NPORT-P false 0001676326 XXXXXXXX S000084183 C000248456 Morgan Stanley ETF Trust 811-23820 0001676326 549300HASXQLXGOR9H31 1585 Broadway New York 10036 800-548-7786 Eaton Vance Short Duration Income ETF S000084183 254900H1WCGW58VEGZ62 2026-09-30 2026-06-30 N 1397515368.69 73553473.52 1323961895.17 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 435514.14000000 DKK EUR GBP USD UST Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17289RAE6 947000.00000000 PA USD 935889.43000000 0.070688547262 Long DBT CORP US Y 2 2032-01-27 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388UNK2 279.30000000 PA USD 289.09000000 0.000021835220 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBD3 2737000.00000000 PA USD 2687161.42000000 0.202963652489 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFM3 2685000.00000000 PA USD 2649007.55000000 0.200081857315 Long DBT CORP US N 2 2031-01-08 Fixed 4.60000000 N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253651AK9 2227000.00000000 PA USD 2324812.07000000 0.175595089139 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N FNMA or FHLMC N/A 01F052672 140000.00000000 PA USD 140486.72000000 0.010611084844 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 5.50000000 N N N N N N Bellemeade RE Ltd. N/A 078777AF6 2100000.00000000 PA USD 2158863.00000000 0.163060810728 Long ABS-MBS CORP BM Y 2 2031-09-25 Floating 7.47776160 N N N N N N Sequoia Mortgage Trust N/A 81744FCW5 32363.26000000 PA USD 29833.06000000 0.002253317116 Long ABS-MBS CORP US N 2 2034-08-20 Floating 4.37351040 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 949939AA0 1294000.00000000 PA USD 1278139.96000000 0.096539029156 Long ABS-MBS CORP US Y 2 2041-03-10 Variable 4.83329160 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WMK2 6320000.00000000 PA USD 6240489.09000000 0.471349599468 Long DBT CORP US N 2 2031-04-28 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVMZ8 1802905.04000000 PA USD 1816957.15000000 0.137236362815 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.72776120 N N N N N N UK Logistics DAC N/A N/A 2266000.00000000 PA 3011723.12000000 0.227478081581 Long ABS-MBS CORP GB Y 2 2036-08-15 Floating 5.08639910 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAH6 2304000.00000000 PA USD 2103702.13000000 0.158894461968 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N GNMA 549300M8ZYFG0OCMTT87 38384EDX0 1413130.97000000 PA USD 1423838.90000000 0.107543797536 Long ABS-MBS USGA US N 2 2053-08-20 Floating 4.70872080 N N N N N N J.P. Morgan Mortgage Trust 529900PFHUFMSHU0UV97 46658AAA3 1577075.29000000 PA USD 1581677.20000000 0.119465462395 Long ABS-O CORP US Y 2 2054-08-25 Floating 5.10872040 N N N N N N Global Atlantic Fin Co. 98450051B2E65CAA7E94 37959GAA5 2987000.00000000 PA USD 2900155.66000000 0.219051293740 Long DBT CORP US Y 2 2029-10-15 Fixed 4.40000000 N N N N N N Vontier Corp. 549300VVSQLG4P5K4639 928881AF8 5794000.00000000 PA USD 5253453.35000000 0.396797926674 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391PBD7 275.05000000 PA USD 284.69000000 0.000021502884 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Midcap Financial Issuer Trust N/A 59590AAF6 1745000.00000000 PA USD 1736166.25000000 0.131134155471 Long DBT CORP US Y 2 2029-04-15 Fixed 5.37000000 N N N N N N CCO Holdings LLC N/A 1248EPBX0 2039000.00000000 PA USD 2014505.29000000 0.152157346623 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRTL1 2988719.70000000 PA USD 3004579.49000000 0.226938516958 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.77776160 N N N N N N Citadel LP 549300IPM6EKPVUPFL67 17288XAC8 557000.00000000 PA USD 580298.56000000 0.043830457818 Long DBT CORP US Y 2 2032-01-23 Fixed 6.37500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVGS1 1923121.27000000 PA USD 1941566.50000000 0.146648216016 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.97775960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYEL2 1894687.10000000 PA USD 1898698.53000000 0.143410360745 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.62776040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389L2Y4 395.24000000 PA USD 409.09000000 0.000030898925 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389FLF7 1726.81000000 PA USD 1787.33000000 0.000134998598 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KPJ3 3993212.61000000 PA USD 4012351.08000000 0.303056386640 Long ABS-MBS USGA US N 2 2065-12-20 Floating 4.60872000 N N N N N N Bain Capital Specialty Finance, Inc. 549300V2JL72R0EYBK64 05684BAC1 4127000.00000000 PA USD 4103992.39000000 0.309978134942 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKV2 1921000.00000000 PA USD 1930423.93000000 0.145806607957 Long DBT UST US N 2 2027-06-15 Fixed 4.62500000 N N N N N N N/A N/A N/A -18.00000000 NC USD 7839.90000000 0.000592154504 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Ultra Bonds 2026-09-21 -2090812.50000000 USD 7839.90000000 N N N NRM FHT1 Excess Owner LLC N/A 64832EAA7 415588.74000000 PA USD 420688.89000000 0.031774999834 Long ABS-MBS CORP US Y 2 2032-03-25 Variable 6.54500160 N N N N N N DBC Mortgage Trust N/A 23306HAA3 1875000.00000000 PA USD 1879185.94000000 0.141936557755 Long ABS-MBS CORP US Y 2 2042-11-15 Floating 4.97599920 N N N N N N Elmwood CLO VIII Ltd. N/A 29003EBE4 4000000.00000000 PA USD 4012616.00000000 0.303076396279 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 5.44041000 N N N N N N ORL Trust N/A 67120DAA3 712000.00000000 PA USD 714139.42000000 0.053939575044 Long ABS-MBS CORP US Y 2 2039-12-15 Floating 5.11788960 N N N N N N MFA Trust N/A 58004YAA7 396409.86000000 PA USD 397300.04000000 0.030008419536 Long ABS-MBS CORP US Y 2 2054-09-25 Variable 6.32999880 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EF2 6826000.00000000 PA USD 6886180.54000000 0.520119239467 Long DBT CORP GB N 2 2028-05-17 Variable 5.59700000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWMY6 1812563.78000000 PA USD 1823882.24000000 0.137759420920 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CBY9 784881.75000000 PA USD 804070.07000000 0.060732115700 Long ABS-O CORP US Y 2 2033-06-15 Fixed 13.75200000 N N N N N N N/A N/A N/A -124.00000000 NC USD -27839.96000000 -0.00210277653 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Ultra Bonds 2026-09-21 -13946125.00000000 USD -27839.96000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JB98 28044.24000000 PA USD 29611.10000000 0.002236552283 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N MAPS Trust N/A 55293WAA7 1530179.00860000 PA USD 1505941.59000000 0.113745085526 Long ABS-O CORP US Y 2 2051-01-15 Fixed 5.20100000 N N N N N N Videotron Ltd. 549300LW4GNJRBECSD81 92660FAN4 1504000.00000000 PA USD 1450916.12000000 0.109588963647 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.62500000 N N N N N N HYT Commercial Mortgage Trust N/A 449173AE3 297000.00000000 PA USD 297952.30000000 0.022504597835 Long ABS-MBS CORP US Y 2 2041-09-15 Floating 6.46542000 N N N N N N EFMT N/A 26846TAG4 2373773.85000000 PA USD 2377250.48000000 0.179555808114 Long ABS-MBS CORP US Y 2 2071-02-25 Floating 4.77776160 N N N N N N American National Group, Inc. 549300RK5RZQ740FPL83 025676AQ0 1924000.00000000 PA USD 1917811.61000000 0.144853988396 Long DBT CORP US N 2 2035-07-15 Fixed 6.00000000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCFS6 1755665.06000000 PA USD 1776865.51000000 0.134208206178 Long ABS-MBS USGSE US N 2 2054-04-25 Floating 4.88775960 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 653000.00000000 PA USD 650295.60000000 0.049117395475 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N OneMain Financial Issuance Trust N/A 68269MAC8 1627000.00000000 PA USD 1549814.31000000 0.117058830443 Long ABS-O CORP US Y 2 2036-06-16 Fixed 1.95000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAR1 2948000.00000000 PA USD 2892954.53000000 0.218507386092 Long DBT CORP US N 2 2032-01-21 Variable 4.51600000 N N N N N N PENN Commercial Mortgage Trust N/A 69382VAA2 960000.00000000 PA USD 970415.81000000 0.073296354943 Long ABS-MBS CORP US Y 2 2042-08-10 Variable 5.52213360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBFP4 964278.05000000 PA USD 976344.25000000 0.073744135202 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 5.02776000 N N N N N N Icon Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAB0 1275000.00000000 PA USD 1303041.92000000 0.098419895976 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKWJ9 1254022.28000000 PA USD 1255734.52000000 0.094846726675 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 4.62776040 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QWB4 2772000.00000000 PA USD 2741941.96000000 0.207101274591 Long DBT CORP CA N 2 2030-01-29 Variable 4.28300000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAC0 5065000.00000000 PA USD 4859625.39000000 0.367051756378 Long ABS-O CORP US Y 2 2045-09-15 Fixed 1.99200000 N N N N N N CTR Partnership LP N/A 126458AE8 5935000.00000000 PA USD 5787190.01000000 0.437111523459 Long DBT CORP US Y 2 2028-06-30 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSLD5 3471154.70000000 PA USD 3497939.34000000 0.264202417966 Long ABS-MBS USGSE US N 2 2054-07-25 Floating 4.72776120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEW7 1132000.00000000 PA USD 1122610.64000000 0.084791763576 Long DBT UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N American National Global Funding N/A 02771D2B9 1925000.00000000 PA USD 1927679.14000000 0.145599291568 Long DBT CORP US Y 2 2030-06-03 Fixed 5.25000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 3024000.00000000 PA USD 3025637.62000000 0.228529055937 Long DBT CORP US N 2 2028-04-15 Fixed 4.95000000 N N N N N N Willis Engine Structured Trust VIII N/A 97063RAA8 1601650.36000000 PA USD 1607622.91000000 0.121425164565 Long ABS-O CORP US Y 2 2050-06-15 Fixed 5.58200000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 600000.00000000 PA USD 590674.50000000 0.044614161642 Long ABS-O CORP US Y 2 2049-04-15 Fixed 1.76000000 N N N N N N Reach ABS Trust N/A 75526XAB0 885000.00000000 PA USD 879644.95000000 0.066440352491 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.37000000 N N N N N N RAM LLC N/A 74890FAA2 1800000.00000000 PA USD 1795425.12000000 0.135610029756 Long ABS-O CORP US Y 2 2046-06-15 Fixed 5.46300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385HN37 1369797.56000000 PA USD 1377999.77000000 0.104081527952 Long ABS-MBS USGA US N 2 2055-10-20 Floating 4.65872040 N N N N N N Horizon Aircraft Finance IV Ltd. N/A 43990EAA9 1031125.00000000 PA USD 1023478.38000000 0.077304217268 Long ABS-O CORP KY Y 2 2049-09-15 Fixed 5.37500000 N N N N N N Crossroads Asset Trust N/A 227927AB6 92441.51000000 PA USD 93009.84000000 0.007025114570 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.90000000 N N N N N N TD SYNNEX Corp. 5493004HI6PFLF46NS53 87162WAM2 3305000.00000000 PA USD 3264247.86000000 0.246551496074 Long DBT CORP US N 2 2029-01-17 Fixed 4.30000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004NAA3 5107000.00000000 PA USD 5120484.01000000 0.386754636117 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.16787920 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 88632QAE3 2088000.00000000 PA USD 2027492.43000000 0.153138276667 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AN7 4276000.00000000 PA USD 4397907.90000000 0.332177830498 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N Castlelake Aircraft Structured Trust N/A 148924AA1 3040474.52000000 PA USD 2992263.84000000 0.226008305142 Long ABS-O CORP US Y 2 2051-03-15 Fixed 5.07300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FM5 1056000.00000000 PA USD 1133508.75000000 0.085614907357 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 57767XAA8 2301000.00000000 PA USD 2292922.57000000 0.173186447311 Long DBT CORP US Y 2 2028-08-01 Fixed 5.75000000 N N N N N Palmer Square CLO Ltd. 549300EYS8N79JYSXL17 69688MBC8 2000000.00000000 PA USD 2004206.00000000 0.151379432241 Long ABS-CBDO CORP KY Y 2 2037-04-16 Floating 5.52765960 N N N N N N Cloud Capital Holdco LP N/A 102104AC0 250000.00000000 PA USD 248886.73000000 0.018798632415 Long ABS-O CORP US Y 2 2049-11-22 Fixed 5.92300000 N N N N N N HA Sustainable Infrastructure Capital, Inc. 254900ZZRL7MWL1X8E92 41068XAF7 2327000.00000000 PA USD 2374343.02000000 0.179336205117 Long DBT CORP US N 2 2034-07-01 Fixed 6.37500000 N N N N N N Retained Vantage Data Centers Issuer LLC 254900N4NW6XZ9B4HM15 76134KAA2 861000.00000000 PA USD 852924.94000000 0.064422166764 Long ABS-O CORP US Y 2 2048-09-15 Fixed 5.00000000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 85236FAA1 2726000.00000000 PA USD 2732956.75000000 0.206422613820 Long DBT CORP US Y 2 2028-11-01 Fixed 6.00000000 N N N N N MMP Capital LLC N/A 55317QAA2 418869.99000000 PA USD 419950.88000000 0.031719257293 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.36000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAC7 430000.00000000 PA USD 432947.05000000 0.032700869381 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.04000000 N N N N N N Commonbond Student Loan Trust N/A 20268WAA2 570703.52000000 PA USD 492883.99000000 0.037227958885 Long ABS-O CORP US Y 2 2052-03-25 Fixed 1.20000000 N N N N N N ARES XLIV CLO Ltd. N/A 04016NBP7 3000000.00000000 PA USD 3003672.00000000 0.226869973445 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 5.42310120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQU8 200000.00000000 PA USD 199296.88000000 0.015053067669 Long DBT UST US N 2 2031-05-31 Fixed 4.12500000 N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZR7 3471000.00000000 PA USD 3447554.23000000 0.260396786537 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N NLG Global Funding 635400SKBQOWEJZLTW68 62915W2B8 2555000.00000000 PA USD 2501312.78000000 0.188926342149 Long DBT CORP US Y 2 2030-09-15 Fixed 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTUE1 1745949.99000000 PA USD 1765838.28000000 0.133375309851 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.09775840 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAG8 7100000.00000000 PA USD 7255241.43000000 0.547994731303 Long DBT CORP GB Y 2 2030-02-01 Fixed 5.50000000 N N N N N N Wingspire Equipment Finance LLC N/A 97415CAB4 1105000.00000000 PA USD 1103636.98000000 0.083358666440 Long ABS-MBS CORP US Y 2 2033-09-20 Fixed 4.33000000 N N N N N N Golub Capital Partners ABS Funding Ltd. N/A 38178HAA6 760428.35000000 PA USD 708367.37000000 0.053503607058 Long ABS-O CORP KY Y 2 2029-04-20 Fixed 2.77300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEU6 325000.00000000 PA USD 326633.25000000 0.024670895075 Long DBT CORP US N 2 2029-01-24 Variable 4.91500000 N N N N N N FHLMC 5493000ISA3AUOXQEF68 35564KSQ3 1035000.00000000 PA USD 1083730.59000000 0.081855119392 Long ABS-MBS CORP US Y 2 2042-02-25 Floating 12.12775920 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAC7 1136025.00000000 PA USD 1091135.54000000 0.082414421742 Long ABS-O CORP US Y 2 2049-12-05 Fixed 3.85800000 N N N N N N Driven Brands Funding LLC N/A 26209XAD3 2151977.90000000 PA USD 2018917.23000000 0.152490584311 Long ABS-O CORP US Y 2 2051-10-20 Fixed 2.79100000 N N N N N N FHLMC 5493000ISHRHX47NOH65 35564KKL2 660000.00000000 PA USD 668743.28000000 0.050510764882 Long ABS-MBS CORP US Y 2 2041-09-25 Floating 9.87775920 N N N N N N Willis Engine Structured Trust IX N/A 970910AA3 2008733.00000000 PA USD 1994534.47000000 0.150648933120 Long ABS-O CORP US Y 2 2050-12-15 Fixed 5.15900000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368ME67 3293000.00000000 PA USD 3238292.44000000 0.244591060499 Long DBT CORP CA N 2 2032-01-14 Variable 4.43900000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 3454000.00000000 PA USD 3310653.13000000 0.250056526708 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FP85 1672.77000000 PA USD 1731.39000000 0.000130773401 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371HTA6 540.08000000 PA USD 559.01000000 0.000042222514 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKE0 213000.00000000 PA USD 213366.97000000 0.016115793874 Long DBT UST US N 2 2027-03-15 Fixed 4.25000000 N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABE4 3466000.00000000 PA USD 3417412.05000000 0.258120121316 Long DBT CORP FR Y 2 2032-01-13 Variable 4.76000000 N N N N N N Radian Mortgage Capital Trust N/A 75024RAZ7 424398.19000000 PA USD 425817.97000000 0.032162403733 Long ABS-MBS CORP US Y 2 2055-12-25 Variable 6.00000120 N N N N N N Castlelake Aircraft Structured Trust N/A 14856VAA5 1658284.58000000 PA USD 1665240.25000000 0.125777052653 Long ABS-O CORP US Y 2 2050-02-15 Fixed 5.78300000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAU4 5017000.00000000 PA USD 5139040.68000000 0.388156237634 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHNE7 606295.66000000 PA USD 612251.94000000 0.046243924559 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.05775880 N N N N N N Lendbuzz Securitization Trust N/A 52611JAC4 1165000.00000000 PA USD 1158214.46000000 0.087480951243 Long ABS-O CORP US Y 2 2030-11-15 Fixed 5.13000000 N N N N N N Mosaic Solar Loan Trust N/A 61946NAA6 116260.87000000 PA USD 102105.06000000 0.007712084492 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.10000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAY1 2256000.00000000 PA USD 2357760.94000000 0.178083746110 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N VINE Trust N/A 92737DAC2 3410000.00000000 PA USD 3320196.29000000 0.250777329930 Long ABS-O CORP US Y 2 2041-03-17 Fixed 4.50000000 N N N N N N VCP RRL ABS I Ltd. N/A 92243RAA2 105062.19000000 PA USD 101205.21000000 0.007644118034 Long ABS-O CORP KY Y 2 2031-10-20 Fixed 2.15200000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAE5 1500000.00000000 PA USD 1484530.80000000 0.112127909830 Long ABS-MBS CORP US Y 2 2028-01-25 Variable 4.44999960 N N N N N N OneMain Financial Issuance Trust N/A 68268VAB1 1363555.48000000 PA USD 1364006.41000000 0.103024597231 Long ABS-O CORP US Y 2 2034-10-14 Fixed 5.24000000 N N N N N N Cloud Capital Holdco LP N/A 102104AA4 4612986.00000000 PA USD 4612815.78000000 0.348410010652 Long ABS-O CORP US Y 2 2049-11-22 Fixed 5.78100000 N N N N N N Intact Financial Corp. 5493009LXGE7Y4U9OY43 45823TAL0 4428000.00000000 PA USD 4545538.56000000 0.343328503379 Long DBT CORP CA Y 2 2032-09-22 Fixed 5.45900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BLN0 8717.13000000 PA USD 8745.64000000 0.000660565838 Long ABS-MBS USGA US N 2 2061-03-20 Floating 4.26084840 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNX5 29000000.00000000 PA USD 28373554.76000000 2.143079409121 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N Fortitude Global Funding 635400TKBOGEHNO5RT68 34967GAB0 2309000.00000000 PA USD 2321793.50000000 0.175367093907 Long DBT CORP US Y 2 2031-06-12 Fixed 5.50000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCL2 2416000.00000000 PA USD 2422198.80000000 0.182950794039 Long DBT CORP US N 2 2027-09-01 Fixed 4.68500000 N N N N N N Oceanview Mortgage Loan Trust N/A 676477AA0 99354.84000000 PA USD 94638.26000000 0.007148110557 Long ABS-MBS CORP US Y 2 2050-05-28 Variable 1.73291040 N N N N N N Global Atlantic Fin Co. 98450051B2E65CAA7E94 37959GAB3 755000.00000000 PA USD 677722.83000000 0.051188998148 Long DBT CORP US Y 2 2031-06-15 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KNV9 401608.37000000 PA USD 403717.66000000 0.030493147988 Long ABS-MBS USGA US N 2 2054-03-20 Floating 4.55871960 N N N N N N Towd Point Mortgage Trust 254900HCCXAYNB40M417 89183PAA4 2607478.08000000 PA USD 2619207.82000000 0.197831057642 Long ABS-O CORP US Y 2 2065-09-25 Floating 4.97776050 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U4D2 3258000.00000000 PA USD 3215695.23000000 0.242884273462 Long DBT CORP US N 2 2030-01-23 Variable 4.18200000 N N N N N N JDE Peet's NV 724500EHG519SE5ZRT89 47216QAB9 5528000.00000000 PA USD 5426545.39000000 0.409871719858 Long DBT CORP NL Y 2 2027-01-15 Fixed 1.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VYU0 84.74000000 PA USD 87.71000000 0.000006624813 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 6.50000000 N N N N N N Blue Owl Finance LLC 254900OF2NO2GYFV5T41 09581JAR7 1561000.00000000 PA USD 1372993.13000000 0.103703372053 Long DBT CORP US N 2 2031-06-10 Fixed 3.12500000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HQAK7 5135784.40000000 PA USD 5140861.64000000 0.388293776335 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.32776160 N N N N N N Loanpal Solar Loan Ltd. N/A 53948QAA4 958054.68000000 PA USD 782810.58000000 0.059126367824 Long ABS-O CORP KY Y 2 2048-03-20 Fixed 2.22000000 N N N N N N Delta Air Lines, Inc. N/A 830867AB3 6924579.20000000 PA USD 6919757.27000000 0.522655319253 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LTA3 62415.97000000 PA USD 64134.28000000 0.004844118266 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.00300000 N Y N N N N JW Commercial Mortgage Trust N/A 481948AE7 1125000.00000000 PA USD 1132117.88000000 0.085509853729 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.57538840 N N N N N N FS Commercial Mortgage Trust N/A 30334RAA2 920000.00000000 PA USD 924610.03000000 0.069836604314 Long ABS-MBS CORP US Y 2 2039-11-10 Fixed 7.06626000 N N N N N N CRC Insurance Group LLC N/A 69867RAA5 2231000.00000000 PA USD 2225213.39000000 0.168072313721 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEE2 2662000.00000000 PA USD 2684564.82000000 0.202767529019 Long DBT CORP US N 2 2028-04-22 Variable 5.57100000 N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AEA1 5125000.00000000 PA USD 5034320.66000000 0.380246642925 Long DBT CORP US Y 2 2030-09-18 Fixed 4.50000000 N N N N N N FNA LLC N/A 34411JAA8 2363708.05000000 PA USD 2367121.24000000 0.178790737757 Long ABS-O CORP US Y 2 2046-04-16 Variable 5.50900080 N N N N N N Stream Innovations Issuer Trust N/A 86324CAA9 199062.53000000 PA USD 204298.67000000 0.015430857243 Long ABS-O CORP US Y 2 2044-07-15 Fixed 6.27000000 N N N N N N Horizon Aircraft Finance II Ltd. 549300KSCDSEIWTVMM32 44040HAA0 1084158.87000000 PA USD 1073400.87000000 0.081074906605 Long ABS-O CORP KY Y 2 2039-07-15 Fixed 3.72100000 N N N N N N Nykredit Realkredit A/S LIU16F6VZJSD6UKHD557 N/A 13500000.00000000 PA 2004661.21000000 0.151413814650 Long DBT CORP DK Y 2 2053-04-01 Fixed 3.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AEE3 2153000.00000000 PA USD 2118400.99000000 0.160004679721 Long DBT CORP US Y 2 2031-01-08 Fixed 4.55000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3X7 1648000.00000000 PA USD 1659777.63000000 0.125364456186 Long DBT CORP US Y 2 2027-07-09 Fixed 5.34900000 N N N N N N Ajax Mortgage Loan Trust N/A 00969YAA2 286582.85000000 PA USD 273210.18000000 0.020635803869 Long ABS-MBS CORP US Y 2 2059-05-25 Variable 1.69800120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LTB1 88351.84000000 PA USD 91175.60000000 0.006886572818 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.22699920 N Y N N N N ELFI Graduate Loan Program LLC N/A 28628BAA6 815590.97000000 PA USD 725438.64000000 0.054793015013 Long ABS-O CORP US Y 2 2046-12-26 Fixed 1.53000000 N N N N N N FNMA or FHLMC N/A 01F052672 -15568000.00000000 PA USD -15622122.93000000 -1.17995260943 Short ABS-MBS USGSE US N 2 2056-07-25 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 9124000.00000000 PA USD 8554997.43000000 0.646166438868 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCUE0 1989231.03000000 PA USD 2010896.84000000 0.151884797238 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.87775880 N N N N N N OneMain Financial Issuance Trust N/A 68269BAC2 695000.00000000 PA USD 672768.90000000 0.050814823482 Long ABS-O CORP US Y 2 2036-10-14 Fixed 3.66000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390HG33 1094.84000000 PA USD 1133.21000000 0.000085592342 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N BX Trust N/A 123915AA8 3655000.00000000 PA USD 3663825.36000000 0.276731934156 Long ABS-MBS CORP US Y 2 2043-05-15 Floating 5.02539120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384WMS6 2448.62000000 PA USD 2534.43000000 0.000191427714 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 725000.00000000 PA USD 643267.57000000 0.048586562222 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQH7 1157000.00000000 PA USD 1151440.97000000 0.086969343619 Long DBT UST US N 2 2028-03-31 Fixed 3.87500000 N N N N N N Subway Funding LLC N/A 864300AJ7 492500.00000000 PA USD 483050.25000000 0.036485207902 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.56600000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40428HR95 645000.00000000 PA USD 647007.95000000 0.048869076395 Long DBT CORP US N 2 2028-06-03 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YB0 2087000.00000000 PA USD 1934388.13000000 0.146106027451 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N ACM Auto Trust N/A 00161EAA2 33570.65000000 PA USD 33516.56000000 0.002531535093 Long ABS-O CORP US Y 2 2029-06-20 Fixed 5.38000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDXH8 1871426.31000000 PA USD 1886396.04000000 0.142481142915 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.82775840 N N N N N N BFLD Commercial Mortgage Trust N/A 05556QAA7 3755000.00000000 PA USD 3768500.35000000 0.284638127709 Long ABS-MBS CORP US Y 2 2042-11-15 Floating 5.12538840 N N N N N N Brookfield Asset Management Ltd. 549300CZ84WPNJZKY093 113004AE5 1375000.00000000 PA USD 1362508.83000000 0.102911483704 Long DBT CORP CA N 2 2031-04-15 Fixed 4.83200000 N N N N N J.P. Morgan Mortgage Trust 529900FDW9QWEZPAFE21 46660CAA5 1978071.35000000 PA USD 1989252.00000000 0.150249943541 Long ABS-O CORP US Y 2 2056-03-20 Floating 4.95871920 N N N N N N Marlette Funding Trust N/A 570920AB4 2245000.00000000 PA USD 2245119.66000000 0.169575851706 Long ABS-O CORP US Y 2 2035-07-16 Fixed 4.95000000 N N N N N N Viatris, Inc. 254900ZZTSW7NL773X71 92556VAD8 2402000.00000000 PA USD 2192802.97000000 0.165624326349 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAD6 2688000.00000000 PA USD 2613865.71000000 0.197427563401 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCEA6 1652414.06000000 PA USD 1660710.58000000 0.125434922716 Long ABS-MBS USGSE US N 2 2054-04-25 Floating 4.67776080 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 220187.65000000 PA USD 220891.50000000 0.016684128206 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.19000000 N N N N N N Ally Bank N/A 02009EAC0 1599435.71000000 PA USD 1598277.56000000 0.120719302106 Long ABS-O CORP US Y 2 2034-03-15 Fixed 4.85600000 N N N N N N Reach ABS Trust N/A 75525HAA8 7571.46000000 PA USD 7576.08000000 0.000572227949 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.88000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTK28 1577223.81000000 PA USD 1583864.79000000 0.119630692981 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.67776080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTBC6 808319.01000000 PA USD 812894.06000000 0.061398599383 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.87775880 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 79582GAB0 5829000.00000000 PA USD 5902165.61000000 0.445795731095 Long ABS-O CORP US Y 2 2053-06-01 Variable 6.88899960 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282A7 418000.00000000 PA USD 416775.03000000 0.031479382565 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Fontainebleau Miami Beach Mortgage Trust N/A 34461WAC4 2195000.00000000 PA USD 2202175.89000000 0.166332271195 Long ABS-MBS CORP US Y 2 2039-12-15 Floating 5.47539120 N N N N N N Tesla Lease Electric Vehicle Securitization LLC N/A 88162VAD2 2205000.00000000 PA USD 2198161.41000000 0.166029054009 Long ABS-O CORP US Y 2 2028-11-20 Fixed 4.27000000 N N N N N N Tesla Sustainable Energy Business Trust N/A 881938AA2 2200000.00000000 PA USD 2210121.32000000 0.166932396473 Long ABS-O CORP US Y 2 2052-05-20 Fixed 5.31000000 N N N N N N N/A N/A N/A -736.00000000 NC USD -628574.79000000 -0.04747680369 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Notes 2026-09-21 -80879500.00000000 USD -628574.79000000 N N N Pagaya AI Debt Grantor Trust N/A 69490AAB5 2355000.00000000 PA USD 2349007.23000000 0.177422570737 Long ABS-O CORP US Y 2 2034-02-15 Fixed 5.20900000 N N N N N N PRMI Securitization Trust N/A 74291CAA4 1604552.63000000 PA USD 1611447.39000000 0.121714030885 Long ABS-MBS CORP US Y 2 2055-12-25 Floating 5.09167080 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAX0 4314000.00000000 PA USD 4265638.77000000 0.322187427414 Long DBT CORP US Y 2 2028-10-15 Fixed 4.30000000 N N N N N PRM5 Trust N/A 693980AG9 600000.00000000 PA USD 594326.70000000 0.044890015503 Long ABS-MBS CORP US Y 2 2033-03-10 Variable 5.81195160 N N N N N N PNMAC GMSR Issuer Trust N/A 69354WAK2 1885000.00000000 PA USD 1896172.40000000 0.143219559937 Long ABS-O CORP US Y 2 2030-08-26 Floating 6.09833880 N N N N N N AGL CLO 13 Ltd. 254900DIJ0G5TXNJMM06 00120JAQ6 2000000.00000000 PA USD 1992448.00000000 0.150491340216 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.47522920 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AT7 5606000.00000000 PA USD 5877396.94000000 0.443924931785 Long DBT CORP CA Y 2 2029-05-30 Fixed 7.50000000 N N N N N N Research-Driven Pagaya Motor Asset Trust N/A 76089MAB1 817281.72000000 PA USD 818736.07000000 0.061839851508 Long ABS-O CORP US Y 2 2034-04-25 Fixed 5.12400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKR1 220000.00000000 PA USD 220753.50000000 0.016673704946 Long DBT UST US N 2 2027-05-15 Fixed 4.50000000 N N N N N United States of America 254900HROIFWPRGM1V77 912797VA2 3530100.00000000 PA USD 3472629.90000000 0.262290773825 Long STIV UST US N 2 2026-12-03 None 0.00000000 N N N N N N STAR Trust N/A 85520CAA3 1277314.22000000 PA USD 1278570.20000000 0.096571525560 Long ABS-O CORP US Y 2 2042-02-17 Floating 5.08638960 N N N N N N STAR Trust N/A 85520GAA4 1428689.47000000 PA USD 1436298.96000000 0.108484916766 Long ABS-O CORP US Y 2 2043-05-17 Floating 5.03638920 N N N N N N ORL Trust N/A 67120DAC9 2642000.00000000 PA USD 2652350.83000000 0.200334378177 Long ABS-MBS CORP US Y 2 2039-12-15 Floating 5.51738880 N N N N N N Angel Oak SB Commercial Mortgage Trust N/A 03465BAA5 157733.25000000 PA USD 154128.26000000 0.011641442292 Long ABS-MBS CORP US Y 2 2050-05-25 Variable 2.06799840 N N N N N N Charter Communications Operating LLC N/A 161175CP7 2767000.00000000 PA USD 2840517.34000000 0.214546759265 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 32918.66000000 0.002486375183 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2119882.00000000 EUR 2462963.70000000 USD 2026-09-16 32918.66000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRK89 464292.06000000 PA USD 468431.18000000 0.035381016758 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.82775840 N N N N N N N/A N/A N/A 390.00000000 NC USD 30788.06000000 0.002325449101 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5 Year Notes 2026-09-30 41748281.25000000 USD 30788.06000000 N N N JW Commercial Mortgage Trust N/A 481948AC1 1250000.00000000 PA USD 1256825.75000000 0.094929148231 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.32539000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQS3 3377000.00000000 PA USD 3367370.28000000 0.254340422657 Long DBT UST US N 2 2028-05-31 Fixed 4.00000000 N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AV0 9012000.00000000 PA USD 9066521.52000000 0.684802300812 Long DBT CORP GB N 2 2031-05-23 Variable 5.11500000 N N N N N N Charter Communications Operating LLC N/A 161175CR3 1864000.00000000 PA USD 1903669.78000000 0.143785843606 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N PK ALIFT Loan Funding 3 LP N/A 69291VAB0 231795.02000000 PA USD 234851.63000000 0.017738549036 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.84200000 N N N N N N NRM FNT1 Excess LLC N/A 62956YAA7 246230.76000000 PA USD 246286.11000000 0.018602205312 Long ABS-O CORP US Y 2 2031-11-25 Variable 7.39800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CBT5 1301947.52000000 PA USD 1305941.44000000 0.098638899258 Long ABS-MBS USGA US N 2 2053-07-20 Floating 4.50871920 N N N N N N Enact Holdings, Inc. 9845003CA5664B741N19 29249EAA7 1795000.00000000 PA USD 1848132.54000000 0.139591067291 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N Equitable America Global Funding 98450066CCBIACF06694 29446Q2G7 3112000.00000000 PA USD 3124351.00000000 0.235984963872 Long DBT CORP US Y 2 2031-06-15 Fixed 5.12500000 N N N N N N Research-Driven Pagaya Motor Asset Trust N/A 76089YAB5 817364.60000000 PA USD 816798.17000000 0.061693480226 Long ABS-O CORP US Y 2 2033-06-27 Fixed 5.49200000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAD6 4948000.00000000 PA USD 5134514.37000000 0.387814361480 Long DBT CORP IE Y 2 2029-09-13 Variable 6.60800000 N N N N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAF3 1501000.00000000 PA USD 825550.00000000 0.062354513601 Long DBT CORP LU Y 2 2032-07-08 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BXHG2 1447060.18000000 PA USD 1451772.97000000 0.109653682277 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.67776080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKU51 710713.25000000 PA USD 714250.65000000 0.053947976343 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.62776040 N N N N N N NJ N/A 65486BAG6 540000.00000000 PA USD 542034.94000000 0.040940373131 Long ABS-MBS CORP US Y 2 2035-03-05 Variable 6.27769440 N N N N N N FIGRE Trust N/A 31684TAA2 952040.70000000 PA USD 945315.39000000 0.071400498265 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.05299960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKT7 4751000.00000000 PA USD 4794519.92000000 0.362134283281 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFW84 2087389.67000000 PA USD 2094431.79000000 0.158194265079 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.57776000 N N N N N N J.P. Morgan Mortgage Trust N/A 46657FAA3 320789.37000000 PA USD 321695.15000000 0.024297916063 Long ABS-O CORP US Y 2 2054-03-20 Floating 5.31205920 N N N N N N Mosaic Solar Loan Trust N/A 61947DAB5 581819.09000000 PA USD 448471.91000000 0.033873475636 Long ABS-O CORP US Y 2 2046-12-20 Fixed 2.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFDN2 632660.73000000 PA USD 638077.63000000 0.048194561514 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.92775920 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAQ0 5659000.00000000 PA USD 5715276.55000000 0.431679836923 Long DBT CORP DE N 2 2029-01-10 Variable 5.37300000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397H48 888000.00000000 PA USD 893197.38000000 0.067463979383 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N Antares Holdings LP 5493008EAIGV4283RM42 03666HAE1 2844000.00000000 PA USD 2793277.17000000 0.210978667905 Long DBT CORP US Y 2 2027-07-15 Fixed 3.75000000 N N N N N N Tricon Trust N/A 89617RAA6 9475000.00000000 PA USD 9491143.51000000 0.716874371129 Long ABS-O CORP US Y 2 2043-06-17 Floating 4.90263840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTP31 2956101.62000000 PA USD 2978870.11000000 0.224996664999 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.12776080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHJ3 18000.00000000 PA USD 17709.96000000 0.001337648769 Long DBT UST US N 2 2030-06-30 Fixed 3.75000000 N N N N N N Subway Funding LLC N/A 864300AG3 1505586.26500000 PA USD 1480070.04000000 0.111790984725 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.24600000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BK4 3836000.00000000 PA USD 3834958.14000000 0.289657742718 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.87500000 N N N N N N Ingram Micro, Inc. 549300KJMEWPKRQZHX63 45258LAA5 3684000.00000000 PA USD 3620369.95000000 0.273449709029 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 79581XAB4 4882904.61260000 PA USD 4919228.05000000 0.371553597421 Long ABS-O CORP US Y 2 2055-10-25 Floating 5.24833920 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3F9 1816000.00000000 PA USD 1845531.72000000 0.139394625081 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N Marlette Funding Trust N/A 570920AC2 753000.00000000 PA USD 752230.36000000 0.056816617060 Long ABS-O CORP US Y 2 2035-07-16 Fixed 5.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGTR5 10339.77000000 PA USD 10917.46000000 0.000824605303 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 7.00000000 N N N N N N Durst Commercial Mortgage Trust N/A 266895AE1 995000.00000000 PA USD 1007705.95000000 0.076112911835 Long ABS-MBS CORP US Y 2 2042-08-10 Variable 6.01845480 N N N N N N FOCUS Brands Funding LLC N/A 34417MAB3 2227680.00000000 PA USD 2221628.95000000 0.167801577832 Long ABS-O CORP US Y 2 2047-04-30 Fixed 5.09300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDP3 1036000.00000000 PA USD 968093.43000000 0.073120943550 Long DBT UST US N 2 2028-12-31 Fixed 1.37500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390ABQ2 1969.08000000 PA USD 2038.09000000 0.000153938720 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Amur Equipment Finance Receivables XII LLC 5493000K1GV1VHEHGY40 03236YAB1 61347.61000000 PA USD 61574.01000000 0.004650738833 Long ABS-O CORP US Y 2 2029-12-20 Fixed 6.09000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3H79 1611864.83000000 PA USD 1626469.70000000 0.122848679099 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 4.77776160 N N N N N N N/A N/A N/A 1.00000000 NC N/A 34298.79000000 0.002590617609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2266000.00000000 GBP 3040025.27000000 USD 2026-09-16 34298.79000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FED5 4019984.85000000 PA USD 4045087.44000000 0.305528992545 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Alterna Funding III LLC N/A 02157JAA3 597406.18000000 PA USD 598108.37000000 0.045175648346 Long ABS-O CORP US Y 2 2039-05-16 Fixed 6.26000000 N N N N N N Lendbuzz Securitization Trust N/A 52609YAB7 155247.56000000 PA USD 155306.65000000 0.011730447119 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.97000000 N N N N N N Phantom Aviation N/A 71711GAA3 2400010.23000000 PA USD 2357442.45000000 0.178059690282 Long ABS-O CORP US Y 2 2051-01-15 Fixed 5.24000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBKC7 1331875.58000000 PA USD 1337800.36000000 0.101045231352 Long ABS-MBS USGSE US N 2 2054-02-25 Floating 4.62776040 N N N N N N Home RE Ltd. N/A 43730VAE8 1005000.00000000 PA USD 1015613.30000000 0.076710160897 Long ABS-MBS CORP BM Y 2 2034-01-25 Floating 7.77776040 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 437000.00000000 PA USD 438192.22000000 0.033097041659 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.36654160 N N N N N N INTOWN Mortgage Trust N/A 46117WAE2 2181000.00000000 PA USD 2185006.50000000 0.165035452150 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.87499840 N N N N N N NYO Commercial Mortgage Trust N/A 62955HAC1 5035000.00000000 PA USD 5039932.29000000 0.380670494248 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 4.83548040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381UEK4 853601.65000000 PA USD 856325.19000000 0.064678990620 Long ABS-MBS USGA US N 2 2055-06-20 Floating 4.60872000 N N N N N N SLAM Ltd. N/A 831005AA1 1817563.22000000 PA USD 1816675.34000000 0.137215077460 Long ABS-O CORP KY Y 2 2051-07-15 Fixed 5.54700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LBF1 65373.25000000 PA USD 67346.64000000 0.005086750626 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.07700160 N Y N N N N SoFi Consumer Loan Program Trust N/A 83405UAB6 3000000.00000000 PA USD 2987452.80000000 0.225644923082 Long ABS-O CORP US Y 2 2035-08-25 Fixed 4.60000000 N N N N N N BOCA Commercial Mortgage Trust N/A 05619RAA0 1557000.00000000 PA USD 1562294.58000000 0.118001476152 Long ABS-MBS CORP US Y 2 2042-12-15 Floating 5.22538920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBGH1 2721826.90000000 PA USD 2748439.83000000 0.207592064396 Long ABS-MBS USGSE US N 2 2054-02-25 Floating 4.82775840 N N N N N N RCKT Trust N/A 74939RAC5 1690000.00000000 PA USD 1687876.85000000 0.127486814851 Long ABS-O CORP US Y 2 2034-07-25 Fixed 5.16000000 N N N N N N Fortitude Group Holdings LLC 2549006R9ZUL08JFIH12 34966XAA6 3141000.00000000 PA USD 3212093.05000000 0.242612197656 Long DBT CORP US Y 2 2030-04-01 Fixed 6.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GE83 2125000.00000000 PA USD 2113281.05000000 0.159617966174 Long DBT CORP US N 2 2030-04-20 Variable 4.59400000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46665LAA0 3930000.00000000 PA USD 3941808.86000000 0.297728271061 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.24999880 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAU9 4050000.00000000 PA USD 4121315.72000000 0.311286581210 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N Iskandar Enterprise LLC N/A 464338AA0 2470000.00000000 PA USD 2458503.88000000 0.185692948488 Long ABS-O CORP US Y 2 2056-04-17 Fixed 5.04900000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADV6 2632000.00000000 PA USD 2639489.20000000 0.199362928013 Long DBT CORP US Y 2 2028-06-23 Fixed 4.90000000 N N N N N N CSMC Trust N/A 12663TAA7 1080110.81000000 PA USD 1034471.05000000 0.078134503249 Long ABS-MBS CORP US Y 2 2062-04-25 Variable 3.90435120 N N N N N N Golub Capital Partners ABS Funding Ltd. N/A 38177UAA8 245006.08000000 PA USD 232857.82000000 0.017587954823 Long ABS-O CORP KY Y 2 2029-01-22 Fixed 3.20800000 N N N N N N ALTDE Trust N/A 00166NAA7 750356.07000000 PA USD 754201.57000000 0.056965504275 Long ABS-O CORP US Y 2 2050-08-15 Fixed 5.90000000 N N N N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368VAA4 1916000.00000000 PA USD 1952617.35000000 0.147482896382 Long DBT CORP US Y 2 2030-08-01 Fixed 7.12500000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CHM6 1183000.00000000 PA USD 1183341.99000000 0.089378855563 Long DBT UST US N 2 2026-07-15 Fixed 4.50000000 N N N N N Pinnacle Bank 549300CDOC4F7XSRG390 87164DVJ6 2680000.00000000 PA USD 2708188.53000000 0.204551848499 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GNA3 15754000.00000000 PA USD 15624866.19000000 1.180159810263 Long DBT CORP US N 2 2032-04-23 Variable 4.69500000 N N N N N N Mosaic Solar Loan Trust N/A 61945LAB9 1172096.85000000 PA USD 1043275.44000000 0.078799506527 Long ABS-O CORP US Y 2 2040-09-20 Fixed 3.28000000 N N N N N N PNMAC GMSR Issuer Trust 5493007JEN3QN6CZC711 69354WAJ5 205882.35000000 PA USD 208542.14000000 0.015751370244 Long ABS-O CORP US Y 2 2029-03-25 Floating 6.84834120 N N N N N N A/S Mileage Plan IP Ltd. N/A 00218QAA8 1245000.00000000 PA USD 1235085.82000000 0.093287112303 Long DBT CORP KY Y 2 2029-10-20 Fixed 5.02100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BP53 1090908.52000000 PA USD 1100426.15000000 0.083116149642 Long ABS-MBS USGA US N 2 2054-12-20 Floating 4.65872040 N N N N N N Oportun Issuance Trust N/A 68378RAB7 1590000.00000000 PA USD 1582232.53000000 0.119507406955 Long ABS-O CORP US Y 2 2033-07-08 Fixed 4.93000000 N N N N N N OBX Trust 2549002GJHC7CO92J583 67121CAA4 1815765.60000000 PA USD 1827026.25000000 0.137996890746 Long ABS-O CORP US Y 2 2055-02-25 Floating 5.22776160 N N N N N N Lendbuzz Securitization Trust N/A 52611JAB6 1548389.02000000 PA USD 1550858.08000000 0.117137667304 Long ABS-O CORP US Y 2 2030-05-15 Fixed 5.18000000 N N N N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 06405LAH4 1388000.00000000 PA USD 1394146.08000000 0.105301072869 Long DBT CORP US N 2 2029-04-20 Variable 4.72900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJK8 1350000.00000000 PA USD 1353582.97000000 0.102237305691 Long DBT UST US N 2 2026-11-15 Fixed 4.62500000 N N N N N FNMA or FHLMC N/A 01F050676 47571000.00000000 PA USD 46747800.49000000 3.530902260899 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 5.00000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAD9 3767000.00000000 PA USD 3726425.68000000 0.281460191082 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N UWM Holdings LLC N/A 903522AB6 2068000.00000000 PA USD 1844662.82000000 0.139328996304 Long DBT CORP US Y 2 2031-03-15 Fixed 6.25000000 N N N N N N STAR Trust N/A 85520EAC5 1129000.00000000 PA USD 1129622.08000000 0.085321343772 Long ABS-O CORP US Y 2 2042-08-17 Floating 5.28639120 N N N N N N PNW Trust N/A 73020TAA7 1710000.00000000 PA USD 1707695.78000000 0.128983755969 Long ABS-MBS CORP US Y 2 2041-04-15 Floating 5.33665080 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCS7 1692796.97000000 PA USD 1692092.60000000 0.127805234136 Long ABS-O CORP US Y 2 2033-02-25 Fixed 4.75300000 N N N N N N New Residential Mortgage Loan Trust N/A 64830CAA3 125800.20000000 PA USD 116804.05000000 0.008822312063 Long ABS-MBS CORP US Y 2 2057-09-25 Variable 3.74760720 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCT5 473983.16000000 PA USD 473676.21000000 0.035777178461 Long ABS-O CORP US Y 2 2033-02-25 Fixed 4.85100000 N N N N N N Oaktree Strategic Credit Fund 2549006RRE0JC7G43241 67403AAE9 661000.00000000 PA USD 665784.80000000 0.050287308300 Long DBT CORP US N 2 2029-07-23 Fixed 6.50000000 N N N N N N GSJP Trust N/A 362946AA3 2002000.00000000 PA USD 1994919.73000000 0.150678032145 Long ABS-MBS CORP US Y 2 2042-12-15 Floating 5.12538840 N N N N N N New Residential Mortgage Loan Trust N/A 64829EAA2 45546.77000000 PA USD 43855.50000000 0.003312444275 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 3.75000120 N N N N N N FIGRE Trust N/A 31684XAA3 1612587.69000000 PA USD 1612363.70000000 0.121783240581 Long ABS-O CORP US Y 2 2056-03-25 Variable 5.48899920 N N N N N N BAMLL Trust N/A 05493WAC6 770000.00000000 PA USD 774342.03000000 0.058486730836 Long ABS-MBS CORP US Y 2 2039-08-15 Floating 6.52538880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384HBX5 1905152.50000000 PA USD 1904852.82000000 0.143875199652 Long ABS-MBS USGA US N 2 2053-12-20 Floating 4.45871880 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCY5 288000.00000000 PA USD 270146.25000000 0.020404382557 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N PFDR Trust N/A 69415PAA6 2445000.00000000 PA USD 2448734.00000000 0.184955020906 Long ABS-MBS CORP US Y 2 2043-06-15 Floating 5.31263880 N N N N N N Extended Stay America Trust N/A 30227WAE3 1185204.24000000 PA USD 1193651.66000000 0.090157553956 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.22538920 N N N N N N N/A N/A N/A -119.00000000 NC USD -52428.34000000 -0.00395995837 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Long Bonds 2026-09-21 -13506500.00000000 USD -52428.34000000 N N N Castlelake Aircraft Structured Trust N/A 14855XAB0 1349016.67000000 PA USD 1344670.27000000 0.101564121664 Long ABS-O CORP US Y 2 2050-08-15 Fixed 6.30300000 N N N N N N COMM Mortgage Trust N/A 12674VAA9 1000000.00000000 PA USD 982615.40000000 0.074217800647 Long ABS-MBS CORP US Y 2 2040-08-10 Fixed 5.50268000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RCB1 1418000.00000000 PA USD 1430309.76000000 0.108032547252 Long DBT CORP US N 2 2031-02-11 Variable 4.94200000 N N N N N N/A N/A N/A 2115.00000000 NC USD -571861.94000000 -0.04319323253 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Notes 2026-09-30 435970897.38000000 USD -571861.94000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31380EJH8 17.93000000 PA USD 18.56000000 0.000001401853 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Tricon Trust N/A 89617RAC2 1000000.00000000 PA USD 1001497.60000000 0.075643989729 Long ABS-O CORP US Y 2 2043-06-17 Floating 5.25264120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HC3A8 556816.98000000 PA USD 561618.55000000 0.042419540324 Long ABS-MBS USGSE US N 2 2054-04-25 Floating 4.72776120 N N N N N N Essent Group Ltd. 254900QUO860OUT6ZF83 29669JAA7 4490000.00000000 PA USD 4630929.56000000 0.349778160300 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAK6 1658000.00000000 PA USD 1646743.01000000 0.124379939936 Long DBT CORP US Y 2 2029-08-15 Fixed 4.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017DAV0 7875000.00000000 PA USD 7787863.83000000 0.588224167055 Long DBT CORP CA N 2 2032-05-03 Variable 4.61200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384W3E3 1624761.32000000 PA USD 1639913.68000000 0.123864114668 Long ABS-MBS USGA US N 2 2064-09-20 Floating 4.60872000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCS1 779975.00000000 PA USD 776928.34000000 0.058682077092 Long ABS-O CORP US Y 2 2034-01-16 Fixed 4.66100000 N N N N N N Capital Power US Holdings, Inc. N/A 14041TAA6 7031000.00000000 PA USD 7075882.81000000 0.534447617851 Long DBT CORP US Y 2 2028-06-01 Fixed 5.25700000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAX0 6571000.00000000 PA USD 6487668.09000000 0.490019245543 Long DBT CORP US N 2 2032-04-23 Variable 4.68000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQLF4 2342342.07000000 PA USD 2366539.28000000 0.178746781809 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 4.92775920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HC3J9 1564944.83000000 PA USD 1574906.49000000 0.118954064746 Long ABS-MBS USGSE US N 2 2054-04-25 Floating 4.72776120 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEB8 2876000.00000000 PA USD 2895832.18000000 0.218724737514 Long DBT CORP US N 2 2030-01-23 Variable 5.01200000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWNK5 3312983.21000000 PA USD 3332635.66000000 0.251716886426 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Clarios Global LP N/A 18060TAD7 2434000.00000000 PA USD 2509441.83000000 0.189540336406 Long DBT CORP US Y 2 2030-02-15 Fixed 6.75000000 N N N N N N Hawaii Hotel Trust N/A 419909AA4 520000.00000000 PA USD 521559.27000000 0.039393827866 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.01825960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHA2 9756000.00000000 PA USD 9642243.48000000 0.728287084029 Long DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N Wingspire Equipment Finance LLC N/A 97415AAB8 147601.29000000 PA USD 147996.14000000 0.011178277905 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.99000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YS3 2589000.00000000 PA USD 2395381.22000000 0.180925238765 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQL8 1347000.00000000 PA USD 1337423.67000000 0.101016779627 Long DBT UST US N 2 2028-04-30 Fixed 3.75000000 N N N N N N FIGRE Trust N/A 31684QAC4 1552578.30000000 PA USD 1550573.77000000 0.117116193121 Long ABS-O CORP US Y 2 2055-07-25 Variable 5.66899920 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCN3 3070000.00000000 PA USD 3088025.51000000 0.233241267839 Long DBT CORP US N 2 2029-07-15 Fixed 5.20000000 N N N N N N Rocket Mortgage LLC N/A 74841CAA9 4999000.00000000 PA USD 4811719.96000000 0.363433417347 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N MACH 1 Cayman Ltd. N/A 55446MAA5 61128.93000000 PA USD 60767.85000000 0.004589848863 Long ABS-O CORP KY Y 2 2039-10-15 Fixed 3.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSQY4 1348536.56000000 PA USD 1357644.44000000 0.102544072072 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.72776120 N N N N N N Oportun Issuance Trust N/A 68378RAC5 2770000.00000000 PA USD 2746058.61000000 0.207412208766 Long ABS-O CORP US Y 2 2033-07-08 Fixed 5.18000000 N N N N N N Service Experts Issuer LLC N/A 81758JAA0 1709020.33000000 PA USD 1698711.69000000 0.128305179793 Long ABS-O CORP US Y 2 2037-01-20 Fixed 5.38000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLS8 2270000.00000000 PA USD 2271464.01000000 0.171565663504 Long DBT UST US N 2 2026-10-31 Fixed 4.12500000 N N N N N N Newtek Small Business Loan Trust N/A 65254RAA4 364555.55000000 PA USD 367635.39000000 0.027767822574 Long ABS-O CORP US Y 2 2050-07-25 Floating 6.24999960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384YQU8 472028.68000000 PA USD 473923.97000000 0.035795891991 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.55871960 N N N N N N ECMC Group Student Loan Trust N/A 26833BAB9 373367.43000000 PA USD 375668.08000000 0.028374538675 Long ABS-O CORP US Y 2 2070-01-27 Floating 4.74224040 N N N N N N Driven Brands Funding LLC N/A 26209XAC5 4094528.02000000 PA USD 3957143.50000000 0.298886509833 Long ABS-O CORP US Y 2 2051-01-20 Fixed 3.23700000 N N N N N N HA Sustainable Infrastructure Capital, Inc. 254900ZZRL7MWL1X8E92 40409AAB6 2540000.00000000 PA USD 2551735.92000000 0.192734846018 Long DBT CORP US Y 2 2033-07-15 Fixed 5.95000000 N N N N N NRZ Excess Spread-Collateralized Notes N/A 65246QAA7 306918.26000000 PA USD 304275.51000000 0.022982195417 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQV6 2050000.00000000 PA USD 2048158.20000000 0.154699180351 Long DBT UST US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 3027000.00000000 PA USD 2932576.91000000 0.221500099111 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAR6 2332000.00000000 PA USD 2572925.92000000 0.194335345253 Long DBT CORP SG Y 2 2032-12-01 Fixed 9.62500000 N N N N N N Liberty Utilities Co. 549300UN1FEYPC5BKW09 531542AA6 2840000.00000000 PA USD 2894466.51000000 0.218621587264 Long DBT CORP US Y 2 2029-01-31 Fixed 5.57700000 N N N N N Marlette Funding Trust N/A 57108VAC6 2226000.00000000 PA USD 2233989.56000000 0.168735185517 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTUD3 3279085.19000000 PA USD 3303071.37000000 0.249483869743 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.09775840 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDX1 7138000.00000000 PA USD 7356198.74000000 0.555620125234 Long DBT CORP US N 2 2029-10-23 Variable 6.08700000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BV6 2659000.00000000 PA USD 2670491.37000000 0.201704549031 Long DBT CORP US N 2 2028-01-21 Variable 5.30000000 N N N N N N ACHV ABS Trust N/A 00092KAC8 67975.87000000 PA USD 68293.49000000 0.005158267035 Long ABS-O CORP US Y 2 2031-12-26 Fixed 5.68000000 N N N N N N Goddard Funding LLC N/A 380241AC3 986970.00000000 PA USD 996809.79000000 0.075289915339 Long ABS-O CORP US Y 2 2054-10-30 Fixed 6.83400000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAS7 1340000.00000000 PA USD 1259366.59000000 0.095121060099 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CMS7 348000.00000000 PA USD 346355.16000000 0.026160508188 Long DBT UST US N 2 2028-03-15 Fixed 3.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1851000.00000000 PA 2222318.04000000 0.167853625403 Long DBT NUSS RO Y 2 2032-07-11 Fixed 5.87500000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AP6 6291000.00000000 PA USD 6180041.04000000 0.466783905378 Long DBT CORP US N 2 2031-03-15 Fixed 4.55000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 7274000.00000000 PA USD 6924240.98000000 0.522993977792 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6N8 1356876.95000000 PA USD 1351812.68000000 0.102103594139 Long ABS-O CORP US Y 2 2033-09-15 Fixed 4.30500000 N N N N N N Maple Parent Holdings Corp. 254900J6FBJ1E892Q074 56530KAA4 3133000.00000000 PA USD 3131517.28000000 0.236526239268 Long DBT CORP US Y 2 2029-03-26 Fixed 4.75000000 N N N N N N Global Atlantic Fin Co. 98450051B2E65CAA7E94 37959GAD9 1961000.00000000 PA USD 2170890.77000000 0.163969278717 Long DBT CORP US Y 2 2033-06-15 Fixed 7.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BUB6 73.93000000 PA USD 74.00000000 0.000005589284 Long ABS-MBS USGA US N 2 2062-05-20 Floating 4.21085160 N N N N N N Theorem Funding Trust N/A 882925AB6 383174.55000000 PA USD 383702.72000000 0.028981402062 Long ABS-O CORP US Y 2 2029-04-15 Fixed 8.95000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GD76 4706000.00000000 PA USD 4714133.85000000 0.356062653101 Long DBT CORP US N 2 2029-01-21 Floating 4.35549960 N N N N N N Marex Group plc 549300DWX0SVICJAL507 566539AD4 2003000.00000000 PA USD 2004615.56000000 0.151410366666 Long DBT CORP GB N 2 2031-04-21 Fixed 5.68000000 N N N N N N Neighborly Issuer N/A 64016NAE7 3531375.00000000 PA USD 3536769.53000000 0.267135296182 Long ABS-O CORP US Y 2 2053-01-30 Fixed 7.30800000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GD35 3166000.00000000 PA USD 3097128.58000000 0.233928830678 Long DBT CORP US N 2 2031-10-21 Variable 4.36900000 N N N N N N N/A N/A N/A -118.00000000 NC -222720.24000000 -0.01682225453 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bund 2026-09-08 -15026120.00000000 EUR -222720.24000000 N N N ACM Auto Trust N/A 00161TAA9 513218.11000000 PA USD 510881.99000000 0.038587363568 Long ABS-O CORP US Y 2 2028-06-20 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416JAZ4 19373.77000000 PA USD 20051.81000000 0.001514530748 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMBS8 1677844.24000000 PA USD 1684272.82000000 0.127214599313 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.77776160 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 1230250.00000000 PA USD 1180157.42000000 0.089138322205 Long ABS-O CORP US Y 2 2051-04-30 Fixed 3.58400000 N N N N N N STAR Trust N/A 78474LAL0 126357.41000000 PA USD 126425.09000000 0.009548997630 Long ABS-O CORP US Y 2 2039-01-17 Floating 6.60087000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233JDX3 1712000.00000000 PA USD 1463484.83000000 0.110538289307 Long DBT CORP US N 2 2032-10-15 Fixed 2.75000000 N N N N N N Bridge Trust N/A 10807GAC2 747964.01000000 PA USD 697517.43000000 0.052684101600 Long ABS-O CORP US Y 2 2042-09-17 Fixed 4.20000000 N N N N N N Blue Owl Credit Income Corp. 5493003I42XBWPE05N35 09581CAB7 2148000.00000000 PA USD 2162777.81000000 0.163356499752 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6P3 1675926.41000000 PA USD 1670713.44000000 0.126190447481 Long ABS-O CORP US Y 2 2033-09-15 Fixed 4.50100000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 51648516.50000000 NS USD 51648516.50000000 3.901057627747 Long STIV RF US N 1 N N N Nykredit Realkredit A/S LIU16F6VZJSD6UKHD557 N/A 111362080.00000000 PA 16386303.65000000 1.237671847639 Long DBT CORP DK Y 2 2056-10-01 Fixed 3.50000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248AZ1 8542000.00000000 PA USD 8522496.73000000 0.643711632569 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDK4 164000.00000000 PA USD 162185.68000000 0.012250026272 Long DBT UST US N 2 2026-11-30 Fixed 1.25000000 N N N N N BX Commercial Mortgage Trust N/A 12433LAC9 3000000.00000000 PA USD 3025314.30000000 0.228504635294 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.32539000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 5824885.00000000 NS USD 5824885.00000000 0.439958659025 Long STIV RF US N 1 N N BFLD Commercial Mortgage Trust N/A 05556QAC3 865000.00000000 PA USD 869669.27000000 0.065686880655 Long ABS-MBS CORP US Y 2 2042-11-15 Floating 5.42539080 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 200541.25000000 PA USD 201333.83000000 0.015206920284 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.24000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MCA4 1600000.00000000 PA USD 1597055.68000000 0.120627012440 Long ABS-O CORP US Y 2 2030-12-16 Fixed 4.78000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6BT9 4963165.02000000 PA USD 4986402.31000000 0.376627328036 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69490AAC3 2335000.00000000 PA USD 2332668.74000000 0.176188510297 Long ABS-O CORP US Y 2 2034-02-15 Fixed 5.68900000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BU6 6600000.00000000 PA USD 6557873.78000000 0.495321942717 Long DBT CORP NL N 2 2032-03-23 Variable 4.80300000 N N N N N N GS Mortgage-Backed Securities Trust 254900RIVK2GCJ08H839 36272NAA2 995262.82000000 PA USD 999786.29000000 0.075514732987 Long ABS-MBS CORP US Y 2 2055-10-25 Floating 5.17776120 N N N N N N MAPS Trust N/A 55292RAA9 1255955.61000000 PA USD 1219655.86000000 0.092121673928 Long ABS-O CORP US Y 2 2046-06-15 Fixed 2.52100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFS63 1694894.75000000 PA USD 1704585.56000000 0.128748838332 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.67776080 N N N N N N J.P. Morgan Mortgage Trust 529900ELA1S09AZO9Q54 46593HAA6 929518.87000000 PA USD 931472.90000000 0.070354962888 Long ABS-O CORP US Y 2 2054-10-20 Floating 4.81205880 N N N N N N Castlelake Aircraft Structured Trust N/A 14855XAA2 1152950.62000000 PA USD 1147002.78000000 0.086634123246 Long ABS-O CORP US Y 2 2050-08-15 Fixed 5.46500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHDL2 3820856.98000000 PA USD 3834936.46000000 0.289656105208 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.87775880 N N N N N N ServiceMaster Funding LLC N/A 81761TAE5 786533.34000000 PA USD 738966.32000000 0.055814772516 Long ABS-O CORP US Y 2 2051-07-30 Fixed 2.86500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FGY7 4066632.20000000 PA USD 4087578.00000000 0.308738341708 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GQ1 10537000.00000000 PA USD 10353983.58000000 0.782045436335 Long DBT CORP US N 2 2032-02-06 Variable 4.45600000 N N N N N N FIGRE Trust N/A 31684QAA8 2748583.59000000 PA USD 2745214.65000000 0.207348463729 Long ABS-O CORP US Y 2 2055-07-25 Variable 5.26500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G31 915000.00000000 PA USD 926609.17000000 0.069987601106 Long DBT CORP US N 2 2031-11-05 Fixed 6.05400000 N N N N N N Loanpal Solar Loan Ltd. N/A 53948PAA6 709890.13000000 PA USD 596160.48000000 0.045028522510 Long ABS-O CORP KY Y 2 2048-01-20 Fixed 2.29000000 N N N N N N HYT Commercial Mortgage Trust N/A 449173AA1 3275000.00000000 PA USD 3283376.80000000 0.247996321644 Long ABS-MBS CORP US Y 2 2041-09-15 Floating 5.46684840 N N N N N N Hexcel Corp. S6Q7LW43WUBUHXY2QP69 428291AQ1 2322000.00000000 PA USD 2315593.88000000 0.174898831185 Long DBT CORP US N 2 2031-05-15 Fixed 4.90000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CQ4 4661000.00000000 PA USD 4738956.81000000 0.357937552983 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N US Bank NA N/A 90355PAJ5 3896812.32000000 PA USD 3854922.37000000 0.291165658472 Long ABS-O CORP US Y 2 2046-12-25 Fixed 4.95900000 N N N N N N MAST Ltd. N/A 57631AAA2 2851452.45000000 PA USD 2798249.77000000 0.211354252732 Long ABS-O CORP KY Y 2 2051-02-15 Fixed 5.13400000 N N N N N N RCO IX Mortgage LLC N/A 74940MAA7 1341378.23000000 PA USD 1343114.38000000 0.101446603931 Long ABS-O CORP US Y 2 2031-05-25 Variable 5.76460080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BR3E5 998429.22000000 PA USD 1005996.17000000 0.075983770656 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 4.77776160 N N N N N N Pagaya AI Debt Grantor Trust N/A 694957AB7 3870807.00000000 PA USD 3866801.49000000 0.292062898796 Long ABS-O CORP US Y 2 2034-01-16 Fixed 5.24500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31382KWD6 280.17000000 PA USD 289.99000000 0.000021903198 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDF5 37000.00000000 PA USD 34722.91000000 0.002622651764 Long DBT UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N CCO Holdings LLC N/A 1248EPBT9 2353000.00000000 PA USD 2349445.56000000 0.177455678186 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N JOL Air Ltd. 549300TS4MUGCDXPW498 46651NAA2 184450.82000000 PA USD 185651.78000000 0.014022441331 Long ABS-O CORP KY Y 2 2044-04-15 Fixed 3.96700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PFM3 3010000.00000000 PA USD 2975926.80000000 0.224774354220 Long DBT CORP US N 2 2032-04-23 Variable 4.62200000 N N N N N N Stellantis Financial Services US Corp. 5493000KNKFDOC1BOW59 85855FAB9 6841000.00000000 PA USD 6704509.12000000 0.506397438208 Long DBT CORP US Y 2 2030-09-15 Fixed 5.40000000 N N N N N N Azorra Finance Ltd. 254900MC1HXDAVUUP395 05480AAA3 2089000.00000000 PA USD 2168563.74000000 0.163793516105 Long DBT CORP KY Y 2 2030-04-15 Fixed 7.75000000 N N N N N N Lendbuzz Securitization Trust N/A 525938AC0 385261.94000000 PA USD 385638.76000000 0.029127632857 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.10000000 N N N N N N RCKTL N/A 74939HAB9 1825000.00000000 PA USD 1818176.69000000 0.137328475738 Long ABS-O CORP US Y 2 2034-11-27 Fixed 4.60000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296DNA2 33312.01000000 PA USD 34346.78000000 0.002594242336 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658CA8 1900000.00000000 PA USD 1920933.04000000 0.145089752734 Long DBT CORP BM Y 2 2032-08-01 Fixed 5.75000000 N N N N N TX Trust N/A 90216DAA0 1375000.00000000 PA USD 1375388.30000000 0.103884281339 Long ABS-MBS CORP US Y 2 2039-06-15 Floating 5.21676000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BR8 2510000.00000000 PA USD 2469044.93000000 0.186489123214 Long DBT CORP CH Y 2 2030-04-10 Variable 4.21400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31383HYG3 7633.10000000 PA USD 8059.57000000 0.000608746371 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Chase Home Lending Mortgage Trust N/A 161938AC9 1990462.10000000 PA USD 1983575.80000000 0.149821215190 Long ABS-MBS CORP US Y 2 2057-01-25 Variable 5.50000080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 241298.15000000 0.018225460330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119434091.00000000 DKK 18574219.84000000 USD 2026-09-16 241298.15000000 N N N United States of America 254900HROIFWPRGM1V77 91282CBL4 622000.00000000 PA USD 542865.08000000 0.041003074331 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Brean Asset-Backed Securities Trust N/A 10638AAA4 1592456.98000000 PA USD 1592856.69000000 0.120309859053 Long ABS-MBS CORP US Y 2 2063-01-25 Variable 5.24999880 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G23 2994000.00000000 PA USD 2983838.66000000 0.225371943927 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EYD0 3730049.38000000 PA USD 3760634.85000000 0.284044039614 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.65872040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQR5 300000.00000000 PA USD 297714.84000000 0.022486662273 Long DBT UST US N 2 2029-05-15 Fixed 3.87500000 N N N N N N BX Trust N/A 12433GAC0 1675000.00000000 PA USD 1683904.80000000 0.127186802440 Long ABS-MBS CORP US Y 2 2042-07-15 Floating 5.47499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAEW2 2684509.16000000 PA USD 2702610.67000000 0.204130547854 Long ABS-MBS USGSE US N 2 2053-08-25 Floating 4.72776120 N N N N N N PEAC Solutions Receivables LLC N/A 69433BAB3 104740.96000000 PA USD 105162.39000000 0.007943007301 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.79000000 N N N N N N BAMLL Trust N/A 05493WAA0 534000.00000000 PA USD 536824.01000000 0.040546787030 Long ABS-MBS CORP US Y 2 2039-08-15 Floating 5.97539160 N N N N N N Acacia LLC N/A 00401PAA7 1211606.69000000 PA USD 1210185.11000000 0.091406339896 Long ABS-O CORP US Y 2 2037-11-15 Fixed 5.24000000 N N N N N N Driven Brands Funding LLC N/A 26209XAA9 392450.40000000 PA USD 386918.81000000 0.029224316153 Long ABS-O CORP US Y 2 2050-07-20 Fixed 3.78600000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAE3 478750.00000000 PA USD 448303.94000000 0.033860788715 Long ABS-O CORP US Y 2 2051-12-05 Fixed 4.00800000 N N N N N N FHLMC N/A 35563PMF3 398648.22000000 PA USD 368233.83000000 0.027813023270 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBM5 2520000.00000000 PA USD 2502538.26000000 0.189018903725 Long DBT CORP US Y 2 2051-12-15 Variable 4.12500000 N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05492PAE8 591000.00000000 PA USD 574182.15000000 0.043368480021 Long ABS-MBS CORP US Y 2 2032-11-05 Fixed 3.46500000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAH2 5657000.00000000 PA USD 5538192.76000000 0.418304543371 Long DBT CORP US N 2 2030-11-15 Fixed 4.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAF8 5639000.00000000 PA USD 5704628.26000000 0.430875562265 Long DBT CORP FR Y 2 2029-06-12 Variable 5.33500000 N N N N N N New Residential Mortgage Loan Trust 549300RCJSGOC0A85G53 64829CAD0 20737.21000000 PA USD 19870.51000000 0.001500837000 Long ABS-MBS CORP US Y 2 2052-05-28 Variable 3.75000120 N N N N N N SHR Trust N/A 784234AA4 500000.00000000 PA USD 501333.20000000 0.037866135107 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 5.57538840 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQK0 1166000.00000000 PA USD 1149420.94000000 0.086816768986 Long DBT UST US N 2 2031-04-30 Fixed 3.87500000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PFD3 4237000.00000000 PA USD 4143199.26000000 0.312939464127 Long DBT CORP US N 2 2031-10-22 Variable 4.25500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AF8 885387.50000000 PA USD 876828.72000000 0.066227640175 Long ABS-O CORP US Y 2 2047-11-20 Fixed 4.03000000 N N N N N N STAR Trust N/A 85520CAE5 497000.00000000 PA USD 497453.02000000 0.037573061718 Long ABS-O CORP US Y 2 2042-02-17 Floating 5.58639000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKE42 130696.61000000 PA USD 131321.01000000 0.009918790750 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.62776040 N N N N N N BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico 549300WIWQK5Q9MCUN92 072912AB4 3065000.00000000 PA USD 3107143.75000000 0.234685285228 Long DBT CORP MX Y 2 2031-06-03 Fixed 5.40000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZR8 932000.00000000 PA USD 925966.52000000 0.069939061190 Long DBT CORP US N 2 2028-03-15 Variable 3.61500000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAW3 612000.00000000 PA USD 612189.25000000 0.046239189529 Long DBT CORP US N 2 2031-03-06 Variable 5.45000000 N N N N N N Provident Funding Mortgage Trust N/A 74388PAC5 652687.19000000 PA USD 655130.33000000 0.049482566861 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 6.00000120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNH0 304000.00000000 PA USD 302379.06000000 0.022838954890 Long DBT UST US N 2 2028-06-15 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371HQX9 532.61000000 PA USD 551.28000000 0.000041638660 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Project Silver N/A 827304AA4 4284321.52900000 PA USD 4169956.71000000 0.314960477730 Long ABS-O CORP KY Y 2 2044-07-15 Fixed 3.96700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QF71 2119612.82000000 PA USD 2127904.53000000 0.160722490410 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.70872080 N N N N N N CRSNT Trust N/A 12642SAA5 3055000.00000000 PA USD 3060585.76000000 0.231168719520 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.02539120 N N N N N N Eaton Vance Floating-Rate ETF 254900BDISIY9SGE8S56 61774R833 452488.00000000 NS USD 21947975.69000000 1.657749801566 Long RF US N 1 N N United States of America 254900HROIFWPRGM1V77 91282CAE1 55000.00000000 PA USD 47638.38000000 0.003598168510 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N RAM LLC N/A 748950AA0 1527452.10000000 PA USD 1525695.68000000 0.115237129222 Long ABS-O CORP US Y 2 2040-05-15 Fixed 5.44600000 N N N N N N Radnor Re Ltd. 254900P3K895250PCC81 75050KAA4 278.91000000 PA USD 280.11000000 0.000021156953 Long ABS-MBS CORP BM Y 2 2033-07-25 Floating 6.32775960 N N N N N N Monroe Capital ABS Funding Ltd. N/A 610331AA8 568040.81000000 PA USD 538835.56000000 0.040698721161 Long ABS-O CORP KY Y 2 2031-04-22 Fixed 2.81500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWNJ8 4191356.27000000 PA USD 4216219.19000000 0.318454723310 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFF3 32379000.00000000 PA USD 29741882.31000000 2.246430385836 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DE1 300322.59000000 PA USD 302220.66000000 0.022826990799 Long ABS-O CORP US Y 2 2036-05-15 Fixed 5.52000000 N N N N N N Antares Holdings LP 5493008EAIGV4283RM42 03666HAD3 444000.00000000 PA USD 437670.42000000 0.033057629649 Long DBT CORP US Y 2 2027-01-15 Fixed 2.75000000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CJT9 3719000.00000000 PA USD 3719477.30000000 0.280935373863 Long DBT UST US N 2 2027-01-15 Fixed 4.00000000 N N N N N Jamestown CLO IX Ltd. 254900NFTK4YH0WYT485 47048JBM4 4000000.00000000 PA USD 3970316.00000000 0.299881440280 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 5.66659080 N N N N N N Oaktree Strategic Credit Fund 2549006RRE0JC7G43241 67403AAB5 1398000.00000000 PA USD 1466223.97000000 0.110745178947 Long DBT CORP US N 2 2028-11-14 Fixed 8.40000000 N N N N N N Truist Bank Auto Credit-Linked Notes N/A 897926CB5 1656748.13000000 PA USD 1651641.04000000 0.124749892427 Long ABS-O CORP US Y 2 2033-09-26 Fixed 4.72800000 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 1235223.33000000 PA USD 1212670.50000000 0.091594063577 Long ABS-O CORP US Y 2 2054-08-25 Variable 4.25000160 N N N N N N Lunar Structured Aircraft Portfolio Notes N/A 83438LAA9 1165360.32000000 PA USD 1107533.04000000 0.083652939260 Long ABS-O CORP US Y 2 2046-10-15 Fixed 2.63600000 N N N N N N Oportun Issuance Trust N/A 68377GAB2 93770.48000000 PA USD 92490.78000000 0.006985909514 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.96000000 N N N N N N TerraForm Power Operating LLC 5493000S2OLR3UT5BE13 88104LAE3 2174000.00000000 PA USD 2161644.07000000 0.163270867378 Long DBT CORP US Y 2 2028-01-31 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378XA63 434.57000000 PA USD 449.80000000 0.000033973787 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N BFLD Commercial Mortgage Trust N/A 08861RAC5 500000.00000000 PA USD 501157.70000000 0.037852879439 Long ABS-MBS CORP US Y 2 2041-11-15 Floating 5.46748920 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23341CAH6 7501000.00000000 PA USD 7476213.77000000 0.564684965426 Long DBT CORP NO Y 2 2032-03-30 Variable 4.83200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390QQS7 12983.01000000 PA USD 13437.99000000 0.001014983138 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N DataBank Issuer II LLC N/A 23802YAA5 3230000.00000000 PA USD 3170826.40000000 0.239495291485 Long ABS-O CORP US Y 2 2055-09-27 Fixed 5.18000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BU0 3455000.00000000 PA USD 3512114.61000000 0.265273088509 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V4M1 2505.29000000 PA USD 2593.09000000 0.000195858355 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 6.50000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MCJ5 563000.00000000 PA USD 562030.51000000 0.042450656023 Long ABS-O CORP US Y 2 2032-07-15 Fixed 5.34000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCV1 22327000.00000000 PA USD 20936359.23000000 1.581341525490 Long DBT UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N SERVPRO Master Issuer LLC N/A 817743AL1 1848710.00000000 PA USD 1835125.49000000 0.138608633427 Long ABS-O CORP US Y 2 2055-10-25 Fixed 5.52500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CH0 1822000.00000000 PA USD 1805386.22000000 0.136362400352 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAW2 4242000.00000000 PA USD 4184487.30000000 0.316057985903 Long DBT CORP US N 2 2032-01-27 Variable 4.59700000 N N N N N N Extended Stay America Trust N/A 30227TAC4 2793086.67000000 PA USD 2805849.96000000 0.211928301731 Long ABS-MBS CORP US Y 2 2042-10-15 Floating 5.22538920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSFC4 275876.42000000 PA USD 277793.87000000 0.020982013984 Long ABS-MBS USGSE US N 2 2054-01-25 Floating 4.57776000 N N N N N N Provident Funding Mortgage Trust N/A 74388RAB3 2109411.84000000 PA USD 2102952.19000000 0.158837818344 Long ABS-MBS CORP US Y 2 2055-11-25 Variable 5.50000080 N N N N N N NYCT Trust N/A 62956HAA4 1020000.00000000 PA USD 1021743.38000000 0.077173171201 Long ABS-MBS CORP US Y 2 2029-08-15 Floating 5.61633120 N N N N N N Truist Bank Auto Credit-Linked Notes N/A 897926DQ1 2255000.00000000 PA USD 2252988.31000000 0.170170177723 Long ABS-O CORP US Y 2 2034-06-26 Fixed 5.06700000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GF33 5433000.00000000 PA USD 5431040.21000000 0.410211217544 Long DBT CORP US N 2 2032-06-03 Variable 4.97200000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCE9 90000.00000000 PA USD 85227.54000000 0.006437310643 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCN4 1119.31000000 PA USD 1111.67000000 0.000083965407 Long ABS-MBS USGA US N 2 2063-05-20 Floating 4.04084880 N N N N N N loanDepot GMSR Trust N/A 53946TAD4 1282000.00000000 PA USD 1278210.54000000 0.096544360125 Long ABS-O CORP US Y 2 2030-05-16 Floating 6.48312120 N N N N N N TYSN Mortgage Trust N/A 87332PAA8 540000.00000000 PA USD 557234.42000000 0.042088403150 Long ABS-MBS CORP US Y 2 2033-12-10 Variable 6.79907160 N N N N N N DBC Mortgage Trust N/A 23306HAC9 1095000.00000000 PA USD 1098369.53000000 0.082960811335 Long ABS-MBS CORP US Y 2 2042-11-15 Floating 5.22600120 N N N N N N GWT N/A 362414AA2 2580000.00000000 PA USD 2589333.92000000 0.195574655845 Long ABS-MBS CORP US Y 2 2041-05-15 Floating 5.31663120 N N N N N N Oscar US Funding XVII LLC 353800UI8625NXT7ND41 68784BAB0 123001.47000000 PA USD 122932.91000000 0.009285230220 Long ABS-O CORP JP Y 2 2027-12-10 Fixed 4.63000000 N N N N N N ReadyCap Lending Small Business Loan Trust N/A 75576QAA6 9691.42000000 PA USD 9693.13000000 0.000732130587 Long ABS-O CORP US Y 2 2044-12-27 Floating 6.24999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFL60 1404846.94000000 PA USD 1413185.06000000 0.106739103682 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.72776120 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHU8 380000.00000000 PA USD 380211.35000000 0.028717695833 Long DBT UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWN82 4201231.85000000 PA USD 4226153.35000000 0.319205059104 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Navistar Financial Dealer Note Master Owner Trust II N/A 63938PBZ1 696000.00000000 PA USD 693991.41000000 0.052417778225 Long ABS-O CORP US Y 2 2030-09-25 Fixed 4.18000000 N N N N N N Seaspan Corp. 5493007Z8Q1H45KT7W98 81254UAK2 1090000.00000000 PA USD 1070241.88000000 0.080836305327 Long DBT CORP SG Y 2 2029-08-01 Fixed 5.50000000 N N N N N N Tricon Residential Trust N/A 895974AC7 1620000.00000000 PA USD 1619087.13000000 0.122291067130 Long ABS-O CORP US Y 2 2042-03-17 Floating 5.23639080 N N N N N N Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17289RAB2 2351000.00000000 PA USD 2404794.19000000 0.181636208622 Long DBT CORP US Y 2 2035-06-18 Fixed 6.20000000 N N N N N N PNMAC GMSR Issuer Trust 5493007JEN3QN6CZC711 69354WAL0 910000.00000000 PA USD 912289.74000000 0.068906042034 Long DBT CORP US Y 2 2033-05-25 Variable 3.64834080 N N N N N N CSMC Trust N/A 12659XAA4 2512867.94000000 PA USD 2508300.80000000 0.189454153412 Long ABS-MBS CORP US Y 2 2026-08-15 Floating 7.45488000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHF1 25456000.00000000 PA USD 25057752.84000000 1.892633989800 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N Sunnova Helios V Issuer LLC N/A 86746EAA5 668935.52000000 PA USD 510331.18000000 0.038545760407 Long ABS-O CORP US Y 2 2048-02-20 Fixed 1.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387KBA0 2587.19000000 PA USD 2677.86000000 0.000202261108 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAF0 1045380.00000000 PA USD 1051998.93000000 0.079458399357 Long ABS-O CORP US Y 2 2054-06-05 Fixed 5.76500000 N N N N N N Pinnacle Financial Partners, Inc. N/A 87161CAP0 3677000.00000000 PA USD 3764457.56000000 0.284332772244 Long DBT CORP US N 2 2030-11-01 Variable 6.16800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KR52 1385680.26000000 PA USD 1394563.79000000 0.105332622871 Long ABS-MBS USGA US N 2 2064-03-20 Floating 4.78872000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAF8 3034000.00000000 PA USD 3200493.24000000 0.241736053860 Long DBT CORP US N 2 2033-02-01 Fixed 6.65000000 N N N N N N Durst Commercial Mortgage Trust N/A 266895AG6 159000.00000000 PA USD 163835.48000000 0.012374637109 Long ABS-MBS CORP US Y 2 2042-08-10 Variable 7.01750160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVYK8 1351521.91000000 PA USD 1359389.52000000 0.102675879491 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 4.77776160 N N N N N N Chase Home Lending Mortgage Trust 529900FU45ZZQULAKB21 16161YAB2 2790708.94000000 PA USD 2782785.70000000 0.210186237999 Long ABS-MBS CORP US Y 2 2056-11-25 Variable 5.50000080 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAQ8 5600000.00000000 PA USD 5585095.77000000 0.421847168742 Long DBT CORP ES N 2 2028-03-24 Variable 4.17500000 N N N N N N Champs Trust N/A 15878EAA4 3762961.83000000 PA USD 3927258.39000000 0.296629261335 Long ABS-MBS CORP US Y 2 2061-09-25 Fixed 8.91271000 N N N N N N Eaton Vance Ultra-Short Income ETF 254900V7QBF5XYWO0K24 61774R700 150000.00000000 NS USD 7620000.00000000 0.575545265146 Long RF US N 1 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607QFE7 2854000.00000000 PA USD 2827142.75000000 0.213536564784 Long DBT CORP CA N 2 2031-09-08 Variable 4.58000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZQ6 892000.00000000 PA USD 779524.38000000 0.058878158264 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Chase Home Lending Mortgage Trust N/A 16162QAA0 1671276.00000000 PA USD 1665971.45000000 0.125832280829 Long ABS-MBS CORP US Y 2 2056-02-25 Variable 5.50000080 N N N N N N ServiceMaster Funding LLC N/A 81761TAA3 3278169.83000000 PA USD 3140041.52000000 0.237170082572 Long ABS-O CORP US Y 2 2051-01-30 Fixed 2.84100000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC93 3399000.00000000 PA USD 3433474.12000000 0.259333303513 Long DBT CORP US N 2 2031-04-23 Variable 5.21800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTPD9 5230173.32000000 PA USD 5268998.47000000 0.397972063185 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.87775880 N N N N N N Option One Mortgage Loan Trust N/A 68389FBH6 25970.85000000 PA USD 26505.38000000 0.002001974535 Long ABS-O CORP US N 2 2030-08-20 Floating 4.25351160 N N N N N N Crockett Partners Equipment Co. IIA LLC N/A 22689LAA3 322500.00000000 PA USD 325496.22000000 0.024585014205 Long ABS-O CORP US Y 2 2031-01-20 Fixed 6.05000000 N N N N N N Fortitude Global Funding 635400TKBOGEHNO5RT68 34967GAA2 1774000.00000000 PA USD 1755256.34000000 0.132576046667 Long DBT CORP US Y 2 2028-10-06 Fixed 4.62500000 N N N N N N Taco Bell Funding LLC N/A 87342RAE4 2867025.00000000 PA USD 2862070.78000000 0.216174709441 Long ABS-O CORP US Y 2 2048-11-25 Fixed 4.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWXU5 1702624.91000000 PA USD 1711591.19000000 0.129277979694 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.77776160 N N N N N N GLS Auto Select Receivables Trust N/A 379924AC7 68548.20000000 PA USD 68958.30000000 0.005208480716 Long ABS-O CORP US Y 2 2030-06-17 Fixed 5.58000000 N N N N N N Marex Group plc 549300DWX0SVICJAL507 566539AA0 2985000.00000000 PA USD 3060347.76000000 0.231150743172 Long DBT CORP GB N 2 2029-11-04 Fixed 6.40400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391C5N1 2918.92000000 PA USD 3021.21000000 0.000228194633 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3GP0 827174.05000000 PA USD 836278.34000000 0.063164834505 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 4.92775920 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQG9 53000.00000000 PA USD 52254.69000000 0.003946842442 Long DBT UST US N 2 2031-03-31 Fixed 3.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UEJ5 7734.57000000 PA USD 7770.98000000 0.000586948916 Long ABS-MBS USGA US N 2 2064-01-20 Floating 4.36084920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BAP5 864249.27000000 PA USD 868045.53000000 0.065564238152 Long ABS-MBS USGA US N 2 2054-12-20 Floating 4.60872000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMP3 2322000.00000000 PA USD 2323713.78000000 0.175512134335 Long DBT UST US N 2 2027-02-28 Fixed 4.12500000 N N N N N AASET MT-1 Ltd. N/A 00039NAC8 407521.12570000 PA USD 401418.70000000 0.030319505528 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.24300000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAF1 2792000.00000000 PA USD 2684700.37000000 0.202777767229 Long DBT CORP US Y 2 2031-05-15 Fixed 4.37500000 N N N N N Aircastle Ltd. N/A 00929JAD8 2788000.00000000 PA USD 2763455.51000000 0.208726211840 Long DBT CORP BM Y 2 2031-05-15 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRX0 300000.00000000 PA USD 296633.06000000 0.022404954484 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N Brookfield Asset Management Ltd. 549300CZ84WPNJZKY093 113004AB1 5191000.00000000 PA USD 5124858.72000000 0.387085061790 Long DBT CORP CA N 2 2030-11-15 Fixed 4.65300000 N N N N N N American National Group, Inc. 549300RK5RZQ740FPL83 02772AAA7 1062000.00000000 PA USD 1095796.99000000 0.082766505138 Long DBT CORP US Y 2 2032-06-13 Fixed 6.14400000 N N N N N UPX HIL Issuer Trust N/A 916925AA8 2164549.47270000 PA USD 2148593.93000000 0.162285178889 Long ABS-O CORP US Y 2 2047-01-25 Fixed 5.16000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAN4 5065000.00000000 PA USD 5025221.72000000 0.379559392028 Long DBT CORP ES Y 2 2032-04-22 Variable 4.81800000 N N N N N N Hawaii Hotel Trust N/A 419909AC0 2500000.00000000 PA USD 2509372.50000000 0.189535099851 Long ABS-MBS CORP US Y 2 2042-03-15 Floating 5.36776920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JNF7 814111.85000000 PA USD 817164.57000000 0.061721154738 Long ABS-MBS USGA US N 2 2054-02-20 Floating 4.60872000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACB9 4256000.00000000 PA USD 3862767.52000000 0.291758209514 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N VICI Properties LP N/A 92564RAL9 4659000.00000000 PA USD 4527528.89000000 0.341968217251 Long DBT CORP US Y 2 2029-02-15 Fixed 3.87500000 N N N N N N BF Mortgage Trust N/A 62954PAA8 1328000.00000000 PA USD 1311898.00000000 0.099088803445 Long ABS-MBS CORP US Y 2 2035-12-15 Floating 5.12300160 N N N N N N PRKCM Trust N/A 693984AB2 1318504.09000000 PA USD 1319520.66000000 0.099664549622 Long ABS-MBS CORP US Y 2 2058-09-25 Variable 6.98699880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJX44 2187366.03000000 PA USD 2205065.21000000 0.166550504062 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.77776160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLP4 768000.00000000 PA USD 767357.66000000 0.057959195260 Long DBT UST US N 2 2026-09-30 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFB2 1314000.00000000 PA USD 1294905.94000000 0.097805378291 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N loanDepot FAMSR Master Trust N/A 53949HAA3 1548000.00000000 PA USD 1556266.63000000 0.117546179816 Long ABS-MBS CORP US Y 2 2030-12-19 Floating 6.39834120 N N N N N N ORL Trust N/A 67120DAG0 254000.00000000 PA USD 255776.17000000 0.019318997845 Long ABS-MBS CORP US Y 2 2039-12-15 Floating 6.41608920 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4G3 2115000.00000000 PA USD 2122435.16000000 0.160309384110 Long DBT CORP US Y 2 2030-01-07 Fixed 5.38000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119DA4 4989000.00000000 PA USD 5099606.03000000 0.385177704026 Long DBT CORP US N 2 2032-03-01 Fixed 5.50000000 N N N N N N Research-Driven Pagaya Motor Asset Trust N/A 76089YAA7 2828613.55000000 PA USD 2824741.74000000 0.213355214398 Long ABS-O CORP US Y 2 2033-06-27 Fixed 5.04400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTGY3 2903324.25000000 PA USD 2925691.61000000 0.220980046379 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.92775920 N N N N N N DataBank Issuer N/A 23802WAQ4 2319000.00000000 PA USD 2319827.88000000 0.175218628909 Long ABS-O CORP US Y 2 2056-02-25 Fixed 5.81100000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 3136000.00000000 PA USD 3118420.21000000 0.235537006115 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKG5 4517000.00000000 PA USD 4512324.18000000 0.340819792205 Long DBT UST US N 2 2029-03-31 Fixed 4.12500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DQ5 5513000.00000000 PA USD 5740298.95000000 0.433569800682 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69544NAB3 356606.71000000 PA USD 357113.16000000 0.026973069338 Long ABS-O CORP US Y 2 2032-07-15 Fixed 5.15600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCV82 484522.04000000 PA USD 488660.75000000 0.036908973874 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.72776120 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AF0 2792000.00000000 PA USD 2781765.11000000 0.210109151943 Long DBT CORP US Y 2 2027-08-15 Fixed 4.37500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 544000.00000000 PA USD 548148.00000000 0.041402097900 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCQ3 2400000.00000000 PA USD 2414626.85000000 0.182378878033 Long DBT CORP FR Y 2 2032-05-27 Variable 5.37100000 N N N N N N Post Road Equipment Finance LLC N/A 737473AB4 30928.42000000 PA USD 30958.52000000 0.002338324094 Long ABS-O CORP US Y 2 2029-11-15 Fixed 5.59000000 N N N N N N NRTH Commercial Mortgage Trust N/A 669985AA1 435000.00000000 PA USD 436642.82000000 0.032980014122 Long ABS-MBS CORP US Y 2 2040-10-15 Floating 5.01865920 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCM0 1116000.00000000 PA USD 1122191.34000000 0.084760093481 Long DBT CORP US N 2 2028-02-28 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V98 294000.00000000 PA USD 290847.53000000 0.021967968342 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TM7G5 26875.48000000 PA USD 27338.70000000 0.002064915923 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Oportun Funding Trust N/A 68377NAB7 56624.29000000 PA USD 56639.74000000 0.004278049104 Long ABS-O CORP US Y 2 2029-08-15 Fixed 5.48000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAT8 3061000.00000000 PA USD 2970964.48000000 0.224399545850 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N RCKTL N/A 74939HAA1 827353.55000000 PA USD 827886.37000000 0.062530981671 Long ABS-O CORP US Y 2 2034-11-27 Fixed 4.48000000 N N N N N N AASET Ltd. N/A 00039NAA2 2363286.99000000 PA USD 2343472.96000000 0.177004562483 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.52200000 N N N N N N Citadel Finance LLC 549300BQL283NCR7P163 17287HAD2 5151000.00000000 PA USD 5196135.84000000 0.392468685009 Long DBT CORP US Y 2 2030-02-10 Fixed 5.90000000 N N N N N N Lendbuzz Securitization Trust N/A 525952AC1 823003.44000000 PA USD 817596.80000000 0.061753801448 Long ABS-O CORP US Y 2 2030-12-16 Fixed 5.16000000 N N N N N N Radian Group, Inc. 54930005OUP720S5U385 750236AW1 5236000.00000000 PA USD 5231716.95000000 0.395156157370 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N FHLMC 5493000ISOMSKCX2AW62 35564KNE5 880000.00000000 PA USD 903756.83000000 0.068261543878 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 11.42776080 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCR3 1165197.00000000 PA USD 1160114.64000000 0.087624473501 Long ABS-O CORP US Y 2 2034-01-16 Fixed 4.48400000 N N N N N N SoFi Consumer Loan Program Trust N/A 83407HAB3 945000.00000000 PA USD 947482.89000000 0.071564211436 Long ABS-O CORP US Y 2 2034-06-25 Fixed 4.97000000 N N N N N N XPLR Infrastructure Operating Partners LP 549300KJEC5IUVJWR786 65342QAB8 2450000.00000000 PA USD 2432636.12000000 0.183739133948 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N Great Wolf Trust N/A 39152MAA3 1391000.00000000 PA USD 1395331.30000000 0.105390593572 Long ABS-MBS CORP US Y 2 2039-03-15 Floating 5.16738960 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAX5 1835000.00000000 PA USD 1840749.99000000 0.139033456832 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.13600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BVQ2 25935.24000000 PA USD 26038.14000000 0.001966683489 Long ABS-MBS USGA US N 2 2062-09-20 Floating 4.32084960 N N N N N N SERVPRO Master Issuer LLC N/A 817743AE7 5422600.00000000 PA USD 5160751.86000000 0.389796102050 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.39400000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 4406000.00000000 PA USD 4281090.12000000 0.323354481395 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N ACHV ABS Trust N/A 00092KAB0 164619.41000000 PA USD 165468.85000000 0.012498006974 Long ABS-O CORP US Y 2 2031-12-26 Fixed 5.45000000 N N N N N N 2026-07-30 Morgan Stanley ETF Trust James F. Kirchner James F. Kirchner Principal Financial Officer XXXX