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 2025-05-31 2025-02-28 N 466687765.75 5345120.42 461342645.33 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00084DBA7 700000.00000000 PA USD 717583.10000000 0.155542330036 Long DBT NUSS NL N 2 2027-09-18 Fixed 6.33900000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAS4 3120000.00000000 PA USD 3042000.59000000 0.659379881914 Long DBT NUSS IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MBD6 500000.00000000 PA USD 511708.43000000 0.110917218509 Long DBT NUSS IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834TAA6 7440.39000000 PA USD 7390.59000000 0.001601974167 Long ABS-MBS US Y 2 2026-11-16 Fixed 1.17000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834KAA5 39899.19000000 PA USD 39953.72000000 0.008660313631 Long ABS-MBS US Y 2 2028-11-15 Fixed 7.11000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834BAA5 255000.00000000 PA USD 257042.27000000 0.055716130429 Long ABS-MBS US Y 2 2029-02-15 Fixed 5.61000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAR3 2480000.00000000 PA USD 2373101.51000000 0.514390233381 Long DBT CORP US N 2 2027-01-15 Fixed 2.20000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAJ1 1300000.00000000 PA USD 1279682.03000000 0.277382124317 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAF3 595000.00000000 PA USD 600811.42000000 0.130231060597 Long DBT CORP US N 2 2027-06-06 Fixed 5.40000000 N N N N N N ALLY AUTO RECEIVABLES TRUST N/A 02007WAB4 99740.75000000 PA USD 99840.01000000 0.021641183838 Long ABS-MBS US N 2 2026-11-15 Fixed 5.76000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007GZ55 1340705.48000000 PA USD 1361597.02000000 0.295137905368 Long ABS-MBS US Y 2 2032-05-17 Fixed 5.82700000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 02557TAD1 450000.00000000 PA USD 451467.77000000 0.097859535546 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DT3 525000.00000000 PA USD 531329.00000000 0.115170146393 Long DBT CORP US N 2 2027-04-23 Fixed 5.64500000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DL0 424000.00000000 PA USD 428804.69000000 0.092947117362 Long DBT CORP US N 2 2026-10-30 Fixed 6.33800000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JJX9 3250000.00000000 PA USD 3261225.83000000 0.706898844711 Long ABS-MBS US N 2 2027-10-15 Fixed 4.95000000 N N N N N N AMERICAN HERITAGE AUTO RECEIVABLES TRUST N/A 026944AB4 225000.00000000 PA USD 225447.73000000 0.048867741207 Long ABS-MBS US Y 2 2028-03-15 Fixed 4.83000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066PAF6 1265000.00000000 PA USD 1259214.90000000 0.272945697248 Long ABS-MBS US N 2 2026-09-18 Fixed 1.49000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066RAE5 931655.04000000 PA USD 916951.10000000 0.198757064685 Long ABS-MBS US N 2 2027-01-19 Fixed 1.01000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065WAD7 719055.50000000 PA USD 718630.68000000 0.155769402043 Long ABS-MBS US N 2 2028-04-18 Fixed 4.38000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065UAB5 534546.11000000 PA USD 536811.20000000 0.116358460557 Long ABS-MBS US N 2 2027-04-19 Fixed 6.19000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236XAB3 81654.00000000 PA USD 81982.57000000 0.017770429599 Long ABS-MBS US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236YAB1 1000059.11000000 PA USD 1012562.35000000 0.219481628297 Long ABS-MBS US Y 2 2029-12-20 Fixed 6.09000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAB8 359526.54000000 PA USD 362752.93000000 0.078629828322 Long ABS-MBS US Y 2 2031-01-21 Fixed 5.38000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03237CAB8 2396843.55000000 PA USD 2418352.82000000 0.524198845365 Long ABS-MBS US Y 2 2031-01-21 Fixed 5.38000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464RAA1 17960.77000000 PA USD 17327.72000000 0.003755932857 Long ABS-MBS US N 2 2059-12-25 Floating 2.46600000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464XAL4 168627.62000000 PA USD 157116.41000000 0.034056337863 Long ABS-MBS US N 2 2065-01-26 Floating 2.53100160 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465LAA3 202932.98000000 PA USD 190317.63000000 0.041252988841 Long ABS-MBS US N 2 2065-04-25 Floating 1.69099920 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464LAA4 103568.89000000 PA USD 98252.25000000 0.021297023155 Long ABS-MBS US N 2 2065-06-25 Floating 1.46900160 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 034651AA7 128457.36000000 PA USD 121516.67000000 0.026339786973 Long ABS-MBS US Y 2 2053-04-25 Floating 0.99000000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465CAA3 439270.42000000 PA USD 372666.04000000 0.080778580469 Long ABS-MBS US Y 2 2066-01-25 Floating 0.90900000 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03465EAA9 376415.75000000 PA USD 323077.00000000 0.070029728070 Long ABS-MBS US Y 2 2066-05-25 Floating 1.06800120 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 05253MXZ2 1500000.00000000 PA USD 1499849.79000000 0.325105386458 Long ABS-APCP US N 2 2025-08-27 None 0.00000000 N N N N N N AON PUBLIC LIMITED COMPANY 635400FALWQYX5E6QC64 00185AAK0 750000.00000000 PA USD 746102.18000000 0.161724086761 Long DBT NUSS US N 2 2025-12-15 Fixed 3.87500000 N N N N N N APIDOS CLO N/A 03764DAM3 540158.18000000 PA USD 541460.50000000 0.117366236458 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.38197840 N N N N N N AQUA FINANCE TRUST N/A 03842VAA5 169922.69000000 PA USD 158309.10000000 0.034314863714 Long ABS-MBS US Y 2 2046-07-17 Fixed 1.54000000 N N N N N N ARES CAPITAL CORPORATION. WEQ82666OJYSI5GUAB47 04010LBE2 475000.00000000 PA USD 491654.79000000 0.106570418966 Long DBT CORP US N 2 2027-01-15 Fixed 7.00000000 N N N N N N ARES CLO LTD N/A 04015GAX7 2000000.00000000 PA USD 2004218.00000000 0.434431548933 Long ABS-CBDO CORP KY Y 2 2033-04-17 Floating 5.62287960 N N N N N N ARI FLEET LEASE TRUST N/A 00218GAC6 2535000.00000000 PA USD 2560085.35000000 0.554920594468 Long ABS-MBS US Y 2 2032-02-17 Fixed 5.33000000 N N N N N N ARI FLEET LEASE TRUST N/A 04033GAB3 151764.00000000 PA USD 153260.07000000 0.033220442885 Long ABS-MBS US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N ARI FLEET LEASE TRUST N/A 00218KAB9 144484.93000000 PA USD 145364.45000000 0.031508999107 Long ABS-MBS US Y 2 2032-11-15 Fixed 5.30000000 N N N N N N ARI FLEET LEASE TRUST N/A 04033HAB1 2381341.66000000 PA USD 2399664.42000000 0.520147973375 Long ABS-MBS US Y 2 2033-04-15 Fixed 5.54000000 N N N N N N ARROYO MORTGAGE TRUST N/A 04285AAA3 100235.45000000 PA USD 94991.59000000 0.020590246958 Long ABS-MBS US N 2 2048-10-25 Floating 2.96200080 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3S8 490000.00000000 PA USD 495341.81000000 0.107369612372 Long DBT CORP US N 2 2026-02-23 Fixed 5.68400000 N N N N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332AR3 650000.00000000 PA USD 648705.06000000 0.140612420413 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332BE1 975000.00000000 PA USD 982667.83000000 0.213001733082 Long DBT CORP US N 2 2026-07-15 Fixed 5.05000000 N N N N N N AUXILIOR TERM FUNDING LLC N/A 05335JAB9 258146.81000000 PA USD 260990.68000000 0.056571982374 Long ABS-MBS US Y 2 2028-12-15 Fixed 6.18000000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAL5 825000.00000000 PA USD 789774.26000000 0.171190387013 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDY7 830000.00000000 PA USD 813609.41000000 0.176356861485 Long ABS-MBS US N 2 2027-02-20 Fixed 2.02000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377REA8 900000.00000000 PA USD 886392.45000000 0.192133213561 Long ABS-MBS US N 2 2027-02-20 Fixed 2.96000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RFK5 2065000.00000000 PA USD 2066289.39000000 0.447886058424 Long ABS-MBS US Y 2 2027-02-20 Fixed 4.62000000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05682LAS6 2311681.62000000 PA USD 2316785.81000000 0.502183319372 Long ABS-CBDO CORP KY Y 2 2032-10-17 Floating 5.43287880 N N N N N N BANK N/A 06541XAD2 101304.24000000 PA USD 99800.66000000 0.021632654386 Long ABS-MBS US N 2 2060-09-15 Fixed 3.26500000 N N N N N N BANK OF AMERICA AUTO TRUST N/A 06428AAB4 10209.13000000 PA USD 10218.09000000 0.002214859194 Long ABS-MBS US Y 2 2026-05-15 Fixed 5.83000000 N N N N N N BANK OF AMERICA AUTO TRUST N/A 06054YAB3 128995.50000000 PA USD 129318.79000000 0.028030963820 Long ABS-MBS US Y 2 2026-08-17 Fixed 5.85000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 800000.00000000 PA USD 783002.14000000 0.169722471556 Long DBT CORP US N 2 2026-10-24 Fixed 1.19700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 3420000.00000000 PA USD 3386082.66000000 0.733962640192 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 775000.00000000 PA USD 767314.05000000 0.166321942653 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST N/A 06427DAQ6 134451.02000000 PA USD 133002.66000000 0.028829474436 Long ABS-MBS US N 2 2050-02-15 Fixed 3.36600000 N N N N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAC3 825000.00000000 PA USD 786834.28000000 0.170553120975 Long DBT NUSS CA N 2 2026-09-15 Fixed 1.25000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VL7 900000.00000000 PA USD 891581.05000000 0.193257887391 Long DBT NUSS CA N 2 2025-06-11 Fixed 1.30000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598K5 825000.00000000 PA USD 787270.36000000 0.170647645078 Long DBT NUSS CA N 2 2026-09-15 Fixed 1.30000000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 06675DCD2 475000.00000000 PA USD 474789.58000000 0.102914739143 Long DBT NUSS FR N 2 2025-07-13 Fixed 4.52400000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 06675FAZ0 350000.00000000 PA USD 351395.61000000 0.076168031192 Long DBT NUSS FR N 2 2026-01-26 Fixed 4.93500000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 06675FBA4 475000.00000000 PA USD 483149.30000000 0.104726780602 Long DBT NUSS FR N 2 2026-07-13 Fixed 5.89600000 N N N N N N BARCLAYS DRYROCK ISSUANCE TRUST 213800R4G3N2G68CHU37 06742LAX1 300000.00000000 PA USD 301002.27000000 0.065244839827 Long ABS-MBS US N 2 2029-02-15 Fixed 4.72000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 500000.00000000 PA USD 498312.13000000 0.108013454867 Long DBT NUSS GB N 2 2026-05-07 Fixed 2.85200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 475000.00000000 PA USD 474726.35000000 0.102901033495 Long DBT NUSS GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECC7 2345000.00000000 PA USD 2383786.07000000 0.516706203974 Long DBT NUSS GB N 2 2026-11-02 Fixed 7.32500000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBJ3 1765000.00000000 PA USD 1729043.74000000 0.374785153183 Long DBT CORP GB N 2 2026-09-06 Fixed 3.21500000 N N N N N N BOF URSA FUNDING TRUST N/A 07336MAA9 566776.90000000 PA USD 570368.57000000 0.123632310122 Long ABS-MBS US Y 2 2032-07-29 Fixed 6.97100000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162MAV0 156304.35000000 PA USD 150479.32000000 0.032617691324 Long ABS-MBS US N 2 2053-03-15 Fixed 2.21080000 N N N N N N BMO MORTGAGE TRUST N/A 05602QAU7 459349.75000000 PA USD 460483.33000000 0.099813735985 Long ABS-MBS US N 2 2054-09-15 Floating 5.42907000 N N N N N N BMW VEHICLE LEASE TRUST N/A 05611UAB9 195099.78000000 PA USD 195519.73000000 0.042380588913 Long ABS-MBS US N 2 2026-07-27 Fixed 5.10000000 N N N N N N BMW VEHICLE LEASE TRUST N/A 05613MAB5 1100000.00000000 PA USD 1098942.57000000 0.238205286488 Long ABS-MBS US N 2 2027-01-25 Fixed 4.29000000 N N N N N N BMW VEHICLE OWNER TRUST N/A 05592XAD2 1100000.00000000 PA USD 1107981.38000000 0.240164526565 Long ABS-MBS US N 2 2028-02-25 Fixed 5.47000000 N N N N N N BON SECOURS MERCY HEALTH, INC. 5493006NA7JSVYYYF398 58942HAA9 610000.00000000 PA USD 602397.00000000 0.130574748746 Long DBT CORP US N 2 2025-11-01 Fixed 3.38200000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAT2 600000.00000000 PA USD 606893.95000000 0.131549501469 Long DBT NUSS FR N 2 2027-01-18 Fixed 5.20300000 N N N N N N BPR TRUST N/A 05592AAA8 1000000.00000000 PA USD 997500.00000000 0.216216733938 Long ABS-MBS US Y 2 2038-09-15 Floating 5.47647840 N N N N N N BPR TRUST N/A 05592DAA2 550000.00000000 PA USD 550686.90000000 0.119366138286 Long ABS-MBS US Y 2 2037-04-15 Floating 6.20985960 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 105699AA0 68477.94000000 PA USD 66422.62000000 0.014397676146 Long ABS-MBS US N 2 2060-05-25 Floating 1.44900000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569TAA6 160640.01000000 PA USD 148860.95000000 0.032266895659 Long ABS-MBS US Y 2 2049-02-25 Floating 0.94100040 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10569EAA9 109545.98000000 PA USD 105259.89000000 0.022815989604 Long ABS-MBS US Y 2 2060-03-25 Floating 0.96999840 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 105690AA9 265482.30000000 PA USD 246594.11000000 0.053451401576 Long ABS-MBS US Y 2 2060-04-25 Floating 1.69899840 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST N/A 10805NAC9 2400000.00000000 PA USD 2411936.16000000 0.522807978931 Long ABS-MBS US N 2 2028-04-17 Fixed 5.34000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST N/A 10806EAC8 1555000.00000000 PA USD 1557580.52000000 0.337619020432 Long ABS-MBS US N 2 2028-09-15 Fixed 4.72000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAN1 2345000.00000000 PA USD 2310575.24000000 0.500837124724 Long DBT CORP US N 2 2026-09-15 Fixed 3.45900000 N N N N N N BSPRT ISSUER, LTD. N/A 055983AA8 370575.69000000 PA USD 370630.16000000 0.080337285909 Long ABS-CBDO CORP KY Y 2 2037-02-15 Floating 5.83863840 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062RAA8 39681.85000000 PA USD 38949.50000000 0.008442640279 Long ABS-MBS US N 2 2055-02-25 Floating 1.72400040 N N N N N N BWAY MORTGAGE TRUST N/A 05604FAA3 9531.36000000 PA USD 9512.96000000 0.002062016181 Long ABS-MBS US N 2 2033-03-10 Fixed 2.80930000 N N N N N N BX TRUST N/A 05608VAE6 434000.00000000 PA USD 432803.64000000 0.093813924288 Long ABS-MBS US Y 2 2034-01-15 Floating 5.37648120 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608WAG9 1170444.97000000 PA USD 1167518.86000000 0.253069789194 Long ABS-MBS US Y 2 2038-06-15 Floating 5.29647840 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608KAA8 178299.36000000 PA USD 178076.49000000 0.038599616099 Long ABS-MBS US Y 2 2038-05-15 Floating 5.07881160 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609VAA3 540000.00000000 PA USD 536625.00000000 0.116318100100 Long ABS-MBS US Y 2 2036-09-15 Floating 5.12633880 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610MAA0 475000.00000000 PA USD 476484.38000000 0.103282101670 Long ABS-MBS US Y 2 2027-06-15 Floating 6.42665880 N N N N N N BX TRUST N/A 05608RAA3 300000.00000000 PA USD 299812.50000000 0.064986946911 Long ABS-MBS US Y 2 2036-10-15 Floating 5.32558080 N N N N N N BX TRUST N/A 12434DAA0 1200000.00000000 PA USD 1194000.00000000 0.258809804835 Long ABS-MBS US Y 2 2036-10-15 Floating 4.93247880 N N N N N N BX TRUST N/A 05609XAA9 300000.00000000 PA USD 303226.65000000 0.065726993389 Long ABS-MBS US Y 2 2027-10-13 Fixed 5.76000000 N N N N N N BX TRUST N/A 12433EAA9 550000.00000000 PA USD 548969.30000000 0.118993833662 Long ABS-MBS US Y 2 2039-01-15 Floating 5.31186120 N N N N N N BX TRUST N/A 12433EAA9 670000.00000000 PA USD 668744.42000000 0.144956124643 Long ABS-MBS US Y 2 2039-01-15 Floating 5.31186120 N N N N N N BX TRUST N/A 12433KAC1 1975000.00000000 PA USD 1970678.31000000 0.427161531661 Long ABS-MBS US Y 2 2030-03-15 Floating 0.00000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAA2 1465000.00000000 PA USD 1465000.00000000 0.317551393704 Long ABS-MBS US N 2 2037-12-15 Floating 5.67900000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607L8C0 515000.00000000 PA USD 522927.78000000 0.113349109451 Long DBT NUSS CA N 2 2027-06-28 Fixed 5.23700000 N N N N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 13607LSL8 350000.00000000 PA USD 355426.85000000 0.077041837254 Long DBT NUSS CA N 2 2026-07-17 Fixed 5.61500000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCU7 250000.00000000 PA USD 250310.75000000 0.054257015373 Long DBT CORP US N 2 2026-07-24 Fixed 4.98500000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NGB1 1800000.00000000 PA USD 1806310.44000000 0.391533377259 Long ABS-MBS US N 2 2027-10-15 Fixed 4.95000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST N/A 14043QAC6 360698.76000000 PA USD 358313.17000000 0.077667472024 Long ABS-MBS US N 2 2027-04-15 Fixed 3.17000000 N N N N N N CARBONE CLO N/A 141312AA6 158878.60000000 PA USD 159211.45000000 0.034510455864 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.69477880 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14310MAW7 301607.57000000 PA USD 301688.70000000 0.065393629453 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 5.53448880 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14311DBN5 456607.53000000 PA USD 457541.75000000 0.099176123133 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 5.53478040 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14311NAU8 528769.80000000 PA USD 528874.50000000 0.114638112334 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.51316960 N N N N N N CARMAX AUTO OWNER TRUST N/A 14317CAC6 391296.08000000 PA USD 387496.24000000 0.083993154312 Long ABS-MBS US N 2 2026-12-15 Fixed 1.47000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318DAC3 1259408.37000000 PA USD 1261547.60000000 0.273451330105 Long ABS-MBS US N 2 2027-10-15 Fixed 4.75000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318DAC3 834045.28000000 PA USD 835461.99000000 0.181093596799 Long ABS-MBS US N 2 2027-10-15 Fixed 4.75000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 142921AB1 3561.35000000 PA USD 3564.06000000 0.000772540764 Long ABS-MBS US N 2 2026-06-15 Fixed 5.50000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319BAB8 101979.97000000 PA USD 102187.53000000 0.022150029058 Long ABS-MBS US N 2 2026-11-16 Fixed 5.72000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319BAC6 2500000.00000000 PA USD 2520298.00000000 0.546296342970 Long ABS-MBS US N 2 2028-05-15 Fixed 5.28000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318WAB3 552143.01000000 PA USD 553677.69000000 0.120014417831 Long ABS-MBS US Y 2 2027-03-15 Fixed 5.30000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319EAC0 500087.44000000 PA USD 502314.78000000 0.108881063800 Long ABS-MBS US N 2 2027-05-17 Fixed 5.65000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14290DAA9 164506.96000000 PA USD 164535.68000000 0.035664528667 Long ABS-MBS US N 2 2025-09-15 Fixed 4.73300000 N N N N N N CARMAX SELECT RECEIVABLES TRUST N/A 14319FAB9 2034270.41000000 PA USD 2045554.91000000 0.443391680935 Long ABS-MBS US N 2 2027-09-15 Fixed 5.78000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687DAA0 107198.87000000 PA USD 104540.70000000 0.022660098965 Long ABS-MBS US N 2 2028-01-10 Fixed 0.70000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687DAA0 174100.32000000 PA USD 169783.22000000 0.036801978251 Long ABS-MBS US N 2 2028-01-10 Fixed 0.70000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAC1 69579.80000000 PA USD 67198.52000000 0.014565859167 Long ABS-MBS US N 2 2028-03-10 Fixed 0.75000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687GAC9 153900.14000000 PA USD 147415.91000000 0.031953670767 Long ABS-MBS US N 2 2028-06-12 Fixed 0.66000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686GAB2 1973440.06000000 PA USD 1946261.25000000 0.421868923174 Long ABS-MBS US Y 2 2028-12-11 Fixed 3.21000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686RAA0 124076.91000000 PA USD 124643.87000000 0.027017634563 Long ABS-MBS US Y 2 2027-09-10 Fixed 6.41000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14688GAB0 13966.17000000 PA USD 13980.20000000 0.003030329006 Long ABS-MBS US Y 2 2026-11-10 Fixed 6.09000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687NAB6 88528.24000000 PA USD 88649.77000000 0.019215602740 Long ABS-MBS US Y 2 2027-01-11 Fixed 6.23000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687RAB7 77994.36000000 PA USD 78181.73000000 0.016946564726 Long ABS-MBS US Y 2 2027-04-12 Fixed 5.77000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687QAB9 222013.93000000 PA USD 222561.86000000 0.048242203978 Long ABS-MBS US Y 2 2027-04-12 Fixed 5.76000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14688NAB5 81257.41000000 PA USD 81491.23000000 0.017663927413 Long ABS-MBS US Y 2 2027-08-10 Fixed 5.50000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14688XAA5 1175000.00000000 PA USD 1175006.23000000 0.254692741261 Long ABS-MBS US Y 2 2026-03-10 Fixed 4.63600000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAV2 775000.00000000 PA USD 779646.68000000 0.168995146642 Long DBT CORP US N 2 2027-01-07 Fixed 4.50000000 N N N N N N CBAM LTD N/A 12481QAC9 424546.92000000 PA USD 424990.15000000 0.092120282896 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 5.58448920 N N N N N N CCG RECEIVABLES TRUST N/A 12512XAB9 214920.11000000 PA USD 216540.03000000 0.046936920354 Long ABS-MBS US Y 2 2030-09-16 Fixed 5.82000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12532CAY1 300553.28000000 PA USD 297111.52000000 0.064401486185 Long ABS-MBS US N 2 2050-06-15 Fixed 3.36740000 N N N N N N CFMT TRUST N/A 12529UAF7 140085.74000000 PA USD 137900.07000000 0.029891030321 Long ABS-MBS US Y 2 2031-09-22 Fixed 1.39000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 145000.00000000 PA USD 144800.66000000 0.031386792759 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CM4 1940000.00000000 PA USD 1980249.51000000 0.429236171866 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CM4 850000.00000000 PA USD 867635.09000000 0.188067393895 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144BAB4 249599.40000000 PA USD 250413.74000000 0.054279339344 Long ABS-MBS US Y 2 2027-04-26 Fixed 5.48000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144LAB2 1189024.22000000 PA USD 1194717.39000000 0.258965305309 Long ABS-MBS US Y 2 2027-09-27 Fixed 5.53000000 N N N N N N CHASE AUTO OWNER TRUST N/A 16144YAB4 813095.34000000 PA USD 815804.33000000 0.176832629339 Long ABS-MBS US Y 2 2027-09-27 Fixed 5.25000000 N N N N N N CHASE MORTGAGE REFERENCE NOTES N/A 46591HBX7 405706.12000000 PA USD 396647.51000000 0.085976771064 Long ABS-MBS US N 2 2050-02-25 Floating 5.55201000 N N N N N N CHESAPEAKE FUNDING LLC 549300LG5AUFDML64706 165183CU6 257434.64000000 PA USD 259325.34000000 0.056211005556 Long ABS-MBS US N 2 2035-05-15 Fixed 5.65000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 00440EAS6 675000.00000000 PA USD 674520.27000000 0.146208089979 Long DBT CORP US N 2 2025-03-15 Fixed 3.15000000 N N N N N N CIFC FUNDING LTD N/A 12548MBF1 364462.80000000 PA USD 365151.63000000 0.079149767249 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 5.66169840 N N N N N N CIFC FUNDING LTD N/A 12554XAJ1 1000000.00000000 PA USD 1002163.00000000 0.217227479433 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 5.70359160 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17324DAV6 24436.10000000 PA USD 24392.42000000 0.005287267554 Long ABS-MBS US N 2 2048-09-15 Fixed 3.47000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17290YAS7 26440.53000000 PA USD 26271.16000000 0.005694500663 Long ABS-MBS US N 2 2049-05-10 Fixed 3.00300000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17290XAU4 161371.58000000 PA USD 160274.33000000 0.034740844277 Long ABS-MBS US N 2 2049-04-10 Fixed 3.09800000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 29429CAE5 31131.83000000 PA USD 30977.80000000 0.006714705504 Long ABS-MBS US N 2 2049-04-15 Fixed 3.12700000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NX5 2965000.00000000 PA USD 2981692.59000000 0.646307602425 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17326UAA2 106542.84000000 PA USD 104562.57000000 0.022664839476 Long ABS-MBS US Y 2 2058-02-25 Floating 3.49999920 N N N N N N CITIZENS AUTO RECEIVABLES TRUST N/A 17295FAB0 164374.71000000 PA USD 164780.70000000 0.035717638867 Long ABS-MBS US Y 2 2026-10-15 Fixed 6.09000000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST N/A 17331QAB2 271497.61000000 PA USD 272142.47000000 0.058989229102 Long ABS-MBS US Y 2 2026-10-15 Fixed 5.43000000 N N N N N N CNH EQUIPMENT TRUST N/A 12664JAC4 1294288.46000000 PA USD 1302921.49000000 0.282419477841 Long ABS-MBS US N 2 2028-04-17 Fixed 5.15000000 N N N N N N CNH EQUIPMENT TRUST N/A 12664QAB0 14278.17000000 PA USD 14287.91000000 0.003097027804 Long ABS-MBS US N 2 2026-09-15 Fixed 5.34000000 N N N N N N CNH EQUIPMENT TRUST N/A 18978GAB0 875000.00000000 PA USD 873962.78000000 0.189438975314 Long ABS-MBS US N 2 2028-02-18 Fixed 4.30000000 N N N N N N COLT TRUST N/A 12656GAA4 116229.23000000 PA USD 106239.33000000 0.023028291677 Long ABS-MBS US Y 2 2065-10-26 Floating 1.32500160 N N N N N N COLT MORTGAGE LOAN TRUST N/A 12597QAA4 32657.07000000 PA USD 31641.50000000 0.006858568207 Long ABS-MBS US N 2 2065-04-27 Floating 1.50599880 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688EAA6 329611.69000000 PA USD 280164.60000000 0.060728095014 Long ABS-MBS US Y 2 2066-06-25 Floating 0.91000080 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688BAA2 355320.25000000 PA USD 309076.03000000 0.066994896987 Long ABS-MBS US Y 2 2065-05-25 Floating 0.85700160 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19685WAA9 452282.32000000 PA USD 374609.25000000 0.081199788008 Long ABS-MBS US Y 2 2066-08-25 Floating 0.92400120 N N N N N N COLT MORTGAGE LOAN TRUST N/A 12656YAA5 145211.28000000 PA USD 128104.69000000 0.027767797166 Long ABS-MBS US Y 2 2054-07-27 Fixed 0.79800000 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688GAA1 771754.05000000 PA USD 640202.48000000 0.138769412817 Long ABS-MBS US Y 2 2066-10-25 Floating 1.39700160 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688KAA2 703215.87000000 PA USD 603695.85000000 0.130856285693 Long ABS-MBS US Y 2 2066-10-25 Floating 1.10999880 N N N N N N COLT MORTGAGE LOAN TRUST N/A 19688DAA8 211907.98000000 PA USD 191334.11000000 0.041473319654 Long ABS-MBS US Y 2 2064-12-25 Floating 1.05099840 N N N N N N COLUMBIA PIPELINES HOLDING COMPANY LLC N/A 19828AAA5 100000.00000000 PA USD 101659.14000000 0.022035495965 Long DBT CORP US N 2 2026-08-15 Fixed 6.05500000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754AAB9 425000.00000000 PA USD 427651.02000000 0.092697049433 Long ABS-MBS US Y 2 2041-12-25 Floating 6.00201000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754LAB5 1575000.00000000 PA USD 1597060.40000000 0.346176625154 Long ABS-MBS US Y 2 2041-12-25 Floating 6.25200840 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 207941AA3 271155.33000000 PA USD 271325.51000000 0.058812145971 Long ABS-MBS US Y 2 2044-03-25 Floating 5.50299960 N N N N N N CONSUMERS SECURITIZATION FUNDING LLC N/A 21071BAA3 365567.43000000 PA USD 370664.15000000 0.080344653535 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDK7 2865000.00000000 PA USD 2769633.09000000 0.600341875618 Long DBT NUSS NL N 2 2027-02-24 Fixed 1.10600000 N N N N N N Cooperatieve Rabobank UA (New York Branch) N/A 21688AAY8 750000.00000000 PA USD 764621.82000000 0.165738378565 Long DBT CORP NL N 2 2026-10-05 Fixed 5.50000000 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAB5 385000.00000000 PA USD 384575.06000000 0.083359963335 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAU2 285000.00000000 PA USD 289530.35000000 0.062758202158 Long DBT CORP US N 2 2026-07-02 Fixed 5.75000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044AG2 100000.00000000 PA USD 100331.04000000 0.021747618828 Long DBT CORP US N 2 2025-06-15 Fixed 7.62500000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12664WAA9 49215.56000000 PA USD 49321.17000000 0.010690789264 Long ABS-MBS US Y 2 2027-08-16 Fixed 5.91000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 223928AA0 8780.70000000 PA USD 8788.96000000 0.001905082933 Long ABS-MBS US Y 2 2026-09-15 Fixed 6.13000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 12598VAA2 101299.64000000 PA USD 101620.31000000 0.022027079228 Long ABS-MBS US Y 2 2027-06-15 Fixed 6.40000000 N N N N N N CPS AUTO RECEIVABLES TRUST N/A 22411CAA8 80723.19000000 PA USD 80959.28000000 0.017548622660 Long ABS-MBS US Y 2 2027-09-15 Fixed 5.71000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 224936AA2 1550000.00000000 PA USD 1574802.95000000 0.341352130773 Long ABS-MBS US Y 2 2033-08-15 Fixed 6.39000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 2440000.00000000 PA USD 2366970.58000000 0.513061301390 Long DBT NUSS FR N 2 2027-01-26 Fixed 1.24700000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22534PAE3 1095000.00000000 PA USD 1111222.43000000 0.240867052124 Long DBT NUSS FR N 2 2026-07-05 Fixed 5.58900000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAS0 350000.00000000 PA USD 345255.24000000 0.074837053000 Long DBT CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12596GBA6 401247.86000000 PA USD 398919.82000000 0.086469313868 Long ABS-MBS US N 2 2051-11-15 Floating 4.35930120 N N N N N N CSMC TRUST N/A 12657LAA2 380732.90000000 PA USD 311714.40000000 0.067566786455 Long ABS-MBS US Y 2 2056-03-25 Floating 0.83000160 N N N N N N CSMC TRUST N/A 126407AA3 335639.32000000 PA USD 303088.85000000 0.065697124050 Long ABS-MBS US Y 2 2065-05-25 Floating 0.80899920 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABE0 575000.00000000 PA USD 579941.04000000 0.125707225609 Long DBT NUSS DK N 2 2026-09-22 Fixed 6.25900000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24380VAA9 82863.52000000 PA USD 78569.47000000 0.017030610717 Long ABS-MBS US Y 2 2065-05-25 Floating 0.71499960 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST N/A 24381WAA6 132120.55000000 PA USD 116470.22000000 0.025245925383 Long ABS-MBS US Y 2 2066-04-25 Floating 0.89899920 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703GAB0 12292.61000000 PA USD 12305.02000000 0.002667219283 Long ABS-MBS US Y 2 2029-01-22 Fixed 5.84000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703GAB0 4459.09000000 PA USD 4463.59000000 0.000967521655 Long ABS-MBS US Y 2 2029-01-22 Fixed 5.84000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24702EAB6 94855.99000000 PA USD 95097.05000000 0.020613106324 Long ABS-MBS US N 2 2029-04-23 Fixed 6.10000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CN7 1100000.00000000 PA USD 1105610.00000000 0.239650509483 Long DBT NUSS DE N 2 2027-11-16 Floating 5.57311680 N N N N N N DEXT ABS LLC N/A 25216CAB6 492137.58000000 PA USD 497388.25000000 0.107813195904 Long ABS-MBS US Y 2 2034-05-15 Fixed 6.56000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 549300CKCX1QE4RUW216 254683CX1 1525000.00000000 PA USD 1530204.98000000 0.331685135872 Long ABS-MBS US N 2 2027-10-15 Fixed 5.03000000 N N N N N N DLLAA LLC N/A 23292HAB7 114500.90000000 PA USD 114904.15000000 0.024906466194 Long ABS-MBS US Y 2 2026-07-20 Fixed 5.93000000 N N N N N N DLLAA LLC N/A 233249AB7 545000.00000000 PA USD 546750.00000000 0.118512781234 Long ABS-MBS US Y 2 2027-10-20 Fixed 4.70000000 N N N N N N DLLAD LLC N/A 233262AC8 81027.38000000 PA USD 80269.38000000 0.017399080881 Long ABS-MBS US Y 2 2026-09-21 Fixed 0.64000000 N N N N N N DLLAD LLC N/A 233258AB8 33428.65000000 PA USD 33456.02000000 0.007251881077 Long ABS-MBS US Y 2 2026-04-20 Fixed 5.19000000 N N N N N N DLLMT LLC N/A 232989AB9 27174.84000000 PA USD 27202.24000000 0.005896320289 Long ABS-MBS US Y 2 2025-11-20 Fixed 5.78000000 N N N N N N DLLST LLC N/A 23346HAB3 143163.14000000 PA USD 143439.83000000 0.031091821112 Long ABS-MBS US Y 2 2026-01-20 Fixed 5.33000000 N N N N N N DRYDEN CLO LTD N/A 26251VAJ1 700000.00000000 PA USD 704909.10000000 0.152795131153 Long ABS-CBDO CORP KY Y 2 2037-10-15 Floating 5.66197920 N N N N N N DT AUTO OWNER TRUST N/A 23345WAA3 122034.82000000 PA USD 122406.29000000 0.026532619786 Long ABS-MBS US Y 2 2027-08-16 Fixed 6.29000000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBV6 1275000.00000000 PA USD 1278649.64000000 0.277158344875 Long DBT CORP US N 2 2025-12-08 Fixed 5.00000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AM4 635000.00000000 PA USD 646204.02000000 0.140070298408 Long DBT NUSS CA N 2 2027-03-13 Fixed 5.64300000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AR4 800000.00000000 PA USD 775845.14000000 0.168171130038 Long DBT CORP US N 2 2026-03-15 Fixed 1.50000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31574XAA6 81186.68000000 PA USD 69859.22000000 0.015142588856 Long ABS-MBS US Y 2 2066-02-25 Floating 0.79700040 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31573WAA9 40300.47000000 PA USD 37578.28000000 0.008145416509 Long ABS-MBS US Y 2 2065-10-25 Floating 1.17799920 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31572LAA4 255428.49000000 PA USD 210311.82000000 0.045586902084 Long ABS-MBS US Y 2 2066-06-25 Floating 0.93099960 N N N N N N ELP COMMERCIAL MORTGAGE TRUST N/A 26863LAA2 1058767.62000000 PA USD 1055128.11000000 0.228708124141 Long ABS-MBS US Y 2 2038-11-15 Floating 5.12748000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374JAB1 257428.95000000 PA USD 257430.31000000 0.055800241448 Long ABS-MBS US Y 2 2029-05-21 Fixed 4.65000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374FAB9 26192.61000000 PA USD 26170.38000000 0.005672655728 Long ABS-MBS US Y 2 2029-07-20 Fixed 4.38000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375CAB5 126587.95000000 PA USD 127195.65000000 0.027570754901 Long ABS-MBS US Y 2 2029-01-22 Fixed 5.51000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375NAB1 315753.60000000 PA USD 318065.33000000 0.068943405345 Long ABS-MBS US Y 2 2030-04-22 Fixed 5.56000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374LAB6 1351114.62000000 PA USD 1375230.26000000 0.298093027800 Long ABS-MBS US Y 2 2030-03-20 Fixed 6.40000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375PAB6 450609.61000000 PA USD 454294.11000000 0.098472169134 Long ABS-MBS US Y 2 2030-03-20 Fixed 5.23000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29375RAB2 413134.94000000 PA USD 416041.88000000 0.090180668145 Long ABS-MBS US N 2 2026-12-20 Fixed 5.74000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374MAA6 213479.75000000 PA USD 213605.51000000 0.046300837818 Long ABS-MBS US Y 2 2025-10-21 Fixed 4.72400000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374MAB4 2010000.00000000 PA USD 2016263.96000000 0.437042614726 Long ABS-MBS US Y 2 2027-07-20 Fixed 4.69000000 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAP2 395000.00000000 PA USD 397645.19000000 0.086193026815 Long DBT CORP US N 2 2025-12-02 Fixed 5.50000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCX4 920000.00000000 PA USD 928359.49000000 0.201229931678 Long ABS-MBS CA Y 2 2029-05-15 Fixed 5.24000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAB4 650000.00000000 PA USD 638868.48000000 0.138480256804 Long DBT CORP US N 2 2026-03-15 Fixed 3.35000000 N N N N N N EXTENDED STAY AMERICA TRUST N/A 30227FAE0 433791.72000000 PA USD 434060.71000000 0.094086405060 Long ABS-MBS US Y 2 2038-07-15 Floating 5.80647960 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XCT9 157321.87000000 PA USD 163262.12000000 0.035388473546 Long DBT USGA US N 2 2028-10-25 Floating 10.36649160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31382VR22 2306.63000000 PA USD 2314.58000000 0.000501705191 Long DBT USGA US N 2 2029-01-01 Floating 6.46499880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LAE0 2336.45000000 PA USD 2374.18000000 0.000514624005 Long DBT USGA US N 2 2027-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MGX4 34389.52000000 PA USD 36006.57000000 0.007804734802 Long DBT USGA US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AWD5 21319.87000000 PA USD 22324.36000000 0.004838997700 Long DBT USGA US N 2 2040-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YWKF3 144484.24000000 PA USD 140258.36000000 0.030402210031 Long DBT USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ77 168161.23000000 PA USD 166758.42000000 0.036146326746 Long DBT USGA US N 2 2034-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359S6L9 2097.09000000 PA USD 2088.56000000 0.000452713405 Long DBT USGA US N 2 2031-07-25 Floating 4.91649120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392EP61 0.93000000 PA USD 0.93000000 0.000000201585 Long DBT USGA US N 2 2032-10-18 Floating 4.70311920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A1LC7 260596.42000000 PA USD 258007.42000000 0.055925335021 Long DBT USGA US N 2 2026-10-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAL29 103491.80000000 PA USD 98449.35000000 0.021339746281 Long DBT USGA US N 2 2041-09-25 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABZW6 576789.15000000 PA USD 537552.95000000 0.116519241271 Long DBT USGA US N 2 2033-02-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APZT2 309807.89000000 PA USD 304030.93000000 0.065901328021 Long DBT USGA US N 2 2034-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT5V2 1853625.01000000 PA USD 1821834.60000000 0.394898372921 Long DBT USGA US N 2 2044-02-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUB83 233157.28000000 PA USD 229568.83000000 0.049761025199 Long DBT USGA US N 2 2043-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPGF2 372544.96000000 PA USD 371413.99000000 0.080507187826 Long DBT USGA US N 2 2039-04-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPQ79 449214.37000000 PA USD 458849.16000000 0.099459515534 Long DBT USGA US N 2 2034-03-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQAC3 1994765.78000000 PA USD 2010621.77000000 0.435819621349 Long DBT USGA US N 2 2042-07-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVY52 489075.17540000 PA USD 474327.46000000 0.102814570645 Long DBT USGA US N 2 2026-12-25 Floating 2.55200040 N N N N N N FHF TRUST N/A 30322JAA4 19312.65000000 PA USD 19230.47000000 0.004168370341 Long ABS-MBS US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N FHF TRUST N/A 30327CAA4 117455.94000000 PA USD 117303.60000000 0.025426567690 Long ABS-MBS US Y 2 2028-01-18 Fixed 4.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BP4J5 186473.44000000 PA USD 183973.17000000 0.039877772380 Long ABS-MBS US N 2 2026-03-25 Floating 2.44599840 N N N N N N FIFTH THIRD AUTO TRUST N/A 31680EAB7 152935.20000000 PA USD 153180.69000000 0.033203236585 Long ABS-MBS US N 2 2026-11-16 Fixed 5.80000000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST N/A 320986AA0 448093.92000000 PA USD 453512.09000000 0.098302659550 Long ABS-MBS US Y 2 2028-10-16 Fixed 6.44000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767JAA0 875303.84000000 PA USD 857666.64000000 0.185906646324 Long ABS-MBS US Y 2 2037-10-19 Fixed 1.26600000 N N N N N N FIRSTKEY HOMES TRUST N/A 33768EAA0 377975.88000000 PA USD 375218.55000000 0.081331859041 Long ABS-MBS US Y 2 2038-07-17 Fixed 4.25000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843EAC5 41570.78000000 PA USD 41622.68000000 0.009022075115 Long ABS-MBS US Y 2 2027-04-15 Fixed 5.76000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33846BAC8 147411.73000000 PA USD 147833.36000000 0.032044156658 Long ABS-MBS US Y 2 2027-07-15 Fixed 5.89000000 N N N N N N FONTAINEBLEAU MIAMI BEACH TRUST N/A 34461WAA8 950000.00000000 PA USD 954896.97000000 0.206982159500 Long ABS-MBS US Y 2 2039-12-15 Floating 5.76186120 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 345290AB6 249607.47000000 PA USD 249978.49000000 0.054184995150 Long ABS-MBS US N 2 2026-07-15 Fixed 5.24000000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 345290AD2 1300000.00000000 PA USD 1305546.58000000 0.282988488754 Long ABS-MBS US N 2 2027-05-15 Fixed 5.06000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 344928AD8 933241.14000000 PA USD 934038.41000000 0.202460886600 Long ABS-MBS US N 2 2028-02-15 Fixed 4.65000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 344930AB8 153961.39000000 PA USD 154184.10000000 0.033420734363 Long ABS-MBS US N 2 2026-06-15 Fixed 5.57000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34532UAB5 410000.00000000 PA USD 409577.58000000 0.088779475330 Long ABS-MBS US N 2 2027-08-15 Fixed 4.32000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34535VAA2 635867.19000000 PA USD 636002.25000000 0.137858976714 Long ABS-MBS US N 2 2025-12-15 Fixed 4.60400000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QHV9 500000.00000000 PA USD 502514.80000000 0.108924419861 Long ABS-MBS US Y 2 2028-05-15 Fixed 4.92000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XU2 2795000.00000000 PA USD 2776242.20000000 0.601774457250 Long DBT CORP US N 2 2026-01-08 Fixed 4.38900000 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST N/A 35104AAB4 266390.63000000 PA USD 268259.76000000 0.058147618199 Long ABS-MBS US Y 2 2028-05-15 Fixed 5.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134GXR63 1140000.00000000 PA USD 1137781.61000000 0.246623983609 Long DBT USGA US N 2 2025-08-28 Fixed 4.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMTB9 645807.74000000 PA USD 628726.22000000 0.136281834416 Long DBT USGA US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAWR5 290779.81000000 PA USD 286294.21000000 0.062056740884 Long DBT USGA US N 2 2027-03-25 Fixed 2.89500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F4CZ3 230530.18000000 PA USD 227154.43000000 0.049237683162 Long DBT USGA US N 2 2026-01-25 Fixed 2.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BP4K2 650000.00000000 PA USD 638785.36000000 0.138462239826 Long DBT USGA US N 2 2026-03-25 Fixed 2.84900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BLVK1 600000.00000000 PA USD 595435.68000000 0.129065822556 Long DBT USGA US N 2 2025-07-25 Fixed 3.11600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDRJ0 1047.67000000 PA USD 1047.25000000 0.000227000475 Long DBT USGA US N 2 2030-02-01 Floating 7.19799840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A5R97 694695.39000000 PA USD 691764.96000000 0.149946025368 Long DBT USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137APJB7 33652.55000000 PA USD 33234.53000000 0.007203871208 Long DBT USGA US N 2 2027-04-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYD32 1903497.20000000 PA USD 1862364.15000000 0.403683502674 Long DBT USGA US N 2 2037-07-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJVU4 1151603.09000000 PA USD 1128206.09000000 0.244548407007 Long DBT USGA US N 2 2034-07-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FDYW6 439338.46000000 PA USD 435773.40000000 0.094457645398 Long DBT USGA US N 2 2040-12-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F4XX5 693066.36000000 PA USD 689392.76000000 0.149431830544 Long DBT USGA US N 2 2037-03-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGV36 32311.00000000 PA USD 32202.79000000 0.006980232659 Long DBT USGA US N 2 2045-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQEW9 1052429.95000000 PA USD 994473.47000000 0.215560707440 Long DBT USGA US N 2 2048-04-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFUW5 233590.66000000 PA USD 214031.76000000 0.046393231184 Long DBT USGA US N 2 2044-01-15 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9BH1 326731.42000000 PA USD 324495.37000000 0.070337172009 Long DBT USGA US N 2 2039-08-25 Fixed 4.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRE1 147582.93000000 PA USD 147860.39000000 0.032050015643 Long DBT USGA US Y 2 2042-02-25 Floating 5.65201080 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564NCW1 368014.70000000 PA USD 369629.11000000 0.080120299682 Long DBT USGA US Y 2 2044-05-25 Floating 5.60201040 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564NBX0 485089.31000000 PA USD 486001.28000000 0.105344971881 Long DBT USGA US Y 2 2044-03-25 Floating 5.60201040 N N N N N N FREMF MORTGAGE TRUST N/A 30287TAN7 1500000.00000000 PA USD 1489136.10000000 0.322783101686 Long ABS-MBS US N 2 2048-10-25 Floating 3.72173040 N N N N N N GCAT TRUST N/A 36166RAA2 75030.52000000 PA USD 71690.46000000 0.015539525930 Long ABS-MBS US N 2 2065-04-25 Floating 2.55499920 N N N N N N GCAT TRUST N/A 36168AAA7 369035.34000000 PA USD 349723.54000000 0.075805595589 Long ABS-MBS US Y 2 2065-04-25 Floating 2.46899880 N N N N N N GCAT TRUST N/A 36167TAA7 271930.48000000 PA USD 236157.84000000 0.051189249983 Long ABS-MBS US Y 2 2066-01-25 Floating 0.87400080 N N N N N N GCAT TRUST N/A 36168KAA5 1114929.73000000 PA USD 925665.17000000 0.200645914564 Long ABS-MBS US Y 2 2066-07-25 Floating 1.26200160 N N N N N N GECU AUTO RECEIVABLES TRUST N/A 36169EAB6 510796.25000000 PA USD 512164.93000000 0.111016168824 Long ABS-MBS US Y 2 2027-03-15 Fixed 5.95000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAV2 1642000.00000000 PA USD 1652287.02000000 0.358147471673 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KZ3 1175000.00000000 PA USD 1175562.83000000 0.254813389115 Long DBT CORP US N 2 2026-09-15 Floating 0.00000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 379928AC8 4495.76000000 PA USD 4498.97000000 0.000975190575 Long ABS-MBS US Y 2 2027-01-15 Fixed 5.70000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36269HAB8 452876.10000000 PA USD 453579.05000000 0.098317173708 Long ABS-MBS US Y 2 2027-02-16 Fixed 5.57000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36269HAC6 1963000.00000000 PA USD 1969392.90000000 0.426882907950 Long ABS-MBS US Y 2 2027-09-15 Fixed 5.40000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST N/A 36269EAB5 286570.37000000 PA USD 289734.08000000 0.062802362394 Long ABS-MBS US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 379929AB8 30685.12000000 PA USD 30710.42000000 0.006656748581 Long ABS-MBS US Y 2 2026-01-20 Fixed 5.58000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 379929AD4 1000000.00000000 PA USD 1003618.10000000 0.217542884916 Long ABS-MBS US Y 2 2026-11-20 Fixed 5.38000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 36269FAB2 515295.11000000 PA USD 516294.89000000 0.111911373298 Long ABS-MBS US N 2 2026-06-22 Fixed 5.18000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 36269FAD8 1300000.00000000 PA USD 1306963.97000000 0.283295720269 Long ABS-MBS US N 2 2027-03-22 Fixed 5.09000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 38012QAA6 391036.35000000 PA USD 391139.23000000 0.084782803835 Long ABS-MBS US N 2 2025-10-20 Fixed 4.74500000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 36271VAA5 1020000.00000000 PA USD 1019879.84000000 0.221067757408 Long ABS-MBS US N 2 2026-02-20 Fixed 4.40800000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 38013JAD5 1250589.83000000 PA USD 1252358.16000000 0.271459439676 Long ABS-MBS US N 2 2028-02-16 Fixed 4.66000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 38013JAD5 2059692.77000000 PA USD 2062605.18000000 0.447087474110 Long ABS-MBS US N 2 2028-02-16 Fixed 4.66000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36267KAB3 155848.76000000 PA USD 156074.10000000 0.033830408174 Long ABS-MBS US N 2 2026-09-16 Fixed 5.74000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36267KAD9 1300000.00000000 PA USD 1311533.86000000 0.284286283367 Long ABS-MBS US N 2 2028-06-16 Fixed 5.45000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886CR3 700000.00000000 PA USD 707698.18000000 0.153399688314 Long ABS-MBS US Y 2 2028-06-15 Fixed 5.34000000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FB3 3465000.00000000 PA USD 3305130.44000000 0.716415547848 Long ABS-MBS US Y 2 2028-08-15 Fixed 1.14000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38137YBA8 912414.18000000 PA USD 913344.84000000 0.197975376706 Long ABS-CBDO CORP KY Y 2 2031-04-24 Floating 5.44664160 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAG5 750000.00000000 PA USD 758164.32000000 0.164338659708 Long DBT CORP US N 2 2027-05-21 Fixed 5.41400000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAM2 750000.00000000 PA USD 753539.31000000 0.163336148874 Long DBT CORP US N 2 2026-08-10 Fixed 5.79800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAM2 2215000.00000000 PA USD 2225452.76000000 0.482386092533 Long DBT CORP US N 2 2026-08-10 Fixed 5.79800000 N N N N N N Government National Mortgage Association N/A 38378TL99 405212.70000000 PA USD 391810.53000000 0.084928313904 Long DBT USGA US N 2 2041-11-20 Fixed 2.00000000 N N N N N N GRANITE PARK EQUIPMENT LEASING LLC N/A 387422AB4 640256.84000000 PA USD 650424.31000000 0.140985082689 Long ABS-MBS US Y 2 2030-05-20 Fixed 6.51000000 N N N N N N GRAPHIC PACKAGING INTERNATIONAL, LLC SO75N4VY5NXGQSK8YQ65 38869PAP9 650000.00000000 PA USD 625146.39000000 0.135505875367 Long DBT CORP US N 2 2026-04-15 Fixed 1.51200000 N N N N N N GRAY OAK PIPELINE, LLC N/A 38937LAC5 900000.00000000 PA USD 886468.91000000 0.192149786925 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TCB2 88428.86000000 PA USD 88601.71000000 0.019205185320 Long ABS-MBS US Y 2 2026-02-16 Fixed 5.35000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TCB2 186332.23000000 PA USD 186696.45000000 0.040468066824 Long ABS-MBS US Y 2 2026-02-16 Fixed 5.35000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TCH9 555190.87000000 PA USD 557070.25000000 0.120749784490 Long ABS-MBS US Y 2 2026-08-17 Fixed 5.32000000 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. N/A 39154TCH9 811432.81000000 PA USD 814179.59000000 0.176480452921 Long ABS-MBS US Y 2 2026-08-17 Fixed 5.32000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36270GAC5 810000.00000000 PA USD 808480.44000000 0.175245112972 Long ABS-MBS US Y 2 2038-09-10 Floating 4.93620840 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36251PAE4 227998.79000000 PA USD 225677.58000000 0.048917563178 Long ABS-MBS US N 2 2049-10-10 Fixed 2.77700000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36254KAM4 239584.59000000 PA USD 236387.19000000 0.051238963575 Long ABS-MBS US N 2 2050-11-10 Fixed 3.31300000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BQ1 2270000.00000000 PA USD 2270586.36000000 0.492169189860 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CX5 1740000.00000000 PA USD 1748021.40000000 0.378898724775 Long DBT CORP US N 2 2028-03-01 Floating 5.22597600 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MBS7 2030000.00000000 PA USD 2044949.33000000 0.443260416243 Long ABS-MBS US Y 2 2027-06-25 Fixed 5.49000000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43285HAA6 579373.09000000 PA USD 562789.87000000 0.121989561489 Long ABS-MBS US N 2 2039-02-25 Fixed 2.74000000 N N N N N N HLTN COMMERCIAL MORTGAGE TRUST N/A 40424UAA5 800000.00000000 PA USD 801500.00000000 0.173732042357 Long ABS-MBS US Y 2 2041-06-15 Floating 5.95335960 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CY6 2135000.00000000 PA USD 2137900.08000000 0.463408293519 Long DBT CORP US N 2 2025-12-24 Floating 4.69769400 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43815QAC1 1260000.00000000 PA USD 1272454.72000000 0.275815542499 Long ABS-MBS US Y 2 2028-02-18 Fixed 5.41000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43816DAB1 1300000.00000000 PA USD 1300704.34000000 0.281938891443 Long ABS-MBS US N 2 2027-03-15 Fixed 4.56000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403951AC0 81475.24000000 PA USD 81543.73000000 0.017675307241 Long ABS-MBS US Y 2 2029-08-20 Fixed 5.43000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 44328UAB2 166211.25000000 PA USD 166813.12000000 0.036158183443 Long ABS-MBS US Y 2 2031-01-21 Fixed 6.04000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403963AC5 965000.00000000 PA USD 969381.97000000 0.210121908263 Long ABS-MBS US Y 2 2031-05-20 Fixed 5.18000000 N N N N N N HPEFS EQUIPMENT TRUST N/A 403963AC5 570000.00000000 PA USD 572588.31000000 0.124113457924 Long ABS-MBS US Y 2 2031-05-20 Fixed 5.18000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 2915000.00000000 PA USD 2964890.55000000 0.642665615245 Long DBT NUSS GB N 2 2027-08-14 Fixed 5.88700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DQ9 400000.00000000 PA USD 407041.10000000 0.088229671399 Long DBT NUSS GB N 2 2026-11-03 Fixed 7.33600000 N N N N N N HUNTINGTON AUTO TRUST N/A 446144AC1 279078.60000000 PA USD 279822.76000000 0.060653998244 Long ABS-MBS US Y 2 2027-03-15 Fixed 5.50000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 44935VAB5 453537.60000000 PA USD 454401.27000000 0.098495396989 Long ABS-MBS US Y 2 2026-03-16 Fixed 5.85000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 44935WAB3 2600000.00000000 PA USD 2605793.58000000 0.564828247806 Long ABS-MBS US Y 2 2027-06-15 Fixed 4.60000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 448977AD0 194527.72000000 PA USD 193556.89000000 0.041955126403 Long ABS-MBS US N 2 2026-10-15 Fixed 2.22000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44933XAB3 135047.71000000 PA USD 135230.06000000 0.029312282610 Long ABS-MBS US N 2 2026-05-15 Fixed 5.77000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44934QAB7 272596.10000000 PA USD 273608.79000000 0.059307066617 Long ABS-MBS US N 2 2027-06-15 Fixed 5.15000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 2870000.00000000 PA USD 2898855.30000000 0.628351904889 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACQ8 500000.00000000 PA USD 504883.91000000 0.109437944900 Long DBT CORP US N 2 2025-11-03 Fixed 6.25000000 N N N N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327AN9 400000.00000000 PA USD 402720.56000000 0.087293157065 Long DBT CORP US N 2 2025-12-12 Fixed 5.80000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452764AA1 489313.93000000 PA USD 422627.78000000 0.091608218810 Long ABS-MBS US Y 2 2056-06-25 Floating 1.07100000 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452761AA7 334700.47000000 PA USD 278541.58000000 0.060376291422 Long ABS-MBS US Y 2 2056-09-25 Floating 1.07300160 N N N N N N IMPERIAL FUND MORTGAGE TRUST N/A 452762AA5 365029.55000000 PA USD 313068.87000000 0.067860379518 Long ABS-MBS US Y 2 2056-11-25 Floating 1.59500160 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AN1 775000.00000000 PA USD 758889.53000000 0.164495855235 Long DBT CORP US N 2 2025-10-01 Fixed 1.23000000 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EXY0 775000.00000000 PA USD 778895.31000000 0.168832280710 Long DBT CORP US N 2 2027-01-08 Fixed 4.50000000 N N N N N N JOHN DEERE OWNER TRUST N/A 477920AB8 112760.78000000 PA USD 112865.96000000 0.024464670921 Long ABS-MBS US N 2 2026-06-15 Fixed 5.59000000 N N N N N N JOHN DEERE OWNER TRUST N/A 47787CAB9 390537.22000000 PA USD 391304.98000000 0.084818731578 Long ABS-MBS US N 2 2026-08-17 Fixed 5.76000000 N N N N N N JOHN DEERE OWNER TRUST N/A 477911AB7 350000.00000000 PA USD 350028.39000000 0.075871674457 Long ABS-MBS US N 2 2027-08-16 Fixed 4.36000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590KAF1 212618.04000000 PA USD 211493.04000000 0.045842941713 Long ABS-MBS US N 2 2049-01-15 Fixed 3.73260000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46643KAA9 549277.04000000 PA USD 534898.51000000 0.115943868492 Long ABS-MBS US N 2 2029-10-25 Floating 2.68665480 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46650AAD5 103517.32000000 PA USD 101659.82000000 0.022035643361 Long ABS-MBS US N 2 2046-04-25 Floating 5.18378040 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644YAW0 25875.94000000 PA USD 25778.27000000 0.005587662502 Long ABS-MBS US N 2 2048-08-15 Fixed 3.53950000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46647TAT5 40214.84000000 PA USD 39763.50000000 0.008619081804 Long ABS-MBS US N 2 2050-03-15 Fixed 3.54890000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 465968AF2 233955.06300000 PA USD 230409.57000000 0.049943262850 Long ABS-MBS US N 2 2050-09-15 Fixed 3.24120000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBA3 750000.00000000 PA USD 746299.66000000 0.161766892255 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCZ7 3380000.00000000 PA USD 3376045.43000000 0.731786983963 Long DBT CORP US N 2 2026-04-26 Fixed 4.08000000 N N N N N N KKR CLO LTD/LLC N/A 48250MAK3 280604.11000000 PA USD 280910.81000000 0.060889842472 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 5.74359120 N N N N N N KKR FINANCIAL CLO, LTD. N/A 48252KAA7 358067.58000000 PA USD 358569.95000000 0.077723131305 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.56359120 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 500945AB6 538725.28000000 PA USD 540237.59000000 0.117101160161 Long ABS-MBS US N 2 2026-07-15 Fixed 5.61000000 N N N N N N KUBOTA CREDIT OWNER TRUST N/A 50117BAB6 753058.15000000 PA USD 756179.58000000 0.163908450184 Long ABS-MBS US Y 2 2027-01-15 Fixed 5.39000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 501687AA5 47814.08000000 PA USD 47895.17000000 0.010381691457 Long ABS-MBS US Y 2 2027-06-15 Fixed 5.21000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 501689AB9 107806.74000000 PA USD 107940.99000000 0.023397141168 Long ABS-MBS US Y 2 2026-11-16 Fixed 5.44000000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505709AB1 650000.00000000 PA USD 650619.58000000 0.141027409147 Long ABS-MBS US N 2 2027-11-15 Fixed 4.64000000 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 525931AB7 391122.31000000 PA USD 401693.56000000 0.087070545952 Long ABS-MBS US Y 2 2028-12-15 Fixed 7.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 3060000.00000000 PA USD 2951657.64000000 0.639797267796 Long DBT NUSS GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 470000.00000000 PA USD 476098.83000000 0.103198530380 Long DBT NUSS GB N 2 2028-01-05 Fixed 5.46200000 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST N/A 50219QAC8 413980.57000000 PA USD 412345.47000000 0.089379439376 Long ABS-MBS US N 2 2049-03-10 Fixed 2.57900000 N N N N N N M&T EQUIPTMENT LLC N/A 551925AA8 255906.32000000 PA USD 256448.00000000 0.055587317278 Long ABS-MBS US Y 2 2030-07-15 Fixed 6.09000000 N N N N N N MANUFACTURERS AND TRADERS TRUST COMPANY WWB2V0FCW3A0EE3ZJN75 55279HAV2 590000.00000000 PA USD 589678.91000000 0.127817992975 Long DBT CORP US N 2 2026-01-27 Fixed 4.65000000 N N N N N N MANUFACTURERS AND TRADERS TRUST COMPANY WWB2V0FCW3A0EE3ZJN75 55279HAT7 400000.00000000 PA USD 401517.98000000 0.087032487472 Long DBT CORP US N 2 2025-11-21 Fixed 5.40000000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST N/A 58768RAC4 1721330.33000000 PA USD 1722969.04000000 0.373468409530 Long ABS-MBS US N 2 2027-01-15 Fixed 4.74000000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST N/A 58769GAB9 232105.41000000 PA USD 232185.11000000 0.050328126469 Long ABS-MBS US N 2 2026-12-15 Fixed 4.57000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58768PAC8 562963.21000000 PA USD 565375.51000000 0.122550021274 Long ABS-MBS US N 2 2027-08-16 Fixed 5.21000000 N N N N N N METLIFE SECURITIZATION TRUST N/A 59166BAA9 68583.16000000 PA USD 65214.56000000 0.014135818715 Long ABS-MBS US N 2 2055-04-25 Floating 2.99999880 N N N N N N MF1 LTD N/A 55284JAA7 625424.11000000 PA USD 625900.06000000 0.135669239844 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.66179920 N N N N N N MFA TRUST N/A 552754AA1 56889.54000000 PA USD 54632.68000000 0.011842104898 Long ABS-MBS US N 2 2065-03-25 Floating 2.47899960 N N N N N N MFA TRUST N/A 552757AA4 72713.50000000 PA USD 68164.46000000 0.014775234999 Long ABS-MBS US Y 2 2065-01-26 Floating 1.01400120 N N N N N N MFA TRUST N/A 552747AA5 113015.14000000 PA USD 108143.34000000 0.023441002277 Long ABS-MBS US Y 2 2056-01-25 Floating 0.85200120 N N N N N N MFA TRUST N/A 55283WAA9 273904.88000000 PA USD 238552.72000000 0.051708360892 Long ABS-MBS US Y 2 2064-11-25 Floating 1.02899880 N N N N N N MHC COMMERCIAL MORTGAGE TRUST N/A 55316VAC8 1640000.01000000 PA USD 1638462.51000000 0.355150889818 Long ABS-MBS US N 2 2038-04-15 Floating 5.52744360 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293BAB1 325000.00000000 PA USD 324390.63000000 0.070314468710 Long ABS-MBS US Y 2 2038-07-15 Floating 5.12647920 N N N N N N MHP COMMERCIAL MORTGAGE TRUST N/A 55293DAA9 355529.42000000 PA USD 354640.60000000 0.076871410781 Long ABS-MBS US Y 2 2027-01-15 Floating 5.12646120 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 59333P4K1 830000.00000000 PA USD 822907.57000000 0.178372317913 Long DBT MUN US N 2 2025-10-01 Fixed 2.94900000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980CAA1 128145.50000000 PA USD 127578.24000000 0.027653684585 Long ABS-MBS US N 2 2061-01-25 Fixed 2.75000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980CAA1 11401.76000000 PA USD 11351.29000000 0.002460490074 Long ABS-MBS US N 2 2061-01-25 Fixed 2.75000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980VAA9 29275.93000000 PA USD 28891.35000000 0.006262449459 Long ABS-MBS US N 2 2062-05-25 Floating 3.25000080 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980MAC5 18327.37000000 PA USD 18246.97000000 0.003955188228 Long ABS-MBS US N 2 2058-05-25 Floating 3.49999920 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980XAC1 267401.46000000 PA USD 262516.28000000 0.056902669340 Long ABS-MBS US N 2 2058-08-25 Floating 3.49999920 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980YAB1 1434829.93000000 PA USD 1403009.56000000 0.304114430825 Long ABS-MBS US N 2 2066-04-25 Floating 3.47253480 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59981AAC0 363597.96000000 PA USD 353272.94000000 0.076574958672 Long ABS-MBS US N 2 2069-10-25 Floating 3.25000080 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59982HAC4 177108.47000000 PA USD 168818.13000000 0.036592786664 Long ABS-MBS US Y 2 2060-11-25 Floating 1.12500000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 60700KAD4 391680.39000000 PA USD 386695.79000000 0.083819649866 Long ABS-MBS US N 2 2027-11-15 Fixed 0.66000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317JAC4 48120.41000000 PA USD 47360.79000000 0.010265859980 Long ABS-MBS US Y 2 2028-06-13 Fixed 0.56000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55317WAB7 383635.61000000 PA USD 385506.87000000 0.083561941195 Long ABS-MBS US Y 2 2026-11-13 Fixed 5.79000000 N N N N N N MMAF EQUIPMENT FINANCE LLC N/A 55318CAB0 716664.01000000 PA USD 719853.38000000 0.156034432820 Long ABS-MBS US Y 2 2027-09-13 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEZ4 350000.00000000 PA USD 351441.39000000 0.076177954402 Long DBT CORP US N 2 2027-01-28 Fixed 5.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 750000.00000000 PA USD 757165.43000000 0.164122141680 Long DBT CORP US N 2 2026-10-16 Fixed 6.13800000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691NAC9 256803.67000000 PA USD 252944.81000000 0.054827970611 Long ABS-MBS US N 2 2050-12-15 Fixed 3.50900000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61767YAW0 192240.98000000 PA USD 190169.22000000 0.041220819693 Long ABS-MBS US N 2 2051-07-15 Fixed 4.12000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61769JAX9 21739.51000000 PA USD 21699.61000000 0.004703577746 Long ABS-MBS US N 2 2052-06-15 Fixed 3.22800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 750000.00000000 PA USD 745909.94000000 0.161682417082 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YET8 3395000.00000000 PA USD 3394208.39000000 0.735723962299 Long DBT CORP US N 2 2026-07-17 Fixed 4.67900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 750000.00000000 PA USD 749546.94000000 0.162470768221 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103AG3 750000.00000000 PA USD 744062.84000000 0.161282042215 Long DBT CORP US N 2 2026-06-30 Fixed 3.85000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 500000.00000000 PA USD 514453.39000000 0.111512212280 Long DBT NUSS GB N 2 2027-10-18 Fixed 6.55700000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941JAA6 178707.67000000 PA USD 172187.61000000 0.037323150535 Long ABS-MBS US N 2 2068-10-15 Fixed 2.40000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 486297.77000000 PA USD 457733.66000000 0.099217721282 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 765036.58000000 PA USD 695741.63000000 0.150808002911 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBU2 750000.00000000 PA USD 755065.43000000 0.163666948556 Long ABS-MBS US Y 2 2028-08-25 Fixed 6.18000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUTH N/A 64613CEZ7 1280000.00000000 PA USD 1284519.94000000 0.278430783063 Long DBT MUN US N 2 2026-06-15 Fixed 4.60800000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828MAA5 105797.81000000 PA USD 102232.49000000 0.022159774526 Long ABS-MBS US N 2 2057-04-25 Floating 3.99999960 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830BAA5 256484.11000000 PA USD 247117.05000000 0.053564753334 Long ABS-MBS US N 2 2057-08-27 Floating 3.99999960 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830CAA3 109800.05000000 PA USD 103617.58000000 0.022460004738 Long ABS-MBS US N 2 2057-09-25 Floating 3.81710880 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64828EAA3 45748.37000000 PA USD 43288.30000000 0.009383112625 Long ABS-MBS US N 2 2059-09-25 Floating 2.49188040 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830UAA3 63524.84000000 PA USD 61129.88000000 0.013250429072 Long ABS-MBS US N 2 2060-05-24 Floating 1.65017160 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64830VAA1 215847.44000000 PA USD 202249.85000000 0.043839400507 Long ABS-MBS US N 2 2060-01-26 Floating 2.46413160 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831EAA8 80796.34000000 PA USD 76687.50000000 0.016622677477 Long ABS-MBS US Y 2 2058-10-25 Floating 0.94053960 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST N/A 64831TAA5 535494.72000000 PA USD 466195.60000000 0.101051919808 Long ABS-MBS US Y 2 2056-11-27 Floating 1.15611840 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64953BBF4 750000.00000000 PA USD 762797.03000000 0.165342839583 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N NEW YORK N Y N/A 64966SHP4 700000.00000000 PA USD 699759.41000000 0.151678891401 Long DBT MUN US N 2 2026-10-01 Fixed 4.26700000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JQX9 2205000.00000000 PA USD 2205121.50000000 0.477979116459 Long DBT MUN US N 2 2026-11-01 Fixed 4.72400000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBP4 255000.00000000 PA USD 255000.00000000 0.055273450781 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KDH0 2765000.00000000 PA USD 2777813.67000000 0.602115086935 Long DBT CORP US N 2 2028-02-04 Floating 5.15725920 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNER TRUST N/A 65341KBT2 329000.00000000 PA USD 328802.04000000 0.071270679901 Long ABS-MBS US Y 2 2027-03-15 Fixed 2.80000000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNER TRUST N/A 65341KBZ8 250000.00000000 PA USD 253518.28000000 0.054952275183 Long ABS-MBS US Y 2 2029-03-15 Fixed 5.12000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65481CAB0 705735.06000000 PA USD 707448.58000000 0.153345585360 Long ABS-MBS US Y 2 2026-10-15 Fixed 5.11000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAE1 825000.00000000 PA USD 788018.72000000 0.170809858567 Long DBT NUSS FI N 2 2026-09-30 Fixed 1.50000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAK3 650000.00000000 PA USD 643343.91000000 0.139450344881 Long DBT CORP US N 2 2025-11-15 Fixed 3.25000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST N/A 67120UAA5 1805000.00000000 PA USD 1798294.61000000 0.389795876926 Long ABS-MBS US Y 2 2042-02-15 Floating 5.52296880 N N N N N N NYSEG STORM FUNDING, LLC N/A 67122QAA2 1075000.00000000 PA USD 1080015.17000000 0.234102609184 Long DBT CORP US N 2 2029-05-01 Fixed 4.71300000 N N N N N N OBX TRUST N/A 67112FAD2 17278.80000000 PA USD 16924.01000000 0.003668425230 Long ABS-MBS US N 2 2057-06-25 Floating 5.08377960 N N N N N N OCCU AUTO RECEIVABLES TRUST N/A 674921AB7 317471.18000000 PA USD 318633.09000000 0.069066472225 Long ABS-MBS US Y 2 2027-04-15 Fixed 6.23000000 N N N N N N OCP CLO LTD N/A 67102SAL8 76002.64000000 PA USD 76053.79000000 0.016485315365 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 5.64167880 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67591UAC1 685022.30000000 PA USD 685686.77000000 0.148628525227 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.53358880 N N N N N N OCTANE RECEIVABLES TRUST N/A 67571CAB7 1452025.90000000 PA USD 1466822.62000000 0.317946462319 Long ABS-MBS US N 2 2029-03-20 Fixed 6.44000000 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST N/A 68267EAA2 121093.68000000 PA USD 120625.88000000 0.026146700553 Long ABS-MBS US N 2 2027-09-14 Fixed 3.63000000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST N/A 68267HAA5 1135000.00000000 PA USD 1130579.97000000 0.245062965985 Long ABS-MBS US Y 2 2035-05-14 Fixed 4.13000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BA0 675000.00000000 PA USD 665588.39000000 0.144272027903 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BH5 850000.00000000 PA USD 861888.25000000 0.186821716727 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 2515000.00000000 PA USD 2439846.95000000 0.528857883548 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N OVINTIV INC. 2549003MEX7YMKLGI239 69047QAA0 500000.00000000 PA USD 500516.41000000 0.108491251581 Long DBT CORP US N 2 2025-05-15 Fixed 5.65000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KS5 2065000.00000000 PA USD 2063657.28000000 0.447315525865 Long DBT CORP US N 2 2025-09-04 Floating 5.36654520 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2W8 600000.00000000 PA USD 609722.37000000 0.132162585915 Long DBT CORP US N 2 2026-08-28 Fixed 5.50000000 N N N N N N PARAGON MORTGAGES PLC N/A 69913BAB2 44582.97000000 PA USD 44195.32000000 0.009579717038 Long ABS-MBS GB N 2 2038-11-15 Floating 4.82241960 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAB4 1725000.00000000 PA USD 1683413.41000000 0.364894385342 Long DBT CORP US N 2 2025-11-15 Fixed 1.37500000 N N N N N N PENNSYLVANIA ST HIGHER EDL FACS AUTH REV N/A 70917TSB8 440000.00000000 PA USD 441566.00000000 0.095713241442 Long DBT MUN US N 2 2025-11-01 Fixed 4.96100000 N N N N N N PENSKE TRUCK LEASING CO., L.P. 549300ZX07JYMI8GHQ39 709599BU7 950000.00000000 PA USD 961201.31000000 0.208348679605 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N PFS FINANCING CORP. N/A 69335PEK7 965000.00000000 PA USD 964224.53000000 0.209003988631 Long ABS-MBS US Y 2 2027-05-15 Fixed 3.89000000 N N N N N N PFS FINANCING CORP. N/A 69335PFT7 800000.00000000 PA USD 803097.04000000 0.174078214561 Long ABS-MBS US Y 2 2029-01-16 Fixed 5.00000000 N N N N N N PFS FINANCING CORP. N/A 69335PFU4 545000.00000000 PA USD 549653.70000000 0.119142183269 Long ABS-MBS US Y 2 2030-02-15 Fixed 4.85000000 N N N N N N PHILADELPHIA PA REDEV AUTH REV N/A 717868JT1 415000.00000000 PA USD 416589.57000000 0.090299384680 Long DBT MUN US N 2 2026-09-01 Fixed 4.50300000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BY0 250000.00000000 PA USD 251780.60000000 0.054575618046 Long DBT CORP US N 2 2027-07-23 Fixed 5.10200000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BV6 440000.00000000 PA USD 446028.22000000 0.096680466138 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BT1 375000.00000000 PA USD 387056.19000000 0.083897769676 Long DBT CORP US N 2 2027-10-20 Fixed 6.61500000 N N N N N N PORSCHE FINANCIAL AUTO SECURITIZATION TRUST N/A 732916AD3 1100000.00000000 PA USD 1109198.42000000 0.240428330488 Long ABS-MBS US Y 2 2029-01-22 Fixed 5.79000000 N N N N N N PORSCHE INNOVATIVE LEASE OWNER TRUST N/A 73328NAA9 121615.65000000 PA USD 121643.07000000 0.026367185264 Long ABS-MBS US Y 2 2025-10-20 Fixed 4.76600000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LAU3 1000000.00000000 PA USD 984039.03000000 0.213298952516 Long DBT CORP US N 2 2026-04-18 Fixed 3.00000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEX3 485000.00000000 PA USD 489660.40000000 0.106138117721 Long DBT CORP US N 2 2027-01-16 Fixed 5.00000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEP0 1835000.00000000 PA USD 1752070.88000000 0.379776484514 Long DBT CORP US N 2 2026-08-16 Fixed 1.25000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST N/A 74390NAA0 9890.19000000 PA USD 9904.13000000 0.002146805655 Long ABS-MBS US Y 2 2029-07-16 Fixed 7.06000000 N N N N N N PRPM LLC N/A 69360GAA1 170949.77000000 PA USD 157716.19000000 0.034186345354 Long ABS-MBS US Y 2 2051-07-25 Fixed 1.31900000 N N N N N N RAD CLO LTD. N/A 749984AA8 613378.61000000 PA USD 613823.31000000 0.133051500053 Long ABS-CBDO CORP KY Y 2 2032-04-25 Floating 5.53007160 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AL7 625000.00000000 PA USD 630270.58000000 0.136616587774 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST N/A 76119CAA9 14842.43000000 PA USD 14618.48000000 0.003168681705 Long ABS-MBS US N 2 2060-01-26 Floating 2.37600000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 780082AM5 2255000.00000000 PA USD 2260360.25000000 0.489952592261 Long DBT NUSS CA N 2 2025-12-12 Fixed 4.78400000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78015K7H1 775000.00000000 PA USD 768252.75000000 0.166525413979 Long DBT NUSS CA N 2 2025-06-10 Fixed 1.15000000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78016FZZ0 600000.00000000 PA USD 607021.35000000 0.131577116519 Long DBT NUSS CA N 2 2026-07-20 Fixed 5.20000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 2630000.00000000 PA USD 2582530.60000000 0.559785796119 Long DBT NUSS US N 2 2025-09-02 Fixed 1.20000000 N N N N N N SANTANDER BANK, N.A. N/A 80290CBF0 58447.24000000 PA USD 58670.60000000 0.012717358907 Long ABS-MBS US Y 2 2032-12-15 Fixed 6.45100000 N N N N N N SANTANDER BANK, N.A. N/A 80290CBU7 253383.91000000 PA USD 255081.96000000 0.055291216318 Long ABS-MBS US Y 2 2033-06-15 Fixed 6.49300000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287EAF2 460626.38000000 PA USD 455550.46000000 0.098744493840 Long ABS-MBS US N 2 2027-09-15 Fixed 1.33000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286MAE8 1245000.00000000 PA USD 1235019.71000000 0.267701180998 Long ABS-MBS US N 2 2029-07-16 Fixed 3.76000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286MAE8 500000.00000000 PA USD 495991.85000000 0.107510514152 Long ABS-MBS US N 2 2029-07-16 Fixed 3.76000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286FAD5 1078439.44000000 PA USD 1077912.08000000 0.233646746276 Long ABS-MBS US N 2 2027-11-15 Fixed 4.42000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287HAD0 106257.87000000 PA USD 106273.26000000 0.023035646297 Long ABS-MBS US N 2 2027-03-15 Fixed 4.43000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802927AC7 33370.91000000 PA USD 33403.70000000 0.007240540266 Long ABS-MBS US N 2 2027-02-16 Fixed 6.18000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80288AAB8 50931.30000000 PA USD 50993.89000000 0.011053365761 Long ABS-MBS US N 2 2027-02-16 Fixed 5.71000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286YAB8 339950.25000000 PA USD 340939.85000000 0.073901654974 Long ABS-MBS US N 2 2027-09-15 Fixed 5.80000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 2450000.00000000 PA USD 2353383.17000000 0.510116113006 Long DBT NUSS GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N SBNA AUTO LEASE TRUST N/A 78436TAB2 355910.97000000 PA USD 356648.31000000 0.077306599251 Long ABS-MBS US Y 2 2026-04-20 Fixed 6.27000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78414SAE4 575000.00000000 PA USD 577327.49000000 0.125140716091 Long ABS-MBS US Y 2 2026-11-20 Fixed 5.39000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78414SAE4 520000.00000000 PA USD 522104.86000000 0.113170734438 Long ABS-MBS US Y 2 2026-11-20 Fixed 5.39000000 N N N N N N SBNA AUTO LEASE TRUST N/A 78398DAB3 125155.61000000 PA USD 125324.73000000 0.027165216844 Long ABS-MBS US Y 2 2026-11-20 Fixed 4.94000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 784024AB7 240523.37000000 PA USD 241484.50000000 0.052343849510 Long ABS-MBS US Y 2 2030-01-22 Fixed 6.56000000 N N N N N N SCF EQUIPMENT LEASING LLC N/A 78437DAB6 100000.00000000 PA USD 100206.47000000 0.021720617205 Long ABS-MBS US Y 2 2030-07-22 Fixed 4.82000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAB0 713478.03000000 PA USD 716763.81000000 0.155364741858 Long ABS-MBS CA Y 2 2031-07-25 Fixed 5.03800000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST N/A 81378RAC8 634202.69000000 PA USD 637123.83000000 0.138102088859 Long ABS-MBS CA Y 2 2031-07-25 Fixed 5.18500000 N N N N N N N/A N/A 783965593 1337316.72000000 NS USD 1337316.72000000 0.289874940792 Long STIV RF US N 1 N N N SEQUOIA MORTGAGE TRUST N/A 81746WAA6 5493.61000000 PA USD 5417.58000000 0.001174307221 Long ABS-MBS US N 2 2048-08-25 Floating 4.50000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78398AAB9 58437.54000000 PA USD 58544.02000000 0.012689921600 Long ABS-MBS US Y 2 2027-03-22 Fixed 5.89000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78435VAB8 121940.90000000 PA USD 122179.92000000 0.026483552135 Long ABS-MBS US Y 2 2027-06-21 Fixed 5.35000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78436XAB3 1585282.22000000 PA USD 1586897.31000000 0.343973687683 Long ABS-MBS US Y 2 2028-05-22 Fixed 4.71000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAT5 825000.00000000 PA USD 787188.01000000 0.170629795005 Long DBT NUSS SE N 2 2026-09-09 Fixed 1.20000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAZ5 3125000.00000000 PA USD 3046029.88000000 0.660253265297 Long DBT NUSS FR N 2 2026-12-14 Fixed 1.48800000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBN1 525000.00000000 PA USD 524267.01000000 0.113639399111 Long DBT NUSS FR N 2 2025-06-13 Fixed 4.35100000 N N N N N N SODEXO, INC. 549300WSZGQGJQXRFU84 833794AA8 1050000.00000000 PA USD 1015605.17000000 0.220141185793 Long DBT CORP FR N 2 2026-04-16 Fixed 1.63400000 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83406YAA9 2090000.00000000 PA USD 2092031.48000000 0.453465878599 Long ABS-MBS US Y 2 2034-02-27 Fixed 4.80000000 N N N N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444MAN1 500000.00000000 PA USD 508140.39000000 0.110143815045 Long DBT CORP US N 2 2027-02-25 Fixed 5.45000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JB0 2370000.00000000 PA USD 2380506.45000000 0.515995318034 Long DBT CORP US N 2 2026-03-01 Fixed 5.35000000 N N N N N N Spire Inc. 549300NXSY15DRY2R511 84857LAC5 900000.00000000 PA USD 904526.89000000 0.196064009940 Long DBT CORP US N 2 2026-03-01 Fixed 5.30000000 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 78472UAA6 161384.76000000 PA USD 161082.16000000 0.034915948402 Long ABS-MBS US Y 2 2038-11-15 Floating 5.15714040 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 78472UAC2 806923.78000000 PA USD 805410.80000000 0.174579742010 Long ABS-MBS US Y 2 2038-11-15 Floating 5.50613880 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CQ1 450000.00000000 PA USD 455279.55000000 0.098685771759 Long DBT NUSS GB N 2 2027-01-09 Fixed 6.17000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573GAA0 215807.22000000 PA USD 200376.85000000 0.043433411592 Long ABS-MBS US Y 2 2065-05-25 Floating 1.21899960 N N N N N N STAR TRUST N/A 85520AAA7 1239032.34000000 PA USD 1249224.00000000 0.270780083446 Long ABS-MBS US Y 2 2041-10-17 Floating 6.06186000 N N N N N N STAR TRUST N/A 85520AAC3 425000.00000000 PA USD 427648.26000000 0.092696451179 Long ABS-MBS US Y 2 2041-10-17 Floating 6.41185920 N N N N N N STAR TRUST N/A 85520CAA3 720000.00000000 PA USD 722314.44000000 0.156567888815 Long ABS-MBS US Y 2 2042-02-17 Floating 5.76200160 N N N N N N STAR TRUST N/A 85520CAC9 1420000.00000000 PA USD 1423489.65000000 0.308553667086 Long ABS-MBS US Y 2 2042-02-17 Floating 6.06200040 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573AAA3 15591.91000000 PA USD 14903.14000000 0.003230384216 Long ABS-MBS US N 2 2050-02-25 Floating 2.27499840 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573MAA7 37841.89000000 PA USD 36527.04000000 0.007917551167 Long ABS-MBS US N 2 2065-04-25 Floating 1.48600080 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573HAA8 104078.34000000 PA USD 96722.89000000 0.020965521175 Long ABS-MBS US Y 2 2065-05-25 Floating 0.94299840 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST N/A 85573JAA4 430273.30000000 PA USD 372113.04000000 0.080658712947 Long ABS-MBS US Y 2 2056-06-25 Floating 1.12700160 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CQ4 765000.00000000 PA USD 767132.72000000 0.166282637810 Long DBT CORP US N 2 2027-10-22 Floating 4.99613760 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BJ9 775000.00000000 PA USD 776466.85000000 0.168305891046 Long DBT CORP US N 2 2027-02-10 Fixed 4.55000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAK7 100000.00000000 PA USD 101522.04000000 0.022005778357 Long ABS-MBS US N 2 2029-07-15 Fixed 5.54000000 N N N N N N T-MOBILE US TRUST N/A 87267RAA3 2600000.00000000 PA USD 2622554.22000000 0.568461261179 Long ABS-MBS US Y 2 2029-09-20 Fixed 5.05000000 N N N N N N TESLA ELECTRIC VEHICLE TRUST N/A 881943AB0 539784.20000000 PA USD 541615.31000000 0.117399792861 Long ABS-MBS US Y 2 2026-12-21 Fixed 5.54000000 N N N N N N TESLA SUSTAINABLE ENERGY TRUST N/A 88164AAA2 165195.14000000 PA USD 165261.98000000 0.035821960461 Long ABS-MBS US Y 2 2025-12-03 Fixed 4.83000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 891160TC7 2365000.00000000 PA USD 2357817.85000000 0.511077368170 Long DBT NUSS CA N 2 2025-07-25 Fixed 3.81500000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2S0 725000.00000000 PA USD 735383.61000000 0.159400744206 Long DBT NUSS CA N 2 2026-07-17 Fixed 5.53200000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89173UAA5 166650.85000000 PA USD 162008.06000000 0.035116645218 Long ABS-MBS US N 2 2057-06-25 Floating 2.75000040 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89169EAA7 22583.87000000 PA USD 23922.25000000 0.005185354148 Long ABS-MBS US N 2 2057-02-25 Floating 5.02512120 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175JAA8 44481.53000000 PA USD 43454.22000000 0.009419077217 Long ABS-MBS US N 2 2057-10-25 Floating 2.75000040 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175VAA1 151915.28000000 PA USD 149314.31000000 0.032365165351 Long ABS-MBS US N 2 2058-03-25 Floating 3.25000080 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175MAA1 81485.24000000 PA USD 79553.19000000 0.017243840517 Long ABS-MBS US N 2 2058-05-25 Floating 3.75000120 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89176VAK8 357003.86000000 PA USD 351131.57000000 0.076110798243 Long ABS-MBS US N 2 2058-07-25 Floating 3.25000080 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89180FCD1 942966.51000000 PA USD 903392.75000000 0.195818175307 Long ABS-MBS US Y 2 2068-07-25 Floating 2.25000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST N/A 89231FAB6 499869.49000000 PA USD 500777.30000000 0.108547801741 Long ABS-MBS US N 2 2026-08-17 Fixed 5.60000000 N N N N N N TOYOTA LEASE OWNER TRUST N/A 89240HAB1 193390.69000000 PA USD 193755.66000000 0.041998211516 Long ABS-MBS US Y 2 2026-04-20 Fixed 5.73000000 N N N N N N TOYOTA LEASE OWNER TRUST N/A 89238GAD3 1300000.00000000 PA USD 1310263.63000000 0.284010950052 Long ABS-MBS US N 2 2027-04-20 Fixed 5.25000000 N N N N N N TOYOTA LEASE OWNER TRUST N/A 891943AB8 420028.11000000 PA USD 419576.83000000 0.090946899066 Long ABS-MBS US Y 2 2027-02-22 Fixed 4.31000000 N N N N N N TOYOTA LEASE OWNER TRUST N/A 891943AD4 645000.00000000 PA USD 642622.47000000 0.139293966535 Long ABS-MBS US Y 2 2027-09-20 Fixed 4.21000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89233GUU8 1675000.00000000 PA USD 1644780.20000000 0.356520303650 Long ABS-APCP US N 2 2025-07-28 None 0.18000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797PM3 2325000.00000000 PA USD 2235746.16000000 0.484617275821 Long DBT UST US N 2 2026-02-19 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797MV6 2650000.00000000 PA USD 2640335.95000000 0.572315604622 Long DBT UST US N 2 2025-04-03 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797PH4 7800000.00000000 PA USD 7735428.48000000 1.676720883773 Long DBT UST US N 2 2025-05-13 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797PK7 13250000.00000000 PA USD 13119073.44000000 2.843672392483 Long DBT UST US N 2 2025-05-27 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797NU7 2675000.00000000 PA USD 2587779.89000000 0.560923625031 Long DBT UST US N 2 2025-12-26 None 0.00000000 N N N N N N N/A N/A N/A 6100000.00000000 PA USD 6100000.00000000 1.322227646142 Long RA US N 2 Repurchase Y 4.35999960 N/A 6100057.33200000 USD 6222058.48000000 USD UST N N N N/A N/A N/A 6100000.00000000 PA USD 6100000.00000000 1.322227646142 Long RA US N 2 Repurchase Y 4.35999960 N/A 6100000.12808010 USD 6222000.13000000 USD AMBS N N N TRK TRUST N/A 89688WAA9 283840.56000000 PA USD 249786.36000000 0.054143349314 Long ABS-MBS US Y 2 2056-07-25 Floating 1.15300080 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAH5 1955000.00000000 PA USD 1951837.10000000 0.423077536784 Long DBT CORP US N 2 2026-07-28 Fixed 4.26000000 N N N N N N TTAN MHC N/A 87303TAG2 538331.15000000 PA USD 537658.24000000 0.116542063787 Long ABS-MBS US Y 2 2038-03-15 Floating 5.52647880 N N N N N N UBS AG LONDON BRANCH N/A 902674ZZ6 1050000.00000000 PA USD 1010420.09000000 0.219017274953 Long DBT NUSS CH N 2 2026-06-01 Fixed 1.25000000 N N N N N N UBS AG 254900R882POXXVAK772 90261AAD4 550000.00000000 PA USD 552380.71000000 0.119733286222 Long DBT CORP CH N 2 2028-01-10 Fixed 4.86400000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276GAQ5 123447.60000000 PA USD 121701.06000000 0.026379755097 Long ABS-MBS US N 2 2050-08-15 Fixed 3.21500000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276RBC1 410895.92000000 PA USD 404480.85000000 0.087674715115 Long ABS-MBS US N 2 2050-10-15 Fixed 3.36600000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276UAU5 122959.04000000 PA USD 121263.91000000 0.026284999062 Long ABS-MBS US N 2 2050-12-15 Fixed 3.50420000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AT5 3140000.00000000 PA USD 3045470.30000000 0.660131971502 Long DBT NUSS CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BB3 750000.00000000 PA USD 750478.03000000 0.162672590014 Long DBT NUSS CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N United States of America N/A N/A -6.00000000 NC USD -666562.50000000 -0.14448317465 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2025 2025-06-21 -658155.55000000 USD -8406.95000000 N N N United States of America N/A N/A -1.00000000 NC USD -107937.50000000 -0.02339638468 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2025 2025-07-03 -106928.07000000 USD -1009.43000000 N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90331HPP2 2950000.00000000 PA USD 2946404.51000000 0.638658606531 Long DBT CORP US N 2 2027-10-22 Fixed 4.50700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAZ4 4500000.00000000 PA USD 4374492.21000000 0.948208940639 Long SN UST US N 1 2025-11-30 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBQ3 7825000.00000000 PA USD 7549138.15000000 1.636340846964 Long SN UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCW9 7655000.00000000 PA USD 7292882.60000000 1.580795244884 Long SN UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDQ1 5755000.00000000 PA USD 5477815.83000000 1.187363857525 Long SN UST US N 2 2026-12-31 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHD6 4475000.00000000 PA USD 4473120.86000000 0.969587551742 Long SN UST US N 2 2025-05-31 Fixed 4.25000000 N N N N N N USAA AUTO OWNER TRUST N/A 90291VAB6 21131.11000000 PA USD 21149.51000000 0.004584338823 Long ABS-MBS US Y 2 2026-07-15 Fixed 5.83000000 N N N N N N VERIZON MASTER TRUST N/A 92348KAS2 1000000.00000000 PA USD 997630.40000000 0.216244999264 Long ABS-MBS US N 2 2028-11-20 Fixed 3.40000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCQ4 1610000.00000000 PA USD 1642700.39000000 0.356069486883 Long ABS-MBS US N 2 2030-04-22 Fixed 5.34000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92537MAA8 41750.28000000 PA USD 41190.15000000 0.008928320504 Long ABS-MBS US N 2 2059-11-25 Floating 3.69200160 N N N N N N VERUS SECURITIZATION TRUST N/A 92536PAA2 15261.95000000 PA USD 14943.41000000 0.003239113086 Long ABS-MBS US N 2 2060-01-25 Floating 2.41700040 N N N N N N VERUS SECURITIZATION TRUST N/A 92538LAA9 77383.90000000 PA USD 75286.31000000 0.016318957452 Long ABS-MBS US N 2 2065-05-25 Floating 1.50199920 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAA9 180376.34000000 PA USD 159913.58000000 0.034662648601 Long ABS-MBS US Y 2 2066-01-25 Floating 0.81500040 N N N N N N VERUS SECURITIZATION TRUST N/A 92537QAE1 235284.76000000 PA USD 207990.27000000 0.045083686085 Long ABS-MBS US Y 2 2066-01-25 Floating 1.05199920 N N N N N N VERUS SECURITIZATION TRUST N/A 92538FAA2 239069.63000000 PA USD 211017.39000000 0.045739840471 Long ABS-MBS US Y 2 2066-02-25 Floating 1.03100040 N N N N N N VERUS SECURITIZATION TRUST N/A 92538BAA1 201372.58000000 PA USD 190363.08000000 0.041262840521 Long ABS-MBS US Y 2 2063-10-25 Floating 0.82000080 N N N N N N VERUS SECURITIZATION TRUST N/A 92538DAA7 353409.59000000 PA USD 325245.14000000 0.070499691128 Long ABS-MBS US Y 2 2064-02-25 Floating 0.91800000 N N N N N N VERUS SECURITIZATION TRUST N/A 92538EAA5 202767.44000000 PA USD 190116.17000000 0.041209320647 Long ABS-MBS US Y 2 2064-04-25 Floating 1.01999880 N N N N N N VFI ABS LLC N/A 92555QAA6 186385.41000000 PA USD 187947.43000000 0.040739227535 Long ABS-MBS US Y 2 2029-03-26 Fixed 7.27000000 N N N N N N VOLKSWAGEN AUTO LEASE TRUST N/A 92867UAB8 218766.14000000 PA USD 219024.02000000 0.047475346625 Long ABS-MBS US N 2 2026-01-20 Fixed 5.87000000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST N/A 92868RAA6 345415.48000000 PA USD 345508.22000000 0.074891888598 Long ABS-MBS US N 2 2025-11-20 Fixed 4.62200000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668BL5 695000.00000000 PA USD 677312.21000000 0.146813267070 Long DBT CORP DE N 2 2025-11-24 Fixed 1.25000000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC N/A 92887QAA5 183788.45000000 PA USD 183931.05000000 0.039868642507 Long ABS-MBS US Y 2 2025-09-15 Fixed 5.07300000 N N N N N N VOYA CLO N/A 92916WAA7 290187.81000000 PA USD 290281.83000000 0.062921091934 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 5.53168080 N N N N N N VOYA CLO N/A 92917KAQ7 810082.73000000 PA USD 811509.29000000 0.175901642350 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 5.50198080 N N N N N N VOYA CLO N/A 92917RAL3 1144677.56000000 PA USD 1147480.88000000 0.248726384091 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.49317160 N N N N N N VOYA FINANCIAL, INC. 549300T065Z4KJ686G75 929089AB6 309000.00000000 PA USD 305333.72000000 0.066183718997 Long DBT CORP US N 2 2026-06-15 Fixed 3.65000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925CDQ2 0.00010000 PA USD 0.00000035 0.000000000000 Long ABS-MBS US N 2 2036-03-25 Floating 4.62474000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 1025000.00000000 PA USD 1023729.28000000 0.221902156751 Long DBT CORP US N 2 2026-04-25 Fixed 3.90800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFY1 650000.00000000 PA USD 645992.65000000 0.140024482136 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94988J6H5 725000.00000000 PA USD 727389.36000000 0.157667921524 Long DBT CORP US N 2 2026-01-15 Fixed 4.81100000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94988J6B8 600000.00000000 PA USD 602112.35000000 0.130513048402 Long DBT CORP US N 2 2025-08-01 Fixed 5.55000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000GAZ7 138200.35000000 PA USD 136912.21000000 0.029676903140 Long ABS-MBS US N 2 2049-08-15 Fixed 2.51400000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000DBE0 112153.84000000 PA USD 111117.49000000 0.024085674958 Long ABS-MBS US N 2 2049-06-15 Fixed 2.91100000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000XAD9 223160.77000000 PA USD 219551.06000000 0.047589587093 Long ABS-MBS US N 2 2050-09-15 Fixed 3.21200000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95001ABB1 74687.56000000 PA USD 73686.73000000 0.015972234681 Long ABS-MBS US N 2 2050-11-15 Fixed 3.39000000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AE4 400000.00000000 PA USD 398758.42000000 0.086434329025 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043FAF0 57868.56000000 PA USD 57784.66000000 0.012525323766 Long ABS-MBS US Y 2 2026-04-15 Fixed 1.23000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 959926AD8 591048.44000000 PA USD 592309.32000000 0.128388157044 Long ABS-MBS US Y 2 2027-02-16 Fixed 5.80000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96041CAC6 76731.80000000 PA USD 76867.77000000 0.016661752555 Long ABS-MBS US Y 2 2026-10-15 Fixed 5.96000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96041AAC0 401411.18000000 PA USD 403075.95000000 0.087370190915 Long ABS-MBS US Y 2 2027-01-15 Fixed 6.23000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96041AAG1 940000.00000000 PA USD 950212.54000000 0.205966768868 Long ABS-MBS US Y 2 2027-07-15 Fixed 6.24000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043CAA8 10841.69000000 PA USD 10843.83000000 0.002350493740 Long ABS-MBS US Y 2 2025-10-15 Fixed 4.91900000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042UAB7 169377.50000000 PA USD 170049.10000000 0.036859610036 Long ABS-MBS US Y 2 2027-02-16 Fixed 5.89000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042UAB7 647290.63000000 PA USD 649857.20000000 0.140862156702 Long ABS-MBS US Y 2 2027-02-16 Fixed 5.89000000 N N N N N N WESTLAKE FLOORING MASTER TRUST N/A 96043GAA9 135000.00000000 PA USD 136113.76000000 0.029503832211 Long ABS-MBS US Y 2 2028-02-15 Fixed 5.43000000 N N N N N N WESTLAKE FLOORING MASTER TRUST N/A 96043GAE1 1840000.00000000 PA USD 1860982.44000000 0.403384005107 Long ABS-MBS US Y 2 2028-02-15 Fixed 6.07000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GAS6 569195.71000000 PA USD 574367.88000000 0.124499195080 Long ABS-MBS US Y 2 2038-04-18 Fixed 5.80000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GBG1 619393.53000000 PA USD 629925.33000000 0.136541751857 Long ABS-MBS US Y 2 2038-08-18 Fixed 6.46000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAB1 500000.00000000 PA USD 498131.34000000 0.107974267075 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457CH1 1390000.00000000 PA USD 1400440.58000000 0.303557582238 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST N/A 98164CAC3 19114.78000000 PA USD 19054.69000000 0.004130268509 Long ABS-MBS US N 2 2026-08-17 Fixed 0.44000000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST N/A 98164CAD1 1100000.00000000 PA USD 1083660.60000000 0.234892787599 Long ABS-MBS US N 2 2027-09-15 Fixed 0.64000000 N N N N N N WORLD OMNI AUTO RECEIVABLE TRUST N/A 98163VAD0 939041.52000000 PA USD 944573.32000000 0.204744419264 Long ABS-MBS US N 2 2028-02-15 Fixed 5.61000000 N N N N N N WORLD OMNI SELECT AUTO TRUST N/A 98163UAB6 43161.13000000 PA USD 43212.71000000 0.009366727840 Long ABS-MBS US N 2 2027-03-15 Fixed 5.92000000 N N N N N N 2025-02-28 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX