NPORT-P false 0002042316 XXXXXXXX S000089756 C000256480 C000256481 C000256482 C000256483 Victory Portfolios IV 811-24019 0002042316 25490054DPU07WNNLY79 15935 LA CANTERA PARKWAY SAN ANTONIO 78256 210-697-3624 Victory Pioneer Multi-Asset Income Fund S000089756 G1DK3TBEJYPHTO5ROV98 2026-07-31 2026-01-30 N 8377405667.34 735367497.44 7642038169.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 197544952.51000000 395302855.36000000 0.00000000 16380972.62000000 USD N 30% Bloomberg Barclays US Aggregate, 70% MSCI ACWI N/A GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1808946.59000000 0.023670996529 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -350463346.00000000 USD 295218763.56000000 EUR 2026-06-24 1808946.59000000 N N N Granite Park Equipment Leasing N/A 387422AH1 4198000.00000000 PA USD 3885034.48000000 0.050837674369 Long ABS-O CORP US N 2 2035-06-20 Fixed 7.00000000 N N N N N N Logista Integral SA 9598000ANNAL42UJ7X28 000000000 299876.00000000 NS 10955216.07000000 0.143354636897 Long EC CORP ES N 1 N N N Home Re Ltd N/A 43731BAB7 936448.67000000 PA USD 959392.22000000 0.012554140645 Long ABS-MBS CORP US N 2 2033-10-25 Floating 8.29728000 N N N N N N Hana Financial Group Inc N/A 000000000 1174314.00000000 NS 81665160.07000000 1.068630622543 Long EC CORP KR N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MW23 6715773.65000000 PA USD 6812095.57000000 0.089139774214 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N CITRUS RE LTD 549300VWWT5SE805NK88 177510AL8 1000000.00000000 PA USD 1016000.00000000 0.013294882561 Long DBT CORP BM Y 2 2026-06-07 Floating 10.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AVRU7 7814993.86000000 PA USD 8018225.98000000 0.104922610980 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N FUJIFILM Holdings Corp 529900UBKMFM0ST6H474 000000000 694100.00000000 NS 13845222.93000000 0.181171863084 Long EC CORP JP N 1 N N N RESIDENTIAL REIN 2024 N/A 76112AAE2 1000000.00000000 PA USD 1030300.00000000 0.013482005416 Long DBT CORP KY Y 2 2028-12-06 Floating 8.95000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAE2 1750000.00000000 PA USD 1771000.00000000 0.023174445882 Long DBT CORP BM Y 2 2026-04-28 Floating 10.72200000 N N N N N N SANDERS RE III LTD N/A 80001QAA1 1600000.00000000 PA USD 1646240.00000000 0.021541897114 Long DBT CORP BM Y 2 2027-04-07 Floating 9.03000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 96618.00000000 NS USD 14646322.62000000 0.191654664559 Long EC CORP US N 1 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 123400.00000000 PA USD 28035246.00000000 0.366855613341 Long DBT CORP GB N 2 2026-07-28 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FUG0 15936952.00000000 PA USD 16050580.87000000 0.210030106015 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AXVW4 1758710.88000000 PA USD 1816285.34000000 0.023767027848 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Alturas Re 2022-2, 12/31/2027 N/A 000000000 24956.00000000 PA USD 875.96000000 0.000011462387 Long DBT CORP BM Y 3 2027-12-31 None 0.00000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 000000000 47200.00000000 PA USD 10850194.40000000 0.141980374329 Long DBT CORP CA N 2 2026-12-23 Fixed 14.40000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 94441.00000000 NS USD 7933044.00000000 0.103807960960 Long EC CORP US N 1 N N N Magnit PJSC 2534009KKPTVL99W2Y12 000000000 195032.00000000 NS 0.00000000 0.000000 Long EC CORP RU Y 3 N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 000000000 197470000.00000000 PA 4322979.62000000 0.056568411775 Long DBT NUSS N/A N 2 2027-09-27 Fixed 28.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 2500000.00000000 PA USD 2251590.88000000 0.029463224730 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y6XE5 9559998.91000000 PA USD 9464970.99000000 0.123854013544 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.50000000 N N N N N N Star Bulk Carriers Corp 549300SO3FMK7H6DDY54 000000000 1236110.00000000 NS USD 28368724.50000000 0.371219351033 Long EC CORP GR N 1 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 186900.00000000 PA USD 11295301.50000000 0.147804829665 Long DBT CORP CA N 2 2026-11-12 Fixed 14.42000000 N N N N N N VIRIBUS RE 2024 N/A 000000000 333333.00000000 PA USD 21099.98000000 0.000276104090 Long DBT CORP BM Y 3 2029-12-31 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D1B73 3446643.07000000 PA USD 3496894.47000000 0.045758662705 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VYR8 3818981.08000000 PA USD 3914501.43000000 0.051223264565 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ATJJ6 6765835.28000000 PA USD 6869994.50000000 0.089897411492 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N PINE VALLEY RE 2025 N/A 000000000 500000.00000000 PA USD 517830.00000000 0.006776071886 Long DBT CORP BM Y 3 2029-12-31 None 0.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 1710446.00000000 NS USD 94160052.30000000 1.232132713899 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 61900.00000000 PA USD 14936160.50000000 0.195447342291 Long DBT CORP US N 2 2027-02-08 Fixed 14.93000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700W882 368000.00000000 PA USD 5402424.00000000 0.070693496681 Long DBT CORP KY N 2 2026-08-17 Fixed 13.96000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 137200.00000000 PA USD 12862500.00000000 0.168312428098 Long DBT CORP CA N 2 2026-03-13 Fixed 10.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGW61 5535391.27000000 PA USD 5633635.33000000 0.073719015853 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 1089833.00000000 NS 121521603.79000000 1.590172688074 Long EC CORP KR N 1 N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 31700.00000000 PA USD 6910283.00000000 0.090424607236 Long DBT CORP NL N 2 2026-10-26 None 0.00000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 323800.00000000 PA USD 13865116.00000000 0.181432174136 Long DBT CORP US N 2 2026-06-02 Fixed 20.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AGLV4 10253951.85000000 PA USD 10541563.92000000 0.137941785759 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 99200.00000000 PA USD 7910208.00000000 0.103509140155 Long DBT CORP CA N 2 2026-03-20 Fixed 18.92000000 N N N N N N SILK ROAD RE LTD 984500F112D01CD7CD97 000000000 500000.00000000 PA USD 503750.00000000 0.006591827844 Long DBT CORP HK Y 3 2028-01-10 Floating 9.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WASU3 4719888.51000000 PA USD 4787584.17000000 0.062648001273 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426A2W7 6508750.20000000 PA USD 6602102.86000000 0.086391911597 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Tricolor Auto Securitization T N/A 89616BAF1 2500000.00000000 PA USD 1616250.00000000 0.021149462539 Long ABS-O CORP US N 2 2029-07-16 Fixed 9.80000000 Y N N N N N Fannie Mae - CAS N/A 20754LAJ8 5360000.00000000 PA USD 5561986.78000000 0.072781457725 Long ABS-MBS CORP US N 2 2041-12-25 Floating 9.69728000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 000000000 5300000.00000000 PA 6378475.03000000 0.083465626423 Long DBT CORP NL N 2 N/A Fixed 4.75000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAK8 750000.00000000 PA USD 789075.00000000 0.010325452221 Long DBT CORP BM Y 2 2027-07-07 Floating 11.01680000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TBE9 6608000.00000000 PA USD 7443962.22000000 0.097408074318 Long ABS-MBS CORP US N 2 2049-07-25 Floating 11.96176000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M63M3 645932.83000000 PA USD 657525.53000000 0.008604059746 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 000000000 265500.00000000 PA USD 22644495.00000000 0.296314863869 Long DBT CORP NL N 2 2027-02-08 Fixed 11.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPPV4 1025212.37000000 PA USD 1043540.17000000 0.013655259850 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273V100 2158739.00000000 NS USD 39828734.55000000 0.521179476790 Long EC CORP US N 1 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38152A202 457400.00000000 PA USD 9770064.00000000 0.127846312499 Long DBT CORP US N 2 2026-11-06 Fixed 43.86000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KFH7 2170000.00000000 PA USD 2752927.10000000 0.036023467022 Long ABS-MBS CORP US N 2 2033-10-25 Floating 9.94728000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60701B127 328200.00000000 PA USD 12403170.30000000 0.162301862726 Long DBT CORP KY N 2 2026-10-20 Fixed 12.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425X4S5 2723057.29000000 PA USD 2788331.37000000 0.036486750105 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 293082.00000000 NS USD 89888249.40000000 1.176233975826 Long EC CORP US N 1 N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700W775 158800.00000000 PA USD 8869615.20000000 0.116063476821 Long DBT CORP KY N 2 2026-08-07 Fixed 10.84000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 57379000.00000000 PA USD 50595287.39000000 0.662065358287 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Fannie Mae - CAS N/A 20754AAJ2 5895000.00000000 PA USD 6088867.69000000 0.079675965424 Long ABS-MBS CORP US N 2 2041-12-25 Floating 9.19728000 N N N N N N Cascade Funding Mortgage Trust N/A 12530QAD8 1600000.00000000 PA USD 1579258.24000000 0.020665406333 Long ABS-O CORP US N 2 2033-04-25 Variable 4.25000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 51100.00000000 PA USD 16022149.50000000 0.209658066916 Long DBT CORP CA N 2 2026-12-16 Fixed 12.40000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60701B226 80500.00000000 PA USD 8211442.75000000 0.107450951793 Long DBT CORP KY N 2 2026-10-28 Fixed 11.22000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 460500.00000000 PA USD 8042172.00000000 0.105235956968 Long DBT CORP US N 2 2026-11-27 Fixed 39.52000000 N N N N N N EASTON RE LTD N/A 27777AAA9 500000.00000000 PA USD 507950.00000000 0.006646787005 Long DBT CORP BM Y 2 2027-01-08 Floating 11.06000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AJ8 2113000.00000000 PA USD 2097152.50000000 0.027442319095 Long DBT NUSS TT N 2 2026-08-04 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WCW75 1703947.31000000 PA USD 1735264.62000000 0.022706830055 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Plains All American Pipeline L 5521FA2ITF25TVH63740 726503105 364794.00000000 NS USD 7018636.56000000 0.091842469298 Long EC CORP US N 1 N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAL6 750000.00000000 PA USD 786225.00000000 0.010288158505 Long DBT CORP BM Y 2 2027-07-07 Floating 12.29680000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAC2 4675000.00000000 PA USD 4839237.43000000 0.063323910747 Long DBT CORP KY N 2 2027-09-01 Fixed 8.75000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 1247200.00000000 PA USD 13731173.12000000 0.179679462660 Long DBT CORP NL N 2 2026-06-29 Fixed 19.45000000 N N N N N N Barclays Commercial Mortgage S N/A 07336WBA6 5000000.00000000 PA USD 5201564.50000000 0.068065146814 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.40300000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700X849 77300.00000000 PA USD 13190897.15000000 0.172609673711 Long DBT CORP KY N 2 2026-09-22 Fixed 15.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP5B0 7411754.62000000 PA USD 7594630.62000000 0.099379647826 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMRF5 26791817.21000000 PA USD 27232352.92000000 0.356349344436 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 62548QAD3 2086366.75000000 PA USD 2117717.33000000 0.027711420473 Long ABS-MBS CORP US N 2 2050-03-25 Floating 7.56176000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MW2K1 768185.34000000 PA USD 779747.01000000 0.010203390674 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N ACORN RE LTD N/A 00485YAE9 500000.00000000 PA USD 507800.00000000 0.006644824177 Long DBT CORP BM Y 2 2027-11-05 Floating 6.64160000 N N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 000000000 3687495.00000000 NS 74940318.34000000 0.980632609703 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B0PG7 3363364.81000000 PA USD 3364295.79000000 0.044023540778 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AER9 2365.00000000 PA USD 1025178.78000000 0.013414991618 Long DBT CORP BM N 3 2029-12-01 None 0.00000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAM4 1500000.00000000 PA USD 1553550.00000000 0.020329000790 Long DBT CORP BM Y 2 2027-07-07 Floating 12.01000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 255893.00000000 NS USD 39312841.59000000 0.514428752068 Long EC CORP US N 1 N N N SUTTER RE LTD N/A 86944RAE8 500000.00000000 PA USD 505000.00000000 0.006608184737 Long DBT CORP BM Y 2 2026-06-19 Floating 10.27000000 N N N N N N TORREY PINES RE LTD N/A 89141WAH5 250000.00000000 PA USD 260775.00000000 0.003412374999 Long DBT CORP BM Y 2 2027-06-07 Floating 9.60600000 N N N N N N Enterprise Products Partners L K4CDIF4M54DJZ6TB4Q48 293792107 594844.00000000 NS USD 19742872.36000000 0.258345639227 Long EC CORP US N 1 N N N Kia Corp 988400V8MJK9N7OI5X76 000000000 26274.00000000 NS 2785474.78000000 0.036449370155 Long EC CORP KR N 1 N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 138724.00000000 NS USD 3663700.84000000 0.047941409850 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 954221.00000000 NS USD 12490752.89000000 0.163447925962 Long EC CORP US N 1 N N N Bakkafrost P/F 2138007LH7OP4V112978 000000000 82922.00000000 NS 3996925.64000000 0.052301827747 Long EC CORP FO N 1 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38152A236 236300.00000000 PA USD 12956329.00000000 0.169540228823 Long DBT CORP US N 2 2026-12-31 Fixed 13.34000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 246156.00000000 NS USD 32211974.16000000 0.421510249541 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CE7G1 5569299.61000000 PA USD 5797742.48000000 0.075866442316 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAC0 570000.00000000 PA USD 570178.41000000 0.007461077756 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60701B713 171600.00000000 PA USD 14189003.40000000 0.185670407351 Long DBT CORP KY N 2 2026-12-30 Fixed 10.92000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700W197 149900.00000000 PA USD 15689283.50000000 0.205302344102 Long DBT CORP KY N 2 2026-05-06 Fixed 16.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NM6Q5 2704243.36000000 PA USD 2812907.05000000 0.036808335518 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425W2P5 4265663.28000000 PA USD 4335647.59000000 0.056734178678 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 1082059.00000000 NS USD 68148075.82000000 0.891752622859 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APAH7 888117.18000000 PA USD 900855.12000000 0.011788152584 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Gaming and Leisure Properties 5493006GWRDBCZYWTM57 36467J108 122382.00000000 NS USD 5476594.50000000 0.071664055821 Long EC CORP US N 1 N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 576400000.00000000 PA 10266302.24000000 0.134339845100 Long DBT NUSS PH N 2 2032-09-15 Fixed 6.75000000 N N N N N N Fannie Mae - CAS N/A 20754KAJ0 3688000.00000000 PA USD 3807462.80000000 0.049822609038 Long ABS-MBS CORP US N 2 2041-11-25 Floating 9.89728000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CTGZ6 3824254.21000000 PA USD 3912630.43000000 0.051198781568 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUEQ6 5745718.13000000 PA USD 5914805.54000000 0.077398272666 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRKK9 17544073.15000000 PA USD 17845862.44000000 0.233522288730 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMSF4 28483219.08000000 PA USD 29214170.26000000 0.382282443642 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 265725.00000000 0.003477148295 Long DBT NUSS N/A Y 2 2028-04-24 Floating 15.86881800 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60701B580 70500.00000000 PA USD 10692171.00000000 0.139912556863 Long DBT CORP KY N 2 2026-12-11 Fixed 15.64000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAD8 1860000.00000000 PA USD 1840507.94000000 0.024083993027 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N GAMBOGE RE 2024 N/A 000000000 4000000.00000000 PA USD 1860800.00000000 0.024349525069 Long DBT CORP BM Y 3 2030-03-31 None 0.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -589.00000000 NC USD -268764.69000000 -0.00351692420 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short NASDAQ NASDAQ 100 INDEX 2026-03-20 -302123835.31000000 USD -268764.69000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMBP0 13922927.53000000 PA USD 12102725.43000000 0.158370387073 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 93300.00000000 PA USD 21710910.00000000 0.284098423971 Long DBT CORP CA N 2 2026-12-30 Fixed 11.40000000 N N N N N N TORREY PINES RE LTD N/A 89141WAJ1 250000.00000000 PA USD 259950.00000000 0.003401579450 Long DBT CORP BM Y 2 2027-06-07 Floating 10.67600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBRJ2 3028933.66000000 PA USD 3086847.90000000 0.040392992436 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAPD8 287473.14000000 PA USD 260644.14000000 0.003410662629 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AB4 1250000.00000000 PA USD 1285750.00000000 0.016824700052 Long DBT CORP BM Y 2 2027-01-08 Floating 11.51000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 62030600.00000000 PA USD 61453908.96000000 0.804156006470 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0R87 11081491.92000000 PA USD 11375184.37000000 0.148850138105 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1VP9 2551236.11000000 PA USD 2615770.47000000 0.034228701975 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR 549300YG8OJES76WL398 35564ACC3 5880000.00000000 PA USD 7172919.10000000 0.093861335687 Long ABS-MBS CORP US N 2 2047-02-25 Floating 14.31176000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 26000000.00000000 PA 4877590.61000000 0.063825781834 Long DBT NUSS N/A N 2 2028-02-15 Fixed 10.75000000 N N N N N N SOLOMON RE LTD N/A 83427GAA3 250000.00000000 PA USD 253625.00000000 0.003318813572 Long DBT CORP BM Y 2 2026-06-08 Floating 9.06680000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQY71 1660326.94000000 PA USD 1686668.91000000 0.022070930195 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWTV5 2765405.50000000 PA USD 2810614.40000000 0.036778335013 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANNK1 3244013.22000000 PA USD 3249172.92000000 0.042517098812 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.00000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 98900.00000000 PA USD 15438784.50000000 0.202024435847 Long DBT CORP US N 2 2027-02-08 Fixed 14.28000000 N N N N N N Tharaldson Hotel Portfolio Tru N/A 87252LAA3 3197167.95000000 PA USD 3259678.34000000 0.042654567636 Long ABS-MBS CORP US N 2 2034-12-10 Variable 6.99398000 N N N N N N Amcor PLC 549300GSODGFCDQ3DI89 000000000 1024179.00000000 NS USD 45319920.75000000 0.593034472511 Long EC CORP CH N 1 N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 146100.00000000 PA USD 8226891.00000000 0.107653100090 Long DBT CORP NL N 2 2026-06-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NTS8 8934329.97000000 PA USD 9122473.11000000 0.119372252626 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N 2001 CAT RE LTD 5493007NG10QO60NSO35 90215BAB3 750000.00000000 PA USD 782625.00000000 0.010241050654 Long DBT CORP BM Y 2 2027-01-08 Floating 16.61000000 N N N N N N SANDERS RE III LTD N/A 799925AA0 650000.00000000 PA USD 664300.00000000 0.008692707170 Long DBT CORP BM Y 2 2026-06-05 Floating 11.28000000 N N N N N N BOFA FINANCE LLC 549300CGZYSEY3ZSIW16 000000000 574600.00000000 PA USD 8170812.00000000 0.106919277532 Long DBT CORP US N 2 2026-08-24 None 0.00000000 N N N N N N BW LPG Ltd 5493006WBEME88YFDW23 000000000 835639.00000000 NS 13171694.12000000 0.172358392187 Long EC CORP SG N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MEXF8 3000006.69000000 PA USD 3002110.47000000 0.039284159582 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.00000000 N N N N N N Freddie Mac - STACR N/A 35565ABE9 3150000.00000000 PA USD 3491970.30000000 0.045694227408 Long ABS-MBS CORP US N 2 2049-10-25 Floating 10.06176000 N N N N N N MARLON LTD 98450044CD0YE4DAFC06 571253AA1 250000.00000000 PA USD 263750.00000000 0.003451304405 Long DBT CORP BM Y 2 2027-06-07 Floating 10.87600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427M3U3 26159334.90000000 PA USD 26705095.27000000 0.349449906900 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CNUM2 2946224.59000000 PA USD 3009940.91000000 0.039386624917 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRKM6 10873848.94000000 PA USD 11239033.13000000 0.147068529103 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 117600.00000000 PA USD 12605544.00000000 0.164950026678 Long DBT CORP US N 2 2026-09-24 Fixed 16.72000000 N N N N N N GROUPE SOLMAX INC 549300UUEKZ3HF9FNI46 000000000 940857.14560000 PA USD 800611.10000000 0.010476408023 Long LON CORP CA N 2 2028-07-24 Floating 8.61551131 N N N N N N MAYFLOWER RE LTD N/A 57839MAC2 1000000.00000000 PA USD 1028000.00000000 0.013451908733 Long DBT CORP BM Y 2 2027-07-08 Floating 8.44500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 7425000.00000000 PA USD 7425000.00000000 0.097159943917 Long DBT CORP CH N 2 N/A Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ALAX1 4338656.05000000 PA USD 4343406.01000000 0.056835701594 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.00000000 N N N N N N Freddie Mac - STACR 5493000IT1PBTE7DAT80 35564KBE8 2765000.00000000 PA USD 3089266.20000000 0.040424637136 Long ABS-MBS CORP US N 2 2051-01-25 Floating 8.44728000 N N N N N N Permian Resources Corp N/A 71424F105 2310029.00000000 NS USD 37260767.77000000 0.487576310685 Long EC CORP US N 1 N N N Thopas Re 2020, 12/31/23 N/A 000000000 1000000.00000000 PA USD 4500.00000000 0.000058884814 Long DBT CORP BM Y 3 2026-12-31 None 0.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 45257000.00000000 PA USD 36439775.11000000 0.476833199466 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N PI0047 2024-1 N/A 000000000 5272146.00000000 PA USD 5715061.32000000 0.074784516812 Long DBT CORP BM Y 3 2029-12-31 None 0.00000000 N N N N N N PURPLE RE LTD N/A 74639NAC7 500000.00000000 PA USD 522000.00000000 0.006830638481 Long DBT CORP BM Y 2 2027-06-07 Floating 12.69600000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 359700.00000000 PA USD 14814244.50000000 0.193852008726 Long DBT CORP GB N 2 2026-12-03 None 0.00000000 N N N N N N Honma Golf Ltd 2138004YAWWM4FWJ3U62 000000000 5134000.00000000 NS 2043847.36000000 0.026744793922 Long EC CORP JP N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AGK94 3130972.63000000 PA USD 3191809.24000000 0.041766465555 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C5FM8 6183496.17000000 PA USD 6360194.09000000 0.083226410920 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N JP MORGAN SP XZYUUT6IYN31D9K77X08 000000000 29600.00000000 PA USD 9260656.00000000 0.121180446814 Long DBT CORP NL N 2 2026-12-22 None 0.00000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AA6 750000.00000000 PA USD 762075.00000000 0.009972143334 Long DBT CORP BM Y 2 2027-01-08 Floating 8.77000000 N N N N N N Taisei Corp 529900TF7XJKIOWMLQ79 000000000 161200.00000000 NS 16030421.30000000 0.209766307673 Long EC CORP JP N 1 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 221900.00000000 PA USD 17747562.00000000 0.232235976913 Long DBT CORP CA N 2 2026-02-24 Fixed 12.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C2PU6 6395678.84000000 PA USD 6434150.13000000 0.084194163742 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fuji Electric Co Ltd 5299000HVNGZZTYYM906 000000000 345900.00000000 NS 24563459.55000000 0.321425501991 Long EC CORP JP N 1 N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 554600.00000000 PA USD 7977255.48000000 0.104386490915 Long DBT CORP US N 2 2026-12-02 Fixed 39.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NP6D7 7547108.05000000 PA USD 7656452.97000000 0.100188625073 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Barrick Mining Corp 0O4KBQCJZX82UKGCBV73 06849F108 1700277.00000000 NS USD 77855683.83000000 1.018781666606 Long EC CORP CA N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336V100 971477.00000000 NS USD 54305564.30000000 0.710616239969 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CYVB1 1800625.73000000 PA USD 1836713.04000000 0.024034334809 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20754CAF6 4020000.00000000 PA USD 4097691.32000000 0.053620398497 Long ABS-MBS CORP US N 2 2040-01-25 Floating 7.06176000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBL5 6220000.00000000 PA USD 6522187.75000000 0.085346181280 Long DBT CORP FR N 2 2033-06-15 Fixed 6.22100000 N N N N N N Cascade Funding Mortgage Trust N/A 12530QAC0 4350000.00000000 PA USD 4304066.61000000 0.056320925312 Long ABS-O CORP US N 2 2033-04-25 Variable 4.25000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 55229.00000000 NS USD 4794429.49000000 0.062737575806 Long EC CORP US N 1 N N N MYSTIC RE IV LTD N/A 62865LAF4 250000.00000000 PA USD 253550.00000000 0.003317832158 Long DBT CORP BM Y 2 2028-01-10 Floating 7.54680000 N N N N N N SANDERS RE III LTD N/A 80000XAA7 800000.00000000 PA USD 800800.00000000 0.010478879877 Long DBT CORP BM Y 2 2026-04-07 Floating 6.90000000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBE4 2675000.00000000 PA USD 3122798.48000000 0.040863424266 Long ABS-MBS CORP US N 2 2050-12-25 Floating 9.34728000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B14S2 2161726.39000000 PA USD 2170294.24000000 0.028399416382 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AG3 31703000.00000000 PA USD 31551966.91000000 0.412873715212 Long DBT CORP CH N 2 N/A Fixed 3.87500000 N N N N N N PANGAEA RE 2025-1 N/A 000000000 2500000.00000000 PA USD 2414991.97000000 0.031601412035 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSCM2 4154970.92000000 PA USD 4261844.96000000 0.055768433306 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 166974.00000000 NS USD 37944841.50000000 0.496527767284 Long EC CORP US N 1 N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700V108 338200.00000000 PA USD 11089408.90000000 0.145110619097 Long DBT CORP KY N 2 2026-03-12 Fixed 20.39000000 N N N N N N MERION RE 2025-1 N/A 000000000 1000000.00000000 PA USD 1041469.19000000 0.013628160012 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XSB69 27858210.00000000 PA USD 27907931.33000000 0.365189635402 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0Q99 26558461.43000000 PA USD 27118270.51000000 0.354856517425 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N MYSTIC RE IV LTD N/A 62865LAE7 1750000.00000000 PA USD 1819125.00000000 0.023804186259 Long DBT CORP BM Y 2 2027-01-08 Floating 15.54680000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 42000.00000000 PA USD 5493180.00000000 0.071881085619 Long DBT CORP NL N 2 2026-10-26 None 0.00000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 186200000.00000000 PA 30691243.66000000 0.401610708788 Long DBT NUSS BR N 2 2027-04-01 None 0.00000000 N N N N N N Pear LLC N/A 70473AAC2 1248720.26000000 PA USD 1254539.92000000 0.016416300103 Long ABS-O CORP US N 2 2035-07-15 Fixed 10.00000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAV6 443937.28000000 PA USD 445292.49000000 0.005826881259 Long ABS-O CORP US N 2 2032-05-15 Fixed 12.66200000 N N N N N N Tourmaline Oil Corp 894500I7AXG91VB3PM28 89156V106 151800.00000000 NS 7183925.38000000 0.094005358521 Long EC CORP CA N 1 N N N DNB Bank ASA 549300GKFG0RYRRQ1414 000000000 1032151.00000000 NS 29655384.63000000 0.388055960604 Long EC CORP NO N 1 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 000000000 141500.00000000 PA USD 13404988.35000000 0.175411167177 Long DBT CORP CA N 2 2026-11-24 Fixed 9.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MLS8 7717286.17000000 PA USD 7906053.30000000 0.103454773768 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AP5 250000.00000000 PA USD 264000.00000000 0.003454575783 Long DBT CORP BM Y 2 2027-06-07 Floating 11.95400000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95005A870 175300.00000000 PA USD 3411338.00000000 0.044639112291 Long DBT CORP US N 2 2027-01-27 Fixed 12.83000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAH1 250000.00000000 PA USD 255175.00000000 0.003339096119 Long DBT CORP BM Y 2 2028-01-07 Floating 11.81000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 000000000 2003696.00000000 NS 73770017.52000000 0.965318621549 Long EC CORP NL N 1 N N N THOPAS RE 2023 N/A 000000000 2500000.00000000 PA USD 6500.00000000 0.000085055843 Long DBT CORP BM Y 3 2028-12-31 None 0.00000000 N N N N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAP0 1500000.00000000 PA USD 1597500.00000000 0.020904109145 Long DBT CORP BM Y 2 2027-03-12 Floating 17.88000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 485100.00000000 PA USD 9835232.72000000 0.128699078718 Long DBT CORP CA N 2 2026-03-04 Fixed 11.76000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 249175.00000000 NS USD 7188698.75000000 0.094067820523 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ARMA5 3771395.81000000 PA USD 3861202.63000000 0.050525822354 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Douglas Emmett Inc N/A 25960P109 183641.00000000 NS USD 1939248.96000000 0.025376070059 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CEQD7 1279797.82000000 PA USD 1331120.80000000 0.017418400306 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 215900.00000000 PA USD 9114218.50000000 0.119264236809 Long DBT CORP CA N 2 2026-09-18 Fixed 13.39000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 241300.00000000 PA USD 11076876.50000000 0.144946626197 Long DBT CORP CA N 2 2026-12-15 Fixed 19.81000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 92500.00000000 PA USD 10452944.00000000 0.136782148526 Long DBT CORP NL N 2 2026-05-19 Fixed 16.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGBZ7 7721172.90000000 PA USD 7909356.49000000 0.103497997708 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 95004P670 102600.00000000 PA USD 24026868.00000000 0.314403925573 Long DBT CORP US N 2 2026-09-17 Fixed 9.01000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 350280.00000000 NS 7152310.96000000 0.093591667575 Long EC CORP IT N 1 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X120 208600.00000000 PA USD 6084862.00000000 0.079623548910 Long DBT CORP US N 2 2026-05-08 Fixed 33.63000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 406472.00000000 NS USD 7523796.72000000 0.098452749812 Long EC CORP US N 1 N N N PALM RE LTD 984500D3C66DA10DAP11 69664FAA6 250000.00000000 PA USD 262075.00000000 0.003429386168 Long DBT CORP BM Y 2 2027-06-07 Floating 13.26000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7NG8 4965112.74000000 PA USD 5074410.81000000 0.066401275382 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 1242455.00000000 NS USD 58817819.70000000 0.769661422677 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAHX9 7585894.16000000 PA USD 7773649.14000000 0.101722197235 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 29235.00000000 NS USD 6651547.20000000 0.087038916217 Long EC CORP US N 1 N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700W635 209900.00000000 PA USD 18684038.60000000 0.244490254885 Long DBT CORP KY N 2 2026-07-10 Fixed 15.34000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAG3 250000.00000000 PA USD 255650.00000000 0.003345311739 Long DBT CORP BM Y 2 2028-01-07 Floating 9.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4F8 275843.58000000 PA USD 240251.81000000 0.003143818503 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PAS3 10566670.41000000 PA USD 10812701.81000000 0.141489764505 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 72400.00000000 PA USD 11022538.00000000 0.144235578977 Long DBT CORP US N 2 2026-07-30 Fixed 12.20000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 2375.00000000 NC USD 2317655.63000000 0.030327715963 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long EURO FX CURRENCY EURO FX CURRENCY 2026-03-16 350755781.88000000 USD 2317655.63000000 N N N Angel Oak Mortgage REIT Inc 5493008M8D7W7VZZ7V36 03464Y108 944060.00000000 NS USD 8468218.20000000 0.110810990624 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CRN66 2035900.82000000 PA USD 2082950.59000000 0.027256479798 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNMR2 25838532.18000000 PA USD 26239662.73000000 0.343359482727 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 000000000 210000.00000000 PA USD 18954600.00000000 0.248030689962 Long DBT CORP NL N 2 2026-10-14 Fixed 9.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0XR8 7220020.74000000 PA USD 7166047.55000000 0.093771417921 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.50000000 N N N N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 492525.00000000 NS USD 11692543.50000000 0.153002945549 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KGS2 1310000.00000000 PA USD 1586278.35000000 0.020757268083 Long ABS-MBS CORP US N 2 2033-12-25 Floating 9.14728000 N N N N N N X5 Retail Group NV 213800J17UJJJDGUVF56 98387E205 48325.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU Y 3 N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAF0 4895000.00000000 PA USD 4863182.50000000 0.063637244304 Long DBT CORP US N 2 2026-03-15 Fixed 5.50000000 N N N N Y PENNYMAC MORTGAGE INVESTMENT TRUST USD XXXX N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 384000.00000000 PA USD 23512704.00000000 0.307675825182 Long DBT CORP NL N 2 2026-06-24 Fixed 12.84000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 85900.00000000 PA USD 10305414.41000000 0.134851647962 Long DBT CORP US N 2 2026-04-10 Fixed 17.21000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 907600.00000000 PA USD 9883310.20000000 0.129328197272 Long DBT CORP CA N 2 2026-03-12 Fixed 17.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6V6 54243623.45000000 PA USD 54626796.61000000 0.714819729966 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 5.00000000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 3286366.00000000 NS 43980126.56000000 0.575502576436 Long EC CORP DE N 1 N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 000000000 786628.00000000 NS 3984011.11000000 0.052132834479 Long EC CORP AE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WCWQ3 1620164.69000000 PA USD 1650259.82000000 0.021594498526 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AN0 500000.00000000 PA USD 522450.00000000 0.006836526962 Long DBT CORP BM Y 2 2027-06-07 Floating 10.06000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 1441490000.00000000 PA 4059776.04000000 0.053124257557 Long DBT NUSS HU N 2 2032-05-27 Fixed 4.50000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 176759679.00000000 PA 2918040.86000000 0.038184065495 Long DBT NUSS TR N 2 2028-03-08 Fixed 12.40000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 4520822.00000000 NS USD 119530533.68000000 1.564118511613 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSRW4 35872261.71000000 PA USD 36008938.97000000 0.471195486981 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95004P498 299500.00000000 PA USD 7520445.00000000 0.098408890832 Long DBT CORP US N 2 2026-10-13 Fixed 15.18000000 N N N N N N Brightstar Lottery PLC 549300UQ6KHRCZDRGZ76 000000000 2944773.00000000 NS USD 42640313.04000000 0.557970427417 Long EC CORP GB N 1 N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700X880 44500.00000000 PA USD 9598672.25000000 0.125603563298 Long DBT CORP KY N 2 2026-10-16 Fixed 18.09000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 1060511.00000000 NS USD 83059221.52000000 1.086872633627 Long EC CORP US N 1 N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAH1 313078.49820000 PA USD 311904.45000000 0.004081430150 Long LON CORP US N 2 2028-04-20 Floating 7.53640000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 61068900.00000000 PA USD 60820807.59000000 0.795871549419 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAS3 809815.06200000 PA USD 764642.77000000 0.010005743925 Long LON CORP US N 2 2028-06-28 Floating 8.78640000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNQ3 6141982.32000000 PA USD 5332744.95000000 0.069781710473 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 67048.00000000 NS USD 14181992.96000000 0.185578672138 Long EC CORP US N 1 N N N Ladder Capital Corp 549300Q6LLV2QCV67C06 505743104 528740.00000000 NS USD 5800277.80000000 0.075899618283 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PQQ0 4152340.01000000 PA USD 4188243.34000000 0.054805318252 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.00000000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 23585WAA2 2065000.00000000 PA USD 2067721.67000000 0.027057201547 Long DBT CORP MH N 2 2028-03-01 Fixed 8.50000000 N N N N N N BW LPG Ltd 5493006WBEME88YFDW23 000000000 1340309.00000000 NS USD 20962432.76000000 0.274304214320 Long EC CORP SG N 1 N N N KILIMANJARO II RE LTD N/A 49407QAH1 750000.00000000 PA USD 792450.00000000 0.010369615832 Long DBT CORP BM Y 2 2028-06-30 Floating 10.81000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGKN4 2137724.35000000 PA USD 2188316.44000000 0.028635246139 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95004P233 48200.00000000 PA USD 10835842.00000000 0.141792565793 Long DBT CORP US N 2 2026-12-11 Fixed 14.81000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 207874.00000000 NS USD 24036470.62000000 0.314529580795 Long EC CORP US N 1 N N N HERBIE RE LTD N/A 42703VAJ2 500000.00000000 PA USD 509200.00000000 0.006663143897 Long DBT CORP BM Y 2 2029-01-08 Floating 10.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNR1 8261009.04000000 PA USD 7164060.46000000 0.093745415826 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DP6J2 1526368.22000000 PA USD 1390548.69000000 0.018196044812 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT2P3 11585811.73000000 PA USD 11786869.01000000 0.154237243362 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 64809.00000000 NS USD 7146488.43000000 0.093515476776 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QU6U5 2832190.27000000 PA USD 2837244.80000000 0.037126807494 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.00000000 N N N N N N LUCKY BUCKS LLC N/A 54951EAK1 29161.28950000 PA USD 22308.39000000 0.000291916757 Long LON CORP US N 2 2029-10-02 Floating 5.82901000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YPL5 14877943.12000000 PA USD 15103836.86000000 0.197641473703 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700U886 160100.00000000 PA USD 10003048.00000000 0.130895027970 Long DBT CORP KY N 2 2026-03-12 Fixed 18.28000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 74356.00000000 NS USD 14822868.60000000 0.193964859510 Long EC CORP US N 1 N N N KENDALL RE LTD N/A 48878QAD2 1000000.00000000 PA USD 1039200.00000000 0.013598466494 Long DBT CORP BM Y 2 2027-04-30 Floating 9.79680000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0FV8 1664111.41000000 PA USD 1690667.02000000 0.022123247521 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Chevron Lubricants Lanka PLC N/A 000000000 1390013.00000000 NS 875775.56000000 0.011459973642 Long EC CORP LK N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NLS34 1351671.85000000 PA USD 1374735.98000000 0.017989127369 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Rosy Blue Carat S.A. 222100OTGQJOXUS2K930 77862UAC2 343750.00000000 PA USD 349628.13000000 0.004575063906 Long ABS-O CORP US N 2 2030-03-15 Fixed 8.48100000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 418400.00000000 PA USD 6426624.00000000 0.084095680460 Long DBT CORP US N 3 2026-04-30 Fixed 76.02000000 N N N N N N KILIMANJARO II RE LTD N/A 49407QAG3 250000.00000000 PA USD 262900.00000000 0.003440181717 Long DBT CORP BM Y 2 2028-06-30 Floating 9.81000000 N N N N N N Fannie Mae - CAS N/A 20754WAC9 8501543.00000000 PA USD 8639307.95000000 0.113049788000 Long ABS-MBS CORP US N 2 2040-01-25 Floating 6.81176000 N N N N N N HF Sinclair Corp 2549009G116AM01XHN24 403949100 366081.00000000 NS USD 19032551.19000000 0.249050721376 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MKT44 27994979.56000000 PA USD 28241022.68000000 0.369548307037 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.00000000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 25500.00000000 PA USD 15616593.47000000 0.204351157672 Long DBT CORP NL N 2 2026-04-16 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM5V3 1448170.73000000 PA USD 1262431.45000000 0.016519564832 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 733387.00000000 NS 79282009.58000000 1.037445872650 Long EC CORP FR N 1 N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 365500.00000000 PA USD 29254620.00000000 0.382811749295 Long DBT CORP NL N 2 2026-08-17 None 0.00000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 988700.00000000 PA USD 13513353.86000000 0.176829185612 Long DBT CORP NL N 2 2026-09-23 Fixed 17.00000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 196700.00000000 PA USD 12699935.50000000 0.166185188004 Long DBT CORP US N 2 2026-03-11 Fixed 16.09000000 N N N N N N AQUILA RE LTD 2023-1 N/A 03843AAB8 500000.00000000 PA USD 510500.00000000 0.006680155066 Long DBT CORP BM Y 2 2026-06-08 Floating 10.82000000 N N N N N N Octane Receivables Trust N/A 67571EAF4 1664000.00000000 PA USD 1684618.62000000 0.022044101096 Long ABS-O CORP US N 2 2029-12-20 Fixed 7.33000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700W205 75500.00000000 PA USD 9650145.75000000 0.126277120520 Long DBT CORP KY N 2 2026-05-08 Fixed 14.10000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 153575000.00000000 PA 29179302.82000000 0.381826185256 Long DBT NUSS N/A N 2 2030-01-16 Fixed 11.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7H61 2919079.48000000 PA USD 2921126.48000000 0.038224442420 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426FY76 3906937.43000000 PA USD 3962973.23000000 0.051857542999 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Benchmark 2024-V8 Mortgage Tru N/A 08190AAD2 4311000.00000000 PA USD 4570052.73000000 0.059801490497 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.62770000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAH5 1300000.00000000 PA USD 1340950.00000000 0.017547020443 Long DBT CORP BM Y 2 2026-07-07 Floating 11.92680000 N N N N N N Blackbird Capital Aircraft N/A 09228YAC6 410621.10000000 PA USD 411343.79000000 0.005382645059 Long ABS-O CORP KY N 2 2041-12-16 Variable 5.68200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4W48 3786238.26000000 PA USD 3840542.91000000 0.050255479292 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQN36 1885117.32000000 PA USD 1706758.96000000 0.022333818832 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 758750103 81571.00000000 NS USD 13173716.50000000 0.172384856070 Long EC CORP US N 1 N N N HIGH POINT RE LTD N/A 429932AA4 2000000.00000000 PA USD 2023400.00000000 0.026477229699 Long DBT CORP BM Y 2 2027-01-06 Floating 9.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRKR5 5209168.57000000 PA USD 5343186.99000000 0.069918349937 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 11386000.00000000 PA USD 6908840.80000000 0.090405735307 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 1014500.00000000 PA USD 23349934.90000000 0.305545907791 Long DBT CORP NL N 2 2026-06-24 Fixed 12.12000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 80800.00000000 PA USD 13157472.00000000 0.172172288432 Long DBT CORP GB N 2 2026-10-14 None 0.00000000 N N N N N N Merrill Lynch BV 549300RQ1D1WIE085245 000000000 258100.00000000 PA USD 10625977.00000000 0.139046374327 Long DBT CORP NL N 2 2027-01-27 None 0.00000000 N N N N N N SECTOR RE V LTD 549300QS6XPZQHTCEJ97 81369AES7 2028.00000000 PA USD 879096.22000000 0.011503426186 Long DBT CORP BM Y 3 2029-12-01 None 0.00000000 N N N N N N Cal-Maine Foods Inc 549300NHE5WMIEIEMF53 128030202 8061.00000000 NS USD 673335.33000000 0.008810939111 Long EC CORP US N 1 N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAP6 250000.00000000 PA USD 251700.00000000 0.003293623957 Long DBT CORP BM Y 2 2027-12-19 Floating 7.37200000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 03524A108 855792.00000000 NS USD 61343170.56000000 0.802706937549 Long EC CORP BE N 1 N N N MERRILL LYNCH INTL CO CV AHYI0DDQ2LCHPGHJC422 000000000 533400.00000000 PA USD 15191232.00000000 0.198785084060 Long DBT CORP CW N 2 2026-04-07 Fixed 21.30000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 289000.00000000 PA USD 13466966.50000000 0.176222183147 Long DBT CORP US N 2 2026-11-18 Fixed 20.96000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCT0 3000000.00000000 PA USD 3060367.29000000 0.040046480035 Long DBT CORP US N 2 2033-05-10 Fixed 5.26800000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 93300.00000000 PA USD 21524310.00000000 0.281656666997 Long DBT CORP GB N 2 2026-12-31 None 0.00000000 N N N N N N Rithm Capital Corp 549300WNTHGEO5LP2G31 64828T201 906673.00000000 NS USD 9919002.62000000 0.129795250945 Long EC CORP US N 1 N N N KILIMANJARO III RE LTD 254900T37LD5YQ545V53 49407PAH3 250000.00000000 PA USD 255000.00000000 0.003336806154 Long DBT CORP BM Y 2 2026-04-20 Floating 14.81000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 57900.00000000 PA USD 11798862.00000000 0.154394177805 Long DBT CORP GB N 2 2026-08-10 None 0.00000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KNE5 3480000.00000000 PA USD 3652921.20000000 0.047800352717 Long ABS-MBS CORP US N 2 2041-11-25 Floating 11.49728000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 158400.00000000 PA USD 36942048.00000000 0.483405698567 Long DBT CORP NL N 2 2026-09-24 None 0.00000000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KCP2 5405000.00000000 PA USD 6374440.80000000 0.083412836448 Long ABS-MBS CORP US N 2 2033-08-25 Floating 8.69728000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 20139000.00000000 PA USD 12561473.48000000 0.164373341257 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X138 389500.00000000 PA USD 17445705.00000000 0.228286022814 Long DBT CORP US N 2 2026-07-13 Fixed 12.41000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 416500.00000000 PA USD 14161462.32000000 0.185310018154 Long DBT CORP GB N 2 2026-11-02 None 0.00000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKL2 1970000.00000000 PA USD 2026401.69000000 0.026516508357 Long ABS-MBS CORP US N 2 2041-09-25 Floating 9.94728000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 54500.00000000 PA USD 12561977.50000000 0.164379936617 Long DBT CORP GB N 2 2026-10-20 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTPL8 4334204.79000000 PA USD 4409970.42000000 0.057706731135 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N MERNA REINSURANCE II LTD 549300478X5RX87PYX60 59013MAJ1 1600000.00000000 PA USD 1654400.00000000 0.021648674911 Long DBT CORP BM Y 2 2026-07-07 Floating 14.01680000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGBY0 8144310.94000000 PA USD 8351868.87000000 0.109288499799 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPGG7 21147520.06000000 PA USD 21245442.81000000 0.278007546385 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 95000.00000000 PA USD 14443325.00000000 0.188998336293 Long DBT CORP US N 2 2026-12-15 Fixed 15.54000000 N N N N N N BONANZA RE LTD 5493003F0CXUQ2C83105 09785EAQ4 1000000.00000000 PA USD 1017500.00000000 0.013314510833 Long DBT CORP BM Y 2 2027-12-19 Floating 9.12200000 N N N N N N JP MORGAN SP XZYUUT6IYN31D9K77X08 000000000 80400.00000000 PA USD 5631216.00000000 0.073687357676 Long DBT CORP NL N 2 2026-11-03 None 0.00000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X344 448800.00000000 PA USD 57869169.60000000 0.757247848197 Long DBT CORP US N 2 2026-06-24 Fixed 15.48000000 N N N N N ADVANCED MICRO DEVICES INC USD XXXX N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517865 12040.00000000 NS USD 217081.20000000 0.002840619153 Long EP CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -3066.00000000 NC USD -15118826.48000000 -0.19783762059 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2026-03-20 -1052730648.52000000 USD -15118826.48000000 N N N CLEARWATER RE 2025 N/A 000000000 1000000.00000000 PA USD 1136008.79000000 0.014865259303 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 780259305 1232020.00000000 NS USD 94902500.60000000 1.241848031769 Long EC CORP GB N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NKLH2 6461498.57000000 PA USD 6635340.67000000 0.086826845436 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A8KQ4 2158793.68000000 PA USD 2200763.05000000 0.028798116432 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KSQ3 2650000.00000000 PA USD 2832959.18000000 0.037070727952 Long ABS-MBS CORP US N 2 2042-02-25 Floating 12.19728000 N N N N N N AQUILA RE LTD 2023-1 N/A 03843AAC6 250000.00000000 PA USD 256250.00000000 0.003353163047 Long DBT CORP BM Y 2 2026-06-08 Floating 12.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP4C8 5061512.95000000 PA USD 5141748.26000000 0.067282420549 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 1830494.00000000 NS USD 102709018.34000000 1.344000331541 Long EC CORP US N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 177991.00000000 NS USD 52195860.75000000 0.683009683929 Long EC CORP US N 1 N N N Hyundai Motor Co 9884004RQX8PRBXQ8S60 000000000 11464.00000000 NS 3982214.81000000 0.052109328970 Long EC CORP KR N 1 N N N FLOODSMART RE LTD 549300KK1LNVFW95S875 33975CAM7 1000000.00000000 PA USD 1015000.00000000 0.013281797047 Long DBT CORP BM Y 2 2026-03-11 Floating 20.67000000 N N N N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 015271109 25647.00000000 NS USD 1401352.08000000 0.018337412727 Long EC CORP US N 1 N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 116100.00000000 PA USD 14412073.50000000 0.188589394342 Long DBT CORP NL N 2 2026-02-24 None 0.00000000 N N N N N N Tricolor Auto Securitization T N/A 89616KAE4 5000000.00000000 PA USD 3037500.00000000 0.039747249784 Long ABS-O CORP US N 2 2028-06-15 Fixed 13.45000000 Y N N N N N Fannie Mae - CAS N/A 20754DAJ6 6000000.00000000 PA USD 6394860.00000000 0.083680032182 Long ABS-MBS CORP US N 2 2042-04-25 Floating 10.69728000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NU98 7626137.91000000 PA USD 7814055.63000000 0.102250936939 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 48128U2S7 22909.72000000 PA USD 22960.13000000 0.000300445110 Long ABS-O CORP US N 2 2028-12-26 Fixed 8.48200000 N N N N N N Rosneft Oil Co PJSC 253400JT3MQWNDKMJE44 000000000 1271403.00000000 NS 0.00000000 0.000000 Long EC CORP RU Y 3 N N N CSG NV 31570078IM9ILNPQUB16 000000000 47994.00000000 NS 1738264.41000000 0.022746083850 Long EC CORP CZ N 1 N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18452RAF2 498438.89470000 PA USD 499435.77000000 0.006535373926 Long LON CORP US N 2 2028-08-23 Floating 7.78640000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 298200.00000000 PA USD 14540232.00000000 0.190266414230 Long DBT CORP US N 2 2026-11-19 Fixed 21.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUVH6 7890086.45000000 PA USD 8091078.99000000 0.105875930087 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 29708000.00000000 PA USD 29599657.89000000 0.387326747549 Long DBT CORP CH N 2 N/A Fixed 4.87500000 N N N N N N VITALITY RE XIV LTD N/A 92851QAB5 600000.00000000 PA USD 611400.00000000 0.008000483462 Long DBT CORP KY N 2 2027-01-05 Floating 8.02000000 N N N N N N Western Midstream Partners LP N/A 958669103 249581.00000000 NS USD 10347628.26000000 0.135404037901 Long EC CORP US N 1 N N N Westgate Resorts N/A 96033EAD0 1659775.49000000 PA USD 1700945.56000000 0.022257747503 Long ABS-O CORP US N 2 2037-12-20 Fixed 10.14000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700W247 138400.00000000 PA USD 7580514.00000000 0.099194924592 Long DBT CORP KY N 2 2026-05-14 Fixed 12.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQ3Y6 2541589.07000000 PA USD 2548249.51000000 0.033345155485 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 117000.00000000 PA USD 14575275.00000000 0.190724969909 Long DBT CORP NL N 2 2026-03-03 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0AP6 3810188.41000000 PA USD 3814965.40000000 0.049920784418 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAG1 250000.00000000 PA USD 256325.00000000 0.003354144461 Long DBT CORP BM Y 2 2027-07-08 Floating 9.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJUP1 4003884.88000000 PA USD 4092035.89000000 0.053546394286 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N JP MORGAN SP XZYUUT6IYN31D9K77X08 000000000 62900.00000000 PA USD 15051970.00000000 0.196962769163 Long DBT CORP NL N 3 2027-02-08 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUKT3 7612138.05000000 PA USD 7721316.21000000 0.101037393929 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Hensoldt AG 894500686FYLLZD3M624 000000000 392878.00000000 NS 38955632.46000000 0.509754486878 Long EC CORP DE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMA55 17638007.34000000 PA USD 17979826.63000000 0.235275279058 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D1NF2 6248781.04000000 PA USD 6401010.34000000 0.083760512545 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Webuild SpA 549300UKR289DF4UXQ47 000000000 2876501.00000000 NS 11899715.01000000 0.155713891313 Long EC CORP IT N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 4917000.00000000 PA USD 5935922.37000000 0.077674597247 Long DBT CORP IT N 2 2054-06-20 Fixed 7.77800000 N N N N N N VITALITY RE XIV LTD N/A 92851QAA7 3250000.00000000 PA USD 3292575.00000000 0.043085037352 Long DBT CORP KY Y 2 2027-01-05 Floating 7.02000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 66600.00000000 PA USD 20560419.00000000 0.269043657502 Long DBT CORP NL N 2 2026-09-18 None 0.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 59074000.00000000 PA 0.00000000 0.000000 Long DBT NUSS RU Y 3 2027-02-03 Fixed 8.15000000 Y Y N N N N Freddie Mac - STACR 5493009ZFZYH4FRCW638 35565EAE2 8395000.00000000 PA USD 9180691.41000000 0.120134069025 Long ABS-MBS CORP US N 2 2047-09-25 Floating 8.78867000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AX7 10844000.00000000 PA USD 6886594.00000000 0.090114624487 Long DBT CORP US N 2 2051-05-18 Fixed 3.00000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 000000000 47954.00000000 NS 0.00000000 0.000000 Long EC CORP RU Y 3 N N N CARNOUSTIE RE 2025 N/A 000000000 2500000.00000000 PA USD 2675094.52000000 0.035004987681 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N RESIDENTIAL REIN 2024 N/A 76112AAD4 1000000.00000000 PA USD 1022800.00000000 0.013383864059 Long DBT CORP KY Y 2 2028-12-06 Floating 10.51000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 154800.00000000 PA USD 12459852.00000000 0.163043571923 Long DBT CORP NL N 2 2026-04-10 Fixed 16.49000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95004P480 187500.00000000 PA USD 2900625.00000000 0.037956170010 Long DBT CORP US N 2 2026-10-16 Fixed 34.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQ3X8 2389716.67000000 PA USD 2395268.99000000 0.031343326698 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C5EC1 14933262.76000000 PA USD 15310381.85000000 0.200344221130 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425XLQ0 3874265.90000000 PA USD 3968647.98000000 0.051931800022 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0A66 2581427.36000000 PA USD 2690754.94000000 0.035209912332 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 3418160.00000000 NS 66103745.82000000 0.865001513344 Long EC CORP FI N 1 N N N THOPAS RE 2025 N/A 000000000 2500000.00000000 PA USD 3067250.00000000 0.040136543835 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N FIRST COAST RE IV LTD N/A 31969UAA5 1000000.00000000 PA USD 1013000.00000000 0.013255626018 Long DBT CORP BM Y 2 2026-04-07 Floating 13.51000000 N N N N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 049207AB9 750000.00000000 PA USD 825075.00000000 0.010796530737 Long DBT CORP IE Y 2 2027-06-08 Floating 15.98936200 N N N N N N Fannie Mae - CAS N/A 20754RAJ5 4610000.00000000 PA USD 4754431.30000000 0.062214178917 Long ABS-MBS CORP US N 2 2041-10-25 Floating 9.69728000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 250000.00000000 PA USD 266300.00000000 0.003484672466 Long DBT NUSS N/A Y 2 2028-04-24 Floating 17.36740400 N N N N N N AQUILA RE LTD 2024-1 N/A 037987AA2 500000.00000000 PA USD 515350.00000000 0.006743619811 Long DBT CORP BM Y 2 2027-06-07 Floating 8.96428600 N N N N N N Exeter Automobile Receivables N/A 30168JAG8 9330000.00000000 PA USD 9722663.31000000 0.127226050090 Long ABS-O CORP US N 2 2032-10-15 Fixed 7.81000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YQX8 3188574.52000000 PA USD 3271204.07000000 0.042805387741 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95004P142 208600.00000000 PA USD 27195182.00000000 0.355862943829 Long DBT CORP US N 2 2026-12-30 Fixed 10.90000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 1930259.00000000 NS USD 41539173.68000000 0.543561452540 Long EC CORP US N 1 N N N JP MORGAN SP XZYUUT6IYN31D9K77X08 000000000 50900.00000000 PA USD 14926425.00000000 0.195319948267 Long DBT CORP NL N 3 2027-02-08 None 0.00000000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001RAB7 2500000.00000000 PA USD 2590750.00000000 0.033901296256 Long DBT CORP BM Y 2 2029-04-07 Floating 8.92000000 N N N N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 1527394.00000000 NS USD 17412291.60000000 0.227848791289 Long EC CORP US N 1 N N N BERWICK RE 2025 N/A 000000000 2000000.00000000 PA USD 2220000.00000000 0.029049841817 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 36154.00000000 NS USD 7040991.50000000 0.092134995186 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030629 9400000.00000000 PA USD 8330158.55000000 0.109004409096 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CEQK1 1091157.68000000 PA USD 1137986.93000000 0.014891144282 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 147782.00000000 NS USD 35364232.60000000 0.462759172537 Long EC CORP US N 1 N N N ATLAS CAPITAL DAC 635400CBPJFGGWD2AH20 049207AA1 1250000.00000000 PA USD 1288875.00000000 0.016865592285 Long DBT CORP IE Y 2 2026-06-05 Floating 11.31069300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NSC4 10818573.53000000 PA USD 11090671.58000000 0.145127141914 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DT7G9 17169844.85000000 PA USD 17416105.75000000 0.227898701403 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Sanofi SA 549300E9PC51EN656011 000000000 741363.00000000 NS 69598950.86000000 0.910738068989 Long EC CORP FR N 1 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X336 30800.00000000 PA USD 6417180.00000000 0.083972100862 Long DBT CORP US N 2 2026-06-25 Fixed 18.37000000 N N N N N N GALILEO RE LTD 549300MXI75DHMS7JH38 36354TAN2 1250000.00000000 PA USD 1304625.00000000 0.017071689135 Long DBT CORP BM Y 2 2028-01-07 Floating 10.54680000 N N N N N N SANDERS RE II LTD 254900VRQU0N0MF3CT92 80001RAA9 2500000.00000000 PA USD 2546750.00000000 0.033325533625 Long DBT CORP BM Y 2 2029-04-07 Floating 7.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMHE8 3310095.70000000 PA USD 2885537.63000000 0.037758744013 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Global Mortgage Securitization N/A 378961AG1 176417.94000000 PA USD 1.76000000 0.000000023030 Long ABS-MBS CORP KY N 2 2032-11-25 Fixed 5.25000000 N N N N N N MasTec Inc 549300TMDIT8WREDOF45 576323109 63660.00000000 NS USD 15308956.80000000 0.200325573618 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVCZ6 14395891.31000000 PA USD 14439286.43000000 0.188945489527 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Fomento Economico Mexicano SAB 549300A8MDWDJNMLV153 344419106 633445.00000000 NS USD 66106320.20000000 0.865035200430 Long EC CORP MX N 1 N N N SCF Equipment Trust Llc N/A 78397WAG1 1277608.07000000 PA USD 1278434.43000000 0.016728972056 Long ABS-O CORP US N 2 2035-06-20 Fixed 6.50000000 N N N N N N Multifamily Connecticut Avenue 549300HG8ZEWVWVSN227 62547NAD1 5750000.00000000 PA USD 5877184.25000000 0.076905978736 Long ABS-MBS CORP US N 2 2049-10-25 Floating 12.56176000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AZ2 13631000.00000000 PA USD 9426183.82000000 0.123346463475 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N BBVA K8MS7FD7N5Z2WQ51AZ71 000000000 899952.00000000 NS 22881961.31000000 0.299422232672 Long EC CORP ES N 1 N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 67072.00000000 NS USD 7021096.96000000 0.091874664898 Long EC CORP US N 1 N N N LOCKE TAVERN RE LTD N/A 539694AA7 1300000.00000000 PA USD 1307800.00000000 0.017113235643 Long DBT CORP BM Y 2 2026-04-09 Floating 8.50880000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NDR41 74922.20000000 PA USD 77633.60000000 0.001015875585 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N RMF Buyout Issuance Trust N/A 76970HAF5 1800000.00000000 PA USD 82800.00000000 0.001083480586 Long ABS-O CORP US N 3 2032-04-25 Variable 4.50000000 N N N N N N LIGHTNING RE SERIES 2023 N/A 532242AA2 2000000.00000000 PA USD 2026000.00000000 0.026511252037 Long DBT CORP BM Y 2 2026-03-31 Floating 14.54680000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUNR4 16386114.20000000 PA USD 16792486.06000000 0.219738317012 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJB6 3530000.00000000 PA USD 4275712.50000000 0.055949897199 Long ABS-MBS CORP US N 2 2034-01-25 Floating 9.19728000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUJJ7 8589000.99000000 PA USD 8942355.41000000 0.117015319881 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Global Mortgage Securitization N/A 378961AF3 11867.78000000 PA USD 4638.89000000 0.000060702261 Long ABS-MBS CORP KY N 2 2032-11-25 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W33A5 8622861.80000000 PA USD 8654493.91000000 0.113248504097 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNKA0 5071946.94000000 PA USD 5092571.00000000 0.066638910808 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A6SQ0 1674260.51000000 PA USD 1706576.38000000 0.022331429679 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.50000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X567 3026300.00000000 PA USD 9714423.00000000 0.127118221396 Long DBT CORP US N 2 2026-05-06 Fixed 18.36000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 1606145.00000000 NS USD 111032803.85000000 1.452921346131 Long EC CORP US N 1 N N N FUCHSIA 2024-1 LONDON BR N/A 541917AA8 1000000.00000000 PA USD 1032800.00000000 0.013514719202 Long DBT CORP BM Y 2 2028-04-06 Floating 8.68000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700U860 471800.00000000 PA USD 9777583.20000000 0.127944705098 Long DBT CORP KY N 2 2026-03-04 Fixed 11.64000000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 155600.00000000 PA USD 23733668.00000000 0.310567252771 Long DBT CORP NL N 2 2026-03-23 None 0.00000000 N N N N N N CRH PLC 549300MIDJNNTH068E74 000000000 576879.00000000 NS USD 70615758.39000000 0.924043518496 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNP5 6807638.60000000 PA USD 5934531.79000000 0.077656400793 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X773 105900.00000000 PA USD 11356580.45000000 0.148606696244 Long DBT CORP US N 2 2026-03-26 Fixed 18.88000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 61885000.00000000 PA 0.00000000 0.000000 Long DBT NUSS RU Y 3 2033-03-23 Fixed 7.70000000 Y Y N N N N Grupo Financiero Banorte SAB d N/A 000000000 10681900.00000000 NS 120761214.41000000 1.580222601944 Long EC CORP MX N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CFU98 5227817.97000000 PA USD 5440672.60000000 0.071193999284 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 000000000 118900.00000000 PA 10736665.60000000 0.140494791589 Long DBT CORP NL N 2 2026-03-30 Fixed 21.08000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700X872 219500.00000000 PA USD 12264782.00000000 0.160490980643 Long DBT CORP KY N 2 2026-09-29 Fixed 11.12000000 N N N N N N Sino Land Co Ltd 529900G5P51053HJVZ92 000000000 6162000.00000000 NS 9291785.82000000 0.121587796520 Long EC CORP HK N 1 N N N Solstice Advanced Materials In 2138004GZ4H9TW6HK435 83443Q103 7308.00000000 NS USD 451415.16000000 0.005906999545 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 3901004.00000000 NS USD 111178614.00000000 1.454829346939 Long EC CORP US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBB8 10000000.00000000 PA USD 10401760.00000000 0.136112379560 Long DBT CORP GB N 2 N/A Fixed 6.75000000 N N N N N N Viribus Re 2019, 12/31/22 N/A 000000000 1500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2026-12-31 None 0.00000000 N N N N N N Multifamily Connecticut Avenue 549300HG8ZEWVWVSN227 62547NAB5 1526815.56000000 PA USD 1550836.19000000 0.020293489191 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.06176000 N N N N N N Edenred SE 9695006LOD5B2D7Y0N70 000000000 1453019.00000000 NS 30433678.39000000 0.398240334756 Long EC CORP FR N 1 N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 000000000 822295.00000000 NS 77236545.78000000 1.010679926779 Long EC CORP KR N 1 N N N Genworth Mortgage Insurance Co N/A 89589AAA7 2910321.93000000 PA USD 2934767.47000000 0.038402941790 Long ABS-MBS CORP US N 2 2033-11-25 Floating 7.09728000 N N N N N N SANDERS RE III LTD N/A 799927AA6 750000.00000000 PA USD 784200.00000000 0.010261660339 Long DBT CORP BM Y 2 2028-04-07 Floating 9.12000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFC21 3577708.97000000 PA USD 3644166.09000000 0.047685787599 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 2841300.00000000 PA USD 11393613.00000000 0.149091286207 Long DBT CORP NL N 2 2026-06-24 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425USC0 4936405.08000000 PA USD 5012296.73000000 0.065588480698 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N MERRILL LYNCH BV 549300RQ1D1WIE085245 000000000 27600.00000000 PA USD 5112072.00000000 0.066894091423 Long DBT CORP NL N 2 2026-04-07 Fixed 13.63000000 N N N N N N Multifamily Structured Credit 549300XWC4JMK6CH6K84 35563FAC5 899000.00000000 PA USD 996306.86000000 0.013037187695 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 11.44728000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60701B119 199200.00000000 PA USD 6254382.00000000 0.081841805300 Long DBT CORP KY N 2 2026-10-20 Fixed 19.56000000 N N N N N N Persimmon PLC 213800XI72Y57UWN6F31 000000000 1921288.00000000 NS 36963661.75000000 0.483688525602 Long EC CORP GB N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMFB7 9858382.31000000 PA USD 9733522.64000000 0.127368150009 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Alcoa Corp 549300T12EZ1F6PWWU29 013872106 182629.00000000 NS USD 10375153.49000000 0.135764219692 Long EC CORP US N 1 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 4823816.00000000 NS 34113052.82000000 0.446386841593 Long EC CORP IT N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MW56 22721952.75000000 PA USD 23266598.18000000 0.304455403947 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Buzzi SpA 5299003DX5YLKSVJ6K59 000000000 1375192.00000000 NS 78113617.48000000 1.022156861080 Long EC CORP IT N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNBX1 10381210.69000000 PA USD 10537516.01000000 0.137888816775 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDY2 795000.00000000 PA USD 993257.10000000 0.012997280017 Long ABS-MBS CORP US N 2 2033-08-25 Floating 9.69728000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 69047Q102 458689.00000000 NS USD 19939210.83000000 0.260914829090 Long EC CORP US N 1 N N N Auxilior Term Funding LLC N/A 05335JAF0 4250000.00000000 PA USD 4669168.58000000 0.061098472373 Long ABS-O CORP US N 2 2032-12-15 Fixed 10.97000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 190000.00000000 PA USD 10306550.00000000 0.134866507741 Long DBT CORP CA N 2 2026-03-12 Fixed 11.93000000 N N N N N N Viper Energy Inc N/A 64361Q101 93812.00000000 NS USD 3972000.08000000 0.051975663974 Long EC CORP US N 1 N N N Thopas Re 2021, 12/31/24 N/A 000000000 1500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP BM Y 3 2026-12-31 None 0.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 78595000.00000000 PA USD 50446147.31000000 0.660113783632 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAF5 250000.00000000 PA USD 253725.00000000 0.003320122123 Long DBT CORP BM Y 2 2027-01-07 Floating 12.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4XF2 514024.17000000 PA USD 524016.33000000 0.006857023196 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X872 182100.00000000 PA USD 9844326.00000000 0.128818068964 Long DBT CORP US N 2 2026-03-05 Fixed 11.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FTM9 25947667.64000000 PA USD 26133093.82000000 0.341964973728 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 5.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 19645000.00000000 PA USD 12880234.03000000 0.168544487002 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 397256298.07000000 NS USD 397256298.07000000 5.198302981980 Long STIV RF US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 2738242.00000000 NS USD 47864470.16000000 0.626331210285 Long EC CORP US N 1 N N N SL Green Realty Corp 549300VQZPJU97H3GT17 78440X887 470692.00000000 NS USD 21077587.76000000 0.275811076723 Long EC CORP US N 1 N N N RESIDENTIAL RE 2023 LTD N/A 76090WAC4 750000.00000000 PA USD 783900.00000000 0.010257734685 Long DBT CORP KY Y 2 2027-12-06 Floating 9.54000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 39600.00000000 PA USD 12271644.00000000 0.160580773442 Long DBT CORP GB N 2 2026-12-31 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426GAL9 3626520.12000000 PA USD 3720362.71000000 0.048682859562 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6Z7 22966637.00000000 PA USD 23094150.29000000 0.302198834611 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AR5D8 5948731.43000000 PA USD 6034051.94000000 0.078958673142 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Oasis Securitisation N/A 53161AAC5 1000000.00000000 PA USD 1000855.90000000 0.013096714223 Long ABS-O CORP US N 2 2039-08-15 Fixed 9.90000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 57500.00000000 PA USD 9808729.50000000 0.128352270453 Long DBT CORP US N 2 2026-04-21 Fixed 10.95000000 N N N N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 758075AF2 24685100.00000000 PA USD 24931951.00000000 0.326247402142 Long DBT CORP US N 2 2027-06-15 Fixed 7.75000000 N N N N Y REDWOOD TRUST INC USD XXXX N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 215300.00000000 PA USD 26318538.97000000 0.344391618896 Long DBT CORP NL N 2 2026-04-13 None 0.00000000 N N N N N N ALAMO RE LTD 5493003E22VRD25G0S03 011395AJ9 1500000.00000000 PA USD 1538100.00000000 0.020126829594 Long DBT CORP BM Y 2 2026-06-07 Floating 12.60000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95003X328 68400.00000000 PA USD 10444680.00000000 0.136674009835 Long DBT CORP US N 2 2026-07-10 Fixed 11.88000000 N N N N N N Eastern Power LLC 5493000R3E1L1VM1V279 87264NAB3 326394.38680000 PA USD 328570.46000000 0.004299513463 Long LON CORP US N 2 2028-04-03 Floating 8.92192000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 496500.00000000 PA USD 10614226.65000000 0.138892614954 Long DBT CORP US N 2 2026-02-02 Fixed 85.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B15F9 16091623.24000000 PA USD 16353214.62000000 0.213990224288 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Avid Automobile Receivables Tr N/A 05368QAC1 1436970.89000000 PA USD 1441453.23000000 0.018862156900 Long ABS-O CORP US N 2 2027-12-15 Fixed 7.35000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454L100 132538.70000000 NS USD 2580528.49000000 0.033767542540 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQCM2 20544144.51000000 PA USD 21088650.83000000 0.275955842684 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 549300K0XW5MBR2WNZ55 35565GAE7 3020000.00000000 PA USD 3325254.96000000 0.043512671437 Long ABS-MBS CORP US N 2 2047-11-25 Floating 8.81176000 N N N N N N FOUR LAKES RE LTD 549300MG4RRU6DT7MN54 35087TAE8 250000.00000000 PA USD 253650.00000000 0.003319140710 Long DBT CORP BM Y 2 2027-01-07 Floating 9.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNNM2 5710186.20000000 PA USD 4971960.02000000 0.065060654101 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Nexi SpA 5493000P70CQRQG8SN85 000000000 10467605.00000000 NS 44730030.99000000 0.585315461602 Long EC CORP IT N 1 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 677400.00000000 PA USD 11827404.00000000 0.154767664555 Long DBT CORP CA N 2 2026-11-25 Fixed 39.23000000 N N N N N N RESIDENTIAL RE 2023 LTD N/A 76090WAB6 1250000.00000000 PA USD 1309125.00000000 0.017130573950 Long DBT CORP KY N 2 2027-12-06 Floating 12.27000000 N N N N N N BXP Inc 549300OF70FSEUQBT254 101121101 28433.00000000 NS USD 1838762.11000000 0.024061147944 Long EC CORP US N 1 N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 000000000 12591324.00000000 NS 49327541.11000000 0.645476246170 Long EC CORP ES N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WDQW5 2547578.95000000 PA USD 2605159.43000000 0.034089851059 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N VIRIBUS RE 2023 N/A 000000000 2000000.00000000 PA USD 62600.00000000 0.000819153197 Long DBT CORP BM Y 3 2028-12-31 None 0.00000000 N N N N N N Torex Gold Resources Inc 549300QL07027186GQ85 891054603 185700.00000000 NS 8938257.26000000 0.116961693481 Long EC CORP CA N 1 N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAC0 600000.00000000 PA USD 604800.00000000 0.007914119068 Long DBT CORP BM Y 2 2026-02-24 Floating 17.50000000 N N N N N N CAL Receivables LLC 549300GJW1JSYKS6S265 12804BAB4 394826.64000000 PA USD 394815.58000000 0.005166364930 Long ABS-O CORP US N 2 2026-10-15 Floating 8.05735000 N N N N N N BSPRT Issuer, Ltd. N/A 055983AA8 873434.36000000 PA USD 873427.37000000 0.011429246368 Long ABS-CBDO CORP KY N 2 2037-02-15 Floating 5.20735000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4XA3 6339108.83000000 PA USD 6439505.23000000 0.084264237979 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7KP2 4879620.23000000 PA USD 4890959.69000000 0.064000723122 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 000000000 613426.00000000 NS 31302460.82000000 0.409608799695 Long EC CORP DK N 1 N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 393300.00000000 PA USD 7945761.24000000 0.103974372586 Long DBT CORP US N 2 2026-11-13 Fixed 43.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0BA6 2288208.76000000 PA USD 2388084.13000000 0.031249309109 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 531500.00000000 PA USD 19343942.50000000 0.253125436826 Long DBT CORP GB N 2 2026-05-08 None 0.00000000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 350700.00000000 PA USD 13922439.30000000 0.182182279000 Long DBT CORP US N 2 2026-06-08 Fixed 15.37000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 137338.00000000 NS USD 29511189.44000000 0.386169092379 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A 05555FAE4 5000000.00000000 PA USD 5246782.00000000 0.068656841059 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.41000000 N N N N N N MCR Mortgage Trust N/A 582923AF5 6310000.00000000 PA USD 6442819.82000000 0.084307611094 Long ABS-MBS CORP US N 2 2039-06-12 Fixed 10.38200000 N N N N N N THOPAS RE 2024 N/A 000000000 2500000.00000000 PA USD 14750.00000000 0.000193011336 Long DBT CORP BM Y 3 2029-12-31 None 0.00000000 N N N N N N GOLDMAN SACHS INTERNATIO W22LROWP2IHZNBB6K528 38149C410 89300.00000000 PA USD 10019460.00000000 0.131109787431 Long DBT CORP GB N 2 2026-03-18 Fixed 10.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0FG5 11141608.82000000 PA USD 11165883.49000000 0.146111328440 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ATLJ3 7393422.58000000 PA USD 7415708.50000000 0.097038359860 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMX76 9088449.63000000 PA USD 9254578.95000000 0.121100925489 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N SLG Office Trust N/A 78449RAJ4 6440000.00000000 PA USD 5651161.82000000 0.073948358989 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.85061000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWNM7 15000000.00000000 PA USD 15028512.15000000 0.196655811131 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.00000000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 1902100.00000000 PA USD 3823221.00000000 0.050028813190 Long DBT CORP NL N 2 2026-09-29 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 38200000.00000000 PA USD 37271859.18000000 0.487721447490 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 354000.00000000 PA USD 19455840.00000000 0.254589673166 Long DBT CORP GB N 2 2026-12-30 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A32Z5 5123016.11000000 PA USD 5398165.31000000 0.070637769531 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Alturas Re 2021-3, 7/31/25 N/A 000000000 1000000.00000000 PA USD 25600.00000000 0.000334989166 Long DBT CORP BM Y 3 2026-07-31 None 0.00000000 N N N N N N LUCKY BUCKS LLC N/A 54951EAH8 13924.62200000 PA USD 12949.90000000 0.000169456102 Long LON CORP US N 2 2028-10-02 Floating 11.65802000 N N N N N N Multifamily Structured Credit 549300FK6HM4FW58SP67 35563GAA7 1503353.13000000 PA USD 1504782.67000000 0.019690855195 Long ABS-MBS USGSE US N 2 2051-11-25 Floating 5.99728000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C65N5 15353810.17000000 PA USD 15601536.53000000 0.204154129868 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AE5 2000000.00000000 PA USD 2029271.40000000 0.026554059988 Long ABS-O CORP US N 2 2036-05-20 Fixed 10.80000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQZ5 3450000.00000000 PA USD 3615591.38000000 0.047311872822 Long ABS-MBS CORP US N 2 2042-01-25 Floating 10.79728000 N N N N N N BELLEMEADE RE LT N/A 078774AE6 2400000.00000000 PA USD 2459755.68000000 0.032187168204 Long ABS-MBS CORP BM N 2 2032-01-26 Floating 9.19728000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 551300.00000000 PA USD 21809428.00000000 0.285387582672 Long DBT CORP US N 2 2026-11-19 Fixed 14.68000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 373809.00000000 NS USD 41997441.15000000 0.549558118087 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 5840332.00000000 NS USD 310705662.40000000 4.065743398453 Long EC CORP US N 1 N N N Two Harbors Investment Corp 549300ZUIBT6KH4HU823 90187B804 511976.00000000 NS USD 5872364.72000000 0.076842912707 Long EC CORP US N 1 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 521808900.00000000 PA 12203511.28000000 0.159689221758 Long DBT NUSS TR N 2 2026-08-12 Fixed 36.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNN33 424167.62000000 PA USD 369479.74000000 0.004834832433 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BNP PARIBAS ISSUANCE BV 7245009UXRIGIRYOBR48 000000000 96000.00000000 PA USD 10860480.00000000 0.142114966695 Long DBT CORP NL N 2 2026-06-18 Fixed 17.02000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 000000000 172200.00000000 PA USD 7884607.50000000 0.103174144445 Long DBT CORP CA N 2 2026-03-16 Fixed 18.15000000 N N N N N N JP MORGAN STRUCTURED PRO XZYUUT6IYN31D9K77X08 000000000 78300.00000000 PA USD 8913672.00000000 0.116639982709 Long DBT CORP NL N 2 2026-02-27 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UGU3 12711200.99000000 PA USD 13016068.98000000 0.170321957187 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38152A137 256500.00000000 PA USD 9659790.00000000 0.126403320491 Long DBT CORP US N 2 2026-08-24 Fixed 13.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLP8 2884190.42000000 PA USD 2508976.89000000 0.032831253053 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQDX0 5472283.93000000 PA USD 5601547.65000000 0.073299132056 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N RESIDENTIAL RE 2022 LTD N/A 76119YAG8 500000.00000000 PA USD 514300.00000000 0.006729880021 Long DBT CORP KY N 2 2026-12-06 Floating 11.16000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 161493000000.00000000 PA 9982066.58000000 0.130620475298 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D1A74 4399611.86000000 PA USD 4404429.08000000 0.057634219851 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1DZ0 1776065.60000000 PA USD 1809536.75000000 0.023678719076 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Mercury Financial Credit Card N/A 58940BBC9 10220000.00000000 PA USD 10288232.81000000 0.134626817889 Long ABS-O CORP US N 2 2029-07-20 Fixed 10.42000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAZG6 10702107.34000000 PA USD 10537501.54000000 0.137888627428 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLC71 12084458.97000000 PA USD 12167639.93000000 0.159219826693 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N MIZUHO MARKETS CAYMAN 549300KHUXLS6Q30KT26 60700X823 350700.00000000 PA USD 12353407.50000000 0.161650690893 Long DBT CORP KY N 2 2026-09-18 Fixed 11.41000000 N N N N N N Freddie Mac - STACR 5493000IT2BRJ2Q9YQ96 35565TBE8 1900000.00000000 PA USD 2332148.54000000 0.030517363145 Long ABS-MBS CORP US N 2 2050-11-25 Floating 11.09728000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 234800.00000000 PA USD 17233146.00000000 0.225504578973 Long DBT CORP US N 2 2026-11-03 Fixed 10.70000000 N N N N N N 2026-04-01 Victory Portfolios IV Carol Trevino Carol Trevino Treasurer