 Fixed 3.35000000 N N N N N N CIFC FUNDING LTD N/A 12548MBF1 750000.00000000 PA USD 739022.25000000 0.141286702682 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 2.24628840 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDJ2 3820000.00000000 PA USD 3854163.98000000 0.736841306645 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N CREDIT SUISSE AG (NEW YORK BRANCH) 549300D0YARF5HYP1809 22550L2F7 1375000.00000000 PA USD 1335205.93000000 0.255265444648 Long DBT NUSS CH N 2 2023-08-09 Fixed 0.52000000 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST N/A 58552NAA7 2045000.00000000 PA USD 2016925.22000000 0.385596934178 Long ABS-MBS US Y 2 2055-04-25 Floating 1.75570920 N N N N N N MADISON PARK FUNDING, LTD. N/A 55818YBN0 1685000.00000000 PA USD 1665258.54000000 0.318365094189 Long ABS-CBDO CORP KY Y 2 2030-07-21 Floating 2.09828880 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAN8 425000.00000000 PA USD 411990.75000000 0.078764630703 Long DBT NUSS SE N 2 2023-09-01 Fixed 0.55000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025291AB1 400000.00000000 PA USD 397578.28000000 0.076009246324 Long ABS-MBS US Y 2 2025-05-13 Fixed 0.68000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAP6 3155000.00000000 PA USD 3062814.84000000 0.585550718762 Long SN UST US N 2 2023-10-15 Fixed 0.12500000 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAA3 2925000.00000000 PA USD 2877381.00000000 0.550099369606 Long DBT NUSS JP N 2 2023-03-03 Fixed 0.37300000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465HAA2 999326.03000000 PA USD 919415.62000000 0.175774411858 Long ABS-MBS US Y 2 2066-07-25 Floating 0.95100120 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17307GJX7 9153.18000000 PA USD 8656.90000000 0.001655031166 Long ABS-MBS US N 2 2034-09-25 Floating 2.68232400 N N N N N N CSMC TRUST N/A 12596XAA0 765087.56000000 PA USD 741400.60000000 0.141741397015 Long ABS-MBS US N 2 2049-07-25 Fixed 2.57300000 N N N N N N OGE ENERGY CORP. CE5OG6JPOZMDSA0LAQ19 670837AC7 540000.00000000 PA USD 527593.37000000 0.100865606690 Long DBT CORP US N 2 2023-05-26 Fixed 0.70300000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 056054AE9 977499.99000000 PA USD 962205.83000000 0.183955069041 Long ABS-MBS US N 2 2036-10-15 Floating 1.95500160 N N N N N N USAA CAPITAL CORPORATION 5493007XLF4LU3U2W757 90327QD48 890000.00000000 PA USD 879942.52000000 0.168227921690 Long DBT CORP US N 2 2023-05-01 Fixed 1.50000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17307G6K9 55996.23000000 PA USD 46283.58000000 0.008848521687 Long ABS-MBS US N 2 2036-03-25 Floating 2.80982520 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2E4 3525000.00000000 PA USD 3453526.61000000 0.660247221719 Long DBT CORP US N 2 2024-09-13 Floating 0.55000440 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AU1 1010000.00000000 PA USD 987812.01000000 0.188850473395 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374EAB2 1439633.66000000 PA USD 1401280.81000000 0.267897678556 Long ABS-MBS US Y 2 2026-12-21 Fixed 0.44000000 N N N N N N MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST N/A 59025JAB1 59788.08000000 PA USD 40553.53000000 0.007753047402 Long ABS-MBS US N 2 2037-06-25 Floating 3.35755800 N N N N N N EXTENDED STAY AMERICA TRUST N/A 30227FAE0 496941.57000000 PA USD 483555.16000000 0.092446356143 Long ABS-MBS US Y 2 2038-07-15 Floating 2.25500040 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29373KAB9 1069981.63000000 PA USD 1064843.58000000 0.203577413657 Long ABS-MBS US N 2 2025-12-22 Fixed 1.78000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 664397AK2 1370000.00000000 PA USD 1367121.93000000 0.261367164052 Long DBT CORP US N 2 2023-05-01 Fixed 2.80000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177XAA5 309888.26000000 PA USD 305571.98000000 0.058419428489 Long ABS-MBS US N 2 2059-10-25 Floating 1.18685880 N N N N N N BEAR STEARNS ARM TRUST N/A 07387ADJ1 48187.44000000 PA USD 46899.20000000 0.008966216276 Long ABS-MBS US N 2 2035-08-25 Floating 2.48980680 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CD4 321795.09000000 PA USD 321815.72000000 0.061524916130 Long ABS-MBS US N 2 2031-09-15 Fixed 1.95000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAA4 1145000.00000000 PA USD 1146629.58000000 0.219213308605 Long DBT CORP US N 2 2022-12-15 Fixed 2.40000000 N N N N N N OBX TRUST N/A 67112FAD2 31280.09000000 PA USD 30786.21000000 0.005885725496 Long ABS-MBS US N 2 2057-06-25 Floating 1.65570840 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389BD4 55000.00000000 PA USD 54958.54000000 0.010507005575 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046AK5 1250000.00000000 PA USD 1210784.10000000 0.231478406974 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N COCA-COLA EUROPACIFIC PARTNERS PLC 549300LTH67W4GWMRF57 19123MAD5 2400000.00000000 PA USD 2340634.15000000 0.447483795296 Long DBT NUSS GB N 2 2023-05-05 Fixed 0.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134GXTV6 850000.00000000 PA USD 850589.09000000 0.162616115906 Long DBT USGA US N 2 2023-11-24 Fixed 2.94000000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AU9 1000000.00000000 PA USD 987493.66000000 0.188789611058 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538EAA5 400217.27000000 PA USD 385068.37000000 0.073617594469 Long ABS-MBS US Y 2 2064-04-25 Floating 1.01999880 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027A0KE8 850000.00000000 PA USD 837229.75000000 0.160062069531 Long DBT NUSS AU N 2 2026-06-15 Floating 0.57000240 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AT2 590000.00000000 PA USD 585325.46000000 0.111902861164 Long DBT CORP US N 2 2024-10-01 Floating 0.54966960 N N N N N N BENEFIT STREET PARTNERS CLO LTD N/A 08179HAE0 1200000.00000000 PA USD 1183485.60000000 0.226259463900 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 1.99428840 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03463UAA5 59651.66000000 PA USD 59440.64000000 0.011363896054 Long ABS-MBS US N 2 2049-07-26 Floating 2.99300040 N N N N N N CARMAX AUTO OWNER TRUST N/A 14314QAC8 1070000.00000000 PA USD 1036913.46000000 0.198237717105 Long ABS-MBS US N 2 2026-02-17 Fixed 0.52000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CN7 1100000.00000000 PA USD 1057716.00000000 0.202214758776 Long DBT NUSS DE N 2 2027-11-16 Floating 2.00999880 N N N N N N SOUTHERN NATURAL GAS COMPANY, L.L.C. N/A 84346LAC4 695000.00000000 PA USD 690421.21000000 0.131995127646 Long DBT CORP US N 2 2023-04-28 Fixed 0.62500000 N N N N N N BBCMS TRUST N/A 05552AAY4 757953.03000000 PA USD 717925.53000000 0.137253419507 Long ABS-MBS US N 2 2053-10-15 Fixed 0.60100000 N N N N N N IMPAC CMB TRUST N/A 45254NKX4 20374.33000000 PA USD 19407.02000000 0.003710245347 Long ABS-MBS US N 2 2035-01-25 Floating 1.76571000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKF5 950000.00000000 PA USD 942539.20000000 0.180195191303 Long DBT CORP US N 2 2025-02-04 Floating 0.96011280 N N N N N N OZLM FUNDING LTD N/A 67108WBE8 798778.97000000 PA USD 790261.59000000 0.151082669442 Long ABS-CBDO CORP KY N 2 2029-07-17 Floating 2.05428960 N N N N N N CHASE MORTGAGE REFERENCE NOTES N/A 46591HBX7 518674.54000000 PA USD 497889.95000000 0.095186889615 Long ABS-MBS US N 2 2050-02-25 Floating 1.78445880 N N N N N N VERIZON OWNER TRUST N/A 92349GAC5 505000.00000000 PA USD 504973.54000000 0.096541134462 Long ABS-MBS US N 2 2023-12-20 Fixed 2.40000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KA4 625000.00000000 PA USD 616262.58000000 0.117817437721 Long DBT CORP US N 2 2024-02-16 Fixed 3.25000000 N N N N N N BA MORTGAGE SECURITIES INCORPORATED N/A 05949CCA2 39814.38000000 PA USD 38105.76000000 0.007285081313 Long ABS-MBS US N 2 2035-07-25 Floating 2.70761400 N N N N N N N/A N/A 62955UAA6 1308847.22000000 PA USD 1283428.62000000 0.245366628471 Long ABS-MBS US N 2 2034-11-10 Fixed 2.10000000 N N N N N N MFA TRUST N/A 552757AA4 167574.94000000 PA USD 161871.26000000 0.030946641436 Long ABS-MBS US Y 2 2065-01-26 Floating 1.01400120 N N N N N N AVANT LOANS FUNDING TRUST N/A 05353LAA3 610000.00000000 PA USD 586639.75000000 0.112154127889 Long ABS-MBS US Y 2 2030-07-15 Fixed 1.21000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374TPK9 2.49000000 PA USD 2.49000000 0.000000476039 Long DBT USGA US N 2 2023-11-01 Floating 2.16600120 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCL7 800000.00000000 PA USD 792840.00000000 0.151575611362 Long DBT CORP US N 2 2024-12-06 Floating 0.74000160 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZF4 3365000.00000000 PA USD 3339796.15000000 0.638504166368 Long DBT NUSS US N 2 2023-12-06 Floating 0.67000320 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173FAA8 165805.80000000 PA USD 165155.53000000 0.031574530081 Long ABS-MBS US N 2 2056-10-25 Floating 2.75000040 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 034651AA7 355756.41000000 PA USD 345255.33000000 0.066006114374 Long ABS-MBS US Y 2 2053-04-25 Floating 0.99000000 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DU5 3650000.00000000 PA USD 3654332.04000000 0.698637320374 Long DBT CORP DE N 2 2022-08-15 Fixed 2.55000000 N N N N N N DT AUTO OWNER TRUST N/A 23344GAC5 580000.00000000 PA USD 569915.37000000 0.108956751214 Long ABS-MBS US Y 2 2025-09-15 Fixed 0.62000000 N N N N N N MARLETTE FUNDING TRUST N/A 57108TAA5 174278.01000000 PA USD 172809.02000000 0.033037728741 Long ABS-MBS US Y 2 2031-09-15 Fixed 0.51000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAT3 775000.00000000 PA USD 770118.17000000 0.147231638715 Long DBT CORP US N 2 2024-03-08 Fixed 2.12500000 N N N N N N LSTAR SECURITIES INVESTMENT LTD. N/A 54912JAA0 350174.13000000 PA USD 344000.56000000 0.065766226718 Long ABS-MBS US N 2 2024-05-01 Floating 4.29999840 N N N N N N VERUS SECURITIZATION TRUST N/A 92536PAA2 38586.32000000 PA USD 37998.13000000 0.007264504547 Long ABS-MBS US N 2 2060-01-25 Floating 2.41700040 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32057KAA8 3206670.41000000 PA USD 3152934.31000000 0.602779811342 Long ABS-MBS US Y 2 2027-01-15 Fixed 2.03000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31377EDT3 2596.78000000 PA USD 2589.42000000 0.000495046818 Long DBT USGA US N 2 2024-09-01 Floating 2.00900160 N N N N N N VERUS SECURITIZATION TRUST N/A 92538FAA2 430020.42000000 PA USD 401980.81000000 0.076850924564 Long ABS-MBS US Y 2 2066-02-25 Floating 1.03100040 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573GAA0 421265.23000000 PA USD 397640.25000000 0.076021093784 Long ABS-MBS US Y 2 2065-05-25 Floating 1.21899960 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96041LAG7 1050000.00000000 PA USD 1051327.94000000 0.200993485757 Long ABS-MBS US N 2 2025-04-15 Fixed 4.02000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AU1 625000.00000000 PA USD 611269.81000000 0.116862917055 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14315PAD7 405793.44000000 PA USD 405425.06000000 0.077509398278 Long ABS-MBS US N 2 2024-08-15 Fixed 2.18000000 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAC4 1375000.00000000 PA USD 1292693.82000000 0.247137954784 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N HSBC BANK CANADA DMB80L5QKUQ124HSYW98 40427HTL7 2000000.00000000 PA USD 1967676.64000000 0.376181562070 Long DBT NUSS CA N 2 2023-05-14 Fixed 0.95000000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAD1 1350000.00000000 PA USD 1329052.25000000 0.254088980534 Long DBT NUSS CA N 2 2026-09-15 Floating 0.67000320 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AA8 4895000.00000000 PA USD 4826936.15000000 0.922816454701 Long DBT CORP US N 2 2023-02-10 Fixed 0.62500000 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST N/A 74113XAB2 705488.06000000 PA USD 701301.76000000 0.134075277510 Long ABS-MBS US Y 2 2024-09-16 Fixed 0.55000000 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89615BAA3 325423.90000000 PA USD 324085.56000000 0.061958865459 Long ABS-MBS US Y 2 2024-04-15 Fixed 0.74000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34529SAA7 322000.00000000 PA USD 322316.17000000 0.061620592452 Long ABS-MBS US N 2 2029-03-15 Fixed 2.36000000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2G9 200000.00000000 PA USD 194512.00000000 0.037186917054 Long DBT NUSS SA N 2 2023-11-24 Fixed 1.25000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBV1 1715000.00000000 PA USD 1711678.06000000 0.327239604965 Long DBT CORP US N 2 2023-03-01 Floating 0.58980960 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAN2 1200000.00000000 PA USD 1199286.96000000 0.229280377076 Long DBT CORP US N 2 2022-12-15 Floating 1.17600120 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCA2 1200000.00000000 PA USD 1194835.86000000 0.228429413195 Long DBT CORP US N 2 2024-03-16 Floating 0.86945040 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63940DAB8 201725.75000000 PA USD 201204.65000000 0.038466421765 Long ABS-MBS US N 2 2067-03-25 Floating 1.35570960 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAA7 385000.00000000 PA USD 381388.77000000 0.072914126405 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHN5 1200000.00000000 PA USD 1253208.64000000 0.239589155155 Long DBT CORP US N 2 2023-02-01 Fixed 9.15000000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688KAA2 986140.59000000 PA USD 909308.21000000 0.173842071348 Long ABS-MBS US Y 2 2066-10-25 Floating 1.10999880 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173FAA8 150244.79000000 PA USD 149655.54000000 0.028611232996 Long ABS-MBS US N 2 2056-10-25 Floating 2.75000040 N N N N N N N/A N/A 12656GAA4 196469.55000000 PA USD 192822.90000000 0.036863993936 Long ABS-MBS US N 2 2065-10-26 Floating 1.32500160 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYF5 550000.00000000 PA USD 542074.05000000 0.103634031497 Long DBT CORP US N 2 2024-09-10 Floating 0.55000440 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAP8 650000.00000000 PA USD 636320.83000000 0.121652185598 Long DBT CORP US N 2 2026-01-25 Floating 0.97332840 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 675920AJ1 670000.00000000 PA USD 660474.61000000 0.126269919277 Long ABS-CBDO CORP KY Y 2 2030-03-17 Floating 2.06271000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173HAA4 262567.81000000 PA USD 261690.28000000 0.050030099614 Long ABS-MBS US N 2 2057-04-25 Floating 2.75000040 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AK6 750000.00000000 PA USD 751500.00000000 0.143672206169 Long DBT CORP DE N 2 2024-04-05 Floating 1.30010400 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317JAC4 185000.00000000 PA USD 174400.92000000 0.033342069107 Long ABS-MBS US Y 2 2028-06-13 Fixed 0.56000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90944DAA9 413646.15000000 PA USD 411453.12000000 0.078661846288 Long ABS-MBS US Y 2 2024-07-10 Fixed 1.11000000 N N N N N N PRPM LLC N/A 69360GAA1 282742.05000000 PA USD 263579.69000000 0.050391318115 Long ABS-MBS US Y 2 2051-07-25 Fixed 1.31900000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830UAA3 148361.93000000 PA USD 143982.11000000 0.027526583356 Long ABS-MBS US N 2 2060-05-24 Floating 1.65017160 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12598CAC0 1900000.00000000 PA USD 1863823.81000000 0.356326917755 Long ABS-MBS US Y 2 2025-07-15 Fixed 0.84000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36257EAA1 159278.16000000 PA USD 159012.37000000 0.030400077187 Long ABS-MBS US N 2 2059-01-25 Floating 2.62500120 N N N N N N CROSSROADS ASSET TRUST N/A 22767CAB6 378997.89000000 PA USD 373707.16000000 0.071445551747 Long ABS-MBS US Y 2 2024-03-20 Fixed 0.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZP8 23205000.00000000 PA USD 22767186.86000000 4.352643997924 Long SN UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N VOYA CLO N/A 92917NAJ7 1150000.00000000 PA USD 1133878.15000000 0.216775482817 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.10429000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JX6 750000.00000000 PA USD 748548.50000000 0.143107936686 Long DBT CORP US N 2 2022-11-14 Floating 1.95035040 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HC0 1690000.00000000 PA USD 1684152.60000000 0.321977271546 Long DBT CORP US N 2 2024-04-01 Floating 1.12966920 N N N N N N UNIFY AUTO RECEIVABLES TRUST N/A 90775QAB2 71906.73000000 PA USD 71850.67000000 0.013736452792 Long ABS-MBS US Y 2 2024-02-15 Fixed 0.39000000 N N N N N N BHG SECURITIZATION TRUST N/A 054977AA1 1167470.41000000 PA USD 1127436.92000000 0.215544044727 Long ABS-MBS US Y 2 2035-02-20 Fixed 1.71000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12656QAB0 1100000.00000000 PA USD 1080712.05000000 0.206611156962 Long ABS-MBS US Y 2 2025-12-15 Fixed 0.81000000 N N N N N N J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST N/A 46591HBK5 988923.57000000 PA USD 956403.81000000 0.182845835490 Long ABS-MBS US Y 2 2051-03-25 Floating 1.88445960 N N N N N N MORTGAGEIT TRUST N/A 61915RAU0 51152.97000000 PA USD 49357.78000000 0.009436249027 Long ABS-MBS US N 2 2035-12-25 Floating 1.52570880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MGX4 52398.94000000 PA USD 57582.40000000 0.011008636652 Long DBT USGA US N 2 2039-09-01 Fixed 6.00000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST N/A 65479JAD5 222528.13000000 PA USD 222328.54000000 0.042504899316 Long ABS-MBS US N 2 2024-07-15 Fixed 1.93000000 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81746WAA6 24407.99000000 PA USD 24383.74000000 0.004661697565 Long ABS-MBS US N 2 2048-08-25 Floating 4.50000000 N N N N N N OHA CREDIT FUNDING LTD N/A 67112RAQ7 468750.00000000 PA USD 468598.13000000 0.089586862466 Long ABS-CBDO CORP KY Y 2 2035-07-02 Floating 1.66271040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GXU2 331.19000000 PA USD 339.35000000 0.000064877129 Long DBT USGA US N 2 2023-02-01 Fixed 5.00000000 N N N N N N CITIZENS BANK, NATIONAL ASSOCIATION DRMSV1Q0EKMEXLAU1P80 75524KNQ3 400000.00000000 PA USD 401884.14000000 0.076832443137 Long DBT CORP US N 2 2025-05-23 Fixed 4.11900000 N N N N N N ARI FLEET LEASE TRUST N/A 00217FAB1 299106.64000000 PA USD 294551.57000000 0.056312540109 Long ABS-MBS US Y 2 2030-03-15 Fixed 0.37000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJQ71 700000.00000000 PA USD 694096.48000000 0.132697767898 Long DBT USGA US N 2 2025-05-25 Fixed 2.77000000 N N N N N N LCM LTD. N/A 52111PAF8 932193.56000000 PA USD 922542.56000000 0.176372222062 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 2.13270840 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CN8 570000.00000000 PA USD 545427.36000000 0.104275119249 Long DBT CORP US N 2 2024-03-15 Fixed 0.61300000 N N N N N N 2022-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO