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 2026-05-31 2026-02-28 N 1986310500.57 137812998.74 1848497501.83 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 ICE BofA 1-3 Year US Treasury Index (USD) ML1-3YR 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 90205FAA8 1400000.00000000 PA USD 1394750.00000000 0.075453172028 Long ABS-MBS US N 2 2034-09-15 Floating 4.84899840 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAV7 255000.00000000 PA USD 252532.17000000 0.013661482893 Long DBT NUSS IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MBG9 10970000.00000000 PA USD 11246066.74000000 0.608389609878 Long DBT NUSS IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N AGL CLO LTD N/A 00120JAL7 2500000.00000000 PA USD 2502437.50000000 0.135376839704 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 4.76763120 N N N N N N AIMCO CLO N/A 00900CAU8 2533333.34000000 PA USD 2533125.61000000 0.137037004783 Long ABS-CBDO CORP KY Y 2 2038-01-20 Floating 4.56762960 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAR3 770000.00000000 PA USD 758323.80000000 0.041023793608 Long DBT CORP US N 2 2027-01-15 Fixed 2.20000000 N N N N N N ALA TRUST N/A 009920AA7 1860000.00000000 PA USD 1869331.62000000 0.101127083923 Long ABS-MBS US Y 2 2040-06-15 Floating 5.40263160 N N N N N N ALIGNED DATA CENTERS N/A 01627AAA6 3450000.00000000 PA USD 3409318.64000000 0.184437286857 Long ABS-MBS US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N ALIGNED DATA CENTERS N/A 01627AAC2 1085000.00000000 PA USD 1087768.16000000 0.058846071413 Long ABS-MBS US Y 2 2047-10-15 Fixed 6.35000000 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAC0 2030000.00000000 PA USD 2026110.11000000 0.109608485161 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAE6 1565000.00000000 PA USD 1644949.03000000 0.088988436736 Long DBT CORP US N 2 2029-03-30 Fixed 5.95000000 N N N N N N ALLO ISSUER LLC N/A 01983KAA2 990000.00000000 PA USD 1001543.20000000 0.054181474360 Long ABS-MBS US Y 2 2053-06-20 Fixed 6.20000000 N N N N N N ALLY BANK AUTO CREDIT-LINKED NOTES N/A 02007GZ71 723477.67000000 PA USD 735666.75000000 0.039798092735 Long ABS-MBS US Y 2 2032-05-17 Fixed 6.31500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBS1 915000.00000000 PA USD 931478.45000000 0.050391112191 Long DBT CORP US N 2 2028-02-04 Fixed 4.87500000 N N N N N N Amcor Flexibles North America, Inc PTVU09TE3QPJPL7K4E13 02344AAF5 640000.00000000 PA USD 651803.69000000 0.035261269726 Long DBT CORP US N 2 2028-03-17 Fixed 4.80000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537AV3 550000.00000000 PA USD 565828.26000000 0.030610171744 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816EN5 14505000.00000000 PA USD 14548275.52000000 0.787032468564 Long DBT CORP US N 2 2029-02-09 Fixed 4.00900000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816ED7 2985000.00000000 PA USD 3034438.08000000 0.164157001943 Long DBT CORP US N 2 2029-04-25 Fixed 4.73100000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST N/A 02582JKV1 1000000.00000000 PA USD 1015138.10000000 0.054916931128 Long ABS-MBS US N 2 2030-07-15 Fixed 4.30000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WGD7 11325000.00000000 PA USD 11434231.10000000 0.618568923608 Long DBT CORP US N 2 2027-07-09 Fixed 4.55000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XAR1 175000.00000000 PA USD 173721.46000000 0.009397981865 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCC2 3145000.00000000 PA USD 3235752.91000000 0.175047729672 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N AMERIQUEST MORTGAGE SECURITIES INC N/A 03072SK38 2373773.87000000 PA USD 2399837.91000000 0.129826408075 Long ABS-MBS US N 2 2035-09-25 Floating 4.70320920 N N N N N N AMERIQUEST MORTGAGE SECURITIES INC N/A 03072SQ32 288775.83000000 PA USD 287364.32000000 0.015545832207 Long ABS-MBS US N 2 2035-11-25 Floating 4.49321040 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DP2 2465000.00000000 PA USD 2524360.23000000 0.136562815340 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N APIDOS CLO N/A 03768RAQ9 2286507.64500000 PA USD 2289011.37000000 0.123830914985 Long ABS-CBDO CORP KY Y 2 2033-01-20 Floating 4.76763120 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST N/A 03881VAC3 1007000.00000000 PA USD 998452.08000000 0.054014250980 Long ABS-MBS US Y 2 2054-06-15 Fixed 2.02320000 N N N N N N ARI FLEET LEASE TRUST N/A 04033DAC8 3450000.00000000 PA USD 3477529.28000000 0.188127345401 Long ABS-MBS US Y 2 2034-11-15 Fixed 4.09000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJX1 2000000.00000000 PA USD 1961879.80000000 0.106133754471 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N ATLAS WAREHOUSE LENDING COMPANY, L.P. 25490068J12A1HV7YM70 049463AF9 10041000.00000000 PA USD 10041231.95000000 0.543210469046 Long DBT CORP US N 2 2028-11-15 Fixed 4.62500000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 59000.00000000 PA USD 57445.85000000 0.003107705038 Long DBT NUSS IE N 2 2027-11-18 Fixed 2.52800000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAP6 580000.00000000 PA USD 564312.08000000 0.030528149453 Long DBT NUSS IE N 2 2028-02-21 Fixed 2.75000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAJ0 990000.00000000 PA USD 980934.93000000 0.053066608368 Long DBT NUSS IE N 2 2027-02-15 Fixed 3.25000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401ABE0 11220000.00000000 PA USD 11190092.98000000 0.605361541950 Long DBT NUSS IE N 2 2029-04-15 Fixed 4.20000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAU5 950000.00000000 PA USD 988318.88000000 0.053466065224 Long DBT NUSS IE N 2 2029-03-01 Fixed 5.75000000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05684PAL0 3400000.00000000 PA USD 3400486.20000000 0.183959469603 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 4.75968960 N N N N N N BANC OF AMERICA FUNDING TRUST N/A 05969KBB8 1081483.46000000 PA USD 1074434.57000000 0.058124750990 Long ABS-MBS US N 2 2036-07-26 Floating 4.04706960 N N N N N N BANK N/A 06035RAP1 278720.85000000 PA USD 277110.51000000 0.014991121693 Long ABS-MBS US N 2 2060-09-15 Fixed 4.12800000 N N N N N N BANK N/A 06540BBA6 1879334.06000000 PA USD 1848766.32000000 0.100014542522 Long ABS-MBS US N 2 2052-10-17 Fixed 2.80800000 N N N N N N BANK N/A 06540XBE0 1227536.21300000 PA USD 1206378.89000000 0.065262673539 Long ABS-MBS US N 2 2062-11-15 Fixed 2.89700000 N N N N N N BANK N/A 06540VBA2 1605663.70300000 PA USD 1578660.45000000 0.085402357776 Long ABS-MBS US N 2 2062-11-15 Fixed 2.92900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 4689000.00000000 PA USD 4640505.89000000 0.251042042816 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJZ3 885000.00000000 PA USD 848151.46000000 0.045883289491 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKJ7 2500000.00000000 PA USD 2467541.90000000 0.133489057873 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 12605000.00000000 PA USD 12593792.01000000 0.681298838517 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAB3 1165000.00000000 PA USD 1160271.31000000 0.062768346121 Long DBT CORP US N 2 2028-02-07 Fixed 3.44200000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 06405LAH4 5550000.00000000 PA USD 5644682.45000000 0.305365976660 Long DBT CORP US N 2 2029-04-20 Fixed 4.72900000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBB0 1736000.00000000 PA USD 1727110.53000000 0.093433208770 Long DBT CORP GB N 2 2027-08-15 Fixed 3.55700000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 245000.00000000 PA USD 245878.23000000 0.013301518111 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAJ2 1445000.00000000 PA USD 1525061.97000000 0.082502787723 Long DBT CORP DE N 2 2029-01-21 Fixed 6.25000000 N N N N N N BBCMS TRUST N/A 05552AAZ1 736330.32000000 PA USD 706511.15000000 0.038220833368 Long ABS-MBS US N 2 2053-10-15 Fixed 1.86700000 N N N N N N BBCMS TRUST N/A 07336AAF4 2000000.00000000 PA USD 1926116.40000000 0.104199026403 Long ABS-MBS US N 2 2055-02-15 Fixed 2.90100000 N N N N N N BBCMS TRUST N/A 05547HAC5 3175000.00000000 PA USD 3127577.25000000 0.169195643862 Long ABS-MBS US N 2 2035-08-10 Fixed 4.19700000 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES INC N/A 07389MAB3 1571193.95000000 PA USD 1540001.82000000 0.083311003584 Long ABS-MBS US N 2 2036-11-25 Floating 4.08821040 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160BAB0 1141728.05000000 PA USD 1136815.19000000 0.061499417168 Long ABS-MBS US N 2 2051-07-15 Fixed 4.07650000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162YAG7 2734647.09000000 PA USD 2683236.27000000 0.145157689818 Long ABS-MBS US N 2 2062-12-15 Fixed 2.95710000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160KAB0 798216.09220000 PA USD 768390.83000000 0.041568399699 Long ABS-MBS US N 2 2072-12-15 Fixed 2.91400000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08160KAF1 1672176.69000000 PA USD 1640473.56000000 0.088746322804 Long ABS-MBS US N 2 2072-12-15 Fixed 2.85900000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 085770AA3 466000.00000000 PA USD 466086.13000000 0.025214322958 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAL5 765000.00000000 PA USD 789216.05000000 0.042695002250 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N BLUEMOUNTAIN CLO LTD. N/A 09628NBA9 750000.00000000 PA USD 750263.25000000 0.040587734051 Long ABS-CBDO CORP KY Y 2 2030-04-20 Floating 4.96762920 N N N N N N BMW VEHICLE LEASE TRUST N/A 096912AE0 9780000.00000000 PA USD 9907890.13000000 0.535996944555 Long ABS-MBS US N 2 2028-10-25 Fixed 4.49000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DP7 1325000.00000000 PA USD 1357380.22000000 0.073431542031 Long DBT CORP US N 2 2027-05-01 Fixed 6.25900000 N N N N N N BON SECOURS MERCY HEALTH, INC. 5493006NA7JSVYYYF398 58942HAC5 4285000.00000000 PA USD 4318008.90000000 0.233595603766 Long DBT CORP US N 2 2028-07-01 Fixed 4.30200000 N N N N N N BROWARD CNTY FLA ARPT SYS REV N/A 114894ZP6 2360000.00000000 PA USD 2297034.02000000 0.124264924227 Long DBT MUN US N 2 2028-10-01 Fixed 2.50400000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609CAA5 232658.79000000 PA USD 232586.08000000 0.012582439509 Long ABS-MBS US Y 2 2036-10-15 Floating 4.50447840 N N N N N N BX TRUST N/A 05609QAC0 1120579.81000000 PA USD 1120229.63000000 0.060602171703 Long ABS-MBS US Y 2 2038-11-15 Floating 5.02448040 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAA7 557432.58000000 PA USD 557258.38000000 0.030146558458 Long ABS-MBS US Y 2 2038-10-15 Floating 4.46298120 N N N N N N BXP TRUST N/A 05607CAL3 710000.00000000 PA USD 603890.78000000 0.032669277583 Long ABS-MBS US N 2 2037-08-13 Floating 3.55150080 N N N N N N CARMAX AUTO OWNER TRUST N/A 14318WAF4 4120000.00000000 PA USD 4211310.32000000 0.227823425015 Long ABS-MBS US Y 2 2029-08-15 Fixed 5.17000000 N N N N N N CARS DB N/A 12510HAK6 1169611.52000000 PA USD 1151936.94000000 0.062317473453 Long ABS-MBS US Y 2 2051-08-15 Fixed 1.44000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14688AAD9 6275000.00000000 PA USD 6351734.47000000 0.343616070008 Long ABS-MBS US N 2 2031-08-11 Fixed 4.24000000 N N N N N N CATHEDRAL LAKE CLO LTD. N/A 14919LAS3 210525.36000000 PA USD 210507.89000000 0.011388053799 Long ABS-CBDO CORP KY Y 2 2034-04-25 Floating 4.85798040 N N N N N N CHASE AUTO OWNER TRUST N/A 16145NAE1 500000.00000000 PA USD 511086.35000000 0.027648744425 Long ABS-MBS US Y 2 2030-11-25 Fixed 4.68000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST N/A 16159YAE0 1354700.57000000 PA USD 1360393.16000000 0.073594536030 Long ABS-MBS US Y 2 2055-10-25 Floating 5.50000080 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CX6 1520000.00000000 PA USD 1540706.84000000 0.083349143749 Long DBT CORP US N 2 2030-09-15 Fixed 4.50000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328FAX3 1585840.61200000 PA USD 1551285.62000000 0.083921434487 Long ABS-MBS US N 2 2056-08-10 Fixed 2.71980000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17291NAA9 2000000.00000000 PA USD 2061579.60000000 0.111527313288 Long ABS-MBS US Y 2 2040-10-12 Floating 5.81960520 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NA5 4295000.00000000 PA USD 4264707.67000000 0.230712114340 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NG2 715000.00000000 PA USD 708094.14000000 0.038306469946 Long DBT CORP US N 2 2028-02-24 Fixed 3.07000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LS8 1645000.00000000 PA USD 1632463.80000000 0.088313010884 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LW9 16490000.00000000 PA USD 16514456.81000000 0.893398924999 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC N/A 17309PAS5 949816.27000000 PA USD 934637.35000000 0.050562002332 Long ABS-MBS US N 2 2036-09-25 Floating 4.07820960 N N N N N N SEACUBE CONTAINER CLIF N/A 12563LAS6 2774200.02200000 PA USD 2636547.82000000 0.142631938500 Long ABS-MBS US Y 2 2045-10-18 Fixed 2.07000000 N N N N N N COMM MORTGAGE TRUST N/A 12629NAH8 965451.00800000 PA USD 948063.24000000 0.051288316000 Long ABS-MBS US N 2 2048-02-10 Fixed 3.72400000 N N N N N N COMM MORTGAGE TRUST N/A 12595EAF2 1635000.00000000 PA USD 1610265.72000000 0.087112139367 Long ABS-MBS US N 2 2050-09-10 Fixed 3.80300000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAK9 5390000.00000000 PA USD 5559012.77000000 0.300731419138 Long DBT CORP US N 2 2027-11-01 Fixed 6.07300000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20755CAA6 809565.41000000 PA USD 811038.58000000 0.043875557267 Long ABS-MBS US Y 2 2043-10-25 Floating 5.16720960 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20753GAB7 285100.73000000 PA USD 285189.11000000 0.015428157718 Long ABS-MBS US Y 2 2044-05-25 Floating 4.76721000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754VAC1 1100000.00000000 PA USD 1112375.00000000 0.060177252005 Long ABS-MBS US Y 2 2045-03-25 Floating 5.91720840 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBH0 1090000.00000000 PA USD 980174.35000000 0.053025462519 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBD9 4505000.00000000 PA USD 4581465.30000000 0.247848065548 Long DBT CORP US N 2 2028-01-07 Fixed 4.90000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST N/A 22536KAA0 8650000.00000000 PA USD 8764386.74000000 0.474135709208 Long ABS-MBS US Y 2 2035-03-15 Fixed 5.02000000 N N N N N N CROSS MORTGAGE TRUST N/A 22757NAA6 907154.28000000 PA USD 916910.63000000 0.049603022405 Long ABS-MBS US Y 2 2068-11-25 Fixed 7.13500000 N N N N N N CROSS MORTGAGE TRUST N/A 227919AA5 1439033.12000000 PA USD 1444218.10000000 0.078129296824 Long ABS-MBS US Y 2 2069-09-25 Floating 5.12899920 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAK7 3700000.00000000 PA USD 3683824.49000000 0.199287501679 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N CSMC TRUST N/A 12596XAA0 1760947.84100000 PA USD 1716036.28000000 0.092834114100 Long ABS-MBS US N 2 2049-07-25 Fixed 3.57300000 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12648PEN3 198773.11000000 PA USD 195854.39000000 0.010595328898 Long ABS-MBS US N 2 2036-11-27 Floating 5.80110120 N N N N N N CSMC MORTGAGE BACKED TRUST N/A 12654RAD6 1097534.07200000 PA USD 1058629.78000000 0.057269743613 Long ABS-MBS US N 2 2058-09-25 Floating 3.49999920 N N N N N N DELL INTERNATIONAL L.L.C. 254900ZARLSVK41DKO78 24703TAL0 910000.00000000 PA USD 924562.15000000 0.050016954260 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 12008333.34000000 PA USD 12112173.60000000 0.655244250425 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING N/A 25265LAA8 1415000.00000000 PA USD 1380973.78000000 0.074707906212 Long ABS-MBS US Y 2 2049-04-15 Fixed 1.76000000 N N N N N N DIGITAL REALTY TRUST, L.P. CD4SPTZ3YBTHY0C1AH38 25389JAU0 615000.00000000 PA USD 606953.00000000 0.032834937531 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N DLLAA LLC N/A 233249AC5 7685000.00000000 PA USD 7851098.21000000 0.424728635133 Long ABS-MBS US Y 2 2029-09-20 Fixed 4.95000000 N N N N N N DOC DR, LLC N/A 71951QAA0 1880000.00000000 PA USD 1883731.07000000 0.101906065230 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDZ9 1000000.00000000 PA USD 1014753.00000000 0.054896097992 Long DBT CORP US N 2 2056-02-15 Fixed 6.00000000 N N N N N N DOMINO'S PIZZA MASTER ISSUER LLC N/A 25755TAK6 1422197.50000000 PA USD 1420378.79000000 0.076839638062 Long ABS-MBS US N 2 2048-07-25 Fixed 4.32800000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26244KAQ9 870390.29000000 PA USD 871492.20000000 0.047145976618 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.23379880 N N N N N N DRYDEN CLO LTD N/A 26252NAW9 1691529.51000000 PA USD 1693354.67000000 0.091607084582 Long ABS-CBDO CORP KY Y 2 2032-05-15 Floating 4.75252920 N N N N N N DT AUTO OWNER TRUST N/A 26253WAG3 538675.75000000 PA USD 536251.55000000 0.029010131172 Long ABS-MBS US Y 2 2027-09-15 Fixed 1.99000000 N N N N N N ELM TRUST N/A 26860XAU5 500000.00000000 PA USD 502246.75000000 0.027170539830 Long ABS-MBS US Y 2 2039-06-10 Floating 5.80087080 N N N N N N ELM TRUST N/A 26860XAA9 7535000.00000000 PA USD 7559905.44000000 0.408975691474 Long ABS-MBS US Y 2 2039-06-10 Floating 5.99423040 N N N N N N ELM TRUST N/A 26860XAG6 1600000.00000000 PA USD 1605152.80000000 0.086835540670 Long ABS-MBS US Y 2 2039-06-10 Floating 5.99520960 N N N N N N ELMWOOD CLO N/A 29003JAN4 3000000.00000000 PA USD 3003684.00000000 0.162493268020 Long ABS-CBDO CORP JE Y 2 2035-04-22 Floating 4.81920120 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCH6 5680000.00000000 PA USD 5756315.23000000 0.311405085714 Long DBT NUSS CA N 2 2028-06-20 Fixed 4.60000000 N N N N N N ENTERPRISE FLEET FINANCING LLC N/A 29374MAC2 9420000.00000000 PA USD 9523259.21000000 0.515189184760 Long ABS-MBS US Y 2 2028-11-20 Fixed 4.56000000 N N N N N N EQUITABLE AMERICA GLOBAL FUNDING 98450066CCBIACF06694 29446Q2A0 7545000.00000000 PA USD 7631135.61000000 0.412829100523 Long DBT CORP US N 2 2028-06-09 Fixed 4.65000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAQ1 2505000.00000000 PA USD 2477893.72000000 0.134049070531 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30168AAE2 389054.09000000 PA USD 389783.64000000 0.021086511591 Long ABS-MBS US N 2 2028-05-15 Fixed 6.32000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAM9 1625000.00000000 PA USD 1623650.10000000 0.087836207427 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAJ6 1195000.00000000 PA USD 1234230.15000000 0.066769370733 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032435 6100000.00000000 PA USD 5965292.42000000 0.322710331720 Long DBT USGA US N 2 2041-03-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050437 7475000.00000000 PA USD 7587773.98000000 0.410483323482 Long DBT USGA US N 2 2041-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040438 6050000.00000000 PA USD 5997747.24000000 0.324466072259 Long DBT USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042434 6800000.00000000 PA USD 6828452.97000000 0.369405582817 Long DBT USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052631 5350000.00000000 PA USD 5435775.43000000 0.294064526709 Long DBT USGA US N 2 2056-03-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040636 1150000.00000000 PA USD 1117585.34000000 0.060459120928 Long DBT USGA US N 2 2056-03-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042632 1475000.00000000 PA USD 1458554.03000000 0.078904841827 Long DBT USGA US N 2 2056-03-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050635 10425000.00000000 PA USD 10471760.71000000 0.566501209746 Long DBT USGA US N 2 2056-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032633 1450000.00000000 PA USD 1366306.65000000 0.073914443955 Long DBT USGA US N 2 2056-03-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040651 350000.00000000 PA USD 338808.50000000 0.018328858960 Long DBT USGA US N 2 2056-05-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGPD0 766347.95000000 PA USD 746232.24000000 0.040369664511 Long DBT USGA US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YWKF3 274866.75000000 PA USD 270948.75000000 0.014657782860 Long DBT USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9VD0 571144.61000000 PA USD 560610.58000000 0.030327905742 Long DBT USGA US N 2 2033-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCSB1 3283808.21700000 PA USD 3348751.50000000 0.181160726302 Long DBT USGA US N 2 2053-07-01 Floating 4.87800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCS47 2857359.46100000 PA USD 2933240.50000000 0.158682416237 Long DBT USGA US N 2 2055-05-01 Floating 5.29800120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBRJ9 1091986.50000000 PA USD 1082515.38000000 0.058561906571 Long DBT USGA US N 2 2034-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2K42 2475955.89000000 PA USD 2429414.80000000 0.131426458385 Long DBT USGA US N 2 2037-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4H90 589501.79000000 PA USD 573163.91000000 0.031007015667 Long DBT USGA US N 2 2032-06-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9VK8 662747.42000000 PA USD 652564.67000000 0.035302437214 Long DBT USGA US N 2 2035-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CNG5 644030.96440000 PA USD 631643.04000000 0.034170619077 Long DBT USGA US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTL6 1078988.66000000 PA USD 990822.88000000 0.053601526592 Long DBT USGA US N 2 2035-10-01 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXH0 727068.34400000 PA USD 678017.23000000 0.036679369559 Long DBT USGA US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYF3 420501.85000000 PA USD 405745.68000000 0.021950025877 Long DBT USGA US N 2 2031-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ED80 1353374.60800000 PA USD 1316417.13000000 0.071215521183 Long DBT USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHJ2 1426459.76400000 PA USD 1387706.43000000 0.075072129046 Long DBT USGA US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EMQ0 1413540.72300000 PA USD 1376790.49000000 0.074481598630 Long DBT USGA US N 2 2053-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ER77 2549809.96500000 PA USD 2567959.33000000 0.138921439031 Long DBT USGA US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ET67 1261379.64100000 PA USD 1285943.70000000 0.069566969862 Long DBT USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E4K3 2841531.30300000 PA USD 2940907.18000000 0.159097168218 Long DBT USGA US N 2 2039-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394FUN3 301511.46000000 PA USD 299985.48000000 0.016228611599 Long DBT USGA US N 2 2035-10-25 Floating 4.11168960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395DAM1 53009.51000000 PA USD 52719.26000000 0.002852006018 Long DBT USGA US N 2 2036-05-25 Floating 4.08169080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395NXU6 263405.10000000 PA USD 262725.30000000 0.014212910741 Long DBT USGA US N 2 2036-07-25 Floating 4.21169040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396XJ88 171720.18000000 PA USD 171022.46000000 0.009251971389 Long DBT USGA US N 2 2037-06-25 Floating 4.23168840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RDQ5 217843.25000000 PA USD 217949.86000000 0.011790649421 Long DBT USGA US N 2 2040-05-25 Floating 4.33168920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9EW4 318040.42000000 PA USD 315735.39000000 0.017080650078 Long DBT USGA US N 2 2042-05-25 Floating 4.13169120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5ZN9 112762.82000000 PA USD 113365.27000000 0.006132833281 Long DBT USGA US N 2 2042-05-25 Floating 4.48169040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATMA9 109943.31000000 PA USD 109478.27000000 0.005922554393 Long DBT USGA US N 2 2046-08-25 Floating 4.18169160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B72K6 338659.72000000 PA USD 334922.78000000 0.018118649317 Long DBT USGA US N 2 2050-01-25 Floating 4.28168880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9AC1 906820.37000000 PA USD 898667.51000000 0.048616106276 Long DBT USGA US N 2 2050-03-25 Floating 4.28168880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BS2S3 4028494.12000000 PA USD 4068819.35000000 0.220114949896 Long DBT USGA US N 2 2054-07-25 Floating 4.96721160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTBD4 6933352.52000000 PA USD 6985857.41000000 0.377920846692 Long DBT USGA US N 2 2054-10-25 Floating 4.86721080 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AC5 1095000.00000000 PA USD 1145224.14000000 0.061954324464 Long DBT CORP US Y 2 2028-07-15 Fixed 7.05000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DG2 3920000.00000000 PA USD 3985679.44000000 0.215617247848 Long DBT CORP US N 2 2030-07-28 Fixed 4.77200000 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 32028GAE5 69591.10000000 PA USD 73981.96000000 0.004002275357 Long ABS-MBS US N 2 2036-11-25 Floating 3.94821000 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 32029AAA5 1144189.92000000 PA USD 1116999.39000000 0.060427422211 Long ABS-MBS US N 2 2037-12-25 Floating 4.00821120 N N N N N N FIRST NATIONAL MASTER NOTE TRUST N/A 32113CCE8 1470000.00000000 PA USD 1500591.29000000 0.081178973112 Long ABS-MBS US N 2 2030-02-15 Fixed 4.85000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932AH0 10470000.00000000 PA USD 10513224.87000000 0.568744337473 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N FirstEnergy Pennsylvania Electric Company N/A 708696CA5 665000.00000000 PA USD 665365.56000000 0.035994939638 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N FIRSTKEY HOMES TRUST N/A 33767PAA6 7778826.99000000 PA USD 7778625.52000000 0.420808008249 Long ABS-MBS US Y 2 2039-07-17 Fixed 4.25000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738BP2 610000.00000000 PA USD 608078.82000000 0.032895842131 Long DBT CORP US N 2 2031-02-15 Fixed 4.55000000 N N N N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AA7 6235000.00000000 PA USD 6406443.80000000 0.346575734814 Long DBT NUSS IE N 2 2029-04-29 Fixed 6.37500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34533BAA8 10431000.00000000 PA USD 10746360.42000000 0.581356502205 Long ABS-MBS US Y 2 2036-08-15 Fixed 4.87000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528PAK2 3195000.00000000 PA USD 3220732.53000000 0.174235157299 Long ABS-MBS US N 2 2030-11-15 Fixed 4.06000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34528QJW5 3055000.00000000 PA USD 3070263.70000000 0.166095095987 Long ABS-MBS US N 2 2030-09-15 Fixed 4.33000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 1220000.00000000 PA USD 1273104.73000000 0.068872407387 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMT29 312671.50000000 PA USD 305160.07000000 0.016508546519 Long DBT USGA US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMVM2 1024212.87000000 PA USD 994848.24000000 0.053819290478 Long DBT USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYZK5 2164000.00000000 PA USD 2087657.54000000 0.112938077434 Long DBT USGA US N 2 2028-03-25 Fixed 1.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBC53 56641.47000000 PA USD 56621.42000000 0.003063105032 Long DBT USGA US N 2 2027-09-25 Floating 4.15371960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCP81 22874.26000000 PA USD 22836.10000000 0.001235387117 Long DBT USGA US N 2 2027-11-25 Floating 4.13372160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FEJN1 275220.62000000 PA USD 273962.70000000 0.014820831498 Long DBT USGA US N 2 2028-01-25 Floating 4.03372080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPHF5 214039.12000000 PA USD 214062.88000000 0.011580371614 Long DBT USGA US N 2 2026-07-25 Floating 4.28371920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXLS5 311823.01000000 PA USD 311478.73000000 0.016850373327 Long DBT USGA US N 2 2027-08-25 Floating 4.08372120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5FY8 859733.07000000 PA USD 833353.11000000 0.045082728495 Long DBT USGA US N 2 2027-12-25 Fixed 1.67900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FARM2 207472.27000000 PA USD 207391.31000000 0.011219453085 Long DBT USGA US N 2 2044-05-25 Floating 4.65509160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S4JM0 3229.90000000 PA USD 3284.89000000 0.000177705947 Long DBT USGA US N 2 2037-03-01 Floating 5.77199880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288RFQ6 3130857.86000000 PA USD 3205377.54000000 0.173404483199 Long DBT USGA US N 2 2055-06-01 Floating 5.34899880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCA26 3984442.41600000 PA USD 4003220.69000000 0.216566194221 Long DBT USGA US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM50 785579.24000000 PA USD 779606.06000000 0.042175121103 Long DBT USGA US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CX4L3 1242203.66200000 PA USD 1189102.10000000 0.064328033920 Long DBT USGA US N 2 2038-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9B86 587446.95000000 PA USD 576219.65000000 0.031172325060 Long DBT USGA US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 8397619.21800000 PA USD 8340469.81000000 0.451202655223 Long DBT USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF32 1828850.82800000 PA USD 1778349.49000000 0.096205133533 Long DBT USGA US N 2 2053-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9SS7 1165208.41000000 PA USD 1130687.97000000 0.061167946880 Long DBT USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395MT90 240250.25000000 PA USD 238801.11000000 0.012918660142 Long DBT USGA US N 2 2035-02-15 Floating 4.02266880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395V3H0 197762.78000000 PA USD 197583.01000000 0.010688843766 Long DBT USGA US N 2 2034-10-15 Floating 4.14267120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396H5M7 25395.71000000 PA USD 25376.03000000 0.001372792225 Long DBT USGA US N 2 2036-01-15 Floating 4.07266920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NGS9 81642.34000000 PA USD 81225.76000000 0.004394150379 Long DBT USGA US N 2 2036-04-15 Floating 4.07266920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LGY8 110231.53000000 PA USD 110422.84000000 0.005973653731 Long DBT USGA US N 2 2032-03-15 Floating 4.42266840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASV27 179821.95000000 PA USD 179772.27000000 0.009725318526 Long DBT USGA US N 2 2032-08-15 Floating 4.17267000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F7TN5 1493501.02100000 PA USD 1401191.91000000 0.075801666413 Long DBT USGA US N 2 2046-01-15 Fixed 1.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRE1 177200.53000000 PA USD 177312.17000000 0.009592232060 Long DBT USGA US Y 2 2042-02-25 Floating 4.96721160 N N N N N N FREMONT HOME LOAN OWNER TRUST N/A 35729PNC0 1168398.57000000 PA USD 1141034.32000000 0.061727663622 Long ABS-MBS US N 2 2036-01-25 Floating 4.44821040 N N N N N N FRESB MORTGAGE TRUST N/A 30306RAM0 674720.51000000 PA USD 666928.23000000 0.036079476944 Long ABS-MBS US N 2 2028-04-25 Floating 3.33201960 N N N N N N FRESB MORTGAGE TRUST N/A 30297CAJ1 4292706.54000000 PA USD 4246864.73000000 0.229746847144 Long ABS-MBS US N 2 2028-06-25 Floating 3.44845440 N N N N N N FRESB MORTGAGE TRUST N/A 30297DAJ9 4243258.27200000 PA USD 4222547.35000000 0.228431325756 Long ABS-MBS US N 2 2028-06-25 Floating 3.60848880 N N N N N N FRESB MORTGAGE TRUST N/A 30297JAE7 1081714.44000000 PA USD 1069613.41000000 0.057863935923 Long ABS-MBS US N 2 2028-05-25 Floating 3.52000080 N N N N N N FRESB MORTGAGE TRUST N/A 302970AG3 298323.14000000 PA USD 295265.83000000 0.015973288019 Long ABS-MBS US N 2 2029-01-25 Floating 3.47000040 N N N N N N FS TRUST N/A 30338DAA9 1450000.00000000 PA USD 1450977.45000000 0.078494964075 Long ABS-MBS US Y 2 2039-08-15 Floating 5.47075080 N N N N N N FWDP 2Y RTP 4.00 03/31/26 N/A SWP323TZ0 29512000.00000000 NC USD 2.09000000 0.000000113064 N/A DIR US N 1 FWDP 2Y RTP 4.00 03/31/26 N/A Put Purchased N/A N/A 29512000.00000000 4.00000000 USD 2026-03-31 XXXX -54595.11000000 N N N FWDP 5Y RTP 4.22 03/31/26 N/A SWP323ZT5 12332000.00000000 NC USD 5.06000000 0.000000273735 N/A DIR US N 1 FWDP 5Y RTP 4.22 03/31/26 N/A Put Purchased N/A N/A 12332000.00000000 4.22000000 USD 2026-03-31 XXXX -55118.98000000 N N N FWDP 5Y RTP 4/30/26 $4.11 N/A SWP323CQ6 10750000.00000000 NC USD 396.81000000 0.000021466623 N/A DIR US N 1 FWDP 5Y RTP 4/30/26 $4.11 N/A Put Purchased N/A N/A 10750000.00000000 4.11000000 USD 2026-04-30 XXXX -7128.19000000 N N N FWDP 5Y RTP N/A SWP323BX2 10750000.00000000 NC USD 396.81000000 0.000021466623 N/A DIR US N 1 FWDP 5Y RTP N/A Put Purchased N/A N/A 10750000.00000000 4.11000000 USD 2026-04-30 XXXX -6590.69000000 N N N FWDP 5Y RTP N/A SWP3230N6 10750000.00000000 NC USD 1216.36000000 0.000065802631 N/A DIR US N 1 FWDP 5Y RTP N/A Put Purchased N/A N/A 10750000.00000000 4.11500000 USD 2026-05-27 XXXX -9533.64000000 N N N FWDP 5Y RTP N/A SWP323DG7 10750000.00000000 NC USD 1248.64000000 0.000067548914 N/A DIR US N 1 FWDP 5Y RTP N/A Put Purchased N/A N/A 10750000.00000000 4.11000000 USD 2026-05-27 XXXX -9232.61000000 N N N GLOBAL CONTAINER INTERNATIONAL N/A 36166VAE5 1306672.12000000 PA USD 1234115.75000000 0.066763181923 Long ABS-MBS US Y 2 2046-06-18 Fixed 2.38000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GW75 330000.00000000 PA USD 330218.77000000 0.017864171829 Long DBT CORP US N 2 2026-05-05 Floating 4.30481160 N N N N N N Government National Mortgage Association 2 N/A 21H042638 9425000.00000000 PA USD 9313814.50000000 0.503858646862 Long DBT USGA US N 2 2056-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H040632 3850000.00000000 PA USD 3703213.13000000 0.200336388138 Long DBT USGA US N 2 2056-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36225FBF5 49376.30000000 PA USD 50284.20000000 0.002720274165 Long DBT USGA US N 2 2041-02-20 Floating 4.62499920 N N N N N N Government National Mortgage Association 2 N/A 36179XHX7 1407775.77200000 PA USD 1369162.85000000 0.074068958635 Long DBT USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179YRH9 43895.11700000 PA USD 44815.40000000 0.002424423076 Long DBT USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 36180AB85 0.05400000 PA USD 0.05000000 0.000000002704 Long DBT USGA US N 2 2054-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 2 N/A 3618N5A25 0.02800000 PA USD 0.03000000 0.000000001622 Long DBT USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAG7 1725000.00000000 PA USD 1697396.91000000 0.091825761642 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AQ2 1370000.00000000 PA USD 1320323.53000000 0.071426849573 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 1000000.00000000 PA USD 1020794.00000000 0.055222903952 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N GLS AUTO RECEIVABLES TRUST N/A 36263LAG4 444554.35000000 PA USD 443382.19000000 0.023986085432 Long ABS-MBS US Y 2 2027-07-15 Fixed 1.48000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 379965AF3 5295000.00000000 PA USD 5343881.32000000 0.289093240034 Long ABS-MBS US N 2 2029-08-20 Fixed 4.41000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST N/A 36269KAA3 660000.00000000 PA USD 682374.00000000 0.036915062061 Long ABS-MBS US Y 2 2036-12-11 Fixed 4.98000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886CX0 400000.00000000 PA USD 415085.08000000 0.022455268648 Long ABS-MBS US Y 2 2030-06-15 Fixed 5.83000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38138KAL4 1700000.00000000 PA USD 1700935.00000000 0.092017165201 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 4.74762960 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYA6 515000.00000000 PA USD 514685.52000000 0.027843452289 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYG3 5460000.00000000 PA USD 5388234.47000000 0.291492656314 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWL4 12450000.00000000 PA USD 12391567.67000000 0.670358908125 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Government National Mortgage Association N/A 38375JEJ0 247938.92000000 PA USD 247667.65000000 0.013398322137 Long DBT USGA US N 2 2037-01-20 Floating 4.08171960 N N N N N N Government National Mortgage Association N/A 38373M4R8 40871.31000000 PA USD 40796.61000000 0.002207014613 Long DBT USGA US N 2 2044-03-16 Floating 5.55599880 N N N N N N Government National Mortgage Association N/A 38378ACT6 213249.61000000 PA USD 211550.95000000 0.011444481249 Long DBT USGA US N 2 2041-04-20 Floating 4.13172000 N N N N N N Government National Mortgage Association N/A 38378BCZ0 266411.10000000 PA USD 259803.81000000 0.014054864004 Long DBT USGA US N 2 2049-07-16 Floating 3.48800040 N N N N N N Government National Mortgage Association N/A 38375GAN1 150998.14000000 PA USD 151155.27000000 0.008177196336 Long DBT USGA US N 2 2039-11-16 Floating 4.44413160 N N N N N N Government National Mortgage Association N/A 38378XUK5 613988.07000000 PA USD 602453.08000000 0.032591500902 Long DBT USGA US N 2 2054-10-16 Floating 3.15000000 N N N N N N Government National Mortgage Association N/A 38379LWP7 3462855.35100000 PA USD 3330344.34000000 0.180164935938 Long DBT USGA US N 2 2043-01-16 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 38383U2A7 4305719.74200000 PA USD 4212984.01000000 0.227913968281 Long DBT USGA US N 2 2044-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38384CUA5 1745334.29000000 PA USD 1765968.33000000 0.095535337659 Long DBT USGA US N 2 2053-08-20 Floating 5.01153840 N N N N N N Government National Mortgage Association N/A 38384WM28 7302250.29000000 PA USD 7370215.25000000 0.398713833408 Long DBT USGA US N 2 2054-09-20 Floating 4.84153920 N N N N N N Government National Mortgage Association N/A 38384JQR8 1974364.68000000 PA USD 1993981.57000000 0.107870395714 Long DBT USGA US N 2 2054-02-20 Floating 4.91154120 N N N N N N GRACIE POINT INTERNATIONAL FUNDING N/A 38411WAA0 910000.00000000 PA USD 911229.87000000 0.049295704706 Long ABS-MBS US Y 2 2028-08-15 Floating 5.18124960 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36256BAC4 383441.76000000 PA USD 378727.23000000 0.020488382030 Long ABS-MBS US N 2 2057-10-25 Fixed 3.75000000 N N N N N N GS MORTGAGE SECURITIES CORP. N/A 38144RAC1 6959.16000000 PA USD 6945.89000000 0.000375758690 Long ABS-MBS US N 2 2037-08-25 Floating 4.68821160 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LBH5 2925000.00000000 PA USD 3057620.61000000 0.165411130227 Long DBT CORP US N 2 2028-10-02 Fixed 5.73700000 N N N N N N GWT COMMERCIAL MORTGAGE TRUST N/A 362414AA2 1478000.00000000 PA USD 1478923.75000000 0.080006802743 Long ABS-MBS US Y 2 2041-05-15 Floating 5.35088880 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 1625000.00000000 PA USD 1618420.73000000 0.087553309019 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43285HAA6 672103.32000000 PA USD 662182.60000000 0.035822747899 Long ABS-MBS US N 2 2039-02-25 Fixed 2.74000000 N N N N N N HILTON GRAND VACATIONS TRUST N/A 43283CAA9 7363352.88000000 PA USD 7497683.26000000 0.405609596581 Long ABS-MBS US Y 2 2042-05-27 Fixed 4.88000000 N N N N N N HILTON USA TRUST N/A 43300LAL4 2430000.00000000 PA USD 2415850.11000000 0.130692635916 Long ABS-MBS US N 2 2038-11-05 Floating 4.19349960 N N N N N N HNNT LLC N/A 40472QAA5 1738357.82000000 PA USD 1775959.72000000 0.096075851779 Long ABS-MBS US Y 2 2043-03-15 Fixed 5.49000000 N N N N N N HOME PARTNERS OF AMERICA TRUST N/A 43732VAA4 863546.08000000 PA USD 847810.72000000 0.045864856141 Long ABS-MBS US Y 2 2026-12-17 Fixed 2.30200000 N N N N N N HOTWIRE FUNDING LLC N/A 44148JAH2 1135000.00000000 PA USD 1153550.89000000 0.062404784905 Long ABS-MBS US Y 2 2054-06-20 Fixed 5.89300000 N N N N N N HPS LOAN MANAGEMENT LTD N/A 40440XAL5 3000000.00000000 PA USD 2999859.00000000 0.162286343207 Long ABS-CBDO CORP KY Y 2 2035-01-23 Floating 4.78101960 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 1090000.00000000 PA USD 1057354.45000000 0.057200750823 Long DBT NUSS GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAC0 182000.00000000 PA USD 151254.74000000 0.008182577463 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAA4 52000.00000000 PA USD 49450.09000000 0.002675150491 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N HUDSON PACIFIC PROPERTIES, L.P. 5493007NTUGLGZ8T3526 44409MAB2 68000.00000000 PA USD 60520.00000000 0.003274010375 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BN1 930000.00000000 PA USD 943069.30000000 0.051018153882 Long DBT CORP US N 2 2030-04-01 Fixed 4.87500000 N N N N N N HUNTINGTON AUTO TRUST N/A 44644NAG4 896839.80000000 PA USD 906838.31000000 0.049058130135 Long ABS-MBS US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AU6 1515000.00000000 PA USD 1545738.80000000 0.083621362672 Long DBT CORP US N 2 2028-03-30 Fixed 5.05000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST N/A 448970AF0 3700000.00000000 PA USD 3720262.68000000 0.201258734529 Long ABS-MBS US Y 2 2030-05-15 Fixed 4.16000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADU8 9020000.00000000 PA USD 9127924.84000000 0.493802389830 Long DBT CORP US N 2 2027-06-23 Fixed 4.87500000 N N N N N N HYUNDAI FLOORPLAN MASTER OWNER TRUST N/A 44921QAH9 11715000.00000000 PA USD 11786386.52000000 0.637619824118 Long ABS-MBS US Y 2 2030-10-15 Fixed 4.01000000 N N N N N N IMPAC CMB TRUST N/A 45254NJV0 127581.43000000 PA USD 127526.86000000 0.006898946840 Long ABS-MBS US N 2 2034-10-25 Floating 4.58821080 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAJ2 1540000.00000000 PA USD 1556094.63000000 0.084181592263 Long DBT NUSS GB N 2 2028-06-30 Fixed 4.50000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CF5 925000.00000000 PA USD 954859.62000000 0.051655986500 Long DBT CORP US N 2 2030-02-10 Fixed 5.12500000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AP6 2120000.00000000 PA USD 2046634.75000000 0.110718826937 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N ITC HOLDINGS CORP. 549300HTO5U9D3SLE207 465685AR6 2100000.00000000 PA USD 2126252.08000000 0.115025964487 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46646GAA5 1334000.00000000 PA USD 1323331.07000000 0.071589551443 Long ABS-MBS US N 2 2038-09-06 Floating 2.85410160 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46646GAE7 1925000.00000000 PA USD 1905432.38000000 0.103080062489 Long ABS-MBS US N 2 2038-09-06 Floating 2.85410160 N N N N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 46590XAN6 1025000.00000000 PA USD 995680.29000000 0.053864302711 Long DBT NUSS US N 2 2029-02-02 Fixed 3.00000000 N N N N N N J.P. MORGAN MORTGAGE ACQUISITION CORPORATION N/A 46630CAF1 2589489.87000000 PA USD 2563387.04000000 0.138674087331 Long ABS-MBS US N 2 2037-05-25 Floating 4.01820840 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 48129RAZ8 1128484.65200000 PA USD 1111576.11000000 0.060134033662 Long ABS-MBS US N 2 2052-11-13 Fixed 2.98150000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCB0 2478000.00000000 PA USD 2469395.57000000 0.133589337694 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBR6 2000000.00000000 PA USD 1956454.02000000 0.105840230677 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRY8 4535000.00000000 PA USD 4525215.19000000 0.244805047641 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDA1 1670000.00000000 PA USD 1675692.80000000 0.090651612909 Long DBT CORP US N 2 2028-04-26 Fixed 4.32300000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PEB8 17040000.00000000 PA USD 17505888.77000000 0.947033401596 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 505713AE7 2180000.00000000 PA USD 2191610.24000000 0.118561709595 Long ABS-MBS US Y 2 2028-09-15 Fixed 5.58000000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AM9 1220000.00000000 PA USD 1249900.65000000 0.067617113291 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N LCM LTD. N/A 50202CAJ3 3625000.00000000 PA USD 3626732.75000000 0.196198953280 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 4.84763040 N N N N N N LEX MORTGAGE TRUST N/A 52885AAA6 700000.00000000 PA USD 704193.42000000 0.038095448833 Long ABS-MBS US Y 2 2033-10-13 Floating 4.87361880 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 2375000.00000000 PA USD 2363662.15000000 0.127869372160 Long DBT NUSS GB N 2 2027-05-11 Fixed 1.62700000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BD0 9185000.00000000 PA USD 9340454.29000000 0.505299805964 Long DBT NUSS GB N 2 2029-06-13 Fixed 4.81800000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AF8 418000.00000000 PA USD 442832.17000000 0.023956330455 Long DBT CORP US N 2 2028-11-15 Fixed 6.75000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BY7 7585000.00000000 PA USD 7654773.96000000 0.414107887753 Long DBT CORP US N 2 2027-11-08 Fixed 4.55000000 N N N N N N MASSACHUSETTS ST SPL OBLIG REV N/A 576004HG3 264818.67000000 PA USD 267079.64000000 0.014448471785 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W4S6 9490000.00000000 PA USD 9627872.62000000 0.520848560004 Long DBT CORP US N 2 2027-04-09 Fixed 5.10000000 N N N N N N MERRILL LYNCH MORTGAGE TRUST N/A 59020UAR6 85869.66000000 PA USD 80355.69000000 0.004347081341 Long ABS-MBS US N 2 2029-04-25 Floating 4.24820880 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 592179KF1 2000000.00000000 PA USD 2041911.88000000 0.110463329162 Long DBT CORP US N 2 2028-01-06 Fixed 5.05000000 N N N N N N MIAMI-DADE CNTY FLA AVIATION REV N/A 59333PV62 2000000.00000000 PA USD 1975671.40000000 0.106879852314 Long DBT MUN US N 2 2027-10-01 Fixed 2.85400000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980YAB1 198998.44000000 PA USD 196563.89000000 0.010633711422 Long ABS-MBS US Y 2 2066-04-25 Floating 3.47253480 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59981AAC0 1403199.66200000 PA USD 1378765.04000000 0.074588417816 Long ABS-MBS US N 2 2069-10-25 Floating 3.25000080 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 900000.00000000 PA USD 896208.47000000 0.048483077153 Long DBT CORP US N 2 2027-05-04 Fixed 1.59300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 17995000.00000000 PA USD 19053272.81000000 1.030743768446 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N MORGAN STANLEY ABS CAPITAL I, INC. N/A 61744CZD1 332620.69000000 PA USD 326881.05000000 0.017683607885 Long ABS-MBS US N 2 2036-03-25 Floating 4.32821160 N N N N N N MORGAN STANLEY ABS CAPITAL I, INC. N/A 61756YAC7 55051.57000000 PA USD 54975.62000000 0.002974070559 Long ABS-MBS US N 2 2037-07-25 Floating 4.78820880 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 61690U8E3 2450000.00000000 PA USD 2481379.23000000 0.134237629617 Long DBT CORP US N 2 2028-07-14 Fixed 4.96800000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61779CAA2 2062690.82000000 PA USD 2083889.09000000 0.112734211863 Long ABS-MBS US N 2 2058-08-15 Fixed 4.60900000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61767FBD2 3050000.00000000 PA USD 3018409.32000000 0.163289878239 Long ABS-MBS US N 2 2049-08-15 Fixed 2.98400000 N N N N N N MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION 549300GS0W0TEUQS8571 61776NZU0 6245000.00000000 PA USD 6268234.52000000 0.339098890520 Long DBT CORP US N 2 2028-11-17 Fixed 4.20400000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST N/A 617944AF0 1034520.45000000 PA USD 1040512.50000000 0.056289635175 Long ABS-MBS US Y 2 2055-03-25 Floating 5.50000080 N N N N N N MVW OWNER TRUST N/A 55389TAA9 813209.41000000 PA USD 790043.19000000 0.042739748861 Long ABS-MBS US Y 2 2041-01-22 Fixed 1.14000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HGB2 12820000.00000000 PA USD 12862266.77000000 0.695822783491 Long DBT CORP US N 2 2027-12-10 Fixed 3.95000000 N N N N N N NATIONSTAR HOME EQUITY LOAN TRUST N/A 63860LAE0 267074.06000000 PA USD 266363.70000000 0.014409740869 Long ABS-MBS US N 2 2037-04-25 Floating 4.42820880 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 2720000.00000000 PA USD 2693060.77000000 0.145689175524 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941XAA5 2514140.32000000 PA USD 2393194.33000000 0.129467003749 Long ABS-MBS US N 2 2069-07-15 Fixed 1.22000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63941UAA1 974466.43000000 PA USD 922884.71000000 0.049926208127 Long ABS-MBS US N 2 2069-09-16 Fixed 1.17000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63935BAA1 881949.52000000 PA USD 839184.67000000 0.045398204172 Long ABS-MBS US Y 2 2069-01-15 Fixed 1.31000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942BAA2 1968073.80000000 PA USD 1824775.98000000 0.098716713341 Long ABS-MBS US Y 2 2069-05-15 Fixed 0.84000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 4057647.47000000 PA USD 3721070.48000000 0.201302434886 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942LAA0 1186446.66000000 PA USD 1088032.33000000 0.058860362479 Long ABS-MBS US Y 2 2069-07-15 Fixed 0.94000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST N/A 63942PAA1 90307.54700000 PA USD 89431.92000000 0.004838087144 Long ABS-MBS US Y 2 2070-10-15 Fixed 4.16000000 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64035GAB5 4225677.48700000 PA USD 4008763.32000000 0.216866039366 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.32000000 N N N N N N NEW CENTURY HOME EQUITY LOAN TRUST N/A 64352VQR5 968619.16000000 PA USD 970544.39000000 0.052504501036 Long ABS-MBS US N 2 2036-05-25 Floating 4.14821160 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JRB6 7970000.00000000 PA USD 8131793.39000000 0.439913680270 Long DBT MUN US N 2 2027-11-01 Fixed 4.75400000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971XMF2 820000.00000000 PA USD 812916.59000000 0.043977153834 Long DBT MUN US N 2 2026-11-01 Fixed 2.31000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64972JQY7 2435000.00000000 PA USD 2484431.23000000 0.134402736684 Long DBT MUN US N 2 2027-11-01 Fixed 4.75400000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971X3E6 3000000.00000000 PA USD 3114338.40000000 0.168479448682 Long DBT MUN US N 2 2028-11-01 Fixed 5.00000000 N N N N N N NEW YORK ST URBAN DEV CORP ST SALES TAX REV N/A 64985TDG3 1800000.00000000 PA USD 1688945.22000000 0.091368542198 Long DBT MUN US N 2 2030-03-15 Fixed 2.01000000 N N N N N N NEWCASTLE MORTGAGE SECURITIES TRUST N/A 65106FAA0 955056.74000000 PA USD 932308.91000000 0.050436038408 Long ABS-MBS US N 2 2037-04-25 Floating 3.97820880 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KCL2 4930000.00000000 PA USD 4985904.47000000 0.269727411860 Long DBT CORP US N 2 2027-09-01 Fixed 4.68500000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNER TRUST N/A 65341KCC8 2530000.00000000 PA USD 2552079.56000000 0.138062375387 Long ABS-MBS US Y 2 2029-09-15 Fixed 4.42000000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNER TRUST N/A 65341KCD6 4400000.00000000 PA USD 4447834.60000000 0.240618913230 Long ABS-MBS US Y 2 2029-09-15 Fixed 4.87000000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNER TRUST N/A 65341KCF1 2380000.00000000 PA USD 2411628.77000000 0.130464269906 Long ABS-MBS US Y 2 2030-02-15 Fixed 4.55000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65479XAF9 3935000.00000000 PA USD 3993681.87000000 0.216050163229 Long ABS-MBS US N 2 2029-02-15 Fixed 5.03000000 N N N N N N NISSAN AUTO LEASE TRUST N/A 65479XAG7 3935000.00000000 PA USD 3993901.83000000 0.216062062623 Long ABS-MBS US N 2 2029-06-15 Fixed 5.11000000 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2R9 4405000.00000000 PA USD 4461533.20000000 0.241359979961 Long DBT CORP US N 2 2027-03-25 Fixed 5.07000000 N N N N N N NORTHWOODS CAPITAL LIMITED N/A 668468AL5 1900000.00000000 PA USD 1900526.30000000 0.102814653420 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 4.78762920 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAP0 12450000.00000000 PA USD 12562939.30000000 0.679629768910 Long DBT NUSS JP N 2 2027-07-16 Fixed 4.56700000 N N N N N N NYC TRUST N/A 62956HAA4 1300000.00000000 PA USD 1304624.10000000 0.070577541960 Long ABS-MBS US Y 2 2029-08-15 Floating 5.65058880 N N N N N N OCTAGON LIMITED N/A 67592XAN0 1750000.00000000 PA USD 1752128.00000000 0.094786603620 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 4.74219000 N N N N N N OCTAGON LIMITED N/A 67579AAW7 1900000.00000000 PA USD 1904079.30000000 0.103006863580 Long ABS-CBDO CORP KY Y 2 2035-07-21 Floating 4.92968880 N N N N N N OCTAGON LIMITED N/A 675943AA2 2000000.00000000 PA USD 1995910.00000000 0.107974719902 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 4.65762960 N N N N N N OCTAGON INVESTMENT PARTNERS, LTD. N/A 67590QCA3 2400000.00000000 PA USD 2402328.00000000 0.129961116940 Long ABS-CBDO CORP KY Y 2 2031-02-14 Floating 4.80252960 N N N N N N ONE NEW YORK PLAZA TRUST N/A 68249DAA7 898600.86000000 PA USD 876701.96000000 0.047427814164 Long ABS-MBS US Y 2 2036-01-15 Floating 4.72448160 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 683715AF3 1610000.00000000 PA USD 1652207.76000000 0.089381119442 Long DBT NUSS CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1865000.00000000 PA USD 1861736.49000000 0.100716202654 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDH5 825000.00000000 PA USD 809121.78000000 0.043771862239 Long DBT CORP US N 2 2030-09-26 Fixed 4.45000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCX1 8055000.00000000 PA USD 7969729.77000000 0.431146364120 Long DBT CORP US N 2 2028-08-03 Floating 4.44495240 N N N N N N OWNIT MORTGAGE LOAN TRUST N/A 69121PDY6 1019675.03000000 PA USD 1000388.69000000 0.054119017689 Long ABS-MBS US N 2 2037-03-25 Floating 4.32821160 N N N N N N PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD N/A 70015QAL2 2000000.00000000 PA USD 1999692.00000000 0.108179318501 Long ABS-CBDO CORP KY Y 2 2034-01-20 Floating 4.77762840 N N N N N N PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD N/A 70018QAJ4 2700000.00000000 PA USD 2699746.20000000 0.146050843851 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 4.72218840 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAE8 10820000.00000000 PA USD 10895792.48000000 0.589440476344 Long DBT CORP US N 2 2028-11-15 Fixed 4.33500000 N N N N N N PFS FINANCING CORP. N/A 69335PFU4 6377000.00000000 PA USD 6498416.80000000 0.351551289280 Long ABS-MBS US Y 2 2030-02-15 Fixed 4.85000000 N N N N N N PFS FINANCING CORP. N/A 69335PFY6 1800000.00000000 PA USD 1821833.82000000 0.098557548397 Long ABS-MBS US Y 2 2030-05-15 Fixed 4.47000000 N N N N N N PHILADELPHIA PA REDEV AUTH REV N/A 717868JU8 1250000.00000000 PA USD 1265787.50000000 0.068476559949 Long DBT MUN US N 2 2027-09-01 Fixed 4.51800000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DF3 12400000.00000000 PA USD 12513269.66000000 0.676942741205 Long DBT CORP US N 2 2027-02-12 Fixed 4.75000000 N N N N N N PK ALIFT LOAN FUNDING LP N/A 69381EAA1 1319522.14000000 PA USD 1332177.68000000 0.072068135265 Long ABS-MBS US Y 2 2039-10-15 Fixed 5.05200000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBL5 1500000.00000000 PA USD 1504609.73000000 0.081396362641 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BR5 970000.00000000 PA USD 1005413.94000000 0.054390873615 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BT1 710000.00000000 PA USD 721757.88000000 0.039045650821 Long DBT CORP US N 2 2027-10-20 Fixed 6.61500000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST N/A 74332VAA3 1652222.07000000 PA USD 1627758.94000000 0.088058487414 Long ABS-MBS US Y 2 2027-04-17 Fixed 2.95000000 N N N N N N PRPM LLC N/A 69380RAA3 178223.19520000 PA USD 177117.30000000 0.009581689984 Long ABS-MBS US Y 2 2053-11-25 Fixed 4.00000000 N N N N N N PRPM LLC N/A 693581AA8 2141183.26200000 PA USD 2127315.25000000 0.115083479847 Long ABS-MBS US Y 2 2054-01-25 Fixed 4.00000000 N N N N N N PRPM LLC N/A 693987AA7 403279.58690000 PA USD 398966.07000000 0.021583262601 Long ABS-MBS US Y 2 2054-03-25 Fixed 3.75000000 N N N N N N PRPM LLC N/A 74390RAA1 7117153.96000000 PA USD 7132009.60000000 0.385827386455 Long ABS-MBS US Y 2 2055-02-25 Fixed 4.50000000 N N N N N N PRPM LLC N/A 69392PAA3 2579288.94000000 PA USD 2613755.46000000 0.141398917629 Long ABS-MBS US Y 2 2055-07-25 Fixed 5.25000000 N N N N N N PRPM LLC N/A 69384AAA6 6442664.36000000 PA USD 6488766.13000000 0.351029207427 Long ABS-MBS US Y 2 2055-10-25 Fixed 4.83900000 N N N N N N PRPM LLC N/A 69383VAA1 2000000.00000000 PA USD 2016546.60000000 0.109091118489 Long ABS-MBS US Y 2 2056-01-25 Fixed 4.84500000 N N N N N N RAD CLO LTD. N/A 750099AJ2 2800000.00000000 PA USD 2799204.80000000 0.151431354233 Long ABS-CBDO CORP KY Y 2 2037-01-25 Floating 4.92797880 N N N N N N RCKT MORTGAGE TRUST N/A 74935WAA2 213083.63000000 PA USD 213410.14000000 0.011545059692 Long ABS-MBS US Y 2 2043-06-25 Floating 6.51499920 N N N N N N RCKT MORTGAGE TRUST N/A 749424AA5 1101073.17000000 PA USD 1109797.85000000 0.060037833370 Long ABS-MBS US Y 2 2044-02-25 Floating 6.02499960 N N N N N N RCKT MORTGAGE TRUST N/A 74938KAA5 6154673.54000000 PA USD 6217885.73000000 0.336375122165 Long ABS-MBS US Y 2 2044-08-25 Fixed 5.84600000 N N N N N N RCKT MORTGAGE TRUST N/A 749414AA6 8718397.11000000 PA USD 8754259.36000000 0.473587838302 Long ABS-MBS US Y 2 2044-10-25 Fixed 5.15800000 N N N N N N RCKT MORTGAGE TRUST N/A 749421AA1 9088799.46800000 PA USD 9168027.44000000 0.495971859898 Long ABS-MBS US Y 2 2044-11-25 Fixed 5.48955000 N N N N N N RCKT MORTGAGE TRUST N/A 749427AA8 11859547.48000000 PA USD 12001541.84000000 0.649259294541 Long ABS-MBS US Y 2 2045-01-25 Fixed 5.65300000 N N N N N N RCKT MORTGAGE TRUST N/A 74939LAA2 4484092.00800000 PA USD 4511006.87000000 0.244036406083 Long ABS-MBS US Y 2 2055-11-25 Fixed 4.89400000 N N N N N N RCKT MORTGAGE TRUST N/A 74939LAB0 8548095.36000000 PA USD 8599276.23000000 0.465203562433 Long ABS-MBS US Y 2 2055-11-25 Fixed 4.99500000 N N N N N N RCKT MORTGAGE TRUST N/A 74942BAA9 9955438.19700000 PA USD 10070621.62000000 0.544800391130 Long ABS-MBS US Y 2 2055-02-25 Fixed 5.50300000 N N N N N N RCKT MORTGAGE TRUST N/A 74943AAA0 3395669.14000000 PA USD 3431255.75000000 0.185624040422 Long ABS-MBS US Y 2 2055-07-25 Fixed 5.37700000 N N N N N N RCKT MORTGAGE TRUST N/A 74943AAB8 1676611.65000000 PA USD 1694131.91000000 0.091649131704 Long ABS-MBS US Y 2 2055-07-25 Fixed 5.47800000 N N N N N N RCKT MORTGAGE TRUST N/A 74939WAB6 2301484.15000000 PA USD 2320476.92000000 0.125533138005 Long ABS-MBS US Y 2 2055-08-25 Floating 5.24863080 N N N N N N RCKT MORTGAGE TRUST N/A 74940EAB3 3600000.00000000 PA USD 3603888.17000000 0.194963107411 Long ABS-MBS US Y 2 2056-02-01 Fixed 4.86300000 N N N N N N ROCKFORD TOWER CLO N/A 77342KAA8 405767.03000000 PA USD 405854.68000000 0.021955922558 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.08924080 N N N N N N ROCKFORD TOWER CLO N/A 77342MAY2 3000000.00000000 PA USD 3004842.00000000 0.162555913493 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 4.76763120 N N N N N N ROCKFORD TOWER CLO N/A 77341GAS9 1811156.36000000 PA USD 1814534.17000000 0.098162652002 Long ABS-CBDO CORP KY Y 2 2032-08-20 Floating 4.78557000 N N N N N N BANQUE ROYALE DU CANADA ES7IP3U3RHIGC71XBU11 78017DAK4 9300000.00000000 PA USD 9410836.84000000 0.509107360474 Long DBT NUSS CA N 2 2029-08-06 Fixed 4.49800000 N N N N N N SABEY DATA CENTER ISSUER, LLC N/A 78520EAB2 1682000.00000000 PA USD 1664915.42000000 0.090068578310 Long ABS-MBS US Y 2 2046-06-20 Fixed 1.88100000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 1380000.00000000 PA USD 1370426.43000000 0.074137315773 Long DBT NUSS GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBJ7 9220000.00000000 PA USD 9408037.38000000 0.508955915314 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N SAXON ASSET SECURITIES TRUST N/A 80556AAC1 362917.81000000 PA USD 359129.60000000 0.019428189632 Long ABS-MBS US N 2 2046-10-25 Floating 4.12821000 N N N N N N N/A N/A 783965593 99766342.80000000 NS USD 99766342.80000000 5.397158649185 Long STIV RF US N 1 N N N N/A N/A 783965593 8166369.83000000 NS USD 8166369.83000000 0.441784196187 Long STIV RF US N 1 N N N SERENITY-PEACE PARK CLO LTD N/A 817940AA7 2000000.00000000 PA USD 2000824.00000000 0.108240557426 Long ABS-CBDO CORP KY Y 2 2038-10-24 Floating 5.02261920 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82653HAA8 3665700.31000000 PA USD 3708315.54000000 0.200612418265 Long ABS-MBS US Y 2 2044-04-20 Fixed 4.72000000 N N N N N N SIERRA TIMESHARE RECEIVABLES FUNDING LLC N/A 82650FAA5 6871510.64000000 PA USD 6916257.92000000 0.374155654154 Long ABS-MBS US Y 2 2044-08-22 Fixed 4.44000000 N N N N N N SIGNAL RAIL I LLC N/A 82667CAA3 2006558.54700000 PA USD 1909959.21000000 0.103324954894 Long ABS-MBS US Y 2 2051-08-17 Fixed 2.23000000 N N N N N N SLM STUDENT LOAN TRUST N/A 78446YAA1 477454.14000000 PA USD 469490.44000000 0.025398489288 Long ABS-MBS US N 2 2029-01-25 Floating 4.48169040 N N N N N N SLM STUDENT LOAN TRUST N/A 78446CAA9 586033.77000000 PA USD 580617.82000000 0.031410257218 Long ABS-MBS US N 2 2043-06-25 Floating 4.23168840 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449YAA8 947017.41560000 PA USD 900821.24000000 0.048732618740 Long ABS-MBS US Y 2 2051-07-17 Fixed 1.31000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAN2 1055000.00000000 PA USD 1086624.19000000 0.058784184935 Long DBT NUSS IE N 2 2030-04-01 Fixed 5.10000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83406TAB8 1271801.02000000 PA USD 1233929.84000000 0.066753124566 Long ABS-MBS US N 2 2046-05-15 Fixed 2.54000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM N/A 83405NAA4 1001969.40000000 PA USD 903111.69000000 0.048856527482 Long ABS-MBS US Y 2 2047-02-15 Fixed 1.14000000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 450000.00000000 PA USD 453116.96000000 0.024512716925 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 78472UAC2 1258262.23000000 PA USD 1257869.02000000 0.068048186094 Long ABS-MBS US Y 2 2038-11-15 Floating 4.85393040 N N N N N N SREIT COMMERCIAL MORTGAGE TRUST N/A 85236WCG9 1450000.00000000 PA USD 1449546.88000000 0.078417573113 Long ABS-MBS US Y 2 2036-11-15 Floating 4.94557920 N N N N N N STACK INFRASTRUCTURE ISSUER LLC N/A 85236KAE2 1705000.00000000 PA USD 1700640.83000000 0.092001251195 Long ABS-MBS US Y 2 2046-03-26 Fixed 1.87700000 N N N N N N STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST N/A 858933AD6 3845000.00000000 PA USD 3877397.59000000 0.209759417373 Long ABS-MBS US Y 2 2029-06-20 Fixed 4.29000000 N N N N N N STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST N/A 858933AE4 3044000.00000000 PA USD 3072169.78000000 0.166198211085 Long ABS-MBS US Y 2 2029-07-20 Fixed 4.47000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAP6 1000000.00000000 PA USD 1019126.90000000 0.055132717192 Long ABS-MBS US N 2 2031-02-15 Fixed 4.78000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY N/A 87166PAR2 9220000.00000000 PA USD 9277697.84000000 0.501904808138 Long ABS-MBS US N 2 2031-11-15 Fixed 4.06000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABD6 640000.00000000 PA USD 638987.40000000 0.034567934193 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N TESLA SUSTAINABLE ENERGY TRUST N/A 88164AAB0 7331474.85000000 PA USD 7365864.60000000 0.398478471986 Long ABS-MBS US Y 2 2050-06-21 Fixed 5.08000000 N N N N N N TEXTAINER MARINE CONTAINERS LIMITED N/A 88315LAG3 1184316.20400000 PA USD 1129341.07000000 0.061095082296 Long ABS-MBS BM N 2 2045-09-20 Fixed 2.10000000 N N N N N N THOMPSON PARK CLO, LTD N/A 884887AN0 1500000.00000000 PA USD 1499833.50000000 0.081137978196 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 4.72218840 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2H4 9435000.00000000 PA USD 9558109.20000000 0.517074499183 Long DBT NUSS CA N 2 2027-09-15 Fixed 4.69300000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89175TAA6 1269325.78000000 PA USD 1220385.78000000 0.066020418139 Long ABS-MBS US N 2 2058-06-25 Floating 2.99999880 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89176VAA0 1355624.67000000 PA USD 1318577.21000000 0.071332377170 Long ABS-MBS US N 2 2058-07-25 Floating 3.25000080 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89176LAL8 718529.34000000 PA USD 707524.92000000 0.038275676288 Long ABS-MBS US N 2 2058-03-25 Floating 3.75000120 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178BAA2 3421115.42400000 PA USD 3322240.40000000 0.179726529070 Long ABS-MBS US N 2 2059-10-25 Floating 2.90000160 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89177HAA0 665503.32000000 PA USD 679486.61000000 0.036758860064 Long ABS-MBS US Y 2 2058-05-25 Floating 4.78820880 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178UAL6 101356.18000000 PA USD 98967.80000000 0.005353959088 Long ABS-MBS US N 2 2063-02-25 Floating 3.08800080 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89179JAA4 793044.92000000 PA USD 733032.83000000 0.039655602957 Long ABS-MBS US Y 2 2060-10-25 Fixed 1.75000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178YAA2 1064323.41000000 PA USD 1046729.08000000 0.056625939659 Long ABS-MBS US N 2 2060-02-25 Floating 2.25000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89179YAR4 3240265.72200000 PA USD 3072059.96000000 0.166192270044 Long ABS-MBS US Y 2 2061-11-25 Floating 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SD0 60000.00000000 PA USD 59812.71000000 0.003235747407 Long DBT UST US N 2 2026-04-02 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797TG2 11090000.00000000 PA USD 11049757.16000000 0.597769656115 Long DBT UST US N 2 2026-04-07 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797TJ6 11105000.00000000 PA USD 11049166.50000000 0.597737702596 Long DBT UST US N 2 2026-04-21 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SP3 21905000.00000000 PA USD 21760427.00000000 1.177195369669 Long DBT UST US N 2 2026-05-07 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SV0 11100000.00000000 PA USD 11011565.86000000 0.595703583537 Long DBT UST US N 2 2026-05-21 None 0.00000000 N N N N N N TRICON AMERICAN HOMES TRUST N/A 89613GAF3 2100000.00000000 PA USD 2093757.33000000 0.113268063815 Long ABS-MBS US N 2 2038-07-17 Fixed 4.88200000 N N N N N N TRICON RESIDENTIAL TRUST N/A 89616UAB8 1230000.00000000 PA USD 1232700.22000000 0.066686604595 Long ABS-MBS US Y 2 2041-04-17 Fixed 4.75000000 N N N N N N TRILLIUM CREDIT CARD TRUST II N/A 89621ACD9 2440000.00000000 PA USD 2442486.12000000 0.132133590528 Long ABS-MBS US Y 2 2030-09-26 Fixed 4.40500000 N N N N N N TRINITAS CLO LTD N/A 89640EAN8 2800000.00000000 PA USD 2793994.00000000 0.151149460425 Long ABS-CBDO CORP BM Y 2 2035-07-20 Floating 4.70763000 N N N N N N TRINITY RAIL LEASING LLC N/A 89657BAA2 1354435.56600000 PA USD 1352828.53000000 0.073185304749 Long ABS-MBS US N 2 2049-04-17 Fixed 3.82000000 N N N N N N TRINITY RAIL LEASING LLC N/A 89656GAA2 2674290.86300000 PA USD 2553486.46000000 0.138138485849 Long ABS-MBS US Y 2 2051-07-19 Fixed 2.26000000 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD N/A 897764AA4 1850000.00000000 PA USD 1854216.15000000 0.100309367373 Long ABS-CBDO CORP KY Y 2 2042-09-18 Floating 5.20085880 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAJ8 10290000.00000000 PA USD 10314414.77000000 0.557989110604 Long DBT CORP US N 2 2029-01-27 Fixed 4.14400000 N N N N N N UBER TECHNOLOGIES, INC. 549300B2FTG34FILDR98 90353TAN0 1328000.00000000 PA USD 1335418.21000000 0.072243441426 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90353DAV7 19984.83000000 PA USD 19950.03000000 0.001079256530 Long ABS-MBS US N 2 2051-08-15 Fixed 4.15190000 N N N N N N US 10YR ULTRA FUT JUN26 N/A N/A -203.00000000 NC USD -23697078.13000000 -1.28196430379 N/A DIR US N 1 US 10YR ULTRA FUT JUN26 N/A Short N/A N/A 2026-06-21 -23474843.88000000 USD -222234.25000000 N N N US 2YR NOTE (CBT) JUN26 N/A N/A 1263.00000000 NC USD 264312351.60000000 14.29876704395 N/A DIR US N 1 US 2YR NOTE (CBT) JUN26 N/A Long N/A N/A 2026-07-03 263895200.50000000 USD 417151.10000000 N N N United States of America N/A N/A -276.00000000 NC USD -30398812.50000000 -1.64451466501 N/A DIR US N 1 US 5YR NOTE (CBT) JUN26 N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2026 2026-07-03 -30267005.11000000 USD -131807.39000000 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 2215000.00000000 PA USD 2243246.32000000 0.121355117752 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 325000.00000000 PA USD 331089.04000000 0.017911251688 Long DBT CORP US N 2 2027-10-26 Fixed 6.78700000 N N N N N N U S BANK NATIONAL ASSOCIATION N/A 90357PAV6 383388.86000000 PA USD 387183.18000000 0.020945831931 Long ABS-MBS US Y 2 2032-08-25 Fixed 6.78900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLT6 20000000.00000000 PA USD 20020368.00000000 1.083061674694 Long SN UST US N 2 2026-10-31 Floating 3.82787640 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAU5 106880000.00000000 PA USD 101878349.50000000 5.511413967243 Long SN UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284V9 90000000.00000000 PA USD 88931250.00000000 4.811001903543 Long SN UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFH9 53065000.00000000 PA USD 52822476.50000000 2.857589823502 Long SN UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQB0 70130000.00000000 PA USD 70113562.93000000 3.793002850184 Long SN UST US N 2 2028-02-29 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQA2 46510000.00000000 PA USD 46655343.75000000 2.523960335559 Long SN UST US N 2 2029-02-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQD6 580000.00000000 PA USD 579546.88000000 0.031352321516 Long SN UST US N 2 2031-02-28 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHE4 84250000.00000000 PA USD 84674540.81000000 4.580722490897 Long SN UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPW5 25000.00000000 PA USD 25253.91000000 0.001366185779 Long SN UST US N 2 2031-01-31 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJR3 30000000.00000000 PA USD 30289453.20000000 1.638598546658 Long SN UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMN8 39250000.00000000 PA USD 39878613.09000000 2.157352825769 Long SN UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N United States of America N/A N/A -40.00000000 NC USD -4863750.00000000 -0.26311910052 N/A DIR US N 1 US ULTRA BOND CBT JUN26 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2026 2026-06-21 -4806835.00000000 USD -56915.00000000 N N N USB AUTO OWNER TRUST N/A 90367VAC3 2660000.00000000 PA USD 2686508.23000000 0.145334696278 Long ABS-MBS US Y 2 2030-06-17 Fixed 4.49000000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAD1 2990000.00000000 PA USD 3049506.98000000 0.164972199149 Long ABS-MBS US Y 2 2030-12-16 Fixed 4.62000000 N N N N N N USB AUTO OWNER TRUST N/A 90367VAE9 915000.00000000 PA USD 936609.74000000 0.050668704668 Long ABS-MBS US Y 2 2031-01-15 Fixed 4.81000000 N N N N N N USQ RAIL I LLC N/A 90352WAD6 1888454.48300000 PA USD 1797695.36000000 0.097251706221 Long ABS-MBS US Y 2 2051-02-28 Fixed 2.25000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAD8 930000.00000000 PA USD 914006.23000000 0.049445900202 Long ABS-MBS US Y 2 2046-10-15 Fixed 2.16500000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAC0 720000.00000000 PA USD 690711.55000000 0.037366106760 Long ABS-MBS US Y 2 2045-09-15 Fixed 1.99200000 N N N N N N VERTICAL BRIDGE CC LLC N/A 91823AAU5 1205000.00000000 PA USD 1182259.12000000 0.063957842454 Long ABS-MBS US Y 2 2052-02-15 Fixed 3.15600000 N N N N N N VERIZON MASTER TRUST N/A 92348KDC4 1200000.00000000 PA USD 1243343.64000000 0.067262392227 Long ABS-MBS US Y 2 2032-06-21 Fixed 5.25000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDD2 3010000.00000000 PA USD 3132260.18000000 0.169448980964 Long ABS-MBS US Y 2 2032-06-21 Fixed 5.49000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDE0 7708000.00000000 PA USD 7751319.73000000 0.419330819886 Long ABS-MBS US N 2 2030-08-20 Fixed 4.17000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDG5 7020000.00000000 PA USD 7065731.79000000 0.382241890129 Long ABS-MBS US N 2 2030-08-20 Fixed 4.42000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDH3 19539000.00000000 PA USD 19670532.64000000 1.064136284767 Long ABS-MBS US N 2 2030-08-20 Fixed 4.67000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDJ9 2330000.00000000 PA USD 2369049.17000000 0.128160799116 Long ABS-MBS US Y 2 2032-08-20 Fixed 4.35000000 N N N N N N VERIZON MASTER TRUST N/A 92348KDT7 4660000.00000000 PA USD 4742939.61000000 0.256583501211 Long ABS-MBS US N 2 2031-01-21 Fixed 4.94000000 N N N N N N VERIZON MASTER TRUST N/A 92348KFB4 750000.00000000 PA USD 763349.40000000 0.041295668468 Long ABS-MBS US Y 2 2033-10-20 Fixed 4.67000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92539TAA1 1670404.75000000 PA USD 1669341.54000000 0.090308022507 Long ABS-MBS US Y 2 2068-05-25 Fixed 5.81100000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAE5 310000.00000000 PA USD 302786.53000000 0.016380142775 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAJ4 725000.00000000 PA USD 731724.62000000 0.039584831425 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668AU6 680000.00000000 PA USD 688693.05000000 0.037256909967 Long DBT CORP DE N 2 2028-11-13 Fixed 4.75000000 N N N N N N VOYA CLO N/A 92917RAL3 1154213.14000000 PA USD 1154958.76000000 0.062480947843 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 4.86762840 N N N N N N VOYA CLO N/A 92918EAU1 2500000.00000000 PA USD 2502587.50000000 0.135384954403 Long ABS-CBDO CORP KY Y 2 2034-07-16 Floating 4.75112880 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922F5T1 671165.41000000 PA USD 639308.61000000 0.034585311008 Long ABS-MBS US N 2 2045-11-25 Floating 4.30821000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LCB3 12025000.00000000 PA USD 12205580.27000000 0.660297363556 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 14895000.00000000 PA USD 15708590.52000000 0.849803178227 Long DBT CORP US N 2 2029-10-23 Fixed 6.30300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 3945000.00000000 PA USD 3867333.33000000 0.209214961133 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 5450000.00000000 PA USD 5638309.65000000 0.305021220987 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95002MAV1 917207.45010000 PA USD 899469.67000000 0.048659501519 Long ABS-MBS US N 2 2052-08-15 Fixed 2.83300000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95002EAZ0 756016.43770000 PA USD 737854.96000000 0.039916470499 Long ABS-MBS US N 2 2053-02-15 Fixed 2.65100000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003QAC3 736004.44000000 PA USD 727741.83000000 0.039369370490 Long ABS-MBS US N 2 2054-11-15 Fixed 2.50300000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003EAA4 1820000.00000000 PA USD 1819160.43000000 0.098412923371 Long ABS-MBS US Y 2 2031-05-15 Floating 4.97448000 N N N N N N WESTERN FUNDING AUTO LOAN TRUST N/A 958250AA0 10275000.00000000 PA USD 10398213.69000000 0.562522463768 Long ABS-MBS US Y 2 2035-07-16 Fixed 4.75000000 N N N N N N WESTERN FUNDING AUTO LOAN TRUST N/A 958250AB8 4500000.00000000 PA USD 4570182.00000000 0.247237661694 Long ABS-MBS US Y 2 2035-09-17 Fixed 4.98000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043LAD2 2670000.00000000 PA USD 2714452.83000000 0.146846442979 Long ABS-MBS US Y 2 2030-04-15 Fixed 4.66000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC N/A 96328GCP0 9000000.00000000 PA USD 9037147.50000000 0.488891518168 Long ABS-MBS US Y 2 2040-09-18 Fixed 4.08000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AL5 615000.00000000 PA USD 619035.91000000 0.033488598680 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N W.P. CAREY INC. 54930042CRNE713E3Q67 92936UAN9 1530000.00000000 PA USD 1554044.64000000 0.084070691924 Long DBT CORP US N 2 2030-07-15 Fixed 4.65000000 N N N N N N 2026-02-28 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX