NPORT-P false 0001048702 XXXXXXXX S000051210 C000161356 C000161358 C000161359 Nationwide Mutual Funds 811-08495 0001048702 549300NXDT8MH8Z3PQ44 One Nationwide Plaza Mail Code 1-18-102 Columbus 43215 614-435-3820 Nationwide Strategic Income Fund S000051210 54930040HJF5CDLCWL94 2026-10-31 2026-07-31 N 2925590935.34 531725751.24 2393865184.10 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 47382454.17000000 CNY EUR USD UST Portfolio Excluding Derivatives N/A A&D Mortgage Trust 9845002EOD0CFAFA4F48 00002MAE9 1570000.00000000 PA USD 1572014.62000000 0.065668469153 Long ABS-MBS CORP US Y 2 2068-09-25 Variable 8.03678040 N N N N N N A&D Mortgage Trust 9845006Z1DC68561N347 00039KAG5 1756000.00000000 PA USD 1775673.87000000 0.074176018006 Long ABS-MBS CORP US Y 2 2069-11-25 Variable 7.65738720 N N N N N N ABRA Global Finance 2549007QS3P0D4KT9G26 000852AC7 9728594.00000000 PA USD 9534703.12000000 0.398297413878 Long DBT CORP KY Y 2 2029-10-22 Fixed 14.00000000 N N Y N N N ACHM Trust N/A 00112DAA4 2423350.79000000 PA USD 2406704.79000000 0.100536354594 Long ABS-O CORP US Y 2 2039-10-25 Fixed 5.35000000 N N N N N N ASG Finance DAC 5493005UOB0OMEJ4WK10 00217AAB2 11108000.00000000 PA USD 9698839.01000000 0.405153935752 Long DBT CORP IE Y 2 2029-05-15 Fixed 9.75000000 N N N N N N A&D Mortgage Trust N/A 00249FAE7 2880000.00000000 PA USD 2870003.52000000 0.119889939461 Long ABS-MBS CORP US Y 2 2068-07-25 Variable 8.01038880 N N N N N N American Airlines, Inc. N/A 00253XAB7 174166.66000000 PA USD 173208.93000000 0.007235534028 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N ACHM Trust N/A 00449VAA8 3764799.61000000 PA USD 3686578.37000000 0.154001085545 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.20200000 N N N N N N Acorn Re Ltd. N/A 00485YAE9 500000.00000000 PA USD 505450.00000000 0.021114388703 Long DBT CORP BM Y 2 2027-11-05 Floating 6.67770120 N N N N N N ACRES LLC N/A 00501DAA3 2686267.88000000 PA USD 2695497.63000000 0.112600226942 Long ABS-CBDO CORP US Y 2 2040-08-18 Floating 5.28860880 N N N N N N AEGON Funding Co. LLC KEIOKM01PSK5VZ5CCI74 00775VAB0 10005000.00000000 PA USD 9741236.88000000 0.406925040921 Long DBT CORP US N 2 2036-05-07 Fixed 5.62500000 N N N N N African Export-Import Bank (The) 549300LNCLMO3ITVCU07 008281BK2 10128000.00000000 PA USD 9892156.35000000 0.413229467377 Long DBT NUSS US N 2 2035-05-07 Variable 5.87500000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAM5 1235000.00000000 PA USD 1268119.74000000 0.052973732540 Long DBT CORP NO Y 2 2033-06-13 Fixed 6.00000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAN3 5720000.00000000 PA USD 5508489.39000000 0.230108588678 Long DBT CORP NO Y 2 2034-10-01 Fixed 5.12500000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAQ6 4890000.00000000 PA USD 4698789.85000000 0.196284647991 Long DBT CORP NO Y 2 2035-10-30 Fixed 5.25000000 N N N N N N Alamo Re Ltd. 5493003E22VRD25G0S03 011395AR1 1000000.00000000 PA USD 1003800.00000000 0.041932185933 Long DBT CORP BM Y 2 2029-06-07 Floating 9.00540360 N N N N N N Alamo Re Ltd. 5493003E22VRD25G0S03 011395AS9 1000000.00000000 PA USD 1008600.00000000 0.042132698478 Long DBT CORP BM Y 2 2028-06-07 Floating 11.00540160 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AD2 3600000.00000000 PA USD 3553157.52000000 0.148427636760 Long DBT CORP DE Y 2 2054-09-03 Variable 5.60000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AE0 6000000.00000000 PA USD 6026010.00000000 0.251727208366 Long DBT CORP DE Y 2 2033-10-30 Variable 6.55000000 N N N N N Allianz SE 529900K9B0N5BT694847 018820AF7 3200000.00000000 PA USD 3175263.36000000 0.132641695158 Long DBT CORP DE Y 2 2034-10-30 Variable 6.50000000 N N N N N N FNMA or FHLMC N/A 01F052680 237200000.00000000 PA USD 234734362.93000000 9.805663430384 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 5.50000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBT6 640000.00000000 PA USD 661586.87000000 0.027636763941 Long DBT CORP US N 2 2029-06-13 Variable 6.99200000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBU3 445000.00000000 PA USD 460706.60000000 0.019245302661 Long DBT CORP US N 2 2030-01-03 Variable 6.84800000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBV1 1455000.00000000 PA USD 1460142.81000000 0.060995198046 Long DBT CORP US N 2 2035-07-26 Variable 6.18400000 N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBW9 2335000.00000000 PA USD 2339295.68000000 0.097720443721 Long DBT CORP US N 2 2031-01-17 Variable 5.54300000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4G5 505180.37000000 PA USD 510948.06000000 0.021344061620 Long ABS-O CORP US Y 2 2032-09-15 Fixed 8.03600000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G5H2 3325103.28000000 PA USD 3318135.53000000 0.138609958156 Long ABS-O CORP US Y 2 2033-06-15 Fixed 6.06600000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ89 186182.76000000 PA USD 189457.68000000 0.007914300323 Long ABS-O CORP US Y 2 2032-05-17 Fixed 7.91700000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AG7 2280000.00000000 PA USD 2294965.92000000 0.095868636849 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024948AG6 1640000.00000000 PA USD 1632303.81000000 0.068186956426 Long ABS-O CORP US Y 2 2031-09-12 Fixed 5.25000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557TAE9 9040000.00000000 PA USD 8878540.18000000 0.370887226188 Long DBT CORP US N 2 2056-03-15 Variable 5.80000000 N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557TAF6 5760000.00000000 PA USD 5660530.56000000 0.236459872410 Long DBT CORP US N 2 2056-03-15 Variable 6.05000000 N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WFL0 3065000.00000000 PA USD 3046137.56000000 0.127247665417 Long DBT CORP US N 2 2031-07-10 Fixed 5.05000000 N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WFU0 5575000.00000000 PA USD 5484734.23000000 0.229116253765 Long DBT CORP US N 2 2031-10-23 Fixed 4.85000000 N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAR7 1350000.00000000 PA USD 1338860.76000000 0.055928828778 Long DBT CORP US N 2 2031-06-15 Fixed 4.80000000 N N N N N Angel Oak Mortgage Trust 2549004R1S5HPVOVG278 034648AA3 1620787.02000000 PA USD 1628533.25000000 0.068029447139 Long ABS-O CORP US Y 2 2055-12-25 Floating 5.21607960 N N N N N N APA Corp. 549300VCIWLRHYVSHC79 03743QAT5 14471000.00000000 PA USD 14467342.89000000 0.604350779070 Long DBT CORP US N 2 2055-02-15 Fixed 6.75000000 N N N N N Aquila Re I Ltd. N/A 037987AC8 1000000.00000000 PA USD 997400.00000000 0.041664835873 Long DBT CORP BM Y 2 2030-06-10 Floating 7.25540040 N N N N N N Aquila Re I Ltd. N/A 037987AD6 1000000.00000000 PA USD 997400.00000000 0.041664835873 Long DBT CORP BM Y 2 2030-06-10 Floating 8.00540280 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880XAA4 470519.72000000 PA USD 471084.63000000 0.019678828746 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 5.07539160 N N N N N N ARC Falcon I, Inc. N/A 03881HAA8 14585000.00000000 PA USD 13732637.58000000 0.573659605863 Long DBT CORP US Y 2 2033-03-01 Fixed 9.75000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd. N/A 03881UAJ0 4890000.00000000 PA USD 4928068.16000000 0.205862393284 Long ABS-CBDO CORP KY Y 2 2041-01-20 Floating 6.85473840 N N N N N N Arbor Realty Commercial Real Estate Notes LLC N/A 03890FAA1 4940000.00000000 PA USD 4940000.00000000 0.206360827368 Long ABS-CBDO CORP US Y 2 2042-11-20 Floating 0.00000000 N N N N N N Arivo Acceptance Auto Loan Receivables Trust N/A 039943AB1 2410000.00000000 PA USD 2431639.15000000 0.101577948756 Long ABS-O CORP US Y 2 2030-06-17 Fixed 6.87000000 N N N N N N Armor RE II Ltd. 549300X573KDIHEJL317 04227FAF2 500000.00000000 PA USD 524250.00000000 0.021899729503 Long DBT CORP BM Y 2 2028-01-07 Floating 12.11000040 N N N N N N Ascent Career Funding Trust N/A 04363LAA4 902660.97000000 PA USD 906169.79000000 0.037853835546 Long ABS-O CORP US Y 2 2032-10-25 Fixed 6.77000000 N N N N N N Atlas Capital DAC 635400CBPJFGGWD2AH20 049207AC7 500000.00000000 PA USD 509100.00000000 0.021266861784 Long DBT CORP IE Y 2 2028-06-07 Floating 10.84389840 N N N N N N Avilease Capital Ltd. 635400SXOPVAVBWNE366 05369MAA3 4180000.00000000 PA USD 4156110.34000000 0.173615054331 Long DBT CORP KY Y 2 2031-06-30 Fixed 5.50000000 N N N N N Avianca Midco 2 plc 213800AMPX5VKH9AMX10 05369YAA7 6450000.00000000 PA USD 6230184.00000000 0.260256260101 Long DBT CORP GB Y 2 2030-02-14 Fixed 9.62500000 N N N N N N Avianca Midco 2 plc 213800AMPX5VKH9AMX10 05369YAD1 5775000.00000000 PA USD 5393808.30000000 0.225317964262 Long DBT CORP GB Y 2 2031-01-28 Fixed 9.50000000 N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJA3 610000.00000000 PA USD 622963.23000000 0.026023321369 Long ABS-O CORP US Y 2 2030-06-20 Fixed 6.48000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAS0 2025000.00000000 PA USD 2071635.53000000 0.086539356675 Long DBT CORP KY Y 2 2028-05-04 Fixed 6.37500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAX9 3500000.00000000 PA USD 3492288.14000000 0.145884912951 Long DBT CORP KY Y 2 2030-01-15 Fixed 5.15000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAZ4 1650000.00000000 PA USD 1653921.13000000 0.069089986394 Long DBT CORP KY Y 2 2030-05-30 Fixed 5.37500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABD2 2160000.00000000 PA USD 2103450.08000000 0.087868360088 Long DBT CORP KY Y 2 2031-01-30 Fixed 4.70000000 N N N N N N BAY Trust N/A 05494UAG0 10620000.00000000 PA USD 10593450.00000000 0.442524920382 Long ABS-MBS CORP US Y 2 2041-06-15 Floating 6.86766960 N N N N N N BDS LLC N/A 05555MAA7 1248466.67000000 PA USD 1250020.01000000 0.052217644431 Long ABS-CBDO CORP US Y 2 2039-09-19 Floating 5.24576160 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDX3 7605000.00000000 PA USD 7617738.38000000 0.318219189225 Long DBT CORP GB N 2 2035-03-18 Variable 6.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 1375000.00000000 PA USD 1383047.53000000 0.057774662465 Long DBT CORP FR Y 2 2035-05-30 Variable 5.93600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 5895000.00000000 PA USD 6020494.65000000 0.251496813186 Long DBT CORP FR Y 2 2036-01-14 Variable 6.29300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABJ3 7875000.00000000 PA USD 7725481.08000000 0.322719973176 Long DBT CORP FR Y 2 2037-06-02 Variable 5.77300000 N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05602XJC3 682000.00000000 PA USD 697405.02000000 0.029133011525 Long DBT CORP FR Y 2 2034-09-10 Variable 7.37500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05602XQQ4 5715000.00000000 PA USD 5792261.09000000 0.241962710702 Long DBT CORP FR Y 2 2035-06-27 Variable 7.45000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05602XQR2 4600000.00000000 PA USD 4556244.80000000 0.190330049923 Long DBT CORP FR Y 2 2033-12-15 Variable 6.87500000 N N N N N N BSPRT Issuer LLC N/A 05613RAA6 1930000.00000000 PA USD 1936473.03000000 0.080893153167 Long ABS-CBDO CORP US Y 2 2039-07-15 Floating 5.31437040 N N N N N N BX Commercial Mortgage Trust N/A 05620HAA9 9816950.82000000 PA USD 9847628.79000000 0.411369397717 Long ABS-MBS CORP US Y 2 2043-04-15 Floating 5.05636920 N N N N N N Baldwin Re Ltd. N/A 05826BAC0 1250000.00000000 PA USD 1264250.00000000 0.052812080162 Long DBT CORP BM Y 2 2029-07-09 Floating 7.35999840 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAW1 8000000.00000000 PA USD 7997344.00000000 0.334076624411 Long DBT CORP ES N 2 2033-05-08 Variable 7.12500000 N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBG9 6200000.00000000 PA USD 6273846.28000000 0.262080184033 Long DBT CORP ES N 2 2031-07-15 Fixed 5.43900000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAW9 4200000.00000000 PA USD 4121239.46000000 0.172158377479 Long DBT CORP ES N 2 2036-04-15 Fixed 5.43700000 N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAY5 5800000.00000000 PA USD 5816037.00000000 0.242955912414 Long DBT CORP ES N 2 2035-12-03 Variable 7.25000000 N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055H202 163616.00000000 NS USD 3203601.28000000 0.133825467753 Long EP CORP US N 1 N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAZ0 5880000.00000000 PA USD 5690583.68000000 0.237715294820 Long DBT CORP CA N 2 2034-02-02 Variable 4.81300000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCU4 5710000.00000000 PA USD 5556393.86000000 0.232109723509 Long DBT CORP FR Y 2 2031-01-15 Fixed 4.54100000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCX8 18090000.00000000 PA USD 17853602.41000000 0.745806511101 Long DBT CORP FR Y 2 2032-07-09 Variable 5.15200000 N N N N N N Bayview Opportunity Master Fund VII LLC N/A 07336PAD6 697323.17000000 PA USD 709627.23000000 0.029643575365 Long ABS-O CORP US Y 2 2047-06-25 Floating 6.36608160 N N N N N N Beacon Point DC LLC 2549003M920HKF2V5011 07367AAA7 7590000.00000000 PA USD 7282834.14000000 0.304229084761 Long DBT CORP US Y 2 2042-11-30 Fixed 6.12900000 N N N N N N Beignet Investor LLC N/A 076912AA2 11395000.00000000 PA USD 11047034.87000000 0.461472723834 Long DBT CORP US Y 2 2049-05-30 Fixed 6.58100000 N N N N N N Bellemeade Re Ltd. N/A 07876NAB1 2240000.00000000 PA USD 2248216.10000000 0.093915735728 Long ABS-MBS CORP BM Y 2 2035-10-25 Floating 6.11607960 N N N N N N Bellemeade Re Ltd. N/A 07876NAC9 5700000.00000000 PA USD 5774168.40000000 0.241206916678 Long ABS-MBS CORP BM Y 2 2035-10-25 Floating 6.86607840 N N N N N N Bellemeade RE Ltd. N/A 078777AF6 1380000.00000000 PA USD 1411012.33000000 0.058942848551 Long ABS-MBS CORP BM Y 2 2031-09-25 Floating 7.46607960 N N N N N N Bellemeade Re Ltd. N/A 078915AB1 495347.19000000 PA USD 496348.19000000 0.020734174726 Long ABS-MBS CORP BM Y 2 2034-08-25 Floating 6.81608160 N N N N N N BHG Securitization Trust N/A 08860DAE3 3280000.00000000 PA USD 3426733.75000000 0.143146480125 Long ABS-O CORP US Y 2 2035-10-17 Fixed 9.73000000 N N N N N N BHG Securitization Trust N/A 08862GAC8 3329580.11000000 PA USD 3407786.29000000 0.142354979412 Long ABS-O CORP US Y 2 2036-12-17 Fixed 8.15000000 N N N N N N BHG Securitization Trust N/A 08862HAC6 746870.82000000 PA USD 756590.90000000 0.031605409737 Long ABS-O CORP US Y 2 2035-04-17 Fixed 6.86000000 N N N N N N BFLD Commercial Mortgage Trust N/A 088921AF8 3370000.00000000 PA USD 3528546.71000000 0.147399558397 Long ABS-MBS CORP US Y 2 2042-10-10 Variable 9.82699920 N N N N N N Blackbird Capital II Aircraft Lease Ltd. N/A 09229CAB5 839482.47000000 PA USD 804436.93000000 0.033604103328 Long ABS-O CORP US Y 2 2046-07-15 Fixed 3.44600000 N N N N N N TFDXX LEX BLACKROCK FED FUND 549300T8K043VZEOVK74 09248U700 2700000.00000000 PA USD 2700000.00000000 0.112788306456 Long STIV RF US N 2 N N Blue Ridge Re Ltd. N/A 096003AC2 1500000.00000000 PA USD 1496700.00000000 0.062522317879 Long DBT CORP BM Y 2 2029-01-08 Floating 7.07000040 N N N N N N Blue Ridge Re Ltd. N/A 096003AD0 1500000.00000000 PA USD 1500450.00000000 0.062678968304 Long DBT CORP BM Y 2 2029-01-08 Floating 9.56999880 N N N N N N Blue Ridge Re Ltd. N/A 096003AE8 1500000.00000000 PA USD 1476450.00000000 0.061676405580 Long DBT CORP BM Y 2 2029-01-08 Floating 11.57000040 N N N N N N Bluebonnet RE Ltd. 2549007DQLA6K2ACFN15 09610NAB8 250000.00000000 PA USD 256850.00000000 0.010729509819 Long DBT CORP BM Y 2 2028-06-07 Floating 12.08000160 N N N N N N Bluebonnet RE Ltd. 2549007DQLA6K2ACFN15 09610NAC6 250000.00000000 PA USD 257150.00000000 0.010742041853 Long DBT CORP BM Y 2 2028-06-07 Floating 15.32999880 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3A0 3170000.00000000 PA USD 3228345.09000000 0.134859101984 Long DBT CORP FR Y 2 2033-01-13 Variable 5.78600000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W3D4 9500000.00000000 PA USD 9484321.96000000 0.396192819169 Long DBT CORP FR Y 2 2031-05-09 Variable 5.08500000 N N N N N Bonanza RE Ltd. 5493003F0CXUQ2C83105 09785EAP6 250000.00000000 PA USD 251700.00000000 0.010514376568 Long DBT CORP BM Y 2 2027-12-19 Floating 7.31000160 N N N N N N Bonanza RE Ltd. 5493003F0CXUQ2C83105 09785EAQ4 500000.00000000 PA USD 507750.00000000 0.021210467630 Long DBT CORP BM Y 2 2027-12-19 Floating 9.06000120 N N N N N N Borr IHC Ltd. N/A 100018AC4 1510000.00000000 PA USD 1477459.55000000 0.061718577963 Long DBT CORP US Y 2 2032-01-15 Fixed 8.75000000 N N N N N N Borr IHC Ltd. N/A 100018AD2 13000000.00000000 PA USD 12734454.72000000 0.531962067228 Long DBT CORP US Y 2 2034-01-15 Fixed 9.00000000 N N N N N PetroChina Co. Ltd 529900RPY4YG47TRSV05 98210HAD4 7390000.00000000 PA USD 7414017.50000000 0.309709065875 Long LON CORP US N 2 2033-06-01 Variable 7.73087000 N N N N N N QXO Building Products, Inc. N/A 07368RAN1 7907140.00000000 PA USD 7891800.15000000 0.329667694004 Long LON CORP US N 2 2033-07-01 Variable 5.73087000 N N N N N N BRAVO Residential Funding Trust 254900V4GL9A5JTVB991 10568VAA2 6157256.69000000 PA USD 6169849.51000000 0.257735880490 Long ABS-O CORP US Y 2 2072-09-25 Floating 4.96608120 N N N N N N BRAVO Residential Funding Trust N/A 10569HAE4 2535000.00000000 PA USD 2537458.95000000 0.105998406545 Long ABS-MBS CORP US Y 2 2063-09-25 Variable 7.85244600 N N N N N N BRAVO Residential Funding Trust N/A 10569KAE7 1960000.00000000 PA USD 1976605.90000000 0.082569641478 Long ABS-MBS CORP US Y 2 2064-02-25 Fixed 7.91000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CQ1 18890000.00000000 PA USD 18294965.00000000 0.764243747789 Long DBT NUSS BR N 2 2036-05-22 Fixed 6.25000000 N N N N N N Bridge Street Re Ltd. 2549008NKPLMU6X7ID58 10807LAA5 1000000.00000000 PA USD 1004200.00000000 0.041948895312 Long DBT CORP BM Y 2 2028-01-07 Floating 7.61000040 N N N N N N Bridge Street Re Ltd. 2549008NKPLMU6X7ID58 10807LAB3 2500000.00000000 PA USD 2540750.00000000 0.106135885047 Long DBT CORP BM Y 2 2029-01-08 Floating 11.36000160 N N N N N N Brightstar Lottery plc N/A 108922AA3 3955000.00000000 PA USD 3816423.52000000 0.159425165015 Long DBT CORP GB Y 2 2033-01-15 Fixed 5.75000000 N N N N N CFMT LLC 9845005986F840FBE847 12530XAD3 1660000.00000000 PA USD 1614507.04000000 0.067443524001 Long ABS-MBS CORP US Y 2 2034-06-25 Variable 2.99999880 N N N N N N Commercial Mortgage Trust N/A 12593QBK5 1350000.00000000 PA USD 1096051.50000000 0.045785849064 Long ABS-MBS CORP US N 2 2048-10-10 Variable 3.68336520 N N N N N N CNO Financial Group, Inc. 11XPYHB76MPM4Y4P2897 12621EAM5 9381000.00000000 PA USD 9638278.62000000 0.402624119520 Long DBT CORP US N 2 2034-06-15 Fixed 6.45000000 N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BN6 4300000.00000000 PA USD 2461347.52000000 0.102818969771 Long DBT CORP US Y 2 2029-01-31 Fixed 11.75000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EC0 6060000.00000000 PA USD 6182293.10000000 0.258255692135 Long DBT CORP US N 2 2031-06-01 Fixed 5.55000000 N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAC8 1015000.00000000 PA USD 1089125.39000000 0.045496521576 Long DBT CORP ES Y 2 2034-09-13 Variable 6.84000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAH7 540000.00000000 PA USD 553175.52000000 0.023108048175 Long DBT CORP ES Y 2 2035-06-15 Variable 6.03700000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAM6 2105000.00000000 PA USD 2092793.76000000 0.087423208871 Long DBT CORP ES Y 2 2036-07-03 Variable 5.58100000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAN4 1895000.00000000 PA USD 1860303.71000000 0.077711298128 Long DBT CORP ES Y 2 2032-04-22 Variable 4.81800000 N N N N N N Cape Lookout Re Ltd. N/A 13947LAG7 500000.00000000 PA USD 525100.00000000 0.021935236933 Long DBT CORP BM Y 2 2028-03-13 Floating 10.46999880 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H758 37145.00000000 NS USD 587262.45000000 0.024531976733 Long EP CORP US N 1 N N N Carvana Auto Receivables Trust N/A 14687WAG5 3614000.00000000 PA USD 3638329.09000000 0.151985546812 Long ABS-O CORP US Y 2 2032-04-12 Fixed 7.66000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8340.48000000 -0.00034841059 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6772958.54000000 MXN 380964.06000000 USD 2026-09-25 -8340.48000000 N N N Cascade MH Asset Trust N/A 14732KAC5 2902374.83000000 PA USD 2688138.93000000 0.112292828679 Long ABS-O CORP US Y 2 2054-08-25 Variable 7.99999920 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1010858.99000000 -0.04222706427 N/A DFE N/A N 2 Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 103700000.00000000 EUR 118633453.31000000 USD 2026-08-17 -1010858.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -108737.03000000 -0.00454232054 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 11765000.00000000 EUR 13465181.33000000 USD 2026-08-17 -108737.03000000 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TBV8 5565000.00000000 PA USD 5561260.88000000 0.232313035710 Long DBT CORP US N 2 2058-08-15 Variable 6.40000000 N N N N N N Chartwell RE Ltd. 984500FFT645KFFE6F50 16140YAA0 500000.00000000 PA USD 518250.00000000 0.021649088822 Long DBT CORP BM Y 2 2028-06-07 Floating 9.96000120 N N N N N N Chartwell RE Ltd. 984500FFT645KFFE6F50 16140YAB8 250000.00000000 PA USD 257050.00000000 0.010737864509 Long DBT CORP BM Y 2 2028-06-07 Floating 11.21000040 N N N N N N Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17289RAA4 8505000.00000000 PA USD 8543214.24000000 0.356879505861 Long DBT CORP US Y 2 2030-06-18 Fixed 5.50000000 N N N N N Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17289RAB2 2211000.00000000 PA USD 2223667.22000000 0.092890244395 Long DBT CORP US Y 2 2035-06-18 Fixed 6.20000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PU9 7250000.00000000 PA USD 7338902.47000000 0.306571252163 Long DBT CORP US N 2 2036-01-24 Variable 6.02000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QJ3 12550000.00000000 PA USD 12606964.45000000 0.526636359212 Long DBT CORP US N 2 2031-02-15 Variable 6.62500000 N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 690000.00000000 PA USD 708149.66000000 0.029581852173 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CBC6 4720000.00000000 PA USD 4765590.48000000 0.199075140557 Long DBT CORP US N 2 2030-08-15 Variable 6.87500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17333VAE3 930000.00000000 PA USD 928720.60000000 0.038795860609 Long ABS-O CORP US Y 2 2056-10-25 Floating 6.71608080 N N N N N N Citrus Re Ltd. 549300VWWT5SE805NK88 177510AQ7 500000.00000000 PA USD 510350.00000000 0.021319078592 Long DBT CORP BM Y 2 2028-06-07 Floating 11.90000160 N N N N N N Citrus Re Ltd. 549300VWWT5SE805NK88 177510AS3 500000.00000000 PA USD 505350.00000000 0.021110211358 Long DBT CORP BM Y 2 2029-06-07 Floating 9.00540360 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EU5 3655000.00000000 PA USD 3655365.50000000 0.152697216379 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.12500000 N N N N N N COLT Mortgage Loan Trust 213800AWBXHFGYDU9Q16 19685AAE9 4512000.00000000 PA USD 4525878.91000000 0.189061562032 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 7.29699840 N N N N N N COLT Mortgage Loan Trust 213800YFAHWZN77V6P52 19688VAE0 4100000.00000000 PA USD 4154150.75000000 0.173533195502 Long ABS-MBS CORP US Y 2 2069-06-25 Variable 7.78854960 N N N N N N COLT Mortgage Loan Trust 213800KKXAZ8LJ3W5A65 19688WAE8 2080000.00000000 PA USD 2102026.99000000 0.087808912714 Long ABS-MBS CORP US Y 2 2069-07-25 Variable 7.79820120 N N N N N N COLT Mortgage Loan Trust 213800U2X2TO1PQH1O75 19688XAE6 2337000.00000000 PA USD 2358956.12000000 0.098541728066 Long ABS-MBS CORP US Y 2 2069-11-25 Variable 7.49499840 N N N N N N COLT Mortgage Loan Trust 213800S6EGXVNRKXHN58 19689AAE5 2200000.00000000 PA USD 2215933.50000000 0.092567180253 Long ABS-MBS CORP US Y 2 2070-05-25 Variable 7.43900040 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAF4 8250000.00000000 PA USD 8054509.73000000 0.336464633994 Long DBT CORP US Y 2 2032-11-17 Fixed 4.99900000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828BAA3 1990000.00000000 PA USD 1955864.06000000 0.081703183328 Long DBT CORP US Y 2 2036-05-15 Fixed 5.50700000 N N N N N N Commonwealth RE Ltd. N/A 203235AC0 500000.00000000 PA USD 505750.00000000 0.021126920737 Long DBT CORP BM Y 2 2028-07-10 Floating 7.35999840 N N N N N N Commonwealth RE Ltd. N/A 203235AD8 1000000.00000000 PA USD 998400.00000000 0.041706609320 Long DBT CORP BM Y 2 2029-07-09 Floating 6.60999960 N N N N N N Connecticut Avenue Securities Trust N/A 20753ACJ1 261153.41000000 PA USD 262688.29000000 0.010973395316 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 6.11607960 N N N N N N Connecticut Avenue Securities Trust N/A 20753GAA9 1666097.99000000 PA USD 1667664.12000000 0.069664078456 Long ABS-MBS CORP US Y 2 2044-05-25 Floating 4.61607840 N N N N N N Connecticut Avenue Securities Trust N/A 20754AAJ2 2470000.00000000 PA USD 2510265.45000000 0.104862440319 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 9.11607840 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAB7 295592.43000000 PA USD 298300.62000000 0.012461045090 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 6.61608000 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAJ0 3990000.00000000 PA USD 4106868.70000000 0.171558061300 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 11.26608120 N N N N N N Connecticut Avenue Securities Trust N/A 20754EAA3 143758.49000000 PA USD 144070.76000000 0.006018332233 Long ABS-MBS CORP US Y 2 2043-07-25 Floating 5.31608040 N N N N N N Connecticut Avenue Securities Trust N/A 20754GAF7 1720000.00000000 PA USD 1761289.29000000 0.073575124518 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 6.11607960 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAJ5 6401143.00000000 PA USD 6468837.01000000 0.270225618926 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 9.61607880 N N N N N N Connecticut Avenue Securities Trust N/A 20754WAC9 2445000.00000000 PA USD 2464877.85000000 0.102966443823 Long ABS-MBS CORP US Y 2 2040-01-25 Floating 6.73056000 N N N N N N Connecticut Avenue Securities Trust N/A 20754XAG8 1260000.00000000 PA USD 1271782.76000000 0.053126749511 Long ABS-MBS CORP US Y 2 2044-07-25 Floating 5.61607920 N N N N N N Connecticut Avenue Securities Trust N/A 20754YAA9 2863464.79000000 PA USD 2863380.60000000 0.119613277264 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.51608120 N N N N N N Connecticut Avenue Securities Trust N/A 20754YAB7 2363576.14000000 PA USD 2360551.94000000 0.098608390968 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.56608160 N N N N N N Connecticut Avenue Securities Trust N/A 20755RAC9 1081513.94000000 PA USD 1083490.95000000 0.045261151596 Long ABS-MBS CORP US Y 2 2044-09-25 Floating 5.21607960 N N N N N N Connecticut Avenue Securities Trust N/A 207941AB1 1090000.00000000 PA USD 1098161.16000000 0.045873976834 Long ABS-MBS CORP US Y 2 2044-03-25 Floating 5.56607880 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 21867FAC8 2300000.00000000 PA USD 2287149.85000000 0.095542132664 Long DBT CORP US Y 2 2034-07-01 Fixed 6.00000000 N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBM9 3275000.00000000 PA USD 3353436.25000000 0.140084590906 Long DBT NUSS CL Y 2 2055-01-13 Fixed 6.78000000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAP1 1850000.00000000 PA USD 1555577.81000000 0.064981846944 Long DBT CORP US N 2 2033-12-01 Fixed 2.90000000 N N N N N Cousins Properties LP 254900ZQIHJ5FQH4C329 222793AD3 3990000.00000000 PA USD 3824195.55000000 0.159749829497 Long DBT CORP US N 2 2033-03-01 Fixed 4.87500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAU1 14330000.00000000 PA USD 13801804.22000000 0.576548934821 Long DBT CORP FR Y 2 2037-01-12 Variable 5.26100000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAV9 4614000.00000000 PA USD 4581184.91000000 0.191371884282 Long DBT CORP FR Y 2 2032-08-01 Variable 5.18600000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BG2 365000.00000000 PA USD 381218.76000000 0.015924821603 Long DBT CORP CH Y 2 2034-09-22 Variable 6.30100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BH0 440000.00000000 PA USD 445074.08000000 0.018592278418 Long DBT CORP CH Y 2 2030-02-10 Variable 7.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BJ6 430000.00000000 PA USD 429948.52000000 0.017960431642 Long DBT CORP CH Y 2 2034-08-10 Variable 7.12500000 N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BS6 9600000.00000000 PA USD 9316910.78000000 0.389199477141 Long DBT CORP CH Y 2 2032-08-10 Variable 4.58800000 N N N N N D2 Multifamily Credit Issuer Ltd. N/A 23347LAA5 7830000.00000000 PA USD 7845378.12000000 0.327728485802 Long ABS-CBDO CORP KY Y 2 2043-11-19 Floating 5.11961040 N N N N N N Dwight Issuer LLC N/A 233636AE9 5080000.00000000 PA USD 5098678.65000000 0.212989381518 Long ABS-CBDO CORP US Y 2 2042-06-18 Floating 6.45860880 N N N N N N Dai-ichi Life Insurance Co. Ltd. 3538001235ACEIORUV72 23381LAA2 9760000.00000000 PA USD 9833043.84000000 0.410760134084 Long DBT CORP JP Y 2 2035-01-16 Variable 6.20000000 N N N N N Danaos Corp. 734IM3DNDNT36T7YTD24 23585WAC8 7122000.00000000 PA USD 7276041.74000000 0.303945342800 Long DBT CORP MH Y 2 2032-10-15 Fixed 6.87500000 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194AN5 1971000.00000000 PA USD 2067381.45000000 0.086361649090 Long DBT CORP US N 2 2033-10-10 Fixed 6.30000000 N N N N N N DataBank Issuer N/A 23802WAN1 495000.00000000 PA USD 489346.90000000 0.020441706711 Long ABS-MBS CORP US Y 2 2054-01-26 Fixed 5.30000000 N N N N N N Delek Logistics Partners LP N/A 24665FAG7 9607000.00000000 PA USD 9653238.49000000 0.403249044855 Long DBT CORP US Y 2 2034-06-01 Fixed 6.87500000 N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526DD8 4470000.00000000 PA USD 4357678.02000000 0.182035231095 Long DBT CORP DE N 2 2031-12-10 Variable 4.46900000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UEB1 2480000.00000000 PA USD 2412462.58000000 0.100776877328 Long DBT CORP US N 2 2036-06-15 Fixed 5.35000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UED7 3110000.00000000 PA USD 3073030.19000000 0.128371063266 Long DBT CORP US N 2 2056-12-15 Variable 6.25000000 N N N N N CF SECURED LLC 254900OXTV81I73FAT50 N/A 22126588.80000000 PA USD 22126588.80000000 0.924303880893 Long RA CORP US N 2 Repurchase Y 3.63000000 2026-08-03 23064717.14760000 USD 22575947.73600000 USD UST N N NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871 N/A 12000000.00000000 PA USD 12000000.00000000 0.501281362029 Long RA CORP US N 2 Repurchase Y 3.63000000 2026-08-03 34552406.77920000 USD 12243706.52950000 USD UST N N SANTANDER US CAPITAL MARKETS LLC 549300LGG2RLWD21SU97 N/A 10000000.00000000 PA USD 10000000.00000000 0.417734468357 Long RA CORP US N 2 Repurchase Y 3.65000000 2026-08-03 6411810.00000000 USD 6137826.94690000 USD ACMO 4302779.60000000 USD 4065275.72120000 USD AMBS N N SANTANDER US CAPITAL MARKETS LLC 549300LGG2RLWD21SU97 N/A 24000000.00000000 PA USD 24000000.00000000 1.002562724058 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 24918016.00000000 USD 24487433.42550000 USD UST N N Eagle RE Ltd. N/A 26982AAG9 1331773.89000000 PA USD 1358777.34000000 0.056760812974 Long ABS-MBS CORP BM Y 2 2034-04-25 Floating 7.86607920 N N N N N N Eagle RE Ltd. N/A 26982EAC0 1951340.30000000 PA USD 1989258.55000000 0.083098186281 Long ABS-MBS CORP BM Y 2 2033-09-26 Floating 7.56608040 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 285039AQ6 16905000.00000000 PA USD 15937493.38000000 0.665764032404 Long DBT NUSS FR Y 2 2056-04-22 Fixed 6.12500000 N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AM4 1500000.00000000 PA USD 1508273.91000000 0.063005799993 Long DBT CORP CA Y 2 2027-03-13 Fixed 5.64300000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AP7 5705000.00000000 PA USD 5680060.65000000 0.237275711586 Long DBT CORP CA Y 2 2030-03-25 Fixed 5.03700000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AR3 2500000.00000000 PA USD 2448895.18000000 0.102298792608 Long DBT CORP CA Y 2 2030-11-24 Fixed 4.64100000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AT9 1340000.00000000 PA USD 1331782.42000000 0.055633142118 Long DBT CORP CA Y 2 2029-05-29 Fixed 4.80000000 N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 928000.00000000 PA USD 1048670.62000000 0.043806586392 Long DBT CORP CA N 2 2084-01-15 Variable 8.50000000 N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NCF0 490000.00000000 PA USD 515954.87000000 0.021553213331 Long DBT CORP CA N 2 2054-06-27 Variable 7.20000000 N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NCG8 490000.00000000 PA USD 511633.99000000 0.021372715280 Long DBT CORP CA N 2 2055-03-15 Variable 7.37500000 N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 859000.00000000 PA USD 881637.44000000 0.036829034728 Long DBT CORP US N 2 2030-05-15 Variable 7.12500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 1240000.00000000 PA USD 1320053.42000000 0.055143181360 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 1005000.00000000 PA USD 1007152.58000000 0.042072234756 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBN9 4685000.00000000 PA USD 4615735.79000000 0.192815193631 Long DBT CORP US N 2 2057-01-15 Variable 6.70000000 N N N N N N Enerflex, Inc. 549300SQCOV1LC1GBK07 29281WAA6 2450000.00000000 PA USD 2490182.45000000 0.104023504186 Long DBT CORP US Y 2 2031-01-15 Fixed 6.87500000 N N N N N N Equify ABS LLC N/A 29445TAA6 395796.18000000 PA USD 396505.09000000 0.016563384297 Long ABS-O CORP US Y 2 2033-04-18 Fixed 5.43000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBC1 2240000.00000000 PA USD 2227444.13000000 0.093048018944 Long DBT CORP US N 2 2056-08-15 Variable 6.10000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBD9 1195000.00000000 PA USD 1189244.88000000 0.049678857769 Long DBT CORP US N 2 2056-08-15 Variable 6.35000000 N N N N N Exeter Automobile Receivables Trust N/A 30166UAG5 5270000.00000000 PA USD 5447759.74000000 0.227571701872 Long ABS-O CORP US Y 2 2032-02-17 Fixed 7.65000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166VAN8 4760000.00000000 PA USD 4750598.52000000 0.198448874713 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.15000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAG9 3590000.00000000 PA USD 3638085.90000000 0.151975387927 Long ABS-O CORP US Y 2 2032-12-15 Fixed 7.52000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167JAG9 9130000.00000000 PA USD 9073067.15000000 0.379013288227 Long ABS-O CORP US Y 2 2029-10-15 Fixed 5.02000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAG2 7440000.00000000 PA USD 7651446.29000000 0.319627284812 Long ABS-O CORP US Y 2 2032-09-15 Fixed 7.48000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168JAG8 1830000.00000000 PA USD 1870987.24000000 0.078157586000 Long ABS-O CORP US Y 2 2032-10-15 Fixed 7.81000000 N N N N N N Expedia Group, Inc. 2549009GW3Z3DQCB8H87 30212PBM6 14900000.00000000 PA USD 14452882.89000000 0.603746735029 Long DBT CORP US N 2 2036-04-15 Fixed 5.50000000 N N N N N FS KKR Capital Corp. 549300TYRSI1T21B1360 302635AR8 5865000.00000000 PA USD 5874943.29000000 0.245416631187 Long DBT CORP US N 2 2031-08-01 Fixed 7.50000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8Y1 5555000.00000000 PA USD 4580635.61000000 0.191348938128 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 3335000.00000000 PA USD 2789278.04000000 0.116517757914 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N FS Rialto N/A 30323CAA8 944284.74000000 PA USD 944555.18000000 0.039457325595 Long ABS-CBDO CORP KY Y 2 2036-11-16 Floating 5.06963880 N N N N N N FS Rialto Issuer LLC N/A 30338WAL3 3320000.00000000 PA USD 3325159.94000000 0.138903391974 Long ABS-CBDO CORP US Y 2 2039-10-19 Floating 5.30024040 N N N N N N FHF Issuer Trust N/A 30339EAD0 1250000.00000000 PA USD 1199111.00000000 0.050090999608 Long ABS-O CORP US Y 2 2031-03-17 Fixed 5.43000000 N N N N N N FHF Issuer Trust N/A 30339EAE8 710000.00000000 PA USD 670004.14000000 0.027988382322 Long ABS-O CORP US Y 2 2031-12-15 Fixed 6.01000000 N N N N N N FARM Mortgage Trust N/A 30768WAC2 258716.31000000 PA USD 196298.57000000 0.008200067877 Long ABS-MBS CORP US Y 2 2051-07-25 Variable 3.22328520 N N N N N N Farmers Exchange Capital III N/A 30958QAA9 3270000.00000000 PA USD 3014178.09000000 0.125912608196 Long DBT CORP US Y 2 2054-10-15 Variable 5.45400000 N N N N N N Farmers Insurance Exchange 549300UWG2TLX1GZVT44 309601AG7 1300000.00000000 PA USD 1296796.28000000 0.054171650459 Long DBT CORP US Y 2 2064-10-15 Variable 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAGJ8 14961.44000000 PA USD 113.11000000 0.000004724994 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABAR4 29525.11000000 PA USD 394.71000000 0.000016488397 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABF73 22644.85000000 PA USD 231.84000000 0.000009684755 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2AS1 4673339.24000000 PA USD 463385.89000000 0.019357225840 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 2.46944160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6KY8 1084289.68000000 PA USD 155494.19000000 0.006495528279 Long ABS-MBS USGSE US N 2 2039-10-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BJVT9 1777440.44000000 PA USD 410902.46000000 0.017164812067 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ATHP0 16642.08000000 PA USD 162.29000000 0.000006779412 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUXL8 46443.33220000 PA USD 521.58000000 0.000021788194 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BQUM7 2107169.83000000 PA USD 249628.19000000 0.010427829923 Long ABS-MBS USGSE US N 2 2045-09-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVJQ6 1105609.65000000 PA USD 142174.33000000 0.005939111815 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 2.50000000 N N N N N N FHLMC N/A 3137G0SK6 1560000.00000000 PA USD 1600107.29000000 0.066841996810 Long ABS-MBS CORP US N 2 2042-12-25 Floating 6.23055960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142G4WN7 9351223.73000000 PA USD 544613.03000000 0.022750363454 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 2.00000000 N N N N N N FIGRE Trust N/A 31684CAA9 522802.08000000 PA USD 528438.93000000 0.022074715548 Long ABS-O CORP US Y 2 2053-11-25 Variable 6.43600080 N N N N N N FIGRE Trust N/A 31684GAA0 1417940.35000000 PA USD 1428197.45000000 0.059660730248 Long ABS-O CORP US Y 2 2054-07-25 Variable 5.93700120 N N N N N N FIGRE Trust N/A 31684NAA5 4211480.12620000 PA USD 4146111.22000000 0.173197356623 Long ABS-O CORP US Y 2 2055-09-25 Variable 5.04399960 N N N N N N Fig Six Trust N/A 316935AE5 1080000.00000000 PA USD 1074380.44000000 0.044880574191 Long ABS-O CORP US Y 2 2056-08-25 Variable 7.49199960 N N N N N N Finca RE Ltd. N/A 31771QAB0 500000.00000000 PA USD 507900.00000000 0.021216733647 Long DBT CORP BM Y 2 2028-06-07 Floating 8.85999960 N N N N N N First Coast Re IV Ltd. N/A 31969UAB3 500000.00000000 PA USD 502900.00000000 0.021007866413 Long DBT CORP BM Y 2 2028-03-10 Floating 10.10999880 N N N N N N First Coast Re IV Ltd. N/A 31969UAC1 250000.00000000 PA USD 251025.00000000 0.010486179491 Long DBT CORP BM Y 2 2028-03-10 Floating 11.10999960 N N N N N N First-Citizens Bank & Trust Co. L9VVX1KT5TFTKS0MLF66 337967AA1 2890000.00000000 PA USD 2882779.34000000 0.120423629498 Long DBT CORP US N 2 2029-07-13 Variable 5.09700000 N N N N N N Flagstar Mortgage Trust N/A 33852FBA3 36517045.55000000 PA USD 445694.19000000 0.018618182550 Long ABS-MBS CORP US Y 2 2051-06-01 Variable 0.20481840 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAG0 2815000.00000000 PA USD 2692521.94000000 0.112475922114 Long DBT CORP SG N 2 2035-11-13 Fixed 5.37500000 N N N N N FloodSmart Re Ltd. 549300KK1LNVFW95S875 33975CAP0 1000000.00000000 PA USD 1032300.00000000 0.043122729168 Long DBT CORP BM Y 2 2027-03-12 Floating 17.93999880 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370DB3 210000.00000000 PA USD 212688.27000000 0.008884722139 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B69 1500000.00000000 PA USD 1361214.32000000 0.056862614028 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G31 3875000.00000000 PA USD 3897166.86000000 0.162798092636 Long DBT CORP US N 2 2031-11-05 Fixed 6.05400000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G56 2470000.00000000 PA USD 2498292.47000000 0.104362287675 Long DBT CORP US N 2 2035-02-07 Fixed 6.50000000 N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397H48 1460000.00000000 PA USD 1460632.65000000 0.061015660351 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J61 4530000.00000000 PA USD 4458304.91000000 0.186238763135 Long DBT CORP US N 2 2031-04-09 Fixed 5.42000000 N N N N N N Foundation Re IV Ltd. N/A 349939AB4 3000000.00000000 PA USD 3054300.00000000 0.127588638670 Long DBT CORP BM Y 2 2030-01-07 Floating 7.11000000 N N N N N N Four Lakes Re Ltd. 549300MG4RRU6DT7MN54 35087TAG3 2000000.00000000 PA USD 2014600.00000000 0.084156785995 Long DBT CORP BM Y 2 2028-01-07 Floating 8.66000160 N N N N N N Four Lakes Re Ltd. 549300MG4RRU6DT7MN54 35087TAH1 500000.00000000 PA USD 504900.00000000 0.021091413307 Long DBT CORP BM Y 2 2028-01-07 Floating 12.84000120 N N N N N N Four Lakes Re Ltd. 549300MG4RRU6DT7MN54 35087TAJ7 1000000.00000000 PA USD 997900.00000000 0.041685722597 Long DBT CORP BM Y 2 2029-01-08 Floating 6.86000160 N N N N N N Four Lakes Re Ltd. 549300MG4RRU6DT7MN54 35087TAK4 3000000.00000000 PA USD 3063000.00000000 0.127952067657 Long DBT CORP BM Y 2 2029-01-08 Floating 9.60999840 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 1225000.00000000 PA USD 1264936.68000000 0.052840765152 Long DBT CORP US Y 2 2032-01-25 Fixed 6.15000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AE3 450000.00000000 PA USD 464725.67000000 0.019413193068 Long DBT CORP US Y 2 2038-01-25 Fixed 6.40000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AH6 4834000.00000000 PA USD 4941494.53000000 0.206423259038 Long DBT CORP US Y 2 2036-01-25 Fixed 6.10000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AK9 2470000.00000000 PA USD 2530713.54000000 0.105716627519 Long DBT CORP US Y 2 2039-01-25 Fixed 6.30000000 N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAB7 700000.00000000 PA USD 711831.89000000 0.029735671612 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 7.36607880 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAB5 815000.00000000 PA USD 834719.41000000 0.034869106896 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 7.61608080 N N N N N N FHLMC N/A 35563PAT6 1091590.49000000 PA USD 1061368.28000000 0.044337011417 Long ABS-MBS CORP US Y 2 2056-01-25 Variable 3.99999960 N N N N N N FHLMC N/A 35563PPH6 128701.93000000 PA USD 124973.69000000 0.005220581795 Long ABS-MBS CORP US Y 2 2059-08-25 Variable 4.25000160 N N N N N N FHLMC N/A 35563PRE1 419357.21000000 PA USD 405628.00000000 0.016944479693 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 4.25000160 N N N N N N FHLMC STACR Trust 5493005RUXPCBST1N217 35563XBE1 2050000.00000000 PA USD 2460963.50000000 0.102802927932 Long ABS-MBS CORP US Y 2 2048-10-25 Floating 14.73055920 N N N N N N STACR Trust 549300YG8OJES76WL398 35564ACC3 3630000.00000000 PA USD 4316287.80000000 0.180306218941 Long ABS-MBS CORP US Y 2 2047-02-25 Floating 14.23055880 N N N N N N FHLMC 5493000ISONLNOUKGB71 35564KLV9 1720000.00000000 PA USD 1743856.40000000 0.072846892614 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 11.11608000 N N N N N N FHLMC 5493000IRILHAKSCHN59 35564KP37 867799.46000000 PA USD 876693.62000000 0.036622514326 Long ABS-MBS CORP US Y 2 2043-03-25 Floating 5.71673880 N N N N N N FHLMC 5493000ISBDRXIMCHZ70 35564KQC6 180000.00000000 PA USD 181125.00000000 0.007566215558 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 6.11607960 N N N N N N FHLMC 529900MBUPRSJMB6GN48 35564NHA4 1240000.00000000 PA USD 1246972.40000000 0.052090335257 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 5.26608000 N N N N N N FHLMC 549300MHCI0CUXMJQS62 35564PAC2 3516000.00000000 PA USD 4141179.96000000 0.172991360896 Long ABS-MBS CORP US Y 2 2048-01-25 Floating 12.08055960 N N N N N N FHLMC STACR Trust 549300KB1O80CETXGJ21 35564TBE9 720000.00000000 PA USD 787407.26000000 0.032892715313 Long ABS-MBS CORP US Y 2 2049-07-25 Floating 11.88056160 N N N N N N FHLMC 529900ZVQVVVNGMGDO97 35564UBQ9 3372125.00000000 PA USD 3372005.96000000 0.140860311699 Long ABS-MBS CORP US Y 2 2045-10-25 Floating 4.51608120 N N N N N N FHLMC 529900ZVQVVVNGMGDO97 35564UBR7 7548421.82000000 PA USD 7565198.94000000 0.316024435722 Long ABS-MBS CORP US Y 2 2045-10-25 Floating 4.71607920 N N N N N N FHLMC 5299002728NGTS7IC376 35564UEZ6 7649750.00000000 PA USD 7673025.89000000 0.320528739085 Long ABS-MBS CORP US Y 2 2046-05-25 Floating 4.61607840 N N N N N N FHLMC 5493009ZFZYH4FRCW638 35565EAE2 4089000.00000000 PA USD 4496011.29000000 0.187813888595 Long ABS-MBS CORP US Y 2 2047-09-25 Floating 8.53056000 N N N N N N FHLMC 549300K0XW5MBR2WNZ55 35565GAE7 1280000.00000000 PA USD 1416204.80000000 0.059159755921 Long ABS-MBS CORP US Y 2 2047-11-25 Floating 8.73056160 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes 5493000IT2BRJ2Q9YQ96 35565TBE8 630000.00000000 PA USD 763941.65000000 0.031912475901 Long ABS-MBS CORP US Y 2 2050-11-25 Floating 11.01607920 N N N N N N FHLMC STACR REMIC Trust 5493000ITBQFEOXM0S98 35566CBE4 790000.00000000 PA USD 906739.49000000 0.037877633879 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 9.26607960 N N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35640GAA4 1775000.00000000 PA USD 1761110.11000000 0.073567639552 Long DBT CORP US Y 2 2032-02-01 Fixed 8.00000000 N N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAA6 1395000.00000000 PA USD 1433658.56000000 0.059888859636 Long DBT CORP US Y 2 2029-02-01 Fixed 9.25000000 N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAB4 5180000.00000000 PA USD 5310204.48000000 0.221825544532 Long DBT CORP US Y 2 2031-05-15 Fixed 9.12500000 N N N N N Freedom Mortgage Holdings LLC 254900ROJ91RGM43S156 35641AAC2 2474000.00000000 PA USD 2484883.13000000 0.103802133324 Long DBT CORP US Y 2 2032-04-01 Fixed 8.37500000 N N N N N GCAT Trust N/A 36168AAB5 530000.00000000 PA USD 483112.65000000 0.020181280600 Long ABS-MBS CORP US Y 2 2065-04-25 Variable 3.27600000 N N N N N N GCAT Trust N/A 36169HAE3 595000.00000000 PA USD 599702.17000000 0.025051626715 Long ABS-MBS CORP US Y 2 2059-01-25 Variable 7.88789520 N N N N N N GS Mortgage Securities Trust N/A 36251XAA5 1340000.00000000 PA USD 1213434.19000000 0.050689328624 Long ABS-MBS CORP US Y 2 2049-11-10 Variable 3.23300160 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263DAE7 2360000.00000000 PA USD 2355715.18000000 0.098406342831 Long ABS-O CORP US Y 2 2028-10-16 Fixed 4.43000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36271KAN1 2100000.00000000 PA USD 2133905.55000000 0.089140590045 Long ABS-O CORP US Y 2 2032-03-15 Fixed 7.19000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36273HAN6 2530000.00000000 PA USD 2558796.21000000 0.106889737442 Long ABS-O CORP US Y 2 2032-12-15 Fixed 7.17000000 N N N N N N Galileo Re Ltd. 549300MXI75DHMS7JH38 36354TAN2 1500000.00000000 PA USD 1542450.00000000 0.064433453071 Long DBT CORP BM Y 2 2028-01-07 Floating 10.58500080 N N N N N N Galileo Re Ltd. 549300MXI75DHMS7JH38 36354TAQ5 1500000.00000000 PA USD 1498650.00000000 0.062603776100 Long DBT CORP BM Y 2 2030-01-08 Floating 6.86000160 N N N N N N Galileo Re Ltd. 549300MXI75DHMS7JH38 36354TAR3 1500000.00000000 PA USD 1464450.00000000 0.061175124218 Long DBT CORP BM Y 2 2030-01-08 Floating 8.61000120 N N N N N N Gateway Re Ltd. 549300ZYFWQV9RCIN520 36779CAM8 500000.00000000 PA USD 503850.00000000 0.021047551188 Long DBT CORP BM Y 2 2028-07-07 Floating 7.85999880 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XED4 1365000.00000000 PA USD 1431516.87000000 0.059799393863 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEP7 1455000.00000000 PA USD 1496519.23000000 0.062514766493 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEY8 1300000.00000000 PA USD 1319525.74000000 0.055121138348 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFC5 6510000.00000000 PA USD 6575038.55000000 0.274662023311 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFL5 1880000.00000000 PA USD 1857053.98000000 0.077575545704 Long DBT CORP US N 2 2028-10-27 Fixed 4.20000000 N N N N N N Genesee Street Re Ltd. N/A 37173WAA0 500000.00000000 PA USD 501600.00000000 0.020953560932 Long DBT CORP BM Y 2 2028-04-07 Floating 6.98600160 N N N N N N Global Aircraft Leasing Co. Ltd. N/A 37960JAC2 2465000.00000000 PA USD 2504252.66000000 0.104611265355 Long DBT CORP KY Y 2 2027-09-01 Fixed 8.75000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37964VAG2 1453000.00000000 PA USD 1505776.88000000 0.062901490443 Long ABS-O CORP US Y 2 2031-05-15 Fixed 7.98000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAE5 2060000.00000000 PA USD 2109800.50000000 0.088133639020 Long ABS-O CORP US Y 2 2031-01-15 Fixed 6.43000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989AAJ3 2560000.00000000 PA USD 2575643.14000000 0.107593491776 Long ABS-O CORP US Y 2 2031-02-18 Fixed 5.21000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989AAL8 3050000.00000000 PA USD 3063167.16000000 0.127959050507 Long ABS-O CORP US Y 2 2031-02-18 Fixed 5.53000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAL6 920000.00000000 PA USD 923739.43000000 0.038587779969 Long ABS-O CORP US Y 2 2031-01-15 Fixed 5.59000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAN2 1510000.00000000 PA USD 1556375.27000000 0.065015159597 Long ABS-O CORP US Y 2 2032-06-15 Fixed 7.73000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAV2 17500000.00000000 PA USD 17465584.68000000 0.729597673085 Long DBT CORP US N 2 2032-07-21 Variable 5.24000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAJ9 11695000.00000000 PA USD 11663859.84000000 0.487239628926 Long DBT CORP US N 2 2029-06-03 Variable 4.65600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YA75 22447.19000000 PA USD 1356.43000000 0.000056662756 Long ABS-MBS USGA US N 2 2041-06-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHA9 71890.33000000 PA USD 10972.42000000 0.000458355803 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TS68 15770.40040000 PA USD 372.22000000 0.000015548912 Long ABS-MBS USGA US N 2 2040-03-16 Floating 2.78035920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379T5H8 61293.79000000 PA USD 5517.24000000 0.000230474131 Long ABS-MBS USGA US N 2 2046-02-20 Floating 2.31590880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379TQP7 78476.00000000 PA USD 7169.67000000 0.000299501828 Long ABS-MBS USGA US N 2 2046-01-20 Floating 2.36590920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379VDM3 75084.19000000 PA USD 7316.56000000 0.000305637930 Long ABS-MBS USGA US N 2 2046-02-20 Floating 2.31590880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XTJ9 80537.65000000 PA USD 7608.83000000 0.000317847055 Long ABS-MBS USGA US N 2 2046-07-20 Floating 2.31590880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YNN4 43979.31000000 PA USD 8935.02000000 0.000373246582 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YXW3 85325.37000000 PA USD 15329.86000000 0.000640381091 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380AUM7 90897.60420000 PA USD 8773.94000000 0.000366517716 Long ABS-MBS USGA US N 2 2046-09-20 Floating 2.31590880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380BHW8 46945.32240000 PA USD 7889.22000000 0.000329559912 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381N7D4 7197825.02000000 PA USD 1576996.68000000 0.065876586972 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382BHB2 292278.20000000 PA USD 46066.43000000 0.001924353564 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382BKH5 858746.19000000 PA USD 139928.31000000 0.005845287818 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382DL31 8783059.00000000 PA USD 1581601.44000000 0.066068943669 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LZ87 3796935.95000000 PA USD 441247.24000000 0.018432418121 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PZN5 1364653.51000000 PA USD 173046.39000000 0.007228744172 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TD68 1110637.68400000 PA USD 172776.24000000 0.007217459076 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UTX9 2794856.52970000 PA USD 467755.29000000 0.019539750738 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382VGL7 4526937.79000000 PA USD 751417.35000000 0.031389292721 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382W2B2 7733146.84000000 PA USD 908326.92000000 0.037943946302 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WZF7 2045611.70000000 PA USD 319382.79000000 0.013341719998 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XYK5 7756629.49200000 PA USD 744664.36000000 0.031107197052 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BZU9 26911858.24220000 PA USD 2702795.60000000 0.112905088304 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CAC4 932292.14000000 PA USD 170564.25000000 0.007125056629 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FLE1 1841715.50000000 PA USD 220772.88000000 0.009222444165 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FMR1 1457373.07000000 PA USD 184508.82000000 0.007707569383 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FMY6 1267589.59000000 PA USD 119326.32000000 0.004984671684 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384AEX7 6052354.14000000 PA USD 1209587.79000000 0.050528651238 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384D8H3 5053286.85680000 PA USD 559028.95000000 0.023352566122 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JW83 6946506.81670000 PA USD 662996.14000000 0.027695634006 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385AKF8 8011021.55380000 PA USD 782720.07000000 0.032696915231 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Greystone CRE Notes LLC N/A 39810MAG4 2877000.00000000 PA USD 2917407.47000000 0.121870165846 Long ABS-CBDO CORP KY Y 2 2043-01-15 Floating 6.56463960 N N N N N N Grupo Aeromexico SAB de CV 529900BECKHBL62WD126 40054JAC3 1275000.00000000 PA USD 1283262.00000000 0.053606276933 Long DBT CORP MX Y 2 2029-11-15 Fixed 8.25000000 N N N N N N Grupo Aeromexico SAB de CV 529900BECKHBL62WD126 40054JAD1 16796000.00000000 PA USD 16921970.00000000 0.706889014151 Long DBT CORP MX Y 2 2031-11-15 Fixed 8.62500000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 40055CAB9 11635000.00000000 PA USD 12885745.40000000 0.538282000406 Long DBT CORP CO Y 2 2035-05-12 Fixed 9.00000000 N N N N N Hilton Commercial Mortgage Trust N/A 403956AG0 540000.00000000 PA USD 540168.75000000 0.022564710560 Long ABS-MBS CORP US Y 2 2037-05-15 Floating 6.86523960 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EV7 4985000.00000000 PA USD 5033439.25000000 0.210264106910 Long DBT CORP GB N 2 2031-08-27 Variable 6.95000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FB0 3040000.00000000 PA USD 3004203.70000000 0.125495943545 Long DBT CORP GB N 2 2036-09-10 Variable 5.74100000 N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FJ3 2965000.00000000 PA USD 3005908.11000000 0.125567142626 Long DBT CORP GB N 2 2035-09-24 Variable 7.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FM6 6270000.00000000 PA USD 6067138.66000000 0.253445294258 Long DBT CORP GB N 2 2037-03-10 Variable 5.27900000 N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280FP9 5000000.00000000 PA USD 4957912.60000000 0.207109098412 Long DBT CORP GB N 2 2030-05-12 Variable 4.71100000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AG0 2880000.00000000 PA USD 2906840.74000000 0.121428757112 Long ABS-MBS CORP US Y 2 2039-05-10 Variable 8.19768960 N N N N N N Handshake Re Ltd. N/A 410290AA8 1750000.00000000 PA USD 1720600.00000000 0.071875392625 Long DBT CORP BM Y 2 2030-01-08 Floating 8.11000080 N N N N N N Harvest Midstream I LP 549300DW5M17KJOXCY66 417558AD5 1459000.00000000 PA USD 1464808.28000000 0.061190090809 Long DBT CORP US Y 2 2034-05-15 Fixed 6.75000000 N N N N N N Harvest SBA Loan Trust N/A 41756NAA7 1237692.22000000 PA USD 1253403.98000000 0.052359004522 Long ABS-O CORP US Y 2 2051-12-25 Floating 6.00000120 N N N N N N Herbie Re Ltd. N/A 42703VAG8 500000.00000000 PA USD 495100.00000000 0.020682033528 Long DBT CORP BM Y 2 2028-01-07 Floating 10.50999840 N N N N N N Herbie Re Ltd. N/A 42703VAH6 250000.00000000 PA USD 246550.00000000 0.010299243317 Long DBT CORP BM Y 2 2028-01-08 Floating 13.51000080 N N N N N N Herbie Re Ltd. N/A 42703VAJ2 500000.00000000 PA USD 502350.00000000 0.020984891017 Long DBT CORP BM Y 2 2029-01-08 Floating 10.86000120 N N N N N N Herbie Re Ltd. N/A 42703VAN3 1000000.00000000 PA USD 1005100.00000000 0.041986491414 Long DBT CORP BM Y 2 2030-01-07 Floating 7.80999840 N N N N N N High Point Re Ltd. N/A 429932AA4 250000.00000000 PA USD 250000.00000000 0.010443361708 Long DBT CORP BM Y 2 2027-01-06 Floating 9.23000040 N N N N N N Highmark, Inc. 549300B6868ZXXEB2Y57 431116AF9 3110000.00000000 PA USD 3052587.01000000 0.127517081173 Long DBT CORP US Y 2 2036-05-15 Fixed 5.75000000 N N N N N Hilcorp Energy I LP N/A 431318BE3 3145000.00000000 PA USD 3080397.93000000 0.128678839161 Long DBT CORP US Y 2 2034-05-15 Fixed 6.87500000 N N N N N Hilcorp Energy I LP N/A 431318BG8 4895000.00000000 PA USD 4855015.19000000 0.202810718926 Long DBT CORP US Y 2 2035-02-15 Fixed 7.25000000 N N N N N N Home Re Ltd. N/A 436956AC0 2150000.00000000 PA USD 2162938.27000000 0.090353386830 Long ABS-MBS CORP US Y 2 2036-01-25 Floating 6.21608040 N N N N N N Home Re Ltd. N/A 436956AD8 1310000.00000000 PA USD 1321957.81000000 0.055222734295 Long ABS-MBS CORP US Y 2 2036-01-25 Floating 6.81608160 N N N N N N Home Re Ltd. N/A 436956AE6 710000.00000000 PA USD 722233.16000000 0.030170168512 Long ABS-MBS CORP US Y 2 2036-01-25 Floating 7.81607880 N N N N N N Home RE Ltd. N/A 43731BAB7 253409.30000000 PA USD 257805.52000000 0.010769425183 Long ABS-MBS CORP BM Y 2 2033-10-25 Floating 8.21607840 N N N N N N Home Partners of America Trust N/A 43731QAL2 778186.69000000 PA USD 752491.28000000 0.031434154479 Long ABS-O CORP US Y 2 2039-09-17 Fixed 4.10100000 N N N N N N Homeward Opportunities Fund Trust N/A 43789GAE1 8130000.00000000 PA USD 8129834.96000000 0.339611228485 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 8.16400080 N N N N N N Hundred Acre Wood Trust N/A 44590HBJ4 12687563.83000000 PA USD 169538.84000000 0.007082221719 Long ABS-MBS CORP US Y 2 2051-07-25 Variable 0.23831280 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAD1 144840.72000000 PA USD 146962.69000000 0.006139138117 Long ABS-O CORP US Y 2 2032-05-20 Floating 8.87139000 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 3885000.00000000 PA USD 3777298.79000000 0.157790790186 Long DBT CORP US Y 2 2042-11-15 Fixed 6.19200000 N N N N N Hybar LLC 636700GY538OO3EGRW14 44861JAA2 860000.00000000 PA USD 863228.44000000 0.036060027345 Long DBT CORP US Y 2 2034-07-01 Fixed 7.37500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACH8 515000.00000000 PA USD 522099.19000000 0.021809882756 Long DBT CORP US Y 2 2028-06-26 Fixed 5.68000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACP0 995000.00000000 PA USD 1030364.63000000 0.043041882092 Long DBT CORP US Y 2 2030-09-21 Fixed 6.20000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACR6 695000.00000000 PA USD 718244.69000000 0.030003556372 Long DBT CORP US Y 2 2029-01-16 Fixed 6.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACY1 2500000.00000000 PA USD 2521124.10000000 0.105316043557 Long DBT CORP US Y 2 2029-03-19 Fixed 5.35000000 N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADM6 4780000.00000000 PA USD 4811264.02000000 0.200983081752 Long DBT CORP US Y 2 2030-01-08 Fixed 5.30000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADX2 3260000.00000000 PA USD 3271951.78000000 0.136680703731 Long DBT CORP US Y 2 2032-06-23 Fixed 5.40000000 N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AEA1 2855000.00000000 PA USD 2779902.85000000 0.116126123913 Long DBT CORP US Y 2 2030-09-18 Fixed 4.50000000 N N N N N N Hypatia Ltd. 98450041F85DB4C2C372 44914CAE6 1000000.00000000 PA USD 1001200.00000000 0.041823574971 Long DBT CORP BM Y 2 2029-05-14 Floating 8.57999880 N N N N N N Imperial Fund Mortgage Trust N/A 45290BAE9 2270000.00000000 PA USD 2262707.17000000 0.094521077670 Long ABS-MBS CORP US Y 2 2068-02-25 Variable 8.05763160 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780EJ1 5890000.00000000 PA USD 5879007.61000000 0.245586411843 Long DBT NUSS ID N 2 2036-05-29 Fixed 5.69000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AZ6 1960000.00000000 PA USD 1752997.54000000 0.073228749540 Long DBT CORP NL N 2 2031-05-16 Variable 4.25000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BT9 5840000.00000000 PA USD 5951999.52000000 0.248635535515 Long DBT CORP NL N 2 2032-11-16 Variable 7.00000000 N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CS7 3655000.00000000 PA USD 3528778.27000000 0.147409231457 Long DBT CORP US N 2 2036-05-15 Fixed 5.30000000 N N N N N N Integrity RE III Ltd. 254900VWHVNG2WMBWC74 45870GAB2 500000.00000000 PA USD 515500.00000000 0.021534211843 Long DBT CORP BM Y 2 2028-06-06 Floating 11.67000120 N N N N N N Integrity RE III Ltd. 254900VWHVNG2WMBWC74 45870GAD8 500000.00000000 PA USD 513650.00000000 0.021456930967 Long DBT CORP BM Y 2 2028-06-06 Floating 13.58200080 N N N N N N ION Platform Finance US, Inc. N/A 46206AAF9 3905000.00000000 PA USD 3639921.57000000 0.152052070190 Long DBT CORP US Y 2 2029-08-01 Fixed 9.00000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AT2 1010000.00000000 PA USD 1017019.31000000 0.042484402077 Long DBT CORP US Y 2 2034-05-09 Fixed 5.65000000 N N N N N J.P. Morgan Mortgage Trust N/A 46592TBS1 22171006.60000000 PA USD 131400.90000000 0.005489068510 Long ABS-MBS CORP US Y 2 2051-12-25 Variable 0.11939040 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46593JAG9 260000.00000000 PA USD 258201.61000000 0.010785971228 Long ABS-MBS CORP US Y 2 2039-10-05 Variable 5.79714840 N N N N N N J.P. Morgan Mortgage Trust N/A 46654ABS7 24927153.00600000 PA USD 149889.46000000 0.006261399388 Long ABS-MBS CORP US Y 2 2051-12-25 Variable 0.10692360 N N N N N N J.P. Morgan Mortgage Trust N/A 46660BAA7 4425550.01000000 PA USD 4374706.19000000 0.182746556450 Long ABS-O CORP US Y 2 2056-06-25 Variable 4.90899960 N N N N N N J.P. Morgan Mortgage Trust N/A 46660BAG4 6592000.00000000 PA USD 6490970.35000000 0.271150204828 Long ABS-O CORP US Y 2 2056-06-25 Variable 6.47899920 N N N N N N J.P. Morgan Mortgage Trust ACES 529900YPO46YLJDFF157 46664MBS9 8750000.00000000 PA USD 8605791.25000000 0.359493563261 Long ABS-O CORP US Y 2 2066-04-25 Variable 6.50300040 N N N N N N Jane Street Group N/A 47077WAE8 5477000.00000000 PA USD 5581714.76000000 0.233167464779 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WEJ4 7023000.00000000 PA USD 7086529.71000000 0.296028772090 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WLL1 3640000.00000000 PA USD 3444504.55000000 0.143888827694 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B523 197443.00000000 NS USD 3397994.03000000 0.141945922960 Long EP CORP US N 1 N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAT8 4340000.00000000 PA USD 4296159.71000000 0.179465399243 Long DBT CORP US N 2 2041-07-23 Variable 5.80300000 N N N N N N KSL Commercial Mortgage Trust N/A 48269AAA0 2720000.00000000 PA USD 2725097.01000000 0.113836695069 Long ABS-MBS CORP US Y 2 2043-06-15 Floating 5.17637160 N N N N N N KSL Commercial Mortgage Trust N/A 48269AAG7 6000000.00000000 PA USD 6014814.00000000 0.251259512856 Long ABS-MBS CORP US Y 2 2043-06-15 Floating 6.42637080 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267868 66138.00000000 NS USD 1427919.42000000 0.059649115977 Long EP CORP US N 1 N N N Kilimanjaro II Re Ltd. N/A 49407QAG3 1000000.00000000 PA USD 1036700.00000000 0.043306532334 Long DBT CORP BM Y 2 2028-06-30 Floating 9.86000040 N N N N N N Kilimanjaro II Re Ltd. N/A 49407QAH1 500000.00000000 PA USD 520800.00000000 0.021755611112 Long DBT CORP BM Y 2 2028-06-30 Floating 10.86000120 N N N N N N Kilimanjaro II Re Ltd. N/A 49407QAL2 1000000.00000000 PA USD 1014000.00000000 0.042358275091 Long DBT CORP BM Y 2 2029-07-09 Floating 7.58430000 N N N N N N Kilimanjaro II Re Ltd. N/A 49407QAM0 1000000.00000000 PA USD 1016100.00000000 0.042445999329 Long DBT CORP BM Y 2 2029-07-09 Floating 10.08429840 N N N N N N Kilimanjaro II Re Ltd. N/A 49407QAQ1 1250000.00000000 PA USD 1275875.00000000 0.053297696481 Long DBT CORP BM Y 2 2030-07-08 Floating 7.58199960 N N N N N N Kilimanjaro II Re Ltd. N/A 49407QAR9 1250000.00000000 PA USD 1263250.00000000 0.052770306715 Long DBT CORP BM Y 2 2030-07-08 Floating 10.08429840 N N N N N N Kinetic Advantage Master Owner Trust N/A 49462DAE9 4280000.00000000 PA USD 4310374.30000000 0.180059191663 Long ABS-O CORP US Y 2 2029-10-15 Floating 5.82539040 N N N N N N Kuwait International Government Bond 549300FSC1YD0D9XX589 501499AF4 9030000.00000000 PA USD 8476616.68000000 0.354097496229 Long DBT NUSS KW Y 2 2035-10-09 Fixed 4.65200000 N N N N N N LHOME Mortgage Trust N/A 50205PAC6 3930000.00000000 PA USD 3940401.14000000 0.164604137533 Long ABS-MBS CORP US Y 2 2039-07-25 Variable 7.79199840 N N N N N N LMNT CRE LLC N/A 50208TAC5 3750000.00000000 PA USD 3761276.25000000 0.157121473464 Long ABS-CBDO CORP US Y 2 2043-07-21 Floating 5.56773840 N N N N N N Lending Funding Trust N/A 51507KAD8 3435000.00000000 PA USD 3420827.19000000 0.142899742755 Long ABS-O CORP US Y 2 2031-04-21 Fixed 6.77000000 N N N N N N Liberty Mutual Insurance Co. CNC20I6IOMGF7KY49D67 53079QAD9 420000.00000000 PA USD 452898.03000000 0.018919111778 Long DBT CORP US Y 2 2097-10-15 Fixed 7.69700000 N N N N N N Liberty Utilities Co. 549300UN1FEYPC5BKW09 531542AD0 8255000.00000000 PA USD 8012840.15000000 0.334723952009 Long DBT CORP US Y 2 2036-05-15 Fixed 5.65000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187CA5 2895000.00000000 PA USD 2861602.12000000 0.119538984024 Long DBT CORP US N 2 2056-07-15 Variable 6.80000000 N N N N N N LoanCore Issuer LLC N/A 538912AA4 4810000.00000000 PA USD 4825422.78000000 0.201574541960 Long ABS-CBDO CORP US Y 2 2042-08-18 Floating 5.11961040 N N N N N N Locke Tavern Re Ltd. N/A 539694AB5 500000.00000000 PA USD 496350.00000000 0.020734250336 Long DBT CORP BM Y 2 2029-04-09 Floating 6.86000160 N N N N N N London Bridge 2 Pcc Ltd. 549300TUFAUPZXE4UR14 54180BAA2 500000.00000000 PA USD 499750.00000000 0.020876280056 Long DBT CORP GB Y 2 2029-04-30 Floating 11.25540360 N N N N N N Lapis London Bridge 2 PCC Ltd. N/A 54180CAA0 250000.00000000 PA USD 253000.00000000 0.010568682049 Long DBT CORP GB Y 2 2029-01-09 Floating 11.25540360 N N N N N N Fuchsia - London Bridge 2 PCC Ltd. N/A 54180EAA6 1000000.00000000 PA USD 989200.00000000 0.041322293609 Long DBT CORP BM Y 2 2029-04-06 Floating 6.85000080 N N N N N N Fuchsia - London Bridge 2 PCC Ltd. N/A 541917AA8 500000.00000000 PA USD 505900.00000000 0.021133186754 Long DBT CORP BM Y 2 2028-04-06 Floating 8.74000080 N N N N N N Long Point Re IV Ltd. 254900AFEMV23AH77Q24 54279PAB1 1000000.00000000 PA USD 998000.00000000 0.041689899942 Long DBT CORP BM Y 2 2030-06-03 Floating 7.25540040 N N N N N N MF1 Ltd. N/A 55284AAA6 1481463.35000000 PA USD 1482792.22000000 0.061941341970 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 4.86408960 N N N N N N MF1 Ltd. N/A 55284JAA7 860665.42000000 PA USD 861469.97000000 0.035986569992 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.01774120 N N N N N N MF1 N/A 55287EAA5 5150000.00000000 PA USD 5158020.10000000 0.215468278425 Long ABS-CBDO CORP KY Y 2 2039-11-18 Floating 5.21061120 N N N N N N MF1 LLC N/A 55287KAG8 1340000.00000000 PA USD 1342449.65000000 0.056078749083 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 6.51029040 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 8380000.00000000 PA USD 8213672.17000000 0.343113397719 Long DBT CORP US N 2 2035-09-15 Fixed 5.40000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 556079AG6 6105000.00000000 PA USD 5971859.23000000 0.249465144055 Long DBT CORP AU Y 2 2036-08-13 Variable 5.64200000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 556079AH4 7470000.00000000 PA USD 7307072.05000000 0.305241585805 Long DBT CORP AU Y 2 2037-06-10 Variable 5.81900000 N N N N N N Magnolia Oil & Gas Operating LLC N/A 559665AC8 2780000.00000000 PA USD 2780938.42000000 0.116169383241 Long DBT CORP US Y 2 2034-08-15 Fixed 6.62500000 N N N N N N Matterhorn Re Ltd. 549300QRZ77PO1BYWT39 577092AZ2 250000.00000000 PA USD 250100.00000000 0.010447539053 Long DBT CORP BM Y 2 2028-09-22 Floating 6.10999920 N N N N N N Matterhorn Re Ltd. 549300QRZ77PO1BYWT39 577092BB4 300000.00000000 PA USD 298290.00000000 0.012460601456 Long DBT CORP BM Y 2 2029-02-16 Floating 11.36000160 N N N N N N Matterhorn Re Ltd. 549300QRZ77PO1BYWT39 577092BC2 1000000.00000000 PA USD 991300.00000000 0.041410017848 Long DBT CORP BM Y 2 2029-02-16 Floating 15.31000080 N N N N N N Matterhorn Re Ltd. 549300QRZ77PO1BYWT39 577092BE8 750000.00000000 PA USD 750075.00000000 0.031333218135 Long DBT CORP BM Y 2 2027-12-07 Floating 9.11000160 N N N N N N Matterhorn Re Ltd. 549300QRZ77PO1BYWT39 577092BF5 750000.00000000 PA USD 704925.00000000 0.029447147010 Long DBT CORP BM Y 2 2026-12-07 Floating 3.61000080 N N N N N N Mayflower Re Ltd. N/A 57839MAD0 750000.00000000 PA USD 760650.00000000 0.031774972335 Long DBT CORP BM Y 2 2028-07-07 Floating 7.08000120 N N N N N N MF1 N/A 58003MAA4 1800000.00000000 PA USD 1804498.56000000 0.075380124661 Long ABS-CBDO CORP KY Y 2 2041-08-18 Floating 5.35761000 N N N N N N MFA Trust 254900MMVXALAH2X8D73 58004JAE2 1664000.00000000 PA USD 1667335.65000000 0.069650357132 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 6.78300120 N N N N N N MFA Trust 254900MMVXALAH2X8D73 58004JAF9 2378000.00000000 PA USD 2399648.60000000 0.100241593216 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 7.29000000 N N N N N N MCR Mortgage Trust N/A 582923AD0 2600000.00000000 PA USD 2601654.38000000 0.108680070927 Long ABS-MBS CORP US Y 2 2039-06-12 Fixed 7.40200000 N N N N N N MCR Mortgage Trust N/A 582923AF5 1960000.00000000 PA USD 1968390.17000000 0.082226442118 Long ABS-MBS CORP US Y 2 2039-06-12 Fixed 10.38200000 N N N N N N Meadows Ltd. 254900W9CHL6SO5U0P81 58320RAA9 250000.00000000 PA USD 253800.00000000 0.010602100806 Long DBT CORP BM Y 2 2029-12-07 Floating 15.83200080 N N N N N N Meadows Ltd. 254900W9CHL6SO5U0P81 58320RAB7 750000.00000000 PA USD 723000.00000000 0.030202202062 Long DBT CORP BM Y 2 2029-12-07 Floating 15.08429880 N N N N N N Meiji Yasuda Life Insurance Co. 549300SLU4LP6YMRLK07 585270AE1 17525000.00000000 PA USD 17470115.21000000 0.729786928939 Long DBT CORP JP Y 2 2055-06-11 Variable 6.10000000 N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AQ8 1000000.00000000 PA USD 990844.30000000 0.041390981688 Long ABS-O CORP US Y 2 2039-01-20 Fixed 8.48000000 N N N N N N Merna Re Enterprise Ltd. N/A 59011XAA8 1000000.00000000 PA USD 1039200.00000000 0.043410965951 Long DBT CORP BM Y 2 2029-07-09 Floating 10.00540080 N N N N N N Merna Re Enterprise Ltd. N/A 59011XAB6 500000.00000000 PA USD 516150.00000000 0.021561364584 Long DBT CORP BM Y 2 2029-07-09 Floating 13.00540320 N N N N N N Merna Re Companywide Ltd. N/A 59013FAA5 500000.00000000 PA USD 512700.00000000 0.021417246192 Long DBT CORP BM Y 2 2028-07-07 Floating 10.60999920 N N N N N N Merna Re Enterprise Ltd. N/A 59013HAA1 500000.00000000 PA USD 532450.00000000 0.022242271767 Long DBT CORP BM Y 2 2028-07-07 Floating 11.36000160 N N N N N N Merna Reinsurance II Ltd. 549300478X5RX87PYX60 59013MAK8 250000.00000000 PA USD 258000.00000000 0.010777549283 Long DBT CORP BM Y 2 2027-07-07 Floating 11.05499880 N N N N N N Merna Reinsurance II Ltd. 549300478X5RX87PYX60 59013MAL6 250000.00000000 PA USD 256325.00000000 0.010707578760 Long DBT CORP BM Y 2 2027-07-07 Floating 12.33429840 N N N N N N Merna Reinsurance II Ltd. 549300478X5RX87PYX60 59013MAM4 500000.00000000 PA USD 519500.00000000 0.021701305631 Long DBT CORP BM Y 2 2027-07-07 Floating 12.07429920 N N N N N N Merna Reinsurance II Ltd. 549300478X5RX87PYX60 59013MAP7 500000.00000000 PA USD 527200.00000000 0.022022961171 Long DBT CORP BM Y 2 2028-07-07 Floating 12.35999880 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCR7 4360000.00000000 PA USD 4250682.59000000 0.177565663189 Long DBT CORP US N 2 2056-03-15 Variable 5.85000000 N N N N N Minerva Luxembourg SA 222100NM3G3RCPGZ2Z17 603374AF6 1925000.00000000 PA USD 1685387.94000000 0.070404463509 Long DBT CORP LU Y 2 2031-03-18 Fixed 4.37500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822EC4 5090000.00000000 PA USD 5081663.60000000 0.212278604231 Long DBT CORP JP N 2 2032-07-23 Variable 5.19000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDW6 28490000.00000000 PA USD 27740823.83000000 1.158829829442 Long DBT CORP JP N 2 2037-07-13 Variable 5.33700000 N N N N N N Mobility Global, Inc. 2549005RG02MFEFPS959 60744MAB2 2320000.00000000 PA USD 2320198.92000000 0.096922706233 Long DBT CORP US Y 2 2031-06-15 Fixed 5.45000000 N N N N N N Mona Lisa Re Ltd. 549300R6SO6XBFDC7M25 608800AL2 2250000.00000000 PA USD 2280825.00000000 0.095277921879 Long DBT CORP BM Y 2 2031-01-08 Floating 9.11000160 N N N N N N Mona Lisa Re Ltd. 549300R6SO6XBFDC7M25 608800AM0 2000000.00000000 PA USD 2011400.00000000 0.084023110965 Long DBT CORP BM Y 2 2030-01-08 Floating 15.60999960 N N N N N N Montoya Re Ltd. N/A 613752AD6 500000.00000000 PA USD 495550.00000000 0.020700831579 Long DBT CORP BM Y 2 2028-04-07 Floating 8.73000000 N N N N N N Montoya Re Ltd. N/A 613752AF1 2250000.00000000 PA USD 2271150.00000000 0.094873763781 Long DBT CORP BM Y 2 2030-04-09 Floating 8.85999960 N N N N N N MS GOVT US LEX 6N8SC06AK49F0N7KIX52 61747C707 2700000.00000000 PA USD 2700000.00000000 0.112788306456 Long STIV RF US N 2 N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YES0 1690000.00000000 PA USD 1661195.17000000 0.069393848117 Long DBT CORP US N 2 2037-04-20 Variable 5.29700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 740000.00000000 PA USD 750448.55000000 0.031348822606 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFM2 1110000.00000000 PA USD 1118196.12000000 0.046710906170 Long DBT CORP US N 2 2039-02-07 Variable 5.94200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAN2 6720000.00000000 PA USD 6370706.97000000 0.266126388917 Long DBT CORP US N 2 2036-10-22 Variable 4.89200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAV4 20000000.00000000 PA USD 19794436.80000000 0.826881853308 Long DBT CORP US N 2 2030-04-10 Variable 4.55500000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V861 273343.00000000 NS USD 4548427.52000000 0.190003495193 Long EP CORP US N 1 N N Morgan Stanley Capital I Trust N/A 61766CAV1 420000.00000000 PA USD 322350.00000000 0.013465670587 Long ABS-MBS CORP US Y 2 2049-03-15 Fixed 3.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775VAE6 3130000.00000000 PA USD 3130368.40000000 0.130766277933 Long ABS-MBS CORP US Y 2 2068-09-25 Variable 7.29826920 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775VAF3 3264000.00000000 PA USD 3261758.28000000 0.136254886100 Long ABS-MBS CORP US Y 2 2068-09-25 Variable 7.29826920 N N N N N N Morgan Stanley Private Bank NA 549300GS0W0TEUQS8571 61776NVG5 5000000.00000000 PA USD 4935432.00000000 0.206170006263 Long DBT CORP US N 2 2031-07-18 Variable 4.73400000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61778EUR0 3205000.00000000 PA USD 3191913.34000000 0.133337222212 Long DBT CORP US N 2 2030-05-10 Variable 4.78800000 N N N N N MPOWER Education Trust N/A 624930AC7 2240000.00000000 PA USD 2213848.45000000 0.092480080528 Long ABS-O CORP US Y 2 2042-07-21 Fixed 10.84000000 N N N N N N Multifamily Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 679742.57000000 PA USD 685772.70000000 0.028647089424 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 6.98055840 N N N N N N Mystic Re IV Ltd. N/A 62865LAF4 250000.00000000 PA USD 249600.00000000 0.010426652330 Long DBT CORP BM Y 2 2028-01-10 Floating 8.48430000 N N N N N N Mystic Re IV Ltd. N/A 62865LAJ6 500000.00000000 PA USD 495050.00000000 0.020679944856 Long DBT CORP BM Y 2 2029-01-08 Floating 6.83430120 N N N N N N Mystic Re IV Ltd. N/A 62865LAK3 750000.00000000 PA USD 743100.00000000 0.031041848343 Long DBT CORP BM Y 2 2029-01-08 Floating 10.48430160 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAG9 4285000.00000000 PA USD 4148354.26000000 0.173291056136 Long DBT CORP US Y 2 2036-08-15 Fixed 5.60000000 N N N N N N NMEF Funding LLC N/A 62919UAD5 1330000.00000000 PA USD 1347869.88000000 0.056305170773 Long ABS-O CORP US Y 2 2031-12-15 Fixed 6.33000000 N N N N N N NMEF Funding LLC N/A 62919UAE3 1570000.00000000 PA USD 1617373.18000000 0.067563252548 Long ABS-O CORP US Y 2 2031-12-15 Fixed 8.75000000 N N N N N N NMEF Funding LLC N/A 62919VAE1 4180000.00000000 PA USD 4277873.03000000 0.178701501588 Long ABS-O CORP US Y 2 2032-07-15 Fixed 8.07000000 N N N N N N NMEF Funding LLC N/A 62919WAF6 6690000.00000000 PA USD 6783122.79000000 0.283354419248 Long ABS-O CORP US Y 2 2033-01-18 Fixed 7.66000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DG4 11147000.00000000 PA USD 11003263.89000000 0.459644259128 Long DBT CORP US Y 2 2036-05-15 Fixed 6.12500000 N N N N N N Nakama Re Pte. Ltd. N/A 62984JAC2 750000.00000000 PA USD 753825.00000000 0.031489868560 Long DBT CORP SG Y 2 2029-04-04 Floating 6.10540200 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AP3 1355000.00000000 PA USD 1395152.46000000 0.058280327115 Long DBT CORP GB N 2 2034-06-01 Variable 6.47500000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AQ1 925000.00000000 PA USD 1006587.78000000 0.042048641113 Long DBT CORP GB N 2 2033-11-10 Variable 8.12500000 N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KEG1 3065000.00000000 PA USD 2995110.95000000 0.125116108037 Long DBT CORP US N 2 2056-10-01 Variable 6.20000000 N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KEH9 3060000.00000000 PA USD 2980368.61000000 0.124500269680 Long DBT CORP US N 2 2066-10-01 Variable 6.62500000 N N N N N N Nippon Life Insurance Co. 549300Y0HHMFW3EVWY08 654579AP6 9150000.00000000 PA USD 9415221.90000000 0.393306271486 Long DBT CORP JP Y 2 2055-04-30 Variable 6.50000000 N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBV0 1335000.00000000 PA USD 1354646.37000000 0.056588248118 Long DBT CORP JP N 2 2034-07-03 Fixed 5.78300000 N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HCM9 13045000.00000000 PA USD 12803862.00000000 0.534861448549 Long DBT CORP JP N 2 2036-07-14 Fixed 5.54500000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAQ2 1895000.00000000 PA USD 1889195.62000000 0.078918212794 Long DBT CORP FI Y 2 2033-11-10 Variable 6.75000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAD3 1840000.00000000 PA USD 1720400.00000000 0.071867037936 Long DBT CORP FI Y 2 2029-03-01 Variable 3.75000000 N N N N N N Norinchukin Bank (The) 5493007VSMFZCPV1NB83 656029AP0 2535000.00000000 PA USD 2483828.14000000 0.103758062755 Long DBT CORP JP Y 2 2030-09-09 Fixed 4.67400000 N N N N N Northshore Re II Ltd. N/A 666842AF6 1000000.00000000 PA USD 1009600.00000000 0.042174471925 Long DBT CORP BM Y 2 2028-04-07 Floating 8.61000120 N N N N N N Continental Finance Credit Card ABS Master Trust N/A 66981PAQ1 740000.00000000 PA USD 742400.78000000 0.031012639514 Long ABS-O CORP US Y 2 2032-12-15 Fixed 5.78000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AN6 7265000.00000000 PA USD 7251723.94000000 0.302929504475 Long DBT CORP US Y 2 2033-08-15 Fixed 6.37500000 N N N N N Oaktown Re VII Ltd. N/A 67389JAE8 1050000.00000000 PA USD 1056348.30000000 0.044127309550 Long ABS-MBS CORP BM Y 2 2034-04-25 Floating 8.01608040 N N N N N N Oceanside RE Ltd. 984500636DB8E52F9958 67550LAA4 250000.00000000 PA USD 253225.00000000 0.010578081074 Long DBT CORP BM Y 2 2028-05-15 Floating 9.69900120 N N N N N N Octane Receivables Trust N/A 67571BAD5 1500000.00000000 PA USD 1535476.20000000 0.064142133408 Long ABS-O CORP US Y 2 2030-03-20 Fixed 7.76000000 N N N N N N Octane Receivables Trust N/A 67578XAD0 1275000.00000000 PA USD 1288831.07000000 0.053838916182 Long ABS-O CORP US Y 2 2030-02-20 Fixed 7.70000000 N N N N N N Ocelot Re Ltd. N/A 675951AB3 750000.00000000 PA USD 772650.00000000 0.032276253697 Long DBT CORP BM Y 2 2029-02-26 Floating 8.11000080 N N N N N N Old National Bancorp 549300MMK90CL5KMVX16 68003DAA3 990000.00000000 PA USD 981797.39000000 0.041013061074 Long DBT CORP US N 2 2036-02-15 Variable 5.76800000 N N N N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919BW5 5552000.00000000 PA USD 5365886.24000000 0.224151563573 Long DBT CORP US N 2 2033-06-02 Fixed 5.00000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AL4 2250000.00000000 PA USD 2236485.83000000 0.093425721918 Long DBT CORP US N 2 2030-05-15 Fixed 6.12500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AM2 6835000.00000000 PA USD 6672671.48000000 0.278740487322 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N 1261229 BC Ltd. N/A 68288AAA5 12826000.00000000 PA USD 13111352.85000000 0.547706401224 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N 123 Lights Re Ltd. N/A 68302QAA2 250000.00000000 PA USD 265825.00000000 0.011104426505 Long DBT CORP BM Y 2 2028-09-14 Floating 14.58000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X204 60300.00000000 NS USD 2525364.00000000 0.105493158794 Long EP CORP US N 1 N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 5373000.00000000 PA USD 4269059.28000000 0.178333320871 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 11435000.00000000 PA USD 10082930.63000000 0.421198766621 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 2630000.00000000 PA USD 2314100.89000000 0.096667970501 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N PRPM N/A 69381FAF7 2610000.00000000 PA USD 2615566.87000000 0.109261243589 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 7.29939960 N N N N N N PRKCM Trust N/A 693984AE6 870000.00000000 PA USD 867146.40000000 0.036223694039 Long ABS-MBS CORP US Y 2 2058-09-25 Variable 7.77263760 N N N N N N Palm RE Ltd. 984500D3C66DA10DAP11 69664FAA6 250000.00000000 PA USD 256775.00000000 0.010726376811 Long DBT CORP BM Y 2 2027-06-07 Floating 13.39999920 N N N N N N Palm RE Ltd. 984500D3C66DA10DAP11 69664FAB4 500000.00000000 PA USD 524500.00000000 0.021910172865 Long DBT CORP BM Y 2 2028-06-07 Floating 11.32999920 N N N N N N Palm RE Ltd. 984500D3C66DA10DAP11 69664FAC2 1000000.00000000 PA USD 1030000.00000000 0.043026650240 Long DBT CORP BM Y 2 2029-06-07 Floating 8.61000120 N N N N N N PFP Ltd. N/A 716966AC0 4600000.00000000 PA USD 4614330.84000000 0.192756504027 Long ABS-CBDO CORP KY Y 2 2043-08-18 Floating 5.31960840 N N N N N N Pinnacle Financial Partners, Inc. N/A 72348NAA7 3040000.00000000 PA USD 3013902.48000000 0.125901095016 Long DBT CORP US N 2 2032-05-19 Variable 5.59600000 N N N N N N Prestige Auto Receivables Trust N/A 74113VAJ9 1020000.00000000 PA USD 1034624.15000000 0.043219816925 Long ABS-O CORP US Y 2 2029-08-15 Fixed 7.71000000 N N N N N N PRM Trust N/A 74277DAJ1 3430000.00000000 PA USD 3415943.17000000 0.142695720406 Long ABS-MBS CORP US Y 2 2033-07-05 Variable 6.58312920 N N N N N N PRM Trust N/A 74277DAL6 1820000.00000000 PA USD 1806028.04000000 0.075444016312 Long ABS-MBS CORP US Y 2 2033-07-05 Variable 7.05846960 N N N N N N Progress Residential Trust N/A 74333PAN7 840000.00000000 PA USD 792132.60000000 0.033090109052 Long ABS-O CORP US Y 2 2040-08-17 Fixed 3.83400000 N N N N N N Progress Residential Trust N/A 74333QAN5 390000.00000000 PA USD 374589.58000000 0.015647897905 Long ABS-O CORP US Y 2 2040-11-17 Fixed 4.05300000 N N N N N N Progress Residential Trust N/A 74333TAQ2 1020000.00000000 PA USD 1014082.47000000 0.042361720147 Long ABS-O CORP US Y 2 2038-10-17 Fixed 4.00500000 N N N N N N PRPM Trust N/A 74390KAC2 1240000.00000000 PA USD 1237517.64000000 0.051695377342 Long ABS-MBS CORP US Y 2 2068-08-25 Variable 6.81511320 N N N N N N PRPM Trust N/A 74391EAF8 3094000.00000000 PA USD 3111045.46000000 0.129959092126 Long ABS-MBS CORP US Y 2 2069-11-25 Variable 7.78200120 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BQ4 3705000.00000000 PA USD 3670201.90000000 0.153316983946 Long DBT CORP US N 2 2056-06-15 Variable 6.25000000 N N N N N N Purple Re Ltd. N/A 74639NAC7 250000.00000000 PA USD 257375.00000000 0.010751440879 Long DBT CORP BM Y 2 2027-06-07 Floating 12.48999840 N N N N N N Purple Re Ltd. N/A 74639NAD5 250000.00000000 PA USD 260375.00000000 0.010876761219 Long DBT CORP BM Y 2 2028-06-07 Floating 10.85000040 N N N N N N RCKTL N/A 74939HAD5 4849000.00000000 PA USD 4751838.16000000 0.198500658748 Long ABS-O CORP US Y 2 2034-11-27 Fixed 5.25000000 N N N N N N Radnor Re Ltd. N/A 75049AAB8 325235.27000000 PA USD 325825.47000000 0.013610852948 Long ABS-MBS CORP US Y 2 2034-09-25 Floating 6.51607920 N N N N N N Radnor RE Ltd. 254900P3K895250PCC81 75050KAB2 315785.45000000 PA USD 321736.65000000 0.013440048843 Long ABS-MBS CORP BM Y 2 2033-07-25 Floating 7.96608000 N N N N N N Ramble RE Ltd. 254900X8K5BTBY971F92 751443AA0 500000.00000000 PA USD 498950.00000000 0.020842861298 Long DBT CORP BM Y 2 2027-03-05 Floating 10.09000080 N N N N N N Ramble RE Ltd. 254900X8K5BTBY971F92 751443AB8 1000000.00000000 PA USD 1008000.00000000 0.042107634410 Long DBT CORP BM Y 2 2029-06-29 Floating 8.61000120 N N N N N N Regions Bank EQTWLK1G7ODGC2MGLV11 759187JX6 11885000.00000000 PA USD 11862706.83000000 0.495546153091 Long DBT CORP US N 2 2029-07-27 Variable 4.75500000 N N N N N Reprise Financial Receivables Trust N/A 76029JAB1 2680000.00000000 PA USD 2681740.39000000 0.112025539608 Long ABS-O CORP US Y 2 2033-04-18 Fixed 6.31000000 N N N N N N Research-Driven Pagaya Motor Asset Trust N/A 76090QAB9 6040000.00000000 PA USD 6054671.76000000 0.252924508874 Long ABS-O CORP US Y 2 2034-02-27 Fixed 5.14900000 N N N N N N Residential Reinsurance 2023 Ltd. N/A 76090WAB6 250000.00000000 PA USD 255725.00000000 0.010682514692 Long DBT CORP KY Y 2 2027-12-06 Floating 12.52000080 N N N N N N Residential Reinsurance 2023 Ltd. N/A 76090WAC4 750000.00000000 PA USD 779850.00000000 0.032577022514 Long DBT CORP KY Y 2 2027-12-06 Floating 9.60999840 N N N N N N Research-Driven Pagaya Motor AssetTrust N/A 76100BAE4 4970000.00000000 PA USD 4968746.57000000 0.207561670682 Long ABS-O CORP US Y 2 2035-05-25 Fixed 6.62600000 N N N N N N Residential Reinsurance 2004 Ltd. N/A 76112AAD4 750000.00000000 PA USD 763050.00000000 0.031875228608 Long DBT CORP KY Y 2 2028-12-06 Floating 10.73999880 N N N N N N Residential Reinsurance 2004 Ltd. N/A 76112AAE2 750000.00000000 PA USD 764250.00000000 0.031925356744 Long DBT CORP KY Y 2 2028-12-06 Floating 8.89999920 N N N N N N Resorts World Las Vegas LLC N/A 76120HAC1 1400000.00000000 PA USD 1176369.88000000 0.049141024641 Long DBT CORP US Y 2 2031-04-06 Fixed 4.62500000 N N N N N Resorts World Las Vegas LLC N/A 76120HAD9 11600000.00000000 PA USD 11445585.44000000 0.478121554882 Long DBT CORP US Y 2 2030-07-27 Fixed 8.45000000 N N N N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAJ2 4050000.00000000 PA USD 3962552.12000000 0.165529460318 Long DBT CORP US Y 2 2032-08-25 Fixed 5.00000000 N N N N N N SLG Office Trust N/A 78449RAL9 1975000.00000000 PA USD 1683874.34000000 0.070341235220 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N SLG Office Trust N/A 78451FAL0 3770000.00000000 PA USD 3737469.80000000 0.156126995990 Long ABS-MBS CORP US Y 2 2041-04-15 Variable 7.92218880 N N N N N N SMRT N/A 78457JAN2 3110000.00000000 PA USD 3104168.75000000 0.129671828247 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 6.37700040 N N N N N N Sakura RE Ltd. N/A 79381MAD6 1000000.00000000 PA USD 1010600.00000000 0.042216245372 Long DBT CORP BM Y 2 2029-04-05 Floating 6.33999960 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 79581UAA2 1561768.44000000 PA USD 1582032.07000000 0.066086932568 Long ABS-O CORP US Y 2 2053-11-25 Variable 6.71799960 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 79589VAN4 3351428.87000000 PA USD 3372068.98000000 0.140862944262 Long ABS-O CORP US Y 2 2055-06-25 Floating 5.36608080 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 795935AA3 584194.95000000 PA USD 582157.04000000 0.024318706160 Long ABS-MBS CORP US Y 2 2030-04-25 Variable 7.76199960 N N N N N N Saluda Grade Alternative Mortgage Trust N/A 795939AJ6 2800000.00000000 PA USD 2806954.36000000 0.117256158727 Long ABS-O CORP US Y 2 2056-04-25 Floating 6.17439960 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CH5 2190000.00000000 PA USD 2138863.89000000 0.089347716997 Long DBT CORP US N 2 2036-03-15 Fixed 5.20000000 N N N N N N Sanders Re III Ltd. 2549000GJLHSUST2YF91 799927AA6 1250000.00000000 PA USD 1295000.00000000 0.054096613652 Long DBT CORP BM Y 2 2028-04-07 Floating 9.15000120 N N N N N N Sanders Re III Ltd. 2549000GJLHSUST2YF91 80001QAA1 250000.00000000 PA USD 252375.00000000 0.010542573645 Long DBT CORP BM Y 2 2027-04-07 Floating 9.07999920 N N N N N N Sanders RE II Ltd. 254900VRQU0N0MF3CT92 80001RAA9 2250000.00000000 PA USD 2268450.00000000 0.094760975474 Long DBT CORP BM Y 2 2029-04-07 Floating 7.59999960 N N N N N N Sanders RE II Ltd. 254900VRQU0N0MF3CT92 80001RAB7 2250000.00000000 PA USD 2281275.00000000 0.095296719930 Long DBT CORP BM Y 2 2029-04-07 Floating 8.97000120 N N N N N N Sanders RE II Ltd. 254900VRQU0N0MF3CT92 80001TAA5 400000.00000000 PA USD 405240.00000000 0.016928271595 Long DBT CORP BM Y 2 2028-04-07 Floating 7.58430000 N N N N N N Sanders RE II Ltd. 254900VRQU0N0MF3CT92 80001TAB3 400000.00000000 PA USD 417000.00000000 0.017419527330 Long DBT CORP BM Y 2 2030-04-08 Floating 7.83429840 N N N N N N Sanders RE II Ltd. 254900VRQU0N0MF3CT92 80001TAC1 650000.00000000 PA USD 661050.00000000 0.027614337030 Long DBT CORP BM Y 2 2028-04-07 Floating 8.08430040 N N N N N N Sanders RE II Ltd. 254900VRQU0N0MF3CT92 80001TAD9 1400000.00000000 PA USD 1469860.00000000 0.061401118566 Long DBT CORP BM Y 2 2030-04-08 Floating 8.33429880 N N N N N N Sanders Re III Ltd. 2549000GJLHSUST2YF91 80001UAA2 250000.00000000 PA USD 250800.00000000 0.010476780466 Long DBT CORP BM Y 2 2030-04-08 Floating 8.75540160 N N N N N N Sanders Re III Ltd. 2549000GJLHSUST2YF91 80001UAB0 250000.00000000 PA USD 251750.00000000 0.010516465240 Long DBT CORP BM Y 2 2031-04-07 Floating 8.75540160 N N N N N N Sanders Re IV Ltd. N/A 80001WAA8 250000.00000000 PA USD 250100.00000000 0.010447539053 Long DBT CORP BM Y 2 2030-04-08 Floating 7.09340040 N N N N N N Sanders Re IV Ltd. N/A 80001WAB6 250000.00000000 PA USD 250500.00000000 0.010464248432 Long DBT CORP BM Y 2 2031-04-07 Floating 7.09340040 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBL9 5160000.00000000 PA USD 5348227.46000000 0.223413895465 Long DBT CORP US N 2 2035-05-31 Variable 6.34200000 N N N N N Santander Drive Auto Receivables Trust N/A 80288AAE2 830000.00000000 PA USD 834695.23000000 0.034868096814 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.45000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCN2 619164.56000000 PA USD 638675.61000000 0.026679681639 Long ABS-O CORP US Y 2 2032-06-15 Fixed 10.17100000 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AF7 2270000.00000000 PA USD 2272158.77000000 0.094915903581 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.32000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802920AG3 2760000.00000000 PA USD 2762348.76000000 0.115392829067 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBL2 4785000.00000000 PA USD 4848491.35000000 0.202538195642 Long DBT NUSS SA Y 2 2035-01-13 Fixed 5.62500000 N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBR9 8800000.00000000 PA USD 8418073.31000000 0.351651937874 Long DBT NUSS SA Y 2 2036-01-12 Fixed 4.87500000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L3F0 9220000.00000000 PA USD 8915541.49000000 0.372432898444 Long DBT NUSS SA Y 2 2055-06-02 Fixed 6.37500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BV0 5480000.00000000 PA USD 5480926.12000000 0.228957175884 Long DBT CORP US N 2 2055-04-01 Variable 6.55000000 N N N N N INVESCO GOVT AND AGCY LEX O37NHJVF7S22I1ONOU83 825252885 2700000.00000000 PA USD 2700000.00000000 0.112788306456 Long STIV RF US N 2 N N 660 SRT I LLC 254900ZWLSKCTXYOKY37 83007PAB9 3609962.47000000 PA USD 3606455.03000000 0.150654057461 Long ABS-MBS CORP US Y 2 2055-10-25 Floating 6.10872120 N N N N N N Skyline Re II Ltd. N/A 83087AAA7 2000000.00000000 PA USD 2030000.00000000 0.084800097076 Long DBT CORP BM Y 2 2030-01-07 Floating 7.26265800 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBL5 1400000.00000000 PA USD 1430213.69000000 0.059744955543 Long DBT CORP FR Y 2 2033-06-15 Variable 6.22100000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RCF7 2935000.00000000 PA USD 3008980.43000000 0.125695484022 Long DBT CORP FR Y 2 2033-04-13 Variable 6.10000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405UAC4 1190000.00000000 PA USD 1181092.49000000 0.049338304339 Long ABS-O CORP US Y 2 2035-08-25 Fixed 4.91000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83405UAD2 1990000.00000000 PA USD 1973820.31000000 0.082453277783 Long ABS-O CORP US Y 2 2035-08-25 Fixed 5.27000000 N N N N N N Sopaipilla Investor LLC N/A 83577VAA8 6700000.00000000 PA USD 6944441.33000000 0.290093250702 Long DBT CORP US Y 2 2048-11-30 Fixed 7.53400000 N N N N N N Sound Point CLO V-R Ltd. 549300UPX3H8ENJXHI23 83607EAC6 1350000.00000000 PA USD 1353248.10000000 0.056529837560 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 5.74081920 N N N N N N South Bow Canadian Infrastructure Holdings Ltd. 2549004FYUSYLPBT1G26 836720AJ1 805000.00000000 PA USD 849476.25000000 0.035485550967 Long DBT CORP CA N 2 2055-03-01 Variable 7.50000000 N N N N N N Space Exploration Technologies Corp. 549300B9WLO96RQCXP87 84615QAC7 1885000.00000000 PA USD 1805880.76000000 0.075437863919 Long DBT CORP US Y 2 2033-07-15 Fixed 5.65000000 N N N N N N Space Exploration Technologies Corp. 549300B9WLO96RQCXP87 84615QAJ2 4751000.00000000 PA USD 4204413.13000000 0.175632828361 Long DBT CORP US Y 2 2056-07-15 Fixed 6.65000000 N N N N N N Spire, Inc. 549300NXSY15DRY2R511 84857LAD3 2177000.00000000 PA USD 2154007.18000000 0.089980304417 Long DBT CORP US N 2 2056-06-01 Variable 6.25000000 N N N N N Spire, Inc. 549300NXSY15DRY2R511 84857LAE1 1705000.00000000 PA USD 1699121.84000000 0.070978175850 Long DBT CORP US N 2 2056-06-01 Variable 6.45000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CZ1 2000000.00000000 PA USD 2052180.74000000 0.085726663039 Long DBT CORP GB Y 2 2035-01-11 Variable 6.09700000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2E1 2550000.00000000 PA USD 2636379.29000000 0.110130650109 Long DBT CORP GB Y 2 2036-01-21 Variable 6.22800000 N N N N N N STAR Trust N/A 85490CAA9 10630000.00000000 PA USD 10629962.80000000 0.444050185892 Long ABS-O CORP US Y 2 2043-09-17 Floating 5.06800080 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBF1 9965000.00000000 PA USD 9876203.88000000 0.412563077720 Long DBT CORP US Y 2 2028-10-15 Fixed 5.25000000 N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBG9 1410000.00000000 PA USD 1388611.29000000 0.058007079898 Long DBT CORP US Y 2 2031-01-15 Fixed 5.75000000 N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBH7 1265000.00000000 PA USD 1262004.87000000 0.052718293343 Long DBT CORP US Y 2 2031-06-01 Fixed 6.12500000 N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BBJ3 795000.00000000 PA USD 796331.46000000 0.033265509907 Long DBT CORP US Y 2 2029-08-15 Fixed 5.87500000 N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477855 42170.00000000 NS USD 894425.70000000 0.037363244427 Long EP CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MED8 8090000.00000000 PA USD 7866031.34000000 0.328591241989 Long DBT CORP JP N 2 2032-01-15 Variable 4.49400000 N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MEK2 6355000.00000000 PA USD 6065129.26000000 0.253361354694 Long DBT CORP JP N 2 2041-03-03 Variable 5.33400000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MEN6 2950000.00000000 PA USD 2898848.48000000 0.121094892864 Long DBT CORP JP N 2 2034-07-07 Variable 5.13800000 N N N N N N Sumitomo Life Insurance Co. 549300I5OQCDADQSPI57 86564CAF7 16500000.00000000 PA USD 16225776.60000000 0.677806616169 Long DBT CORP JP Y 2 2055-09-10 Variable 5.87500000 N N N N N Summit Midstream Holdings LLC N/A 86614JAA3 4395000.00000000 PA USD 4564541.52000000 0.190676632515 Long DBT CORP US Y 2 2029-10-31 Fixed 8.62500000 N N N N N Alpha Generation LLC 254900K5V62L4YGVKF49 02072UAC6 1552350.40070000 PA USD 1544138.47000000 0.064503986283 Long LON CORP US N 2 2031-09-30 Variable 5.37030000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BBA0 10270000.00000000 PA USD 10101083.15000000 0.421957059950 Long DBT CORP US N 2 2031-08-15 Variable 7.25000000 N N N N N N THPT Mortgage Trust N/A 87252LAG0 700000.00000000 PA USD 700651.35000000 0.029268621919 Long ABS-MBS CORP US Y 2 2034-12-10 Variable 8.53369920 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 3530000.00000000 PA USD 3462262.94000000 0.144630656855 Long DBT CORP US Y 2 2034-02-01 Fixed 6.25000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAN8 3530000.00000000 PA USD 3485965.09000000 0.145620777358 Long DBT CORP US Y 2 2036-02-01 Fixed 6.50000000 N N N N N N 3264 re Ltd. N/A 88577CAC5 250000.00000000 PA USD 256000.00000000 0.010694002389 Long DBT CORP BM Y 2 2027-07-08 Floating 10.53000000 N N N N N N 3264 re Ltd. N/A 88577CAG6 500000.00000000 PA USD 506250.00000000 0.021147807460 Long DBT CORP BM Y 2 2028-06-08 Floating 11.08429920 N N N N N N 3264 re Ltd. N/A 88577CAH4 2500000.00000000 PA USD 2481750.00000000 0.103671251684 Long DBT CORP BM Y 2 2029-01-08 Floating 10.08429840 N N N N N N 3264 re Ltd. N/A 88577CAJ0 1750000.00000000 PA USD 1764350.00000000 0.073702980924 Long DBT CORP BM Y 2 2029-01-08 Floating 9.58430160 N N N N N N Topanga Re Ltd. N/A 89055TAD5 2500000.00000000 PA USD 2537000.00000000 0.105979234622 Long DBT CORP BM Y 2 2030-01-07 Floating 8.35999920 N N N N N N Topanga Re Ltd. N/A 89055TAE3 2000000.00000000 PA USD 1998600.00000000 0.083488410845 Long DBT CORP BM Y 2 2030-01-07 Floating 9.36000000 N N N N N N Torrey Pines Re Ltd. N/A 89141WAL6 500000.00000000 PA USD 512300.00000000 0.021400536813 Long DBT CORP BM Y 2 2028-06-07 Floating 7.63200000 N N N N N N Torrey Pines Re Ltd. N/A 89141WAM4 250000.00000000 PA USD 255925.00000000 0.010690869381 Long DBT CORP BM Y 2 2028-06-07 Floating 8.43000120 N N N N N N Torrey Pines Re Ltd. N/A 89141WAP7 1000000.00000000 PA USD 1005100.00000000 0.041986491414 Long DBT CORP BM Y 2 2029-06-07 Floating 6.75540360 N N N N N N Total Play Telecomunicaciones SA de CV 4469000001BSAPAMOQ06 89157PAD0 20881750.00000000 PA USD 20409196.00000000 0.852562464066 Long DBT CORP MX Y 2 2032-12-31 Fixed 11.12500000 N N N N N N Towd Point Mortgage Trust N/A 89180GAE9 1820000.00000000 PA USD 1761992.23000000 0.073604488744 Long ABS-MBS CORP US Y 2 2062-03-25 Variable 5.24999880 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBL2 1570000.00000000 PA USD 1574727.27000000 0.065781785894 Long DBT CORP CA N 2 2056-10-17 Variable 6.37500000 N N N N N Triangle Re Ltd. N/A 89589AAB5 1640000.00000000 PA USD 1690711.10000000 0.070626830250 Long ABS-MBS CORP US Y 2 2033-11-25 Floating 8.86608000 N N N N N N Tricon Residential Trust N/A 895974AD5 2100000.00000000 PA USD 2103090.78000000 0.087853350889 Long ABS-O CORP US Y 2 2042-03-17 Floating 5.67636840 N N N N N N Tricon Residential Trust N/A 89616TAE5 345000.00000000 PA USD 341804.58000000 0.014278355450 Long ABS-O CORP US Y 2 2040-07-17 Fixed 7.50700000 N N N N N N Tricida, Inc. 549300QVPFFJC8SZXG25 896CPTAN0 715000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2027-05-15 Fixed 3.50000000 N N N N N N Tricida, Inc. 549300QVPFFJC8SZXG25 896LIQAM6 715000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2027-05-15 Fixed 3.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAF6 17470000.00000000 PA USD 17428389.08000000 0.728043884666 Long DBT CORP US N 2 2028-07-24 Variable 4.42000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAH2 10760000.00000000 PA USD 10600641.17000000 0.442825320340 Long DBT CORP US N 2 2029-10-23 Variable 4.13600000 N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788NAA8 2255000.00000000 PA USD 2184874.73000000 0.091269748376 Long DBT CORP US N 2 2033-07-28 Variable 4.91600000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DV9 16455000.00000000 PA USD 16170357.95000000 0.675491588139 Long DBT NUSS TR N 2 2031-05-22 Fixed 6.37500000 N N N N N N Turris RE Ltd. 254900AYLTVDMB8FO181 900442AA2 750000.00000000 PA USD 749325.00000000 0.031301888050 Long DBT CORP BM Y 2 2029-01-08 Floating 6.00999840 N N N N N N 2001 Cat RE Ltd. 5493007NG10QO60NSO35 90215BAB3 250000.00000000 PA USD 251475.00000000 0.010504977543 Long DBT CORP BM Y 2 2027-01-08 Floating 15.84600120 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AV0 1110000.00000000 PA USD 1138652.65000000 0.047565445939 Long DBT CORP CH Y 2 2034-01-12 Variable 5.95900000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BH0 1310000.00000000 PA USD 1321649.55000000 0.055209857212 Long DBT CORP CH Y 2 2035-02-08 Variable 5.69900000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BK3 1500000.00000000 PA USD 1569169.50000000 0.065549618684 Long DBT CORP CH Y 2 2031-04-12 Variable 7.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BS6 1155000.00000000 PA USD 1148730.43000000 0.047986429546 Long DBT CORP CH Y 2 2035-02-05 Variable 7.00000000 N N N N N N UBS AG 254900R882POXXVAK772 90261AAJ1 8685000.00000000 PA USD 8622855.61000000 0.360206400396 Long DBT CORP CH N 2 2030-11-29 Variable 4.67800000 N N N N N N UBS Commercial Mortgage Trust N/A 90276RBK3 810000.00000000 PA USD 766727.13000000 0.032028835002 Long ABS-MBS CORP US N 2 2050-10-15 Variable 4.52679120 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973734 40144.00000000 NS USD 574862.08000000 0.024013970536 Long EP CORP US N 1 N N N Ursa Re Ltd. 549300O8X4DWGDJZ6W59 90323WAR1 500000.00000000 PA USD 514900.00000000 0.021509147775 Long DBT CORP BM Y 2 2028-02-22 Floating 11.08430175 N N N N N N US Acute Care Solutions LLC N/A 90367UAD3 8205000.00000000 PA USD 7647381.64000000 0.319457490371 Long DBT CORP US Y 2 2029-05-15 Fixed 9.75000000 N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 2260000.00000000 PA USD 2269226.50000000 0.094793412556 Long DBT CORP IT Y 2 2032-06-19 Variable 5.86100000 N N N N N 1261229 BC Ltd. N/A C6903HAB0 6370650.00000000 PA USD 6173733.21000000 0.257898116026 Long LON CORP CA N 2 2030-10-08 Variable 9.89392000 N N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047AL3 1160000.00000000 PA USD 1144801.80000000 0.047822317129 Long DBT CORP US N 2 2031-03-01 Fixed 5.37500000 N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047AM1 12105000.00000000 PA USD 11919657.92000000 0.497925196421 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBC3 2250000.00000000 PA USD 2297137.50000000 0.095959351230 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBF6 3000000.00000000 PA USD 2980500.00000000 0.124505758294 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBR0 4100000.00000000 PA USD 3915500.00000000 0.163563931085 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.12500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBT6 3580000.00000000 PA USD 3484246.13000000 0.145548970474 Long DBT NUSS MX N 2 2037-08-27 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797US4 67977000.00000000 PA USD 67970192.78000000 2.839349234512 Long STIV UST US N 2 2026-08-04 None 0.00000000 N N N N N Uniti Group LP N/A 91327TAC5 1920000.00000000 PA USD 1960823.04000000 0.081910337015 Long DBT CORP US Y 2 2032-06-15 Fixed 8.62500000 N N N N N Upstart Securitization Trust N/A 91679EAD0 4044000.00000000 PA USD 4055771.68000000 0.169423562652 Long ABS-O CORP US Y 2 2035-06-20 Fixed 6.02000000 N N N N N N Upstart Securitization Trust N/A 91679EAE8 4710000.00000000 PA USD 4827253.10000000 0.201651000735 Long ABS-O CORP US Y 2 2035-06-20 Fixed 8.00000000 N N N N N N Upstart Securitization Trust N/A 91684PAC0 2550000.00000000 PA USD 2686505.84000000 0.112224608881 Long ABS-O CORP US Y 2 2035-04-20 Fixed 9.27000000 N N N N N N UPSTART Securitization Trust N/A 916930AD2 4960000.00000000 PA USD 4942260.06000000 0.206455237864 Long ABS-O CORP US Y 2 2036-07-20 Fixed 5.92000000 N N N N N N Ursa Re II Ltd. N/A 91734PAJ5 1250000.00000000 PA USD 1263625.00000000 0.052785971757 Long DBT CORP BM Y 2 2029-12-07 Floating 8.55999825 N N N N N N Ursa Re II Ltd. N/A 91734PAK2 500000.00000000 PA USD 510900.00000000 0.021342053988 Long DBT CORP BM Y 2 2028-06-07 Floating 11.25000080 N N N N N N VRTX Trust N/A 91835XAC1 2610000.00000000 PA USD 2534809.29000000 0.105887721114 Long ABS-MBS CORP US Y 2 2042-08-05 Variable 5.48718120 N N N N N N VRTX Trust N/A 91835XAE7 1250000.00000000 PA USD 1214345.25000000 0.050727386741 Long ABS-MBS CORP US Y 2 2042-08-05 Variable 5.92149960 N N N N N N VRTX Trust N/A 91835XAG2 1330000.00000000 PA USD 1297122.80000000 0.054185290325 Long ABS-MBS CORP US Y 2 2042-08-05 Variable 6.59562840 N N N N N N Velocity Commercial Capital Loan Trust N/A 92261BAA4 851579.96000000 PA USD 847341.99000000 0.035396395570 Long ABS-MBS CORP US Y 2 2054-12-25 Variable 5.81000040 N N N N N N Velocity Commercial Capital Loan Trust N/A 922955AA7 1279419.02000000 PA USD 1278459.33000000 0.053405652853 Long ABS-MBS CORP US Y 2 2055-02-25 Variable 6.03000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AC0 2680000.00000000 PA USD 2765387.48000000 0.115519766876 Long DBT CORP US Y 2 2034-01-15 Fixed 6.50000000 N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AD8 4940000.00000000 PA USD 5170678.24000000 0.215997052563 Long DBT CORP US Y 2 2036-01-15 Fixed 6.75000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AE6 3495000.00000000 PA USD 3550370.06000000 0.148311194948 Long DBT CORP US Y 2 2030-12-15 Fixed 6.12500000 N N N N N Veraison Re Ltd. 2549007WYB39A966J434 92335TAC3 500000.00000000 PA USD 505350.00000000 0.021110211358 Long DBT CORP BM Y 2 2027-03-08 Floating 8.32230000 N N N N N N Veraison Re Ltd. 2549007WYB39A966J434 92335TAD1 250000.00000000 PA USD 252025.00000000 0.010527952938 Long DBT CORP BM Y 2 2028-03-08 Floating 7.08429960 N N N N N N Veraison Re Ltd. 2549007WYB39A966J434 92335TAE9 250000.00000000 PA USD 253175.00000000 0.010575992402 Long DBT CORP BM Y 2 2028-03-08 Floating 8.55420120 N N N N N N Veraison Re Ltd. 2549007WYB39A966J434 92335TAF6 250000.00000000 PA USD 252500.00000000 0.010547795326 Long DBT CORP BM Y 2 2029-03-08 Floating 6.48429840 N N N N N N Veraison Re Ltd. 2549007WYB39A966J434 92335TAG4 250000.00000000 PA USD 250000.00000000 0.010443361708 Long DBT CORP BM Y 2 2029-03-08 Floating 7.73430120 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAP1 1292000.00000000 PA USD 1254731.98000000 0.052414479659 Long DBT CORP US N 2 2031-03-15 Fixed 4.45000000 N N N N N N Veros Auto Receivables Trust N/A 92511BAD6 2230000.00000000 PA USD 2300678.07000000 0.096107253043 Long ABS-O CORP US Y 2 2032-05-17 Fixed 8.79000000 N N N N N N Verus Securitization Trust 213800KSJFZ5H8FZ7C61 92539UAE0 3340000.00000000 PA USD 3366072.04000000 0.140612431408 Long ABS-MBS CORP US Y 2 2069-02-25 Variable 7.86399840 N N N N N N Verus Securitization Trust 984500915DDB7T2ACA27 92539XAE4 1529000.00000000 PA USD 1527125.90000000 0.063793312595 Long ABS-MBS CORP US Y 2 2068-09-25 Variable 7.75314000 N N N N N N Verus Securitization Trust 213800W65K5FH3AI2J91 92539YAE2 1090000.00000000 PA USD 1090613.34000000 0.045558678376 Long ABS-MBS CORP US Y 2 2068-10-25 Variable 7.92492480 N N N N N N Verus Securitization Trust 9845008F97BFO762AF95 92540CAE7 1955000.00000000 PA USD 1962142.20000000 0.081965442875 Long ABS-MBS CORP US Y 2 2068-11-25 Variable 8.16194520 N N N N N N Verus Securitization Trust 9845008F97BFO762AF95 92540CAF4 2210000.00000000 PA USD 2213614.68000000 0.092470315149 Long ABS-MBS CORP US Y 2 2068-11-25 Variable 8.16194520 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAE3 655000.00000000 PA USD 659208.64000000 0.027537417076 Long ABS-MBS CORP US Y 2 2069-01-25 Variable 7.90899840 N N N N N N Verus Securitization Trust 2138005NRONUFED1TZ38 92540MAE5 2125000.00000000 PA USD 2151337.25000000 0.089868772238 Long ABS-MBS CORP US Y 2 2069-04-25 Variable 8.02800000 N N N N N N River Rock Entertainment Authority N/A 76837PAC7 13815000.00000000 PA USD 13573237.50000000 0.567000915095 Long LON CORP US N 2 2031-06-25 Variable 12.64670000 N N N N N N Vista Point Securitization Trust N/A 92838TAD3 1325000.00000000 PA USD 1277544.86000000 0.053367452289 Long ABS-MBS CORP US Y 2 2065-04-25 Variable 3.40099920 N N N N N N Vista Point Securitization Trust N/A 92839HAA4 670112.57000000 PA USD 673456.30000000 0.028132590944 Long ABS-O CORP US Y 2 2054-05-25 Variable 6.67599840 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAY8 1105000.00000000 PA USD 1075634.85000000 0.044932975221 Long DBT CORP US Y 2 2031-01-31 Fixed 4.70000000 N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 1565000.00000000 PA USD 1497910.73000000 0.062572894244 Long DBT CORP US Y 2 2036-01-31 Fixed 5.35000000 N N N N N N Vista Point Securitization Trust N/A 92842MAA8 4241426.61030000 PA USD 4209247.33000000 0.175834769558 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.29700040 N N N N N N Vista Point Securitization Trust N/A 92842NAD0 3790000.00000000 PA USD 3745400.04000000 0.156458269449 Long ABS-O CORP US Y 2 2056-05-25 Variable 6.27599880 N N N N N N Vitality Re XIV Ltd. N/A 92851QAA7 500000.00000000 PA USD 503050.00000000 0.021014132430 Long DBT CORP KY Y 2 2027-01-05 Floating 7.08000120 N N N N N N Vitality Re XVII Ltd. N/A 92853KAA8 1250000.00000000 PA USD 1248375.00000000 0.052148926693 Long DBT CORP KY Y 2 2030-01-08 Floating 5.58429840 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CX8 4275000.00000000 PA USD 4205859.57000000 0.175693251146 Long DBT CORP US Y 2 2030-09-11 Fixed 4.85000000 N N N N N N N/A N/A N/A 462712.00000000 PA USD -4241.51000000 -0.00017718249 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Darden Restaurants, Inc. Darden Restaurants, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2029-06-20 0.00000000 USD 5997.01000000 USD 462712.00000000 USD -4241.51000000 N N N N/A N/A N/A 392700000.00000000 PA USD -11156330.00000000 -0.46603835813 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V2 2I65BRAG3 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 20213374.51000000 USD 392700000.00000000 USD -11156330.00000000 N N N N/A N/A N/A 145000000.00000000 PA USD -299496.79000000 -0.01251101323 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V2 2I65BRAG3 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 11283409.12000000 USD 145000000.00000000 USD -299496.79000000 N N N Windstream Services, LLC N/A 97381JAK9 3558653.11800000 PA USD 3558653.12000000 0.148657206915 Long LON CORP US N 2 2032-10-06 Variable 7.64392000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 949939AE2 1860000.00000000 PA USD 1824049.73000000 0.076196844421 Long ABS-MBS CORP US Y 2 2041-03-10 Variable 5.40792000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 949939AG7 1830000.00000000 PA USD 1816095.48000000 0.075864567982 Long ABS-MBS CORP US Y 2 2041-03-10 Variable 6.37871040 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002Y400 166442.00000000 NS USD 2739635.32000000 0.114444010389 Long EP CORP US N 1 N N Westlake Automobile Receivables Trust N/A 96042YAG8 2320000.00000000 PA USD 2347266.26000000 0.098053402321 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.91000000 N N N N N N Wildfire Intermediate Holdings LLC 5493003RHEMQJZEXIR02 96812HAA6 2099000.00000000 PA USD 2162385.60000000 0.090330299900 Long DBT CORP US Y 2 2029-10-15 Fixed 7.50000000 N N N N N N Windrose Re Ltd. N/A 972917AA6 2500000.00000000 PA USD 2491250.00000000 0.104068099429 Long DBT CORP BM Y 2 2029-02-13 Floating 8.84340000 N N N N N N Windrose Re Ltd. N/A 972917AB4 1000000.00000000 PA USD 993100.00000000 0.041485210052 Long DBT CORP BM Y 2 2029-02-13 Floating 11.75540040 N N N N N N Winston RE Ltd. 2549001Q4VX5Y31QFJ88 975660AA9 250000.00000000 PA USD 254800.00000000 0.010643874253 Long DBT CORP BM Y 2 2027-02-26 Floating 13.79000160 N N N N N N Winston RE Ltd. 2549001Q4VX5Y31QFJ88 975660AB7 250000.00000000 PA USD 252825.00000000 0.010561371696 Long DBT CORP BM Y 2 2027-02-26 Floating 15.27000120 N N N N N N Winston RE Ltd. 2549001Q4VX5Y31QFJ88 975660AC5 500000.00000000 PA USD 523350.00000000 0.021862133401 Long DBT CORP BM Y 2 2028-02-21 Floating 10.71000000 N N N N N N Woodside Finance Ltd. 254900AIZKU6TGRRNZ98 980236AV5 3750000.00000000 PA USD 3828370.46000000 0.159924229878 Long DBT CORP AU N 2 2035-05-19 Fixed 6.00000000 N N N N N N WS Escrow LLC N/A 982104AA9 3095000.00000000 PA USD 3202263.42000000 0.133769580729 Long DBT CORP US Y 2 2033-06-01 Fixed 7.75000000 N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAL0 4855000.00000000 PA USD 4772662.40000000 0.199370559031 Long DBT CORP KY Y 2 2034-02-15 Fixed 6.75000000 N N N N N Nexstar Media, Inc. N/A 65336RBF4 5310067.42850000 PA USD 5300934.11000000 0.221438289224 Long LON CORP US N 2 2033-03-18 Variable 6.48087000 N N N N N N Sotera Health Holdings LLC N/A 83600VAJ0 742857.33670000 PA USD 744484.19000000 0.031099670731 Long LON CORP US N 2 2031-05-30 Variable 5.98087000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 11050000.00000000 PA 12719874.03000000 0.531352981549 Long DBT NUSS MA Y 2 2034-05-26 Fixed 4.75000000 N N N N N N Cirsa Finance International Sarl 254900KUJN6DHWH2K029 N/A 11765000.00000000 PA 13532863.69000000 0.565314361889 Long DBT CORP LU Y 2 2032-07-20 Fixed 4.62500000 N N N N N N Diamond Sports Group LLC 5493002K6DHWNZH8YA34 N/A 79.00000000 NS USD 17.14000000 0.000000715996 Long EC CORP US N 3 N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 N/A 4007000.00000000 PA 4672273.13000000 0.195176953198 Long DBT CORP NL N 2 2030-05-09 Fixed 4.37500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 7761000.00000000 PA 8679752.75000000 0.362583190049 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.87500000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 8460000.00000000 PA 9455038.53000000 0.394969549363 Long DBT NUSS CL N 2 2036-04-14 Fixed 3.87500000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 2000000.00000000 PA 2252277.23000000 0.094085383126 Long DBT CORP ES Y 2 2028-09-14 Variable 3.62500000 N N N N N N Grupo Aeromexico SAB de CV 529900BECKHBL62WD126 N/A 211070.00000000 NS 326729.22000000 0.013648605701 Long EC CORP MX N 1 N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 N/A 250000.00000000 PA USD 254950.00000000 0.010650140270 Long DBT NUSS US Y 2 2028-04-24 Floating 7.87258080 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 N/A 250000.00000000 PA USD 255125.00000000 0.010657450623 Long DBT NUSS US Y 2 2028-04-24 Floating 17.36255160 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 N/A 4060000.00000000 PA 4693358.77000000 0.196057773059 Long DBT CORP US N 2 2032-07-01 Fixed 4.25000000 N N N N N MKS, Inc. 549300KEQATBHAGVF505 N/A 10460000.00000000 PA 11656443.16000000 0.486929808638 Long DBT CORP US Y 2 2034-02-15 Fixed 4.25000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 10605000.00000000 PA 11573986.07000000 0.483485291773 Long DBT NUSS ID N 2 2038-03-04 Fixed 4.46000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 8710000.00000000 PA 9859406.49000000 0.411861392842 Long DBT NUSS BR N 2 2033-04-23 Fixed 4.87500000 N N N N N N International Petroleum Corp. 54930025D80LU0SMR645 N/A 980000.00000000 PA USD 996457.22000000 0.041625452703 Long DBT CORP CA Y 2 2030-10-10 Fixed 7.50000000 N N N N N EURO N/A N/A -9717.57000000 OU Currencies -11205.82000000 -0.00046810572 Short STIV XX N 1 N N N N/A N/A N/A -1164.00000000 NC USD 380366.52000000 0.015889220601 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 5 Year Note 2026-09-30 -123356719.33000000 USD 380366.52000000 N N N British Pound N/A N/A 1.21000000 OU Currencies 1.63000000 0.000000068090 Long STIV GB N 1 N N N Republic of Peru 254900STKLK2DBJJZ530 715638FC1 8230000.00000000 PA USD 8102435.00000000 0.338466637712 Long DBT NUSS PE N 2 2036-03-30 Fixed 5.50000000 N N N N N N N/A N/A N/A -6.00000000 NC 7768.66000000 0.000324523705 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bobl 2026-09-08 -683040.00000000 EUR 7768.66000000 N N N International Petroleum Corp. 54930025D80LU0SMR645 N/A 13520000.00000000 PA USD 13747042.44000000 0.574261346516 Long DBT CORP CA Y 2 2030-10-10 Fixed 7.50000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448GR3 14160000.00000000 PA 15531849.77000000 0.648818900628 Long DBT CORP US N 2 2047-02-11 Fixed 4.15000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 857524AK8 16070000.00000000 PA USD 15836467.55000000 0.661543835266 Long DBT NUSS PL N 2 2036-04-14 Fixed 5.37500000 N N N N N N Republic of Serbia 254900W94OCY91V32O78 N/A 10190000.00000000 PA 11437716.97000000 0.477792861768 Long DBT NUSS RS Y 2 2038-05-06 Fixed 4.87500000 N N N N N N N/A N/A N/A -21.00000000 NC 47907.27000000 0.002001251796 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bund 2026-09-08 -2611560.00000000 EUR 47907.27000000 N N N N/A N/A N/A 372.00000000 NC USD 28946.64000000 0.001209200927 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Note 2026-09-30 76486687.87000000 USD 28946.64000000 N N N N/A N/A N/A 187.00000000 NC USD -259237.79000000 -0.01082925603 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 10 Year Note 2026-09-21 20196000.00000000 USD -259237.79000000 N N N N/A N/A N/A -611.00000000 NC USD 1280760.66000000 0.053501787339 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Long Bond 2026-09-21 -66178937.50000000 USD 1280760.66000000 N N N N/A N/A N/A -4239.00000000 NC USD 6917670.08000000 0.288974923314 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Ultra Note 2026-09-21 -465031546.88000000 USD 6917670.08000000 N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 N/A 1530000.00000000 PA 1855389.71000000 0.077506023410 Long DBT CORP BM Y 2 2030-01-15 Fixed 5.75000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 N/A 250000.00000000 PA USD 265300.00000000 0.011082495445 Long DBT NUSS US Y 2 2028-04-24 Floating 15.86255040 N N N N N N N/A N/A N/A -707.00000000 NC USD 2029898.15000000 0.084795842451 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Ultra Bond 2026-09-21 -77549062.50000000 USD 2029898.15000000 N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 1870000.00000000 PA 2136996.03000000 0.089269690047 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 6420000.00000000 PA 7309261.81000000 0.305333059628 Long DBT NUSS MX N 2 2037-05-04 Fixed 5.12500000 N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 3455000.00000000 PA 3876899.91000000 0.161951472277 Long DBT NUSS SA Y 2 2032-03-05 Fixed 3.37500000 N N N N N N Tricolor Auto Securitization Trust N/A 89617CAA9 7041235.04000000 PA USD 4148512.61000000 0.173297670961 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.94000000 Y N N N N N Tricolor Auto Securitization Trust N/A 89616LAA0 54571.89000000 PA USD 51166.22000000 0.002137389370 Long ABS-O CORP US Y 2 2027-10-15 Fixed 6.61000000 Y N N N N N 2026-08-31 Nationwide Mutual Funds David Majewski David Majewski Treasurer XXXX