NPORT-P false 0000939934 XXXXXXXX S000046099 C000144225 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LIMITED DURATION BOND FUND S000046099 54930044ZQT8QBJWLR55 2025-05-31 2025-05-31 N 2207088025.71 252291466.98 1954796558.73 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 769765.35000000 USD N ICE BofA 1-3 Year US Treasury Index (USD) ML1-3YR Freddie Mac S6XOOCT0IEG5ABCC6L87 31395V3H0 298088.57000000 PA USD 297271.99000000 0.015207310892 Long DBT USGA US N 2 2034-10-15 Floating 4.81676040 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1865000.00000000 PA USD 1819508.77000000 0.093079188311 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BUX60 2700000.00000000 PA USD 2660357.52000000 0.136093830742 Long DBT USGA US N 2 2026-12-25 Fixed 3.41300000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17327FAE6 385126.78000000 PA USD 382197.78000000 0.019551793167 Long ABS-MBS US N 2 2051-03-10 Fixed 3.96200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 2515000.00000000 PA USD 2510110.94000000 0.128407783858 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N FREMONT HOME LOAN OWNER TRUST N/A 35729PNC0 1529048.50000000 PA USD 1474030.43000000 0.075405822842 Long ABS-MBS US N 2 2036-01-25 Floating 5.09919840 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178UAL6 127420.94000000 PA USD 122758.57000000 0.006279864237 Long ABS-MBS US N 2 2063-02-25 Floating 3.08800080 N N N N N N BANK N/A 06540VBA2 1963279.16330000 PA USD 1892047.47000000 0.096789993902 Long ABS-MBS US N 2 2062-11-15 Fixed 2.92900000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286FAE3 3185000.00000000 PA USD 3194490.98000000 0.163418078762 Long ABS-MBS US N 2 2029-11-15 Fixed 5.00000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374MAC2 9420000.00000000 PA USD 9436925.86000000 0.482757441834 Long ABS-MBS US Y 2 2028-11-20 Fixed 4.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCP81 39301.94000000 PA USD 39211.30000000 0.002005901832 Long DBT USGA US N 2 2027-11-25 Floating 4.80516120 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377REZ3 19080000.00000000 PA USD 18790600.28000000 0.961256054809 Long ABS-MBS US Y 2 2028-08-21 Fixed 3.83000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9EW4 357823.80000000 PA USD 352500.99000000 0.018032617687 Long DBT USGA US N 2 2042-05-25 Floating 4.78644840 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565ECP8 7395000.00000000 PA USD 7404686.86000000 0.378795779383 Long DBT CORP DE N 2 2026-08-13 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFH9 70065000.00000000 PA USD 68926443.75000000 3.526016221083 Long SN UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N SAXON ASSET SECURITIES TRUST N/A 80556AAC1 650258.82000000 PA USD 636496.35000000 0.032560746393 Long ABS-MBS US N 2 2046-10-25 Floating 4.77920160 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAC0 2030000.00000000 PA USD 1975438.84000000 0.101055981052 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AQ2 1370000.00000000 PA USD 1273849.29000000 0.065165312692 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397LAH2 4858.96000000 PA USD 4858.77000000 0.000248556300 Long DBT USGA US N 2 2038-02-25 Floating 5.08645080 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 325000.00000000 PA USD 334637.73000000 0.017118800854 Long DBT CORP US N 2 2027-10-26 Fixed 6.78700000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44933XAE7 194000.00000000 PA USD 196992.57000000 0.010077394965 Long ABS-MBS US N 2 2029-08-15 Fixed 5.31000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTL6 894726.73000000 PA USD 788373.03000000 0.040330183030 Long DBT USGA US N 2 2035-10-01 Fixed 1.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBW5 3805000.00000000 PA USD 3712714.18000000 0.189928418045 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12597BAV1 1994642.75240000 PA USD 1942506.78000000 0.099371301393 Long ABS-MBS US N 2 2052-09-15 Fixed 2.95660000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAA7 794309.22000000 PA USD 793812.78000000 0.040608460069 Long ABS-MBS US Y 2 2038-10-15 Floating 5.13198000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 1095000.00000000 PA USD 1146906.87000000 0.058671418510 Long DBT CORP US Y 2 2028-07-15 Fixed 7.05000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160KAB0 798216.11220000 PA USD 754453.67000000 0.038594996836 Long ABS-MBS US N 2 2072-12-15 Fixed 2.91400000 N N N N N N NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST N/A 63938PBX6 1895000.00000000 PA USD 1908491.83000000 0.097631225176 Long ABS-MBS US Y 2 2029-04-25 Fixed 5.79000000 N N N N N N PRPM LLC N/A 74390RAA1 8613861.72000000 PA USD 8458403.91000000 0.432699959094 Long ABS-MBS US Y 2 2055-02-25 Fixed 4.50000000 N N N N N N BROWARD CNTY FLA ARPT SYS REV N/A 114894ZP6 2360000.00000000 PA USD 2224093.50000000 0.113776213185 Long DBT MUN US N 2 2028-10-01 Fixed 2.50400000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAB2 630000.00000000 PA USD 455922.94000000 0.023323293565 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78446CAA9 632382.39000000 PA USD 614000.17000000 0.031409926892 Long ABS-MBS US N 2 2043-06-25 Floating 4.88644920 N N N N N N JAPAN TOBACCO INC. 353800Z0ENYBQO0XRJ31 471105AC0 915000.00000000 PA USD 923520.75000000 0.047243829332 Long DBT NUSS JP N 2 2028-05-15 Fixed 4.85000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 2375000.00000000 PA USD 2307642.91000000 0.118050285063 Long DBT NUSS GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDJ4 9175000.00000000 PA USD 9291272.94000000 0.475306389225 Long ABS-MBS US N 2 2029-05-15 Fixed 4.93000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16159YAE0 2437086.22000000 PA USD 2425729.40000000 0.124091143355 Long ABS-MBS US Y 2 2055-10-25 Floating 5.50000080 N N N N N N APIDOS CLO N/A 03765XAG1 580114.48000000 PA USD 580232.82000000 0.029682516955 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.59108080 N N N N N N VOYA CLO N/A 92915UAG9 247042.67000000 PA USD 247001.66000000 0.012635670903 Long ABS-CBDO CORP KY Y 2 2030-06-07 Floating 5.49771120 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST N/A 617944AF0 1679501.83000000 PA USD 1673004.68000000 0.085584593063 Long ABS-MBS US Y 2 2055-03-25 Floating 5.50000080 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 2215000.00000000 PA USD 2218843.29000000 0.113507632295 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 1420684.43000000 PA USD 1284469.21000000 0.065708587641 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65479XAG7 3935000.00000000 PA USD 3963480.35000000 0.202756667045 Long ABS-MBS US N 2 2029-06-15 Fixed 5.11000000 N N N N N N APIDOS CLO N/A 03768RAQ9 1492729.74600000 PA USD 1492989.48000000 0.076375696147 Long ABS-CBDO CORP KY Y 2 2033-01-20 Floating 5.36946840 N N N N N N United States of America N/A N/A -251.00000000 NC USD -28249265.63000000 -1.44512560674 N/A DIR US N 1 US 10YR ULTRA FUT SEP25 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2025 2025-09-22 -27866252.93000000 USD -383012.70000000 N N N BANK N/A 06035RAP1 297506.20000000 PA USD 293525.60000000 0.015015659746 Long ABS-MBS US N 2 2060-09-15 Fixed 4.12800000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59981AAC0 1739061.56940000 PA USD 1687411.44000000 0.086321588426 Long ABS-MBS US N 2 2069-10-25 Floating 3.25000080 N N N N N N PRPM LLC N/A 693581AA8 2483372.69170000 PA USD 2426553.62000000 0.124133307333 Long ABS-MBS US Y 2 2054-01-25 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 2455000.00000000 PA USD 2454636.49000000 0.125569920769 Long DBT NUSS GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 10615000.00000000 PA USD 10735776.41000000 0.549201724448 Long DBT NUSS GB N 2 2028-01-05 Fixed 5.46200000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GBY4 2500000.00000000 PA USD 2464714.10000000 0.126085453189 Long DBT CORP US N 2 2026-12-18 Fixed 3.45000000 N N N N N N BPR TRUST N/A 05592DAA2 2755000.00000000 PA USD 2754139.06000000 0.140891339699 Long ABS-MBS US Y 2 2037-04-15 Floating 6.22671120 N N N N N N ARI FLEET LEASE TRUST N/A 04033GAC1 2424000.00000000 PA USD 2469258.50000000 0.126317927508 Long ABS-MBS US Y 2 2032-07-15 Fixed 5.89000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74332VAA3 1702393.53000000 PA USD 1649153.22000000 0.084364442562 Long ABS-MBS US Y 2 2027-04-17 Fixed 2.95000000 N N N N N N GWT COMMERCIAL MORTGAGE TRUST N/A 362414AA2 1478000.00000000 PA USD 1478000.00000000 0.075608891032 Long ABS-MBS US Y 2 2041-05-15 Floating 6.01994880 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12636LAZ3 1431.27000000 PA USD 1427.78000000 0.000073039825 Long ABS-MBS US N 2 2048-11-15 Fixed 3.53250000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAE0 3478125.00000000 PA USD 3467063.87000000 0.177361877097 Long ABS-MBS US N 2 2045-10-25 Fixed 4.47400000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042XAE5 2940000.00000000 PA USD 2942852.98000000 0.150545230236 Long ABS-MBS US Y 2 2028-01-18 Fixed 5.41000000 N N N N N N MORGAN STANLEY ABS CAPITAL I, INC. N/A 61744CZD1 421116.02000000 PA USD 411699.99000000 0.021061014669 Long ABS-MBS US N 2 2036-03-25 Floating 4.97919960 N N N N N N AMERIQUEST MORTGAGE SECURITIES INC N/A 03072SK38 2790000.00000000 PA USD 2701260.70000000 0.138186282758 Long ABS-MBS US N 2 2035-09-25 Floating 5.35420080 N N N N N N BHMS MORTGAGE TRUST N/A 05549GAJ0 3690000.00000000 PA USD 3685235.47000000 0.188522711150 Long ABS-MBS US N 2 2035-07-15 Floating 6.52570920 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36263LAG4 2219889.59000000 PA USD 2186703.57000000 0.111863485754 Long ABS-MBS US Y 2 2027-07-15 Fixed 1.48000000 N N N N N N PFS FINANCING CORP. N/A 69335PFE0 750000.00000000 PA USD 755132.78000000 0.038629737535 Long ABS-MBS US Y 2 2029-02-15 Fixed 4.95000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDH3 19539000.00000000 PA USD 19417946.13000000 0.993348696225 Long ABS-MBS US N 2 2030-08-20 Fixed 4.67000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050668 10175000.00000000 PA USD 9847936.53000000 0.503783193500 Long DBT US N 2 2038-06-01 Fixed 5.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 640000.00000000 PA USD 631741.41000000 0.032317501643 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWL4 14620000.00000000 PA USD 14352788.51000000 0.734234385972 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941UAA1 1230327.10000000 PA USD 1135210.02000000 0.058073051895 Long ABS-MBS US N 2 2069-09-16 Fixed 1.17000000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAA6 3450000.00000000 PA USD 3315392.04000000 0.169602919812 Long ABS-MBS US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KV2 11190000.00000000 PA USD 11336926.71000000 0.579954300582 Long DBT CORP US N 2 2027-02-23 Fixed 5.00400000 N N N N N N ROCKFORD TOWER CLO N/A 77342KAA8 1135994.99000000 PA USD 1136597.07000000 0.058144008128 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.69108160 N N N N N N CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 12512JAT1 254765.28000000 PA USD 252860.45000000 0.012935384445 Long ABS-MBS US N 2 2051-08-15 Fixed 4.21300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 4689000.00000000 PA USD 4549755.03000000 0.232748262712 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBL5 1500000.00000000 PA USD 1497512.22000000 0.076607062423 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 580000.00000000 PA USD 577843.36000000 0.029560281217 Long DBT CORP DE N 2 2025-12-15 Fixed 4.25000000 N N N N N N BARINGS CLO LTD N/A 06760XAL8 2629325.33000000 PA USD 2629367.40000000 0.134508493390 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.40609840 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNER TRUST N/A 65341KBZ8 14550000.00000000 PA USD 14702680.43000000 0.752133533504 Long ABS-MBS US Y 2 2029-03-15 Fixed 5.12000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BS2S3 5356274.83000000 PA USD 5332078.93000000 0.272768995125 Long DBT USGA US N 2 2054-07-25 Floating 5.62196880 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20755CAA6 1616244.60000000 PA USD 1622305.52000000 0.082991015753 Long ABS-MBS US Y 2 2043-10-25 Floating 5.82197040 N N N N N N OCTAGON LIMITED N/A 675943AA2 2000000.00000000 PA USD 1993838.00000000 0.101997212502 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.25947040 N N N N N N NYC TRUST N/A 62956HAA4 1300000.00000000 PA USD 1305434.00000000 0.066781067020 Long ABS-MBS US Y 2 2029-08-15 Floating 6.31964880 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNG2 1925000.00000000 PA USD 1928759.76000000 0.098668055833 Long SN UST US N 2 2030-05-31 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYA6 515000.00000000 PA USD 502037.69000000 0.025682349795 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 06405LAH4 990000.00000000 PA USD 998526.64000000 0.051080847034 Long DBT CORP US N 2 2029-04-20 Fixed 4.72900000 N N N N N N GREENWOOD PARK CLO, LTD N/A 39729RAB4 480002.54000000 PA USD 480225.74000000 0.024566532913 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.52771000 N N N N N N CEDAR FUNDING LTD N/A 15032FAL0 2090285.80000000 PA USD 2089986.89000000 0.106915826133 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 5.34947040 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBR6 2000000.00000000 PA USD 1908441.62000000 0.097628656622 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABR5 2705000.00000000 PA USD 2658533.73000000 0.136000532542 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAE5 310000.00000000 PA USD 292309.70000000 0.014953458900 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980YAB1 259020.05000000 PA USD 253422.24000000 0.012964123497 Long ABS-MBS US N 2 2066-04-25 Floating 3.47253480 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCX1 8055000.00000000 PA USD 8067082.50000000 0.412681435516 Long DBT CORP US N 2 2028-08-03 Floating 5.10505920 N N N N N N ROCKFORD TOWER CLO N/A 77341GAS9 2848554.75000000 PA USD 2850634.19000000 0.145827665660 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 5.45199120 N N N N N N WB COMMERCIAL MORTGAGE TRUST N/A 92943PAA9 1600000.00000000 PA USD 1603876.64000000 0.082048263940 Long ABS-MBS US Y 2 2040-03-15 Floating 5.93650080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396H5M7 59434.69000000 PA USD 59281.18000000 0.003032601000 Long DBT USGA US N 2 2036-01-15 Floating 4.74675840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S4JM0 3869.40000000 PA USD 3910.37000000 0.000200039742 Long DBT USGA US N 2 2037-03-01 Floating 6.48500040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NGS9 108028.82000000 PA USD 107070.39000000 0.005477316272 Long DBT USGA US N 2 2036-04-15 Floating 4.74675840 N N N N N N GS MORTGAGE SECURITIES CORP. N/A 38144RAC1 135266.37000000 PA USD 132975.30000000 0.006802513509 Long ABS-MBS US N 2 2037-08-25 Floating 5.33919960 N N N N N N EXTENDED STAY AMERICA TRUST N/A 30227FAA8 943500.57000000 PA USD 943500.57000000 0.048265921371 Long ABS-MBS US Y 2 2038-07-15 Floating 5.52348000 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W4S6 9490000.00000000 PA USD 9616788.68000000 0.491958543565 Long DBT CORP US N 2 2027-04-09 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYF3 522664.86000000 PA USD 496564.25000000 0.025402349302 Long DBT USGA US N 2 2031-04-01 Fixed 2.00000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFM9 10825000.00000000 PA USD 10909486.74000000 0.558088088055 Long DBT CORP US N 2 2027-02-05 Fixed 4.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMY4 14877000.00000000 PA USD 14831090.47000000 0.758702505576 Long SN UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971XMF2 820000.00000000 PA USD 797788.58000000 0.040811846963 Long DBT MUN US N 2 2026-11-01 Fixed 2.31000000 N N N N N N APIDOS CLO N/A 03764DAM3 2187647.96000000 PA USD 2187002.60000000 0.111878782998 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.33610000 N N N N N N SEACUBE CONTAINER CLIF N/A 12563LAS6 3245000.00220000 PA USD 3000227.06000000 0.153480271212 Long ABS-MBS US Y 2 2045-10-18 Fixed 2.07000000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAC2 640000.00000000 PA USD 641646.13000000 0.032824189664 Long DBT CORP US N 2 2028-03-17 Fixed 4.80000000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 59333P6A1 370000.00000000 PA USD 365953.87000000 0.018720816156 Long DBT MUN US N 2 2025-10-01 Fixed 1.22900000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBR9 13515000.00000000 PA USD 13495246.75000000 0.690365792272 Long DBT CORP US N 2 2026-09-25 Fixed 4.45000000 N N N N N N SABEY DATA CENTER ISSUER, LLC N/A 78520EAB2 1682000.00000000 PA USD 1615522.65000000 0.082644029773 Long ABS-MBS US Y 2 2046-06-20 Fixed 1.88100000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17309PAS5 1190500.99000000 PA USD 1151685.90000000 0.058915895613 Long ABS-MBS US N 2 2036-09-25 Floating 4.72920120 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 5078000.00000000 PA USD 4976458.69000000 0.254576808403 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAZ9 1270000.00000000 PA USD 1282753.34000000 0.065620810220 Long DBT NUSS US N 2 2028-02-01 Fixed 5.12500000 N N N N N N Government National Mortgage Association 2 N/A 21H050664 8925000.00000000 PA USD 8657206.00000000 0.442869922260 Long DBT USGA US N 2 2055-06-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040669 9600000.00000000 PA USD 8794261.92000000 0.449881184859 Long DBT USGA US N 2 2055-06-15 Fixed 4.00000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LCB3 14260000.00000000 PA USD 14351974.72000000 0.734192755553 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 1000000.00000000 PA USD 1001645.00000000 0.051240370540 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394FUN3 364403.84000000 PA USD 360945.32000000 0.018464597678 Long DBT USGA US N 2 2035-10-25 Floating 4.76645040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAU5 88610000.00000000 PA USD 81760031.42000000 4.182534036847 Long SN UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N TIAA CLO LTD N/A 88631YAL1 2161175.74000000 PA USD 2160981.23000000 0.110547628107 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 5.40947160 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328FAX3 1911704.89190000 PA USD 1846417.68000000 0.094455746392 Long ABS-MBS US N 2 2056-08-10 Fixed 2.71980000 N N N N N N CARBONE CLO N/A 141312AA6 762960.85000000 PA USD 763402.60000000 0.039052790255 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.67108000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEX3 7965000.00000000 PA USD 8024336.62000000 0.410494717936 Long DBT CORP US N 2 2027-01-16 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXLS5 314632.21000000 PA USD 314101.68000000 0.016068254192 Long DBT USGA US N 2 2027-08-25 Floating 4.75516080 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 900000.00000000 PA USD 874541.82000000 0.044738252484 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922F5T1 745272.08000000 PA USD 712156.96000000 0.036431257095 Long ABS-MBS US N 2 2045-11-25 Floating 4.95920160 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 32029AAA5 1323460.42000000 PA USD 1271034.45000000 0.065021316122 Long ABS-MBS US N 2 2037-12-25 Floating 4.65919920 N N N N N N RCKT MORTGAGE TRUST N/A 74938KAA5 8419548.76000000 PA USD 8484861.73000000 0.434053441116 Long ABS-MBS US Y 2 2044-08-25 Fixed 5.84600000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEW7 110980000.00000000 PA USD 109588415.12000000 5.606128915594 Long SN UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N CROSS MORTGAGE TRUST N/A 227919AA5 1818941.06000000 PA USD 1808066.34000000 0.092493836861 Long ABS-MBS US Y 2 2069-09-25 Floating 5.12899920 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 600000.00000000 PA USD 602614.15000000 0.030827461165 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668CK6 12540000.00000000 PA USD 12542526.31000000 0.641628217217 Long DBT CORP DE N 2 2026-08-14 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMVM2 1242828.71000000 PA USD 1188707.36000000 0.060809773512 Long DBT USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83406TAB8 1604874.60000000 PA USD 1538030.61000000 0.078679830038 Long ABS-MBS US N 2 2046-05-15 Fixed 2.54000000 N N N N N N Government National Mortgage Association 2 N/A 21H040665 4900000.00000000 PA USD 4486393.84000000 0.229506943828 Long DBT USGA US N 2 2055-06-15 Fixed 4.00000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAP6 580000.00000000 PA USD 545096.63000000 0.027885082340 Long DBT NUSS IE N 2 2028-02-21 Fixed 2.75000000 N N N N N N RCKT MORTGAGE TRUST N/A 749424AA5 1603587.67020000 PA USD 1610388.49000000 0.082381385561 Long ABS-MBS US Y 2 2044-02-25 Floating 6.02499960 N N N N N N Government National Mortgage Association N/A 38378FRB8 1398913.70000000 PA USD 1272732.80000000 0.065108197286 Long DBT USGA US N 2 2042-07-20 Fixed 2.00000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAV7 255000.00000000 PA USD 247144.58000000 0.012642982150 Long DBT NUSS IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N ELM TRUST N/A 26860XAA9 6650000.00000000 PA USD 6717518.12000000 0.343642825131 Long ABS-MBS US Y 2 2039-06-10 Floating 5.80087080 N N N N N N PACCAR FINANCIAL CORP. PH3S12DWZBHHQKVYZ297 69371RT55 8315000.00000000 PA USD 8359910.56000000 0.427661411754 Long DBT CORP US N 2 2026-11-25 Fixed 4.50000000 N N N N N N MF1 LTD N/A 58003UAA6 460998.62000000 PA USD 461075.61000000 0.023586884678 Long ABS-CBDO CORP US Y 2 2035-12-15 Floating 6.14319120 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 06405LAH4 6550000.00000000 PA USD 6606413.64000000 0.337959140069 Long DBT CORP US N 2 2029-04-20 Fixed 4.72900000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNER TRUST N/A 65341KCD6 4400000.00000000 PA USD 4364463.40000000 0.223269443590 Long ABS-MBS US Y 2 2029-09-15 Fixed 4.87000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042467 20850000.00000000 PA USD 20535791.96000000 1.050533461821 Long DBT USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N UBER TECHNOLOGIES, INC. 549300B2FTG34FILDR98 90353TAN0 1328000.00000000 PA USD 1309121.55000000 0.066969708134 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89179YAR4 1553603.38000000 PA USD 1441350.72000000 0.073734052454 Long ABS-MBS US Y 2 2061-11-25 Floating 2.25000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03065WAF2 3000000.00000000 PA USD 3018363.90000000 0.154408083363 Long ABS-MBS US N 2 2028-04-18 Fixed 5.32000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90353DAV7 167166.91000000 PA USD 165771.48000000 0.008480242062 Long ABS-MBS US N 2 2051-08-15 Fixed 4.15190000 N N N N N N NEW YORK ST URBAN DEV CORP ST SALES TAX REV N/A 64985TDG3 1800000.00000000 PA USD 1613684.34000000 0.082549988784 Long DBT MUN US N 2 2030-03-15 Fixed 2.01000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 1220000.00000000 PA USD 1235769.23000000 0.063217280820 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N BANK N/A 06540XBE0 1474255.89300000 PA USD 1425278.75000000 0.072911871244 Long ABS-MBS US N 2 2062-11-15 Fixed 2.89700000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAN7 1230000.00000000 PA USD 1194917.60000000 0.061127465907 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032468 11100000.00000000 PA USD 10598653.85000000 0.542187052799 Long DBT USGA US N 2 2040-06-15 Fixed 3.50000000 N N N N N N DRYDEN CLO LTD N/A 26252NAW9 2545833.03000000 PA USD 2545120.20000000 0.130198725214 Long ABS-CBDO CORP KY Y 2 2032-05-15 Floating 5.42633040 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276CAD3 5206350.71150000 PA USD 5066479.50000000 0.259181932635 Long ABS-MBS US N 2 2050-08-15 Fixed 3.22500000 N N N N N N AMMC CLO LIMITED N/A 00175MBN9 56006.49000000 PA USD 55997.81000000 0.002864636207 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 5.63771160 N N N N N N Government National Mortgage Association N/A 38378XUK5 988436.05000000 PA USD 953979.66000000 0.048801991989 Long DBT USGA US N 2 2054-10-16 Floating 3.15000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJA3 4310000.00000000 PA USD 4372692.40000000 0.223690408112 Long ABS-MBS US Y 2 2029-04-15 Fixed 5.29000000 N N N N N N BANC OF AMERICA FUNDING TRUST N/A 05969KBB8 1408993.33000000 PA USD 1407542.77000000 0.072004565575 Long ABS-MBS US N 2 2036-07-26 Floating 4.70108880 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89179JAA4 896260.40000000 PA USD 808914.72000000 0.041381018213 Long ABS-MBS US Y 2 2060-10-25 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMZ1 50000.00000000 PA USD 49800.78000000 0.002547619586 Long SN UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N Government National Mortgage Association 2 N/A 36180AB85 3172911.86000000 PA USD 2994992.48000000 0.153212489894 Long DBT USGA US N 2 2054-10-20 Fixed 4.50000000 N N N N N N ITC HOLDINGS CORP. 549300HTO5U9D3SLE207 465685AR6 2100000.00000000 PA USD 2113406.86000000 0.108113903237 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2H4 10800000.00000000 PA USD 10847899.62000000 0.554937523884 Long DBT NUSS CA N 2 2027-09-15 Fixed 4.69300000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505709AC9 2500000.00000000 PA USD 2500358.25000000 0.127908873116 Long ABS-MBS US N 2 2029-03-15 Fixed 4.52000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAM3 1920000.00000000 PA USD 1942550.02000000 0.099373513388 Long ABS-MBS US N 2 2030-03-15 Fixed 5.04000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935BAA1 1142109.28000000 PA USD 1069057.69000000 0.054688948843 Long ABS-MBS US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 1736000.00000000 PA USD 1697965.35000000 0.086861486553 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBRJ9 1275799.60000000 PA USD 1228346.82000000 0.062837578392 Long DBT USGA US N 2 2034-09-01 Fixed 3.50000000 N N N N N N J.P. MORGAN MORTGAGE ACQUISITION CORPORATION N/A 46630CAF1 2921316.13000000 PA USD 2856763.81000000 0.146141233840 Long ABS-MBS US N 2 2037-05-25 Floating 4.66920000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LW9 11115000.00000000 PA USD 10938241.16000000 0.559559055450 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 1380000.00000000 PA USD 1333238.05000000 0.068203417079 Long DBT NUSS GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AE7 2180000.00000000 PA USD 2198792.91000000 0.112481930673 Long ABS-MBS US Y 2 2028-09-15 Fixed 5.58000000 N N N N N N NEW JERSEY ST TRANSN TR FD AUTH N/A 64613CEZ7 9010000.00000000 PA USD 9030810.40000000 0.461982110602 Long DBT MUN US N 2 2026-06-15 Fixed 4.60800000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDQ1 45075000.00000000 PA USD 43201570.31000000 2.210028972941 Long SN UST US N 2 2026-12-31 Fixed 1.25000000 N N N N N N UBS AG 254900R882POXXVAK772 90261AAD4 12365000.00000000 PA USD 12426320.26000000 0.635683555125 Long DBT CORP CH N 2 2028-01-10 Fixed 4.86400000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKJ7 14860000.00000000 PA USD 14362652.89000000 0.734739010351 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 1000000.00000000 PA USD 971456.23000000 0.049696027223 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12648PEN3 365350.05000000 PA USD 356683.84000000 0.018246596476 Long ABS-MBS US N 2 2036-11-27 Floating 7.20631080 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST N/A 78436XAC1 12900000.00000000 PA USD 12916973.82000000 0.660783535878 Long ABS-MBS US Y 2 2030-06-20 Fixed 4.55000000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 07389MAB3 1747728.31000000 PA USD 1727109.83000000 0.088352407941 Long ABS-MBS US N 2 2036-11-25 Floating 4.73919840 N N N N N N FS TRUST N/A 30338DAA9 1450000.00000000 PA USD 1449093.75000000 0.074130156589 Long ABS-MBS US Y 2 2039-08-15 Floating 6.13981080 N N N N N N ELM TRUST N/A 26860XAG6 400000.00000000 PA USD 402765.08000000 0.020603938461 Long ABS-MBS US Y 2 2039-06-10 Floating 5.99520960 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEA0 6785000.00000000 PA USD 6833410.30000000 0.349571430821 Long DBT CORP US N 2 2028-01-23 Fixed 5.04000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAN2 1055000.00000000 PA USD 1055426.92000000 0.053991650194 Long DBT NUSS IE N 2 2030-04-01 Fixed 5.10000000 N N N N N N TRINITY RAIL LEASING LLC N/A 89656YAA3 1447139.50000000 PA USD 1385007.58000000 0.070851750470 Long ABS-MBS US Y 2 2050-11-19 Fixed 1.83000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST N/A 14041NGE5 4500000.00000000 PA USD 4470586.20000000 0.228698284741 Long ABS-MBS US N 2 2029-09-15 Fixed 3.92000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 245000.00000000 PA USD 240322.28000000 0.012293979080 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUMR7 6097.95000000 PA USD 6095.24000000 0.000311809429 Long DBT USGA US N 2 2040-01-15 Floating 4.69676160 N N N N N N BANK N/A 06540BBA6 2275043.85000000 PA USD 2196263.86000000 0.112352554039 Long ABS-MBS US N 2 2052-10-17 Fixed 2.80800000 N N N N N N TESLA SUSTAINABLE ENERGY TRUST N/A 88164AAB0 9789947.54000000 PA USD 9793110.67000000 0.500978509823 Long ABS-MBS US Y 2 2050-06-21 Fixed 5.08000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAT9 5360000.00000000 PA USD 5373978.88000000 0.274912438125 Long DBT CORP US N 2 2026-12-30 Fixed 5.05000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHC1 5735000.00000000 PA USD 5838955.48000000 0.298698882700 Long ABS-MBS US Y 2 2028-04-20 Fixed 5.78000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAB3 1165000.00000000 PA USD 1148123.30000000 0.058733646469 Long DBT CORP US N 2 2028-02-07 Fixed 3.44200000 N N N N N N Government National Mortgage Association 2 N/A 36225FBF5 54071.49000000 PA USD 54936.57000000 0.002810347181 Long DBT USGA US N 2 2041-02-20 Floating 4.62499920 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007GZ71 1071754.65000000 PA USD 1080755.14000000 0.055287346152 Long ABS-MBS US Y 2 2032-05-17 Fixed 6.31500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395DAM1 62600.58000000 PA USD 62001.77000000 0.003171776097 Long DBT USGA US N 2 2036-05-25 Floating 4.73645160 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26244KAQ9 1000000.00000000 PA USD 1000950.00000000 0.051204816968 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.81771160 N N N N N N HUNTINGTON AUTO TRUST N/A 44644NAG4 1360494.57000000 PA USD 1368179.19000000 0.069990873673 Long ABS-MBS US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N Government National Mortgage Association 2 N/A 21H052660 5800000.00000000 PA USD 5758085.89000000 0.294561900279 Long DBT USGA US N 2 2055-06-15 Fixed 5.50000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609CAA5 342986.44000000 PA USD 341700.24000000 0.017480092159 Long ABS-MBS US Y 2 2036-10-15 Floating 5.17348080 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PAQ1 13315000.00000000 PA USD 13158777.50000000 0.673153297780 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 12960000.00000000 PA USD 13661633.53000000 0.698877510756 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N GOLDEN CREDIT CARD TRUST N/A 380881FC1 12209000.00000000 PA USD 11687259.37000000 0.597875994706 Long ABS-MBS US Y 2 2028-08-15 Fixed 1.44000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCQ4 8675000.00000000 PA USD 8834465.59000000 0.451937852588 Long ABS-MBS US N 2 2030-04-22 Fixed 5.34000000 N N N N N N NRTH MORTGAGE TRUST N/A 67021HAA4 663000.00000000 PA USD 664283.90000000 0.033982252374 Long ABS-MBS US Y 2 2039-03-15 Floating 5.97000960 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DP7 1325000.00000000 PA USD 1361918.59000000 0.069670605051 Long DBT CORP US N 2 2027-05-01 Fixed 6.25900000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAQ1 2505000.00000000 PA USD 2435108.55000000 0.124570945202 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971X3E6 3000000.00000000 PA USD 3059563.20000000 0.156515683759 Long DBT MUN US N 2 2028-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032666 6975000.00000000 PA USD 6181748.87000000 0.316234896280 Long DBT USGA US N 2 2055-06-15 Fixed 3.50000000 N N N N N N VERIZON MASTER TRUST N/A 92348KBS1 9780000.00000000 PA USD 9851010.62000000 0.503940452320 Long ABS-MBS US N 2 2029-06-20 Fixed 5.16000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST N/A 89231EAA1 8360000.00000000 PA USD 8260837.86000000 0.422593227060 Long ABS-MBS US N 2 2035-04-25 Fixed 3.82000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162MAV0 5174633.01000000 PA USD 4790631.77000000 0.245070605869 Long ABS-MBS US N 2 2053-03-15 Fixed 2.21080000 N N N N N N DT AUTO OWNER TRUST N/A 26253WAG3 1310662.09000000 PA USD 1289191.48000000 0.065950161117 Long ABS-MBS US Y 2 2027-09-15 Fixed 1.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9VD0 687755.54000000 PA USD 665229.28000000 0.034030614440 Long DBT USGA US N 2 2033-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38378BCZ0 303571.74000000 PA USD 292419.12000000 0.014959056414 Long DBT USGA US N 2 2049-07-16 Floating 3.48800040 N N N N N N RCKT MORTGAGE TRUST N/A 74935WAA2 337642.32000000 PA USD 339098.30000000 0.017346986748 Long ABS-MBS US Y 2 2043-06-25 Floating 6.51499920 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 683715AF3 1610000.00000000 PA USD 1658060.11000000 0.084820085373 Long DBT NUSS CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N VOYA CLO N/A 92917RAL3 1806771.48000000 PA USD 1808334.34000000 0.092507546727 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.46946920 N N N N N N U S BANK NATIONAL ASSOCIATION N/A 90357PAV6 758226.15000000 PA USD 767235.70000000 0.039248877156 Long ABS-MBS US Y 2 2032-08-25 Fixed 6.78900000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46646GAA5 1334000.00000000 PA USD 1295491.96000000 0.066272469849 Long ABS-MBS US N 2 2038-09-06 Floating 2.85410160 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12650EAJ6 367829.16000000 PA USD 366502.33000000 0.018748873296 Long ABS-MBS US N 2 2046-11-27 Floating 3.83213160 N N N N N N RCKT MORTGAGE TRUST N/A 749427AA8 13391520.15000000 PA USD 13473136.11000000 0.689234695540 Long ABS-MBS US Y 2 2045-01-25 Fixed 5.65300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040461 14600000.00000000 PA USD 14131090.05000000 0.722893131098 Long DBT USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAA2 815000.00000000 PA USD 814490.63000000 0.041666260683 Long ABS-MBS US N 2 2037-12-15 Floating 5.69599920 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043LAC4 2920000.00000000 PA USD 2924918.74000000 0.149627782335 Long ABS-MBS US Y 2 2029-06-15 Fixed 4.58000000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732VAA4 863924.26000000 PA USD 826142.95000000 0.042262349312 Long ABS-MBS US Y 2 2026-12-17 Fixed 2.30200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9VK8 850398.29000000 PA USD 826361.85000000 0.042273547408 Long DBT USGA US N 2 2035-02-01 Fixed 3.00000000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAP5 625000.00000000 PA USD 621945.80000000 0.031816395277 Long DBT CORP GB N 2 2025-12-15 Fixed 3.85000000 N N N N N N RCKT MORTGAGE TRUST N/A 749414AA6 12037275.46000000 PA USD 11978283.18000000 0.612763672337 Long ABS-MBS US Y 2 2044-10-25 Fixed 5.15800000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LBH5 2925000.00000000 PA USD 3044679.01000000 0.155754264882 Long DBT CORP US N 2 2028-10-02 Fixed 5.73700000 N N N N N N VERIZON MASTER TRUST N/A 92348KDT7 4660000.00000000 PA USD 4675957.24000000 0.239204290549 Long ABS-MBS US N 2 2031-01-21 Fixed 4.94000000 N N N N N N TEXTAINER MARINE CONTAINERS LIMITED N/A 88315LAG3 1385556.74410000 PA USD 1285181.47000000 0.065745024169 Long ABS-MBS BM N 2 2045-09-20 Fixed 2.10000000 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 32028GAE5 300826.72000000 PA USD 301245.53000000 0.015410582173 Long ABS-MBS US N 2 2036-11-25 Floating 4.59920160 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 48129RAZ8 1000536.77150000 PA USD 965018.92000000 0.049366718786 Long ABS-MBS US N 2 2052-11-13 Fixed 2.98150000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BR5 970000.00000000 PA USD 998083.71000000 0.051058188410 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPHF5 332135.93000000 PA USD 332245.93000000 0.016996445410 Long DBT USGA US N 2 2026-07-25 Floating 4.95515880 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJX1 2000000.00000000 PA USD 1919373.54000000 0.098187892311 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H1LS3 28057.26000000 PA USD 27811.30000000 0.001422720941 Long DBT USGA US N 2 2026-06-25 Fixed 0.68100000 N N N N N N DLLAA LLC N/A 233249AC5 6300000.00000000 PA USD 6368542.11000000 0.325790532091 Long ABS-MBS US Y 2 2029-09-20 Fixed 4.95000000 N N N N N N T-MOBILE US TRUST N/A 87268CAA5 12280000.00000000 PA USD 12256209.96000000 0.626981355438 Long ABS-MBS US Y 2 2029-05-21 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMT29 392784.62000000 PA USD 378164.98000000 0.019345490368 Long DBT USGA US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASV27 224659.16000000 PA USD 224572.19000000 0.011488264034 Long DBT USGA US N 2 2032-08-15 Floating 4.84675920 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537AV3 550000.00000000 PA USD 566009.96000000 0.028954929221 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RDQ5 241622.70000000 PA USD 240557.39000000 0.012306006419 Long DBT USGA US N 2 2040-05-25 Floating 4.98645000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 59333PV62 2000000.00000000 PA USD 1934537.60000000 0.098963628279 Long DBT MUN US N 2 2027-10-01 Fixed 2.85400000 N N N N N N JERSEY MIKES FUNDING LLC N/A 476681AA9 987500.00000000 PA USD 977997.19000000 0.050030638003 Long ABS-MBS US N 2 2050-02-15 Fixed 4.43300000 N N N N N N Government National Mortgage Association N/A 38379KVD7 245640.71000000 PA USD 244762.30000000 0.012521113714 Long DBT USGA US N 2 2041-10-16 Floating 3.31279920 N N N N N N Government National Mortgage Association N/A 38378ACT6 233007.27000000 PA USD 229246.42000000 0.011727379965 Long DBT USGA US N 2 2041-04-20 Floating 4.78886040 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AF8 1690000.00000000 PA USD 1778541.77000000 0.090983471505 Long DBT CORP US N 2 2028-11-15 Fixed 6.75000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BS7 1500000.00000000 PA USD 1503115.58000000 0.076893709132 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941HAA0 1906286.24850000 PA USD 1787739.07000000 0.091453970594 Long ABS-MBS US N 2 2069-05-15 Fixed 1.69000000 N N N N N N United States of America N/A N/A -80.00000000 NC USD -8655000.00000000 -0.44275707164 N/A DIR US N 1 US 5YR NOTE (CBT) SEP25 N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2025 2025-10-03 -8626116.56000000 USD -28883.44000000 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844TAG2 1194578.02000000 PA USD 1189360.94000000 0.060843208194 Long ABS-MBS US N 2 2026-09-15 Fixed 2.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DP2 2465000.00000000 PA USD 2510069.96000000 0.128405687476 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N FRESB MORTGAGE TRUST N/A 30306RAM0 722564.98000000 PA USD 698564.19000000 0.035735902382 Long ABS-MBS US N 2 2028-04-25 Floating 3.32577720 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 15105000.00000000 PA USD 15046501.05000000 0.769722096286 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N RCKT MORTGAGE TRUST N/A 749421AA1 11771857.45800000 PA USD 11785564.61000000 0.602904919049 Long ABS-MBS US Y 2 2044-11-25 Fixed 5.48955000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 390467.24000000 PA USD 363159.21000000 0.018577851919 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N MVW OWNER TRUST N/A 55389TAA9 1087041.96000000 PA USD 1037144.34000000 0.053056382535 Long ABS-MBS US Y 2 2041-01-22 Fixed 1.14000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64953BBF4 5834000.00000000 PA USD 5913207.52000000 0.302497336287 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N INDEPENDENCE PLAZA TRUST N/A 45378YAA2 1310000.00000000 PA USD 1303446.73000000 0.066679405802 Long ABS-MBS US N 2 2035-07-10 Fixed 3.76300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395NXU6 309549.30000000 PA USD 307309.37000000 0.015720785297 Long DBT USGA US N 2 2036-07-25 Floating 4.86645120 N N N N N N ONE NEW YORK PLAZA TRUST N/A 68249DAA7 952000.00000000 PA USD 924035.00000000 0.047270136417 Long ABS-MBS US Y 2 2036-01-15 Floating 5.39348040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEJN1 336245.98000000 PA USD 334153.89000000 0.017094049429 Long DBT USGA US N 2 2028-01-25 Floating 4.70516040 N N N N N N NEW CENTURY HOME EQUITY LOAN TRUST N/A 64352VQR5 1248979.62000000 PA USD 1249215.05000000 0.063905118127 Long ABS-MBS US N 2 2036-05-25 Floating 4.79919960 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 592179KF1 2000000.00000000 PA USD 2031847.80000000 0.103941650138 Long DBT CORP US N 2 2028-01-06 Fixed 5.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAS8 748000.00000000 PA USD 750069.78000000 0.038370733601 Long DBT CORP US N 2 2025-12-01 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYZK5 2164000.00000000 PA USD 2029410.67000000 0.103816975783 Long DBT USGA US N 2 2028-03-25 Fixed 1.76000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03063FAF1 1171000.00000000 PA USD 1168785.76000000 0.059790659789 Long ABS-MBS US N 2 2026-12-18 Fixed 1.21000000 N N N N N N BXP TRUST N/A 05607CAL3 710000.00000000 PA USD 600735.40000000 0.030731351419 Long ABS-MBS US N 2 2037-08-13 Floating 3.55150080 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05608KAA8 274320.08000000 PA USD 274148.63000000 0.014024407234 Long ABS-MBS US Y 2 2038-05-15 Floating 5.09581080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LGY8 144971.84000000 PA USD 144854.25000000 0.007410195672 Long DBT USGA US N 2 2032-03-15 Floating 5.09676120 N N N N N N DELL INTERNATIONAL L.L.C. 254900ZARLSVK41DKO78 24703TAL0 910000.00000000 PA USD 914179.10000000 0.046765945843 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AM9 1220000.00000000 PA USD 1222760.66000000 0.062551811570 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N VERIZON MASTER TRUST N/A 92348KCW1 3200000.00000000 PA USD 3211923.84000000 0.164309877959 Long ABS-MBS US N 2 2029-06-20 Fixed 5.40000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST N/A 12482HAG9 2000000.00000000 PA USD 1998750.00000000 0.102248491848 Long ABS-MBS US N 2 2037-12-15 Floating 5.87599920 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130ARAB7 14360000.00000000 PA USD 14031139.92000000 0.717780060402 Long DBT USGA US N 2 2027-03-25 Fixed 2.75000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92539TAA1 2223079.12000000 PA USD 2222014.71000000 0.113669870149 Long ABS-MBS US Y 2 2068-05-25 Fixed 5.81100000 N N N N N N Government National Mortgage Association N/A 38373M4R8 129667.28000000 PA USD 129250.93000000 0.006611988824 Long DBT USGA US N 2 2044-03-16 Floating 5.55599880 N N N N N N YMCA of Greater New York N/A 98425BAU0 8590000.00000000 PA USD 8317463.95000000 0.425490003696 Long DBT CORP US N 2 2026-08-01 Fixed 2.30300000 N N N N N N DOC DR, LLC N/A 71951QAA0 1880000.00000000 PA USD 1869334.65000000 0.095628091918 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAJ4 725000.00000000 PA USD 731870.83000000 0.037439744137 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 90205FAA8 1400000.00000000 PA USD 1383375.00000000 0.070768233851 Long ABS-MBS US N 2 2034-09-15 Floating 5.51800080 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GW75 330000.00000000 PA USD 330176.56000000 0.016890584266 Long DBT CORP US N 2 2026-05-05 Floating 4.90208040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTBD4 8479929.32000000 PA USD 8399066.41000000 0.429664476975 Long DBT USGA US N 2 2054-10-25 Floating 5.52197160 N N N N N N HILTON USA TRUST N/A 43300LAL4 2430000.00000000 PA USD 2369645.60000000 0.121222108224 Long ABS-MBS US N 2 2038-11-05 Floating 4.19349960 N N N N N N FRESB MORTGAGE TRUST N/A 302970AG3 409134.92000000 PA USD 396800.89000000 0.020298833053 Long ABS-MBS US N 2 2029-01-25 Floating 3.47000040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050460 20875000.00000000 PA USD 20883909.87000000 1.068341857710 Long DBT USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N VERIZON MASTER TRUST N/A 92348KCX9 3585000.00000000 PA USD 3597417.72000000 0.184030287138 Long ABS-MBS US N 2 2029-06-20 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052664 5225000.00000000 PA USD 5172287.54000000 0.264594671854 Long DBT USGA US N 2 2055-06-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B72K6 362905.74000000 PA USD 352358.61000000 0.018025334064 Long DBT USGA US N 2 2050-01-25 Floating 4.93644960 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAW2 15735000.00000000 PA USD 15840105.24000000 0.810319885681 Long DBT CORP US N 2 2026-06-25 Fixed 5.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDA1 1670000.00000000 PA USD 1662628.84000000 0.085053804324 Long DBT CORP US N 2 2028-04-26 Fixed 4.32300000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 4858740.64000000 PA USD 4392884.59000000 0.224723364197 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N BOCA COMMERCIAL MORTGAGE TRUST N/A 096817AA9 270000.00000000 PA USD 270421.88000000 0.013833760796 Long ABS-MBS US Y 2 2041-08-15 Floating 6.24939120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9AC1 963674.07000000 PA USD 929496.69000000 0.047549535825 Long DBT USGA US N 2 2050-03-25 Floating 4.93644960 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAG7 1725000.00000000 PA USD 1656569.44000000 0.084743828333 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAC0 375000.00000000 PA USD 253173.39000000 0.012951393272 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95002EAZ0 843129.17770000 PA USD 808881.69000000 0.041379328523 Long ABS-MBS US N 2 2053-02-15 Fixed 2.65100000 N N N N N N United States of America N/A N/A 403.00000000 NC USD 83597312.50000000 4.276522389333 N/A DIR US N 1 US 2YR NOTE (CBT) SEP25 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Sep 2025 2025-10-03 83497345.57000000 USD 99966.93000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATMA9 130095.82000000 PA USD 129234.46000000 0.006611146281 Long DBT USGA US N 2 2046-08-25 Floating 4.83644880 N N N N N N CARMAX AUTO OWNER TRUST N/A 142921AF2 1000000.00000000 PA USD 1008526.40000000 0.051592396942 Long ABS-MBS US N 2 2028-11-15 Fixed 5.18000000 N N N N N N PHILADELPHIA PA REDEV AUTH REV N/A 717868JU8 1250000.00000000 PA USD 1255377.13000000 0.064220346838 Long DBT MUN US N 2 2027-09-01 Fixed 4.51800000 N N N N N N Government National Mortgage Association N/A 38384JQR8 2253434.79000000 PA USD 2248969.38000000 0.115048769139 Long DBT USGA US N 2 2054-02-20 Floating 5.57826840 N N N N N N FirstEnergy Pennsylvania Electric Company N/A 708696CA5 665000.00000000 PA USD 667317.62000000 0.034137446018 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 1625000.00000000 PA USD 1597485.81000000 0.081721333243 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38384CUA5 2241196.14000000 PA USD 2249288.88000000 0.115065113551 Long DBT USGA US N 2 2053-08-20 Floating 5.67826920 N N N N N N FWDP 2Y 4.089 N/A SWP3233V6 16370000.00000000 NC USD 28899.70000000 0.001478399369 N/A DIR US N 1 FWDP 2Y 4.089 N/A Put Purchased N/A N/A 16370000.00000000 4.08900000 USD 2025-12-31 XXXX -26758.30000000 N N N BENCHMARK MORTGAGE TRUST N/A 08160KAF1 2002820.52950000 PA USD 1933289.01000000 0.098899755136 Long ABS-MBS US N 2 2072-12-15 Fixed 2.85900000 N N N N N N FRESB MORTGAGE TRUST N/A 30297DAJ9 3581526.60000000 PA USD 3508270.05000000 0.179469829447 Long ABS-MBS US N 2 2028-06-25 Floating 3.61324440 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003QAC3 810931.52000000 PA USD 782356.32000000 0.040022390898 Long ABS-MBS US N 2 2054-11-15 Fixed 2.50300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396XJ88 183425.34000000 PA USD 181420.28000000 0.009280775495 Long DBT USGA US N 2 2037-06-25 Floating 4.88644920 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178BAA2 3788171.90000000 PA USD 3619923.65000000 0.185181605412 Long ABS-MBS US N 2 2059-10-25 Floating 2.90000160 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162YAG7 3401217.44000000 PA USD 3294180.79000000 0.168517832471 Long ABS-MBS US N 2 2062-12-15 Fixed 2.95710000 N N N N N N Government National Mortgage Association N/A 38375GAN1 225349.58000000 PA USD 225395.35000000 0.011530373787 Long DBT USGA US N 2 2039-11-16 Floating 5.11314840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A3PD5 3938.79000000 PA USD 3937.56000000 0.000201430679 Long DBT USGA US N 2 2040-03-15 Floating 4.89675960 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95002MAV1 1118381.56010000 PA USD 1078492.92000000 0.055171619531 Long ABS-MBS US N 2 2052-08-15 Fixed 2.83300000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAJ0 990000.00000000 PA USD 959465.45000000 0.049082624261 Long DBT NUSS IE N 2 2027-02-15 Fixed 3.25000000 N N N N N N DIGITAL REALTY TRUST, L.P. CD4SPTZ3YBTHY0C1AH38 25389JAU0 615000.00000000 PA USD 591526.11000000 0.030260238967 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N GS MORTGAGE SECURITIES CORP. N/A 36242D3X9 13808.23000000 PA USD 13802.61000000 0.000706089333 Long ABS-MBS US N 2 2035-06-25 Floating 5.08420080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FL6N9 619720.15000000 PA USD 608090.98000000 0.031107635077 Long DBT USGA US N 2 2028-10-25 Fixed 3.34400000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RER1 4478000.00000000 PA USD 4286037.54000000 0.219257473155 Long ABS-MBS US Y 2 2028-02-20 Fixed 1.66000000 N N N N N N FRESB MORTGAGE TRUST N/A 30297CAJ1 4606621.47000000 PA USD 4468252.38000000 0.228578895335 Long ABS-MBS US N 2 2028-06-25 Floating 3.45516840 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36256BAC4 463704.24000000 PA USD 451615.15000000 0.023102923318 Long ABS-MBS US N 2 2057-10-25 Fixed 3.75000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 085770AA3 466000.00000000 PA USD 464557.82000000 0.023765021373 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405NAA4 1157811.67000000 PA USD 1001821.56000000 0.051249402682 Long ABS-MBS US Y 2 2047-02-15 Fixed 1.14000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816ED7 2980000.00000000 PA USD 2996618.98000000 0.153295695483 Long DBT CORP US N 2 2029-04-25 Fixed 4.73100000 N N N N N N DRIVE AUTO RECEIVABLES TRUST N/A 262104AF9 1204793.99000000 PA USD 1194537.70000000 0.061108031660 Long ABS-MBS US N 2 2029-03-15 Fixed 1.39000000 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 320276AB4 238315.77000000 PA USD 237654.52000000 0.012157506567 Long ABS-MBS US N 2 2036-06-25 Floating 4.68920160 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590QCA3 2400000.00000000 PA USD 2389468.80000000 0.122236188176 Long ABS-CBDO CORP KY Y 2 2031-02-14 Floating 5.45769000 N N N N N N GALAXY CLO, LTD N/A 36320TBD4 1500000.00000000 PA USD 1499901.00000000 0.076729263375 Long ABS-CBDO CORP KY Y 2 2034-04-16 Floating 5.50054080 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCW4 11065000.00000000 PA USD 10771474.87000000 0.551027922670 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGPD0 929795.45000000 PA USD 891754.79000000 0.045618802939 Long DBT USGA US N 2 2031-02-01 Fixed 2.50000000 N N N N N N RCKT MORTGAGE TRUST N/A 74942BAA9 12799025.39000000 PA USD 12835859.71000000 0.656634044738 Long ABS-MBS US Y 2 2055-02-25 Fixed 5.50300000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BY7 8710000.00000000 PA USD 8745876.49000000 0.447405969226 Long DBT CORP US N 2 2027-11-08 Fixed 4.55000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668AU6 680000.00000000 PA USD 673262.41000000 0.034441558994 Long DBT CORP DE N 2 2028-11-13 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM50 947730.74000000 PA USD 927273.33000000 0.047435797134 Long DBT USGA US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DF3 15005000.00000000 PA USD 15116214.06000000 0.773288350262 Long DBT CORP US N 2 2027-02-12 Fixed 4.75000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBS1 915000.00000000 PA USD 923454.56000000 0.047240443302 Long DBT CORP US N 2 2028-02-04 Fixed 4.87500000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JQY7 2435000.00000000 PA USD 2460350.05000000 0.125862204893 Long DBT MUN US N 2 2027-11-01 Fixed 4.75400000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBF5 1500000.00000000 PA USD 1396686.11000000 0.071449179903 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YWKF3 360054.97000000 PA USD 350627.46000000 0.017936774977 Long DBT USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N CARMAX SELECT RECEIVABLES TRUST N/A 14319FAE3 11025000.00000000 PA USD 11162700.05000000 0.571041523484 Long ABS-MBS US N 2 2030-01-15 Fixed 5.35000000 N N N N N N BBCMS TRUST N/A 05552AAZ1 820000.00000000 PA USD 764923.55000000 0.039130596305 Long ABS-MBS US N 2 2053-10-15 Fixed 1.86700000 N N N N N N COMM MORTGAGE TRUST N/A 12629NAH8 680605.28000000 PA USD 673179.88000000 0.034437337071 Long ABS-MBS US N 2 2048-02-10 Fixed 3.72400000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160BAB0 1141728.05000000 PA USD 1098125.23000000 0.056175934272 Long ABS-MBS US N 2 2051-07-15 Fixed 4.07650000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767PAA6 9154981.25000000 PA USD 9046330.85000000 0.462776078134 Long ABS-MBS US Y 2 2039-07-17 Fixed 4.25000000 N N N N N N AMSR TRUST N/A 00178UAH2 3013000.00000000 PA USD 3000491.23000000 0.153493785151 Long ABS-MBS US N 2 2037-07-17 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CND9 57732000.00000000 PA USD 57560608.13000000 2.944583049982 Long SN UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78446YAA1 516446.78000000 PA USD 504633.21000000 0.025815126783 Long ABS-MBS US N 2 2029-01-25 Floating 5.13645120 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAR1 175000.00000000 PA USD 171034.55000000 0.008749480821 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 78472UAC2 1258262.23000000 PA USD 1254330.16000000 0.064166787812 Long ABS-MBS US Y 2 2038-11-15 Floating 5.52299040 N N N N N N PALMER SQUARE LOAN FUNDING LTD. N/A 69690CAN3 3400000.00000000 PA USD 3395756.80000000 0.173714077039 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.65610040 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22536KAA0 8650000.00000000 PA USD 8701547.95000000 0.445138288746 Long ABS-MBS US Y 2 2035-03-15 Fixed 5.02000000 N N N N N N AUTONATION FINANCE TRUST N/A 05330QAC6 2430000.00000000 PA USD 2437750.97000000 0.124706121417 Long ABS-MBS US Y 2 2029-11-13 Fixed 4.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FARM2 300159.67000000 PA USD 300195.63000000 0.015356873259 Long DBT USGA US N 2 2044-05-25 Floating 5.13869040 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAE6 1565000.00000000 PA USD 1620732.51000000 0.082910546509 Long DBT CORP US N 2 2029-03-30 Fixed 5.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKJ7 2500000.00000000 PA USD 2416327.88000000 0.123610197143 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N BA CREDIT CARD TRUST N/A 05522RDH8 5389000.00000000 PA USD 5439354.28000000 0.278256796376 Long ABS-MBS US N 2 2028-11-15 Fixed 4.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9B86 711328.43000000 PA USD 687473.50000000 0.035168544620 Long DBT USGA US N 2 2035-05-01 Fixed 3.50000000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319GAD3 11420000.00000000 PA USD 11501263.58000000 0.588361153422 Long ABS-MBS US N 2 2029-07-16 Fixed 4.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395MT90 290305.83000000 PA USD 287371.01000000 0.014700814195 Long DBT USGA US N 2 2035-02-15 Floating 4.69676160 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAM9 1625000.00000000 PA USD 1596928.13000000 0.081692804443 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N BX TRUST N/A 05608VAA4 925822.04000000 PA USD 925243.40000000 0.047331953592 Long ABS-MBS US Y 2 2034-01-15 Floating 5.14347840 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAK7 3700000.00000000 PA USD 3614639.08000000 0.184911266794 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30168AAE2 1858651.86000000 PA USD 1867937.50000000 0.095556619007 Long ABS-MBS US N 2 2028-05-15 Fixed 6.32000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 3945000.00000000 PA USD 3775740.64000000 0.193152613408 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043LAD2 2670000.00000000 PA USD 2681282.62000000 0.137164279731 Long ABS-MBS US Y 2 2030-04-15 Fixed 4.66000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754LAB5 2125000.00000000 PA USD 2144020.66000000 0.109679989481 Long ABS-MBS US Y 2 2041-12-25 Floating 6.22197000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCC2 3145000.00000000 PA USD 3207557.92000000 0.164086534001 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 885000.00000000 PA USD 821555.88000000 0.042027692157 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990KHE6 5195000.00000000 PA USD 5181364.68000000 0.265059024012 Long DBT MUN US N 2 2027-03-15 Fixed 4.15000000 N N N N N N NATIONSTAR HOME EQUITY LOAN TRUST N/A 63860LAE0 367498.15000000 PA USD 363750.22000000 0.018608085755 Long ABS-MBS US N 2 2037-04-25 Floating 5.07920040 N N N N N N LCM LTD. N/A 50188YAE4 367927.06000000 PA USD 367939.94000000 0.018822415987 Long ABS-CBDO CORP KY Y 2 2030-03-20 Floating 5.51108160 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38138KAL4 1700000.00000000 PA USD 1698143.60000000 0.086870605148 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.34947040 N N N N N N FIRSTKEY HOMES TRUST N/A 33767MAQ8 1410000.00000000 PA USD 1401782.66000000 0.071709900129 Long ABS-MBS US N 2 2037-08-17 Fixed 4.78100000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20753GAB7 819367.31000000 PA USD 819366.41000000 0.041915687151 Long ABS-MBS US Y 2 2044-05-25 Floating 5.42197080 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319WAD8 4065000.00000000 PA USD 4101353.30000000 0.209809725809 Long ABS-MBS US N 2 2030-01-15 Fixed 4.84000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MBG9 13415000.00000000 PA USD 13804867.00000000 0.706204793452 Long DBT NUSS IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5ZN9 124833.67000000 PA USD 124305.94000000 0.006359021835 Long DBT USGA US N 2 2042-05-25 Floating 5.13645120 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAA4 52000.00000000 PA USD 45496.13000000 0.002327409969 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD N/A 897764AA4 1850000.00000000 PA USD 1846916.05000000 0.094481241116 Long ABS-CBDO CORP KY Y 2 2042-09-18 Floating 5.86350000 N N N N N N COMM MORTGAGE TRUST N/A 12635WAA5 1720000.00000000 PA USD 1692987.74000000 0.086606850847 Long ABS-MBS US N 2 2036-02-10 Fixed 3.54500000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BT1 710000.00000000 PA USD 729983.72000000 0.037343206726 Long DBT CORP US N 2 2027-10-20 Fixed 6.61500000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89176LAL8 846766.44000000 PA USD 818217.37000000 0.041856906609 Long ABS-MBS US N 2 2058-03-25 Floating 3.75000120 N N N N N N Government National Mortgage Association N/A 38375JEJ0 273097.22000000 PA USD 272196.52000000 0.013924544668 Long DBT USGA US N 2 2037-01-20 Floating 4.73886000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989XBE4 2200000.00000000 PA USD 2181894.22000000 0.111617457594 Long ABS-MBS US N 2 2048-12-15 Fixed 3.97300000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05684PAL0 3400000.00000000 PA USD 3396229.40000000 0.173738253468 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 5.35947120 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBH0 1090000.00000000 PA USD 934256.44000000 0.047793026636 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N ELM TRUST N/A 26860XAU5 500000.00000000 PA USD 505076.55000000 0.025837806381 Long ABS-MBS US Y 2 2039-06-10 Floating 5.80087080 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAC3 1007000.00000000 PA USD 973695.99000000 0.049810604876 Long ABS-MBS US Y 2 2054-06-15 Fixed 2.02320000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UAR6 108072.62000000 PA USD 99718.10000000 0.005101200918 Long ABS-MBS US N 2 2029-04-25 Floating 4.89920040 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AP6 2120000.00000000 PA USD 1978344.55000000 0.101204626188 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAR3 770000.00000000 PA USD 741796.21000000 0.037947489046 Long DBT CORP US N 2 2027-01-15 Fixed 2.20000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BT1 6760000.00000000 PA USD 6950267.57000000 0.355549406865 Long DBT CORP US N 2 2027-10-20 Fixed 6.61500000 N N N N N N GLOBAL CONTAINER INTERNATIONAL N/A 36166VAE5 1458927.15000000 PA USD 1331421.73000000 0.068110501016 Long ABS-MBS US Y 2 2046-06-18 Fixed 2.38000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAK6 1422197.50000000 PA USD 1403900.08000000 0.071818219329 Long ABS-MBS US N 2 2048-07-25 Fixed 4.32800000 N N N N N N FRESB MORTGAGE TRUST N/A 30297JAE7 1139832.89000000 PA USD 1114003.59000000 0.056988211127 Long ABS-MBS US N 2 2028-05-25 Floating 3.52000080 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 2416468.39000000 PA USD 2189451.33000000 0.112004050765 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20755DAA4 1147199.75000000 PA USD 1172656.11000000 0.059988652259 Long ABS-MBS US Y 2 2042-07-25 Floating 6.87197160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042665 11825000.00000000 PA USD 11151594.04000000 0.570473382009 Long DBT USGA US N 2 2055-06-15 Fixed 4.50000000 N N N N N N HSI ASSET SECURITIZATION CORPORATION TRUST N/A 40430HEB0 158466.68000000 PA USD 157234.16000000 0.008043505054 Long ABS-MBS US N 2 2036-01-25 Floating 5.02419960 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318WAF4 4120000.00000000 PA USD 4158202.29000000 0.212717905166 Long ABS-MBS US Y 2 2029-08-15 Fixed 5.17000000 N N N N N N DBGS MORTGAGE TRUST N/A 23307DAY9 271262.19000000 PA USD 269800.71000000 0.013801984088 Long ABS-MBS US N 2 2051-10-15 Fixed 4.30200000 N N N N N N DATABANK ISSUER, LLC N/A 23802WAA9 1027000.00000000 PA USD 1000976.54000000 0.051206174654 Long ABS-MBS US Y 2 2051-02-27 Fixed 2.06000000 N N N N N N N/A N/A 783965593 127729139.39000000 NS USD 127729139.39000000 6.534139771198 Long STIV RF US N 1 N N N United States of America N/A N/A -87.00000000 NC USD -10097437.50000000 -0.51654671965 N/A DIR US N 1 US ULTRA BOND CBT SEP25 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2025 2025-09-22 -10015698.91000000 USD -81738.59000000 N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAH5 400000.00000000 PA USD 399487.76000000 0.020436283162 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635FAT1 1118486.89000000 PA USD 1111692.75000000 0.056869997291 Long ABS-MBS US N 2 2048-08-15 Fixed 3.71820000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 1090000.00000000 PA USD 1024680.75000000 0.052418792401 Long DBT NUSS GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160JAF4 1275266.12000000 PA USD 1259016.30000000 0.064406513014 Long ABS-MBS US N 2 2052-03-15 Fixed 3.93250000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46646GAE7 1925000.00000000 PA USD 1856116.38000000 0.094951895209 Long ABS-MBS US N 2 2038-09-06 Floating 2.85410160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNE7 103685000.00000000 PA USD 103644498.57000000 5.302060621455 Long SN UST US N 2 2027-05-31 Fixed 3.87500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NA5 4295000.00000000 PA USD 4152018.63000000 0.212401572504 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AH0 12230000.00000000 PA USD 12054933.05000000 0.616684789839 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N EVERGREEN CREDIT CARD TRUST N/A 30023JCX4 4900000.00000000 PA USD 4931554.04000000 0.252279656313 Long ABS-MBS CA Y 2 2029-05-15 Fixed 5.24000000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 61690U8E3 2450000.00000000 PA USD 2470803.81000000 0.126396979724 Long DBT CORP US N 2 2028-07-14 Fixed 4.96800000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHE4 49250000.00000000 PA USD 48911406.25000000 2.502122588233 Long SN UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43285HAA6 905744.67000000 PA USD 879846.35000000 0.045009612180 Long ABS-MBS US N 2 2039-02-25 Fixed 2.74000000 N N N N N N NEWCASTLE MORTGAGE SECURITIES TRUST N/A 65106FAA0 1132081.78000000 PA USD 1093213.79000000 0.055924683574 Long ABS-MBS US N 2 2037-04-25 Floating 4.62920040 N N N N N N MORGAN STANLEY ABS CAPITAL I, INC. N/A 61756YAC7 285192.64000000 PA USD 282678.35000000 0.014460755454 Long ABS-MBS US N 2 2037-07-25 Floating 5.43920040 N N N N N N N/A N/A 783965593 1742431.96000000 NS USD 1742431.96000000 0.089136230172 Long STIV RF US N 1 N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KDH0 8485000.00000000 PA USD 8498406.30000000 0.434746330100 Long DBT CORP US N 2 2028-02-04 Floating 5.14380960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5FY8 1397273.47000000 PA USD 1326869.05000000 0.067877603123 Long DBT USGA US N 2 2027-12-25 Fixed 1.67900000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AY1 3090000.00000000 PA USD 3109069.41000000 0.159048234258 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 5460000.00000000 PA USD 5242672.62000000 0.268195306390 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3R2 19480000.00000000 PA USD 19551992.24000000 1.000205988325 Long DBT CORP US N 2 2028-01-24 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNG5 84079.88000000 PA USD 81263.20000000 0.004157118020 Long DBT USGA US N 2 2032-08-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 2478000.00000000 PA USD 2413134.51000000 0.123446836409 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 466330AA5 1502385.99000000 PA USD 1502385.99000000 0.076856386066 Long ABS-MBS US Y 2 2038-04-15 Floating 5.49348120 N N N N N N MASSACHUSETTS ST SPL OBLIG REV N/A 576004HG3 505719.36000000 PA USD 499592.92000000 0.025557284606 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEF4 104280000.00000000 PA USD 101664853.65000000 5.200789473255 Long SN UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 2720000.00000000 PA USD 2644177.36000000 0.135266114941 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBJ7 9220000.00000000 PA USD 9355589.32000000 0.478596572017 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LS8 1645000.00000000 PA USD 1600468.24000000 0.081873903084 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N OWNIT MORTGAGE LOAN TRUST N/A 69121PDY6 1535511.86000000 PA USD 1480661.23000000 0.075745029496 Long ABS-MBS US N 2 2037-03-25 Floating 4.97919960 N N N N N N AMERIQUEST MORTGAGE SECURITIES INC N/A 03072SQ32 545705.90000000 PA USD 537869.78000000 0.027515384022 Long ABS-MBS US N 2 2035-11-25 Floating 5.14419840 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941XAA5 3242015.92000000 PA USD 3007248.25000000 0.153839448743 Long ABS-MBS US N 2 2069-07-15 Fixed 1.22000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65479XAF9 3935000.00000000 PA USD 3961736.36000000 0.202667451111 Long ABS-MBS US N 2 2029-02-15 Fixed 5.03000000 N N N N N N FWDP 5Y 4.234 N/A SWP3235H5 6905000.00000000 NC USD 31023.22000000 0.001587030622 N/A DIR US N 1 FWDP 5Y 4.234 N/A Put Purchased N/A N/A 6905000.00000000 4.23400000 USD 2025-12-31 XXXX -23181.03000000 N N N CROSS MORTGAGE TRUST N/A 22757NAA6 1340150.95000000 PA USD 1357617.81000000 0.069450593410 Long ABS-MBS US Y 2 2068-11-25 Fixed 7.13500000 N N N N N N CARMAX AUTO OWNER TRUST N/A 14319EAE6 3700000.00000000 PA USD 3749137.11000000 0.191791677413 Long ABS-MBS US N 2 2029-01-16 Fixed 5.50000000 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2R9 4405000.00000000 PA USD 4456793.06000000 0.227992679856 Long DBT CORP US N 2 2027-03-25 Fixed 5.07000000 N N N N N N AIMCO CLO N/A 00900CAU8 2850000.00000000 PA USD 2849737.80000000 0.145781809737 Long ABS-CBDO CORP KY Y 2 2038-01-20 Floating 5.16947040 N N N N N N Government National Mortgage Association 2 N/A 21H042661 6975000.00000000 PA USD 6579513.45000000 0.336583028070 Long DBT USGA US N 2 2055-06-15 Fixed 4.50000000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAL5 765000.00000000 PA USD 779367.01000000 0.039869469102 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBA0 1900000.00000000 PA USD 1841806.15000000 0.094219837955 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17291HAA2 1782000.00000000 PA USD 1769613.85000000 0.090526752878 Long ABS-MBS US Y 2 2038-10-15 Floating 5.39348040 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAJ2 1445000.00000000 PA USD 1502371.63000000 0.076855651463 Long DBT CORP DE N 2 2029-01-21 Fixed 6.25000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JRB6 7970000.00000000 PA USD 8052973.28000000 0.411959661174 Long DBT MUN US N 2 2027-11-01 Fixed 4.75400000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BN1 930000.00000000 PA USD 925956.53000000 0.047368434626 Long DBT CORP US N 2 2030-04-01 Fixed 4.87500000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AU6 1515000.00000000 PA USD 1522527.70000000 0.077886759785 Long DBT CORP US N 2 2028-03-30 Fixed 5.05000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRE1 387795.64000000 PA USD 387913.76000000 0.019844201089 Long DBT USGA US Y 2 2042-02-25 Floating 5.62196880 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AW5 14050000.00000000 PA USD 14063612.90000000 0.719441255264 Long DBT CORP US N 2 2027-03-01 Fixed 4.45000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46514Y8A8 415000.00000000 PA USD 418112.50000000 0.021389054432 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4H90 729089.66000000 PA USD 699123.83000000 0.035764531448 Long DBT USGA US N 2 2032-06-01 Fixed 2.50000000 N N N N N N TRICON AMERICAN HOMES TRUST N/A 89613GAF3 2100000.00000000 PA USD 2081683.38000000 0.106491049961 Long ABS-MBS US N 2 2038-07-17 Fixed 4.88200000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDR7 10395000.00000000 PA USD 10493396.68000000 0.536802494005 Long DBT CORP US N 2 2027-03-15 Fixed 4.80000000 N N N N N N Government National Mortgage Association N/A 38384WM28 8706771.77000000 PA USD 8669974.34000000 0.443523102252 Long DBT USGA US N 2 2054-09-20 Floating 5.50827000 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAN6 1025000.00000000 PA USD 964157.64000000 0.049322658958 Long DBT NUSS US N 2 2029-02-02 Fixed 3.00000000 N N N N N N PEOPLE'S CHOICE HOME LOAN SECURITIES CORP N/A 71085PDE0 254983.39000000 PA USD 251648.87000000 0.012873404594 Long ABS-MBS US N 2 2035-12-25 Floating 5.11920000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 1195000.00000000 PA USD 1228388.35000000 0.062839702909 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175TAA6 1408351.69000000 PA USD 1325543.00000000 0.067809767419 Long ABS-MBS US N 2 2058-06-25 Floating 2.99999880 N N N N N N PK ALIFT LOAN FUNDING LP N/A 69381EAA1 1600221.03000000 PA USD 1587774.67000000 0.081224548043 Long ABS-MBS US Y 2 2039-10-15 Fixed 5.05200000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AL5 615000.00000000 PA USD 617414.24000000 0.031584577803 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N REGATTA FUNDING LTD N/A 75888FAL9 1641109.13000000 PA USD 1640625.00000000 0.083928171076 Long ABS-CBDO CORP KY Y 2 2031-07-15 Floating 5.35610160 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CF5 925000.00000000 PA USD 936751.62000000 0.047920670609 Long DBT CORP US N 2 2030-02-10 Fixed 5.12500000 N N N N N N CIM TRUST N/A 12568TAC9 744787.08000000 PA USD 736807.73000000 0.037692297273 Long ABS-MBS US Y 2 2067-02-25 Fixed 4.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 5450000.00000000 PA USD 5591091.24000000 0.286019085465 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 133000.00000000 PA USD 125362.46000000 0.006413069403 Long DBT NUSS IE N 2 2027-11-18 Fixed 2.52800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9SS7 1413919.41000000 PA USD 1350764.92000000 0.069100025471 Long DBT USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61771MAU4 3767852.17200000 PA USD 3655528.73000000 0.187003026666 Long ABS-MBS US N 2 2052-07-15 Fixed 3.17100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 9115000.00000000 PA USD 9160473.46000000 0.468615182438 Long DBT CORP US N 2 2026-06-24 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBC53 56768.99000000 PA USD 56738.99000000 0.002902552173 Long DBT USGA US N 2 2027-09-25 Floating 4.82515920 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAB2 3317000.00000000 PA USD 3283236.26000000 0.167957951702 Long ABS-MBS US Y 2 2045-09-15 Fixed 1.64500000 N N N N N N BANK N/A 06035RAQ9 303712.26000000 PA USD 301584.76000000 0.015427935897 Long ABS-MBS US N 2 2060-09-15 Fixed 4.18500000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177HAA0 853709.43000000 PA USD 874349.48000000 0.044728413097 Long ABS-MBS US Y 2 2058-05-25 Floating 5.43920040 N N N N N N IMPAC CMB TRUST N/A 45254NJV0 256971.41000000 PA USD 255402.70000000 0.013065436342 Long ABS-MBS US N 2 2034-10-25 Floating 5.23919880 N N N N N N 2025-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer