NPORT-P false 0000751199 XXXXXXXX S000057288 C000182864 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Total Bond K6 Fund S000057288 549300YDL7N53AVV4R59 2026-08-31 2026-08-31 N 8884491315.50 1030246722.11 7854244593.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 643529488.79000000 0.00000000 0.00000000 0.00000000 USD UST Bloomberg US Aggregate Bond Index 19808143 FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJRY6 88034.45500000 PA USD 84171.16000000 0.001071664613 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LNSQ8 73582.94260000 PA USD 63989.24000000 0.000814709030 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.03000000 N N N N N N TAV HAVALIMANLARI HOLDING AS 789000PBM9TT5D88M597 87216EAA4 105000.00000000 PA USD 107889.60000000 0.001373647060 Long DBT CORP TR N 2 2028-12-07 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LPTT9 33567.66650000 PA USD 26765.51000000 0.000340777648 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRP9 7063168.90000000 PA USD 6103965.84000000 0.077715504876 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.02000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW89 200000.00000000 PA USD 193988.00000000 0.002469849234 Long DBT NUSS EG N 2 2049-03-01 Fixed 0.08700200 N N N N N N MHP 2025-MHIL2 N/A 59317DAJ4 495000.00000000 PA USD 496340.66000000 0.006319393979 Long ABS-MBS CORP US N 2 2040-09-15 Variable 0.07139200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q75R4 53414.96110000 PA USD 48309.40000000 0.000615073791 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X72A6 10706.75400000 PA USD 9529.73000000 0.000121332228 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N HORIZON US FINCO LP N/A 44057XAB3 876541.44300000 PA USD 846081.63000000 0.010772285226 Long LON CORP US N 2 2031-10-31 Variable 0.08593000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJQ26 2142228.14000000 PA USD 2152786.97000000 0.027409217327 Long ABS-CBDO USGSE US N 2 2054-10-25 Variable 0.04893190 N N N N N N BX TRUST 2026-CART N/A 12433MAG8 225000.00000000 PA USD 224438.92000000 0.002857549409 Long ABS-MBS CORP US N 2 2036-02-15 Variable 0.05539200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMQ64 1778429.11200000 PA USD 1469490.90000000 0.018709512831 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AT3 100000.00000000 PA USD 104570.00000000 0.001331382015 Long DBT NUSS HU N 2 2052-09-25 Fixed 0.06750000 N N N N N N BARINGS EQUIPMENT FINANCE LLC 2025-A N/A 06764MAB0 737893.80000000 PA USD 738951.28000000 0.009408304913 Long ABS-CBDO CORP US N 2 2028-10-13 Fixed 0.04640000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0YY8 2402.42080000 PA USD 2344.65000000 0.000029852011 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KCG7 5254.42400000 PA USD 5386.69000000 0.000068583170 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKP93 1409284.92600000 PA USD 1167555.07000000 0.014865275153 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407EJ61 964.78510000 PA USD 985.16000000 0.000012543026 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.06000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375GZX2 30578.34050000 PA USD 30197.60000000 0.000384474912 Long ABS-CBDO USGA US N 2 2042-08-20 Variable 0.04166930 N N N N N N MONTREAL EXCHANGE (THE) 549300DKBYNOI0B1NP44 N/A 21.00000000 NC -9421.13000000 -0.00011994953 N/A DIR CORP CA N 1 MONTREAL EXCHANGE (THE) 549300DKBYNOI0B1NP44 Long CANADA, GOVERNMENT OF CAN 10YR BOND UNDERLYING GENERIC IV FOR FUTURES TRADING 2026-12-18 1789057.27000000 CAD -9421.13000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFC7 210000.00000000 PA USD 213990.00000000 0.002724514082 Long DBT NUSS DO N 2 2055-02-24 Fixed 0.07150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDQS8 14907.01600000 PA USD 12945.90000000 0.000164826799 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2Q7 200000.00000000 PA USD 178744.00000000 0.002275763096 Long DBT CORP SA N 2 2064-07-17 Fixed 0.05875000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAA9 4400583.23900000 PA USD 4408834.33000000 0.056133142755 Long ABS-MBS CORP US N 3 2039-02-15 Variable 0.05081230 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 260000.00000000 PA USD 257810.17000000 0.003282431135 Long DBT CORP US N 2 2034-02-01 Fixed 0.05400000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAC8 270000.00000000 PA USD 278356.50000000 0.003544026375 Long DBT CORP UZ N 2 2030-05-14 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FWL2 5.70740000 PA USD 5.74000000 0.000000073081 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WAU7 476000.00000000 PA USD 448387.24000000 0.005708852514 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04247500 N N N N N N BMO 2025-C12 MORTGAGE TRUST N/A 05615DAJ6 737000.00000000 PA USD 722230.30000000 0.009195413911 Long ABS-MBS CORP US N 2 2058-06-15 Variable 0.06610551 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CP3 225000.00000000 PA USD 222484.50000000 0.002832665794 Long DBT NUSS TR N 2 2028-02-17 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X3EH1 62316.25700000 PA USD 55793.40000000 0.000710359848 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N BENCHMARK 2025-B41 MTG TR N/A 081935BC1 288000.00000000 PA USD 279536.69000000 0.003559052518 Long ABS-MBS CORP US N 2 2068-07-15 Fixed 0.06136450 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384VP48 33.71990000 PA USD 34.58000000 0.000000440271 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXXN2 26221.52250000 PA USD 23655.71000000 0.000301183770 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N BX TR 2026-RISE N/A 05595AAJ6 720000.00000000 PA USD 724948.42000000 0.009230020931 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.06439200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EEAV1 5283.74770000 PA USD 5032.95000000 0.000064079364 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N PALMER SQUARE CLO 2026-1 LTD 254900Y6UZ4R7YTZ7E82 69704JAA0 3687000.00000000 PA USD 3687910.69000000 0.046954365198 Long ABS-CBDO CORP KY N 2 2039-04-20 Variable 0.04919210 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 92769XAR6 710000.00000000 PA USD 587006.63000000 0.007473750314 Long DBT CORP GB N 2 2030-08-15 Fixed 0.04500000 N N N N N N PROLOGIS EURO FINANCE LLC 549300MI5D1784PRQH06 74341EAT9 245000.00000000 PA 273411.70000000 0.003481069334 Long DBT CORP US N 2 2032-09-22 Fixed 0.03250000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 155000.00000000 NC -1591.07000000 -0.00002025745 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 GENERALI GENERALI 4.125% 05/04/2026 REGS Y 2031-06-20 0.00000000 EUR 326.77000000 EUR 155000.00000000 EUR -1270.71000000 N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HS2 2624006.40000000 PA USD 2271077.54000000 0.028915289217 Long DBT NUSS AR N 2 2030-07-09 Variable 0.00750000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 544000.00000000 PA USD 569364.97000000 0.007249137243 Long DBT CORP FR N 2 2034-01-10 Variable 0.06691000 N N N N N N ELK GROVE VILLAGE PROPERTY LLC 254900LQ6GXC66JXL664 28734DAA3 200000.00000000 PA USD 192582.74000000 0.002451957507 Long DBT CORP US N 2 2031-06-15 Fixed 0.07500000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9SS7 71595.42800000 PA USD 68542.46000000 0.000872680487 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31395BTU7 5121.97600000 PA USD 4387.67000000 0.000055863679 Long ABS-CBDO USGSE US N 2 2036-03-25 Fixed 0.00000000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBT1 7000000.00000000 PA USD 6745360.65000000 0.085881723822 Long DBT CORP US N 2 2032-08-15 Fixed 0.04500000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AA0 150000.00000000 PA USD 151924.55000000 0.001934298686 Long DBT CORP US N 2 2034-04-16 Fixed 0.05875000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAH9 650000.00000000 PA USD 692262.35000000 0.008813862896 Long DBT CORP LU N 2 2031-02-15 Fixed 0.12000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7VR5 7449.99920000 PA USD 7124.28000000 0.000090706113 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMTG7 7440.99650000 PA USD 7064.16000000 0.000089940667 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W0GN3 6790.36720000 PA USD 6121.00000000 0.000077932383 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 5406000.00000000 PA USD 5484527.07000000 0.069828829555 Long DBT CORP FR N 2 2033-01-13 Variable 0.05786000 N N N N N N BMP 2024-MF23 N/A 05593JAC4 1023000.00000000 PA USD 1023000.00000000 0.013024804458 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.05280760 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWP0 3289605.27400000 PA USD 2883034.73000000 0.036706709292 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N HPEFS EQUIP TR 2024-2 N/A 40444MAE1 154476.80000000 PA USD 154676.96000000 0.001969342285 Long ABS-CBDO CORP US N 2 2031-10-20 Fixed 0.05360000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6CW5 9689.61240000 PA USD 9332.60000000 0.000118822375 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DU6 1132000.00000000 PA USD 1222210.93000000 0.015561151877 Long DBT CORP US N 2 2064-05-01 Fixed 0.07008000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 1516000.00000000 PA USD 1500658.84000000 0.019106342082 Long EP CORP US N 2 N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QBD5 1180000.00000000 PA USD 1222413.92000000 0.015563736339 Long DBT CORP US N 2 2034-02-15 Fixed 0.07375000 N N N N N N BUILD HOLDCO, LLC N/A N/A 30820.00000000 NS USD 803785.60000000 0.010233773476 Long EC CORP US N 3 N N N EW SCRIPPS CO 549300U1OW41QPKYW028 811054AH8 437000.00000000 PA USD 394139.00000000 0.005018165595 Long DBT CORP US N 2 2030-08-15 Fixed 0.09875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RYC1 5722.47980000 PA USD 5429.24000000 0.000069124916 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FLATIRON CLO 32 LTD N/A 33882RAA2 4147000.00000000 PA USD 4156994.27000000 0.052926722876 Long ABS-CBDO CORP KY N 2 2038-10-22 Variable 0.05023220 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 200000.00000000 PA 232268.37000000 0.002957233725 Long DBT CORP NL N 2 2032-02-17 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SYT8 289108.67620000 PA USD 268603.87000000 0.003419856191 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 510000.00000000 PA USD 502625.40000000 0.006399411095 Long DBT CORP KY N 2 2032-10-15 Fixed 0.07125000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AE4 525000.00000000 PA USD 527671.54000000 0.006718297778 Long DBT CORP US N 2 2035-01-15 Fixed 0.06625000 N N N N N N TOWD PT MTG TR 2018-5 N/A 89176VAK8 736023.16100000 PA USD 732090.59000000 0.009320954819 Long ABS-CBDO CORP US N 2 2058-07-25 Fixed 0.03250000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31300LCZ6 2899.12240000 PA USD 3003.83000000 0.000038244670 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 0.06135000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 539667.23000000 PA USD 536452.22000000 0.006830093125 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU6Z7 227507.62800000 PA USD 200982.33000000 0.002558900828 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 1180000.00000000 PA USD 1141586.28000000 0.014534641319 Long DBT CORP US N 2 2030-02-01 Fixed 0.05000000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQYF7 757108.31100000 PA USD 761957.29000000 0.009701216723 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05500000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 2055000.00000000 PA USD 1760592.07000000 0.022415803952 Long DBT CORP US N 2 2031-02-15 Fixed 0.08500000 N N N N N N BX COML MTG TR 2020-VIV2 N/A 05605NAA5 11671000.00000000 PA USD 10765046.79000000 0.137060243821 Long ABS-MBS CORP US N 2 2044-03-09 Variable 0.03542375 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAG6 437987.55000000 PA USD 440177.49000000 0.005604326231 Long ABS-MBS CORP US N 3 2043-03-15 Variable 0.05739200 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CB4 620000.00000000 PA USD 458725.60000000 0.005840480195 Long DBT NUSS TR N 2 2043-04-16 Fixed 0.04875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0426A2 1400000.00000000 PA USD 1310039.08000000 0.016679377175 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.04500000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 300000.00000000 PA 363870.64000000 0.004632789769 Long DBT NUSS RO N 2 2033-09-18 Fixed 0.06375000 N N N N N N ADVANCION HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAF5 665000.00000000 PA USD 505400.00000000 0.006434737217 Long LON CORP US N 2 2028-11-24 Variable 0.11614070 N N N N N N C AND S GROUP ENTERPRISES LLC N/A 12467AAF5 85000.00000000 PA USD 78896.38000000 0.001004506277 Long DBT CORP US N 2 2028-12-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379JDE3 21.97170000 PA USD 22.06000000 0.000000280867 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FX84 117421.65920000 PA USD 111445.00000000 0.001418914303 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.04000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DR3 5744000.00000000 PA USD 6024991.88000000 0.076710010852 Long DBT CORP US N 2 2031-05-01 Fixed 0.06388000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKNL6 7132.37740000 PA USD 6797.02000000 0.000086539449 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNA45 223680.64300000 PA USD 201601.60000000 0.002566785355 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAC7 170000.00000000 PA USD 160862.50000000 0.002048096390 Long DBT CORP KY N 2 2030-01-30 Fixed 0.03749500 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UG1 40000000.00000000 PA USD 36254687.60000000 0.461593564714 Long DBT UST US N 2 2055-02-15 Fixed 0.04625000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 185000.00000000 PA USD 186673.09000000 0.002376716026 Long DBT CORP US N 2 2030-06-15 Fixed 0.05950000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 100000.00000000 PA USD 103600.00000000 0.001319032005 Long DBT NUSS CO N 2 2037-09-18 Fixed 0.07375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNMM8 2137.50900000 PA USD 2035.55000000 0.000025916559 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UHAK1 2468.39080000 PA USD 2573.79000000 0.000032769414 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06630000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95002YAE3 570000.00000000 PA USD 564879.69000000 0.007192030796 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XL6X1 282204.89100000 PA USD 235033.89000000 0.002992444240 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVLA0 1530126.80800000 PA USD 1538492.16000000 0.019588034746 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.05500000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K404 6369.00000000 NS USD 308068.53000000 0.003922319025 Long EP CORP US N 1 N N N MONTEGO BAY AIRPORT REVENUE FINANCE LTD 2549008BQQ5ON8H2UC19 61238BAA9 200000.00000000 PA USD 195964.00000000 0.002495007606 Long DBT CORP KY N 2 2035-06-15 Fixed 0.06600000 N N N N N N DC COML MTG TR 2023-DC N/A 24023AAE0 150000.00000000 PA USD 151334.55000000 0.001926786824 Long ABS-MBS CORP US N 2 2040-09-12 Variable 0.07140486 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378R3Y3 75.96910000 PA USD 79.55000000 0.000001012828 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNLT7 92878.16310000 PA USD 73767.07000000 0.000939200060 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 1250000.00000000 PA USD 1244937.55000000 0.015850506502 Long DBT CORP US N 2 2027-04-15 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A37A2 1105762.93300000 PA USD 1023014.60000000 0.013024990345 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 N/A 12532BAC1 178817.96400000 PA USD 178273.59000000 0.002269773851 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 0.03585300 N N N N N N RIOT PLATFORMS INC 5299005LKZAJQDQZDF73 767292AB1 976000.00000000 PA USD 1470319.45000000 0.018720061904 Long DBT CORP US N 2 2030-01-15 Fixed 0.00750000 N N N N Y RIOT PLATFORMS INC USD XXXX N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A6RH5 1784.51270000 PA USD 1702.69000000 0.000021678596 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RUT8 15958.65840000 PA USD 15116.03000000 0.000192456827 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0506A9 5850000.00000000 PA USD 5639766.21000000 0.071805329499 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FMA1 88822.40220000 PA USD 84454.54000000 0.001075272599 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RPS2 748.71700000 PA USD 767.92000000 0.000009777133 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 0.05960000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FJ3 200000.00000000 PA USD 201023.80000000 0.002559428823 Long EP CORP GB N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KPS7 875.08140000 PA USD 898.10000000 0.000011434581 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 0.06000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 80000.00000000 PA USD 78788.62000000 0.001003134280 Long DBT CORP US N 2 2029-04-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B0P36 61773.29900000 PA USD 64543.22000000 0.000821762287 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 84615QAA1 10436000.00000000 PA USD 10200666.95000000 0.129874577099 Long DBT CORP US N 2 2031-07-15 Fixed 0.05350000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AG6 525000.00000000 PA USD 535744.60000000 0.006821083729 Long DBT CORP CA N 2 2035-02-01 Fixed 0.05850000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAB9 550000.00000000 PA USD 583728.20000000 0.007432009444 Long DBT CORP US N 2 2034-07-01 Fixed 0.08750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407VUQ6 733.64900000 PA USD 749.22000000 0.000009539045 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAD7 470000.00000000 PA USD 458934.33000000 0.005843137739 Long DBT CORP US N 2 2032-04-15 Fixed 0.06750000 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 660000.00000000 PA 468808.18000000 0.005968851293 Long DBT CORP GB N 2 2036-08-20 Fixed 0.06300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MA5J3 3412.90540000 PA USD 3158.49000000 0.000040213797 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAB9 60000.00000000 PA USD 61918.80000000 0.000788348252 Long DBT CORP LU N 2 2034-04-09 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKTB4 14102.34430000 PA USD 12617.78000000 0.000160649185 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03500000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAC2 370000.00000000 PA USD 372049.39000000 0.004736921362 Long DBT CORP MX N 2 2030-05-13 Fixed 0.06800000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 N/A 450000.00000000 PA 505709.83000000 0.006438681963 Long DBT CORP LU N 2 2032-01-27 Fixed 0.06000000 N N N N N N FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC N/A 33883MAU8 4613000.00000000 PA USD 4619734.98000000 0.058818323329 Long ABS-CBDO CORP KY N 2 2038-11-20 Variable 0.04973150 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KR5R1 472457.66800000 PA USD 482495.74000000 0.006143120885 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 682000.00000000 PA USD 684292.37000000 0.008712389356 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N STRATEGY INC 549300WQTWEJUEHXQX21 594972853 3815.00000000 NS USD 369978.70000000 0.004710557401 Long EP CORP US N 1 N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AH2 340000.00000000 PA USD 345372.00000000 0.004397265655 Long DBT CORP LU N 2 2033-09-13 Fixed 0.08875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0426A6 -1400000.00000000 PA USD -1313320.40000000 -0.01672115484 Short ABS-MBS USGA US N 2 2056-10-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BC20 171483.55430000 PA USD 150144.26000000 0.001911632089 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03000000 N N N N N N OCP CLO 2020-8R LTD N/A 670898AW5 4199000.00000000 PA USD 4204458.70000000 0.053531038536 Long ABS-CBDO CORP KY N 2 2038-10-17 Variable 0.04969520 N N N N N N CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP N/A 131477BA8 340000.00000000 PA USD 368375.72000000 0.004690148309 Long DBT CORP US N 2 2031-02-15 Fixed 0.09750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DBU4 5883.39980000 PA USD 5436.64000000 0.000069219132 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396HLM9 1944.05450000 PA USD 135.62000000 0.000001726709 Long ABS-CBDO USGSE US N 2 2036-02-15 Variable 0.02849020 N N N N N N UPX HIL 2025-1 ISSUER TR N/A 916925AB6 400000.00000000 PA USD 397324.12000000 0.005058718445 Long ABS-CBDO CORP US N 2 2047-01-25 Fixed 0.06070000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAH5 440000.00000000 PA USD 430896.40000000 0.005486159679 Long DBT CORP AT N 2 2030-01-15 Fixed 0.05000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAT7 2993000.00000000 PA USD 2887632.33000000 0.036765245793 Long DBT CORP US N 2 2031-01-15 Fixed 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WSXF0 5742.62810000 PA USD 5171.41000000 0.000065842232 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ETY7 16269.59060000 PA USD 14620.23000000 0.000186144317 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FA6N5 1236.93110000 PA USD 149.13000000 0.000001898718 Long ABS-CBDO USGSE US N 2 2034-05-25 Fixed 0.05500000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AJ6 255000.00000000 PA USD 266518.35000000 0.003393303414 Long DBT NUSS OM N 2 2048-01-17 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGAJ6 223304.51800000 PA USD 176518.83000000 0.002247432301 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQGL4 2573088.09100000 PA USD 2035595.21000000 0.025917135451 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMA6 430000.00000000 PA USD 426035.94000000 0.005424276452 Long DBT UST US N 2 2029-11-30 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RYX6 17.30350000 PA USD 17.47000000 0.000000222427 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAF7 1175000.00000000 PA USD 752152.75000000 0.009576385622 Long DBT NUSS AE N 2 2049-09-30 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W26A8 10620.44200000 PA USD 9768.00000000 0.000124365874 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N ALLIANT HOLDINGS, L.P. N/A N/A 169668.00000000 PA USD 168395.49000000 0.002144006186 Long EP CORP US N 3 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DP97 337428.58300000 PA USD 266943.06000000 0.003398710809 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02000000 N N N N N N PRPM 2023-RCF2 LLC N/A 69380RAA3 344585.95000000 PA USD 339451.31000000 0.004321883612 Long ABS-CBDO CORP US N 2 2053-11-25 Variable 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSL8 575526.01640000 PA USD 457102.79000000 0.005819818628 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N BX TR 2019-OC11 N/A 05606FAC7 50900000.00000000 PA USD 1041790.66000000 0.013264046562 Long ABS-MBS CORP US N 2 2041-12-09 Variable 0.00741990 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QRZ6 72111.97980000 PA USD 67973.42000000 0.000865435487 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5J57 80661.88600000 PA USD 72334.95000000 0.000920966353 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UHGY5 25254.84420000 PA USD 26354.38000000 0.000335543153 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 0.06380000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403DLV9 3147.95280000 PA USD 3220.46000000 0.000041002797 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.06000000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAC7 753283.95000000 PA USD 755167.16000000 0.009614764997 Long ABS-MBS CORP US N 3 2043-02-15 Variable 0.05039200 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3D3 7133000.00000000 PA USD 7123578.38000000 0.090697180299 Long DBT CORP US N 2 2034-04-24 Variable 0.05389000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AF7 297000.00000000 PA USD 253335.51000000 0.003225459902 Long DBT CORP US N 2 2032-04-01 Fixed 0.02750000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AF0 200000.00000000 PA USD 206254.47000000 0.002626025552 Long DBT CORP AU N 2 2031-04-01 Fixed 0.07000000 N N N N N N LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP N/A 505742AR7 265000.00000000 PA USD 273757.19000000 0.003485468102 Long DBT CORP US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04V7 4034.06890000 PA USD 3937.49000000 0.000050132001 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8AR5 2416.00460000 PA USD 2365.21000000 0.000030113780 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LWX0 17958.53390000 PA USD 18366.52000000 0.000233841966 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.06000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 13340000.00000000 PA USD 11171583.00000000 0.142236250312 Long DBT CORP MX N 2 2047-09-21 Fixed 0.06750000 N N N N N N VOLKSWAGEN CR AUTO MASTER OWNER TR N/A 928667AE4 1300000.00000000 PA USD 1299131.60000000 0.016540503476 Long ABS-CBDO CORP US N 2 2031-05-20 Fixed 0.04710000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 2242000.00000000 PA USD 2214432.10000000 0.028194081221 Long DBT CORP US N 2 2030-01-23 Variable 0.04431000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLK9 794823.06250000 PA USD 662712.26000000 0.008437632061 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BPJ5 18777.46280000 PA USD 18812.59000000 0.000239521315 Long ABS-CBDO USGA US N 2 2062-01-20 Variable 0.04481860 N N N N N N BX TRUST 2025-DIME N/A 05613UAJ0 610000.00000000 PA USD 609995.06000000 0.007766438296 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.06639200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9CJ9 48035.74140000 PA USD 45761.50000000 0.000582634007 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEVX1 836557.11000000 PA USD 755289.43000000 0.009616321735 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 N/A 260000.00000000 PA USD 237000.40000000 0.003017481785 Long DBT CORP IL N 2 2032-02-22 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNL77 1184604.28000000 PA USD 1075078.26000000 0.013687863259 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 155000.00000000 PA USD 116360.05000000 0.001481492568 Long DBT CORP GB N 2 2050-10-02 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRX1 362.08790000 PA USD 373.20000000 0.000004751570 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 0.07000000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YAY4 176000.00000000 PA USD 142520.31000000 0.001814564192 Long ABS-MBS CORP US N 2 2039-12-13 Variable 0.03218540 N N N N N N METRONET INFRASTRUCTURE ISSUER LLC 5493000BIROCAEATAQ61 59170JBB3 100000.00000000 PA USD 101211.58000000 0.001288622715 Long ABS-CBDO CORP US N 2 2055-08-20 Fixed 0.07830000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AQ4 8329612.50000000 PA USD 7862118.83000000 0.100100254537 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02493000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXYW1 2746.79240000 PA USD 2463.89000000 0.000031370171 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L1U29 17234.75700000 PA USD 15691.03000000 0.000199777710 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EDEA5 11206.39660000 PA USD 10678.21000000 0.000135954640 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136A7FB3 1099841.84900000 PA USD 1092029.01000000 0.013903679685 Long ABS-CBDO USGSE US N 2 2042-07-25 Variable 0.04207670 N N N N N N FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC N/A 33888AAC9 4364000.00000000 PA USD 4369481.18000000 0.055632099663 Long ABS-CBDO CORP JE N 2 2038-01-15 Variable 0.05082920 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBG2 150000.00000000 PA USD 152250.00000000 0.001938442305 Long DBT CORP CL N 2 2034-01-08 Fixed 0.05950000 N N N N N N STINGRAY COMPUTE N/A 86083AAA4 315000.00000000 PA USD 306721.75000000 0.003905171864 Long DBT CORP US N 2 2031-06-15 Fixed 0.06000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLS9 41225.16740000 PA USD 41160.37000000 0.000524052561 Long ABS-CBDO USGA US N 2 2061-02-20 Variable 0.04271860 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377RM51 416157.69000000 PA USD 391741.88000000 0.004987645537 Long ABS-CBDO USGA US N 2 2040-12-20 Fixed 0.04500000 N N N N N N RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP N/A 76134KAC8 250000.00000000 PA USD 244806.95000000 0.003116874539 Long ABS-CBDO CORP US N 2 2048-09-15 Fixed 0.05750000 N N N N N N RCKT TRUST 2025-1A N/A 74939RAA9 205684.73000000 PA USD 205846.95000000 0.002620837020 Long ABS-CBDO CORP US N 2 2034-07-25 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J4MR7 113735.69630000 PA USD 110701.66000000 0.001409450121 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03500000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAD3 320000.00000000 PA USD 319993.92000000 0.004074152723 Long DBT CORP US N 2 2028-01-15 Fixed 0.05500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBT6 200000.00000000 PA USD 196154.00000000 0.002497426680 Long DBT NUSS MX N 2 2037-08-27 Fixed 0.06250000 N N N N N N WELLS FARGO COML MTG TR 2018-C46 N/A 95001QAV3 2148251.08100000 PA USD 23538.39000000 0.000299690055 Long ABS-MBS CORP US N 2 2051-08-15 Variable 0.00900759 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 75971.79000000 PA USD 73502.71000000 0.000935834237 Long DBT NUSS LK N 2 2028-04-15 Fixed 0.04000000 N N N N N N LONDON CLEARING HOUSE N/A N/A 4094000.00000000 NC USD -140722.44000000 -0.00179167376 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2056-09-16 0.00000000 USD 0.00000000 USD 3858458.13000000 USD -140722.44000000 N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378Y2R9 65311.57590000 PA USD 59307.48000000 0.000755101006 Long ABS-CBDO USGA US N 2 2044-02-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411KKH5 4601.11460000 PA USD 4733.41000000 0.000060265630 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 0.05690000 N N N N N N ASURION LLC/ ASURION CO-ISSUER INC 549300KNQVXGIOXWK278 045941AA9 1090000.00000000 PA USD 1084352.60000000 0.013805943870 Long DBT CORP US N 2 2032-12-31 Fixed 0.08000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 N/A 870000.00000000 PA 1176761.16000000 0.014982486807 Long DBT CORP JE N 2 2032-03-05 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TJR70 372.28330000 PA USD 376.13000000 0.000004788875 Long ABS-CBDO USGSE US N 2 2029-03-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV82 5409841.01500000 PA USD 4471765.93000000 0.056934385946 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33 N/A 61767CBA5 149000.00000000 PA USD 139471.49000000 0.001775746710 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.04558000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TSTH6 1813.59090000 PA USD 1840.62000000 0.000023434717 Long ABS-CBDO USGSE US N 2 2031-04-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LA48 2666.31310000 PA USD 2662.20000000 0.000033895048 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.05000000 N N N N N N PETRONAS CAP LTD 549300G7YFX3540OYR85 71675CAE8 235000.00000000 PA USD 147549.45000000 0.001878595048 Long DBT CORP MY N 2 2061-04-28 Fixed 0.03404000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374GZM7 1674.48720000 PA USD 65.02000000 0.000000827832 Long ABS-CBDO USGA US N 2 2034-05-16 Variable 0.02746320 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L05E3 30785.75500000 PA USD 24605.05000000 0.000313270737 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAW9 450000.00000000 PA USD 267763.50000000 0.003409156626 Long DBT NUSS SA N 2 2061-02-02 Fixed 0.03450000 N N N N N N ALPHA STAR HOLDING IX LTD 254900IL2SBV9ANGBE89 N/A 200000.00000000 PA USD 198752.00000000 0.002530504336 Long DBT CORP AE N 2 2028-08-26 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BJK9 41968.17560000 PA USD 41851.77000000 0.000532855445 Long ABS-CBDO USGA US N 2 2060-12-20 Variable 0.04161860 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MRB75 2147.15380000 PA USD 2046.27000000 0.000026053046 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AP8 380000.00000000 PA USD 356789.41000000 0.004542631767 Long DBT CORP US N 2 2031-02-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9GT5 1248219.31300000 PA USD 1098386.31000000 0.013984620633 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BNA6 10522.22250000 PA USD 10516.61000000 0.000133897154 Long ABS-CBDO USGA US N 2 2061-09-20 Variable 0.04331860 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BAD50 1685303.23800000 PA USD 1623051.34000000 0.020664639618 Long ABS-CBDO USGSE US N 2 2043-03-25 Fixed 0.02000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J20 1306000.00000000 PA USD 1292075.17000000 0.016450661227 Long DBT CORP US N 2 2029-04-06 Fixed 0.04970000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAM3 135000.00000000 PA USD 131168.70000000 0.001670035844 Long DBT CORP AE N 2 2033-04-24 Fixed 0.04696000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAE6 830000.00000000 PA USD 833346.68000000 0.010610144235 Long DBT CORP KY N 2 2030-03-15 Fixed 0.05875000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087Q23 400000.00000000 PA 275559.23000000 0.003508411620 Long DBT NUSS CA N 2 2033-06-01 Fixed 0.02750000 N N N N N N PK ALIFT LOAN FUNDING 3 LP N/A 69291VAB0 211709.56000000 PA USD 214092.22000000 0.002725815544 Long ABS-CBDO CORP US N 2 2039-09-15 Fixed 0.05842000 N N N N N N VOLKSWAGEN INTL FINANCE NV 5299004PWNHKYTR23649 N/A 600000.00000000 PA 678363.80000000 0.008636906986 Long EP CORP NL N 2 N N N DISCOVERY PURCHASER CORPORATION 2549001LSO1ZBIPA5D65 25471NAC0 1186954.80000000 PA USD 1181471.07000000 0.015042453235 Long LON CORP US N 2 2029-10-04 Variable 0.07483220 N N N N N N SIXTH STREET CLO XIX LTD N/A 83012KAL1 2685000.00000000 PA USD 2690216.96000000 0.034251759389 Long ABS-CBDO CORP KY N 2 2038-07-17 Variable 0.05029520 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQF72 259685.14100000 PA USD 265040.24000000 0.003374484163 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCR91 112127.70200000 PA USD 100334.07000000 0.001277450285 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DY1 200000.00000000 PA USD 169400.00000000 0.002156795577 Long DBT NUSS CL N 2 2042-03-07 Fixed 0.04340000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XADW9 132772.05300000 PA USD 106240.52000000 0.001352651025 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBE2 159000.00000000 PA USD 71373.51000000 0.000908725328 Long ABS-MBS CORP US N 3 2033-07-05 Fixed 0.05350300 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAS72 18997.15600000 PA USD 16908.75000000 0.000215281683 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TK2P4 2648.75480000 PA USD 2680.02000000 0.000034121932 Long ABS-CBDO USGSE US N 2 2029-03-15 Fixed 0.06000000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAL7 739000.00000000 PA USD 775883.31000000 0.009878522380 Long DBT CORP US N 2 2033-11-21 Fixed 0.06500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 175000.00000000 PA USD 174813.42000000 0.002225719073 Long DBT CORP US N 2 2029-02-15 Fixed 0.04800000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 455000.00000000 PA USD 429815.75000000 0.005472400876 Long DBT NUSS MX N 2 2040-01-11 Fixed 0.06050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417DU68 30966.08450000 PA USD 27978.36000000 0.000356219616 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TDW6 18.69200000 PA USD 19.57000000 0.000000249164 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 0.07000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 7000000.00000000 PA USD 6966917.30000000 0.088702576258 Long DBT CORP US N 2 2034-07-21 Variable 0.05424000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136AWQD2 20072.50660000 PA USD 2466.49000000 0.000031403274 Long ABS-CBDO USGSE US N 2 2047-05-25 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABKS0 2082420.75900000 PA USD 1737886.33000000 0.022126715170 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BF2 195000.00000000 PA USD 195247.46000000 0.002485884640 Long DBT CORP US N 2 2031-07-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36194GLR3 3769.42380000 PA USD 3527.24000000 0.000044908710 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 0.04000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAJ0 55000.00000000 PA USD 54738.80000000 0.000696932713 Long DBT CORP US N 2 2033-04-15 Fixed 0.05750000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 325000.00000000 PA 441822.47000000 0.005625270065 Long DBT CORP GB N 2 2031-06-20 Fixed 0.05875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204DT82 35534.24960000 PA USD 34631.83000000 0.000440931391 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04500000 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 85236FAA1 445000.00000000 PA USD 445265.83000000 0.005669110819 Long DBT CORP US N 2 2028-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385HX98 22.91690000 PA USD 23.65000000 0.000000301111 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N PRPM 2026-RCF3 N/A 69384FAA5 641036.60000000 PA USD 634654.70000000 0.008080404072 Long ABS-CBDO CORP US N 2 2056-05-25 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QY29 719.75340000 PA USD 703.40000000 0.000008955667 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04500000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 N/A 68270DAA9 200000.00000000 PA USD 198947.58000000 0.002532994454 Long ABS-CBDO CORP US N 2 2038-07-14 Fixed 0.04820000 N N N N N N CREEK PARENT INC N/A 22562QAB2 350000.00000000 PA USD 350875.00000000 0.004467329681 Long LON CORP US N 2 2033-08-12 Variable 0.06640390 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 N/A 362948AA9 241153.86100000 PA USD 237266.12000000 0.003020864924 Long ABS-CBDO CORP US N 2 2061-09-25 Variable 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KPY5 5848.59750000 PA USD 5568.20000000 0.000070894150 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 2000000.00000000 PA USD 2007144.06000000 0.025554896287 Long DBT CORP US N 2 2033-06-01 Fixed 0.05500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 2165000.00000000 PA USD 1785336.62000000 0.022730850800 Long DBT CORP US N 2 2045-09-26 Fixed 0.05875000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 4060000.00000000 NC USD 259480.49000000 0.003303697598 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2041-05-29 0.00000000 USD 0.00000000 USD 4060000.00000000 USD 1.00000000 4.50900000 USD 2031-05-27 XXXX 17707.49000000 N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAA6 87397.33700000 PA USD 86698.34000000 0.001103840591 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.03967000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 678000.00000000 PA USD 671032.47000000 0.008543564718 Long DBT CORP US N 2 2029-03-15 Fixed 0.04375000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 98650000.00000000 PA 617309.03000000 0.007859559537 Long DBT NUSS JP N 2 2026-09-14 Fixed 0.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 264000.00000000 PA USD 235872.50000000 0.003003121397 Long DBT CORP US N 2 2046-02-04 Fixed 0.06550000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WAW3 2000000.00000000 PA USD 43588.00000000 0.000554961072 Long ABS-MBS CORP US N 2 2033-07-05 Variable 0.01116000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020695 162325000.00000000 PA USD 126626177.58000000 1.612200588794 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.02000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0MB8 696722.23800000 PA USD 556626.93000000 0.007086956910 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAP1 881000.00000000 PA USD 852913.51000000 0.010859268512 Long DBT CORP US N 2 2031-03-15 Fixed 0.04450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178YCJ2 27907.14510000 PA USD 26314.11000000 0.000335030437 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.04000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 1124000.00000000 PA USD 1152938.50000000 0.014679177434 Long DBT CORP US N 2 2054-12-10 Variable 0.06750000 N N N N N N BPR TR 2024-PMDW N/A 05592VAE4 120000.00000000 PA USD 120417.12000000 0.001533147059 Long ABS-MBS CORP US N 2 2041-11-05 Variable 0.05850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHV38 17733.27100000 PA USD 17405.27000000 0.000221603360 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCL7 400000.00000000 PA USD 394439.60000000 0.005021992825 Long DBT CORP US N 2 2055-07-15 Variable 0.06950000 N N N N N N DEXT ABS 2025-2 LLC N/A 252153AC5 740000.00000000 PA USD 734504.39000000 0.009351687247 Long ABS-CBDO CORP US N 2 2036-04-15 Fixed 0.04230000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 700000.00000000 PA USD 672508.76000000 0.008562360797 Long DBT CORP US N 2 2029-09-01 Fixed 0.10750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403GWC2 8437.77640000 PA USD 8608.89000000 0.000109608122 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 0.05558000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31398SE82 9195.22180000 PA USD 8692.44000000 0.000110671878 Long ABS-CBDO USGSE US N 2 2040-12-25 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XSTK3 4424.59580000 PA USD 4344.93000000 0.000055319514 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPGR3 50463.81700000 PA USD 49609.27000000 0.000631623696 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 195000.00000000 PA USD 202228.65000000 0.002574768936 Long DBT CORP MA N 2 2054-05-02 Fixed 0.07500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 N/A 300000.00000000 PA 344206.56000000 0.004382427309 Long DBT CORP GB N 2 2033-03-17 Variable 0.03864000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 2540000.00000000 PA USD 2484360.08000000 0.031630795940 Long DBT CORP US N 2 2031-10-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDT22 190110.19800000 PA USD 151764.46000000 0.001932260425 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N PRAIRIE ACQUIROR LP 254900Q6KU2LVSIISH22 73943NAA4 320000.00000000 PA USD 330797.76000000 0.004211706881 Long DBT CORP US N 2 2029-08-01 Fixed 0.09000000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BF2 1365000.00000000 PA USD 1428490.18000000 0.018187492928 Long DBT CORP US N 2 2040-09-15 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9GM6 21849.14350000 PA USD 19588.21000000 0.000249396485 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 1020000.00000000 PA USD 974844.60000000 0.012411691390 Long DBT CORP MX N 2 2035-06-15 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WM7H1 46597.32790000 PA USD 44852.99000000 0.000571066885 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J62X1 5515.49900000 PA USD 4996.19000000 0.000063611337 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N MAGYAR EXPORT-IMPORT BANK 529900O4UGETQ9Q3AA63 55977YAA6 85000.00000000 PA USD 86109.25000000 0.001096340316 Long DBT CORP HU N 2 2027-12-04 Fixed 0.06125000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 23585WAC8 370000.00000000 PA USD 378140.00000000 0.004814466821 Long DBT CORP MH N 2 2032-10-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHAW3 16644.07600000 PA USD 14899.04000000 0.000189694117 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-AIRC N/A 12433CAE5 235656.39100000 PA USD 236834.67000000 0.003015371716 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.06229150 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906BB7 360000.00000000 PA USD 355812.59000000 0.004530194925 Long DBT CORP US N 2 2033-04-15 Fixed 0.08875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EWG2 20375.43790000 PA USD 18334.21000000 0.000233430596 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF 529900ZG3L6Z4K64S041 N/A 300000.00000000 PA 333340.06000000 0.004244075366 Long DBT CORP LU N 2 2032-09-22 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMC2 115000000.00000000 PA USD 114865233.80000000 1.462460615202 Long DBT UST US N 2 2031-12-31 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060697 16975000.00000000 PA USD 17215276.03000000 0.219184363630 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E67L0 8091.13870000 PA USD 7635.12000000 0.000097210112 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.04000000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1 N/A 68269NAA0 2100000.00000000 PA USD 2144082.78000000 0.027298395848 Long ABS-CBDO CORP US N 2 2041-05-14 Fixed 0.05790000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 1570000.00000000 PA USD 1552010.41000000 0.019760148688 Long DBT CORP CH N 2 2029-01-12 Variable 0.03869000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128LUB39 456.37230000 PA USD 470.75000000 0.000005993574 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 0.05989000 N N N N N N ROCC 2024-CNTR E N/A 74970WAJ9 737000.00000000 PA USD 763323.28000000 0.009718608466 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 0.08819060 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 240000.00000000 PA USD 230182.52000000 0.002930676747 Long DBT CORP IL N 2 2031-03-30 Fixed 0.05875000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 744000.00000000 PA USD 721657.47000000 0.009188120657 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N DLLAD 2023-1A N/A 233258AC6 141648.65000000 PA USD 141839.12000000 0.001805891302 Long ABS-CBDO CORP US N 2 2028-01-20 Fixed 0.04790000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AS4 1180000.00000000 PA USD 1201681.19000000 0.015299767860 Long DBT CORP US N 2 2033-06-01 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946FC5 2290.69790000 PA USD 2196.43000000 0.000027964879 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLH7 18256.50540000 PA USD 17492.84000000 0.000222718299 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.04500000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAD5 570000.00000000 PA USD 570803.70000000 0.007267455109 Long DBT CORP LU N 2 2036-02-23 Fixed 0.05852800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410EM88 593.55350000 PA USD 609.20000000 0.000007756315 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 0.05928000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E6Z7 248.44640000 PA USD 244.92000000 0.000003118313 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNSX1 954974.40600000 PA USD 825461.73000000 0.010509753295 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBC3 200000.00000000 PA USD 205700.00000000 0.002618966057 Long DBT NUSS MX N 2 2037-05-13 Fixed 0.06875000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 660000.00000000 PA USD 680531.28000000 0.008664503274 Long EP CORP US N 2 N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFP4 353000.00000000 PA USD 350389.73000000 0.004461151239 Long DBT CORP US N 2 2027-07-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136AWGE1 779261.27000000 PA USD 704721.27000000 0.008972489481 Long ABS-CBDO USGSE US N 2 2046-09-25 Fixed 0.02550000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QFEX8 1430.91510000 PA USD 1462.09000000 0.000018615284 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.05790000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCH1 160000.00000000 PA USD 159325.74000000 0.002028530409 Long DBT CORP US N 2 2034-02-15 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XX2V2 24434.70400000 PA USD 22198.43000000 0.000282629726 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 N/A 200000.00000000 PA 222597.54000000 0.002834105016 Long DBT CORP LU N 2 2033-04-02 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF5A5 1411915.73000000 PA USD 1209402.54000000 0.015398075850 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N EUREX DEUTSCHLAND N/A N/A -5.00000000 NC 4239.92000000 0.000053982530 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short GERMANY FEDERAL REPUBLIC OF EURO-BOBL FUT UNDERLYING 2026-09-08 -665421.62000000 EUR 4239.92000000 N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAE0 185000.00000000 PA USD 154147.59000000 0.001962602363 Long DBT CORP GB N 2 2033-01-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMVN1 185160.48700000 PA USD 160107.07000000 0.002038478278 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390FKW8 103.16680000 PA USD 108.03000000 0.000001375434 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GB4M3 20880.51800000 PA USD 18997.19000000 0.000241871637 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBQ0 200000.00000000 PA USD 193508.00000000 0.002463737889 Long DBT CORP CL N 2 2037-01-30 Fixed 0.05529000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HNWV6 900000.00000000 PA USD 878951.52000000 0.011190783652 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.04165000 N N N N N N SIRIUS REAL ESTATE LTD 213800NURUF5W8QSK566 N/A 400000.00000000 PA 450773.94000000 0.005739239905 Long DBT CORP GG N 2 2032-01-22 Fixed 0.04000000 N N N N N N SILK ROAD GROUP HOLDING LLC 254900J9KTY8FE4C8227 82710NAA6 200000.00000000 PA USD 199908.00000000 0.002545222492 Long DBT CORP GE N 2 2030-09-15 Fixed 0.07500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3F8 2000000.00000000 PA USD 2015333.02000000 0.025659157873 Long DBT CORP US N 2 2034-07-25 Variable 0.05557000 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 N/A 400000.00000000 PA 454610.99000000 0.005788093108 Long DBT CORP DE N 2 2031-06-19 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050698 -18850000.00000000 PA USD -18258547.32000000 -0.23246726152 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKNL5 6829.54970000 PA USD 6545.90000000 0.000083342196 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMJJ5 441094.01030000 PA USD 382513.86000000 0.004870154671 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQDM1 18448.05600000 PA USD 18399.02000000 0.000234255755 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 0.05000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 659000.00000000 PA USD 656212.43000000 0.008354876426 Long DBT CORP KY N 2 2026-11-29 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGX66 43393.89000000 PA USD 38345.85000000 0.000488218179 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 1725000.00000000 PA 1968103.37000000 0.025057831426 Long DBT NUSS LU N 2 2035-12-12 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9LV2 7059.93630000 PA USD 6379.42000000 0.000081222578 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 N/A 700000.00000000 PA 788596.89000000 0.010040391289 Long DBT CORP FR N 2 2032-06-17 Fixed 0.03324000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BK84 179.04980000 PA USD 173.42000000 0.000002207978 Long ABS-CBDO USGA US N 2 2063-02-20 Fixed 0.01650000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TZ1 1270000.00000000 PA USD 1167903.91000000 0.014869716573 Long DBT UST US N 2 2044-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TZ93 4.65740000 PA USD 4.88000000 0.000000062132 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPMY1 94287.57300000 PA USD 92337.35000000 0.001175636293 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N WELLS FARGO COML MTG TR 2017 N/A 95001GAG8 2897432.14190000 PA USD 23459.64000000 0.000298687413 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.00811751 N N N N N N MAGNETITE XXVI LTD / MAGNETITE XXVI LLC N/A 55954YAW5 4068000.00000000 PA USD 4068374.26000000 0.051798415641 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.04960150 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BGB32 7268.09520000 PA USD 128.95000000 0.000001641787 Long ABS-CBDO USGSE US N 2 2034-02-15 Fixed 0.03500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 1475000.00000000 PA USD 1415457.35000000 0.018021559338 Long DBT CORP US N 2 2029-05-01 Fixed 0.03625000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132LQWA1 15082.22860000 PA USD 14398.64000000 0.000183323040 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 0.04000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1600000.00000000 NC -47997.85000000 -0.00061110714 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 1% 05/22/2028 REGS Y 2031-06-20 0.00000000 EUR 40301.59000000 EUR 1600000.00000000 EUR -8113.26000000 N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRTR5 342571.01000000 PA USD 343587.45000000 0.004374544819 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HRE6 202.53600000 PA USD 208.79000000 0.000002658307 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLRR3 648475.51800000 PA USD 583978.14000000 0.007435191673 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6B53 368208.92600000 PA USD 316610.78000000 0.004031078689 Long ABS-CBDO USGSE US N 2 2052-03-25 Fixed 0.02250000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 560000.00000000 PA USD 322280.00000000 0.004103259023 Long DBT NUSS VE N 2 2031-08-05 Fixed 0.11950000 Y Y N N N N ROWE 2026-2 25490037RT1XQLDTEU84 779527AA8 3482000.00000000 PA USD 3485788.42000000 0.044380950689 Long ABS-CBDO CORP KY N 2 2039-07-20 Variable 0.05092290 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAX2 1038000.00000000 PA USD 1098741.68000000 0.013989145193 Long DBT CORP US N 2 2030-11-15 Variable 0.07550000 N N N N N N ERO COPPER CORP 549300KL8A21SEIO8I47 296006AA7 565000.00000000 PA USD 564180.75000000 0.007183131914 Long DBT CORP CA N 2 2030-02-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCVQ6 291350.14560000 PA USD 252656.95000000 0.003216820497 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N CEDAR FUNDING LTD 549300ZKTUZSV15HAV29 15033XAU0 10883000.00000000 PA USD 10896103.13000000 0.138728849101 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.05089210 N N N N N N SCG COMMERCIAL MORTGAGE TRUST 2026-MFP2 N/A 78398PAA8 2900000.00000000 PA USD 2898186.63000000 0.036899622815 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.04950000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 550000.00000000 PA USD 116875.00000000 0.001488048896 Long DBT CORP US N 2 2030-12-01 Fixed 0.04625000 N N N N N N CHILE ELECTRICITY LUX MPC II SARL N/A 16882LAA0 224826.15000000 PA USD 224389.99000000 0.002856926434 Long DBT CORP LU N 2 2035-10-20 Fixed 0.05580000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CY4 85000.00000000 PA USD 82131.25000000 0.001045692542 Long DBT NUSS TR N 2 2030-03-13 Fixed 0.05250000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AE1 50000.00000000 PA USD 24000.00000000 0.000305567260 Long DBT CORP VE N 2 2035-05-17 Fixed 0.09750000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXJ57 6351.39730000 PA USD 5724.90000000 0.000072889250 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397R3R5 22043.33960000 PA USD 22080.48000000 0.000281127990 Long ABS-CBDO USGSE US N 2 2037-12-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4AJ6 1749170.96100000 PA USD 1790161.03000000 0.022792275039 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 2549004FYUSYLPBT1G26 836720AG7 63000.00000000 PA USD 65425.74000000 0.000832998504 Long DBT CORP CA N 2 2055-03-01 Variable 0.07625000 N N N N N N EDGED COMPUTE LLC N/A 28002AAA4 1590000.00000000 PA USD 1508317.76000000 0.019203855215 Long DBT CORP US N 2 2031-04-30 Fixed 0.07500000 N N N N N N PRPM 2025-RCF5 LLC N/A 69384AAA6 313060.23130000 PA USD 310779.90000000 0.003956840104 Long ABS-CBDO CORP US N 2 2055-10-25 Fixed 0.04839000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945R42 13905.57440000 PA USD 13304.97000000 0.000169398467 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8S81 84118.64400000 PA USD 72756.32000000 0.000926331223 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 750000.00000000 PA USD 774227.48000000 0.009857440404 Long DBT CORP US N 2 2055-03-10 Variable 0.07000000 N N N N N N JYSKE BANK 3M5E1GQGKL17HI6CPN30 N/A 468000.00000000 PA 560018.19000000 0.007130134328 Long DBT CORP DK N 2 2035-05-01 Variable 0.05125000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAH0 659000.00000000 PA USD 662387.77000000 0.008433500664 Long DBT CORP US N 2 2029-05-15 Fixed 0.05125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG36 523859.58200000 PA USD 438742.77000000 0.005586059420 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.02500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A 12433FAA6 8251270.33000000 PA USD 8261584.42000000 0.105186238113 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.05082560 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAC5 748894.76000000 PA USD 750767.00000000 0.009558742296 Long ABS-MBS CORP US N 3 2043-03-15 Variable 0.05089200 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 74825NAA5 1155000.00000000 PA USD 1181361.72000000 0.015041060995 Long DBT CORP US N 2 2032-04-30 Fixed 0.06750000 N N N N N N ENFRAGEN ENERGIA SUR SA 2549002TO75PYMY3VY07 29280LAA1 1431779.08600000 PA USD 1355107.32000000 0.017253184617 Long DBT CORP ES N 2 2030-12-30 Fixed 0.05375000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AD8 720000.00000000 PA USD 757889.93000000 0.009649431221 Long DBT CORP US N 2 2036-01-15 Fixed 0.06750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31396WYX8 1521.16840000 PA USD 1812.72000000 0.000023079495 Long ABS-CBDO USGSE US N 2 2037-07-25 Variable 0.17053980 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C72 2207441.37700000 PA USD 2247910.40000000 0.028620325904 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.06000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QAZ5 85000.00000000 PA USD 74885.00000000 0.000953433511 Long DBT CORP MX N 2 2041-06-02 Fixed 0.06500000 N N N N N N BARINGS CLO LTD 2020-IV 549300Q89L7I93JSRH83 06762BAS9 2246000.00000000 PA USD 2248461.62000000 0.028627344020 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.05099210 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TN8 15123000.00000000 PA USD 11543693.05000000 0.146973943996 Long DBT UST US N 2 2053-02-15 Fixed 0.03625000 N N N N N N CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC N/A 209031AA1 570000.00000000 PA USD 574730.09000000 0.007317445785 Long ABS-CBDO CORP US N 2 2055-05-20 Fixed 0.06000000 N N N N N N BX COML MTG TR 2026-VLT10 N/A 05620TAG0 272000.00000000 PA USD 258815.70000000 0.003295233512 Long ABS-MBS CORP US N 2 2058-07-13 Variable 0.07095910 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCZ6 5000000.00000000 PA USD 5119064.20000000 0.065175767562 Long DBT CORP US N 2 2029-06-08 Variable 0.06312000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392B2Z8 117.18860000 PA USD 117.49000000 0.000001495879 Long ABS-CBDO USGSE US N 2 2032-01-25 Variable 0.04507670 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DS36 1514.81520000 PA USD 1537.50000000 0.000019575402 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 0.06000000 N N N N N N VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ N/A 91825CAJ4 145000.00000000 PA USD 145511.15000000 0.001852643475 Long ABS-MBS CORP US N 2 2044-07-13 Variable 0.07675580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGYW8 14857.69910000 PA USD 13937.51000000 0.000177451947 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A 12433FAG3 359532.47000000 PA USD 359981.89000000 0.004583278324 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.06131090 N N N N N N MSRM 2025-NQM3 N/A 61778LAA3 617803.83700000 PA USD 616574.90000000 0.007850212616 Long ABS-CBDO CORP US N 2 2070-05-25 Variable 0.05530000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWVN1 28340.82200000 PA USD 27579.18000000 0.000351137269 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHF4 3562000.00000000 PA USD 3447322.94000000 0.043891209383 Long DBT CORP US N 2 2033-01-15 Fixed 0.04750000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAK6 105000.00000000 PA USD 103877.95000000 0.001322570856 Long DBT NUSS RO N 2 2027-02-27 Fixed 0.03000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AE4 350000.00000000 PA USD 372237.36000000 0.004739314590 Long DBT CORP US N 2 2037-08-15 Fixed 0.06625000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BH6 320000.00000000 PA USD 314855.96000000 0.004008736375 Long DBT CORP US N 2 2028-01-15 Fixed 0.03400000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAG1 375000.00000000 PA USD 389912.25000000 0.004964350745 Long DBT CORP US N 2 2029-04-15 Fixed 0.08625000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGMY0 5698.11130000 PA USD 5930.18000000 0.000075502868 Long ABS-MBS USGSE US N 2 2041-05-01 Variable 0.06134000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAF5 965000.00000000 PA USD 986712.48000000 0.012562792872 Long DBT CORP US N 2 2031-08-13 Fixed 0.07294000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBM1 389000.00000000 PA USD 386558.64000000 0.004921652686 Long DBT CORP US N 2 2057-01-15 Variable 0.06550000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 983000.00000000 PA USD 980137.54000000 0.012479080939 Long DBT CORP US N 2 2028-04-01 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FW57 6909.93880000 PA USD 7006.72000000 0.000089209343 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFH42 1533.30890000 PA USD 1530.05000000 0.000019480549 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GM29 37096.46460000 PA USD 34168.66000000 0.000435034325 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DD1 555000.00000000 PA USD 539766.53000000 0.006872290817 Long DBT CORP US N 2 2036-01-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179ST31 287790.64800000 PA USD 278378.71000000 0.003544309152 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 0.03000000 N N N N N N WESSEX WATER SERVS FIN PLC 213800B9BFRCA1YMEI57 N/A 400000.00000000 PA 532800.12000000 0.006783594700 Long DBT CORP GB N 2 2034-09-19 Fixed 0.06125000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31396VYS1 1477.91440000 PA USD 103.56000000 0.000001318522 Long ABS-CBDO USGSE US N 2 2037-05-25 Variable 0.02682330 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030694 -1000000.00000000 PA USD -852734.40000000 -0.01085698808 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.03000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2F1 120000.00000000 PA USD 91941.60000000 0.001170597616 Long DBT CORP SA N 2 2049-04-16 Fixed 0.04375000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAK4 275000.00000000 PA USD 242638.50000000 0.003089265900 Long DBT CORP US N 2 2032-07-15 Fixed 0.09625000 N N N N N N GSMS 2026-DAWN B N/A 36274LAC0 144212.25000000 PA USD 142613.69000000 0.001815753103 Long ABS-MBS CORP US N 2 2043-04-10 Variable 0.06573240 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4RB8 2079.62510000 PA USD 2074.73000000 0.000026415398 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVX1 302224.82400000 PA USD 312319.92000000 0.003976447591 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DAN2 6216.55420000 PA USD 5927.14000000 0.000075464163 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04000000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAT4 160000.00000000 PA USD 156500.74000000 0.001992562596 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPYW8 8062.58810000 PA USD 7650.92000000 0.000097411277 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N SCG TRUST 2025-SNIP N/A 78398JAJ3 662000.00000000 PA USD 662000.00000000 0.008428563589 Long ABS-MBS CORP US N 2 2042-09-15 Floating 0.07039200 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DP7 766000.00000000 PA USD 774171.60000000 0.009856728941 Long DBT CORP US N 2 2027-05-01 Fixed 0.06259000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FCJK1 1900000.00000000 PA USD 1873298.92000000 0.023850784091 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 0.03303000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 1545000.00000000 PA 1685155.43000000 0.021455346977 Long DBT NUSS LU N 2 2045-10-12 Fixed 0.03750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H56A0 386736.23400000 PA USD 338184.40000000 0.004305753353 Long ABS-CBDO USGSE US N 2 2049-04-25 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLHG8 612877.29200000 PA USD 544930.10000000 0.006938033231 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050692 -27700000.00000000 PA USD -26736992.88000000 -0.34041456898 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395HNX4 105464.63910000 PA USD 105434.34000000 0.001342386766 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQN4 100912000.00000000 PA USD 98168455.00000000 1.249877742318 Long DBT UST US N 2 2033-04-30 Fixed 0.04125000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAY4 470000.00000000 PA USD 480849.01000000 0.006122154769 Long DBT CORP US N 2 2033-07-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MYAF9 334252.59700000 PA USD 327156.18000000 0.004165342396 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N TERAWULF INC 254900CVMW1SX2T78A64 88080TAE4 871000.00000000 PA USD 933450.70000000 0.011884665532 Long DBT CORP US N 2 2032-05-01 Fixed 0.00000000 N N N N Y TERAWULF INC USD XXXX N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 330000.00000000 PA USD 329303.70000000 0.004192684555 Long DBT CORP US N 2 2029-08-06 Fixed 0.06625000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 15870MAC0 1117875.33000000 PA USD 1101364.31000000 0.014022536437 Long LON CORP US N 2 2029-02-23 Variable 0.08514070 N N N N N N TOWD POINT MORTGAGE TRUST 2015-6 N/A 89172RAE5 1200000.00000000 PA USD 1159120.80000000 0.014757890287 Long ABS-CBDO CORP US N 2 2055-04-25 Variable 0.03794690 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XABL5 23306.02800000 PA USD 21065.55000000 0.000268205933 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383DXP3 45.63940000 PA USD 47.79000000 0.000000608460 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 0.07000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 1066000.00000000 PA USD 1060009.08000000 0.013496002924 Long DBT CORP US N 2 2028-03-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y9EQ3 3464483.88000000 PA USD 3474763.35000000 0.044240579837 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 0.05500000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DW6 900000.00000000 PA 1010344.43000000 0.012863674131 Long DBT CORP US N 2 2032-06-06 Fixed 0.03250000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BKND0 691843.03500000 PA USD 605330.00000000 0.007707042896 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDZH2 83025.73700000 PA USD 79432.56000000 0.001011332904 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H5EU1 133326.68000000 PA USD 126602.48000000 0.001611898871 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWZ3 2500000.00000000 PA USD 2475100.35000000 0.031512901343 Long DBT CORP US N 2 2029-05-01 Variable 0.04223000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJEZ6 2922536.19000000 PA USD 2932707.49000000 0.037339141341 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04793190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9NN7 26335.29800000 PA USD 23587.40000000 0.000300314049 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGF7 335000.00000000 PA USD 341101.02000000 0.004342887669 Long DBT CORP US N 2 2030-01-31 Fixed 0.06500000 N N N N N N CSTL COML MTG TR 2025-GATE2 N/A 12676JAJ5 615000.00000000 PA USD 602302.89000000 0.007668501825 Long ABS-MBS CORP US N 2 2042-11-10 Variable 0.06354790 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION N/A 14856CAA7 56243.55000000 PA USD 55848.90000000 0.000711066472 Long ABS-CBDO CORP US N 2 2043-06-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BE7E7 17383.94100000 PA USD 16150.90000000 0.000205632760 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.04000000 N N N N N N CARLSBERG BREWERIES A/S 5493008YL42784DMWN61 N/A 325000.00000000 PA 367432.03000000 0.004678133277 Long DBT CORP DK N 2 2032-02-28 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNGQ9 236327.89400000 PA USD 211671.12000000 0.002694990173 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407XFG1 96.03080000 PA USD 98.35000000 0.000001252189 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DW7 801000.00000000 PA USD 804557.51000000 0.010243601411 Long DBT CORP US N 2 2029-01-30 Fixed 0.05000000 N N N N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 290000.00000000 PA USD 80185.00000000 0.001020912947 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.06150000 Y Y N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5J24 211447.96300000 PA USD 184715.61000000 0.002351793451 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.02500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 213000.00000000 PA USD 198091.35000000 0.002522092960 Long DBT CORP US N 2 2031-01-15 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM4Y8 637610.72440000 PA USD 507807.40000000 0.006465388160 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N WELLINGTON MANAGEMENT CLO 6 LTD 213800ZETZ6SP1JD6946 94957AAA1 3467000.00000000 PA USD 3470789.43000000 0.044189984010 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.01220000 N N N N N N INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA N/A 44989YAA6 2544000.00000000 PA USD 2506233.56000000 0.031909288413 Long ABS-MBS CORP US N 2 2037-11-05 Variable 0.05041458 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TD0 24090000.00000000 PA USD 13811286.27000000 0.175844870958 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N CORPORACION INMOBILIARIA VESTA SAB. DE CV. 4469000001BIRIFZJ959 21989DAB8 200000.00000000 PA USD 193500.00000000 0.002463636033 Long DBT CORP MX N 2 2033-01-30 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XFF8 2214670.40600000 PA USD 1970929.98000000 0.025093819737 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 0.03500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAG1 525000.00000000 PA USD 541416.75000000 0.006893301367 Long DBT CORP US N 2 2031-02-15 Fixed 0.07125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUH33 1640075.71700000 PA USD 1667618.16000000 0.021232062996 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 313920QV5 1121.10160000 PA USD 1130.40000000 0.000014392217 Long ABS-CBDO USGSE US N 2 2031-08-25 Variable 0.04737670 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E5W5 1419.80110000 PA USD 1362.80000000 0.000017351127 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQB76 29145.28400000 PA USD 27007.14000000 0.000343854073 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 6485000.00000000 PA USD 6305969.51000000 0.080287409374 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRU94 746222.95800000 PA USD 596174.16000000 0.007590471023 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 16234000.00000000 PA USD 15952850.33000000 0.203111198541 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828TAB8 200000.00000000 PA USD 202752.40000000 0.002581437305 Long DBT CORP US N 2 2029-04-01 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FTL0 76016.66420000 PA USD 74052.54000000 0.000942834656 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 0.04500000 N N N N N N CHILE ELECTRICITY LUX MPC SARL N/A 168829AA7 66000.00000000 PA USD 67372.14000000 0.000857780009 Long DBT CORP LU N 2 2033-01-20 Fixed 0.06010000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAG5 614000.00000000 PA USD 606579.01000000 0.007722945253 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.04985300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133KT3P3 13449.70300000 PA USD 11843.19000000 0.000150787129 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAT0 200000.00000000 PA USD 198750.00000000 0.002530478872 Long DBT CORP KY N 2 2056-02-25 Variable 0.06000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128JPDH0 538.43850000 PA USD 560.15000000 0.000007131812 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 0.06305000 N N N N N N AKELIUS RESIDENTIAL AB 213800REBFN6T3PU8L97 N/A 300000.00000000 PA 342334.56000000 0.004358593063 Long DBT CORP SE N 2 2031-03-25 Fixed 0.03950000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BMRP5 149271.46800000 PA USD 139913.42000000 0.001781373349 Long ABS-CBDO USGSE US N 2 2047-05-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B97A6 32504.29100000 PA USD 30158.13000000 0.000383972381 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N BCRED BSL STATIC CLO 2025-1 LTD / LLC N/A 05556KAA0 1662471.46000000 PA USD 1663540.43000000 0.021180145464 Long ABS-CBDO CORP KY N 2 2035-07-24 Variable 0.05025090 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GSLX5 3349.18450000 PA USD 3188.78000000 0.000040599448 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAU4 200000.00000000 PA USD 186260.00000000 0.002371456577 Long DBT NUSS AE N 2 2054-04-30 Fixed 0.05500000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 922646AS3 1285000.00000000 PA USD 670461.60000000 0.008536296419 Long DBT NUSS VE N 2 2027-09-15 Fixed 0.09250000 Y Y N N N N AIMCO CLO 19 LTD / AIMCO CLO 19 LLC N/A 00140HAA1 1293000.00000000 PA USD 1295667.46000000 0.016496398152 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05079210 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 78418000.00000000 PA USD 64094462.19000000 0.816048716434 Long DBT UST US N 2 2052-11-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945QT8 942.81550000 PA USD 920.46000000 0.000011719268 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N SIXTH STREET CLO XVIII LTD N/A 83012HAN4 6838000.00000000 PA USD 6854554.80000000 0.087271980373 Long ABS-CBDO CORP KY N 2 2038-10-17 Variable 0.05249520 N N N N N N KITE REALTY GROUP TRUST N/A 76131VAB9 79000.00000000 PA USD 77958.28000000 0.000992562417 Long DBT CORP US N 2 2030-09-15 Fixed 0.04750000 N N N N N N A and K TRAVEL GROUP HOLDINGS LTD 254900QJTRYLWP442517 00039UAA6 585000.00000000 PA USD 595114.65000000 0.007576981375 Long DBT CORP JE N 2 2033-05-15 Fixed 0.07500000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAR4 2099000.00000000 PA USD 2073229.82000000 0.026396298146 Long DBT CORP US N 2 2033-07-20 Fixed 0.05375000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGVQ7 4979.28980000 PA USD 5184.66000000 0.000066010931 Long ABS-MBS USGSE US N 2 2041-06-01 Variable 0.06265000 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A 44040HAA0 340299.21900000 PA USD 337745.04000000 0.004300159435 Long ABS-CBDO CORP KY N 2 2039-07-15 Fixed 0.03721000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 555000.00000000 PA USD 545043.02000000 0.006939470925 Long DBT CORP US N 2 2034-02-01 Fixed 0.06250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H8P62 609159.36600000 PA USD 602473.11000000 0.007670669060 Long ABS-CBDO USGSE US N 2 2052-08-25 Variable 0.04313190 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 160000.00000000 PA USD 146360.00000000 0.001863451007 Long DBT CORP CO N 2 2031-11-02 Fixed 0.04625000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAR8 100000.00000000 PA 107559.79000000 0.001369447929 Long DBT CORP US N 2 2037-05-06 Fixed 0.03375000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GFD1 278000.00000000 PA USD 293394.36000000 0.003735487945 Long DBT CORP US N 2 2037-10-01 Fixed 0.06750000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658CA8 80000.00000000 PA USD 79170.05000000 0.001007990635 Long DBT CORP BM N 2 2032-08-01 Fixed 0.05750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376XNT6 10159.59640000 PA USD 10154.43000000 0.000129285889 Long ABS-CBDO USGA US N 2 2060-03-20 Variable 0.04407880 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAP4 717000.00000000 PA USD 681868.84000000 0.008681533047 Long DBT CORP CA N 2 2037-06-15 Fixed 0.05250000 N N N N N N ALA TRUST 2025-OANA N/A 009920AA7 4220000.00000000 PA USD 4241100.00000000 0.053997554437 Long ABS-MBS CORP US N 2 2040-06-15 Variable 0.05381630 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AC1 319000.00000000 PA USD 318751.18000000 0.004058330195 Long DBT CORP US N 2 2028-11-15 Fixed 0.05325000 N N N N N N MAGNETITE XLVII LTD 529900SMT5EN0CN67W73 559916AA9 4313000.00000000 PA USD 4323402.96000000 0.055045433187 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.05140150 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUBP7 3580667.39000000 PA USD 3664576.75000000 0.046657278194 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKZR3 423216.93400000 PA USD 334546.55000000 0.004259436359 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 100000.00000000 NC USD 15910.50000000 0.000202571995 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BB CDSI S18 PRC INDX CZ030007 Y 2057-12-17 14374.95000000 USD 0.00000000 USD 100000.00000000 USD 1535.55000000 N N N YINSON BERGENIA PRODUCTION BV 549300JDIAWKPMZD5256 98585VAA6 195166.00000000 PA USD 208217.73000000 0.002651021718 Long DBT CORP NL N 2 2045-01-31 Fixed 0.08498000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-IRON N/A 05608JAJ2 522819.83600000 PA USD 520416.90000000 0.006625931925 Long ABS-MBS CORP US N 2 2038-02-15 Variable 0.06353480 N N N N N N BHG SECURITIZATION TRUST 2026-2CON N/A 08862JAA6 2310000.00000000 PA USD 2299888.90000000 0.029282114564 Long ABS-CBDO CORP US N 2 2037-09-17 Fixed 0.05070000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LYR0 79194.83100000 PA USD 71548.90000000 0.000910958388 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38380GF25 43449.67280000 PA USD 38988.05000000 0.000496394650 Long ABS-CBDO USGA US N 2 2046-11-20 Fixed 0.02500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 12000000.00000000 PA USD 12120878.76000000 0.154322654659 Long DBT CORP CH N 2 2030-02-08 Variable 0.05428000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GTEA0 82607.47400000 PA USD 86696.25000000 0.001103813981 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.06500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 532000.00000000 PA USD 503002.75000000 0.006404215504 Long DBT CORP FR N 2 2029-09-15 Variable 0.02159000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76Y9 3466.85560000 PA USD 3109.41000000 0.000039588912 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDA53 508309.46820000 PA USD 471629.70000000 0.006004774799 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.02500000 N N N N N N ORANGE 969500MCOONR8990S771 685218AE9 300000.00000000 PA USD 288790.19000000 0.003676867795 Long DBT CORP FR N 2 2033-01-13 Fixed 0.04750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5BQ9 747573.34100000 PA USD 652618.52000000 0.008309118875 Long ABS-CBDO USGSE US N 2 2048-10-25 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129455M6 2043.69840000 PA USD 2000.19000000 0.000025466357 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ANJ3 5310.39260000 PA USD 4860.04000000 0.000061877879 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 80000.00000000 NC USD 14660.50000000 0.000186657033 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 20790.22000000 USD 0.00000000 USD 80000.00000000 USD -6129.72000000 N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DU3 190000.00000000 PA USD 161500.00000000 0.002056213020 Long DBT NUSS PE N 2 2034-01-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNS52 1641960.25700000 PA USD 1428515.28000000 0.018187812500 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XCT4 8994.05630000 PA USD 8328.51000000 0.000106038332 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLJ8 122370000.00000000 PA USD 118235232.73000000 1.505367337675 Long DBT UST US N 2 2031-08-31 Fixed 0.03750000 N N N N N N COOPER STANDARD AUTO INC ITCH5B3Q4RTX2PH9UN62 216762AK0 477000.00000000 PA USD 482602.05000000 0.006144474420 Long DBT CORP US N 2 2031-03-01 Fixed 0.09250000 N N N N N AMERICAN AXLE and MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406PBC3 280000.00000000 PA USD 280300.44000000 0.003568776559 Long DBT CORP US N 2 2032-10-15 Fixed 0.06375000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AT8 185000.00000000 PA USD 182118.64000000 0.002318728909 Long DBT CORP US N 2 2034-03-31 Fixed 0.05500000 N N N N N N WINDSTREAM SERVICES LLC 549300L3SXBFJVGRCF66 97382BAB5 390000.00000000 PA USD 402674.80000000 0.005126843138 Long DBT CORP US N 2 2033-10-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EMVW8 1151.21470000 PA USD 1194.61000000 0.000015209737 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 0.05878000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MSC80 8207.19650000 PA USD 7406.60000000 0.000094300602 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AH3 200000.00000000 PA USD 210500.00000000 0.002680079509 Long DBT NUSS AO N 2 2031-01-15 Fixed 0.09244000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31397SVY7 5759.56700000 PA USD 5881.08000000 0.000074877729 Long ABS-CBDO USGSE US N 2 2032-11-25 Fixed 0.06000000 N N N N N N REWE INT FINANCE 5299003XLG8J4YTHLX44 N/A 500000.00000000 PA 602445.14000000 0.007670312947 Long DBT CORP NL N 2 2030-09-13 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDS56 120143.50100000 PA USD 95684.96000000 0.001218257960 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 16233000.00000000 PA USD 16208160.43000000 0.206361798862 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 260000.00000000 PA USD 219635.00000000 0.002796386048 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XDC1 2153.31840000 PA USD 2107.33000000 0.000026830460 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N GLOBAL INFRASTRUCTURE SOLUTIONS INC 2549003BGLQITAJ6ZT28 379968AA8 525000.00000000 PA USD 527642.58000000 0.006717929060 Long DBT CORP US N 2 2034-07-15 Fixed 0.06375000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 N/A 200000.00000000 PA USD 164564.00000000 0.002095223774 Long DBT CORP KY N 2 2053-02-14 Fixed 0.05125000 N N N N N N SOBHA SUKUK LTD 5493000HMN2AOHV8GU08 N/A 200000.00000000 PA USD 200059.00000000 0.002547145019 Long DBT CORP KY N 2 2028-07-17 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNMC8 4752.06870000 PA USD 4491.93000000 0.000057191114 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAJ9 180600.00000000 PA USD 170044.72000000 0.002165004132 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.05503480 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QJT9 3888.50460000 PA USD 3667.26000000 0.000046691441 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMSE6 3531006.84300000 PA USD 3049928.35000000 0.038831593716 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAJ9 221000.00000000 PA USD 142487.54000000 0.001814146966 Long DBT NUSS RO N 2 2051-02-14 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LG34 14445.68710000 PA USD 14415.86000000 0.000183542285 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DM2S3 687125.54200000 PA USD 548530.46000000 0.006983872904 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BC9 120000.00000000 PA USD 93500.30000000 0.001190442936 Long DBT CORP US N 2 2034-03-01 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4JL8 59863.14400000 PA USD 52689.13000000 0.000670836378 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVVB0 163550.27290000 PA USD 143703.61000000 0.001829629931 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03000000 N N N N N N CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 529900J5H3JGJ83AUZ88 N/A 499000.00000000 PA 588520.38000000 0.007493023332 Long DBT CORP LU N 2 2034-03-27 Fixed 0.04750000 N N N N N N CFMT 2024-HB15 LLC N/A 15723AAA9 371713.14000000 PA USD 370405.23000000 0.004715987967 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 0.04000000 N N N N N N CONGO, REPUBLIC OF THE 529900BXT90HR4QTB688 N/A 200000.00000000 PA USD 199220.00000000 0.002536462897 Long DBT NUSS CG N 2 2035-02-17 Fixed 0.09500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946Q25 19953.49090000 PA USD 19519.75000000 0.000248524855 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N PRPM 2025-RCF3 LLC N/A 69392PAA3 561212.25000000 PA USD 559562.96000000 0.007124338354 Long ABS-CBDO CORP US N 2 2055-07-25 Variable 0.05250000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AH0 125000.00000000 PA USD 125937.50000000 0.001603432367 Long DBT NUSS OM N 2 2028-01-17 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVW9 518190.06700000 PA USD 461224.19000000 0.005872292166 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.01500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3QP0 163217.65400000 PA USD 142352.09000000 0.001812422420 Long ABS-CBDO USGSE US N 2 2048-07-25 Fixed 0.02500000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAG3 755000.00000000 PA USD 768672.70000000 0.009786717116 Long DBT CORP US N 2 2032-06-01 Fixed 0.06250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AASL3 13292.82620000 PA USD 12986.27000000 0.000165340789 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402XY26 501.41690000 PA USD 494.89000000 0.000006300924 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N BBCMS MTG TR 2022-C16 N/A 05552YAK2 200000.00000000 PA USD 179302.46000000 0.002282873392 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 0.04600000 N N N N N N BBCMS MTG TR 2025-C32 N/A 07337AAH9 923000.00000000 PA USD 904166.55000000 0.011511820637 Long ABS-MBS CORP US N 2 2062-02-15 Variable 0.06125000 N N N N N N ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 N/A 020956AA6 1069000.00000000 PA USD 1041079.00000000 0.013254985729 Long DBT CORP LU N 2 2033-01-15 Fixed 0.10000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MPB1 1234289.48300000 PA USD 1064582.08000000 0.013554226219 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMYM1 666634.28000000 PA USD 534880.55000000 0.006810082671 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2VD0 2441952.30800000 PA USD 2041407.17000000 0.025991133147 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAG0 340000.00000000 PA USD 328622.24000000 0.004184008227 Long DBT CORP US N 2 2034-01-15 Fixed 0.05750000 N N N N N N CIFC FUNDING 2021-III LTD N/A 12564DAJ3 7744000.00000000 PA USD 7761261.38000000 0.098816140593 Long ABS-CBDO CORP KY N 2 2038-10-15 Variable 0.04982920 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2026-A N/A 39572BAA9 1900000.00000000 PA USD 1898132.87000000 0.024166969177 Long ABS-CBDO CORP US N 2 2070-12-15 Fixed 0.04670000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9PH8 1470.16320000 PA USD 1467.64000000 0.000018685947 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 385000.00000000 PA USD 344374.80000000 0.004384569335 Long DBT CORP GB N 2 2030-10-14 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKF26 4192.34120000 PA USD 3781.71000000 0.000048148615 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N AHLSTROM HOLDING 3 OY 743700UEY0YM039XN974 84612JAA0 90000.00000000 PA USD 88998.72000000 0.001133128959 Long DBT CORP FI N 2 2028-02-04 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLZ83 286905.85700000 PA USD 246471.78000000 0.003138071103 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03000000 N N N N N N GSMS 2026-DAWN B N/A 36274LAE6 353071.35000000 PA USD 349218.74000000 0.004446242230 Long ABS-MBS CORP US N 2 2043-04-10 Variable 0.07085590 N N N N N N TIERRA MOJADA LUXEMBOURG II SARL N/A 30260LAA3 106294.82880000 PA USD 100698.41000000 0.001282089051 Long DBT CORP LU N 2 2040-12-01 Fixed 0.05750000 N N N N N N BRES COML MTG TR 2025-ATCAP N/A 05619GAL0 575000.00000000 PA USD 570339.86000000 0.007261549512 Long ABS-MBS CORP US N 2 2042-11-15 Variable 0.08827710 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLH0 11000000.00000000 PA USD 10946228.48000000 0.139367043511 Long DBT CORP US N 2 2034-04-25 Variable 0.05288000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76X1 1037.32660000 PA USD 929.01000000 0.000011828126 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6HU4 5185818.11700000 PA USD 5027793.27000000 0.064013708896 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 0.05000000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAE3 535000.00000000 PA USD 388142.50000000 0.004941818342 Long DBT CORP QA N 2 2041-07-12 Fixed 0.03125000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CX3 125000.00000000 PA USD 114843.75000000 0.001462187084 Long DBT NUSS PH N 2 2048-01-17 Fixed 0.05500000 N N N N N N BX 2024-CNYN N/A 05612HAC5 555100.00000000 PA USD 556487.75000000 0.007085184875 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05330720 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 N/A 1000000.00000000 PA USD 1016120.00000000 0.012937208510 Long DBT CORP BM N 2 2029-09-19 Fixed 0.07750000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBQ7 377000.00000000 PA USD 379085.56000000 0.004826505661 Long DBT CORP IE N 2 2056-01-31 Variable 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287NDD7 206.88620000 PA USD 210.46000000 0.000002679570 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPJ32 567345.85600000 PA USD 555433.69000000 0.007071764615 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.05000000 N N N N N N MCR 2024-TWA MTG TR N/A 582923AF5 200000.00000000 PA USD 200610.24000000 0.002554163390 Long ABS-MBS CORP US N 2 2039-06-12 Fixed 0.10382000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417G5U6 76454.13390000 PA USD 68483.03000000 0.000871923826 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.03000000 N N N N N N RR 7 LTD N/A 74980EBA5 1862000.00000000 PA USD 1865724.00000000 0.023754340443 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.05018150 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 1318000.00000000 PA USD 1331593.43000000 0.016953806494 Long DBT CORP US N 2 2029-07-20 Variable 0.05449000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD N/A 64131JAU0 2803000.00000000 PA USD 2806868.14000000 0.035736958616 Long ABS-CBDO CORP KY N 2 2038-07-18 Variable 0.05129210 N N N N N N BPR TR 2024-PMDW N/A 05592VAL8 70000.00000000 PA USD 66960.17000000 0.000852534819 Long ABS-MBS CORP US N 2 2041-11-05 Variable 0.05850000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBE7 300000.00000000 PA USD 298288.52000000 0.003797800239 Long DBT CORP NL N 2 2034-06-26 Fixed 0.05500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3W1 5839000.00000000 PA USD 5849381.74000000 0.074474147964 Long DBT CORP US N 2 2031-04-23 Variable 0.05150000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HV5 815000.00000000 PA USD 574778.75000000 0.007318065323 Long DBT NUSS AR N 2 2041-07-09 Variable 0.03500000 N N N N N N VIER GAS TRANSPORT GMBH 529900AGED6PJE9AVL37 N/A 500000.00000000 PA 564369.02000000 0.007185528961 Long DBT CORP DE N 2 2033-09-08 Fixed 0.03625000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AU3 857000.00000000 PA USD 845975.26000000 0.010770930927 Long DBT CORP US N 2 2030-12-15 Fixed 0.04900000 N N N N N N VEON MIDCO BV 213800GOFSH7EPKBRE50 92337DAA0 200000.00000000 PA USD 199724.00000000 0.002542879810 Long DBT CORP NL N 2 2031-06-01 Fixed 0.06950000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 250000.00000000 PA USD 249495.00000000 0.003176562647 Long DBT NUSS RO N 2 2034-01-30 Fixed 0.06375000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAE0 1070000.00000000 PA USD 952088.85000000 0.012121965883 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6UU2 598826.54700000 PA USD 626220.71000000 0.007973022772 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06500000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AL1 897000.00000000 PA USD 796476.58000000 0.010140715259 Long DBT CORP US N 2 2031-09-01 Fixed 0.02750000 N N N N N N BANCO DE CREDITO E INVERSIONES 549300E9E5Y3PKW24142 05956NAF9 250000.00000000 PA USD 262843.75000000 0.003346518520 Long EP CORP CL N 2 N N N CROSS 2025-H4 MTG TR N/A 22790AAA3 966840.19000000 PA USD 965706.28000000 0.012295342582 Long ABS-CBDO CORP US N 2 2070-06-25 Variable 0.05596000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405WSY2 158.64100000 PA USD 161.95000000 0.000002061942 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 0.05980000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKR42 2756019.59100000 PA USD 2298791.53000000 0.029268142883 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31396LMA5 3970.59320000 PA USD 253.65000000 0.000003229463 Long ABS-CBDO USGSE US N 2 2036-11-25 Variable 0.02922330 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XVLQ4 34127.49320000 PA USD 30854.04000000 0.000392832685 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 5299.37160000 PA USD 5068.00000000 0.000064525619 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAR0 464000.00000000 PA USD 469617.65000000 0.005979157440 Long DBT CORP CA N 2 2029-06-15 Fixed 0.06125000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AN3 7027.08620000 PA USD 6262.89000000 0.000079738922 Long DBT NUSS GH N 2 2030-01-03 Fixed 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7PW3 1347234.02600000 PA USD 1285188.51000000 0.016362980484 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.02500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DC3 555000.00000000 PA USD 540251.71000000 0.006878468114 Long DBT CORP US N 2 2034-01-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVRW6 62409.23800000 PA USD 64105.77000000 0.000816192687 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXQ0 50096.45400000 PA USD 41866.70000000 0.000533045533 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N OLIT 2026-HB3 N/A 68278KAA5 1339391.71170000 PA USD 1311933.38000000 0.016703495344 Long ABS-CBDO CORP US N 2 2039-06-25 Variable 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EP7H1 36030.84840000 PA USD 32385.49000000 0.000412331060 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 0.03000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DH0 780000.00000000 PA USD 838383.00000000 0.010674266506 Long DBT NUSS TR N 2 2029-03-14 Fixed 0.09375000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BV3 2130000.00000000 PA USD 2056679.41000000 0.026185578836 Long DBT CORP US N 2 2036-04-01 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJ68 1489972.72800000 PA USD 1247905.65000000 0.015888296260 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AA4 370000.00000000 PA USD 401898.44000000 0.005116958546 Long DBT CORP US N 2 2033-05-01 Fixed 0.07500000 N N N N N N BX 2025-VOLT N/A 05619PAG1 560000.00000000 PA USD 558513.93000000 0.007110982136 Long ABS-MBS CORP US N 2 2044-12-15 Variable 0.06389200 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397CDM8 22868.77670000 PA USD 22846.42000000 0.000290879915 Long ABS-CBDO USGSE US N 2 2036-11-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419D6N6 6111.28140000 PA USD 5820.30000000 0.000074103880 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BBQT2 542317.35100000 PA USD 502911.38000000 0.006403052184 Long ABS-CBDO USGSE US N 2 2043-05-25 Fixed 0.02000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BV1 35000.00000000 PA USD 33386.37000000 0.000425074233 Long DBT CORP US N 2 2044-06-24 Fixed 0.05750000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 655000.00000000 PA USD 598833.75000000 0.007624332841 Long DBT NUSS EC N 2 2035-07-31 Variable 0.06900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MFFL6 3168.74200000 PA USD 2919.25000000 0.000037167800 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03500000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAU1 1531000.00000000 PA USD 1433494.77000000 0.018251211213 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV6Q3 49949.20700000 PA USD 39515.31000000 0.000503107708 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAM4 250000.00000000 PA USD 258428.00000000 0.003290297328 Long DBT CORP US N 2 2029-01-15 Fixed 0.07250000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DRS2 19138.67480000 PA USD 17199.15000000 0.000218979047 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E0EH4 23735.03130000 PA USD 22318.77000000 0.000284161891 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MN3F5 4157.57990000 PA USD 3853.63000000 0.000049064298 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03500000 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 83283WAE3 300000.00000000 PA USD 314432.40000000 0.004003343622 Long DBT CORP US N 2 2031-11-15 Fixed 0.08875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 14688000.00000000 PA USD 14095890.00000000 0.179468436873 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 321280.80000000 PA USD 320638.24000000 0.004082356185 Long DBT NUSS EC N 2 2030-07-31 Variable 0.06900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QS4H1 416361.61300000 PA USD 425207.84000000 0.005413733108 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 9300000.00000000 NC USD 366166.67000000 0.004662022752 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2037-01-28 0.00000000 USD 0.00000000 USD 9300000.00000000 USD 1.00000000 3.96400000 USD 2027-01-26 XXXX 146686.67000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J85G1 20230.71980000 PA USD 18699.29000000 0.000238078783 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N CAPITAL ONE NATL ASSN MCLEAN VA 207ALC1P1YM0OVDV0K75 25466AAN1 401000.00000000 PA USD 408773.55000000 0.005204492235 Long DBT CORP US N 2 2028-08-09 Variable 0.05974000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MXR8 8931.79970000 PA USD 9114.17000000 0.000116041331 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N MONG DUONG FINANCE HOLDINGS B.V 549300995KGQFMWSV879 60935DAA3 171421.07560000 PA USD 168376.64000000 0.002143766189 Long DBT CORP NL N 2 2029-05-07 Fixed 0.05125000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73937UAL2 948118.16000000 PA USD 790493.52000000 0.010064539124 Long LON CORP US N 2 2031-02-15 Variable 0.08186400 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853191AC8 730000.00000000 PA USD 724593.26000000 0.009225499045 Long DBT CORP US N 2 2033-08-01 Fixed 0.06250000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLW0 23804.06980000 PA USD 23778.56000000 0.000302747892 Long ABS-CBDO USGA US N 2 2061-04-20 Variable 0.04281860 N N N N N N SOTHEBY'S/BIDFAIR HOLDINGS INC N/A 83600GAA2 485000.00000000 PA USD 471151.80000000 0.005998690190 Long DBT CORP US N 2 2029-06-01 Fixed 0.05875000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3G6 2000000.00000000 PA USD 2058011.86000000 0.026202543548 Long DBT CORP US N 2 2029-10-23 Variable 0.06303000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 3082000.00000000 PA USD 3088831.35000000 0.039326905512 Long DBT CORP US N 2 2036-04-17 Variable 0.05664000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCU5 190000.00000000 PA USD 185509.03000000 0.002361895250 Long DBT CORP US N 2 2033-02-01 Fixed 0.07000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAA9 5670659.89000000 PA USD 5674204.05000000 0.072243791016 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04839200 N N N N N N TEAM PUBLIC CHOICES LLC 2549000UQACQVCO13Y82 87821RAB0 396000.00000000 PA USD 394162.56000000 0.005018465561 Long LON CORP US N 2 2033-03-31 Variable 0.08982220 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6N30 34362.96900000 PA USD 31145.46000000 0.000396543036 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 N/A 17326CAY0 268565.15600000 PA USD 265288.71000000 0.003377647676 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 0.03197000 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 92023RAA8 895000.00000000 PA USD 933274.68000000 0.011882424450 Long DBT CORP FR N 2 2032-04-15 Fixed 0.07500000 N N N N N N OHA CREDIT FUNDING 14-R LTD N/A 67706QAC2 2763000.00000000 PA USD 2770194.85000000 0.035270035419 Long ABS-CBDO CORP KY N 2 2038-04-20 Variable 0.04959210 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 2400000.00000000 PA USD 2466098.74000000 0.031398293122 Long DBT CORP GB N 2 2029-09-13 Variable 0.06490000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFP2 7294.39030000 PA USD 6943.40000000 0.000088403154 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04000000 N N N N N N M2S GROUP INTERMEDIATE HOLDINGS INC N/A 55287CAB7 713543.91700000 PA USD 716219.71000000 0.009118887265 Long LON CORP US N 2 2031-08-25 Variable 0.08572670 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBJ3 420000.00000000 PA USD 421771.98000000 0.005369987845 Long DBT CORP US N 2 2029-08-15 Fixed 0.05875000 N N N N N N TURK TELEKOMUNIKASYON 789000A2TXOI10JZLF90 90011QAE0 140000.00000000 PA USD 138308.80000000 0.001760943377 Long DBT CORP TR N 2 2032-10-07 Fixed 0.06950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378B3E2 2.34650000 PA USD 2.36000000 0.000000030047 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GN45 1.38970000 PA USD 1.40000000 0.000000017824 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L4R4 3034.17010000 PA USD 2810.50000000 0.000035783199 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N CITIGROUP COML MTG TR 2023-SMRT N/A 17291NAJ0 1051000.00000000 PA USD 1028579.54000000 0.013095842989 Long ABS-MBS CORP US N 2 2040-06-12 Variable 0.06047503 N N N N N N HYUNDAI AUTO RECEIVABLES TR 2024-A N/A 448973AD9 868694.73000000 PA USD 871724.48000000 0.011098769202 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.04990000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2L6 15026000.00000000 PA USD 14738333.39000000 0.187648006307 Long DBT CORP US N 2 2031-04-04 Variable 0.04478000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BE1 140000.00000000 PA USD 143780.00000000 0.001830602526 Long DBT NUSS UY N 2 2034-10-28 Fixed 0.05750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380T6K7 94011.51430000 PA USD 85380.38000000 0.001087060365 Long ABS-CBDO USGA US N 2 2045-11-16 Fixed 0.03000000 N N N N N N MAGNETITE XXXVIII LTD 529900R1XWW85WSHQ318 55952EAL5 4274000.00000000 PA USD 4276218.21000000 0.054444678404 Long ABS-CBDO CORP KY N 2 2039-07-15 Variable 0.04882160 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1YX5 1402395.82900000 PA USD 1209574.82000000 0.015400269314 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FUAS3 106677.01300000 PA USD 87951.91000000 0.001119801006 Long ABS-CBDO USGSE US N 2 2050-07-25 Fixed 0.02000000 N N N N N N FIRST CITIZENS BANK and TRUST COMPANY L9VVX1KT5TFTKS0MLF66 125581GX0 143000.00000000 PA USD 145264.22000000 0.001849499570 Long DBT CORP US N 2 2028-03-09 Fixed 0.06125000 N N N N N N OCP CLO AEGIS 2024-39 LTD N/A 67570HAA9 5139000.00000000 PA USD 5129004.65000000 0.065302329065 Long ABS-CBDO CORP JE N 2 2038-04-16 Variable 0.04882860 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H0UM8 422084.90400000 PA USD 377421.02000000 0.004805312789 Long ABS-CBDO USGSE US N 2 2040-03-25 Fixed 0.02000000 N N N N N N WELLS FARGO COML MTG TR 2017 N/A 95001GAC7 59099.15000000 PA USD 58928.94000000 0.000750281447 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 0.03488000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAV3 3000000.00000000 PA USD 3043069.65000000 0.038744268959 Long DBT CORP KY N 2 2029-11-15 Fixed 0.05750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042491 7850000.00000000 PA USD 7662949.42000000 0.097564435750 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 0.04500000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 1120000.00000000 PA USD 1133955.20000000 0.014437482644 Long DBT CORP US N 2 2032-03-01 Fixed 0.06375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 40000.00000000 PA USD 41046.72000000 0.000522605573 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUJ9 68804.83100000 PA USD 59301.58000000 0.000755025888 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGPP6 442.01370000 PA USD 459.20000000 0.000005846520 Long ABS-MBS USGSE US N 2 2041-04-01 Variable 0.06005000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AKQL2 60002.97600000 PA USD 62465.69000000 0.000795311239 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 37363BAB4 230000.00000000 PA USD 221768.30000000 0.002823547158 Long DBT CORP GE N 2 2028-06-17 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L6BT7 4224.78230000 PA USD 3988.68000000 0.000050783750 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXPX3 88338.58300000 PA USD 80253.80000000 0.001021788907 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAJH4 1942.94220000 PA USD 1851.92000000 0.000023578588 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A74T2 2024.32060000 PA USD 1930.43000000 0.000024578175 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6NA1 16785674.18000000 PA USD 16272861.76000000 0.207185574201 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 0.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UBA9 1692000.00000000 PA USD 1679387.83000000 0.021381914072 Long DBT CORP US N 2 2032-07-14 Variable 0.05170000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCF3 235000.00000000 PA USD 248688.75000000 0.003166297497 Long DBT NUSS DO N 2 2044-04-30 Fixed 0.07450000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0426A6 1400000.00000000 PA USD 1313320.40000000 0.016721154840 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.04500000 N N N N N N GS MTG SECS TR 2017-GS6 N/A 36253PAB8 65816.54300000 PA USD 65287.47000000 0.000831238055 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03164000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AK1 435000.00000000 PA USD 474363.35000000 0.006039579546 Long DBT CORP US N 2 2031-11-01 Fixed 0.07375000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAC4 1467066.16000000 PA USD 1471632.84000000 0.018736783945 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.05239200 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 680000.00000000 PA USD 698706.80000000 0.008895913434 Long DBT CORP US N 2 2030-01-30 Fixed 0.06875000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GYJN6 2000926.00000000 PA USD 2051567.44000000 0.026120493391 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 0.06000000 N N N N N N CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL N/A 23292NAA6 593000.00000000 PA USD 591366.34000000 0.007529258007 Long DBT CORP US N 2 2031-04-15 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E0AY1 11143.74020000 PA USD 10465.87000000 0.000133251134 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.04000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AK5 200000.00000000 PA USD 186767.00000000 0.002377911685 Long DBT CORP LU N 2 2036-04-22 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMD74 31437.46260000 PA USD 31371.56000000 0.000399421734 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N BMO 2026-C15 MTG TR N/A 05620XAJ5 140000.00000000 PA USD 139135.33000000 0.001771466731 Long ABS-MBS CORP US N 2 2059-08-15 Variable 0.06362000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BZ4 343290.00000000 PA USD 293512.95000000 0.003736997829 Long DBT NUSS UA N 2 2029-02-01 Variable 0.04500000 N N N N N N BOS TR 2026-LYRK N/A 05595BAG0 175000.00000000 PA USD 170651.97000000 0.002172735620 Long ABS-MBS CORP US N 2 2041-05-11 Variable 0.06393698 N N N N N N SHOPS COML MTG TR 2026-CSTL N/A 82510YAA4 4546000.00000000 PA USD 4457267.99000000 0.056749798621 Long ABS-MBS CORP US N 2 2039-05-05 Variable 0.04810530 N N N N N N PEAC SOLUTIONS RECEIVABLES 2025-1 LLC N/A 69392HAB9 1221914.15000000 PA USD 1224769.89000000 0.015593732477 Long ABS-CBDO CORP US N 2 2028-10-20 Fixed 0.04940000 N N N N N N FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 529900E7PUVK6BC8PE80 34960PAE1 245000.00000000 PA USD 255773.88000000 0.003256505154 Long DBT CORP US N 2 2030-12-01 Fixed 0.07875000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 6000000.00000000 PA USD 6022861.86000000 0.076682891503 Long DBT CORP GB N 2 2031-02-25 Variable 0.05367000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 1700000.00000000 NC USD -7141.53000000 -0.00009092573 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S19 PRC CORP INDEX CZ039897 Y 2058-12-17 0.00000000 USD 6584.82000000 USD 1700000.00000000 USD -556.71000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XC4X3 39398.10100000 PA USD 38339.20000000 0.000488133512 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 200000.00000000 PA USD 187940.00000000 0.002392846285 Long DBT NUSS MX N 2 2033-05-19 Fixed 0.04875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 200000.00000000 PA USD 171800.00000000 0.002187352303 Long DBT NUSS CO N 2 2032-04-22 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DL70 9728.32800000 PA USD 8981.73000000 0.000114355109 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 0.03500000 N N N N N N MAGNETITE XXIX LTD / MAGNETITE XXIX LLC N/A 55955KAL8 2024000.00000000 PA USD 2024000.00000000 0.025769505595 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.05102920 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAS0 5341000.00000000 PA USD 5455905.31000000 0.069464418189 Long DBT CORP KY N 2 2028-05-04 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLTZ1 396458.30500000 PA USD 406492.27000000 0.005175447048 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N SIXTH STREET CLO XVIII LTD N/A 83012HAL8 4169000.00000000 PA USD 4174490.57000000 0.053149485228 Long ABS-CBDO CORP KY N 2 2038-10-17 Variable 0.04999520 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAE3 70000.00000000 PA USD 71897.50000000 0.000915396753 Long DBT CORP KR N 2 2033-01-17 Fixed 0.05875000 N N N N N N BX 2026-LBTY N/A 05620WAJ7 602000.00000000 PA USD 602367.82000000 0.007669328511 Long ABS-MBS CORP US N 2 2048-08-15 Variable 0.06300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297S4C6 1555.93810000 PA USD 1552.92000000 0.000019771729 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKQG7 26241.40400000 PA USD 20743.43000000 0.000264104711 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FSS7 28.99790000 PA USD 29.43000000 0.000000374701 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05962GAJ8 535000.00000000 PA USD 536872.50000000 0.006835444117 Long EP CORP KY N 2 N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379WN73 33261.79750000 PA USD 30455.95000000 0.000387764216 Long ABS-CBDO USGA US N 2 2046-02-20 Fixed 0.03000000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 360000.00000000 PA 407686.92000000 0.005190657295 Long DBT CORP GB N 2 2036-06-23 Fixed 0.04250000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 4000000.00000000 PA USD 3498018.08000000 0.044536658343 Long DBT CORP US N 2 2032-02-12 Fixed 0.03250000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 22819CAA6 450000.00000000 PA USD 450018.70000000 0.005729624213 Long DBT CORP US N 2 2033-06-01 Fixed 0.05875000 N N N N N N BX TRUST 2022-IND N/A 05609WAL7 553698.31000000 PA USD 554727.14000000 0.007062768843 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.06478200 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CU1 2377000.00000000 PA USD 2467914.74000000 0.031421414378 Long DBT CORP US N 2 2029-11-20 Variable 0.06819000 N N N N N N BAITEREK NATIONAL MANAGING HOLDING JSC 984500B4F78F04253804 05709XAA8 200000.00000000 PA USD 197536.00000000 0.002515022261 Long DBT NUSS KZ N 2 2033-05-06 Fixed 0.05200000 N N N N N N RHP HOTEL PPTYS LP and RHP FIN CORP N/A 749571AL9 380000.00000000 PA USD 387594.68000000 0.004934843515 Long DBT CORP US N 2 2033-06-15 Fixed 0.06500000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAE8 165000.00000000 PA USD 103372.50000000 0.001316135482 Long DBT CORP LU N 2 2032-04-08 Fixed 0.05875000 N N N N N N VCAT 2026-NPL3 LLC N/A 91826FAA5 905087.95000000 PA USD 904439.73000000 0.011515298756 Long ABS-CBDO CORP US N 2 2056-05-25 Variable 0.05567000 N N N N N N BEACH ACQUISITION BIDCO LLC 254900F2FNX3GBTB6202 07337JAC1 727293.00000000 PA USD 780641.40000000 0.009939102235 Long DBT CORP US N 2 2033-07-15 Variable 0.10000000 N N Y N N N SUPERNOVA INVEST GMBH 5299008Z5M2L56PLUX74 N/A 260000.00000000 PA 297223.05000000 0.003784234708 Long DBT CORP AT N 2 2031-06-23 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FZT7 2000000.64800000 PA USD 1991660.05000000 0.025357754349 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.05000000 N N N N N N WELLS FARGO COML MTG TR 2015-SG1 549300ZJL46M82UL2Z22 95002XBB0 389921.12000000 PA USD 372419.94000000 0.004741639193 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 0.01914000 N N N N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 100000.00000000 NC USD 15910.50000000 0.000202571995 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BB CDSI S18 PRC INDX CZ030007 Y 2057-12-17 6872.99000000 USD 0.00000000 USD 100000.00000000 USD 9037.51000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131Y0CN0 7237.97300000 PA USD 6571.03000000 0.000083662151 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ANTU8 42493.17370000 PA USD 33882.35000000 0.000431389035 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADR75 45324.58800000 PA USD 43124.82000000 0.000549063878 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208T5S5 17.57090000 PA USD 17.70000000 0.000000225355 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416CAH9 895.31470000 PA USD 921.84000000 0.000011736838 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 0.05987000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLYN4 290135.78900000 PA USD 259491.21000000 0.003303834085 Long ABS-CBDO USGSE US N 2 2052-02-25 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXJY9 4521979.96200000 PA USD 4599895.03000000 0.058565721697 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.05500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 2458000.00000000 PA USD 2430835.68000000 0.030949324929 Long DBT CORP US N 2 2027-12-01 Fixed 0.03950000 N N N N N N SWISS RE FINANCE LUXEMBOURG 549300CLQZ6TM98LW631 87089NAA8 200000.00000000 PA USD 198314.95000000 0.002524939828 Long DBT CORP LU N 2 2049-04-02 Variable 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 435000.00000000 PA USD 405705.47000000 0.005165429535 Long DBT UST US N 2 2044-05-15 Fixed 0.04625000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YAU2 445000.00000000 PA USD 389302.73000000 0.004956590355 Long ABS-MBS CORP US N 2 2039-12-13 Variable 0.03218540 N N N N N N MAGNETITE XLI LTD 529900IDXPZZY6034K03 55956AAA3 2342000.00000000 PA USD 2346089.13000000 0.029870334468 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.05100150 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 185000.00000000 PA USD 185502.83000000 0.002361816312 Long DBT CORP US N 2 2033-05-31 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFJL2 1492.74290000 PA USD 1484.13000000 0.000018895897 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SH34 30029.92600000 PA USD 29118.80000000 0.000370739663 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 0.03000000 N N N N N N VERUS SECURITIZATION TR 2026-R2 N/A 92541GAD9 808304.29000000 PA USD 804534.68000000 0.010243310740 Long ABS-CBDO CORP US N 2 2067-10-25 Variable 0.05282000 N N N N N N KINGSTON AIRPORT REV FIN 254900SK2YRR95AVHU30 49647QAA6 229762.44000000 PA USD 228418.33000000 0.002908215134 Long DBT CORP KY N 2 2036-12-15 Fixed 0.06750000 N N N N N N BMP 2024-MF23 N/A 05593JAJ9 590000.00000000 PA USD 588422.16000000 0.007491772798 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.07028250 N N N N N N PEDIATRIX MEDICAL GROUP INC N/A 58502BAE6 365000.00000000 PA USD 361990.87000000 0.004608856595 Long DBT CORP US N 2 2030-02-15 Fixed 0.05375000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C65 N/A 95004WAJ4 355000.00000000 PA USD 335412.06000000 0.004270456006 Long ABS-MBS CORP US N 2 2058-10-15 Variable 0.06014000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVRY2 447620.33700000 PA USD 458669.40000000 0.005839764659 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJL33 6575.63260000 PA USD 6330.41000000 0.000080598584 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N ASTON MARTIN CAPITAL HOLDINGS LTD 213800H4GKEF3CJ8C774 04625HAJ8 713000.00000000 PA USD 417105.00000000 0.005310567999 Long DBT CORP JE N 2 2029-03-31 Fixed 0.10000000 N N N N N N ADVANCION HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAG3 74909.56000000 PA USD 71538.63000000 0.000910827631 Long LON CORP US N 2 2027-11-24 Variable 0.08514070 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HSW6 20.36140000 PA USD 20.99000000 0.000000267244 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5B73 2164.71010000 PA USD 2160.03000000 0.000027501435 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N BENCHMARK 2024-V11 MTG TR N/A 081921BE7 596000.00000000 PA USD 591188.55000000 0.007526994391 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 0.06295000 N N N N N N COMM 2017-COR2 N/A 12595EAH8 126000.00000000 PA USD 120277.65000000 0.001531371331 Long ABS-MBS CORP US N 2 2050-09-10 Variable 0.04739386 N N N N N N VB-S1 ISSUER LLC N/A 91823ABG5 793000.00000000 PA USD 807040.14000000 0.010275210179 Long ABS-CBDO CORP US N 2 2054-05-15 Fixed 0.08871000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HUA1 52.60600000 PA USD 53.59000000 0.000000682306 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396JPR0 3459.69610000 PA USD 2896.29000000 0.000036875474 Long ABS-CBDO USGSE US N 2 2036-03-15 Fixed 0.00000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHZ7 160000.00000000 PA USD 160918.75000000 0.002048812563 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 295000.00000000 PA USD 287843.95000000 0.003664820296 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAH4 180000.00000000 PA USD 185866.74000000 0.002366449603 Long DBT CORP US N 2 2032-01-15 Fixed 0.07250000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 304000.00000000 PA USD 305132.70000000 0.003884940128 Long DBT CORP US N 2 2056-02-15 Variable 0.06500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 655000.00000000 PA USD 677567.37000000 0.008626766863 Long DBT CORP US N 2 2030-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AJFA6 44254.65500000 PA USD 35328.37000000 0.000449799717 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDA61 448098.72780000 PA USD 415763.79000000 0.005293491755 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAUZ3 25828.55700000 PA USD 23515.08000000 0.000299393273 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.02000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3E1 6500000.00000000 PA USD 6588634.20000000 0.083886287492 Long DBT CORP US N 2 2029-07-25 Variable 0.05574000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GNL0 32446.04920000 PA USD 30842.76000000 0.000392689069 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04000000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3133TDZM1 679.48950000 PA USD 685.11000000 0.000008722799 Long ABS-CBDO USGSE US N 2 2028-05-15 Fixed 0.06000000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AR2 315000.00000000 PA USD 315905.63000000 0.004022100741 Long DBT CORP US N 2 2033-03-15 Fixed 0.05875000 N N N N N N RUMO LUXEMBOURG SARL 222100HOIQFT7YOSPB46 781467AE5 170000.00000000 PA USD 151009.30000000 0.001922645751 Long DBT CORP LU N 2 2032-01-18 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CCED4 18082.79600000 PA USD 17649.44000000 0.000224712125 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAJ9 361271.02000000 PA USD 364883.73000000 0.004645688400 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.06989200 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BZ2 3526000.00000000 PA USD 3416790.12000000 0.043502466460 Long DBT CORP US N 2 2032-08-15 Fixed 0.04650000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 720000.00000000 PA USD 672496.78000000 0.008562208268 Long DBT CORP US N 2 2060-05-01 Fixed 0.05930000 N N N N N N BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 N/A 06054MAJ2 139339.26000000 PA USD 137243.60000000 0.001747381283 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 0.03790000 N N N N N N GGAM MASTER TR INTERNATIONA LTD / LLC N/A 36173XAA0 8965529.27000000 PA USD 8868229.97000000 0.112910030551 Long ABS-CBDO CORP US N 2 2060-09-30 Fixed 0.05923000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4R85 452056.92300000 PA USD 395129.94000000 0.005030782213 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DHH8 22454.27250000 PA USD 20601.93000000 0.000262303137 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 0.03000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CC5 645000.00000000 PA USD 666381.75000000 0.008484351895 Long EP CORP MX N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M86F8 4272.53210000 PA USD 4044.75000000 0.000051497632 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPZ8 197758000.00000000 PA USD 188642592.19000000 2.401791667511 Long DBT UST US N 2 2036-02-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384LXP4 46.79460000 PA USD 49.00000000 0.000000623866 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394FCS2 2927.04530000 PA USD 2952.99000000 0.000037597377 Long ABS-CBDO USGSE US N 2 2035-09-25 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B0DU9 45076.89400000 PA USD 47124.91000000 0.000599992901 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSLS8 489730.45200000 PA USD 490724.41000000 0.006247888058 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N TELUS CORPORATION 894500WE70KKZRQMBU11 87971MCM3 188000.00000000 PA USD 186404.31000000 0.002373293927 Long DBT CORP CA N 2 2055-10-15 Variable 0.07000000 N N N N N N MAGNETITE CLO LTD N/A 55956CAA9 2889000.00000000 PA USD 2890626.51000000 0.036803367601 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04902920 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 300000.00000000 NC -8999.60000000 -0.00011458262 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2031-06-20 0.00000000 EUR 7737.65000000 EUR 300000.00000000 EUR -1413.44000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGLQ0 92792.84800000 PA USD 90727.86000000 0.001155144316 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AAJX1 19142.50000000 PA USD 15143.82000000 0.000192810649 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N GRAND RIVER FUNDING TRUST I N/A 38644BAA5 5162000.00000000 PA USD 5091785.70000000 0.064828458541 Long DBT CORP US N 2 2036-02-15 Fixed 0.06311000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BKCB3 43310.74000000 PA USD 41214.17000000 0.000524737541 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBRQ5 1901663.25800000 PA USD 1644950.13000000 0.020943454337 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9XT7 25797.89200000 PA USD 23446.86000000 0.000298524698 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AD5 455000.00000000 PA USD 461715.73000000 0.005878550438 Long DBT CORP US N 2 2034-05-15 Fixed 0.06750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062697 -1700000.00000000 PA USD -1752062.50000000 -0.02230720573 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.06500000 N N N N N N STONEMOR INC N/A 86184WAA4 1331000.00000000 PA USD 1327212.77000000 0.016898032066 Long DBT CORP US N 2 2029-05-15 Fixed 0.08500000 N N N N N N RCI BANQUE S A 96950001WI712W7PQG45 N/A 100000.00000000 PA 115206.43000000 0.001466804714 Long DBT CORP FR N 2 2037-03-24 Variable 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKQZ4 67664.98000000 PA USD 60166.57000000 0.000766038914 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N PHANTOM AVIATION N/A 71711GAA3 3173707.37000000 PA USD 3071189.32000000 0.039102287730 Long ABS-CBDO CORP US N 2 2051-01-15 Fixed 0.05240000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBC8 7000000.00000000 PA USD 7102073.16000000 0.090423376501 Long DBT CORP IE N 2 2028-06-06 Fixed 0.05750000 N N N N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGG5 465000.00000000 PA USD 466267.13000000 0.005936498723 Long DBT CORP US N 2 2032-05-15 Variable 0.06495000 N N N N N N MORGAN STANLEY CAP I TR 2024-NSTB N/A 61690BAL6 152000.00000000 PA USD 142764.59000000 0.001817674358 Long ABS-MBS CORP US N 2 2057-09-24 Variable 0.04453232 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CL2 200000.00000000 PA USD 202100.00000000 0.002573130968 Long DBT NUSS BR N 2 2035-03-15 Fixed 0.06625000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAA5 5010000.00000000 PA USD 5013131.25000000 0.063827032509 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04882110 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6T35 69562.84510000 PA USD 60324.45000000 0.000768049037 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AVVS7 54335.85300000 PA USD 56531.16000000 0.000719752986 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06500000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 4310000.00000000 NC USD 291299.28000000 0.003708813451 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2041-04-02 0.00000000 USD 0.00000000 USD 4310000.00000000 USD 1.00000000 4.37300000 USD 2031-03-31 XXXX 27958.28000000 N N N BX 2026-CLS N/A 123915AG5 770000.00000000 PA USD 774771.46000000 0.009864366340 Long ABS-MBS CORP US N 2 2043-05-15 Variable 0.07089200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QHML6 75768.65700000 PA USD 67577.14000000 0.000860390062 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392DPW6 229.32300000 PA USD 231.54000000 0.000002947960 Long ABS-CBDO USGSE US N 2 2032-03-18 Variable 0.04750650 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAD6 250000.00000000 PA USD 252411.75000000 0.003213698618 Long DBT CORP US N 2 2033-10-01 Fixed 0.06500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BNE8 37452.38700000 PA USD 37462.75000000 0.000476974577 Long ABS-CBDO USGA US N 2 2061-10-20 Variable 0.04381860 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ASE9 49876.87110000 PA USD 48818.81000000 0.000621559583 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04500000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 104931AA8 380000.00000000 PA USD 332575.09000000 0.004234335791 Long DBT CORP US N 2 2030-08-01 Fixed 0.10375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MEZ46 15984.80320000 PA USD 15343.69000000 0.000195355388 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UQ9 11017000.00000000 PA USD 10197610.63000000 0.129835664127 Long DBT UST US N 2 2045-11-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CXV8 3660.16180000 PA USD 3773.27000000 0.000048041157 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06500000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAH4 415000.00000000 PA USD 384461.15000000 0.004894947508 Long DBT CORP US N 2 2045-06-01 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNRU9 246038.14500000 PA USD 220522.05000000 0.002807679941 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY EATON VANCE CLO 2023-20 LTD N/A 617936AL3 3729000.00000000 PA USD 3741865.05000000 0.047641310446 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.05049210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410GER0 27169.62310000 PA USD 28009.24000000 0.000356612780 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPB99 84612.95170000 PA USD 81336.73000000 0.001035576738 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C2VQ4 1041.36110000 PA USD 993.98000000 0.000012655322 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAE0 716807.57000000 PA USD 720391.61000000 0.009172003767 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.05489200 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128HD5G0 1685.45480000 PA USD 1721.86000000 0.000021922668 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 0.05864000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 2560000.00000000 PA USD 716057.60000000 0.009116823285 Long DBT CORP CA N 2 2028-11-24 Fixed 0.05750000 Y Y N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945NL8 2191.75470000 PA USD 2139.08000000 0.000027234700 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAH6 200000.00000000 PA USD 203000.00000000 0.002584589741 Long DBT NUSS NG N 2 2038-02-23 Fixed 0.07696000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DB0 240000.00000000 PA USD 222600.00000000 0.002834136336 Long DBT NUSS PH N 2 2049-05-14 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379EAY3 3.84900000 PA USD 4.03000000 0.000000051309 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31396LZK9 2163.69610000 PA USD 164.21000000 0.000002090716 Long ABS-CBDO USGSE US N 2 2036-12-25 Variable 0.02882330 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WG5F7 608745.84300000 PA USD 584487.26000000 0.007441673773 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DU1 255000.00000000 PA USD 246312.15000000 0.003136038699 Long DBT NUSS TR N 2 2038-01-14 Fixed 0.06875000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AP5 195000.00000000 PA USD 195035.69000000 0.002483188391 Long DBT CORP US N 2 2034-03-15 Fixed 0.07125000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906BA9 295000.00000000 PA USD 301021.25000000 0.003832593273 Long DBT CORP US N 2 2032-08-01 Fixed 0.09375000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBRL4 160090.69500000 PA USD 152508.53000000 0.001941733901 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPT2 18400000.00000000 PA USD 18037750.00000000 0.229656076857 Long DBT UST US N 2 2029-01-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM5A9 1416994.65700000 PA USD 1125869.28000000 0.014334532960 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 800000.00000000 NC -3267.77000000 -0.00004160514 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOCIETE GENERALE SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS Y 2031-06-20 1670.98000000 EUR 0.00000000 EUR 800000.00000000 EUR -4912.17000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SUX7 6318.83200000 PA USD 5610.54000000 0.000071433222 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940EJ4 6025.96330000 PA USD 5997.62000000 0.000076361512 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGZM4 548727.97000000 PA USD 507920.44000000 0.006466827381 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N SCLP 2025-1 N/A 83406YAA9 479532.56000000 PA USD 480294.44000000 0.006115094001 Long ABS-CBDO CORP US N 2 2034-02-27 Fixed 0.04800000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAT8 575000.00000000 PA USD 588303.20000000 0.007490258203 Long DBT CORP NL N 2 2032-12-01 Fixed 0.06000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC N/A 386815.55000000 0.004924923656 N/A DFE CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 62193000.00000000 EUR 72702995.07000000 USD 2026-09-29 386815.55000000 N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893830BZ1 835000.00000000 PA USD 877956.58000000 0.011178116107 Long DBT CORP BM N 2 2031-05-15 Fixed 0.08500000 N N N N N N BX COML MTG TR 2024-MF N/A 05612EAG3 251469.09100000 PA USD 252412.10000000 0.003213703074 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06329020 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVZ9 106809.27300000 PA USD 93876.14000000 0.001195228120 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02500000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAC7 200000.00000000 PA USD 194500.00000000 0.002476368003 Long DBT CORP LU N 2 2046-06-30 Fixed 0.06462300 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 490000.00000000 PA USD 476490.06000000 0.006066656752 Long DBT CORP US N 2 2030-05-15 Fixed 0.04800000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UM8 67000000.00000000 PA USD 61977617.02000000 0.789097108997 Long DBT UST US N 2 2055-08-15 Fixed 0.04750000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXH2 3630000.00000000 PA USD 3485163.29000000 0.044372991553 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 N/A 100000.00000000 PA 113682.50000000 0.001447402084 Long DBT CORP IE N 2 2031-11-24 Fixed 0.03489000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHC4 2578203.88600000 PA USD 2394133.28000000 0.030482031104 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TJA60 348.59690000 PA USD 352.43000000 0.000004487127 Long ABS-CBDO USGSE US N 2 2029-02-15 Fixed 0.06000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 445000.00000000 PA USD 460190.08000000 0.005859125909 Long DBT CORP US N 2 2033-06-15 Fixed 0.07250000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CL6 2499000.00000000 PA USD 1836390.13000000 0.023380862515 Long DBT CORP US N 2 2063-04-01 Fixed 0.05500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDU7 6500000.00000000 PA USD 6562017.80000000 0.083547408308 Long DBT CORP US N 2 2029-07-24 Variable 0.05299000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405E5F8 10564.81860000 PA USD 10800.46000000 0.000137511123 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.06000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAN0 385000.00000000 PA USD 391148.84000000 0.004980094970 Long DBT CORP US N 2 2031-02-15 Fixed 0.06500000 N N N N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 200000.00000000 PA USD 184058.00000000 0.002343420781 Long DBT NUSS AE N 2 2043-01-30 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AC7D6 1859889.73600000 PA USD 1859905.55000000 0.023680260117 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 0.05500000 N N N N N N CEDAR FUNDING N/A 15033BAA2 7100000.00000000 PA USD 7102825.80000000 0.090432959090 Long ABS-CBDO CORP JE N 2 2037-04-23 Variable 0.05302170 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AKWL9 1297.90600000 PA USD 1352.17000000 0.000017215786 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.06228000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 N/A 12532CAZ8 210150.40800000 PA USD 208808.22000000 0.002658539819 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.03304800 N N N N N N CHEMOURS CO/THE 549300M1BOLNXL8DOV14 16384YAM9 74625.00000000 PA USD 74788.43000000 0.000952203984 Long LON CORP US N 2 2032-10-15 Variable 0.07186400 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAD5 200000.00000000 PA USD 205566.00000000 0.002617259973 Long DBT NUSS NG N 2 2030-02-23 Fixed 0.07143000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH6N1 567964.55990000 PA USD 454824.49000000 0.005790811383 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02000000 N N N N N N NIAGARA ENERGY SAC 254900V9UGCG42YQ6848 65345YAA0 345000.00000000 PA USD 344178.90000000 0.004382075143 Long DBT CORP PE N 2 2034-10-03 Fixed 0.05746000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 382000.00000000 PA USD 374591.79000000 0.004769291120 Long DBT CORP US N 2 2033-03-01 Fixed 0.06875000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL60 278280.94000000 PA USD 222411.81000000 0.002831740307 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2N80 6498301.08600000 PA USD 5406007.50000000 0.068829120811 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAC5 1017704.68000000 PA USD 984792.11000000 0.012538342781 Long LON CORP US N 2 2028-02-10 Variable 0.08014530 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339WJT4 137.85800000 PA USD 139.14000000 0.000001771526 Long ABS-CBDO USGSE US N 2 2032-03-15 Variable 0.04750980 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EC0 6000000.00000000 PA USD 6096890.88000000 0.077625426704 Long DBT CORP US N 2 2031-06-01 Fixed 0.05550000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VSG6 438439.00200000 PA USD 367364.01000000 0.004677267248 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 0.02500000 N N N N N N AMERICOLD REALTY OPERATING PARTNERSHIP LP 549300FKD9KVWNHSUU79 03063UAA9 200000.00000000 PA USD 190978.88000000 0.002431537211 Long DBT CORP US N 2 2034-09-12 Fixed 0.05409000 N N N N N N BW REAL ESTATE INC N/A 05614HAA7 1133000.00000000 PA USD 1140100.51000000 0.014515724541 Long EP CORP US N 2 N N N BX TRUST 2026-CIP N/A 123917AJ5 293789.84000000 PA USD 295901.45000000 0.003767408138 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.06739200 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4HQ6 162585.60000000 PA USD 141769.46000000 0.001805004393 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RGA1 70382.11820000 PA USD 66220.35000000 0.000843115454 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339WBA3 139.07340000 PA USD 139.89000000 0.000001781075 Long ABS-CBDO USGSE US N 2 2032-03-15 Variable 0.04650980 N N N N N N LIGHT and WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 531968AB1 395000.00000000 PA USD 394012.50000000 0.005016555001 Long DBT CORP US N 2 2033-10-01 Fixed 0.06250000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419HQ54 11953.86540000 PA USD 11426.11000000 0.000145476880 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAG8 1623299.62000000 PA USD 1619241.37000000 0.020616131198 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.05032680 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN4S9 139247.19400000 PA USD 136628.12000000 0.001739545011 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CD2 56813.00000000 PA USD 40791.73000000 0.000519359048 Long DBT NUSS UA N 2 2030-02-01 Variable 0.00000000 N N N N N N BMO 2025-5C9 MTG TR N/A 096933AE6 6395622.14000000 PA USD 143341.88000000 0.001825024396 Long ABS-MBS CORP US N 2 2058-04-15 Variable 0.00706516 N N N N N N UPSTART SECURITIZATION TRUST 2026-3 N/A 916930AB6 365000.00000000 PA USD 364444.73000000 0.004640099065 Long ABS-CBDO CORP US N 2 2036-07-20 Fixed 0.04770000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAB2 5781000.00000000 PA USD 5968164.04000000 0.075986480546 Long DBT CORP US N 2 2033-11-15 Fixed 0.06036000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2E6 230000.00000000 PA USD 210859.40000000 0.002684655379 Long DBT NUSS UZ N 2 2031-10-19 Fixed 0.03900000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31427NTH2 894063.85800000 PA USD 738193.57000000 0.009398657773 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AASH2 10778.38750000 PA USD 10533.46000000 0.000134111687 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N REGIONS BANK OF ALABAMA EQTWLK1G7ODGC2MGLV11 75913MAA7 250000.00000000 PA USD 259260.85000000 0.003300901148 Long DBT CORP US N 2 2037-06-26 Fixed 0.06450000 N N N N N N BX TRUST 2026-CIP N/A 123917AA4 4627663.79000000 PA USD 4633448.37000000 0.058992921787 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.04839200 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 195000.00000000 PA USD 198900.78000000 0.002532398598 Long DBT CORP US N 2 2033-05-01 Fixed 0.07375000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2026-1 N/A 68270GAA2 800000.00000000 PA USD 796901.36000000 0.010146123545 Long ABS-CBDO CORP US N 2 2039-07-14 Fixed 0.04980000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 2092000.00000000 PA USD 1900832.91000000 0.024201346003 Long DBT CORP US N 2 2038-03-25 Fixed 0.04780000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 6287000.00000000 PA USD 5810956.47000000 0.073984918611 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 3510000.00000000 PA USD 3148819.53000000 0.040090673171 Long DBT CORP US N 2 2035-09-26 Fixed 0.05200000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 N/A 15000.00000000 PA USD 5850.00000000 0.000074482019 Long DBT CORP VE N 2 2037-04-12 Fixed 0.05500000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MPRJ6 9661.57000000 PA USD 8655.50000000 0.000110201559 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQTW2 86796.82940000 PA USD 79559.56000000 0.001012949864 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 370000.00000000 PA USD 362566.52000000 0.004616185753 Long DBT CORP US N 2 2034-01-15 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDBQ6 37257.31760000 PA USD 33973.06000000 0.000432543952 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMM0 9000000.00000000 PA USD 8956757.79000000 0.114037164026 Long DBT UST US N 2 2035-02-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNFQ7 8944.72060000 PA USD 8213.33000000 0.000104571864 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 1253000.00000000 PA USD 1265406.65000000 0.016111118452 Long DBT CORP US N 2 2027-08-23 Fixed 0.05625000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 1685000.00000000 PA USD 1667693.70000000 0.021233024769 Long DBT CORP BM N 2 2033-10-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AP3X4 2093.55600000 PA USD 2184.63000000 0.000027814641 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06568000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAA4 290000.00000000 PA USD 298339.26000000 0.003798446259 Long DBT CORP US N 2 2030-08-15 Fixed 0.05927000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMD0 510000.00000000 PA USD 509083.59000000 0.006481636571 Long DBT UST US N 2 2029-12-31 Fixed 0.04375000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 1055000.00000000 PA USD 1013675.24000000 0.012906081901 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AZ5 115000.00000000 PA USD 102791.60000000 0.001308739481 Long DBT NUSS PL N 2 2054-03-18 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FWJ7 8220.03010000 PA USD 8205.92000000 0.000104477520 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312943MK6 1170.63700000 PA USD 1145.70000000 0.000014587017 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CC4 136722.00000000 PA USD 90783.41000000 0.001155851577 Long DBT NUSS UA N 2 2036-02-01 Variable 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A94B7 1180.48030000 PA USD 1142.38000000 0.000014544746 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329JLH8 481051.33900000 PA USD 445356.08000000 0.005670259879 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299CB8 275000.00000000 PA USD 266736.25000000 0.003396077710 Long DBT NUSS PA N 2 2034-02-23 Fixed 0.05227000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AC8 355000.00000000 PA USD 366551.35000000 0.004666920486 Long DBT CORP US N 2 2032-07-15 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MEN85 28570.78720000 PA USD 24446.05000000 0.000311246354 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BX7 1727000.00000000 PA USD 1619321.57000000 0.020617152302 Long DBT CORP US N 2 2030-11-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFAC5 1082383.98600000 PA USD 927812.52000000 0.011812880398 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBH0 5308000.00000000 PA USD 5150735.85000000 0.065579010034 Long DBT CORP NL N 2 2035-08-19 Fixed 0.05250000 N N N N N N TKC HOLDINGS INC N/A 87256YAG8 185000.00000000 PA USD 198940.49000000 0.002532904184 Long DBT CORP US N 2 2031-02-15 Fixed 0.12000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY93 25288507.32200000 PA USD 21175673.00000000 0.269608015745 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBH5 269507.28300000 PA USD 212788.75000000 0.002709219804 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MER4 2883.86180000 PA USD 2949.01000000 0.000037546704 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3R0 4562000.00000000 PA USD 4574704.71000000 0.058244999319 Long DBT CORP US N 2 2027-01-15 Fixed 0.05339000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAH0 874000.00000000 PA USD 860418.43000000 0.010954820922 Long DBT CORP US N 2 2047-04-01 Fixed 0.05800000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 N/A 355000.00000000 PA USD 355000.00000000 0.004519849054 Long DBT CORP KY N 2 2027-10-13 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378QMC2 473.83940000 PA USD 479.66000000 0.000006107016 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NYAN5 3666.24310000 PA USD 3328.32000000 0.000042376067 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NPK8 479891.34300000 PA USD 436421.39000000 0.005556503681 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7Q44 126792.86210000 PA USD 111800.28000000 0.001423437717 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N ALTDE 2025-1 TR N/A 00166NAA7 2956683.76000000 PA USD 2950093.90000000 0.037560504577 Long ABS-CBDO CORP US N 2 2050-08-15 Fixed 0.05900000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CP7 11000000.00000000 PA USD 11059682.04000000 0.140811530739 Long DBT CORP US N 2 2034-02-01 Fixed 0.06650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPQ50 4023430.49700000 PA USD 3949011.92000000 0.050278698009 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DMA6 66.79560000 PA USD 68.88000000 0.000000876978 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 0.06500000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAM0 1004000.00000000 PA USD 1003751.61000000 0.012779734550 Long DBT CORP CA N 2 2027-10-15 Fixed 0.05125000 N N N N N N INRETAIL SHOPPING MALLS 254900340JT2D5SHMA49 45780UAC8 205000.00000000 PA USD 202437.50000000 0.002577428008 Long DBT CORP PE N 2 2032-10-16 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNW90 137416.48200000 PA USD 134874.79000000 0.001717221667 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 650000.00000000 PA USD 579770.98000000 0.007381626241 Long DBT CORP FR N 2 2033-01-20 Variable 0.03132000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 465000.00000000 PA USD 477434.57000000 0.006078682224 Long DBT CORP US N 2 2033-02-15 Fixed 0.09500000 N N N N N N J P MORGAN MTG TR 2026-NQX1 N/A 46594QAE7 1382161.68000000 PA USD 1374051.57000000 0.017494382224 Long ABS-CBDO CORP US N 2 2066-07-25 Variable 0.05500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TJWJ8 122.23590000 PA USD 123.78000000 0.000001575963 Long ABS-CBDO USGSE US N 2 2029-03-15 Fixed 0.06000000 N N N N N N OHA CR FDG 4 LTD / OHA CR FDG 4 LLC N/A 67098DBC6 4267000.00000000 PA USD 4274407.51000000 0.054421624628 Long ABS-CBDO CORP KY N 2 2038-01-22 Variable 0.05023220 N N N N N N GRUBHUB HOLDINGS INC N/A 40010PAC2 461551.00000000 PA USD 397720.44000000 0.005063764379 Long DBT CORP US N 2 2030-07-31 Fixed 0.13000000 N N Y N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 465000.00000000 PA USD 467327.33000000 0.005949997156 Long DBT CORP US N 2 2030-06-15 Fixed 0.05875000 N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 46150DAA0 300000.00000000 PA USD 295579.26000000 0.003763306024 Long DBT CORP US N 2 2032-08-01 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307RAA3 9920.83200000 PA USD 9553.09000000 0.000121629647 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AY7 3005000.00000000 PA USD 2965932.30000000 0.037762158597 Long ABS-CBDO CORP US N 2 2056-05-20 Fixed 0.05200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPX49 10550.11270000 PA USD 9989.05000000 0.000127180276 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 130000.00000000 PA USD 140010.00000000 0.001782603003 Long DBT NUSS CO N 2 2033-04-20 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW73 137822.48100000 PA USD 121885.60000000 0.001551843701 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 6314000.00000000 PA USD 6312622.85000000 0.080372119494 Long DBT CORP US N 2 2026-11-20 Fixed 0.04300000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BZ9 130000.00000000 PA USD 131447.16000000 0.001673581188 Long DBT CORP US N 2 2034-01-31 Fixed 0.06250000 N N N N N N CFMT 2025-HB16 N/A 12531BAA6 575661.17000000 PA USD 570075.36000000 0.007258181906 Long ABS-CBDO CORP US N 2 2035-03-25 Variable 0.03000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAC0 420000.00000000 PA USD 430889.19000000 0.005486067881 Long DBT CORP US N 2 2053-11-15 Fixed 0.06544000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427SMR6 934488.41600000 PA USD 811550.39000000 0.010332634543 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132LQV61 18904.83290000 PA USD 18047.99000000 0.000229786452 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 0.04000000 N N N N N N OLIT 2026-HB3 N/A 68278EAA9 1447043.30000000 PA USD 1418640.44000000 0.018062086342 Long ABS-CBDO CORP US N 2 2038-06-25 Variable 0.03000000 N N N N N N CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 N/A 228920AJ3 467500.00000000 PA USD 457020.38000000 0.005818769387 Long ABS-MBS CORP US N 2 2043-02-10 Variable 0.06342750 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6WW1 95960.68200000 PA USD 90376.88000000 0.001150675649 Long ABS-CBDO USGSE US N 2 2046-11-25 Fixed 0.03500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 3681000.00000000 PA USD 3361738.92000000 0.042801556279 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBL24 24032.33200000 PA USD 21405.42000000 0.000272533147 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KHWS1 151035.41280000 PA USD 130976.93000000 0.001667594234 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVK79 70994.59740000 PA USD 61721.35000000 0.000785834325 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.03000000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AE4 1215000.00000000 PA USD 1142999.10000000 0.014552629300 Long DBT CORP US N 2 2032-01-31 Fixed 0.04375000 N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAD7 100000.00000000 PA USD 94499.00000000 0.001203158354 Long DBT CORP US N 2 2031-03-18 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QC2Z8 105539.80800000 PA USD 100343.38000000 0.001277568820 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EPYQ1 18136.97970000 PA USD 17879.27000000 0.000227638314 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBF1 185000.00000000 PA USD 183731.36000000 0.002339262010 Long DBT CORP US N 2 2028-10-15 Fixed 0.05250000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DE2 4000000.00000000 PA USD 4458444.00000000 0.056764771544 Long DBT CORP US N 2 2031-09-15 Fixed 0.07875000 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAF6 2577.56880000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2028-08-02 Variable 0.00000000 Y Y Y N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMNV4 232713.87100000 PA USD 183738.61000000 0.002339354317 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327TAC5 450000.00000000 PA USD 462384.00000000 0.005887058831 Long DBT CORP US N 2 2032-06-15 Fixed 0.08625000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 380000.00000000 PA USD 373845.25000000 0.004759786196 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC N/A 19240CAE3 505000.00000000 PA USD 480782.93000000 0.006121313441 Long DBT CORP US N 2 2027-06-15 Fixed 0.07000000 N N N N N N BX 2024-CNYN N/A 05612HAJ0 350000.00000000 PA USD 353373.06000000 0.004499134904 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.07327840 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AG6 385000.00000000 PA USD 153181.88000000 0.001950306973 Long DBT CORP VE N 2 2049-12-31 Fixed 0.06000000 Y Y N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 242000.00000000 PA USD 226523.40000000 0.002884088944 Long DBT CORP IT N 2 2032-06-01 Variable 0.04198000 N N N N N N LONDON CLEARING HOUSE N/A N/A -219014000.00000000 NC USD 849742.96000000 0.010818901167 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2028-09-16 0.00000000 USD 0.00000000 USD -214763025.17000000 USD 849742.96000000 N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136AQCV0 40223.79130000 PA USD 38293.01000000 0.000487545422 Long ABS-CBDO USGSE US N 2 2045-10-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7J8 9810675.39600000 PA USD 7761321.45000000 0.098816905403 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FY59 50872.77650000 PA USD 47246.22000000 0.000601537416 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3SE3 86609.31200000 PA USD 75881.59000000 0.000966122064 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKDW5 84839.56800000 PA USD 73260.24000000 0.000932747116 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F85N9 583369.96600000 PA USD 438523.35000000 0.005583265771 Long ABS-CBDO USGSE US N 2 2051-01-25 Fixed 0.01000000 N N N N N N COMM 2015-DC1 MTG TR N/A 12629NAL9 688000.00000000 PA USD 603713.12000000 0.007686456830 Long ABS-MBS CORP US N 2 2048-02-10 Variable 0.04278728 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7LH0 12782.88960000 PA USD 11906.42000000 0.000151592172 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.03500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 770000.00000000 PA USD 779595.86000000 0.009925790452 Long DBT CORP FR N 2 2030-01-18 Variable 0.05716000 N N N N N N BANK 2017-BNKS N/A 06541WAX0 1000000.00000000 PA USD 989767.10000000 0.012601684200 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 0.03390000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNF80 38938.98000000 PA USD 33353.90000000 0.000424660826 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N LFS TOPCO LLC N/A 50203TAB2 590000.00000000 PA USD 591461.43000000 0.007530468690 Long DBT CORP US N 2 2030-07-15 Fixed 0.08750000 N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 10881000.00000000 PA USD 5689572.84000000 0.072439465977 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQF84 506286.11700000 PA USD 506522.60000000 0.006449030126 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVKQ7 8763934.34900000 PA USD 7909819.71000000 0.100707580671 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVHG5 78252.07870000 PA USD 73552.21000000 0.000936464469 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04000000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AA6 8970225.00000000 PA USD 8985385.58000000 0.114401652166 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06028000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAB9 350000.00000000 PA USD 349405.00000000 0.004448613687 Long DBT CORP QA N 2 2026-09-12 Fixed 0.01375000 N N N N N N CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 N/A 228920AL8 175000.00000000 PA USD 171383.24000000 0.002182046127 Long ABS-MBS CORP US N 2 2043-02-10 Variable 0.07451840 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55276VAJ1 280000.00000000 PA USD 263300.80000000 0.003352337667 Long DBT CORP AE N 2 2029-11-07 Fixed 0.02875000 N N N N N N TERMOCANDELARIA POWER LTD 549300YDORW43JL6G659 88087AAA6 295000.00000000 PA USD 305693.75000000 0.003892083399 Long DBT CORP ES N 2 2031-09-17 Fixed 0.07750000 N N N N N N PRPM 2024-RCF6 LLC N/A 74390FAA7 144333.71000000 PA USD 141250.54000000 0.001798397520 Long ABS-CBDO CORP US N 2 2064-10-25 Variable 0.04000000 N N N N N N PINE STREET TRUST II N/A 72284LAA7 1000000.00000000 PA USD 894303.28000000 0.011386241787 Long DBT CORP US N 2 2049-02-15 Fixed 0.05568000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DES7 6745036.53900000 PA USD 5826065.78000000 0.074177289880 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 105000000.00000000 PA USD 95180859.90000000 1.211839773618 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPUK2 3565533.13700000 PA USD 3494012.82000000 0.044485663496 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 1110000.00000000 PA USD 1072150.01000000 0.013650580870 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAG4 1325000.00000000 PA USD 1311664.14000000 0.016700067389 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.06730820 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X55G4 44151.35300000 PA USD 39304.06000000 0.000500418080 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BPQ95 1081134.99900000 PA USD 885057.33000000 0.011268522637 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUGA2 1082130.37200000 PA USD 1087875.29000000 0.013850794650 Long ABS-CBDO USGSE US N 2 2054-06-25 Variable 0.04843190 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 194000.00000000 PA USD 195807.03000000 0.002493009068 Long DBT CORP US N 2 2030-03-15 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEQJ2 937.94790000 PA USD 921.67000000 0.000011734674 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 240000.00000000 PA USD 211860.00000000 0.002697394987 Long DBT NUSS CO N 2 2031-04-15 Fixed 0.03125000 N N N N N N EMRLD BORROWER LP / EMERALD CO-ISSUER INC N/A 29103CAA6 470000.00000000 PA USD 479321.51000000 0.006102706686 Long DBT CORP US N 2 2030-12-15 Fixed 0.06625000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAL4 426000.00000000 PA USD 415287.12000000 0.005287422807 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.05585300 N N N N N N PAR PETROLEUM, LLC 984500CCF05C2FB39F45 70178JAB3 435000.00000000 PA USD 451393.41000000 0.005747126978 Long DBT CORP US N 2 2034-06-01 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVS99 68680.16880000 PA USD 64791.79000000 0.000824927072 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N WHITBREAD GROUP PLC 2138006LIAYQKUCYBB20 N/A 249000.00000000 PA 331172.49000000 0.004216477931 Long DBT CORP GB N 2 2027-05-31 Fixed 0.02375000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAB5 60000.00000000 PA USD 61565.40000000 0.000783848774 Long DBT CORP US N 2 2029-05-01 Fixed 0.07000000 N N N N N N MHP 2025-MHIL2 N/A 59317DAG0 357000.00000000 PA USD 357855.12000000 0.004556200354 Long ABS-MBS CORP US N 2 2040-09-15 Variable 0.06289200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYUS4 119936.51880000 PA USD 111505.32000000 0.001419682296 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQ4W9 199450.43200000 PA USD 198546.34000000 0.002527885879 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.05500000 N N N N N N PROVINCIA DEL CHUBUT ARGENTINA 529900V5CYYSD8ADKQ03 17127LAB1 210000.00000000 PA USD 221655.00000000 0.002822104625 Long DBT NUSS AR N 2 2036-04-29 Fixed 0.09450000 N N N N N N USIMINAS INTERNATIONAL SARL 529900KLYX6QPXVIVP43 91734JAB6 315000.00000000 PA USD 319961.25000000 0.004073736769 Long DBT CORP LU N 2 2032-01-27 Fixed 0.07500000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AE0 920000.00000000 PA USD 921078.24000000 0.011727139752 Long DBT CORP US N 2 2033-02-15 Fixed 0.07250000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ARFF6 2560.91540000 PA USD 2440.41000000 0.000031071224 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N VB-S1 ISSUER LLC N/A 91825HAE4 195000.00000000 PA USD 194217.02000000 0.002472765110 Long ABS-CBDO CORP US N 2 2056-03-15 Fixed 0.06843000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAP5 150000.00000000 PA USD 146367.00000000 0.001863540131 Long DBT NUSS RO N 2 2034-05-25 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6C84 268187.74500000 PA USD 259120.64000000 0.003299115999 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRH9 18785.50300000 PA USD 17850.50000000 0.000227272015 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAK6 570000.00000000 PA USD 562536.99000000 0.007162203612 Long DBT CORP US N 2 2030-03-18 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 55528000.00000000 PA USD 54593133.92000000 0.695078097847 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BWC2 129.99900000 PA USD 129.90000000 0.000001653882 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.04431860 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AN4 140000.00000000 PA USD 147499.80000000 0.001877962905 Long DBT NUSS KE N 2 2036-03-05 Fixed 0.09500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 500000.00000000 NC USD 37177.50000000 0.000473342783 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 37372.48000000 USD 0.00000000 USD 500000.00000000 USD -194.98000000 N N N PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD N/A 74167UAE7 840000.00000000 PA USD 741902.20000000 0.009445875935 Long ABS-MBS CORP KY N 2 2070-12-26 Fixed 0.03000000 N N N N N N BX TRUST 2026-LP3 N/A 05620HAL5 173356.85100000 PA USD 173790.24000000 0.002212691977 Long ABS-MBS CORP US N 2 2043-04-15 Variable 0.07539200 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI N/A 95003PAJ0 415000.00000000 PA USD 415444.13000000 0.005289421854 Long ABS-MBS CORP US N 2 2035-07-15 Variable 0.07574300 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAW4 639000.00000000 PA USD 663993.21000000 0.008453941077 Long DBT CORP US N 2 2028-11-15 Variable 0.07350000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 6000000.00000000 PA USD 5790284.52000000 0.073721723981 Long DBT CORP US N 2 2033-04-27 Variable 0.04571000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HWZ4 344.91220000 PA USD 351.42000000 0.000004474268 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.06000000 N N N N N N ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU N/A 29281MAA8 200000.00000000 PA USD 208866.00000000 0.002659275472 Long DBT CORP ES N 2 2032-06-30 Fixed 0.08499000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052694 95400000.00000000 PA USD 94772401.56000000 1.206639294627 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 5199000.00000000 PA USD 5096890.39000000 0.064893451297 Long DBT CORP US N 2 2032-09-01 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM6R0 135693.52500000 PA USD 121621.03000000 0.001548475204 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAC2 651677.00000000 PA USD 634025.22000000 0.008072389552 Long DBT CORP FR N 2 2031-10-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWFD4 8009.76950000 PA USD 7520.26000000 0.000095747718 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.04000000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AC6 890000.00000000 PA USD 850112.49000000 0.010823606011 Long DBT CORP US N 2 2035-09-18 Fixed 0.05125000 N N N N N N AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC N/A 00900PBC8 2803000.00000000 PA USD 2806512.16000000 0.035732426290 Long ABS-CBDO CORP KY N 2 2037-04-16 Variable 0.04992860 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853191AA2 315000.00000000 PA USD 316658.18000000 0.004031682184 Long DBT CORP US N 2 2032-08-15 Fixed 0.06500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 435000.00000000 PA USD 465229.10000000 0.005923282557 Long DBT CORP ES N 2 2034-09-13 Variable 0.06840000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31288AFU4 270.46060000 PA USD 275.07000000 0.000003502182 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AB4 1137000.00000000 PA USD 1201802.08000000 0.015301307028 Long DBT CORP US N 2 2033-08-02 Fixed 0.06421000 N N N N N N CARMAX SELECT RECEIVABLES TRUST 2024-A N/A 14319FAD5 306177.58000000 PA USD 307299.02000000 0.003912521647 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05400000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DF4 410000.00000000 PA USD 430910.00000000 0.005486332834 Long DBT NUSS TR N 2 2028-01-15 Fixed 0.09875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBRJ4 2472.37700000 PA USD 2336.24000000 0.000029744935 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AR8 140000.00000000 PA USD 130585.70000000 0.001662613106 Long DBT CORP LU N 2 2031-04-27 Fixed 0.04500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 200000.00000000 NC USD 12851.46000000 0.000163624392 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S19 PRC CORP INDEX CZ039900 Y 2058-12-17 14125.11000000 USD 0.00000000 USD 200000.00000000 USD -1273.65000000 N N N JERSEY MIKES FUNDING LLC N/A 476681AE1 2554200.00000000 PA USD 2535482.31000000 0.032281682596 Long ABS-CBDO CORP US N 2 2055-08-16 Fixed 0.05610000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UF3 16585000.00000000 PA USD 15422754.38000000 0.196362033249 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNEF6 505831.51300000 PA USD 419700.24000000 0.005343610515 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAB5 8937.01080000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2028-08-02 Variable 0.00000000 Y Y Y N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3622ADP28 1954907.11100000 PA USD 1956756.45000000 0.024913362790 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946QN9 8240.13530000 PA USD 8060.14000000 0.000102621453 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLTR9 211191.10700000 PA USD 192395.16000000 0.002449569245 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 N/A 738150.00000000 PA USD 716928.19000000 0.009127907610 Long LON CORP LU N 2 2030-11-15 Variable 0.08572670 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBG2 200000.00000000 PA USD 194487.95000000 0.002476214582 Long DBT CORP NL N 2 2030-09-30 Fixed 0.04375000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31393UNH2 5523.81010000 PA USD 525.43000000 0.000006689758 Long ABS-CBDO USGSE US N 2 2033-12-25 Variable 0.04342330 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941SD0 1756.69670000 PA USD 1718.40000000 0.000021878615 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AK3 4867000.00000000 PA USD 4792639.93000000 0.061019743821 Long DBT CORP US N 2 2036-07-01 Fixed 0.05700000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLLH1 108198.98700000 PA USD 98903.95000000 0.001259242041 Long ABS-CBDO USGSE US N 2 2052-02-25 Fixed 0.02500000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AY1 365000.00000000 PA USD 355358.53000000 0.004524413847 Long DBT CORP CA N 2 2036-02-15 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FG86 228.13390000 PA USD 234.18000000 0.000002981572 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 0.06187000 N N N N N N VESTEDA FINANCE BV 72450072M9HBDGD2GH67 N/A 160000.00000000 PA 184487.76000000 0.002348892472 Long DBT CORP NL N 2 2030-07-16 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPB72 223141.62200000 PA USD 219223.52000000 0.002791147097 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 14000000.00000000 PA USD 14867287.12000000 0.189289841221 Long DBT CORP US N 2 2033-12-01 Fixed 0.06550000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 500000.00000000 NC USD 37177.50000000 0.000473342783 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 34840.62000000 USD 0.00000000 USD 500000.00000000 USD 2336.88000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNRD8 3663396.46700000 PA USD 3756113.37000000 0.047822719617 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.06000000 N N N N N N ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 635400FQ1M7J2CHLAS59 45115AAF1 1590000.00000000 PA USD 1581841.88000000 0.020139962044 Long DBT CORP IE N 2 2031-08-13 Fixed 0.05421000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMNF7 146146.97000000 PA USD 135826.44000000 0.001729338046 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YPA36 5977.14560000 PA USD 5645.10000000 0.000071873239 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N CSAIL 2018-CX12 COML MTG TR N/A 12595XAS2 280000.00000000 PA USD 275750.52000000 0.003510847118 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 0.03958500 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 100000.00000000 NC USD -23543.77000000 -0.00029975855 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BB CDSI S17 PRC CORP CY885801 Y 2056-12-15 0.00000000 USD 21133.96000000 USD 100000.00000000 USD -2409.81000000 N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 460000.00000000 PA USD 437763.60000000 0.005573592658 Long DBT CORP PA N 2 2030-01-30 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHN0 473354.79000000 PA USD 373736.00000000 0.004758395228 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UR7 39400000.00000000 PA USD 36481937.50000000 0.464486903434 Long DBT UST US N 2 2056-02-15 Fixed 0.04750000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RCQ7 237.60170000 PA USD 223.15000000 0.000002841138 Long ABS-CBDO USGA US N 2 2064-08-20 Fixed 0.02500000 N N N N N N BX 2026-LBTY N/A 05620WAA6 3090000.00000000 PA USD 3091931.25000000 0.039366373344 Long ABS-MBS CORP US N 2 2048-08-15 Variable 0.04900000 N N N N N N HORIZON 2018 N/A 440405AE8 410744.59600000 PA USD 406636.33000000 0.005177281216 Long ABS-CBDO CORP KY N 2 2038-12-15 Fixed 0.04458000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECZ1 2967958.25100000 PA USD 2602402.85000000 0.033133712848 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N BENCHMARK 2020-IG3 MTG TR N/A 08162QBY4 242000.00000000 PA USD 235647.40000000 0.003000255431 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.03076300 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBX8 5374000.00000000 PA USD 5163537.55000000 0.065742000883 Long DBT CORP US N 2 2037-02-15 Fixed 0.05250000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAL7 543413.80000000 PA USD 548168.67000000 0.006979266605 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.07389200 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 955000.00000000 PA USD 919540.85000000 0.011707565750 Long DBT CORP US N 2 2030-04-15 Fixed 0.04750000 N N N N N N METRONET INFRASTRUCTURE ISSUER LLC 5493000BIROCAEATAQ61 59170JBH0 200000.00000000 PA USD 198127.02000000 0.002522547109 Long ABS-CBDO CORP US N 2 2055-12-20 Fixed 0.07112000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAA1 400000.00000000 PA USD 403568.00000000 0.005138215333 Long DBT CORP LU N 2 2038-02-23 Fixed 0.06129000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQQ2 6490.48420000 PA USD 6152.79000000 0.000078337132 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 98380MAA3 470000.00000000 PA USD 500520.86000000 0.006372616157 Long DBT CORP US N 2 2031-01-15 Fixed 0.08375000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 734000.00000000 PA USD 729488.32000000 0.009287822798 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AU9 255000.00000000 PA USD 264353.40000000 0.003365739338 Long DBT CORP CA N 2 2031-06-01 Fixed 0.08625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQ6D9 5205.78550000 PA USD 4926.73000000 0.000062726974 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296XZ64 1293.36350000 PA USD 1290.94000000 0.000016436208 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N C and S WHOLESALE GROCERS INC 54930093F8X1FEZBGJ91 12676AAB1 357037.50000000 PA USD 325129.06000000 0.004139533167 Long LON CORP US N 2 2030-09-20 Variable 0.08732220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWQ1 1040746.30600000 PA USD 780123.34000000 0.009932506312 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.01500000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBR4 2975000.00000000 PA USD 2874311.81000000 0.036595649343 Long DBT CORP US N 2 2036-05-01 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A6MJ2 29254.39900000 PA USD 30946.42000000 0.000394008865 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQL83 21232.53410000 PA USD 21176.89000000 0.000269623510 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.05000000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CG5 150000.00000000 PA USD 170129.25000000 0.002166080365 Long DBT NUSS SV N 2 2054-11-21 Fixed 0.09650000 N N N N N N EATON VANCE CLO 2020-2 LTD N/A 27829PAU0 2414000.00000000 PA USD 2415165.96000000 0.030749818538 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 0.05132920 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KGNJ3 10164.32800000 PA USD 8862.08000000 0.000112831729 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKP3 10000000.00000000 PA USD 9986313.10000000 0.127145430489 Long DBT CORP US N 2 2028-04-27 Variable 0.04376000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WBF1 4895000.00000000 PA USD 4792502.81000000 0.061017998013 Long DBT CORP JP N 2 2033-11-01 Fixed 0.05258800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417AJS9 33192.22790000 PA USD 31645.22000000 0.000402905965 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKES5 88855.98100000 PA USD 70294.84000000 0.000894991735 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRZH1 2576184.20700000 PA USD 2141545.61000000 0.027266092678 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECL7 2000000.00000000 PA USD 2118113.42000000 0.026967754757 Long DBT CORP GB N 2 2034-09-13 Variable 0.06692000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BBV3 3564.71490000 PA USD 3551.29000000 0.000045214914 Long ABS-CBDO USGA US N 2 2060-05-20 Variable 0.04187880 N N N N N N BENCHMARK 2018-B2 MTG TR N/A 08161CAF8 194467.07000000 PA USD 193694.51000000 0.002466112529 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 0.03780200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DTD23 2133647.85100000 PA USD 2236421.83000000 0.028474053785 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAC1 153000.00000000 PA USD 133823.89000000 0.001703841641 Long DBT CORP US N 2 2031-07-15 Fixed 0.02375000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 N/A 138558.45000000 PA USD 138558.45000000 0.001764121913 Long LON CORP CA N 3 2026-09-30 Variable 0.15000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617GM3Q3 5805.57010000 PA USD 5350.27000000 0.000068119472 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N METALSA S A DE C V 549300F2FONGJR575V67 59132VAB4 205000.00000000 PA USD 180118.13000000 0.002293258477 Long DBT CORP MX N 2 2031-05-04 Fixed 0.03750000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAG7 205000.00000000 PA USD 197558.50000000 0.002515308730 Long DBT CORP US N 2 2033-01-15 Fixed 0.04900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LTY2 16175.43780000 PA USD 15376.15000000 0.000195768667 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 170000.00000000 NC -40071.76000000 -0.00051019241 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 HEIDELBERG MATERIALS AG HEIDELBERG MATERIALS AG 3.75% 05/31/2032 REGS Y 2031-06-20 0.00000000 EUR 38893.31000000 EUR 170000.00000000 EUR -1873.27000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 1130000.00000000 PA USD 1065193.99000000 0.013562017038 Long DBT CORP US N 2 2050-05-01 Fixed 0.05805000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BL48 9.60430000 PA USD 9.84000000 0.000000125282 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-AIRC N/A 12433CAG0 819267.51900000 PA USD 823875.90000000 0.010489562556 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.06728430 N N N N N N LG ENERGY SOLUTION 988400QX6P286XA6ZS85 50205MAL3 200000.00000000 PA USD 197453.74000000 0.002513974929 Long DBT CORP KR N 2 2031-04-02 Fixed 0.05250000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 N/A 515000.00000000 PA 592858.29000000 0.007548253469 Long DBT CORP JP N 2 2034-04-02 Variable 0.03961000 N N N N N N BX TR 2025-OMG N/A 05619HAL8 1045000.00000000 PA USD 1044614.29000000 0.013299996932 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.07240000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJD88 87717.28170000 PA USD 83924.15000000 0.001068519690 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT N/A 17291NAG6 530000.00000000 PA USD 524243.62000000 0.006674653606 Long ABS-MBS CORP US N 2 2040-06-12 Variable 0.05852422 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 269000.00000000 PA USD 235878.52000000 0.003003198044 Long DBT CORP US N 2 2033-04-15 Fixed 0.03419000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYT3 2279994.35000000 PA USD 2010824.15000000 0.025601751079 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N RD Michigan Property Owner I LLC N/A 74941YAA0 1323000.00000000 PA USD 1261318.00000000 0.016059061886 Long DBT CORP US N 2 2045-03-30 Fixed 0.07500000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CCJW7 274854.10600000 PA USD 287492.09000000 0.003660340425 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374CQS8 10229.45600000 PA USD 10199.47000000 0.000129859337 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CWW0 6693.94210000 PA USD 6309.32000000 0.000080330067 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0ZB7 2708.13000000 PA USD 2643.30000000 0.000033654414 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NFKP1 2018.03690000 PA USD 2071.03000000 0.000026368290 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 0.05665000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128Q2DN0 3798.48130000 PA USD 3921.21000000 0.000049924724 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.06173000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 695847AT0 170000.00000000 PA USD 170637.50000000 0.002172551388 Long DBT NUSS PK N 2 2031-04-08 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHCF8 30911.50400000 PA USD 27713.59000000 0.000352848573 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAC2 75000.00000000 PA USD 76997.52000000 0.000980330050 Long DBT CORP GB N 2 2029-03-26 Fixed 0.06400000 N N N N N N BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L N/A 09229CAA7 1322756.27000000 PA USD 1255820.31000000 0.015989065467 Long ABS-CBDO CORP KY N 2 2046-07-15 Fixed 0.02443000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9QU0 3458.23860000 PA USD 3273.33000000 0.000041675936 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.02500000 N N N N N N BT FINANCE PLC 64882D4OUTP2YP126091 N/A 325000.00000000 PA 364129.00000000 0.004636079201 Long DBT CORP GB N 2 2032-11-17 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKS75 335755.03700000 PA USD 281101.97000000 0.003578981615 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02500000 N N N N N N OBX 2026-R2 N/A 67124TAA4 1739099.48000000 PA USD 1728225.24000000 0.022003710470 Long ABS-CBDO CORP US N 2 2063-03-25 Variable 0.05364000 N N N N N N IP 2025-IP MTG TR N/A 449843AL5 711000.00000000 PA USD 719876.34000000 0.009165443365 Long ABS-MBS CORP US N 2 2042-06-10 Variable 0.07712260 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVFQ2 213326.01000000 PA USD 226561.03000000 0.002884568048 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCZ68 649379.99000000 PA USD 542255.60000000 0.006903981580 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6DW7 1170631.47000000 PA USD 1199527.34000000 0.015272345108 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AS5 140000.00000000 PA USD 146737.50000000 0.001868257325 Long DBT NUSS HU N 2 2032-09-22 Fixed 0.06250000 N N N N N N BX TR 2025-OMG N/A 05619HAG9 730000.00000000 PA USD 729484.40000000 0.009287772889 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.06040000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7CX5 17101.52430000 PA USD 15957.18000000 0.000203166323 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.03500000 N N N N N N BARINGS CLO LTD 2026-III N/A 067946AA1 3115000.00000000 PA USD 3118980.97000000 0.039710769545 Long ABS-CBDO CORP KY N 2 2039-07-20 Variable 0.04894350 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183DE1 447647.97000000 PA USD 449114.87000000 0.005718116677 Long ABS-CBDO CORP US N 2 2036-05-15 Fixed 0.05520000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DJ6 350000.00000000 PA USD 382116.00000000 0.004865089130 Long DBT NUSS TR N 2 2030-07-13 Fixed 0.09125000 N N N N N N JOHN LEWIS PLC 213800JSUFNZLZLCVJ25 N/A 304000.00000000 PA 343152.04000000 0.004369001193 Long DBT CORP GB N 2 2034-12-18 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76V5 3007.18850000 PA USD 2689.62000000 0.000034244158 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AL5 6021750.00000000 PA USD 5880648.35000000 0.074872233479 Long ABS-CBDO CORP US N 2 2049-05-20 Fixed 0.04352000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 305000.00000000 PA 422679.26000000 0.005381539306 Long DBT CORP GB N 2 2030-07-30 Fixed 0.06293000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBD1 350000.00000000 PA USD 357525.00000000 0.004551997276 Long DBT NUSS MX N 2 2055-05-13 Fixed 0.07375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339DTC2 105.10590000 PA USD 105.66000000 0.000001345259 Long ABS-CBDO USGSE US N 2 2032-01-15 Variable 0.04550980 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 N/A 100000.00000000 PA 115990.92000000 0.001476792817 Long DBT CORP US N 2 2032-07-23 Fixed 0.04250000 N N N N N N MH SUB I LLC 2549005VFKP807SR8N49 45567YAN5 1077946.01000000 PA USD 1064881.30000000 0.013558035879 Long LON CORP US N 2 2028-05-03 Variable 0.07936400 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 1078000.00000000 PA USD 1045859.11000000 0.013315845942 Long EP CORP US N 2 N N N SMBC AVIATION CAPITAL FINANCE DAC 549300OD7VKRVNWB2J98 78448TAS1 1035000.00000000 PA USD 1031654.89000000 0.013134998251 Long DBT CORP IE N 2 2029-07-23 Fixed 0.04950000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 175000.00000000 PA USD 176383.90000000 0.002245714376 Long DBT CORP US N 2 2033-01-15 Fixed 0.06250000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 72000.00000000 PA USD 76048.20000000 0.000968243337 Long DBT CORP CA N 2 2028-09-30 Fixed 0.11000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YUWB3 12263.17910000 PA USD 11544.45000000 0.000146983581 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 700000.00000000 PA USD 710894.80000000 0.009051090675 Long DBT CORP US N 2 2040-03-15 Fixed 0.06200000 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2026-A N/A 39572BAE1 1860000.00000000 PA USD 1854993.62000000 0.023617721576 Long ABS-CBDO CORP US N 2 2070-12-15 Fixed 0.05140000 N N N N N N BENEFIT STR PARTNERS CLO XXXV LTD / BENEFIT STR PARTNERS CLO XXXV LLC 254900U0SNDVHNBLRW07 08182YAJ7 4046000.00000000 PA USD 4054646.30000000 0.051623631678 Long ABS-CBDO CORP KY N 2 2039-07-25 Variable 0.04824120 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 2185.00000000 NC USD -1040005.37000000 -0.01324131630 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-12-21 236507896.00000000 USD -1040005.37000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06055HAK9 365000.00000000 PA USD 365465.74000000 0.004653098533 Long EP CORP US N 2 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397CDA4 8013.74160000 PA USD 556.95000000 0.000007091070 Long ABS-CBDO USGSE US N 2 2036-11-15 Variable 0.02909020 N N N N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 505000.00000000 PA USD 338319.70000000 0.004307475989 Long DBT NUSS AE N 2 2050-09-09 Fixed 0.03900000 N N N N N N BENCHMARK 2020-IG3 MTG TR N/A 08162QCA5 265000.00000000 PA USD 256857.03000000 0.003270295786 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.03076300 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FQ66 7477.18530000 PA USD 7107.95000000 0.000090498200 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 0.04000000 N N N N N N BANK 2024-BNK47 N/A 06540GAV0 800000.00000000 PA USD 817196.08000000 0.010404515294 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 0.05716000 N N N N N N CARMX 2025-2 N/A 14320AAB7 790951.17000000 PA USD 791605.44000000 0.010078696055 Long ABS-CBDO CORP US N 2 2028-07-17 Fixed 0.04590000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AJ3 140000.00000000 PA USD 137865.00000000 0.001755292929 Long DBT NUSS BM N 2 2032-07-15 Fixed 0.05000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 50179JAH1 250000.00000000 PA USD 193012.50000000 0.002457429199 Long LON CORP US N 2 2031-06-06 Variable 0.07538140 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A -2399.46000000 -0.00003054985 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 3030000.00000000 AUD 2168053.17000000 USD 2026-09-29 -2399.46000000 N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HT0 3724989.00000000 PA USD 2817022.93000000 0.035866249089 Long DBT NUSS AR N 2 2035-07-09 Variable 0.04125000 N N N N N N NAVIGATOR AIRCRAFT ABS LTD N/A 63943GAA0 6165605.89000000 PA USD 5980756.09000000 0.076146802138 Long ABS-CBDO CORP KY N 2 2050-10-15 Fixed 0.05107000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GGB87 1407.38400000 PA USD 1373.83000000 0.000017491561 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312935RE1 4890.32940000 PA USD 4811.12000000 0.000061255031 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SSP3 2409464.43300000 PA USD 2126944.13000000 0.027080187084 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BBB76 281958.94900000 PA USD 259228.24000000 0.003300485959 Long ABS-CBDO USGSE US N 2 2045-09-25 Fixed 0.02000000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAF6 300000.00000000 PA USD 241950.00000000 0.003080499940 Long DBT NUSS SA N 2 2047-10-04 Fixed 0.04625000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AF4 341000.00000000 PA USD 322994.14000000 0.004112351431 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGXF9 493.03180000 PA USD 513.31000000 0.000006535447 Long ABS-MBS USGSE US N 2 2041-06-01 Variable 0.06285000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AJ6 2775000.00000000 PA USD 2775000.00000000 0.035331214440 Long DBT CORP US N 2 2026-09-01 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUWL0 1682542.62000000 PA USD 1694327.99000000 0.021572131728 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.05043190 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNFX6 1266791.54300000 PA USD 1085093.73000000 0.013815379914 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 2615000.00000000 PA USD 1359800.84000000 0.017312942369 Long DBT CORP US N 2 2031-02-15 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLVJ3 6275933.51200000 PA USD 4994370.94000000 0.063588176821 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 300000.00000000 PA 340740.51000000 0.004338297667 Long DBT CORP DE N 2 2030-08-27 Fixed 0.03125000 N N N N N N HEXION HOLDINGS CORPORATION 549300LBB370MUHGLV84 00217XAE6 1507947.52000000 PA USD 1486579.90000000 0.018927089452 Long LON CORP US N 2 2029-03-15 Variable 0.07688140 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 2361000.00000000 PA USD 2235843.63000000 0.028466692161 Long DBT CORP US N 2 2035-09-15 Fixed 0.04800000 N N N N N N ANGEL OAK MORTGAGE TRUST 2026-2 N/A 03466LAA2 368011.70000000 PA USD 360874.33000000 0.004594640843 Long ABS-CBDO CORP US N 2 2071-02-25 Variable 0.04694000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDGH9 2885.99360000 PA USD 2821.95000000 0.000035928980 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAH1 465000.00000000 PA USD 483018.75000000 0.006149779832 Long DBT CORP US N 2 2036-08-13 Fixed 0.08088000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQFK3 16824.86680000 PA USD 16356.97000000 0.000208256437 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04500000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AK6 125000.00000000 PA USD 109375.00000000 0.001392559127 Long DBT NUSS PY N 2 2033-01-29 Fixed 0.02739000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUZ90 209904.03900000 PA USD 219424.38000000 0.002793704440 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0DV4 1465067.95500000 PA USD 1273244.41000000 0.016210908571 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617GSS91 5751.57220000 PA USD 5300.51000000 0.000067485929 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAC0 350000.00000000 PA USD 355250.00000000 0.004523032046 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.06350000 N N N N N N SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 549300ECJZDA7203MK64 N/A 475000.00000000 PA 534972.06000000 0.006811247773 Long DBT CORP GB N 2 2032-09-04 Fixed 0.03375000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAE4 285000.00000000 PA USD 290563.49000000 0.003699445395 Long DBT CORP US N 2 2035-10-01 Fixed 0.06750000 N N N N N N SWITCH ABS ISSUER LLC N/A 871044AJ2 750000.00000000 PA USD 759521.85000000 0.009670208776 Long ABS-CBDO CORP US N 2 2054-06-25 Fixed 0.10033000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 30 LTD 25490014ZMZARIPJAM61 38140GAC9 4998000.00000000 PA USD 5008120.95000000 0.063763241524 Long ABS-CBDO CORP KY N 2 2039-07-20 Variable 0.04957980 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31393FGG5 1610.21410000 PA USD 1609.77000000 0.000020495542 Long ABS-CBDO USGSE US N 2 2032-11-15 Variable 0.04150980 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAA8 255000.00000000 PA USD 257879.83000000 0.003283318044 Long DBT CORP US N 2 2031-07-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVW2 355594.18000000 PA USD 349350.37000000 0.004447918139 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N SOUTH WEST WATER FINANCE PLC 213800OV68U446W4NV89 N/A 100000.00000000 PA 134717.07000000 0.001715213581 Long DBT CORP GB N 2 2032-12-11 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ETWB8 3912.07830000 PA USD 4010.73000000 0.000051064490 Long ABS-MBS USGSE US N 2 2039-02-01 Variable 0.06790000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E0LM9 7719.75260000 PA USD 7158.29000000 0.000091139127 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418C7F5 5789.37360000 PA USD 5512.74000000 0.000070188035 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.04500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NCB4 515000.00000000 PA USD 520943.62000000 0.006632638108 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M17E2 8283.86770000 PA USD 7689.75000000 0.000097905659 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03500000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 29290WAA5 80000.00000000 PA USD 84063.66000000 0.001070295927 Long DBT CORP IL N 2 2033-09-30 Fixed 0.08500000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428104AA1 540000.00000000 PA USD 538606.80000000 0.006857525171 Long DBT CORP US N 2 2028-06-15 Fixed 0.05125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLZ2 20000000.00000000 PA USD 19631250.00000000 0.249944469726 Long DBT UST US N 2 2031-11-30 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2S7 3952.39650000 PA USD 3749.86000000 0.000047743101 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31359VSD6 487.27360000 PA USD 490.49000000 0.000006244903 Long ABS-CBDO USGSE US N 2 2029-04-25 Fixed 0.06000000 N N N N N N BENCHMARK 2022-B33 MORTGAGE TRUST N/A 08163PBN9 400000.00000000 PA USD 312852.44000000 0.003983227620 Long ABS-MBS CORP US N 2 2055-03-15 Variable 0.03613311 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128HD4K2 22.44370000 PA USD 22.86000000 0.000000291052 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 0.06658000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AX4 200000.00000000 PA USD 190530.00000000 0.002425822085 Long DBT NUSS CI N 2 2041-02-25 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9U47 39923.23940000 PA USD 37785.14000000 0.000481079237 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJC31 12141.38330000 PA USD 11880.16000000 0.000151257830 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAC7 905080.00000000 PA USD 860156.99000000 0.010951492276 Long ABS-CBDO CORP US N 2 2049-12-05 Fixed 0.03858000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410FW84 10176.50880000 PA USD 10510.95000000 0.000133825091 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 0.05974000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPBN1 5942.95890000 PA USD 5626.91000000 0.000071641644 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487930AB5 780000.00000000 PA USD 787052.78000000 0.010020731728 Long DBT CORP US N 2 2034-08-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJR38 14643.68200000 PA USD 11726.62000000 0.000149302964 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TRH4 6.08500000 PA USD 6.14000000 0.000000078174 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.07500000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 07336UAA1 220000.00000000 PA USD 236979.60000000 0.003017216960 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGL7 528000.00000000 PA USD 524970.18000000 0.006683904145 Long DBT CORP US N 2 2028-04-24 Variable 0.03705000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBKV1 1219687.57700000 PA USD 1017339.46000000 0.012952734637 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02500000 N N N N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047AM1 570000.00000000 PA USD 561630.35000000 0.007150660299 Long DBT CORP US N 2 2029-03-01 Fixed 0.04875000 N N N N N N MORGAN STANLEY BAML TRUST 2026-C36 N/A 61781KBS0 165000.00000000 PA USD 164326.26000000 0.002092196875 Long ABS-MBS CORP US N 2 2059-08-15 Variable 0.06283000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAD2 188062.95000000 PA USD 167428.68000000 0.002131696791 Long DBT CORP JE N 2 2034-03-31 Fixed 0.02160000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAE8 833354.00000000 PA USD 817109.63000000 0.010403414615 Long DBT CORP FR N 2 2032-07-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E0BL2 11818.98520000 PA USD 11509.22000000 0.000146535034 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WPNK9 29186.67160000 PA USD 28084.97000000 0.000357576972 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L3J3 23363.13900000 PA USD 23317.86000000 0.000296882274 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKQX9 78103.62400000 PA USD 68935.68000000 0.000877686952 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFS0 285721.35400000 PA USD 251642.48000000 0.003203904296 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BM7C6 343929.79600000 PA USD 335068.27000000 0.004266078882 Long ABS-CBDO USGSE US N 2 2048-07-25 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2RD8 429977.44700000 PA USD 384658.30000000 0.004897457615 Long ABS-CBDO USGSE US N 2 2040-01-25 Fixed 0.02000000 N N N N N N BX TR 2025-VLT6 N/A 12433KAJ6 707000.00000000 PA USD 697278.75000000 0.008877731546 Long ABS-MBS CORP US N 2 2042-03-15 Variable 0.06829930 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307U5S3 2987.07280000 PA USD 2877.95000000 0.000036641970 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062697 32750000.00000000 PA USD 33752968.75000000 0.429741757449 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407G6Q6 237.10990000 PA USD 245.53000000 0.000003126080 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBQ2 210000.00000000 PA USD 203910.00000000 0.002596175833 Long DBT NUSS MX N 2 2034-02-09 Fixed 0.05625000 N N N N N N PLAINS ALL AMERN PIPELINE LP 5521FA2ITF25TVH63740 726503AE5 988000.00000000 PA USD 989964.14000000 0.012604192907 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5M30 68982.05550000 PA USD 64283.17000000 0.000818451338 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXNS4 41093.84230000 PA USD 37152.18000000 0.000473020410 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03500000 N N N N N N U S BK NATL ASSN N/A 90355PAV8 224451.32000000 PA USD 224451.75000000 0.002857712760 Long ABS-CBDO CORP US N 2 2033-06-27 Variable 0.07143190 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAB0 145000.00000000 PA USD 146291.95000000 0.001862584596 Long DBT CORP AE N 2 2033-04-28 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9BS9 61116.31050000 PA USD 59754.27000000 0.000760789523 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H53G0 448333.57000000 PA USD 395065.18000000 0.005029957691 Long ABS-CBDO USGSE US N 2 2040-11-25 Fixed 0.02000000 N N N N N N CITIGROUP COML MTG TR 2016-P4 N/A 29429EAK7 325000.00000000 PA USD 304817.31000000 0.003880924592 Long ABS-MBS CORP US N 2 2049-07-10 Variable 0.04035203 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAE7 5000000.00000000 PA USD 5037174.90000000 0.064133155519 Long DBT CORP US N 2 2031-07-08 Variable 0.05882000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417CEQ4 8912.02190000 PA USD 8054.27000000 0.000102546717 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03000000 N N N N N N SW FINANCE I PLC 549300BHN1HB5BNG2R96 N/A 300000.00000000 PA 411036.47000000 0.005233303662 Long DBT CORP GB N 2 2032-08-07 Fixed 0.06875000 N N N N N N STAR HOLDING LLC 254900BDGPE9N1WAKD59 85513AAA6 200000.00000000 PA USD 207408.80000000 0.002640722446 Long DBT CORP US N 2 2031-08-01 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NP36 744703.50900000 PA USD 676547.95000000 0.008613787639 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 428000.00000000 PA 417293.68000000 0.005312970267 Long DBT CORP LU N 2 2034-01-17 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FV82 3857.21580000 PA USD 3767.40000000 0.000047966420 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392FRJ8 447.81250000 PA USD 447.79000000 0.000005701248 Long ABS-CBDO USGSE US N 2 2032-11-25 Variable 0.04207670 N N N N N N COMM 2025-180W MORTGAGE TRUST N/A 12597SAJ1 290000.00000000 PA USD 282858.92000000 0.003601351048 Long ABS-MBS CORP US N 2 2042-08-10 Variable 0.07363510 N N N N N N JEFFERIES FIN LLC/JFIN N/A 47232MAF9 729000.00000000 PA USD 706057.50000000 0.008989502320 Long DBT CORP US N 2 2028-08-15 Fixed 0.05000000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 82556FAA0 135000.00000000 PA USD 136182.60000000 0.001733872664 Long DBT CORP IN N 2 2027-04-22 Fixed 0.06625000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 520000.00000000 PA USD 514006.80000000 0.006544318729 Long DBT CORP US N 2 2034-07-31 Fixed 0.06125000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P75Z2 21685.23390000 PA USD 20921.25000000 0.000266368709 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HPQ7 5611.00360000 PA USD 5176.27000000 0.000065904110 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 N/A 10239.00000000 NS USD 48635.25000000 0.000619222503 Long EC CORP US N 3 N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 320000.00000000 PA 358169.87000000 0.004560207741 Long DBT CORP LU N 2 2032-07-14 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQGP5 242304.38300000 PA USD 248436.86000000 0.003163090441 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRLC7 6020395.04900000 PA USD 5560444.09000000 0.070795402713 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.04000000 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 062269AC9 200000.00000000 PA USD 199181.00000000 0.002535966350 Long DBT CORP GE N 2 2031-06-03 Fixed 0.06500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 400000.00000000 NC USD 29742.00000000 0.000378674226 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 30375.00000000 USD 0.00000000 USD 400000.00000000 USD -633.00000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XJ5X1 6324.83130000 PA USD 5989.58000000 0.000076259147 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 0.04000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5 N/A 46649WAE9 216000.00000000 PA USD 216945.00000000 0.002762137051 Long ABS-MBS CORP US N 2 2040-03-15 Variable 0.06182000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296JR31 1906.30850000 PA USD 1862.99000000 0.000023719531 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2BS2 413000.29600000 PA USD 365595.50000000 0.004654750633 Long ABS-CBDO USGSE US N 2 2040-08-25 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137A7WV8 31082.77420000 PA USD 31075.75000000 0.000395655490 Long ABS-CBDO USGSE US N 2 2041-03-15 Fixed 0.05000000 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 22946GAA3 607000.00000000 PA USD 474613.30000000 0.006042761902 Long DBT CORP KY N 2 2030-08-12 Fixed 0.11000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GMT4 4.38950000 PA USD 4.45000000 0.000000056657 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F95R8 4253472.25600000 PA USD 3499476.24000000 0.044555223591 Long ABS-CBDO USGSE US N 2 2048-08-15 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LH99 38211.05570000 PA USD 36462.30000000 0.000464236879 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N YORKSHIRE WATER FINANCE PLC 213800O8BDOGHJMTCP32 N/A 430000.00000000 PA 572098.83000000 0.007283944664 Long DBT CORP GB N 2 2033-07-22 Fixed 0.06000000 N N N N N N BX TRUST 2025-DIME N/A 05613UAL5 876000.00000000 PA USD 873581.54000000 0.011122413232 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.07339200 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DG4 225000.00000000 PA USD 220455.27000000 0.002806829700 Long DBT CORP US N 2 2036-05-15 Fixed 0.06125000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXGT2 56061.97000000 PA USD 50931.16000000 0.000648453958 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKF7 315000.00000000 PA USD 310238.09000000 0.003949941796 Long DBT UST US N 2 2031-03-31 Fixed 0.04125000 N N N N N N MOTABILITY OPERATIONS GROUP PLC AZ3NL8JCZDCNUXFWI720 N/A 550000.00000000 PA 620043.04000000 0.007894368868 Long DBT CORP GB N 2 2033-01-22 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU67 284814.36000000 PA USD 245531.97000000 0.003126105471 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAA0 335000.00000000 PA USD 334021.80000000 0.004252755258 Long DBT CORP KY N 2 2030-02-13 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMVB8 178147.16700000 PA USD 159783.24000000 0.002034355285 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03500000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CP0 80000.00000000 PA USD 81960.00000000 0.001043512192 Long DBT NUSS CR N 2 2031-02-19 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMWW0 84501.24300000 PA USD 78533.98000000 0.000999892211 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.04000000 N N N N N N FLATIRON CLO 31 LTD N/A 33883WAC6 4256000.00000000 PA USD 4263882.11000000 0.054287615559 Long ABS-CBDO CORP KY N 2 2039-01-18 Variable 0.04929210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAJE3 15724.77300000 PA USD 12440.02000000 0.000158385951 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N SUPERNOVA INVEST GMBH 5299008Z5M2L56PLUX74 N/A 100000.00000000 PA 117605.29000000 0.001497346926 Long DBT CORP AT N 2 2030-06-24 Fixed 0.05000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAM0 405000.00000000 PA USD 394930.57000000 0.005028243840 Long DBT CORP US N 2 2034-03-01 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M8VX8 6762.04420000 PA USD 6247.97000000 0.000079548961 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YJL4 9.02430000 PA USD 9.15000000 0.000000116497 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBB6 370000.00000000 PA USD 320671.60000000 0.004082780924 Long DBT NUSS QA N 2 2049-03-14 Fixed 0.04817000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CAG9 29298.14190000 PA USD 27969.28000000 0.000356104010 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAC2 100000.00000000 PA USD 107847.00000000 0.001373104678 Long DBT NUSS BJ N 2 2041-01-23 Fixed 0.08375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K5JZ1 33087.49340000 PA USD 30699.89000000 0.000390870052 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJC3 8802.43680000 PA USD 9074.45000000 0.000115535617 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXQ1 212839.20360000 PA USD 190593.16000000 0.002426626236 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUAP1 315100.21700000 PA USD 325408.75000000 0.004143094171 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 8810465.89400000 PA USD 7377562.56000000 0.093930899047 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02500000 N N N N N N STWD TR 2021-LIH N/A 78486EAU2 820000.00000000 PA USD 819262.33000000 0.010430822725 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.07954000 N N N N N N ARES TR 2025-IND3 N/A 039955AL3 565000.00000000 PA USD 565000.00000000 0.007193562579 Long ABS-MBS CORP US N 2 2042-04-15 Variable 0.07189200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417F2P2 9221.02000000 PA USD 8292.66000000 0.000105581891 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 481000.00000000 PA USD 459423.32000000 0.005849363545 Long DBT CORP US N 2 2030-05-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140UFKT0 7395216.16000000 PA USD 7142881.77000000 0.090942950465 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQNK7 144464.45300000 PA USD 141747.25000000 0.001804721616 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395RA81 10884.00380000 PA USD 11134.91000000 0.000141769330 Long ABS-CBDO USGSE US N 2 2035-03-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX43 944325.34300000 PA USD 894929.10000000 0.011394209708 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNWE0 7059047.46800000 PA USD 6337696.11000000 0.080691351467 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.02500000 N N N N N N PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC N/A 69704AAA9 3227577.03000000 PA USD 3228467.84000000 0.041104752998 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.04692920 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386L4T6 296.37200000 PA USD 299.48000000 0.000003812970 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.07500000 N N N N N N HAVN TR 2025-MOB N/A 40408XAA9 930000.00000000 PA USD 929418.75000000 0.011833330869 Long ABS-MBS CORP US N 3 2035-10-15 Variable 0.05339200 N N N N N N BX COML MTG TR 2024-VLT5 N/A 05614JAJ4 1416000.00000000 PA USD 1390787.70000000 0.017707466115 Long ABS-MBS CORP US N 2 2046-11-13 Variable 0.07871500 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWA79 26651.94870000 PA USD 25798.40000000 0.000328464433 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBA5 595000.00000000 PA USD 399378.88000000 0.005084879586 Long DBT CORP CL N 2 2050-01-30 Fixed 0.03700000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396HSG5 6575.44750000 PA USD 5439.89000000 0.000069260511 Long ABS-CBDO USGSE US N 2 2036-02-15 Fixed 0.00000000 N N N N N N TGS ASA 549300NUPLAXPB0WYH90 87243KAA7 178000.00000000 PA USD 186753.53000000 0.002377740185 Long DBT CORP NO N 2 2030-01-15 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9T80 3486.06340000 PA USD 3312.38000000 0.000042173120 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 12758.36000000 0.000162439046 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 584350000.00000000 JPY 3678532.00000000 USD 2026-09-29 12758.36000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CPQ8 128800000.00000000 PA USD 123829125.00000000 1.576588601585 Long DBT UST US N 2 2032-12-31 Fixed 0.03875000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAJ2 2286500.42000000 PA USD 2284377.40000000 0.029084622624 Long ABS-MBS CORP US N 2 2030-03-15 Floating 0.05182470 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AK0 168000.00000000 PA USD 167687.26000000 0.002134989024 Long DBT CORP US N 2 2028-08-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413DVA2 1629.48580000 PA USD 1693.51000000 0.000021561717 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 0.06332000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AE0 320000.00000000 PA USD 331056.00000000 0.004214994784 Long DBT NUSS AM N 2 2035-03-12 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJZB7 13562.85990000 PA USD 12524.38000000 0.000159460020 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAS4 2115000.00000000 PA USD 2088363.25000000 0.026588976510 Long DBT CORP JP N 2 2030-07-16 Fixed 0.04876000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 365000.00000000 PA 403793.46000000 0.005141085882 Long DBT NUSS RO N 2 2033-03-04 Fixed 0.04625000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 840000.00000000 PA USD 839870.89000000 0.010693210276 Long DBT CORP US N 2 2035-05-15 Fixed 0.06750000 N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 21925DAB5 165000.00000000 PA USD 84415.72000000 0.001074778344 Long DBT CORP US N 2 2029-08-15 Fixed 0.09500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPT23 2345831.47200000 PA USD 2295844.62000000 0.029230622916 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 418097AJ0 115000.00000000 PA USD 112287.15000000 0.001429636531 Long DBT NUSS JO N 2 2047-10-10 Fixed 0.07375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRJD3 8278.66920000 PA USD 7345.75000000 0.000093525862 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BML3 29577.10340000 PA USD 29552.84000000 0.000376265847 Long ABS-CBDO USGA US N 2 2061-06-20 Variable 0.04311860 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJMS6 10083.60560000 PA USD 9882.97000000 0.000125829669 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J92P2 4374.61710000 PA USD 4144.09000000 0.000052762426 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N BLUEBERRY PARK CLO LTD N/A 09609QAA6 3992000.00000000 PA USD 3995097.79000000 0.050865461884 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05079210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WH3U4 12464.21680000 PA USD 11941.11000000 0.000152033844 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HHF97 2609347.35000000 PA USD 2622309.54000000 0.033387164211 Long ABS-CBDO USGSE US N 2 2054-11-25 Variable 0.04743190 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BFP49 1571997.10900000 PA USD 1395948.52000000 0.017773173516 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QSBV7 1248.57170000 PA USD 1277.82000000 0.000016269164 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 0.05850000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2V4 2047000.00000000 PA USD 2035398.42000000 0.025914629927 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36182EMJ9 6540.63800000 PA USD 5994.29000000 0.000076319115 Long ABS-MBS USGA US N 2 2044-02-15 Fixed 0.03500000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 1473000.00000000 PA USD 1396196.75000000 0.017776333973 Long DBT CORP US N 2 2029-04-01 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4QF6 24011.57310000 PA USD 23314.45000000 0.000296838858 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AF7 200000.00000000 PA USD 204511.76000000 0.002603837422 Long DBT NUSS AO N 2 2032-04-14 Fixed 0.08750000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDU5 650000.00000000 PA USD 664267.99000000 0.008457439567 Long DBT CORP NL N 2 2033-01-21 Variable 0.05710000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136AA4A0 21659.93240000 PA USD 19861.66000000 0.000252878042 Long ABS-CBDO USGSE US N 2 2043-01-25 Fixed 0.01750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBB8 5406041.93700000 PA USD 4271704.59000000 0.054387211134 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N OCP CLO 2024-33 LTD / OCP CLO 2024-33 LLC N/A 671080AN9 3992000.00000000 PA USD 3998047.88000000 0.050903022339 Long ABS-CBDO CORP JE N 2 2039-07-20 Variable 0.04887380 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371HYA0 6.46190000 PA USD 6.77000000 0.000000086195 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQN4 58.36650000 PA USD 60.19000000 0.000000766337 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.06500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 1224000.00000000 PA USD 1003680.00000000 0.012778822814 Long DBT CORP MX N 2 2060-01-28 Fixed 0.06950000 N N N N N N STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC 2549002HARR1VE257O76 N/A 200000.00000000 PA USD 199500.00000000 0.002540027848 Long DBT CORP AZ N 2 2056-07-07 Fixed 0.06570000 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAF9 150000.00000000 PA USD 143130.00000000 0.001822326746 Long DBT CORP NL N 2 2038-01-09 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CCM4 3334.78960000 PA USD 3194.79000000 0.000040675967 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARDQ1 2648.89660000 PA USD 2642.92000000 0.000033649575 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 100000.00000000 NC USD 18325.63000000 0.000233321356 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 23909.96000000 USD 0.00000000 USD 100000.00000000 USD -5584.33000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDZS4 2071.15250000 PA USD 2026.33000000 0.000025799171 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N NXPT COML MTG TR N/A 67119YAJ1 1134000.00000000 PA USD 1114530.13000000 0.014190163251 Long ABS-MBS CORP US N 2 2041-11-05 Variable 0.06703290 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 200000.00000000 PA USD 179830.00000000 0.002289590015 Long DBT NUSS MX N 2 2053-05-04 Fixed 0.06338000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 449691AG9 190000.00000000 PA USD 191544.89000000 0.002438743633 Long DBT CORP FR N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WQR5 318.21520000 PA USD 329.92000000 0.000004200531 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389DTC1 118.03250000 PA USD 123.59000000 0.000001573544 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07000000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 27927WAR3 200000.00000000 PA USD 202106.00000000 0.002573207360 Long DBT NUSS EC N 2 2039-01-29 Fixed 0.09250000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-5C9 N/A 94990LAC2 1500000.00000000 PA USD 1513971.90000000 0.019275843551 Long ABS-MBS CORP US N 2 2059-05-15 Fixed 0.05486000 N N N N N N BMP 2024-MF23 N/A 05593JAE0 723000.00000000 PA USD 723225.94000000 0.009208090369 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.05480480 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 10682000.00000000 PA USD 10345240.98000000 0.131715289191 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 860000.00000000 PA USD 2150.00000000 0.000027373733 Long DBT CORP US N 3 2027-09-01 Fixed 0.05875000 Y Y N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAE6 5485000.00000000 PA USD 5387273.76000000 0.068590603411 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 0.04310000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BNY75 2935678.82800000 PA USD 2899538.57000000 0.036916835674 Long ABS-CBDO USGSE US N 2 2052-09-25 Variable 0.04443190 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJMF3 5254.72390000 PA USD 5015.66000000 0.000063859228 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHAP7 11827.54870000 PA USD 12132.07000000 0.000154465141 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.06000000 N N N N N N WESTF 2025-A N/A 97063RAA8 3311153.67000000 PA USD 3284663.78000000 0.041820237973 Long ABS-CBDO CORP US N 2 2050-06-15 Fixed 0.05582000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828TAC6 420000.00000000 PA USD 422205.84000000 0.005375511737 Long DBT CORP US N 2 2030-07-15 Fixed 0.08000000 N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392FMU8 451.96670000 PA USD 455.51000000 0.000005799539 Long ABS-CBDO USGSE US N 2 2032-11-25 Variable 0.04757670 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNAB9 608739.75850000 PA USD 482721.38000000 0.006145993726 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUDJ9 487707.15000000 PA USD 509865.59000000 0.006491592971 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N PRM TR 2025-PRM6 N/A 74277DAJ1 192000.00000000 PA USD 191007.84000000 0.002431905929 Long ABS-MBS CORP US N 2 2033-07-05 Variable 0.06583130 N N N N N N AUTONATION FINANCE TRUST 2026-N1 N/A 05330YAC9 665000.00000000 PA USD 662852.05000000 0.008439411863 Long ABS-CBDO CORP US N 2 2030-12-16 Fixed 0.04630000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 3126000.00000000 PA USD 2934154.47000000 0.037357564245 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N OCP CLO 2025-46 LTD / LLC 213800J27YESIODUZS34 671023AA7 2960000.00000000 PA USD 2965449.36000000 0.037756009820 Long ABS-CBDO CORP KY N 2 2038-10-15 Variable 0.04952920 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 381000.00000000 PA USD 381244.22000000 0.004853989654 Long DBT CORP US N 2 2031-02-15 Fixed 0.06125000 N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEY8 4288000.00000000 PA USD 4291709.81000000 0.054641916978 Long DBT CORP US N 2 2031-04-22 Variable 0.05103000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 315000.00000000 PA USD 328060.85000000 0.004176860627 Long DBT CORP US N 2 2031-10-15 Fixed 0.07750000 N N N N N N REDFIN CORPORATION 549300HXWD3JEMZU3O57 75737FAE8 1638000.00000000 PA USD 1584765.00000000 0.020177179118 Long DBT CORP US N 2 2027-04-01 Fixed 0.00500000 N N N N Y ROCKET COMPANIES INC USD XXXX N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GVP2 14.19740000 PA USD 14.42000000 0.000000183594 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 0.07500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AP8 260000.00000000 PA USD 244855.52000000 0.003117492931 Long DBT CORP US N 2 2029-10-01 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8UB0 482278.16300000 PA USD 484613.40000000 0.006170082867 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05500000 N N N N N N ALDAR PROPERTIES PJSC 98450048CD8AEF13B480 013917AA7 280000.00000000 PA USD 260044.40000000 0.003310877283 Long DBT CORP AE N 2 2056-04-14 Variable 0.05875000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAJ9 406000.00000000 PA USD 399647.07000000 0.005088294173 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.05285300 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYC1 2534.68170000 PA USD 2475.66000000 0.000031520026 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N WESTERN ALLIANCE BANCORPORATN 5493003VJXZ5JXT9S762 957638AD1 105000.00000000 PA USD 102312.95000000 0.001302645324 Long DBT CORP US N 2 2031-06-15 Variable 0.05917470 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RCN4 1318.29510000 PA USD 1303.06000000 0.000016590519 Long ABS-CBDO USGA US N 2 2063-05-20 Variable 0.04061860 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392JY37 302.40190000 PA USD 25.06000000 0.000000319063 Long ABS-CBDO USGSE US N 2 2033-03-25 Variable 0.04342330 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMQZ2 20343.01200000 PA USD 16093.56000000 0.000204902709 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAE6 233000.00000000 PA USD 239951.06000000 0.003055049497 Long DBT CORP US N 2 2043-08-15 Fixed 0.06497000 N N N N N N NATIONAL MENTOR HOLDINGS INC 5493004QULJVJP3CNZ62 63688RAF4 500000.00000000 PA USD 532251.50000000 0.006776609687 Long DBT CORP US N 2 2030-12-15 Fixed 0.10500000 N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CA8 422544.00000000 PA USD 290076.46000000 0.003693244545 Long DBT NUSS UA N 2 2034-02-01 Variable 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6ZA1 2371271.40700000 PA USD 2486417.74000000 0.031656994004 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06500000 N N N N N N CONE TR 2024-DFW1 N/A 20682AAN0 897000.00000000 PA USD 894293.12000000 0.011386112430 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.07527680 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 2000000.00000000 PA USD 1981287.46000000 0.025225690853 Long DBT CORP US N 2 2029-02-01 Fixed 0.04569000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AC1 11000000.00000000 PA USD 10611658.53000000 0.135107309223 Long DBT CORP US N 2 2030-02-01 Variable 0.04050000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 N/A 200000.00000000 PA 226055.20000000 0.002878127836 Long DBT CORP JP N 2 2033-07-16 Fixed 0.03678000 N N N N N N TULLOW HOLDCO 2 LTD 213800HJ1NZUNL683T86 89941AAA0 1324048.64500000 PA USD 1367742.25000000 0.017414052156 Long DBT CORP JE N 2 2028-11-15 Variable 0.15000000 N N Y N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W7C36 14317.19150000 PA USD 12916.25000000 0.000164449296 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140UF5W0 5165023.87900000 PA USD 4988786.55000000 0.063517076539 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.05000000 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BH9 115000.00000000 PA USD 116558.25000000 0.001484016045 Long DBT CORP US N 2 2031-02-15 Fixed 0.08000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAR0 129000.00000000 PA USD 123918.41000000 0.001577725375 Long DBT CORP US N 2 2029-07-15 Fixed 0.03500000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAD9 495000.00000000 PA USD 513426.68000000 0.006536932659 Long DBT CORP US N 2 2034-05-31 Fixed 0.07125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L65K3 29015.98170000 PA USD 27089.37000000 0.000344901023 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03500000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BK2 450000.00000000 PA USD 446546.97000000 0.005685422254 Long DBT CORP US N 2 2028-04-15 Fixed 0.04550000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAA8 1448476.89000000 PA USD 1457238.00000000 0.018553509286 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CE0 205000.00000000 PA USD 219297.73000000 0.002792091936 Long DBT NUSS SV N 2 2030-04-17 Fixed 0.09250000 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 N/A 250000.00000000 PA 330017.34000000 0.004201770597 Long DBT CORP GB N 2 2032-07-22 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW65 14349.06200000 PA USD 12343.98000000 0.000157163172 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N PRM5 TR 2025-PRM5 N/A 693980AG9 164000.00000000 PA USD 162958.29000000 0.002074779923 Long ABS-MBS CORP US N 2 2033-03-10 Variable 0.05811952 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 270000.00000000 PA USD 173973.60000000 0.002215026511 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140BDZE3 71261.76000000 PA USD 74566.27000000 0.000949375450 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4N30 548969.59700000 PA USD 471716.84000000 0.006005884262 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N OAK HILL CREDIT PARTNERS N/A 67116CAL7 5028000.00000000 PA USD 5033666.56000000 0.064088487443 Long ABS-CBDO CORP BM N 2 2037-07-20 Variable 0.05079210 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAF3 954000.00000000 PA USD 935282.52000000 0.011907988207 Long DBT CORP LU N 2 2028-10-15 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CTXC8 17170.41900000 PA USD 18197.60000000 0.000231691282 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.07000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2017-H1 N/A 61691JBA1 442000.00000000 PA USD 421685.72000000 0.005368889585 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.04281000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 3349000.00000000 PA USD 3339099.45000000 0.042513311245 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N CANPACK GROUP INC / CANPACK S N/A 13804MAA0 200000.00000000 PA USD 200288.40000000 0.002550065733 Long DBT CORP US N 2 2031-05-15 Fixed 0.06000000 N N N N N N VIKING BAKED GOODS ACQUISITION CORP 254900DBFD2H1FJK0893 92676AAA5 385000.00000000 PA USD 385404.25000000 0.004906955028 Long DBT CORP US N 2 2031-11-01 Fixed 0.08625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHSY4 4276761.34000000 PA USD 4036443.71000000 0.051391876863 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWB1 216962.84000000 PA USD 190414.03000000 0.002424345559 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GGT1 6.99610000 PA USD 7.07000000 0.000000090015 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48126PAA0 195000.00000000 PA USD 174367.05000000 0.002220035904 Long DBT CORP KZ N 2 2033-04-14 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDVB7 25838.15770000 PA USD 23005.12000000 0.000292900478 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.03500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 155000.00000000 NC -553.61000000 -0.00000704854 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 DEUTSCHE BANK AG DEUTSCHE BANK AG EUSA5+NA 05/19/2031 REGS Y 2031-06-20 1781.97000000 EUR 0.00000000 EUR 155000.00000000 EUR -2300.62000000 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAM8 180000.00000000 PA USD 177701.51000000 0.002262490146 Long DBT CORP US N 2 2033-10-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J4AD1 192430.90710000 PA USD 186219.76000000 0.002370944242 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ARGN2 4970313.61500000 PA USD 4224266.06000000 0.053783225232 Long ABS-CBDO USGSE US N 2 2046-02-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VB4 159947.07500000 PA USD 154824.95000000 0.001971226489 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7LE5 12740.36570000 PA USD 12183.36000000 0.000155118163 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0206A2 110875000.00000000 PA USD 86439181.14000000 1.100540989170 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.02000000 N N N N N N PROJECT SILVER 2019 N/A 827304AA4 328685.24000000 PA USD 323100.88000000 0.004113710442 Long ABS-CBDO CORP KY N 2 2044-07-15 Fixed 0.03967000 N N N N N N UBS COML MTG TR 2017-C7 N/A 90276WAT4 1065763.72070000 PA USD 9870.89000000 0.000125675867 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.00961656 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBC6 103000.00000000 PA USD 63766.27000000 0.000811870183 Long ABS-MBS CORP US N 3 2033-07-05 Fixed 0.04949800 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEX0 5093000.00000000 PA USD 5112516.89000000 0.065092407413 Long DBT CORP US N 2 2036-04-22 Variable 0.05572000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142J6DG5 294518.28000000 PA USD 284468.93000000 0.003621849645 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 0.05000000 N N N N N N BRES COML MTG TR 2025-ATCAP N/A 05619GAJ5 467000.00000000 PA USD 463117.74000000 0.005896400786 Long ABS-MBS CORP US N 2 2042-11-15 Variable 0.07279960 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBP7 3288437.43600000 PA USD 2596376.90000000 0.033056990638 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 N/A 515000.00000000 PA 589719.26000000 0.007508287436 Long DBT CORP JP N 2 2034-04-22 Variable 0.03856000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCV5 2210000.00000000 PA USD 2220487.58000000 0.028271179406 Long DBT CORP US N 2 2030-07-26 Variable 0.05247000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 189000.00000000 PA USD 174757.62000000 0.002225008629 Long DBT CORP US N 2 2036-02-04 Fixed 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFS2 2890.80790000 PA USD 2761.76000000 0.000035162643 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AL6 100000.00000000 PA USD 96163.00000000 0.001224344351 Long DBT NUSS PL N 2 2056-04-14 Fixed 0.06125000 N N N N N N BBCMS MTG TR 2025-C39 N/A 05556YAH5 300000.00000000 PA USD 289460.76000000 0.003685405471 Long ABS-MBS CORP US N 2 2058-12-15 Variable 0.05906211 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AJ5 915000.00000000 PA USD 824396.70000000 0.010496193366 Long DBT CORP US N 2 2031-10-01 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDCX0 31138.45770000 PA USD 28486.13000000 0.000362684528 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEKV1 1986.03430000 PA USD 1945.79000000 0.000024773738 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC N/A 617921AA9 4916000.00000000 PA USD 4911462.53000000 0.062532589501 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04922920 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HS89 293.11720000 PA USD 302.18000000 0.000003847346 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.06500000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HU7 1335000.00000000 PA USD 1059990.00000000 0.013495759998 Long DBT NUSS AR N 2 2038-01-09 Variable 0.05000000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAC9 206000.00000000 PA USD 195302.15000000 0.002486580952 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N YPF SA 5493003N7447U18U5U53 984245BB5 140000.00000000 PA USD 145530.00000000 0.001852883473 Long DBT CORP AR N 2 2034-01-17 Fixed 0.08250000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 2060000.00000000 PA USD 2112594.42000000 0.026897487019 Long DBT CORP US N 2 2027-11-15 Fixed 0.07100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JQ92 8007.10090000 PA USD 7636.58000000 0.000097228701 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 1660000.00000000 PA USD 1006967.72000000 0.012820681964 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKK24 2943498.83300000 PA USD 2465285.94000000 0.031387944578 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02500000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AS6 245000.00000000 PA USD 251737.50000000 0.003205114088 Long DBT CORP LU N 2 2032-04-02 Fixed 0.07375000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AN6 560000.00000000 PA USD 553700.00000000 0.007049691328 Long DBT NUSS CI N 2 2033-06-15 Fixed 0.06125000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 1551000.00000000 PA USD 1543107.41000000 0.019646795966 Long DBT CORP US N 2 2027-04-05 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9RL3 30150.84500000 PA USD 29305.52000000 0.000373116977 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412P3P4 1838.63640000 PA USD 1801.47000000 0.000022936260 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BT57 678.18480000 PA USD 694.85000000 0.000008846808 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 0.06236000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FUYR3 61063.46090000 PA USD 56846.72000000 0.000723770686 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04000000 N N N N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 31606V708 4116875.20000000 NS USD 390362106.46000000 4.970078303755 Long EC RF US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296PYK2 626.90000000 PA USD 626.26000000 0.000007973523 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312943FB4 2538.43810000 PA USD 2481.75000000 0.000031597564 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 1125000.00000000 PA USD 1050357.94000000 0.013373124907 Long DBT CORP US N 2 2030-05-15 Fixed 0.05250000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT N/A 17291NAE1 150000.00000000 PA USD 149840.55000000 0.001907765262 Long ABS-MBS CORP US N 2 2040-06-12 Variable 0.06047503 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAS6 2189993.13000000 PA USD 1755410.89000000 0.022349837328 Long LON CORP US N 2 2030-08-01 Variable 0.08310970 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAA7 524000.00000000 PA USD 524785.32000000 0.006681550513 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.05843270 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308LA3 100000.00000000 PA USD 94328.22000000 0.001200983988 Long DBT CORP US N 2 2036-05-01 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379AWX9 22.79150000 PA USD 22.99000000 0.000000292707 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BD8 381000.00000000 PA USD 364291.21000000 0.004638144453 Long DBT CORP US N 2 2031-03-15 Fixed 0.04800000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BKD3 33159.93480000 PA USD 33117.73000000 0.000421653917 Long ABS-CBDO USGA US N 2 2060-12-20 Variable 0.04281860 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 240000.00000000 PA USD 253920.00000000 0.003232901611 Long DBT CORP CO N 2 2036-01-19 Fixed 0.08375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSLY5 298075.18400000 PA USD 299611.64000000 0.003814646162 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCSD8 69193.38520000 PA USD 66711.30000000 0.000849366214 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AE2 175000.00000000 PA USD 180726.00000000 0.002300997859 Long DBT NUSS PL N 2 2032-11-16 Fixed 0.05750000 N N N N N N ORANGE 969500MCOONR8990S771 685218AF6 300000.00000000 PA USD 285231.59000000 0.003631559809 Long DBT CORP FR N 2 2036-01-13 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7M5 56260.37000000 PA USD 54650.34000000 0.000695806443 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03000000 N N N N N N VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ N/A 91825CAG0 195000.00000000 PA USD 189386.16000000 0.002411258749 Long ABS-MBS CORP US N 2 2044-07-13 Variable 0.06226120 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQM6 309.61490000 PA USD 314.25000000 0.000004001021 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.06000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392ED23 297.05190000 PA USD 299.88000000 0.000003818062 Long ABS-CBDO USGSE US N 2 2032-10-25 Variable 0.04757670 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DT4 4000000.00000000 PA USD 4013573.24000000 0.051100690744 Long DBT CORP US N 2 2030-02-21 Fixed 0.05125000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375YFB3 29670.59830000 PA USD 30153.42000000 0.000383912413 Long ABS-CBDO USGA US N 2 2038-09-20 Variable 0.04666930 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 300000.00000000 PA 345888.76000000 0.004403845027 Long DBT CORP DE N 2 2031-05-21 Fixed 0.03625000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 669000.00000000 PA USD 672355.92000000 0.008560414843 Long DBT CORP US N 2 2055-03-15 Variable 0.07375000 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 254900BS8BBQ8P0D4L86 81180LBB0 310000.00000000 PA USD 308003.60000000 0.003921492338 Long DBT CORP SG N 2 2034-12-01 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMWG5 45275.35530000 PA USD 40480.90000000 0.000515401570 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03500000 N N N N N N CITIGROUP COML MTG TR 2020-420K N/A 17328QAG6 775000.00000000 PA USD 697427.15000000 0.008879620970 Long ABS-MBS CORP US N 2 2042-11-10 Variable 0.03422162 N N N N N N SMRT 2022-MINI N/A 78457JAN2 1140000.00000000 PA USD 1137862.50000000 0.014487230267 Long ABS-MBS CORP US N 3 2039-01-15 Variable 0.06340000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FKSH0 2100000.00000000 PA USD 2063071.71000000 0.026266965402 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 0.03859000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 200000.00000000 PA USD 201888.96000000 0.002570444014 Long DBT CORP US N 2 2029-11-07 Fixed 0.05875000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31397QAV0 60807.18420000 PA USD 57748.91000000 0.000735257341 Long ABS-CBDO USGSE US N 2 2041-01-25 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMN9 3804605.71900000 PA USD 3152014.64000000 0.040131353213 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02500000 N N N N N N SG COML MTG SECS TR 2019-PRES N/A 78430EAL9 325000.00000000 PA USD 244723.51000000 0.003115812183 Long ABS-MBS CORP US N 2 2039-09-15 Variable 0.03477062 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DJQ6 1333760.15900000 PA USD 1107068.81000000 0.014095165955 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDYC2 1152865.53700000 PA USD 1064607.92000000 0.013554555213 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FGD2 2029.10510000 PA USD 1978.91000000 0.000025195421 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLC7 1089925.81300000 PA USD 911148.99000000 0.011600720848 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 720000.00000000 PA USD 708192.74000000 0.009016688130 Long DBT CORP US N 2 2040-05-01 Fixed 0.05705000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAA3 54257.90000000 PA USD 53948.54000000 0.000686871147 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.03351000 N N N N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 N/A 730000.00000000 PA 1108382.83000000 0.014111896017 Long DBT CORP GB N 2 2034-01-06 Fixed 0.08500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 808000.00000000 PA USD 812891.63000000 0.010349711169 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAQ3 323629.38300000 PA USD 289004.57000000 0.003679597274 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N LBA TR 2024-7IND N/A 52109XAL2 390605.67000000 PA USD 392192.51000000 0.004993382945 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.06280200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QTZK5 2752.33340000 PA USD 2605.96000000 0.000033179002 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N COMM 2025-180W MORTGAGE TRUST N/A 12597SAG7 1160000.00000000 PA USD 1163657.36000000 0.014815649629 Long ABS-MBS CORP US N 2 2042-08-10 Variable 0.07363510 N N N N N N WILLIS ENGINE SECURITIZATION TRUST 2025-B N/A 970910AA3 2807020.79000000 PA USD 2760299.33000000 0.035144045963 Long ABS-CBDO CORP US N 2 2050-12-15 Fixed 0.05159000 N N N N N N ICE FUTURES EUROPE FINANCIALS N/A N/A -17.00000000 NC 2441.92000000 0.000031090450 N/A DIR CORP GB N 1 ICE FUTURES EUROPE FINANCIALS N/A Short UNITED KINGDOM,G.B. and N.IRELAND LONG GILT FUTURE UNDERLYING 2026-12-29 -2000899.03000000 GBP 2441.92000000 N N N AMERICAN AXLE and MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406PBD1 530000.00000000 PA USD 532495.24000000 0.006779712977 Long DBT CORP US N 2 2033-10-15 Fixed 0.07750000 N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAF2 260000.00000000 PA USD 274144.00000000 0.003490392955 Long DBT CORP US N 2 2029-05-03 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133USJU6 81835.64000000 PA USD 64740.98000000 0.000824280161 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AZL4 21257.13290000 PA USD 21914.03000000 0.000279008754 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2M6 135000.00000000 PA USD 77649.30000000 0.000988628493 Long DBT CORP SA N 2 2070-11-24 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMYC7 4577.22340000 PA USD 4335.51000000 0.000055199579 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJ4H2 298744.28700000 PA USD 238393.40000000 0.003035217418 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CG3 200000.00000000 PA USD 178506.00000000 0.002272732888 Long DBT NUSS TR N 2 2045-02-17 Fixed 0.06625000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AF6 100000.00000000 PA USD 86908.00000000 0.001106509976 Long DBT CORP LU N 2 2031-03-18 Fixed 0.04375000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 1396000.00000000 PA USD 1327235.12000000 0.016898316626 Long DBT CORP US N 2 2031-04-30 Fixed 0.06250000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AF4 280000.00000000 PA USD 284284.00000000 0.003619495122 Long DBT NUSS OM N 2 2047-03-08 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427RBU3 1551580.23800000 PA USD 1586000.49000000 0.020192909338 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 0.06000000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAG0 200000.00000000 PA USD 210250.00000000 0.002676896517 Long DBT CORP US N 2 2033-04-10 Fixed 0.08750000 N N N N N N BX TR 2025-TAIL N/A 123912AG2 528000.00000000 PA USD 529320.00000000 0.006739285919 Long ABS-MBS CORP US N 2 2035-06-15 Variable 0.06089200 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AT3 75000.00000000 PA USD 83049.34000000 0.001057381636 Long DBT CORP US N 2 2037-06-15 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31425UM93 2508364.95300000 PA USD 2444724.47000000 0.031126156575 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AM2Z4 1955.97200000 PA USD 1950.87000000 0.000024838416 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A6MH6 93558.28900000 PA USD 98646.46000000 0.001255963687 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.07000000 N N N N N N GILEAD AVIATION LLC N/A 37556TAA4 5283667.62000000 PA USD 5272537.05000000 0.067129779157 Long ABS-CBDO CORP KY N 2 2050-03-15 Fixed 0.05789000 N N N N N N GABONESE REPUBLIC N/A 362420AE1 60000.00000000 PA USD 51954.00000000 0.000661476726 Long DBT NUSS GA N 2 2031-11-24 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050692 25200000.00000000 PA USD 24323906.88000000 0.309691232438 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MY63 5220.08960000 PA USD 5355.08000000 0.000068180713 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.06000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 180000.00000000 PA USD 182774.34000000 0.002327077261 Long DBT CORP US N 2 2033-03-15 Fixed 0.06375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295WJM0 7533.68390000 PA USD 7166.15000000 0.000091239200 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KRNY1 182105.14000000 PA USD 162085.88000000 0.002063672426 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMT5 70000000.00000000 PA USD 68583593.40000000 0.873204196590 Long DBT UST US N 2 2032-03-31 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQN35 853902.75100000 PA USD 855102.14000000 0.010887134081 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05500000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2026-2 N/A 68270HAA0 1600000.00000000 PA USD 1595874.24000000 0.020318621619 Long ABS-CBDO CORP US N 2 2038-01-14 Fixed 0.04980000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAL4 361271.02000000 PA USD 364883.73000000 0.004645688400 Long ABS-MBS CORP US N 2 2042-10-15 Variable 0.07739200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287NUQ9 126.66960000 PA USD 128.89000000 0.000001641023 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.06000000 N N N N N N ASCENT RESOURCES UTICA LLC / ARU FIN CORP N/A 04364VBA0 210000.00000000 PA USD 212094.99000000 0.002700386873 Long DBT CORP US N 2 2033-07-15 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKL45 17019.36100000 PA USD 15384.49000000 0.000195874852 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6M9 137467.34900000 PA USD 120815.67000000 0.001538221385 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQXA0 1234098.59500000 PA USD 1024731.79000000 0.013046853555 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31394KF41 5816.54890000 PA USD 5875.35000000 0.000074804775 Long ABS-CBDO USGSE US N 2 2033-10-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XKFP9 602531.05900000 PA USD 557130.16000000 0.007093364019 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFQ4 71602.01300000 PA USD 63344.28000000 0.000806497419 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N COREWEAVE FINANCING DDTL V LLC 2549001ABRX9DY541D43 21882EAB4 40000.00000000 PA USD 40100.00000000 0.000510551963 Long LON CORP US N 2 2031-09-01 Variable 0.04717210 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AV6 200000.00000000 PA USD 153569.00000000 0.001955235773 Long DBT NUSS ZA N 2 2046-10-12 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AF73 8976.60370000 PA USD 8525.64000000 0.000108548185 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAD8 252000.00000000 PA USD 262172.58000000 0.003337973205 Long DBT CORP US N 2 2063-08-15 Fixed 0.06714000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBM9 200000.00000000 PA USD 206680.00000000 0.002631443387 Long DBT CORP CL N 2 2055-01-13 Fixed 0.06780000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNN81 1943163.34300000 PA USD 1687527.57000000 0.021485548991 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N VALEO 5493006IH2N2WMIBB742 N/A 300000.00000000 PA 348938.98000000 0.004442680334 Long DBT CORP FR N 2 2032-03-23 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUK97 2524970.16100000 PA USD 2646593.43000000 0.033696345950 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GT6J0 216580.74100000 PA USD 227300.71000000 0.002893985631 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HP40 76.72860000 PA USD 79.10000000 0.000001007098 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BG6Y2 119229.92500000 PA USD 100025.81000000 0.001273525528 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW55 200000.00000000 PA USD 179772.00000000 0.002288851561 Long DBT NUSS EG N 2 2048-02-21 Fixed 0.07903000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7B9 1531855.80300000 PA USD 1417103.41000000 0.018042516923 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAG3 1000000.00000000 PA USD 894223.98000000 0.011385232142 Long DBT CORP US N 2 2031-10-01 Fixed 0.09750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EPH64 17725.50870000 PA USD 17581.39000000 0.000223845715 Long ABS-MBS USGSE US N 2 2041-08-01 Variable 0.05309000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFG8 150000.00000000 PA USD 146072.07000000 0.001859785091 Long DBT NUSS DO N 2 2034-03-17 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMSU0 51878.04800000 PA USD 41316.83000000 0.000526044605 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AC2 5703412.50000000 PA USD 5694811.18000000 0.072506160360 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06268000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BKUC4 456602.88000000 PA USD 399121.23000000 0.005081599194 Long ABS-CBDO USGSE US N 2 2048-09-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6FK8 22642484.76100000 PA USD 21222821.34000000 0.270208306956 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408C2U9 2370.34290000 PA USD 2419.51000000 0.000030805126 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 0.06056000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU56 50092.67100000 PA USD 41856.77000000 0.000532919105 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AH7 200000.00000000 PA USD 198999.16000000 0.002533651169 Long DBT CORP US N 2 2028-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EMTR2 29385.89280000 PA USD 26433.94000000 0.000336556109 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XND27 458103.57000000 PA USD 485379.65000000 0.006179838738 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CZT1 289.23840000 PA USD 295.86000000 0.000003766880 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0606A4 9700000.00000000 PA USD 9816840.38000000 0.124987709044 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.06000000 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZU0 7590000.00000000 PA USD 7546959.46000000 0.096087655155 Long DBT CORP US N 2 2028-11-17 Variable 0.04204000 N N N N N N MHP 2025-MHIL2 N/A 59317DAA3 2100000.00000000 PA USD 2096077.41000000 0.026687192957 Long ABS-MBS CORP US N 2 2040-09-15 Variable 0.05139200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQME4 2861132.30600000 PA USD 2862468.74000000 0.036444863741 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.05500000 N N N N N N AASET 2025-1 LTD / AASET 2025-1 LLC N/A 00258PAA1 2174600.68000000 PA USD 2169548.65000000 0.027622626520 Long ABS-CBDO CORP KY N 2 2050-02-16 Fixed 0.05943000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132KFL34 16447.94260000 PA USD 15813.91000000 0.000201342214 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 0.02500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BQA3 25615.22840000 PA USD 25634.84000000 0.000326381992 Long ABS-CBDO USGA US N 2 2062-03-20 Variable 0.04411860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AAGN8 130461.47030000 PA USD 129589.06000000 0.001649923916 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.05000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 250000.00000000 NC USD 16064.33000000 0.000204530554 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S19 PRC CORP INDEX CZ039900 Y 2058-12-17 19622.43000000 USD 0.00000000 USD 250000.00000000 USD -3558.10000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QV4N1 2808738.06800000 PA USD 2938983.18000000 0.037419043232 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394EWW4 20716.02790000 PA USD 20703.62000000 0.000263597851 Long ABS-CBDO USGSE US N 2 2035-08-25 Fixed 0.05500000 N N N N N N OCP CLO 2024-31 LTD / OCP CLO 2024-31 LLC N/A 67570AAN6 5943000.00000000 PA USD 5942399.76000000 0.075658450527 Long ABS-CBDO CORP JE N 2 2039-04-20 Variable 0.04879210 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 N/A 30185EAC7 455000.00000000 PA USD 454082.63000000 0.005781366044 Long ABS-CBDO CORP US N 2 2030-08-15 Fixed 0.04430000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDL2 413915.72200000 PA USD 353950.96000000 0.004506492709 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178EAJ8 6914.57560000 PA USD 6360.56000000 0.000080982453 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6N55 32232.56500000 PA USD 29325.34000000 0.000373369324 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.02000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 25-5C38 N/A 05556RAH0 8700000.00000000 PA USD 302902.68000000 0.003856547582 Long ABS-MBS CORP US N 2 2058-11-15 Variable 0.00891936 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBA7 120000.00000000 PA USD 108432.00000000 0.001380552880 Long DBT NUSS MX N 2 2054-05-07 Fixed 0.06400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GKM1 1.20450000 PA USD 1.21000000 0.000000015405 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-GPA2 N/A 12433DAJ2 1218294.55000000 PA USD 1221575.66000000 0.015553063639 Long ABS-MBS CORP US N 2 2041-11-15 Variable 0.07178700 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 41068XAH3 383000.00000000 PA USD 386108.81000000 0.004915925464 Long DBT CORP US N 2 2056-11-15 Variable 0.07125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W6QY1 803664.05800000 PA USD 667572.31000000 0.008499510068 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 2000000.00000000 PA USD 1958417.96000000 0.024934517084 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941P35 3769.02370000 PA USD 3692.12000000 0.000047007958 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N TRONOX FIN LLC 549300LMZ1DX1PWSP524 89705DAP7 590098.47000000 PA USD 459834.23000000 0.005854595238 Long LON CORP US N 2 2031-09-30 Variable 0.06212190 N N N N N N MEDCO LAUREL TREE PTE LTD 254900SX7FFGRREZD046 58406RAA6 325000.00000000 PA USD 325568.75000000 0.004145131287 Long DBT CORP SG N 2 2028-11-12 Fixed 0.06950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFHL3 12569.32700000 PA USD 11108.55000000 0.000141433716 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B4K87 17940.15700000 PA USD 16645.24000000 0.000211926682 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.04000000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 1775865.70000000 PA USD 1340373.71000000 0.017065596749 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2VC2 3216615.41700000 PA USD 2689004.93000000 0.034236327861 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVEX8 397559.72700000 PA USD 408366.99000000 0.005199315925 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UK1 11444.13550000 PA USD 10984.94000000 0.000139859917 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDW7 555000.00000000 PA USD 547651.74000000 0.006972685068 Long DBT CORP US N 2 2032-11-15 Fixed 0.05500000 N N N N N N AZUL SA 549300Z0MWZ57Q9RR205 05501U601 30482.00000000 NS USD 231663.20000000 0.002949528719 Long EC CORP BR N 1 N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AV5 495000.00000000 PA USD 488807.60000000 0.006223483292 Long DBT CORP US N 2 2035-12-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPR33 36025.68900000 PA USD 35438.15000000 0.000451197433 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31300LKD6 10086.27310000 PA USD 10481.44000000 0.000133449370 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 0.06211000 N N N N N N BARRY CALLEBAUT SVCS NV 213800R1F1EJYM4ICO85 N/A 200000.00000000 PA 233090.02000000 0.002967694947 Long DBT CORP BE N 2 2031-08-19 Fixed 0.04250000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 195000.00000000 PA USD 192150.08000000 0.002446448894 Long DBT CORP CO N 2 2027-07-14 Fixed 0.04000000 N N N N N N RHP HOTEL PPTYS LP and RHP FIN CORP N/A 74984CAB4 335000.00000000 PA USD 336845.18000000 0.004288702446 Long DBT CORP US N 2 2035-02-15 Fixed 0.06250000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5 N/A 46649WAG4 428000.00000000 PA USD 430942.50000000 0.005486746623 Long ABS-MBS CORP US N 2 2040-03-15 Variable 0.06681000 N N N N N N THE SAUDI NATIONAL BANK 5586006ZEFQ542K7CY16 N/A 200000.00000000 PA USD 196500.00000000 0.002501831941 Long EP CORP SA N 2 N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 90000.00000000 NC USD 16493.07000000 0.000209989258 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 25753.28000000 USD 0.00000000 USD 90000.00000000 USD -9260.21000000 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123BJ8 470000.00000000 PA USD 407508.80000000 0.005188389477 Long DBT NUSS TR N 2 2041-01-14 Fixed 0.06000000 N N N N N N WELLS FARGO COML MTG TR 2025-VTT N/A 94990GAA7 3206000.00000000 PA USD 3183505.42000000 0.040532292853 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.05100370 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAD8 220000.00000000 PA USD 230450.00000000 0.002934082294 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.08450000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 350000.00000000 PA USD 353056.09000000 0.004495099252 Long DBT CORP US N 2 2029-04-15 Fixed 0.05250000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FAZ78 1297.28970000 PA USD 153.32000000 0.000001952065 Long ABS-CBDO USGSE US N 2 2033-07-25 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X92U8 17433.59900000 PA USD 15866.62000000 0.000202013316 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVX5 7967570.37200000 PA USD 6403549.06000000 0.081529789196 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TUUS5 7192.81310000 PA USD 7384.48000000 0.000094018971 Long ABS-CBDO USGSE US N 2 2031-09-15 Fixed 0.06500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 4000000.00000000 PA USD 4082191.68000000 0.051974338607 Long DBT CORP US N 2 2033-02-15 Fixed 0.05750000 N N N N N N CONTOURGLOBAL PWR HLDGS S A 549300O5AGIFK0PQ1516 21220LAB9 385000.00000000 PA USD 391737.50000000 0.004987589771 Long DBT CORP LU N 2 2030-02-28 Fixed 0.06750000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAA1 12723237.33600000 PA USD 12699441.07000000 0.161688892152 Long ABS-MBS CORP US N 3 2030-03-15 Variable 0.04783030 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLV5 331660.88930000 PA USD 276637.82000000 0.003522144194 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBG8 1120000.00000000 PA USD 1146081.42000000 0.014591873303 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133TGPD5 438.62980000 PA USD 443.01000000 0.000005640389 Long ABS-CBDO USGSE US N 2 2028-11-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419HC42 35649.21170000 PA USD 34041.81000000 0.000433419275 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6HZ0 5729.48380000 PA USD 5129.98000000 0.000065314747 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427RZS2 749444.99100000 PA USD 623003.05000000 0.007932055624 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QLJH7 3603.43230000 PA USD 3495.46000000 0.000044504088 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 9971000.00000000 PA USD 8943122.51000000 0.113863560061 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AG2 490000.00000000 PA USD 499412.41000000 0.006358503406 Long DBT CORP US N 2 2029-06-01 Fixed 0.06500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 650000.00000000 NC -2321.57000000 -0.00002955815 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 DEUTSCHE BANK AG DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS Y 2031-06-20 8763.79000000 EUR 0.00000000 EUR 650000.00000000 EUR -10946.10000000 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAS6 100000.00000000 PA 101886.12000000 0.001297210938 Long DBT CORP US N 2 2045-05-06 Fixed 0.03875000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 380000.00000000 PA USD 381694.04000000 0.004859716748 Long DBT CORP US N 2 2033-09-15 Fixed 0.06500000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 197000.00000000 PA 218938.06000000 0.002787512629 Long DBT CORP LU N 2 2028-05-04 Fixed 0.01000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 185000.00000000 PA USD 134311.85000000 0.001710054333 Long DBT CORP ID N 2 2050-01-21 Fixed 0.04175000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BHV89 308588.90500000 PA USD 268837.13000000 0.003422826050 Long ABS-CBDO USGSE US N 2 2051-07-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BP42 58251.61460000 PA USD 54211.30000000 0.000690216600 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N BX 2026-ORBT N/A 12434JAA7 6205000.00000000 PA USD 6220512.50000000 0.079199373358 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.05039200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDDT6 2984.69390000 PA USD 2912.38000000 0.000037080332 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A 88607AAA7 121808.28200000 PA USD 121445.44000000 0.001546239597 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJUV3 189869.85200000 PA USD 185942.62000000 0.002367415704 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 910000.00000000 PA USD 609828.95000000 0.007764323389 Long DBT CORP US N 2 2029-03-15 Fixed 0.04625000 N N N N N PERTAMINA GEOTHERMAL ENERGY PT 2549009CVV6Y7H26NV14 69379VAA7 90000.00000000 PA USD 89662.50000000 0.001141580185 Long DBT CORP ID N 2 2028-04-27 Fixed 0.05150000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 100000.00000000 NC USD 18325.63000000 0.000233321356 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 15808.27000000 USD 0.00000000 USD 100000.00000000 USD 2517.36000000 N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAW1 3000000.00000000 PA USD 2705247.00000000 0.034443121395 Long DBT CORP US N 2 2030-10-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBNW6 74480.44600000 PA USD 66763.15000000 0.000850026367 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.03000000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 2455802.39000000 PA USD 2458872.14000000 0.031306284274 Long ABS-MBS CORP US N 3 2041-03-15 Variable 0.04981350 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCJ1 992320.03700000 PA USD 850610.29000000 0.010829943986 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419L2D4 6027.47760000 PA USD 5758.76000000 0.000073320354 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAC7 200000.00000000 PA USD 203128.00000000 0.002586219433 Long DBT CORP LU N 2 2037-04-08 Fixed 0.06600000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AM5 98850.00000000 PA USD 97650.95000000 0.001243288884 Long DBT NUSS GH N 2 2029-07-03 Variable 0.05000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 330000.00000000 PA USD 330481.14000000 0.004207675685 Long DBT CORP US N 2 2030-08-15 Fixed 0.05625000 N N N N N N COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR N/A 12515DAV6 425000.00000000 PA USD 391893.31000000 0.004989573540 Long ABS-MBS CORP US N 2 2050-05-10 Variable 0.04349700 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBB3 150000.00000000 PA USD 140955.00000000 0.001794634714 Long DBT CORP CL N 2 2030-01-14 Fixed 0.03150000 N N N N N N SIZZLING PLATTER LLC 549300440PU6D6ZUIR97 84862VAD4 39215.97730000 PA USD 37314.00000000 0.000475080697 Long LON CORP US N 2 2032-07-02 Variable 0.05000000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAQ7 455000.00000000 PA USD 461349.07000000 0.005873882134 Long DBT CORP US N 2 2032-02-15 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNLC5 1101615.83800000 PA USD 916446.22000000 0.011668165017 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N CROSSCOUNTRY INTERMEDIATE HOLDCO LLC N/A 22757VAC4 445000.00000000 PA USD 445551.63000000 0.005672749615 Long DBT CORP US N 2 2031-08-15 Fixed 0.07750000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 880000.00000000 PA USD 816021.76000000 0.010389563888 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N GSAT TRUST 2025-BMF N/A 36271XAJ2 180000.00000000 PA USD 179505.95000000 0.002285464220 Long ABS-MBS CORP US N 2 2040-07-15 Variable 0.06939200 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PKZ0 255.38600000 PA USD 257.67000000 0.000003280646 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNNM1 1316604.88200000 PA USD 1288549.61000000 0.016405773905 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 857305AA4 550000.00000000 PA USD 574464.00000000 0.007314057936 Long DBT NUSS ME N 2 2031-03-12 Fixed 0.07250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 200000.00000000 PA USD 174484.38000000 0.002221529746 Long DBT UST US N 2 2044-08-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M73F1 3499.04070000 PA USD 3483.15000000 0.000044347358 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.05000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 695000.00000000 PA USD 751121.25000000 0.009563252596 Long DBT CORP CO N 2 2033-01-13 Fixed 0.08875000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AD2 230000.00000000 PA USD 210337.30000000 0.002678008018 Long DBT NUSS AM N 2 2031-02-02 Fixed 0.03600000 N N N N N N AP CORE HOLDINGS II LLC N/A 00187GAE9 870000.00000000 PA USD 874567.50000000 0.011134966445 Long LON CORP US N 2 2031-05-15 Variable 0.10238200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HMF8 136.40480000 PA USD 138.79000000 0.000001767070 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6DM3 2497.99610000 PA USD 2365.96000000 0.000030123329 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAF0 764000.00000000 PA USD 773181.51000000 0.009844123146 Long DBT CORP GB N 2 2027-07-27 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P76T5 36657.68220000 PA USD 35354.73000000 0.000450135332 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128L1YB0 2921.74270000 PA USD 3003.11000000 0.000038235503 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 0.06000000 N N N N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 05957AAC3 105000.00000000 PA USD 109580.10000000 0.001395170454 Long EP CORP CL N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PX66 2803086.39700000 PA USD 2934602.17000000 0.037363264348 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06500000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 375000.00000000 PA USD 379647.55000000 0.004833660901 Long DBT CORP US N 2 2030-11-15 Fixed 0.07125000 N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 535000.00000000 PA USD 554402.85000000 0.007058639992 Long DBT CORP US N 2 2046-03-15 Fixed 0.06600000 N N N N N N SOUTHWESTERN ELEC POWER CO R64UBJHEC74EB3HGQ410 845437BU5 2575000.00000000 PA USD 2556076.43000000 0.032543886297 Long DBT CORP US N 2 2033-04-01 Fixed 0.05300000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 79588YAA7 1652047.00000000 PA USD 1667807.53000000 0.021234474049 Long DBT CORP BR N 2 2031-06-30 Variable 0.09000000 N N Y N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERSD3 64791.94660000 PA USD 58850.09000000 0.000749277531 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132LQZE0 7865.94570000 PA USD 7509.43000000 0.000095609831 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 0.04000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 348989.44000000 PA USD 353700.80000000 0.004503307680 Long LON CORP FR N 2 2031-05-31 Variable 0.10615550 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQD66 8622.20920000 PA USD 7924.58000000 0.000100895508 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377VW93 9990.33950000 PA USD 9842.58000000 0.000125315425 Long ABS-CBDO USGA US N 2 2041-04-20 Fixed 0.03500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A 95000GBD5 673000.00000000 PA USD 588875.00000000 0.007497538343 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 0.02967000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAB5 390000.00000000 PA USD 388029.06000000 0.004940374028 Long DBT CORP US N 2 2055-09-12 Variable 0.08375000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DS8 205000.00000000 PA USD 154980.00000000 0.001973200581 Long DBT NUSS PE N 2 2041-03-11 Fixed 0.03300000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186NLZ0 5065.88150000 PA USD 4754.19000000 0.000060530200 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2UY8 155153.20900000 PA USD 132234.13000000 0.001683600866 Long ABS-CBDO USGSE US N 2 2051-10-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAPT3 46540.06700000 PA USD 44556.19000000 0.000567288037 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WVT2 45200493.56000000 PA USD 36299458.69000000 0.462163588851 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLM1 178570000.00000000 PA USD 171427200.00000000 2.182605824935 Long DBT UST US N 2 2031-09-30 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940TF6 3125.91400000 PA USD 3111.43000000 0.000039614630 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.05000000 N N N N N N BRAVO RESIDENTIAL FDG TR 2026-NQM3 N/A 10571LAC5 1077388.27000000 PA USD 1067212.66000000 0.013587718682 Long ABS-CBDO CORP US N 2 2065-11-25 Variable 0.04922000 N N N N N N MORGAN STANLEY CAP I TR 2017-HR2 N/A 61691NAN5 471000.00000000 PA USD 436901.58000000 0.005562617445 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 0.02730000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WLC43 12099.55640000 PA USD 11570.56000000 0.000147316013 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FIDIUM FIBER FINANCE HOLDCO LLC N/A 315961AG7 1030000.00000000 PA USD 999554.95000000 0.012726302804 Long ABS-CBDO CORP US N 2 2056-03-20 Fixed 0.05079000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AG2B3 2638.03130000 PA USD 2751.23000000 0.000035028575 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.06363000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 31000.00000000 PA USD 29478.83000000 0.000375323554 Long DBT CORP US N 2 2029-07-15 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A55Z8 2544.29370000 PA USD 2488.54000000 0.000031684014 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BPFB2 399844.26000000 PA USD 393467.62000000 0.005009617606 Long ABS-CBDO USGSE US N 2 2044-01-25 Fixed 0.04500000 N N N N N N BX 2026-ORBT N/A 12434JAG4 525000.00000000 PA USD 526312.50000000 0.006700994522 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.05739200 N N N N N N BX TRUST 2026-LP3 N/A 05620HAG6 1089671.63400000 PA USD 1097163.13000000 0.013969047143 Long ABS-MBS CORP US N 3 2043-04-15 Variable 0.05989200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9EH3 196298.22500000 PA USD 169687.70000000 0.002160458564 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128CUKL9 3.57010000 PA USD 3.57000000 0.000000045453 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 1565000.00000000 PA USD 1522825.28000000 0.019388564513 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 N/A 215000.00000000 PA USD 216135.20000000 0.002751826702 Long EP CORP AE N 2 N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAR4 590000.00000000 PA USD 590578.20000000 0.007519223433 Long DBT NUSS NG N 2 2028-09-28 Fixed 0.06125000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 370000.00000000 PA USD 378861.13000000 0.004823648226 Long DBT CORP US N 2 2032-07-15 Fixed 0.06625000 N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAP0 816000.00000000 PA USD 816172.85000000 0.010391487561 Long DBT CORP JP N 2 2027-07-16 Fixed 0.04567000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4X6 7660000.00000000 PA USD 7682821.51000000 0.097817446587 Long DBT CORP US N 2 2027-04-19 Variable 0.04589344 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHEU2 522599.59600000 PA USD 501772.28000000 0.006388549198 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MJVG1 3880.02910000 PA USD 3783.02000000 0.000048165294 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04500000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2026-P2 N/A 14689CAC6 1300000.00000000 PA USD 1298900.59000000 0.016537562264 Long ABS-CBDO CORP US N 2 2031-04-10 Fixed 0.04770000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DL1 250000.00000000 PA USD 253692.50000000 0.003230005088 Long DBT NUSS TR N 2 2032-07-17 Fixed 0.07125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HQJ2 5409.69730000 PA USD 4990.56000000 0.000063539656 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNQ47 225473.97740000 PA USD 201456.40000000 0.002564936673 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AJ3 2102000.00000000 PA USD 2309255.29000000 0.029401367153 Long DBT CORP US N 2 2031-08-15 Fixed 0.07300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER2J8 196432.64070000 PA USD 178270.89000000 0.002269739475 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N DBJPM 2020-C9 N/A 233063AT3 800000.00000000 PA USD 715446.48000000 0.009109042524 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 0.01926000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 200000.00000000 NC USD 31821.00000000 0.000405143990 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BB CDSI S18 PRC INDX CZ030007 Y 2057-12-17 28387.88000000 USD 0.00000000 USD 200000.00000000 USD 3433.12000000 N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 21925FAB0 293547.20000000 PA USD 137967.18000000 0.001756593881 Long LON CORP US N 2 2028-08-01 Variable 0.09289350 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L65D9 15871.35060000 PA USD 14805.41000000 0.000188502023 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMJ1 1613379.76300000 PA USD 1492892.56000000 0.019007462044 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQGX4 6101.72870000 PA USD 5764.04000000 0.000073387579 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPPE8 8872.52420000 PA USD 8452.00000000 0.000107610603 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N MHP 2022-MHIL F N/A 55293DAJ0 873599.99600000 PA USD 873327.00000000 0.011119172437 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06249800 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 792000.00000000 PA USD 729881.10000000 0.009292823661 Long DBT CORP US N 2 2031-01-30 Fixed 0.03250000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 2714000.00000000 PA USD 2156162.13000000 0.027452189760 Long DBT CORP US N 2 2055-09-26 Fixed 0.05950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B5LN0 14191.23600000 PA USD 13189.09000000 0.000167923087 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.04000000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBQ2 350000.00000000 PA USD 357013.20000000 0.004545481054 Long DBT CORP US N 2 2034-01-15 Fixed 0.09750000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 528000.00000000 PA USD 402985.87000000 0.005130803671 Long DBT CORP US N 2 2050-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MU93 17.91930000 PA USD 18.04000000 0.000000229684 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297KCG4 1859.14770000 PA USD 1816.27000000 0.000023124693 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875BZ4 150000.00000000 PA USD 137100.00000000 0.001745552972 Long DBT NUSS SV N 2 2050-01-20 Fixed 0.07124600 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 390000.00000000 PA USD 367484.85000000 0.004678805779 Long DBT CORP US N 2 2033-05-04 Fixed 0.05350000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 N/A 1017000.00000000 PA 1186570.11000000 0.015107374056 Long DBT CORP GB N 2 2032-04-12 Fixed 0.04125000 N N N N N N OHACP 2024-17A N/A 67120MAA3 1569000.00000000 PA USD 1571499.42000000 0.020008282162 Long ABS-CBDO CORP KY N 2 2038-01-18 Variable 0.05049210 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BL6D7 2174690.29700000 PA USD 2078372.18000000 0.026461770515 Long ABS-CBDO USGSE US N 2 2044-05-25 Fixed 0.03000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 1555000.00000000 PA USD 1554773.75000000 0.019795331448 Long DBT CORP US N 2 2027-11-01 Fixed 0.05125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FPG5 8147.24220000 PA USD 7938.48000000 0.000101072482 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 0.04500000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCV3 805000.00000000 PA USD 778353.94000000 0.009909978365 Long DBT CORP US N 2 2036-02-01 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKW71 87501.92500000 PA USD 69934.58000000 0.000890404916 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBDL4 4384.83230000 PA USD 4164.92000000 0.000053027633 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N RCO MORTGAGE LLC N/A 74940DAA7 1371321.63000000 PA USD 1365166.59000000 0.017381258932 Long ABS-CBDO CORP US N 2 2031-03-25 Variable 0.05535800 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJJV5 658470.31840000 PA USD 549023.27000000 0.006990147346 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 1215000.00000000 PA USD 1206365.72000000 0.015359411152 Long DBT CORP US N 2 2029-06-15 Fixed 0.05250000 N N N N N N LONDON POWER NETWORKS PLC 213800JDI3GTKPG4XI38 N/A 275000.00000000 PA 306311.58000000 0.003899949592 Long DBT CORP GB N 2 2037-06-11 Fixed 0.03837000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AR4 1289000.00000000 PA USD 1323853.27000000 0.016855259016 Long DBT CORP US N 2 2028-03-15 Fixed 0.07550000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 2680000.00000000 PA USD 2589680.27000000 0.032971729352 Long DBT CORP US N 2 2034-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410F5B7 2717.88480000 PA USD 2772.44000000 0.000035298620 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSQK1 327474.18300000 PA USD 258249.35000000 0.003288022761 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02000000 N N N N N N BANK5 2024-5YR12 N/A 06644XBY1 161000.00000000 PA USD 161531.03000000 0.002056608093 Long ABS-MBS CORP US N 2 2057-12-15 Variable 0.06301622 N N N N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BL3 180000.00000000 PA USD 176883.91000000 0.002252080488 Long DBT CORP US N 2 2033-10-01 Fixed 0.05875000 N N N N N INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT N/A 74445PAF9 450000.00000000 PA USD 449559.00000000 0.005723771327 Long DBT CORP ID N 2 2030-05-15 Fixed 0.05450000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAN8 585000.00000000 PA USD 601544.39000000 0.007658844626 Long DBT CORP US N 2 2034-06-01 Fixed 0.07250000 N N N N N N C and W SENIOR FINANCE LTD 213800CG16G1YMJRCG10 12665MAA0 380000.00000000 PA USD 384028.00000000 0.004889432655 Long DBT CORP KY N 2 2033-01-15 Fixed 0.09000000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AA3 78302.16000000 PA USD 78421.41000000 0.000998458974 Long ABS-CBDO CORP US N 2 2036-05-20 Fixed 0.07210000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B3Q42 63508.87080000 PA USD 56753.81000000 0.000722587759 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A N/A 407907AA2 4039000.00000000 PA USD 4042231.20000000 0.051465563007 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.05069210 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36186NJQ3 1852.96940000 PA USD 1743.84000000 0.000022202517 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 0.04000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 850000.00000000 PA USD 862553.65000000 0.010982006477 Long DBT CORP US N 2 2031-11-15 Fixed 0.07125000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 N/A 200000.00000000 PA USD 197130.00000000 0.002509853082 Long DBT CORP IL N 2 2036-09-09 Variable 0.05739800 N N N N N N GILDAN ACTIVEWEAR INC 549300SB3IBI34M00Z45 375916AF0 1963000.00000000 PA USD 1912620.14000000 0.024351420652 Long DBT CORP CA N 2 2030-10-07 Fixed 0.04700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HX75 2116.53550000 PA USD 2157.86000000 0.000027473806 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397KMB4 6936.60120000 PA USD 6874.38000000 0.000087524394 Long ABS-CBDO USGSE US N 2 2037-05-15 Variable 0.04000980 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176W2N0 4738.50950000 PA USD 4486.50000000 0.000057121979 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBA9 2334000.00000000 PA USD 2288203.79000000 0.029133340104 Long DBT CORP US N 2 2031-04-30 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTE4 159823.66060000 PA USD 127287.13000000 0.001620615814 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MYV8 29302.85670000 PA USD 30208.39000000 0.000384612290 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WNWV0 68647.89490000 PA USD 66078.12000000 0.000841304586 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N DEL MONTE FOODS CORP II INC N/A N/A 19886.04040000 PA USD 7531.44000000 0.000095890061 Long LON CORP US N 3 2027-06-01 Variable 0.00000000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFY9 1933.82100000 PA USD 1861.65000000 0.000023702470 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0504A1 2500000.00000000 PA USD 2485839.75000000 0.031649635053 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MGGX7 8841.70210000 PA USD 7997.69000000 0.000101826342 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N SMBC AVIATION CAPITAL FINANCE DAC 549300OD7VKRVNWB2J98 78448TAQ5 2757000.00000000 PA USD 2739781.46000000 0.034882813075 Long DBT CORP IE N 2 2031-07-23 Fixed 0.05200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPU9 3030000.00000000 PA USD 2973577.55000000 0.037859497684 Long DBT UST US N 2 2036-01-15 Fixed 0.01875000 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAG4 460000.00000000 PA USD 406870.00000000 0.005180256295 Long DBT CORP US N 2 2033-07-15 Fixed 0.07500000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSAU1 186829.67900000 PA USD 166291.04000000 0.002117212394 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AW4 200000.00000000 PA USD 199758.00000000 0.002543312697 Long DBT NUSS ZA N 2 2027-09-27 Fixed 0.04850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FUF1 47871.92640000 PA USD 46625.38000000 0.000593632900 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 0.04500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AC5 51666.66660000 PA USD 26866.67000000 0.000342065614 Long DBT CORP VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBF81 7205.54210000 PA USD 6844.57000000 0.000087144854 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N PALMER SQUARE LOAN FUNDING 2025-1 LTD N/A 69704CAA5 3036305.21000000 PA USD 3033621.12000000 0.038623970566 Long ABS-CBDO CORP KY N 2 2033-02-15 Variable 0.04540640 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XHES6 906.52960000 PA USD 939.86000000 0.000011966268 Long ABS-MBS USGSE US N 2 2044-01-01 Variable 0.05848000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAL9 200000.00000000 PA USD 197750.00000000 0.002517746902 Long EP CORP MA N 2 N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 186000.00000000 PA USD 187443.17000000 0.002386520661 Long DBT CORP US N 2 2032-10-15 Fixed 0.06750000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAY6 208000.00000000 PA USD 207571.52000000 0.002642794192 Long DBT NUSS RO N 2 2030-09-16 Fixed 0.05750000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCQ4 325000.00000000 PA USD 291251.06000000 0.003708199516 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N NYKREDIT REALKREDIT AS LIU16F6VZJSD6UKHD557 N/A 550000.00000000 PA 621876.44000000 0.007917711660 Long DBT CORP DK N 2 2033-09-26 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKN87 20054.51500000 PA USD 16614.63000000 0.000211536956 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31288B6V0 1137.39880000 PA USD 1158.08000000 0.000014744638 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.06000000 N N N N N N BANK 2017-BNK4 N/A 06541FBF5 235000.00000000 PA USD 207471.96000000 0.002641526597 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.04372000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBA6 1294000.00000000 PA USD 1267112.06000000 0.016132831680 Long DBT CORP CA N 2 2031-03-20 Fixed 0.04650000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AU5 645000.00000000 PA USD 642499.59000000 0.008180284970 Long DBT CORP US N 2 2031-09-15 Fixed 0.05500000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 276000.00000000 PA USD 247187.28000000 0.003147180827 Long DBT CORP US N 2 2030-10-01 Fixed 0.02532000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HYT5 837.21410000 PA USD 836.30000000 0.000010647745 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.05000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 195000.00000000 PA USD 179359.61000000 0.002283601024 Long DBT CORP US N 2 2032-03-15 Fixed 0.03625000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAB6 790000.00000000 PA USD 679502.70000000 0.008651407425 Long DBT CORP JE N 2 2036-03-31 Fixed 0.02625000 N N N N N N SMRT 2022-MINI N/A 78457JAQ5 510000.00000000 PA USD 508624.33000000 0.006475789287 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06990000 N N N N N N BX TR 2022-VAMF N/A 05609TAL4 576100.00000000 PA USD 575367.60000000 0.007325562543 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06938200 N N N N N N MHP 2022-MHIL F N/A 55293DAN1 979199.99700000 PA USD 980277.61000000 0.012480864306 Long ABS-MBS CORP US N 2 2027-01-15 Variable 0.07596700 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 200000.00000000 PA USD 180124.00000000 0.002293333214 Long DBT CORP NL N 2 2031-07-13 Fixed 0.03061000 N N N N N N ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 254900G082ZFKTCR2Q75 00402D2D6 265000.00000000 PA USD 228991.80000000 0.002915516537 Long DBT CORP AE N 2 2054-10-02 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKQG6 2414359.06700000 PA USD 2005513.68000000 0.025534138339 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31395N6X0 2841.67100000 PA USD 2400.28000000 0.000030560290 Long ABS-CBDO USGSE US N 2 2036-04-25 Fixed 0.00000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BL6J4 299393.08300000 PA USD 275294.60000000 0.003505042359 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JVUD8 125135.13100000 PA USD 120865.36000000 0.001538854036 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.05000000 N N N N N N TURKIYE GARANTI BANKASI AS 5493002XSS7K7RHN1V37 900148AH0 215000.00000000 PA USD 217418.75000000 0.002768168821 Long DBT CORP TR N 2 2036-01-08 Variable 0.08125000 N N N N N N BANK5 2025-5YR16 N/A 065934BE0 7700000.00000000 PA USD 117542.04000000 0.001496541629 Long ABS-MBS CORP US N 2 2063-08-15 Variable 0.00347070 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137A9MV5 173982.98430000 PA USD 171697.09000000 0.002186042056 Long ABS-CBDO USGSE US N 2 2041-04-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MHHF9 21287.33500000 PA USD 19784.08000000 0.000251890296 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAV2 1318000.00000000 PA USD 1269929.89000000 0.016168708204 Long DBT CORP US N 2 2036-04-15 Fixed 0.05200000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 246000.00000000 PA USD 239310.02000000 0.003046887796 Long DBT CORP US N 2 2030-04-01 Fixed 0.04200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FDYY6 31815.74990000 PA USD 30459.89000000 0.000387814380 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.02500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 N/A 200000.00000000 PA USD 78000.00000000 0.000993093595 Long DBT CORP VE N 2 2027-04-12 Fixed 0.05375000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLM60 1471445.40300000 PA USD 1217673.90000000 0.015503386551 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N RIO GRANDE LNG LLC 549300B7F0EABT50P531 76711AAC1 1534000.00000000 PA USD 1504840.29000000 0.019159580174 Long DBT CORP US N 2 2034-01-30 Fixed 0.05500000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 265000.00000000 PA USD 260714.95000000 0.003319414705 Long DBT CORP ID N 2 2032-04-14 Fixed 0.05315000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BJGM9 9415.65740000 PA USD 9256.03000000 0.000117847488 Long ABS-CBDO USGSE US N 2 2040-12-15 Fixed 0.04000000 N N N N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 300000.00000000 NC USD 47731.50000000 0.000607715986 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BB CDSI S18 PRC INDX CZ030007 Y 2057-12-17 19259.69000000 USD 0.00000000 USD 300000.00000000 USD 28471.81000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L66G1 5377.04630000 PA USD 5016.19000000 0.000063865976 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03500000 N N N N N N LONDON CLEARING HOUSE N/A N/A 606000.00000000 NC USD -3582.19000000 -0.00004560833 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2036-09-16 0.00000000 USD 0.00000000 USD 578791.29000000 USD -3582.19000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WMWJ6 27983.68460000 PA USD 25785.73000000 0.000328303119 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380UVE0 83682.59080000 PA USD 77336.24000000 0.000984642623 Long ABS-CBDO USGA US N 2 2047-04-20 Fixed 0.03000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 9941000.00000000 PA USD 7688317.71000000 0.097887424036 Long DBT CORP US N 2 2047-05-01 Fixed 0.05375000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 410000.00000000 PA USD 319390.00000000 0.004066463632 Long DBT NUSS MX N 2 2110-10-12 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56P2 182099.16900000 PA USD 162080.57000000 0.002063604819 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CU93 10547.05360000 PA USD 10072.75000000 0.000128245942 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04500000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAE2 105000.00000000 PA USD 84578.03000000 0.001076844870 Long DBT CORP PA N 2 2061-08-11 Fixed 0.05125000 N N N N N N ESTN 2026-TOWN N/A 26916MAC3 320000.00000000 PA USD 315781.92000000 0.004020525669 Long ABS-MBS CORP US N 2 2046-05-12 Variable 0.05737666 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAA0 1227000.00000000 PA USD 1230223.33000000 0.015663165507 Long DBT CORP US N 2 2029-09-30 Fixed 0.09000000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUDH3 449581.11000000 PA USD 470428.82000000 0.005989485231 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HN4R6 1200000.00000000 PA USD 1183537.92000000 0.015068768306 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 0.04361000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 N/A 34641.04000000 PA USD 21434.14000000 0.000272898809 Long LON CORP LU N 2 2027-10-31 Variable 0.08752920 N N N N N N KOBE US MIDCO 2 INC N/A 499894AA1 883570.00000000 PA USD 706856.00000000 0.008999668798 Long DBT CORP US N 2 2026-11-01 Variable 0.09250000 N N Y N N N SYNERGY INFRASTRUCTURE HOLDINGS LLC N/A 87191JAA2 175000.00000000 PA USD 183842.93000000 0.002340682516 Long DBT CORP US N 2 2030-12-01 Fixed 0.07875000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 N/A 1200000.00000000 PA 1354673.30000000 0.017247658688 Long DBT CORP CA N 2 2033-03-05 Variable 0.03375000 N N N N N N EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM N/A 31574BAA4 370000.00000000 PA USD 368382.82000000 0.004690238706 Long DBT CORP US N 2 2030-09-30 Fixed 0.07375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWA45 1291690.64800000 PA USD 968226.38000000 0.012327428417 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0506A5 -3000000.00000000 PA USD -2902588.20000000 -0.03695566346 Short ABS-MBS USGA US N 2 2056-10-01 Fixed 0.05000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 290000.00000000 PA USD 280226.01000000 0.003567828919 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N OHA CREDIT FUNDING 26 LTD N/A 676921AA7 4267000.00000000 PA USD 4272256.94000000 0.054394243637 Long ABS-CBDO CORP KY N 2 2039-07-20 Variable 0.04967980 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AB9 385000.00000000 PA USD 399560.70000000 0.005087194513 Long DBT CORP US N 2 2032-05-15 Fixed 0.07500000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TBR9 200000.00000000 PA USD 192374.00000000 0.002449299836 Long DBT NUSS SA N 2 2036-01-12 Fixed 0.04875000 N N N N N N LONDON CLEARING HOUSE N/A N/A -4390000.00000000 NC USD 103719.28000000 0.001320550675 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2033-09-16 0.00000000 USD 0.00000000 USD -4287334.54000000 USD 103719.28000000 N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRM76 275498.01400000 PA USD 282384.50000000 0.003595310747 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CB6 192527.00000000 PA USD 129570.67000000 0.001649689775 Long DBT NUSS UA N 2 2035-02-01 Variable 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLRV4 198539.98600000 PA USD 182404.78000000 0.002322372035 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8YQ1 9731.03080000 PA USD 9518.54000000 0.000121189757 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MPDW2 12450.19650000 PA USD 10767.88000000 0.000137096316 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.02500000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 60000.00000000 NC USD 10995.38000000 0.000139992839 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 13613.47000000 USD 0.00000000 USD 60000.00000000 USD -2618.09000000 N N N BRIDGE COML MTG TR 2026-MF N/A 10804AAA2 2608000.00000000 PA USD 2611260.00000000 0.033246481809 Long ABS-MBS CORP US N 2 2039-06-15 Variable 0.04889200 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137GBX42 5140000.00000000 PA USD 5139981.50000000 0.065442085981 Long ABS-MBS USGSE US N 2 2031-06-25 Floating 0.04099750 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FC53 7212.33530000 PA USD 6917.31000000 0.000088070977 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 0.04500000 N N N N N N RAND PARENT LLC N/A 753272AA1 395000.00000000 PA USD 407390.76000000 0.005186886595 Long DBT CORP US N 2 2030-02-15 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DQZ7 23283.14350000 PA USD 20859.71000000 0.000265585184 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.03000000 N N N N N N BANK 2026-BNK52 N/A 05495BCA2 260000.00000000 PA USD 254406.28000000 0.003239092913 Long ABS-MBS CORP US N 2 2069-05-15 Variable 0.06294416 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAS0 215000.00000000 PA USD 229715.63000000 0.002924732318 Long DBT CORP NL N 2 2029-09-15 Fixed 0.07875000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BL0 471000.00000000 PA USD 482697.49000000 0.006145689560 Long DBT CORP US N 2 2030-04-01 Fixed 0.05950000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCK7 730000.00000000 PA USD 658377.07000000 0.008382436556 Long DBT CORP US N 2 2031-02-01 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QT50 154870.88030000 PA USD 145867.43000000 0.001857179621 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 0.04000000 N N N N N N ACCENTRO EAST HOLDING GMBH 89450079WA652Y9PWZ14 N/A 100000.00000000 PA 121757.16000000 0.001550208407 Long DBT CORP DE N 3 2027-06-30 Fixed 0.15000000 N N Y N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AB2 380000.00000000 PA USD 422591.54000000 0.005380422457 Long DBT CORP US N 2 2035-05-01 Fixed 0.07750000 N N N N N N AMERITEX HOLDCO INTERMEDIATE LLC N/A 030727AB7 345000.00000000 PA USD 353392.94000000 0.004499388016 Long DBT CORP US N 2 2033-08-15 Fixed 0.07625000 N N N N N N REWORLD HLDG CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 195000.00000000 PA USD 188000.85000000 0.002393621025 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPBC5 7500.97750000 PA USD 7114.06000000 0.000090575992 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFD55 235459.63120000 PA USD 188776.18000000 0.002403492503 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 181000.00000000 PA 194408.76000000 0.002475206338 Long DBT CORP LU N 2 2030-01-17 Fixed 0.01625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292K2T3 1466.99540000 PA USD 1436.18000000 0.000018285399 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXG22 954376.20900000 PA USD 979254.32000000 0.012467835809 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRCH6 10259877.33600000 PA USD 9333714.10000000 0.118836560142 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.03500000 N N N N N N BX 2024-CNYN N/A 05612HAA9 5285240.04000000 PA USD 5293498.23000000 0.067396656254 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.05081078 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZT6 5502.13070000 PA USD 5223.49000000 0.000066505313 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418AEA2 1799.91150000 PA USD 1712.71000000 0.000021806170 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N MFA 2022-RPL1 TR N/A 55285TAA4 267546.94000000 PA USD 246795.54000000 0.003142193206 Long ABS-CBDO CORP US N 2 2061-08-25 Fixed 0.03300000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CE0 212307.00000000 PA USD 117830.39000000 0.001500212892 Long DBT NUSS UA N 2 2034-02-01 Variable 0.00000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BMB5 29418.30000000 PA USD 29379.48000000 0.000374058633 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.04281860 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060691 26075000.00000000 PA USD 26370325.45000000 0.335746170576 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUDY0 853018.96300000 PA USD 876207.43000000 0.011155845983 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N CHEMOURS CO/THE 549300M1BOLNXL8DOV14 163851AJ7 450000.00000000 PA USD 444169.04000000 0.005655146522 Long DBT CORP US N 2 2033-01-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KCX1 3397.10320000 PA USD 3233.66000000 0.000041170859 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNVT7 394136.66200000 PA USD 337605.05000000 0.004298377087 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 3041000.00000000 PA USD 3020348.93000000 0.038454989452 Long DBT CORP US N 2 2032-03-01 Fixed 0.05000000 N N N N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAF5 3055000.00000000 PA USD 3030264.58000000 0.038581235203 Long ABS-CBDO CORP US N 2 2056-06-15 Fixed 0.05909000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AJ9 200000.00000000 PA USD 210942.00000000 0.002685707040 Long DBT NUSS AO N 2 2035-10-15 Fixed 0.09875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WK4G0 15819.34940000 PA USD 15227.16000000 0.000193871731 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYJ5 130667.43900000 PA USD 115449.11000000 0.001469894508 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02500000 N N N N N N REACH ABS TR 2025-2 N/A 75525QAA8 888035.18000000 PA USD 889293.53000000 0.011322457805 Long ABS-CBDO CORP US N 2 2032-08-18 Fixed 0.04930000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAR2 1656000.00000000 PA USD 1639337.49000000 0.020871994378 Long DBT CORP US N 2 2029-01-15 Fixed 0.04350000 N N N N N N CIFC EUROPEAN FUNDING CLO I DAC 635400RKFO6YLRKH3C54 N/A 520000.00000000 PA 605193.48000000 0.007705304727 Long ABS-CBDO CORP IE N 2 2040-07-15 Variable 0.03597000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 3493118.74800000 NC USD -14524.74000000 -0.00018492854 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S18 PRC INDX CZ030005 Y 2057-12-17 0.00000000 USD 10901.99000000 USD 3493118.75000000 USD -3622.75000000 N N N TEAM SERVICES HOLDING INC N/A 87821TAA8 770000.00000000 PA USD 802500.16000000 0.010217407294 Long DBT CORP US N 2 2033-02-15 Fixed 0.09000000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 494000.00000000 PA USD 495344.51000000 0.006306711028 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N4UD7 15724.52300000 PA USD 15431.22000000 0.000196469817 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XJZ4 43094.27440000 PA USD 41153.42000000 0.000523964074 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJF6 1735.95980000 PA USD 1789.61000000 0.000022785259 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GSVE5 1551312.41800000 PA USD 1555430.53000000 0.019803693550 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAG5 206499.99000000 PA USD 198053.52000000 0.002521611310 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.05153480 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAC7 120000.00000000 PA USD 122683.20000000 0.001561998719 Long DBT CORP LU N 2 2042-02-23 Fixed 0.06510000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLA49 13508.88000000 PA USD 11191.75000000 0.000142493015 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BA9 350000.00000000 PA USD 310975.00000000 0.003959324111 Long DBT NUSS UY N 2 2050-06-18 Fixed 0.05100000 N N N N N N ALPHA STAR HOLDING VIII LTD 254900TMRVHA9YMIFC14 N/A 400000.00000000 PA USD 402440.00000000 0.005123853671 Long DBT CORP AE N 2 2027-04-12 Fixed 0.08375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J67F5 4537.12420000 PA USD 4296.30000000 0.000054700359 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3V3 5157000.00000000 PA USD 5176571.38000000 0.065907947205 Long DBT CORP US N 2 2036-04-23 Variable 0.05605000 N N N N N N RVR DEALERSHIP HOLDINGS LLC N/A 75001CAD6 329587.50000000 PA USD 318463.92000000 0.004054672810 Long LON CORP US N 2 2033-02-26 Variable 0.08310150 N N N N N N SAKS GLOBAL ENTERPRISES LLC 5493007HQSJGRH78Q684 79380MAB1 196460.00000000 PA USD 491.15000000 0.000006253306 Long DBT CORP US N 3 2029-12-15 Fixed 0.11000000 Y Y N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BNX6 34987.28650000 PA USD 35026.33000000 0.000445954153 Long ABS-CBDO USGA US N 2 2061-11-20 Variable 0.04481860 N N N N N N BX TRUST 2026-LP3 N/A 05620HAJ0 1490868.92000000 PA USD 1502050.44000000 0.019124059890 Long ABS-MBS CORP US N 3 2043-04-15 Variable 0.06839200 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HQ6C0 4799065.39000000 PA USD 4796326.56000000 0.061066681880 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.04119750 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BMM70 490216.21300000 PA USD 464270.00000000 0.005911071325 Long ABS-CBDO USGSE US N 2 2052-02-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQX51 4075688.95000000 PA USD 3478785.56000000 0.044291790491 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.02000000 N N N N N N BFLD COML MTG TR 2024-UNIV N/A 08861RAJ0 749000.00000000 PA USD 750872.50000000 0.009560085519 Long ABS-MBS CORP US N 2 2041-11-15 Variable 0.07278730 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CR6 65000.00000000 PA USD 68154.45000000 0.000867740356 Long DBT NUSS CR N 2 2034-04-03 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419FET9 2158.18320000 PA USD 2068.33000000 0.000026333913 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BR4 165000.00000000 PA USD 144471.94000000 0.001839412285 Long DBT NUSS PA N 2 2033-01-19 Fixed 0.03298000 N N N N N N MKS INC 549300KEQATBHAGVF505 55306NAB0 200000.00000000 PA USD 359800.00000000 0.004580962506 Long DBT CORP US N 2 2030-06-01 Fixed 0.01250000 N N N N Y MKS INC USD XXXX N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAC7 205000.00000000 PA USD 206732.25000000 0.002632108633 Long DBT NUSS NG N 2 2027-11-28 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133USHP9 19664.23400000 PA USD 15556.57000000 0.000198065769 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N PSA TRUST 2026-STOR N/A 74449KAA7 4794000.00000000 PA USD 4796863.94000000 0.061073523786 Long ABS-MBS CORP US N 2 2031-08-15 Fixed 0.05553815 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180C4V8 40729.26020000 PA USD 37703.90000000 0.000480044892 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 0.03500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 300000.00000000 NC USD 22306.50000000 0.000284005670 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 11200.67000000 USD 0.00000000 USD 300000.00000000 USD 11105.83000000 N N N OLIT 2026-HB3 N/A 68279MAA0 2061481.42000000 PA USD 2020136.14000000 0.025720311049 Long ABS-CBDO CORP US N 2 2039-05-25 Variable 0.03000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 570000.00000000 PA USD 554553.68000000 0.007060560355 Long DBT CORP US N 2 2034-04-15 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNA5 22100000.00000000 PA USD 21505199.27000000 0.273803534054 Long DBT UST US N 2 2032-04-30 Fixed 0.04000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 378000.00000000 PA 441370.37000000 0.005619513942 Long DBT CORP CH N 2 2033-06-09 Variable 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J7N84 246952.77600000 PA USD 217165.58000000 0.002764945468 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7JB4 561237.96800000 PA USD 509873.24000000 0.006491690371 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N AVILEASE CAPITAL LTD 635400SXOPVAVBWNE366 05369MAA3 3355000.00000000 PA USD 3344029.15000000 0.042576076034 Long DBT CORP KY N 2 2031-06-30 Fixed 0.05500000 N N N N N N BWAY TRUST 2025-1535 N/A 12430BAE0 595000.00000000 PA USD 609185.51000000 0.007756131130 Long ABS-MBS CORP US N 2 2042-05-05 Variable 0.07461480 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2 N/A 95003UAJ9 416000.00000000 PA USD 412864.73000000 0.005256581012 Long ABS-MBS CORP US N 2 2057-11-15 Variable 0.06332400 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 902054.00600000 PA USD 724982.25000000 0.009230451654 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUDE0 133188.58000000 PA USD 139822.56000000 0.001780216522 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 0.06500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BW5 200000.00000000 PA USD 196220.00000000 0.002498266990 Long DBT NUSS ID N 2 2046-01-08 Fixed 0.05950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R6H7 87795.11600000 PA USD 85321.92000000 0.001086316054 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409D5U3 7819.30910000 PA USD 8082.14000000 0.000102901557 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 0.06003000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAP6 2167000.00000000 PA USD 2150716.27000000 0.027382853238 Long DBT CORP US N 2 2030-09-15 Fixed 0.04900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LDHM9 5375.28080000 PA USD 5364.87000000 0.000068305359 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.05000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 633000.00000000 PA USD 620275.75000000 0.007897331724 Long DBT CORP US N 2 2056-09-15 Variable 0.06850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6Y46 6833050.57200000 PA USD 6933920.75000000 0.088282465201 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GRHH7 18749.34410000 PA USD 17864.93000000 0.000227455737 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N BPR TR 2023-BRK2 N/A 05610WAE0 616000.00000000 PA USD 630988.70000000 0.008033728673 Long ABS-MBS CORP US N 2 2038-10-05 Variable 0.08335000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQP43 2202519.88200000 PA USD 2313601.55000000 0.029456703601 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AA4 145000.00000000 PA USD 148900.60000000 0.001895797848 Long DBT CORP US N 2 2034-04-01 Fixed 0.06100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GYAC9 1900000.00000000 PA USD 1993746.19000000 0.025384315019 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 0.06500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QSBU9 981.77560000 PA USD 1002.11000000 0.000012758833 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 0.05979000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KUT3 118305.81200000 PA USD 121214.06000000 0.001543293674 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 0.06000000 N N N N N N VB-S1 ISSUER LLC N/A 91823ABE0 1500000.00000000 PA USD 1510740.60000000 0.019234702739 Long ABS-CBDO CORP US N 2 2054-05-15 Fixed 0.06644000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 705000.00000000 PA USD 648002.67000000 0.008250350015 Long DBT CORP US N 2 2032-02-01 Fixed 0.04250000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AC4 424000.00000000 PA USD 379908.16000000 0.004836978979 Long DBT CORP US N 2 2030-11-18 Fixed 0.02750000 N N N N N N OBX 2025-NQM14 A1 N/A 673924AC0 495542.89000000 PA USD 491842.52000000 0.006262123800 Long ABS-CBDO CORP US N 2 2065-07-25 Variable 0.05162000 N N N N N N SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 2549004FYUSYLPBT1G26 836720AJ1 417000.00000000 PA USD 437588.96000000 0.005571369146 Long DBT CORP CA N 2 2055-03-01 Variable 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WPGS7 18444.95250000 PA USD 15974.70000000 0.000203389387 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HFYT6 655075.65000000 PA USD 657424.10000000 0.008370303371 Long ABS-CBDO USGSE US N 2 2054-10-25 Variable 0.04643190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419ESB6 10367.45860000 PA USD 9909.62000000 0.000126168976 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKJK7 104097.23200000 PA USD 102527.89000000 0.001305381934 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.02000000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAL5 1618798.47000000 PA USD 1595390.64000000 0.020312464439 Long LON CORP US N 2 2030-08-31 Variable 0.08142120 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXRU8 575305.28400000 PA USD 590122.21000000 0.007513417782 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.06000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CK8 2154000.00000000 PA USD 1621228.65000000 0.020641433185 Long DBT CORP US N 2 2053-04-01 Fixed 0.05250000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 1585000.00000000 PA USD 1671805.31000000 0.021285373661 Long DBT CORP US N 2 2030-12-15 Fixed 0.09250000 N N N N N WELLS FARGO COML MTG TR 2020-C55 N/A 95002EAZ0 317495.86000000 PA USD 308066.90000000 0.003922298272 Long ABS-MBS MUN US N 2 2053-02-15 Fixed 0.02651000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AL7 2306000.00000000 PA USD 2289028.60000000 0.029143841559 Long DBT CORP US N 2 2031-10-15 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WG3V4 681290.65800000 PA USD 653676.72000000 0.008322591844 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 350000.00000000 PA USD 331275.00000000 0.004217783086 Long DBT CORP KY N 2 2032-02-03 Fixed 0.05125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GERN2 2835.32090000 PA USD 2781.65000000 0.000035415882 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514BRM1 200000.00000000 PA USD 182978.03000000 0.002329670636 Long DBT NUSS IL N 2 2054-03-12 Fixed 0.05750000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 6000000.00000000 PA USD 6096749.64000000 0.077623628440 Long DBT CORP US N 2 2035-04-19 Variable 0.05831000 N N N N N N AIMCO CLO 17 LTD / AIMCO CLO 17 LLC N/A 00889JAV6 3345000.00000000 PA USD 3345016.73000000 0.042588649872 Long ABS-CBDO CORP JE N 2 2039-07-20 Variable 0.04913850 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CT2 240000.00000000 PA USD 244680.00000000 0.003115258215 Long DBT NUSS PH N 2 2033-04-13 Fixed 0.05609000 N N N N N N SCG COMMERCIAL MORTGAGE TRUST 2026-MFP2 N/A 78398PAJ9 130000.00000000 PA USD 129810.53000000 0.001652743665 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.06300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EEX79 3174.70710000 PA USD 3022.26000000 0.000038479321 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGS4 525000.00000000 PA USD 510747.07000000 0.006502815947 Long DBT UST US N 2 2030-03-31 Fixed 0.03625000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HRVC0 3599867.46000000 PA USD 3614609.28000000 0.046021093906 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.04119750 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCC7 8288000.00000000 PA USD 7873393.30000000 0.100243800742 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N ZAMBIA REPUBLIC 213800DMLAZ6LGMMD849 988895AQ1 37594.20000000 PA USD 36921.64000000 0.000470085182 Long DBT NUSS ZM N 2 2033-06-30 Variable 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJN53 155209.04800000 PA USD 148398.30000000 0.001889402580 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 0.02500000 N N N N N N AP CORE HOLDINGS II LLC N/A 001874AA4 515000.00000000 PA USD 541785.60000000 0.006897997554 Long DBT CORP US N 2 2031-05-15 Fixed 0.11000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6RT4 611208.03600000 PA USD 573046.77000000 0.007296013807 Long ABS-CBDO USGSE US N 2 2052-04-25 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ELWC3 13557.20150000 PA USD 13471.82000000 0.000171522796 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AVP90 53240.09140000 PA USD 50756.15000000 0.000646225736 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFNE3 632.12660000 PA USD 631.77000000 0.000008043676 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494BA6 255000.00000000 PA USD 261099.60000000 0.003324312056 Long DBT NUSS GT N 2 2036-08-15 Fixed 0.06250000 N N N N N N MSBAM 2025-5C2 N/A 61779RCV1 860000.00000000 PA USD 830680.71000000 0.010576201188 Long ABS-MBS CORP US N 2 2058-11-15 Variable 0.05743000 N N N N N N BX COML MTG TR 2024-XL5 N/A 05612GAA1 9696394.74400000 PA USD 9717605.61000000 0.123724255012 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05030850 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 340000.00000000 PA USD 351057.14000000 0.004469648682 Long DBT CORP CA N 2 2033-06-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSJ4 244053.30830000 PA USD 203030.61000000 0.002584979466 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KYF82 52208.81800000 PA USD 45995.66000000 0.000585615324 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02500000 N N N N N N SIBANYE-STILLWATER UK FINANCING PLC 9845008D52CAU74F6B33 82575QAA3 200000.00000000 PA USD 197656.00000000 0.002516550097 Long DBT CORP GB N 2 2031-11-15 Fixed 0.06250000 N N N N N N NXP B V/NXP FDG LLC/NXP USA INC N/A 62954HBG2 1841000.00000000 PA USD 1787520.51000000 0.022758656020 Long DBT CORP NL N 2 2032-08-19 Fixed 0.04850000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 5200000.00000000 NC USD -21844.68000000 -0.00027812579 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S19 PRC CORP INDEX CZ039897 Y 2058-12-17 0.00000000 USD 7030.45000000 USD 5200000.00000000 USD -14814.23000000 N N N FNMA/FHLG TBA ISSUER N/A 01F022691 8500000.00000000 PA USD 6937461.15000000 0.088327541465 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.02500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BE73 1.10290000 PA USD 0.98000000 0.000000012477 Long ABS-CBDO USGA US N 2 2063-01-20 Fixed 0.01650000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395MT74 29884.58760000 PA USD 29660.36000000 0.000377634789 Long ABS-CBDO USGSE US N 2 2035-02-15 Fixed 0.05750000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLZ3 43968.87530000 PA USD 43910.70000000 0.000559069678 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.04281860 N N N N N N BANK 2022-BNK39 N/A 06539VBB3 194000.00000000 PA USD 162845.29000000 0.002073341211 Long ABS-MBS CORP US N 2 2055-02-15 Variable 0.03267981 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAQ4 5217000.00000000 PA USD 5194285.44000000 0.066133482071 Long DBT CORP US N 2 2036-02-15 Fixed 0.05650000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 3865000.00000000 PA USD 3524300.25000000 0.044871282121 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HN6B9 1500000.00000000 PA USD 1483070.10000000 0.018882402786 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 0.04421000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAB6 265000.00000000 PA USD 268150.59000000 0.003414085044 Long DBT CORP US N 2 2034-07-15 Fixed 0.06875000 N N N N N N OHA CR FDG 6 LTD / OHA CR FDG 6 LLC N/A 67098UAY1 3402000.00000000 PA USD 3406099.41000000 0.043366352670 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.05059210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NYDQ5 7396.70730000 PA USD 6648.33000000 0.000084646332 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GE5T3 2207.73540000 PA USD 2155.05000000 0.000027438030 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CQA5 64983.19700000 PA USD 58710.99000000 0.000747506514 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N ARES XXXIV CLO LTD 549300VDFIIXSFET0S73 04015GBB4 6275000.00000000 PA USD 6287575.10000000 0.080053212313 Long ABS-CBDO CORP KY N 2 2038-07-17 Variable 0.05039520 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BKXA5 3338125.32900000 PA USD 2928294.00000000 0.037282948922 Long ABS-CBDO USGSE US N 2 2049-03-25 Fixed 0.02500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BJ2 172000.00000000 PA USD 164735.58000000 0.002097408325 Long DBT CORP US N 2 2028-06-15 Fixed 0.02200000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80415RAA9 240000.00000000 PA USD 232236.00000000 0.002956821591 Long DBT CORP SA N 2 2031-02-02 Fixed 0.04375000 N N N N N N LD CELULOSE INTERNATIONA 529900EHUSQJVOTP9J45 50206BAA0 265000.00000000 PA USD 276018.70000000 0.003514261578 Long DBT CORP AT N 2 2032-01-26 Fixed 0.07950000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 3600000.00000000 PA USD 3797373.60000000 0.048348043594 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 400000.00000000 PA 468255.14000000 0.005961810005 Long DBT CORP FR N 2 2034-09-06 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV5C5 600763.51200000 PA USD 498655.28000000 0.006348863650 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.02500000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 345000.00000000 PA USD 351040.95000000 0.004469442552 Long DBT CORP PL N 2 2035-01-30 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WMZG2 16562.99850000 PA USD 15942.98000000 0.000202985529 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAG2 590000.00000000 PA USD 590000.00000000 0.007511861809 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.06380000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHD74 560150.77600000 PA USD 536987.09000000 0.006836903073 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M83H5 3981.49120000 PA USD 3801.93000000 0.000048406055 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUZ0 173935.54900000 PA USD 149627.00000000 0.001905046350 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAM3 246000.00000000 PA USD 230306.04000000 0.002932249400 Long DBT CORP US N 2 2055-06-28 Variable 0.06875000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HX1 309147.00000000 PA USD 276377.42000000 0.003518828790 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.01000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136AHTW0 7441.63300000 PA USD 595.66000000 0.000007583924 Long ABS-CBDO USGSE US N 2 2044-01-25 Variable 0.02292330 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140NM4F1 132576.94500000 PA USD 138107.41000000 0.001758379285 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKGW0 4007.67810000 PA USD 3827.83000000 0.000048735813 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376JS59 29.87690000 PA USD 30.62000000 0.000000389852 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAL3 1180000.00000000 PA USD 1199086.50000000 0.015266732347 Long DBT CORP US N 2 2032-08-15 Fixed 0.06625000 N N N N N N STELLANTIS FINL SVC US CORP 5493000KNKFDOC1BOW59 85855FAB9 597000.00000000 PA USD 578057.12000000 0.007359805429 Long DBT CORP US N 2 2030-09-15 Fixed 0.05400000 N N N N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAD5 215000.00000000 PA USD 209321.85000000 0.002665079340 Long DBT NUSS PL N 2 2054-07-09 Fixed 0.06250000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAQ8 3000000.00000000 PA USD 2984316.81000000 0.037996229612 Long DBT CORP US N 2 2034-04-01 Fixed 0.05350000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 315000.00000000 PA USD 320589.99000000 0.004081741868 Long DBT CORP US N 2 2029-06-15 Fixed 0.06625000 N N N N N N GGAM MASTER TR INTERNATIONA LTD / LLC N/A 36173XAE2 3974788.52000000 PA USD 3924863.19000000 0.049971237123 Long ABS-CBDO CORP US N 2 2060-09-30 Fixed 0.05861000 N N N N N N VISTA COMMERCIAL MORTGAGE TRUST 2026-MF19 N/A 92842WAJ7 883000.00000000 PA USD 884102.87000000 0.011256370482 Long ABS-MBS CORP US N 2 2043-09-15 Variable 0.06650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BFC65 30386.37600000 PA USD 28231.07000000 0.000359437112 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04000000 N N N N N N APLD COMPUTECO 2 LLC N/A 03772CAA1 620000.00000000 PA USD 595647.51000000 0.007583765732 Long DBT CORP US N 2 2031-03-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBT9 17444.19300000 PA USD 13773.02000000 0.000175357665 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2026-XL6 N/A 12433NAJ0 267747.86300000 PA USD 269587.02000000 0.003432373626 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.06639200 N N N N N N CENT TRUST 2025-CITY N/A 12517TAC1 40600000.00000000 PA USD 224790.02000000 0.002862019603 Long ABS-MBS CORP US N 2 2040-07-10 Fixed 0.00208179 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WFH6 514394.31900000 PA USD 448131.64000000 0.005705598223 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 0.03000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AE6 385000.00000000 PA USD 393076.15000000 0.005004633422 Long DBT CORP US N 2 2030-12-15 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ETM0 923.11890000 PA USD 911.11000000 0.000011600224 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N VTR COML MTG TR 2025-STEM N/A 92890YAG0 320000.00000000 PA USD 310197.82000000 0.003949429080 Long ABS-MBS CORP US N 2 2039-10-13 Variable 0.06708937 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587EA1 5000000.00000000 PA USD 4763863.20000000 0.060653359382 Long DBT CORP US N 2 2035-03-15 Fixed 0.04850000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TBQ1 200000.00000000 PA USD 194688.00000000 0.002478761613 Long DBT NUSS SA N 2 2031-01-12 Fixed 0.04375000 N N N N N N PRPM 2026-RCF4 N/A 69384HAA1 941006.11770000 PA USD 931367.58000000 0.011858143312 Long ABS-CBDO CORP US N 2 2056-06-25 Variable 0.05250000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 100000.00000000 NC USD 18325.63000000 0.000233321356 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 15927.48000000 USD 0.00000000 USD 100000.00000000 USD 2398.15000000 N N N ALLEGRO CLO LTD N/A 01750WAQ2 2681000.00000000 PA USD 2691646.25000000 0.034269957065 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.05069210 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV6R1 21703280.47400000 PA USD 17169677.88000000 0.218603809390 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02000000 N N N N N N BX TRUST 2025-ROIC N/A 05593VAN3 1015044.22800000 PA USD 1016313.03000000 0.012939666162 Long ABS-MBS CORP US N 2 2030-03-15 Variable 0.06580490 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAK2 1555000.00000000 PA USD 1537658.48000000 0.019577420358 Long DBT CORP US N 2 2032-11-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FYBN5 1198995.74700000 PA USD 1054459.21000000 0.013425342150 Long ABS-CBDO USGSE US N 2 2041-04-25 Fixed 0.03000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AP1 200000.00000000 PA USD 200937.50000000 0.002558330054 Long DBT NUSS HU N 2 2029-06-16 Fixed 0.05250000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CF5 200000.00000000 PA USD 199300.00000000 0.002537481455 Long DBT NUSS BR N 2 2033-10-20 Fixed 0.06000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 250000.00000000 NC USD -53207.95000000 -0.00067744197 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BB CDSI S15 PRC Corp CY562348 Y 2064-11-18 0.00000000 USD 57980.57000000 USD 250000.00000000 USD 4772.62000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 610000.00000000 PA 691903.78000000 0.008809297594 Long DBT CORP CA N 2 2031-09-27 Variable 0.03125000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NHMK6 1922.38830000 PA USD 1952.66000000 0.000024861206 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 0.05616000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 1346000.00000000 PA USD 1319397.60000000 0.016798529563 Long DBT CORP US N 2 2029-05-15 Fixed 0.09750000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBS8 445000.00000000 PA USD 418300.00000000 0.005325782702 Long DBT NUSS MX N 2 2056-02-09 Fixed 0.06750000 N N N N N N MTN MAURITIUS INVESTMENTS LTD 2549009PQD415OQIR074 55377XAB2 145000.00000000 PA USD 145000.00000000 0.001846135529 Long DBT CORP MU N 2 2026-10-13 Fixed 0.06500000 N N N N N N BABSON CLO LTD/CAYMAN ISLANDS N/A 06762LAR9 860000.00000000 PA USD 861290.00000000 0.010965917724 Long ABS-CBDO CORP KY N 2 2038-01-15 Variable 0.05012920 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WKHM3 4133.18680000 PA USD 3979.76000000 0.000050670181 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.04500000 N N N N N N BANK5 2025-5YR19 N/A 05494RAL6 490000.00000000 PA USD 409864.86000000 0.005218386760 Long ABS-MBS CORP US N 2 2058-12-15 Variable 0.04500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJX3 274677.54000000 PA USD 280770.99000000 0.003574767587 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FPH6 144.80520000 PA USD 149.91000000 0.000001908649 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 0.05960000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAVD5 133654.39200000 PA USD 118961.44000000 0.001514613386 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HJK1 104.12130000 PA USD 105.78000000 0.000001346787 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 0.06000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2E4 785000.00000000 PA USD 671755.90000000 0.008552775407 Long DBT CORP SA N 2 2039-04-16 Fixed 0.04250000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AU0 145000.00000000 PA USD 157896.30000000 0.002010330823 Long DBT NUSS CI N 2 2037-01-30 Fixed 0.08250000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 23.00000000 NC USD 15716.13000000 0.000200097282 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES TREASURY BOND UNITED STATES TREASURY BOND 0% 06/30/2040 2026-12-21 2518596.37000000 USD 15716.13000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780AZ9 455000.00000000 PA USD 523250.00000000 0.006662002867 Long DBT NUSS ID N 2 2038-01-17 Fixed 0.07750000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAK4 590000.00000000 PA USD 594425.00000000 0.007568200772 Long LON CORP US N 2 2033-04-04 Variable 0.08186400 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BMUF3 266049.22800000 PA USD 257245.45000000 0.003275241137 Long ABS-CBDO USGSE US N 2 2047-09-25 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BMER5 182042.45200000 PA USD 165246.25000000 0.002103910160 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEDW9 2286294.12290000 PA USD 1981230.47000000 0.025224965258 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 N/A 872438.30000000 PA USD 856219.67000000 0.010901362439 Long LON CORP LU N 2 2030-11-15 Variable 0.08322670 N N N N N N SHURGARD LUXEMBOURG SARL 54930064DJ4U15OBV665 N/A 500000.00000000 PA 557075.49000000 0.007092667962 Long DBT CORP LU N 2 2035-05-27 Fixed 0.04000000 N N N N N N LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP N/A 505742AM8 405000.00000000 PA USD 403647.95000000 0.005139233254 Long DBT CORP US N 2 2027-02-01 Fixed 0.04250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5WR4 1816974.49900000 PA USD 1597020.29000000 0.020333213092 Long ABS-CBDO USGSE US N 2 2052-02-25 Fixed 0.01750000 N N N N N N STRATEGY INC 549300WQTWEJUEHXQX21 594972AS0 1301000.00000000 PA USD 1180397.30000000 0.015028782029 Long DBT CORP US N 2 2029-12-01 Fixed 0.00000000 N N N N Y STRATEGY INC USD XXXX N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AD4 950000.00000000 PA USD 853806.05000000 0.010870632303 Long DBT CORP US N 2 2043-01-30 Fixed 0.05125000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 1860000.00000000 PA USD 1860703.08000000 0.023690414245 Long DBT CORP US N 2 2030-12-31 Fixed 0.06000000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAM8 4235000.00000000 PA USD 3798370.57000000 0.048360736985 Long DBT CORP US N 2 2031-04-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AW6X6 15491.44320000 PA USD 14757.50000000 0.000187892034 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597BT3 90000.00000000 PA USD 84087.00000000 0.001070593091 Long DBT NUSS CR N 2 2043-04-30 Fixed 0.05625000 N N N N N N BANK 2023-BNK45 N/A 06541BBX5 200000.00000000 PA USD 201248.40000000 0.002562288423 Long ABS-MBS CORP US N 2 2056-02-15 Variable 0.06148000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394VS43 2742.43490000 PA USD 2473.23000000 0.000031489088 Long ABS-CBDO USGSE US N 2 2035-10-25 Fixed 0.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 2500000.00000000 PA USD 2505116.63000000 0.031895067695 Long DBT CORP US N 2 2027-06-09 Fixed 0.04750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128Q2KJ1 3439.97800000 PA USD 3533.65000000 0.000044990322 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.06257000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5C56 81038.78900000 PA USD 78930.21000000 0.001004937000 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.05000000 N N N N N N MARKS and SPENCER PLC 213800CN1RI3UCIZWB95 N/A 200000.00000000 PA 263123.78000000 0.003350083854 Long DBT CORP GB N 2 2032-08-18 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406PCX5 359.68350000 PA USD 370.46000000 0.000004716685 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.05708000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTDD8 3994147.82000000 PA USD 4004750.68000000 0.050988362182 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05500000 N N N N N N SAAVI ENERGIA SARL 254900A2V0IO8K56UH35 78518PAA3 410000.00000000 PA USD 450405.50000000 0.005734548939 Long DBT CORP LU N 2 2035-02-10 Fixed 0.08875000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 N/A 81885FAD8 600000.00000000 PA USD 591153.96000000 0.007526553992 Long ABS-CBDO CORP US N 2 2031-07-21 Fixed 0.03960000 N N N N N N FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU N/A 34461WAN0 660000.00000000 PA USD 667866.74000000 0.008503258741 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.09289200 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLP9 1740.91110000 PA USD 1697.00000000 0.000021606151 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.04500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 19317000.00000000 PA USD 19077289.75000000 0.242891464903 Long DBT CORP US N 2 2033-07-22 Variable 0.05015000 N N N N N N PRM TR 2025-PRM6 N/A 74277DAG7 625000.00000000 PA USD 619784.19000000 0.007891073197 Long ABS-MBS CORP US N 2 2033-07-05 Variable 0.05677360 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W4P54 11701.91820000 PA USD 10762.39000000 0.000137026417 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03500000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 N/A 437000.00000000 PA 498780.98000000 0.006350464058 Long DBT CORP US N 2 2081-09-15 Variable 0.01875000 N N N N N N ELP 2025-ELP N/A 290154AJ2 992000.00000000 PA USD 979624.40000000 0.012472547656 Long ABS-MBS CORP US N 2 2042-11-13 Variable 0.06450040 N N N N N N GENM CAPITAL LABUAN LTD 254900DWSHIWTSE0YG58 37231BAA6 265000.00000000 PA USD 238251.56000000 0.003033411516 Long DBT CORP MY N 2 2031-04-19 Fixed 0.03882000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4S81 8993852.06800000 PA USD 8217559.42000000 0.104625713170 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUK63 1507744.16800000 PA USD 1582843.25000000 0.020152711456 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KML37 247355.34900000 PA USD 221857.24000000 0.002824679539 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417CAZ8 28050.71740000 PA USD 25992.29000000 0.000330933034 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNF49 479573.48400000 PA USD 413185.41000000 0.005260663900 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBC5 4472000.00000000 PA USD 4339109.73000000 0.055245411298 Long DBT CORP US N 2 2036-04-30 Fixed 0.05550000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CH3 304400.00000000 PA USD 249912.40000000 0.003181876971 Long DBT NUSS UA N 2 2032-02-01 Variable 0.04000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 981000.00000000 PA USD 999197.13000000 0.012721747051 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N BX TR 2025-TAIL N/A 123912AJ6 722000.00000000 PA USD 717556.31000000 0.009135904815 Long ABS-MBS CORP US N 2 2035-06-15 Variable 0.06939200 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NDR6 128612.51610000 PA USD 118396.72000000 0.001507423388 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMR9 68440000.00000000 PA USD 67092587.50000000 0.854220755443 Long DBT UST US N 2 2032-02-29 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERMV9 565223.54400000 PA USD 497046.85000000 0.006328385169 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M5J43 624.60470000 PA USD 654.04000000 0.000008327217 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.07000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 6303000.00000000 PA USD 6321222.48000000 0.080481609718 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BPBP5 3395242.80000000 PA USD 3353395.75000000 0.042695331296 Long ABS-CBDO USGSE US N 2 2052-10-25 Variable 0.04443190 N N N N N N BX 2024 VLT4 N/A 05612TAL9 1679125.00000000 PA USD 1653749.73000000 0.021055490573 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.07577077 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-SPOT N/A 12433FAJ7 1103764.70500000 PA USD 1103764.71000000 0.014053098256 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.07329380 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418M4E9 3980.87780000 PA USD 4140.01000000 0.000052710479 Long ABS-MBS USGSE US N 2 2040-03-01 Variable 0.06079000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDR4 14000000.00000000 PA USD 14010034.92000000 0.178375332642 Long DBT CORP US N 2 2034-06-01 Variable 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG44 136268.57100000 PA USD 118650.99000000 0.001510660746 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5MF3 284813.54490000 PA USD 260385.60000000 0.003315221430 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.02500000 N N N N N N NYMT LN TR 2022-CP1 N/A 62955VAA4 127736.14400000 PA USD 119165.96000000 0.001517217328 Long ABS-CBDO CORP US N 2 2061-07-25 Fixed 0.02042400 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHHT7 123503.29000000 PA USD 97395.90000000 0.001240041595 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380UAT0 76227.58700000 PA USD 68257.68000000 0.000869054677 Long ABS-CBDO USGA US N 2 2047-10-20 Fixed 0.03000000 N N N N N N PRPM 2024-RCF4 LLC N/A 74448JAA1 214618.48000000 PA USD 211496.96000000 0.002692772773 Long ABS-CBDO CORP US N 2 2054-07-25 Fixed 0.04000000 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 40409AAB6 78000.00000000 PA USD 77080.73000000 0.000981389477 Long DBT CORP US N 2 2033-07-15 Fixed 0.05950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNSS9 11269.84370000 PA USD 10366.46000000 0.000131985449 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XYYB9 47500.11100000 PA USD 43123.19000000 0.000549043125 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EL98 2145.15160000 PA USD 2045.64000000 0.000026045025 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -143.00000000 NC USD 87028.43000000 0.001108043287 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UST NOTES UST NOTES 0% 06/30/2040 2026-12-21 -15497512.81000000 USD 87028.43000000 N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 195000.00000000 PA USD 190667.39000000 0.002427571330 Long DBT CORP US N 2 2029-03-15 Fixed 0.05500000 N N N N N N BX TRUST 2025-DIME N/A 05613UAA9 7086000.00000000 PA USD 7067863.38000000 0.089987818636 Long ABS-MBS CORP US N 2 2035-02-15 Variable 0.04789200 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 59408UAE7 315000.00000000 PA USD 314508.60000000 0.004004313798 Long LON CORP US N 2 2033-03-15 Variable 0.08732220 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAF3 140000.00000000 PA USD 134881.98000000 0.001717313210 Long DBT CORP US N 2 2027-10-01 Fixed 0.01750000 N N N N N N BBCMS MTG TR 2025-C32 N/A 07337AAT3 100000.00000000 PA USD 79027.02000000 0.001006169582 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 0.04500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 1282000.00000000 PA USD 1283866.59000000 0.016346149839 Long DBT CORP US N 2 2033-01-15 Fixed 0.06000000 N N N N N N AIMCO CLO 20 LTD 2549009AFNTQKXTAWE65 00901QAN2 12811000.00000000 PA USD 12819083.74000000 0.163212178938 Long ABS-CBDO CORP JE N 2 2038-10-16 Variable 0.05002860 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417DGB3 5688.22640000 PA USD 5119.17000000 0.000065177114 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DX63 270.03120000 PA USD 266.27000000 0.000003390141 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375B5N8 1466.19260000 PA USD 1466.32000000 0.000018669141 Long ABS-CBDO USGA US N 2 2063-08-20 Variable 0.04381860 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q86S9 2560.18700000 PA USD 2453.86000000 0.000031242469 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.04500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 378000.00000000 PA USD 359725.68000000 0.004580016266 Long DBT CORP US N 2 2039-06-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2MT5 2978487.51000000 PA USD 2370272.32000000 0.030178234097 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAA1 200000.00000000 PA USD 209750.00000000 0.002670530532 Long DBT NUSS NG N 2 2032-02-16 Fixed 0.07875000 N N N N N N SHR TR 2024-LXRY N/A 784234AG1 460000.00000000 PA USD 460862.50000000 0.005867687140 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.07239200 N N N N N N COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC N/A 19240WAA7 556000.00000000 PA USD 527310.56000000 0.006713701791 Long DBT CORP US N 2 2027-06-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5ZJ9 436861.47000000 PA USD 401224.02000000 0.005108371852 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MRLJ8 23633.57160000 PA USD 21855.73000000 0.000278266480 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MAY6 23896.60210000 PA USD 22654.06000000 0.000288430793 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 0.04000000 N N N N N N MVM ENERGETIKA ZRT 529900ELI5AQ9F74PF85 N/A 200000.00000000 PA USD 207472.00000000 0.002641527107 Long DBT CORP HU N 2 2031-03-13 Fixed 0.06500000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAP1 5000000.00000000 PA USD 4214572.55000000 0.053659807762 Long DBT CORP US N 2 2033-12-01 Fixed 0.02900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J66H2 6411.66110000 PA USD 5972.23000000 0.000076038248 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAJ6 700000.01000000 PA USD 699478.93000000 0.008905744170 Long ABS-MBS CORP US N 2 2041-05-15 Variable 0.07327500 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376H2Y8 3.88630000 PA USD 3.89000000 0.000000049527 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AF6L0 26489.97300000 PA USD 21171.71000000 0.000269557558 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV3Z6 1982728.55600000 PA USD 1712593.69000000 0.021804690058 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HNN53 1697449.54600000 PA USD 1696245.21000000 0.021596541714 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 0.04149750 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 198280AH2 10000.00000000 PA USD 9546.96000000 0.000121551600 Long DBT CORP US N 2 2045-06-01 Fixed 0.05800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJB6 10000000.00000000 PA USD 9178843.80000000 0.116864756258 Long DBT CORP US N 2 2031-04-29 Variable 0.02592000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179N5V6 1872.38310000 PA USD 1725.68000000 0.000021971304 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A4CV8 788393.82300000 PA USD 729562.46000000 0.009288766746 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLX0 1200000.00000000 PA USD 1188448.68000000 0.015131291951 Long ABS-CBDO CORP US N 2 2032-12-20 Fixed 0.05090000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BJC59 17308.15900000 PA USD 16080.49000000 0.000204736302 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04000000 N N N N N N SOUTH WEST WATER FINANCE PLC 213800OV68U446W4NV89 N/A 495000.00000000 PA 655438.09000000 0.008345017553 Long DBT CORP GB N 2 2031-09-15 Fixed 0.05250000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 839000.00000000 PA USD 687260.79000000 0.008750183188 Long DBT CORP US N 2 2050-05-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5ZK8 37286.34400000 PA USD 36164.70000000 0.000460447845 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 0.05000000 N N N N N N ELP 2025-ELP N/A 290154AG8 160000.00000000 PA USD 156815.42000000 0.001996569092 Long ABS-MBS CORP US N 2 2042-11-13 Variable 0.05612405 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2M24 2310046.10200000 PA USD 1849878.68000000 0.023552598318 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3 N/A 617960AA7 364104.26000000 PA USD 361797.15000000 0.004606390158 Long ABS-CBDO CORP US N 2 2071-03-25 Variable 0.05134000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQQ7 148400000.00000000 PA USD 144179875.00000000 1.835693723128 Long DBT UST US N 2 2036-05-15 Fixed 0.04375000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 900000.00000000 PA 1017953.09000000 0.012960547356 Long DBT CORP FR N 2 2037-02-18 Variable 0.03945000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BFT0 4.36040000 PA USD 4.44000000 0.000000056529 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.08500000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAG9 260000.00000000 PA USD 243129.11000000 0.003095512332 Long DBT CORP US N 2 2030-02-15 Fixed 0.03100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTDB2 941935.44500000 PA USD 947379.46000000 0.012062006074 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05500000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAV1 305000.00000000 PA USD 256810.00000000 0.003269697002 Long DBT NUSS SA N 2 2033-02-02 Fixed 0.02250000 N N N N N N BX TR 2026-PNDA N/A 05595DAG6 310000.00000000 PA USD 311646.88000000 0.003967878467 Long ABS-MBS CORP US N 2 2043-05-15 Variable 0.05739200 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAA8 383377.27000000 PA USD 381477.52000000 0.004856960022 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.04685300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DSL7 733622.64000000 PA USD 653661.51000000 0.008322398191 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7KK4 105327.41850000 PA USD 84345.91000000 0.001073889525 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAB1 405000.00000000 PA USD 400090.93000000 0.005093945385 Long DBT CORP US N 2 2030-04-15 Fixed 0.08750000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABKC5 1101084.57200000 PA USD 918567.14000000 0.011695168505 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLE46 2210291.72700000 PA USD 1748583.45000000 0.022262910572 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEVS6 1966.22190000 PA USD 1876.45000000 0.000023890903 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AL4 194000.00000000 PA USD 193105.52000000 0.002458613526 Long DBT CORP US N 2 2030-05-15 Fixed 0.06125000 N N N N N N PEARSON FUNDING FIVE PLC 2138001ZJKQ5U81RMY52 N/A 280000.00000000 PA 378303.52000000 0.004816548752 Long DBT CORP GB N 2 2036-04-28 Fixed 0.06375000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 111155.92000000 0.001415233746 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 13471000.00000000 GBP 18364906.53000000 USD 2026-09-29 111155.92000000 N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 565000.00000000 PA USD 564384.15000000 0.007185721596 Long DBT CORP LU N 2 2030-08-17 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSRB0 685136.83900000 PA USD 724539.06000000 0.009224808972 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBU7 11965.49100000 PA USD 11812.79000000 0.000150400078 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132LQUS4 4088.74430000 PA USD 3903.43000000 0.000049698350 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 0.04000000 N N N N N N BX TR 2019-OC11 N/A 05606FAN3 2038000.00000000 PA USD 1842648.53000000 0.023460544271 Long ABS-MBS CORP US N 2 2041-12-09 Variable 0.03943990 N N N N N N AIMCO CLO 14 LTD / AIMCO CLO 14 LLC N/A 00144GAN1 2222000.00000000 PA USD 2225446.32000000 0.028334313931 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.04949210 N N N N N N BMO 2025-C13 MORTGAGE TRUST N/A 05592YAJ7 399000.00000000 PA USD 373130.00000000 0.004750679655 Long ABS-MBS CORP US N 2 2058-10-15 Variable 0.06133700 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WQAX0 45682.58350000 PA USD 41000.06000000 0.000522011499 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N ACCENTRO REAL ESTATE AG 391200VKLY50XNAFCM46 N/A 562818.50000000 PA 150360.63000000 0.001914386905 Long DBT CORP DE N 2 2036-12-30 Variable 0.07000000 Y Y Y N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402QPF2 422.44970000 PA USD 417.07000000 0.000005310122 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQ5U2 12911.88700000 PA USD 12212.84000000 0.000155493502 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.04000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31398PU56 84776.86980000 PA USD 85658.52000000 0.001090601635 Long ABS-CBDO USGSE US N 2 2036-03-25 Variable 0.04677670 N N N N N N HAWAIIAN ELECTRIC CO INC 549300PQE8D806LWQV52 419866AV0 404000.00000000 PA USD 398601.39000000 0.005074980607 Long DBT CORP US N 2 2033-10-01 Fixed 0.06000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBK7 3150000.00000000 PA USD 3031594.74000000 0.038598170759 Long DBT CORP US N 2 2030-03-19 Fixed 0.03482000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXX3 2070497.25800000 PA USD 1664061.96000000 0.021186785568 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACDB7 170.22830000 PA USD 167.05000000 0.000002126875 Long ABS-MBS USGA US N 2 2059-08-20 Variable 0.05470000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GUMX2 73656.53600000 PA USD 69989.29000000 0.000891101482 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N COLOMBIA TELECOMUNICACIONES S A ESP 549300CK4YN0V1C3MN55 19533PAC4 465000.00000000 PA USD 440587.50000000 0.005609546465 Long DBT CORP CO N 2 2030-07-17 Fixed 0.04950000 N N N N N N BX COML MTG TR 2024-XL5 N/A 05612GAG8 723450.00500000 PA USD 727971.57000000 0.009268511584 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.06329000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 41809JAA3 160000.00000000 PA USD 164200.00000000 0.002090589337 Long DBT NUSS JO N 2 2028-01-15 Fixed 0.07750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKN5 18230.63880000 PA USD 17770.77000000 0.000226256895 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04500000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2026-P3 N/A 14689HAC5 1200000.00000000 PA USD 1196619.72000000 0.015235325380 Long ABS-CBDO CORP US N 2 2031-08-11 Fixed 0.04760000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXWA5 12362.90600000 PA USD 11231.45000000 0.000142998475 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312938YE7 1661.85340000 PA USD 1630.71000000 0.000020762149 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.04500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DW1 1396000.00000000 PA USD 1369043.69000000 0.017430622050 Long DBT CORP JP N 2 2032-04-21 Variable 0.04847000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSU33 35935.57900000 PA USD 35259.67000000 0.000448925031 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAD5 815000.00000000 PA USD 525715.75000000 0.006693396720 Long DBT CORP QA N 2 2051-07-12 Fixed 0.03300000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 2100000.00000000 PA USD 2018290.07000000 0.025696806943 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 826418BS3 761000.00000000 PA USD 757801.67000000 0.009648307497 Long DBT CORP US N 2 2056-09-15 Variable 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QS4U2 752491.08600000 PA USD 786150.54000000 0.010009244436 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N BX TRUST 2026-CART N/A 12433MAJ2 275000.00000000 PA USD 275000.00000000 0.003501291521 Long ABS-MBS CORP US N 2 2036-02-15 Variable 0.06739200 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AJ4 1435000.00000000 PA USD 1255850.81000000 0.015989453792 Long DBT CORP US N 2 2032-01-07 Fixed 0.02775000 N N N N N N FORVIA 969500F0VMZLK2IULV85 31209DAC9 360000.00000000 PA USD 360676.80000000 0.004592125897 Long DBT CORP FR N 2 2033-09-15 Fixed 0.06750000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAD8 200000.00000000 PA USD 198822.00000000 0.002531395573 Long DBT CORP GB N 2 2035-09-09 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTC8 164934.23990000 PA USD 131769.64000000 0.001677686993 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406YZX1 71.70270000 PA USD 73.30000000 0.000000933253 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N CARLYLE US CLO 2021-10 LTD N/A 14316YAL9 2890000.00000000 PA USD 2896641.22000000 0.036879946703 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.05039210 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 3909000.00000000 PA USD 3754816.80000000 0.047806211728 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N APLD COMPUTECO 3 LLC N/A 03790NAA5 970000.00000000 PA USD 933917.48000000 0.011890608560 Long DBT CORP US N 2 2031-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297JT46 2313.00850000 PA USD 2259.15000000 0.000028763428 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAQ5 194000.00000000 PA USD 192577.33000000 0.002451888627 Long DBT CORP US N 2 2032-01-10 Fixed 0.05750000 N N N N N N OHA CREDIT FUNDING 18 LTD N/A 67124RAE0 250000.00000000 PA USD 249561.75000000 0.003177412506 Long ABS-CBDO CORP BM N 2 2039-07-20 Variable 0.04918240 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ECS8 7008.48670000 PA USD 6306.21000000 0.000080290471 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 27927WAQ5 440000.00000000 PA USD 438750.40000000 0.005586156565 Long DBT NUSS EC N 2 2034-01-29 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMVP7 2849059.90000000 PA USD 2370163.99000000 0.030176854843 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXFN5 1594.92020000 PA USD 1591.68000000 0.000020265220 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.05000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AU4 537220.27000000 PA USD 502773.71000000 0.006401299374 Long LON CORP US N 2 2029-09-04 Variable 0.09560970 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAR1 4879000.00000000 PA USD 4676137.03000000 0.059536432490 Long DBT CORP US N 2 2035-09-01 Fixed 0.05250000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136AA2T1 31091.22100000 PA USD 29126.79000000 0.000370841392 Long ABS-CBDO USGSE US N 2 2042-06-25 Fixed 0.01750000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 N/A 200000.00000000 PA 227674.86000000 0.002898749297 Long DBT CORP US N 2 2036-07-23 Variable 0.04296000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAA2 260000.00000000 PA USD 265649.80000000 0.003382245063 Long DBT CORP UZ N 2 2028-10-17 Fixed 0.06700000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 240000.00000000 PA USD 237194.88000000 0.003019957898 Long DBT CORP US N 2 2028-03-15 Fixed 0.04875000 N N N N N N DBUBS 2011 LC3 N/A 23305YAM1 582252.97400000 PA USD 567644.25000000 0.007227229089 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05355715 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 16.00000000 NC USD -6779.84000000 -0.00008632071 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES $US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING 2026-12-21 1758779.84000000 USD -6779.84000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLED6 540319.16400000 PA USD 540740.40000000 0.006884690100 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BMDD7 264302.69800000 PA USD 239534.23000000 0.003049742431 Long ABS-CBDO USGSE US N 2 2052-03-25 Fixed 0.02250000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 5329000.00000000 PA USD 5358075.56000000 0.068218852829 Long DBT CORP US N 2 2031-01-30 Fixed 0.05250000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AB6 280000.00000000 PA USD 289450.00000000 0.003685268475 Long DBT NUSS AO N 2 2028-05-09 Fixed 0.08250000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAL1 605000.00000000 PA USD 604946.34000000 0.007702158149 Long DBT CORP US N 2 2034-01-15 Fixed 0.07000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CQ1 200000.00000000 PA USD 193758.00000000 0.002466920882 Long DBT NUSS BR N 2 2036-05-22 Fixed 0.06250000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380HES7 167899.03110000 PA USD 150626.50000000 0.001917771953 Long ABS-CBDO USGA US N 2 2047-09-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J95F4 49005.96950000 PA USD 47413.47000000 0.000603666838 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N ARES CLO N/A 04017WAW2 2826000.00000000 PA USD 2833497.38000000 0.036076001279 Long ABS-CBDO CORP KY N 2 2038-07-15 Variable 0.05062920 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BMW5 4778.51340000 PA USD 4894.81000000 0.000062320570 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 0.06000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BY5 115000.00000000 PA USD 94260.90000000 0.001200126872 Long DBT NUSS BR N 2 2047-02-21 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNF73 53008.90900000 PA USD 42217.48000000 0.000537511653 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N CCG RECEIVABLES TRUST 2026-1 N/A 14988KAB8 1400000.00000000 PA USD 1395525.88000000 0.017767792477 Long ABS-CBDO CORP US N 2 2034-01-17 Fixed 0.04450000 N N N N N N BANK5 2025-5YR19 N/A 05494RCD2 255000.00000000 PA USD 247417.45000000 0.003150111344 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 0.05715000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31394YPA6 2897.89970000 PA USD 2946.12000000 0.000037509909 Long ABS-CBDO USGSE US N 2 2034-05-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER2M1 11651.17610000 PA USD 10980.83000000 0.000139807588 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AG8 170000.00000000 PA USD 167811.01000000 0.002136564605 Long DBT CORP AU N 2 2032-05-01 Fixed 0.06000000 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP N/A 24665FAD4 162000.00000000 PA USD 167697.54000000 0.002135119908 Long DBT CORP US N 2 2029-03-15 Fixed 0.08625000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 555000.00000000 PA USD 544721.21000000 0.006935373650 Long DBT CORP US N 2 2036-02-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J74S1 20793.85580000 PA USD 19325.45000000 0.000246051033 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 300000.00000000 PA 339147.53000000 0.004318015895 Long DBT CORP FR N 2 2036-03-06 Fixed 0.03875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HMC65 1300000.00000000 PA USD 1280189.30000000 0.016299330696 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 0.04329000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHVQ2 32329.04510000 PA USD 29349.53000000 0.000373677311 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQZ2 2951.62400000 PA USD 2797.48000000 0.000035617429 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJL50 453715.21700000 PA USD 444330.66000000 0.005657204263 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 N/A 30168JAC7 825204.71000000 PA USD 825593.13000000 0.010511426276 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 0.04740000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLU1 9000000.00000000 PA USD 9255108.51000000 0.117835756194 Long DBT CORP US N 2 2034-09-15 Variable 0.05872000 N N N N N N GABONESE REPUBLIC N/A 362420AD3 115000.00000000 PA USD 99992.50000000 0.001273101427 Long DBT NUSS GA N 2 2031-02-06 Fixed 0.06625000 N N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAR2 1007475.00000000 PA USD 1001389.85000000 0.012749664695 Long LON CORP US N 2 2032-10-01 Variable 0.07475430 N N N N N N KION GROUP AG 5299005KY91C4C6U9H17 N/A 80000.00000000 PA 92469.80000000 0.001177322642 Long DBT CORP DE N 2 2031-03-24 Fixed 0.04125000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DT4 200000.00000000 PA USD 193436.00000000 0.002462821187 Long DBT NUSS TR N 2 2033-03-14 Fixed 0.06300000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AN6 405000.00000000 PA USD 243358.43000000 0.003098432027 Long DBT NUSS HU N 2 2051-09-21 Fixed 0.03125000 N N N N N N PETRORIO LUXEMBOURG HOLDING SARL 2221003VQP4JY7T31H94 74259PAA5 250000.00000000 PA USD 247930.00000000 0.003156637115 Long DBT CORP LU N 2 2030-10-15 Fixed 0.06750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AUD0 8.46400000 PA USD 8.49000000 0.000000108094 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LYNN9 47298.03400000 PA USD 41552.89000000 0.000529050114 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 1180000.00000000 PA USD 1208422.66000000 0.015385600048 Long DBT CORP US N 2 2032-09-01 Fixed 0.06875000 N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJYG6 2693304.42000000 PA USD 2704300.64000000 0.034431072369 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04793190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BBQQ8 448100.85000000 PA USD 421105.06000000 0.005361496640 Long ABS-CBDO USGSE US N 2 2045-05-25 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM4P6 8026937.88900000 PA USD 6660138.20000000 0.084796674216 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N BHG 2025-2CON N/A 05494LAA3 735622.74000000 PA USD 727078.11000000 0.009257136079 Long ABS-CBDO CORP US N 2 2036-09-17 Fixed 0.04840000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAK8 760000.00000000 PA USD 757530.00000000 0.009644848603 Long LON CORP US N 2 2033-02-03 Variable 0.08862640 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DZF1 11850.96470000 PA USD 11842.37000000 0.000150776689 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XR6J9 408981.69200000 PA USD 326488.98000000 0.004156847627 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A N/A 98164PAB6 215782.01000000 PA USD 215833.00000000 0.002747979101 Long ABS-CBDO CORP US N 2 2027-12-15 Fixed 0.04350000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31398NUY8 100143.00720000 PA USD 98357.06000000 0.001252279055 Long ABS-CBDO USGSE US N 2 2040-10-25 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRW4 25722.99800000 PA USD 20349.72000000 0.000259092007 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02000000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBW0 4211000.00000000 PA USD 4079188.58000000 0.051936103230 Long DBT CORP US N 2 2034-02-15 Fixed 0.05000000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 05675M2J2 190000.00000000 PA USD 168797.90000000 0.002149129658 Long DBT NUSS BH N 2 2034-05-18 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGG92 1615219.51900000 PA USD 1391179.53000000 0.017712454882 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N 1261229 BC LTD N/A N/A 2501770.28000000 PA USD 2486584.53000000 0.031659117569 Long LON CORP CA N 2 2030-10-08 Variable 0.09936400 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2024-OMNI N/A 46593JAJ3 400000.00000000 PA USD 393663.72000000 0.005012114345 Long ABS-MBS CORP US N 2 2039-10-05 Variable 0.05797150 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CCDZ6 24889.38100000 PA USD 24306.91000000 0.000309474828 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAL4 2321280.00000000 PA USD 2215831.68000000 0.028211900630 Long ABS-CBDO CORP US N 2 2049-10-25 Fixed 0.03668000 N N N N N N BAHAMAS COMWLTH 549300W13SXC7EKNJC20 056732AP5 215000.00000000 PA USD 237360.00000000 0.003022060201 Long DBT NUSS BS N 2 2036-06-24 Fixed 0.08250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3S94 160088.53900000 PA USD 139444.59000000 0.001775404220 Long ABS-CBDO USGSE US N 2 2048-08-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3EQ1 4246805.62500000 PA USD 3332568.17000000 0.042430155190 Long ABS-CBDO USGSE US N 2 2051-10-25 Fixed 0.01750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ATA8 2.52000000 PA USD 2.52000000 0.000000032084 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0H80 48743.61030000 PA USD 45545.18000000 0.000579879827 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 43741000.00000000 PA USD 41437762.97000000 0.527584320519 Long DBT UST US N 2 2034-08-15 Fixed 0.03875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XCE7 2011.73690000 PA USD 1905.52000000 0.000024261021 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAA1 200000.00000000 PA USD 196250.00000000 0.002498648949 Long DBT CORP LU N 2 2041-06-30 Fixed 0.05957300 N N N N N N WELLS FARGO COML MTG TR 2016-NXS6 549300CFP9NBBMZH1008 95000KBH7 856000.00000000 PA USD 832094.57000000 0.010594202409 Long ABS-MBS CORP US N 2 2049-11-15 Variable 0.04543133 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFPA1 199931.67650000 PA USD 158730.22000000 0.002020948267 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBM3 4767000.00000000 PA USD 4566889.49000000 0.058145496179 Long DBT CORP US N 2 2029-12-15 Fixed 0.03550000 N N N N N N BX COML MTG TR 2024-GPA3 N/A 123910AA9 3384072.63900000 PA USD 3390417.78000000 0.043166694641 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.04932020 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCS56 9992.93900000 PA USD 9444.99000000 0.000120253321 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03000000 N N N N N N BANK 2018-BNK10 N/A 065404BE4 385000.00000000 PA USD 349661.58000000 0.004451880455 Long ABS-MBS CORP US N 2 2061-02-15 Variable 0.04163000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371KLV1 301.30860000 PA USD 315.51000000 0.000004017063 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.07000000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AJ1 110000.00000000 PA USD 110265.10000000 0.001403891853 Long DBT NUSS RS N 2 2034-06-12 Fixed 0.06000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 731000.00000000 PA USD 730348.18000000 0.009298770509 Long DBT CORP US N 2 2032-04-15 Fixed 0.05350000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AJ9 550000.00000000 PA USD 506229.09000000 0.006445293165 Long DBT CORP US N 2 2038-08-15 Fixed 0.04800000 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAA5 8973163.08000000 PA USD 8978771.31000000 0.114317439484 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.04889200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HTS4 100.67160000 PA USD 102.57000000 0.000001305918 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.06000000 N N N N N N QTS CENTRAL / QTS TRS CENTRAL LLC N/A 74751QAA6 2119000.00000000 PA USD 2088707.37000000 0.026593357835 Long DBT CORP US N 2 2031-09-01 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJXR6 16072.91540000 PA USD 14659.71000000 0.000186646975 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMS1 14703866.20000000 PA USD 15080601.31000000 0.192005750911 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BL7 211000.00000000 PA USD 184571.82000000 0.002349962721 Long DBT CORP US N 2 2032-12-15 Fixed 0.02850000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 345000.00000000 PA 392386.39000000 0.004995851419 Long DBT NUSS LU N 2 2044-04-04 Fixed 0.04000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DP0 805000.00000000 PA USD 723695.00000000 0.009214062426 Long DBT NUSS CL N 2 2031-01-31 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QL7M2 596387.51950000 PA USD 476467.29000000 0.006066366845 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N BANK HAPOALIM B M B6ARUI4946ST4S7WOU88 N/A 200000.00000000 PA USD 196428.07000000 0.002500916130 Long DBT CORP IL N 2 2033-01-14 Fixed 0.05252000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ENDS5 19690.77150000 PA USD 19128.26000000 0.000243540416 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 0.04500000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAG3 1900000.00000000 PA USD 1901162.23000000 0.024205538895 Long ABS-CBDO CORP US N 2 2033-07-15 Fixed 0.04670000 N N N N N N BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 N/A 06054MAK9 818000.00000000 PA USD 791382.28000000 0.010075854788 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.04761527 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 540000.00000000 PA 597634.50000000 0.007609064027 Long DBT CORP DE N 2 2035-01-17 Fixed 0.02750000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAC9 370000.00000000 PA USD 369334.00000000 0.004702349100 Long DBT CORP US N 2 2026-09-18 Fixed 0.04375000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAK9 617000.00000000 PA USD 642317.42000000 0.008177965587 Long DBT CORP US N 2 2030-11-21 Fixed 0.06375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNZ0 37000000.00000000 PA USD 35647187.50000000 0.453858892171 Long DBT UST US N 2 2032-09-30 Fixed 0.03875000 N N N N N N OBX 2026-NQM11 N/A 67125JAA5 790337.59000000 PA USD 790296.97000000 0.010062036655 Long ABS-CBDO CORP US N 2 2066-06-25 Variable 0.05592000 N N N N N N GOLDENTREE LN MGMT US CLO 31 LTD / GOLDENTREE LN MGMT US CLO 31 LLC 549300QXPI5JCSVZ9W25 38140MAC6 4167000.00000000 PA USD 4177950.88000000 0.053193541789 Long ABS-CBDO CORP JE N 2 2040-07-20 Variable 0.04949100 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 3856000.00000000 PA USD 3565217.65000000 0.045392241196 Long DBT CORP US N 2 2032-09-26 Fixed 0.04800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPY1 56335000.00000000 PA USD 54504112.50000000 0.693944679872 Long DBT UST US N 2 2033-01-31 Fixed 0.04000000 N N N N N N BOS TR 2026-LYRK N/A 05595BAJ4 65000.00000000 PA USD 64288.35000000 0.000818517290 Long ABS-MBS CORP US N 2 2041-05-11 Variable 0.07778900 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAR3 194000.00000000 PA USD 190124.80000000 0.002420663091 Long DBT CORP US N 2 2036-08-10 Fixed 0.06250000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AX2 220000.00000000 PA USD 182600.00000000 0.002324857570 Long DBT NUSS ZA N 2 2047-09-27 Fixed 0.05650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW40 48924.60800000 PA USD 40917.00000000 0.000520953982 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N BX 2026-ALOHA N/A 12434HAA1 5508000.00000000 PA USD 5521770.00000000 0.070303005392 Long ABS-MBS CORP US N 2 2043-04-15 Floating 0.04989200 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 5927000.00000000 PA USD 6479686.82000000 0.082499172809 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 07336UAC7 215000.00000000 PA USD 215640.70000000 0.002745530743 Long DBT CORP US N 2 2029-09-10 Fixed 0.05250000 N N N N N N ENSTALL GROUP BV 724500UTJRTIU7878U15 N/A 355112.01000000 PA USD 189924.56000000 0.002418113642 Long LON CORP NL N 3 2029-08-31 Variable 0.12000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBD3 950000.00000000 PA USD 939585.68000000 0.011962775908 Long DBT CORP US N 2 2028-10-30 Fixed 0.04550000 N N N N N N A-GAS FINCO INC 254900YJ1VCSP18B5452 N/A 840000.00000000 PA USD 793800.00000000 0.010106637125 Long LON CORP US N 2 2029-12-14 Variable 0.08982220 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395WMR5 6041.14280000 PA USD 6029.44000000 0.000076766644 Long ABS-CBDO USGSE US N 2 2035-07-15 Fixed 0.05000000 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAC1 1150381.46000000 PA USD 1151100.45000000 0.014655775438 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05089200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WEQ28 6101.65110000 PA USD 5400.54000000 0.000068759508 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M4JL8 392.03680000 PA USD 391.33000000 0.000004982401 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNN32 1160695.29300000 PA USD 965595.07000000 0.012293926659 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140B0NZ7 42705.32200000 PA USD 44520.81000000 0.000566837580 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GLZ8 9.47790000 PA USD 9.50000000 0.000000120953 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EZZ4 155.02680000 PA USD 153.37000000 0.000001952702 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QRGJ6 70963.04400000 PA USD 70996.19000000 0.000903921302 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.05500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BKP6 37683.96940000 PA USD 37631.70000000 0.000479125644 Long ABS-CBDO USGA US N 2 2061-02-20 Variable 0.04281860 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128K8UH7 1786.27070000 PA USD 1870.44000000 0.000023814384 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGV35 551611.49300000 PA USD 530036.64000000 0.006748410158 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 0.02500000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92841HAA0 30000.00000000 PA USD 30632.24000000 0.000390008735 Long DBT CORP MT N 2 2028-06-01 Fixed 0.09500000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 203400000.00000000 PA 1231171.61000000 0.015675238978 Long DBT NUSS JP N 2 2028-09-20 Fixed 0.00100000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAB1 160000.00000000 PA USD 158576.00000000 0.002018984742 Long DBT CORP MA N 2 2044-04-25 Fixed 0.06875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AR4L6 309762.22100000 PA USD 246701.54000000 0.003140996400 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 1670000.00000000 PA USD 1590941.87000000 0.020255822836 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BQRD3 3381095.88900000 PA USD 3436206.40000000 0.043749673939 Long ABS-CBDO USGSE US N 2 2053-11-25 Variable 0.05093190 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AW5 340000.00000000 PA USD 353362.00000000 0.004498994089 Long DBT CORP CA N 2 2033-03-01 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XR4 2798.13350000 PA USD 2730.55000000 0.000034765278 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXJ2 8557968.37600000 PA USD 7166130.35000000 0.091238950669 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02500000 N N N N N N FS 2023-4SZN N/A 30334RAG9 500000.00000000 PA USD 501521.00000000 0.006385349909 Long ABS-MBS CORP US N 2 2039-11-10 Variable 0.09080080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MYAE2 19132.48700000 PA USD 18718.22000000 0.000238319799 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 310000.00000000 PA USD 308046.19000000 0.003922034593 Long DBT CORP IL N 2 2028-03-30 Fixed 0.05375000 N N N N N N TURKIYE IHRACAT KREDI BANKASI AS 789000JVRVYLAXGDWR11 90015LAL1 265000.00000000 PA USD 258653.25000000 0.003293165204 Long DBT CORP TR N 2 2030-10-03 Fixed 0.06375000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31349SUE1 2314.37300000 PA USD 2372.94000000 0.000030212198 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 0.05730000 N N N N N N MORGAN STANLEY CAP I TR 2024-BPR2 3IFG42XD94UUZ7FL2766 61776EAC7 7788380.37000000 PA USD 162427.45000000 0.002068021285 Long ABS-MBS CORP US N 2 2029-05-05 Variable 0.00852789 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BZ6 250000.00000000 PA USD 290625.00000000 0.003700228539 Long DBT NUSS PA N 2 2057-03-01 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E6TA4 9055.95060000 PA USD 9455.39000000 0.000120385733 Long ABS-MBS USGSE US N 2 2042-02-01 Variable 0.05963000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BEU6 32123.87600000 PA USD 31011.69000000 0.000394839880 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N JOHN DEERE OWNER TRUST 2025 N/A 47800DAB0 485709.80000000 PA USD 485888.40000000 0.006186316127 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.04230000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CE3 3000000.00000000 PA USD 2380560.03000000 0.030309216904 Long DBT CORP US N 2 2039-03-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137BE3R3 65878.12060000 PA USD 64229.36000000 0.000817766231 Long ABS-CBDO USGSE US N 2 2040-11-15 Fixed 0.04500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBH2 39000.00000000 PA USD 38880.45000000 0.000495024690 Long DBT CORP US N 2 2056-02-15 Variable 0.06750000 N N N N N N WHARF 2025-DC E N/A 92987LAL1 842000.00000000 PA USD 847616.22000000 0.010791823579 Long ABS-MBS CORP US N 2 2040-07-15 Variable 0.07981570 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ASJZ7 34099.49400000 PA USD 31691.47000000 0.000403494818 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.04000000 N N N N N N BENCHMARK 2024-V5 MTG TR N/A 08163XAY9 1500000.00000000 PA USD 1521085.50000000 0.019366413687 Long ABS-MBS CORP US N 2 2057-01-10 Fixed 0.05805300 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 270000.00000000 PA USD 184588.20000000 0.002350171271 Long DBT CORP NL N 2 2050-08-03 Fixed 0.04027000 N N N N N N CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL N/A 23292NAB4 595000.00000000 PA USD 587798.42000000 0.007483831360 Long DBT CORP US N 2 2034-04-15 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9CN8 4489.08290000 PA USD 4150.81000000 0.000052847984 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BSMZ5 346045.80900000 PA USD 349601.15000000 0.004451111062 Long ABS-CBDO USGSE US N 2 2054-07-25 Variable 0.05173190 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CM2 955000.00000000 PA USD 951750.48000000 0.012117657766 Long DBT CORP US N 2 2031-08-01 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TZ28 15.99690000 PA USD 16.75000000 0.000000213260 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07000000 N N N N N N BMO 2025-5C10 MORTGAGE TRUST N/A 05615BAH4 245000.00000000 PA USD 245514.50000000 0.003125883044 Long ABS-MBS CORP US N 2 2058-05-15 Variable 0.06485000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BPDD0 958784.04000000 PA USD 948906.46000000 0.012081447791 Long ABS-CBDO USGSE US N 2 2052-10-25 Variable 0.04443190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSMX6 432487.13100000 PA USD 433364.91000000 0.005517588672 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N EQT 2026-IND1 N/A 29439AAA5 4447000.00000000 PA USD 4452558.75000000 0.056689840723 Long ABS-MBS CORP US N 2 2041-07-15 Floating 0.04839200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J82T9 73179.49240000 PA USD 71531.80000000 0.000910740672 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297J4Z4 4228.95940000 PA USD 4129.56000000 0.000052577430 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAC0 1276000.00000000 PA USD 1034005.83000000 0.013164930346 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02453000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 720000.00000000 PA USD 748152.72000000 0.009525457363 Long DBT CORP US N 2 2030-10-15 Fixed 0.07750000 N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAD3 700000.00000000 PA USD 725935.00000000 0.009242582037 Long DBT CORP US N 2 2031-04-15 Fixed 0.09750000 N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MX39 124562.82470000 PA USD 112646.36000000 0.001434209982 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.03000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BPQ9 37406.56720000 PA USD 37436.54000000 0.000476640873 Long ABS-CBDO USGA US N 2 2062-01-20 Variable 0.04411860 N N N N N N BMO 2024-C10 MTG TR N/A 096920AK9 100000.00000000 PA USD 95056.87000000 0.001210261138 Long ABS-MBS USGA US N 2 2057-11-15 Variable 0.05979000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNMF1 7033.47670000 PA USD 6665.40000000 0.000084863667 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BZ4 655000.00000000 PA USD 657240.10000000 0.008367960689 Long DBT CORP BM N 2 2031-06-15 Fixed 0.05875000 N N N N N N BX 2026-ORBT N/A 12434JAJ8 1465000.00000000 PA USD 1467721.24000000 0.018686981574 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.06639200 N N N N N N TOWD PT MTG TR 2022 N/A 89170VAA6 468729.62000000 PA USD 436337.54000000 0.005555436106 Long ABS-CBDO CORP US N 2 2062-07-25 Fixed 0.03750000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBA4 5601000.00000000 PA USD 5582665.63000000 0.071078326675 Long DBT CORP US N 2 2034-04-01 Fixed 0.05500000 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 41068XAK6 741000.00000000 PA USD 721769.00000000 0.009189540654 Long DBT CORP US N 2 2036-03-15 Fixed 0.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 9221000.00000000 PA USD 9015930.40000000 0.114790547872 Long DBT CORP US N 2 2031-03-31 Variable 0.04412000 N N N N N N VERUS SECURITIZATION TRUST 2026-5 N/A 92541NAC6 680751.10000000 PA USD 678110.40000000 0.008633680705 Long ABS-CBDO CORP US N 2 2071-05-25 Variable 0.05362000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60784EAC9 79940.82000000 PA USD 67549.99000000 0.000860044389 Long LON CORP US N 2 2030-12-29 Variable 0.08732220 N N N N N N MHP 2025-MHIL2 N/A 59317DAL9 1020000.00000000 PA USD 1021931.27000000 0.013011197421 Long ABS-MBS CORP US N 2 2040-09-15 Variable 0.07889200 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 1252000.00000000 PA USD 1253392.41000000 0.015958153519 Long DBT CORP US N 2 2027-04-02 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHD6 1069361.44100000 PA USD 1071531.82000000 0.013642710094 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 39520000.00000000 PA USD 39053664.00000000 0.497230045940 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050494 2500000.00000000 PA USD 2488281.25000000 0.031680720156 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 0.05000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ES0 200000.00000000 PA USD 222200.00000000 0.002829043549 Long DBT NUSS CO N 2 2035-04-25 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178GFN9 2001.82750000 PA USD 1850.91000000 0.000023565729 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XPD5 2618.23250000 PA USD 2365.79000000 0.000030121165 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAX7 210000.00000000 PA USD 144506.25000000 0.001839849119 Long DBT CORP CA N 2 2052-02-15 Fixed 0.03750000 N N N N N N JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 N/A 46590SAC1 718149.19000000 PA USD 717034.34000000 0.009129259109 Long ABS-CBDO CORP US N 2 2065-09-25 Variable 0.05567000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377WN83 8095.41130000 PA USD 599.58000000 0.000007633834 Long ABS-CBDO USGA US N 2 2041-07-20 Variable 0.02333070 N N N N N N BPR COML MTG TR 2025-STAR N/A 05619DAE3 585000.00000000 PA USD 567071.51000000 0.007219936981 Long ABS-MBS CORP US N 2 2042-11-05 Variable 0.05865260 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 435000.00000000 PA USD 441895.19000000 0.005626195934 Long DBT CORP US N 2 2033-03-01 Fixed 0.06750000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BC7 200000.00000000 PA USD 204725.00000000 0.002606552387 Long DBT NUSS ZA N 2 2032-04-20 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJCD0 2037.69900000 PA USD 2033.89000000 0.000025895424 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP N/A 97381AAA0 620000.00000000 PA USD 647700.36000000 0.008246501013 Long DBT CORP US N 2 2031-10-01 Fixed 0.08250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296UM72 1448.57100000 PA USD 1468.44000000 0.000018696132 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPNB0 328128.56600000 PA USD 320931.46000000 0.004086089453 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05000000 N N N N N N AVOCA CLO XIII DAC 635400WLVIIUQEHXT317 N/A 610000.00000000 PA 709531.09000000 0.009033727961 Long ABS-CBDO CORP IE N 2 2039-10-15 Variable 0.03587000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 195000.00000000 PA USD 191609.90000000 0.002439571339 Long DBT CORP US N 2 2033-03-01 Fixed 0.06375000 N N N N N N BANK 2019-BNK19 N/A 06540WBB8 371066.15000000 PA USD 362049.32000000 0.004609600779 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 0.03071000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LGU3 140136.68520000 PA USD 130597.61000000 0.001662764743 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 225000.00000000 PA 325478.53000000 0.004143982608 Long DBT CORP GB N 2 2034-11-16 Variable 0.08201000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 23593000.00000000 PA USD 15571380.00000000 0.198254330061 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-C66 N/A 95005CAJ7 105000.00000000 PA USD 102062.33000000 0.001299454438 Long ABS-MBS CORP US N 2 2059-04-15 Variable 0.06250912 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNNS7 473930.01600000 PA USD 378781.36000000 0.004822632596 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 150000.00000000 NC USD 27488.45000000 0.000349982097 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 33535.34000000 USD 0.00000000 USD 150000.00000000 USD -6046.89000000 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAG2 387000.00000000 PA USD 383812.59000000 0.004886690062 Long DBT CORP US N 2 2034-02-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5JM2 15204.20800000 PA USD 14500.96000000 0.000184625775 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLMF4 140589.36900000 PA USD 129112.19000000 0.001643852422 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382DWE0 9.78160000 PA USD 10.24000000 0.000000130375 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395UZR5 18055.91050000 PA USD 17850.96000000 0.000227277872 Long ABS-CBDO USGSE US N 2 2035-06-15 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKP5 3030000.00000000 PA USD 3047517.19000000 0.038800894901 Long DBT UST US N 2 2029-04-30 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDCE4 372129.93300000 PA USD 308997.49000000 0.003934146515 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPMY1 1790735.37600000 PA USD 1760411.42000000 0.022413503922 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.05000000 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 824434.00000000 PA USD 811247.67000000 0.010328780321 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DTQ5 846213.82100000 PA USD 669448.05000000 0.008523391932 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31427NGV5 1776877.25400000 PA USD 1781594.15000000 0.022683201787 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLW3 2553495.76730000 PA USD 2044832.52000000 0.026034744598 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 15870LAA6 893000.00000000 PA USD 910480.48000000 0.011592209399 Long DBT CORP US N 2 2029-02-15 Fixed 0.08750000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXS51 14919.91900000 PA USD 13554.44000000 0.000172574712 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GN89 7.30540000 PA USD 7.39000000 0.000000094089 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 0.07500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31394LYV8 26916.99440000 PA USD 27052.42000000 0.000344430577 Long ABS-CBDO USGSE US N 2 2033-02-15 Variable 0.04650980 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BTXR9 3088509.63400000 PA USD 3099686.64000000 0.039465114730 Long ABS-CBDO USGSE US N 2 2054-12-25 Variable 0.04843190 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 110000.00000000 PA USD 109909.64000000 0.001399366147 Long DBT CORP US N 2 2040-04-15 Fixed 0.06875000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 98380MAB1 575000.00000000 PA USD 616110.20000000 0.007844296070 Long DBT CORP US N 2 2033-03-15 Fixed 0.08625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0606A8 15625000.00000000 PA USD 15776943.75000000 0.200871561388 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.06000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375XJZ8 37980.11510000 PA USD 38557.16000000 0.000490908572 Long ABS-CBDO USGA US N 2 2038-08-20 Variable 0.04626930 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P74W0 18291.19290000 PA USD 17692.66000000 0.000225262401 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.03500000 N N N N N N BANK5 2026-5YR21 N/A 06644BAX2 130000.00000000 PA USD 126211.51000000 0.001606921053 Long ABS-MBS CORP US N 2 2059-04-15 Variable 0.06159656 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNC36 7079245.95400000 PA USD 7201223.49000000 0.091685755445 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKGV4 418029.69220000 PA USD 374023.54000000 0.004762056179 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31394TZB4 36939.72030000 PA USD 36805.82000000 0.000468610565 Long ABS-CBDO USGSE US N 2 2034-03-15 Variable 0.04150980 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHKF8 18894.50860000 PA USD 18010.10000000 0.000229304037 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GR6X4 3265.71760000 PA USD 3115.26000000 0.000039663394 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 138250.00000000 PA USD 142345.66000000 0.001812340554 Long DBT NUSS LK N 2 2030-01-15 Variable 0.03100000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EH6 459000.00000000 PA USD 427172.35000000 0.005438745189 Long DBT CORP US N 2 2032-04-01 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945PQ5 7489.65310000 PA USD 7333.45000000 0.000093369259 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7K5 443858.16700000 PA USD 351140.55000000 0.004470710656 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XZRY9 3636.61550000 PA USD 3429.46000000 0.000043663778 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04000000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487930AA7 140000.00000000 PA USD 143045.98000000 0.001821257006 Long DBT CORP US N 2 2033-04-30 Fixed 0.07125000 N N N N N N CARPENTER TECHNOLOGY CORP DX6I6ZD3X5WNNCDJKP85 144285AN3 505000.00000000 PA USD 497448.84000000 0.006333503293 Long DBT CORP US N 2 2034-03-01 Fixed 0.05625000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BL7H7 1447699.87700000 PA USD 1301356.38000000 0.016568829306 Long ABS-CBDO USGSE US N 2 2052-04-25 Fixed 0.02500000 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 41068XAG5 554000.00000000 PA USD 582105.53000000 0.007411349660 Long DBT CORP US N 2 2056-06-01 Variable 0.08000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RV60 50297.96600000 PA USD 50222.38000000 0.000639429793 Long ABS-CBDO USGA US N 2 2066-08-20 Variable 0.04340000 N N N N N N STWD TR 2021-LIH N/A 78486EAQ1 255000.00000000 PA USD 254770.98000000 0.003243736262 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.06657000 N N N N N N ESENTIA ENERGY DEVELOPMENT SAB DE CV 254900Q2VJTZZLC8UL64 29642EAA0 200000.00000000 PA USD 197559.14000000 0.002515316879 Long DBT CORP MX N 2 2033-07-30 Fixed 0.06125000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCQ2 8421000.00000000 PA USD 7482263.72000000 0.095263950988 Long DBT CORP US N 2 2031-02-15 Fixed 0.02450000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 1440000.00000000 PA USD 1438714.80000000 0.018317672474 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 78442FAZ1 400000.00000000 PA USD 346171.56000000 0.004407445628 Long DBT CORP US N 2 2033-08-01 Fixed 0.05625000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KRZ0 4562.04060000 PA USD 4359.24000000 0.000055501709 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AR0 230000.00000000 PA USD 222640.00000000 0.002834645615 Long DBT NUSS GT N 2 2050-06-01 Fixed 0.06125000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8CS0 12881.37730000 PA USD 12372.30000000 0.000157523742 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5UF2 100033.25700000 PA USD 87396.53000000 0.001112729925 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405E6P5 325.71040000 PA USD 332.78000000 0.000004236944 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N BAPCO ENERGIES BSC 549300OBH16L6TS6IW50 67778M2D1 140000.00000000 PA USD 142100.00000000 0.001809212818 Long DBT CORP BH N 2 2028-11-07 Fixed 0.08375000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H30 140000.00000000 PA 190423.37000000 0.002424464475 Long DBT CORP US N 2 2031-08-29 Fixed 0.06184000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZ62 15742.67800000 PA USD 13509.75000000 0.000172005720 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401ABF7 190000.00000000 PA USD 181521.38000000 0.002311124613 Long DBT CORP KY N 2 2033-04-01 Fixed 0.04850000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AC4 270000.00000000 PA USD 258354.90000000 0.003289366621 Long DBT NUSS AO N 2 2048-05-08 Fixed 0.09375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UE6 188900000.00000000 PA USD 167752055.63000000 2.135814000129 Long DBT UST US N 2 2054-11-15 Fixed 0.04500000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 246000.00000000 PA USD 238950.48000000 0.003042310144 Long DBT CORP US N 2 2029-07-15 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375DBF9 17.67130000 PA USD 18.50000000 0.000000235541 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 1622000.00000000 PA USD 1594634.95000000 0.020302843017 Long DBT CORP US N 2 2030-05-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQ3S4 3799028.44000000 PA USD 3193694.67000000 0.040662022070 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N CZECHOSLOVAK GROUP AS 315700SWFD7G70AVG768 N/A 255000.00000000 PA USD 259026.45000000 0.003297916775 Long DBT CORP CZ N 2 2031-01-10 Fixed 0.06500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 95000.00000000 PA USD 88715.75000000 0.001129526193 Long DBT CORP AT N 2 2031-01-15 Fixed 0.04000000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412AFG2 85000.00000000 PA USD 93393.75000000 0.001189086345 Long DBT NUSS NG N 2 2046-01-13 Fixed 0.09129700 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAC5 175000.00000000 PA USD 181645.06000000 0.002312699303 Long DBT CORP US N 2 2029-04-15 Fixed 0.08250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPB80 653183.43800000 PA USD 640897.84000000 0.008159891538 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N DBJPM 2020-C9 N/A 233063BC9 388000.00000000 PA USD 327501.91000000 0.004169744220 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 0.02567000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8S80 468992.88900000 PA USD 471850.04000000 0.006007580161 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052694 -78900000.00000000 PA USD -78380948.46000000 -0.99794381914 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFE3 3510.42380000 PA USD 3342.76000000 0.000042559917 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N UPGRADE MASTER PASS-THRU TRUST SERIES 2026-ST4 N/A 91533WAA2 818000.00000000 PA USD 817521.47000000 0.010408658150 Long ABS-CBDO CORP US N 2 2035-10-15 Fixed 0.04541000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 900000.00000000 NC -9238.47000000 -0.00011762391 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 GENERALI GENERALI 3.875% 01/29/2029 REGS Y 2031-06-20 0.00000000 EUR 2828.65000000 EUR 900000.00000000 EUR -6454.73000000 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 7865000.00000000 PA USD 7614506.04000000 0.096947656129 Long DBT CORP US N 2 2030-04-15 Fixed 0.04050000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DQ8 575000.00000000 PA USD 337812.50000000 0.004301018334 Long DBT NUSS CL N 2 2061-01-22 Fixed 0.03100000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HJZC4 1141142.21000000 PA USD 1139114.17000000 0.014503166491 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04843190 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HPUB7 2398225.33000000 PA USD 2395144.33000000 0.030494903762 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.04119750 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X2E42 2171.70910000 PA USD 2058.14000000 0.000026204175 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030694 7525000.00000000 PA USD 6416826.36000000 0.081698835371 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.03000000 N N N N N N CIM TRUST 2025-R1 N/A 12575LAA1 2887853.23000000 PA USD 2844857.14000000 0.036220633393 Long ABS-CBDO CORP US N 2 2099-02-25 Fixed 0.05000000 N N N N N N JPMBB COML MTG SECS TR 2014-C18 N/A 46641JBC9 372000.00000000 PA USD 362833.92000000 0.004619590282 Long ABS-MBS CORP US N 2 2047-02-15 Variable 0.04509706 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAE3 1440080.00000000 PA USD 1328131.06000000 0.016909723706 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.04008000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CXK43 2073588.25400000 PA USD 2123105.33000000 0.027031311601 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.06000000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 48374.00000000 PA USD 39947.25000000 0.000508607155 Long DBT NUSS LK N 2 2035-06-15 Variable 0.03600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E1JB4 19559.56710000 PA USD 20423.94000000 0.000260036974 Long ABS-MBS USGSE US N 2 2042-01-01 Variable 0.06071000 N N N N N N ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC N/A 01749WAL7 1188000.00000000 PA USD 1186895.16000000 0.015111512582 Long ABS-CBDO CORP JE N 2 2038-04-20 Variable 0.04909210 N N N N N N MLTI TRUST 2026-MLTI N/A 55292MAG7 840000.00000000 PA USD 841329.47000000 0.010711780872 Long ABS-MBS CORP US N 2 2039-06-15 Variable 0.05789200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HJ70 32.74180000 PA USD 33.28000000 0.000000423719 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.06000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AZ0 369000.00000000 PA USD 373838.33000000 0.004759698091 Long DBT CORP US N 2 2054-06-15 Variable 0.07875000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAB6 285000.00000000 PA USD 293970.95000000 0.003742829071 Long DBT CORP US N 2 2030-01-31 Fixed 0.09125000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92840JAB5 595000.00000000 PA USD 574829.26000000 0.007318708415 Long DBT CORP MT N 2 2030-02-01 Fixed 0.06375000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUNN2 1185084.60800000 PA USD 1204986.21000000 0.015341847273 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 1391000.00000000 PA USD 1363294.90000000 0.017357428633 Long DBT CORP US N 2 2040-01-17 Variable 0.06646000 N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAV3 415000.00000000 PA USD 444648.02000000 0.005661244881 Long DBT CORP US N 2 2030-04-15 Fixed 0.09750000 N N N N N N BANK 2019-BNK21 N/A 06540BBD0 962049.00000000 PA USD 900932.14000000 0.011470640228 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 0.02851000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 740840AD5 200000.00000000 PA USD 200750.00000000 0.002555942810 Long DBT NUSS PK N 2 2029-04-24 Fixed 0.06975000 N N N N N N MH SUB I LLC 2549005VFKP807SR8N49 55303BAD5 82000.00000000 PA USD 80565.00000000 0.001025751096 Long LON CORP US N 2 2029-02-23 Variable 0.09936400 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDQ8 79474.54100000 PA USD 63848.98000000 0.000812923244 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNG5 87060.10780000 PA USD 83813.09000000 0.001067105677 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 580000.00000000 PA USD 579710.00000000 0.007380849846 Long DBT CORP US N 2 2027-05-01 Fixed 0.07750000 N N N N N N AIMCO CLO 17 LTD / AIMCO CLO 17 LLC N/A 00889JAK0 3344966.00000000 PA USD 3344966.00000000 0.042588003979 Long ABS-CBDO CORP JE N 2 2037-07-20 Variable 0.05083220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QG5R4 18583.22800000 PA USD 15395.71000000 0.000196017705 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBU4 7420000.00000000 PA USD 7131949.96000000 0.090803766997 Long DBT CORP US N 2 2036-02-15 Fixed 0.05100000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMG7 1044699.47600000 PA USD 1051716.83000000 0.013390426252 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05500000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AU4 110000.00000000 PA USD 117850.70000000 0.001500471478 Long DBT CORP AR N 2 2031-07-18 Fixed 0.09500000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 N/A 500000.00000000 PA 574634.16000000 0.007316224407 Long DBT CORP NO N 2 2032-05-28 Variable 0.03625000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6X26 311815.67800000 PA USD 291731.26000000 0.003714313407 Long ABS-CBDO USGSE US N 2 2037-04-25 Fixed 0.02250000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AW1 2853437.50000000 PA USD 2771806.93000000 0.035290560372 Long ABS-CBDO CORP US N 2 2055-08-20 Fixed 0.05165000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAC3 235000.00000000 PA USD 241697.50000000 0.003077285117 Long DBT CORP BM N 2 2030-01-31 Fixed 0.08750000 N N N N N N RKTL 2026-2 N/A 74990LAA8 1726859.72000000 PA USD 1723932.00000000 0.021949049071 Long ABS-CBDO CORP US N 2 2035-05-25 Fixed 0.04330000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 200000.00000000 PA 246855.78000000 0.003142960179 Long DBT CORP NL N 2 2030-06-12 Fixed 0.07000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FM5 2216000.00000000 PA USD 2351470.31000000 0.029938847486 Long DBT UST US N 2 2030-05-15 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402DGL8 11413.26090000 PA USD 11654.31000000 0.000148382315 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.06000000 N N N N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085RAA8 902000.00000000 PA USD 761181.65000000 0.009691341298 Long DBT CORP US N 2 2029-06-01 Fixed 0.06375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H9AA7 340437.70700000 PA USD 337692.45000000 0.004299489861 Long ABS-CBDO USGSE US N 2 2044-10-25 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBDB6 8739.70540000 PA USD 8278.36000000 0.000105399824 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N BENCHMARK 2018-B4 MTG TR N/A 08161HAF7 4151000.00000000 PA USD 4079745.59000000 0.051943195064 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 0.04121000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAP6 280000.00000000 PA USD 262852.80000000 0.003346633745 Long DBT CORP AE N 2 2037-03-09 Fixed 0.04750000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 N/A 400000.00000000 PA 461845.65000000 0.005880204576 Long DBT CORP GB N 2 2032-05-28 Variable 0.03934000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X96G5 178741.71100000 PA USD 142856.60000000 0.001818845826 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CW6P4 958693.51300000 PA USD 915997.52000000 0.011662452182 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.02500000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAC3 410000.00000000 PA USD 323555.60000000 0.004119499923 Long DBT NUSS SA N 2 2046-10-26 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MGJ30 5634.99250000 PA USD 5215.10000000 0.000066398492 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1MX8 6675276.93500000 PA USD 5561579.74000000 0.070809861774 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAL2 1393000.00000000 PA USD 1377677.00000000 0.017540541087 Long DBT CORP US N 2 2027-12-01 Fixed 0.04250000 N N N N N PG and E CORP USD XXXX N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMU6 5516827.67400000 PA USD 5770495.27000000 0.073469767861 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N BX 2025-LUNR A N/A 05594CAN4 77826.00000000 PA USD 77917.40000000 0.000992041934 Long ABS-MBS CORP US N 2 2040-06-15 Variable 0.07589200 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4R36 600000.00000000 PA USD 528895.68000000 0.006733883490 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 0.02154000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 400000.00000000 NC USD 29742.00000000 0.000378674226 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 14030.49000000 USD 0.00000000 USD 400000.00000000 USD 15711.51000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9GP9 10921.09870000 PA USD 9783.05000000 0.000124557490 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WDBV2 52623.65040000 PA USD 51110.68000000 0.000650739601 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.04500000 N N N N N N TECPETROL SA 529900C0GOV3UC7ZMZ16 87876TAG9 140000.00000000 PA USD 142763.60000000 0.001817661753 Long DBT CORP AR N 2 2033-01-22 Fixed 0.07625000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327CAA6 630000.00000000 PA USD 647337.59000000 0.008241882237 Long DBT CORP US N 2 2032-06-15 Fixed 0.08625000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 400000.00000000 NC USD 29742.00000000 0.000378674226 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 15158.39000000 USD 0.00000000 USD 400000.00000000 USD 14583.61000000 N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAE7 1277054.79000000 PA USD 1277852.95000000 0.016269584360 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05289200 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BH6 200000.00000000 PA USD 195056.00000000 0.002483446978 Long DBT NUSS ZA N 2 2037-12-11 Fixed 0.06125000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 285000.00000000 PA USD 281261.59000000 0.003581013891 Long DBT CORP US N 2 2029-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QPM0 9.40640000 PA USD 9.59000000 0.000000122099 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNSY9 3819804.74400000 PA USD 3295798.20000000 0.041962001065 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XW4R1 119620.90900000 PA USD 108075.05000000 0.001376008204 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUVP9 1863201.67000000 PA USD 1683364.70000000 0.021432547458 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 0.03500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BB5 605000.00000000 PA USD 680625.00000000 0.008665696514 Long DBT NUSS BR N 2 2034-01-20 Fixed 0.08250000 N N N N N N AUTONATION INC DEL N/A 05329WAQ5 156000.00000000 PA USD 153153.55000000 0.001949946276 Long DBT CORP US N 2 2030-06-01 Fixed 0.04750000 N N N N N N BX TRUST 2022-IND N/A 05609WAN3 402500.00000000 PA USD 403506.25000000 0.005137429134 Long ABS-MBS CORP US N 3 2037-04-15 Variable 0.07626200 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAB6 1375618.58000000 PA USD 1383939.01000000 0.017620268805 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAV3 4230000.00000000 PA USD 3927947.12000000 0.050010501624 Long DBT CORP US N 2 2030-02-15 Fixed 0.03375000 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAE1 86000.00000000 PA USD 77328.62000000 0.000984545605 Long LON CORP US N 2 2029-02-12 Variable 0.11514530 N N N N N N BOSCH (ROBERT) GMBH 529900F0LT5OP4SV6122 N/A 300000.00000000 PA 329722.82000000 0.004198020778 Long DBT CORP DE N 2 2043-06-02 Fixed 0.04375000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAC8 390000.00000000 PA USD 335996.70000000 0.004277899624 Long DBT CORP AE N 2 2053-05-22 Fixed 0.05084000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMWM1 309754.65200000 PA USD 295076.62000000 0.003756906428 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.02500000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 194000.00000000 PA USD 198580.92000000 0.002528326150 Long DBT CORP US N 2 2028-08-28 Variable 0.06400000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNBQ5 295521.45300000 PA USD 253319.07000000 0.003225250588 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 N/A 456000.00000000 PA 648279.70000000 0.008253877152 Long DBT CORP GB N 2 2029-08-23 Variable 0.07625000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 N/A 700000.00000000 PA 788785.65000000 0.010042794575 Long DBT CORP NL N 2 2031-08-17 Variable 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLE6 8888.85320000 PA USD 8400.09000000 0.000106949686 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.04000000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 745000.00000000 PA USD 750823.67000000 0.009559463816 Long DBT CORP US N 2 2031-07-31 Fixed 0.08500000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMB8 801023.74900000 PA USD 668132.63000000 0.008506644045 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6NW6 1746920.93700000 PA USD 1787858.28000000 0.022762956497 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382WZJ4 161.93580000 PA USD 169.57000000 0.000002158960 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.07000000 N N N N N N BARINGS ISSUER LLC 2026-SBP N/A 06764UAA4 4829577.35000000 PA USD 4750247.68000000 0.060480007001 Long ABS-MBS CORP US N 2 2059-02-26 Fixed 0.04820000 N N N N N N FLAT 2025-30A N/A 33882MAA3 4206000.00000000 PA USD 4206921.11000000 0.053562389864 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04912920 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31414NDX9 2234.38750000 PA USD 2294.97000000 0.000029219487 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 0.06000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 951000.00000000 PA USD 940535.73000000 0.011974871915 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N RR 34 LTD N/A 74988WAA8 2003000.00000000 PA USD 2005852.27000000 0.025538449256 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.05102920 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M9UQ5 7482.91490000 PA USD 7054.45000000 0.000089817039 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPW96 3172618.41600000 PA USD 2532692.72000000 0.032246165622 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N ALDAR PROPERTIES PJSC 98450048CD8AEF13B480 N/A 400000.00000000 PA USD 389388.00000000 0.004957676010 Long DBT CORP AE N 2 2055-04-15 Variable 0.06622700 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 380000.00000000 PA USD 380424.01000000 0.004843546766 Long DBT CORP IL N 2 2027-06-30 Fixed 0.06500000 N N N N N N BX COML MTG TR 2024-AIR2 N/A 05613QAG5 359692.55000000 PA USD 361491.01000000 0.004602492393 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.06429450 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DV7B5 12503318.03700000 PA USD 9891497.43000000 0.125938240302 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHWE8 135599.58670000 PA USD 119201.92000000 0.001517675170 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UHEK7 15192.61300000 PA USD 15792.18000000 0.000201065548 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 100000.00000000 NC -1414.98000000 -0.00001801548 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ALLIANZ SE ALLIANZ SE 3.099%/VAR 07/06/2047 REGS Y 2031-06-20 0.00000000 EUR 1112.94000000 EUR 100000.00000000 EUR -323.80000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383KZD2 20.46650000 PA USD 21.43000000 0.000000272846 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UC0 67106000.00000000 PA USD 57142331.96000000 0.727534408695 Long DBT UST US N 2 2054-08-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BKS6 6.45200000 PA USD 6.60000000 0.000000084030 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.08500000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AG3 4527360.00000000 PA USD 4424952.93000000 0.056338364274 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05246000 N N N N N N CENTURY CMNTYS INC 5299002QMB2O7ZL1CA26 156504AN2 355000.00000000 PA USD 359156.70000000 0.004572772030 Long DBT CORP US N 2 2033-09-15 Fixed 0.06625000 N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FQ74 1921.12690000 PA USD 1871.89000000 0.000023832845 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFAJ0 630939.25300000 PA USD 570285.23000000 0.007260853965 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0M28 2997873.57300000 PA USD 2369773.49000000 0.030171883009 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAJ8 225000.00000000 PA USD 215057.68000000 0.002738107751 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.05775940 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394AEQ5 39835.68310000 PA USD 40221.07000000 0.000512093423 Long ABS-CBDO USGSE US N 2 2034-07-25 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9J52 30676.64820000 PA USD 29231.25000000 0.000372171373 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04000000 N N N N N N STELLANTIS FINANCIAL FLOORPLAN MASTER AUTO OWNER TRUST N/A 85855MAA6 2300000.00000000 PA USD 2296516.88000000 0.029239182109 Long ABS-CBDO CORP US N 2 2031-08-20 Fixed 0.04770000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLG8 6691574.84800000 PA USD 5364868.42000000 0.068305339313 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283H6B6 641.59880000 PA USD 661.43000000 0.000008421306 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.06500000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAQ2 950000.00000000 PA USD 916262.77000000 0.011665829337 Long DBT CORP US N 2 2056-07-30 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLFC7 728201.41400000 PA USD 761912.19000000 0.009700642511 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.06500000 N N N N N N VERICAST CORP 549300J73P7FL8TVF308 92342KAD1 396915.25000000 PA USD 393275.54000000 0.005007172049 Long LON CORP US N 2 2030-06-15 Variable 0.11500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYV48 140057.99500000 PA USD 119708.67000000 0.001524127095 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46515CKR4 255000.00000000 PA USD 237996.30000000 0.003030161553 Long DBT NUSS IL N 2 2056-01-13 Fixed 0.05875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CRA1 2380000.00000000 PA USD 2366798.43000000 0.030134004637 Long DBT UST US N 2 2031-07-31 Fixed 0.04375000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 3548000.00000000 PA USD 2863236.00000000 0.036454632472 Long DBT CORP MX N 2 2048-02-12 Fixed 0.06350000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376XL68 177654.61740000 PA USD 175786.12000000 0.002238103459 Long ABS-CBDO USGA US N 2 2040-03-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV66 1282349.79000000 PA USD 961224.65000000 0.012238282607 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XUUB9 51817.74840000 PA USD 48256.07000000 0.000614394795 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.04000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AC0 645000.00000000 PA USD 667047.39000000 0.008492826802 Long DBT CORP US N 2 2034-01-15 Fixed 0.06500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BMAC2 169711.44300000 PA USD 155865.52000000 0.001984474994 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128K5WC2 714.73500000 PA USD 748.41000000 0.000009528733 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419L3N1 18241.35660000 PA USD 17401.33000000 0.000221553197 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GAS6 146167.83100000 PA USD 146417.68000000 0.001864185387 Long ABS-CBDO CORP US N 2 2038-04-18 Fixed 0.05800000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AV8 200000.00000000 PA USD 216694.00000000 0.002758941326 Long DBT NUSS CI N 2 2036-04-01 Fixed 0.08075000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TNM84 418.69350000 PA USD 423.43000000 0.000005391097 Long ABS-CBDO USGSE US N 2 2030-03-15 Fixed 0.06000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375UEJ5 2766.72550000 PA USD 2767.30000000 0.000035233178 Long ABS-CBDO USGA US N 2 2064-01-20 Variable 0.04381860 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CD2 150000.00000000 PA USD 5550.00000000 0.000070662428 Long DBT NUSS SV N 2 2030-04-17 Variable 0.04000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 140000.00000000 NC USD 25655.88000000 0.000326649873 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 30459.34000000 USD 0.00000000 USD 140000.00000000 USD -4803.46000000 N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DF6 330000.00000000 PA USD 301620.00000000 0.003840216540 Long DBT NUSS PE N 2 2031-01-23 Fixed 0.02783000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 550000.00000000 PA USD 557356.25000000 0.007096242590 Long DBT CORP US N 2 2033-06-15 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E1F65 10921.34390000 PA USD 9656.59000000 0.000122947406 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBQ7 1500000.00000000 PA USD 1289854.79000000 0.016422391417 Long DBT CORP US N 2 2050-04-02 Fixed 0.05282000 N N N N N N DZ BANK AG DEUTSCHE ZENTRAL GE NOSSENSCHAFTSBANK 529900HNOAA1KXQJUQ27 N/A 300000.00000000 PA 341250.86000000 0.004344795428 Long DBT CORP DE N 2 2035-10-15 Variable 0.03706000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 250000.00000000 NC USD 16064.33000000 0.000204530554 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S19 PRC CORP INDEX CZ039900 Y 2058-12-17 22713.72000000 USD 0.00000000 USD 250000.00000000 USD -6649.39000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9UW9 1802061.34300000 PA USD 1662126.05000000 0.021162137621 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 2039000.00000000 PA USD 1814798.88000000 0.023105963386 Long DBT CORP US N 2 2045-10-23 Fixed 0.06484000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5VK0 252162.61200000 PA USD 220340.19000000 0.002805364505 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N ADNOC MURBAN RSC LTD 213800OWGH7RAYG61M70 00723L2C2 230000.00000000 PA USD 195815.10000000 0.002493111815 Long DBT CORP AE N 2 2054-09-11 Fixed 0.05125000 N N N N N N GREAT PORTLAND ESTATES PLC 213800JMEDD2Q4N1MC42 N/A 400000.00000000 PA 536145.49000000 0.006826187848 Long DBT CORP GB N 2 2031-09-25 Fixed 0.05375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FW65 4647.70100000 PA USD 4712.80000000 0.000060003224 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05500000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAH9 418000.00000000 PA USD 432932.03000000 0.005512077257 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AM7 10000.00000000 PA USD 9828.88000000 0.000125140997 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N BPR COML MTG TR 2024-PK N/A 05593UAJ4 1125000.00000000 PA USD 1151929.01000000 0.014666324638 Long ABS-MBS CORP US N 2 2039-11-05 Variable 0.07000950 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAG7 5681000.00000000 PA USD 5487081.39000000 0.069861351079 Long DBT CORP US N 2 2033-05-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QWC34 4595489.69000000 PA USD 4703180.40000000 0.059880747843 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3KT1 38614.94700000 PA USD 34469.08000000 0.000438859263 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.02500000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 466000.00000000 PA USD 467165.00000000 0.005947930376 Long EP CORP US N 2 N N N BX TRUST 2024-FNX N/A 05593TAL2 91700.00000000 PA USD 91986.56000000 0.001171170045 Long ABS-MBS CORP US N 2 2041-11-15 Variable 0.06579380 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AC0 2475000.00000000 PA USD 2443572.13000000 0.031111485018 Long DBT CORP US N 2 2029-03-24 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XABM3 203858.31100000 PA USD 162739.54000000 0.002071994805 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AM6 260000.00000000 PA USD 280035.60000000 0.003565404625 Long DBT NUSS KE N 2 2031-02-16 Fixed 0.09750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVD1 634983.77100000 PA USD 546883.58000000 0.006962904878 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.03000000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 5872000.00000000 PA USD 5298766.32000000 0.067463729414 Long DBT CORP IE N 2 2032-01-30 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416CAF3 1082.30570000 PA USD 1112.78000000 0.000014167880 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 0.06010000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5MS3 130294.85700000 PA USD 112270.75000000 0.001429427727 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N PRM TR 2025-PRM6 N/A 74277DAL6 642000.00000000 PA USD 636478.03000000 0.008103618653 Long ABS-MBS CORP US N 2 2033-07-05 Variable 0.07058470 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X204 10095.00000000 NS USD 469821.30000000 0.005981750306 Long EP CORP US N 1 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DQ70 8938879.89000000 PA USD 7071635.48000000 0.090035844897 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XB7J3 230904.74700000 PA USD 207358.17000000 0.002640077827 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132KFMW9 28111.55600000 PA USD 27006.99000000 0.000343852163 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CN8 200000.00000000 PA USD 192200.00000000 0.002447084474 Long DBT NUSS BR N 2 2056-01-12 Fixed 0.07250000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEZ7 135000.00000000 PA USD 138038.85000000 0.001757506382 Long DBT NUSS DO N 2 2036-06-01 Fixed 0.06600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEPW0 22859.41400000 PA USD 20780.01000000 0.000264570446 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03500000 N N N N N N SOPAIPILLA INVESTOR LLC N/A 83577VAA8 857000.00000000 PA USD 877912.81000000 0.011177558829 Long DBT CORP US N 2 2048-11-30 Fixed 0.07534000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GTMQ7 5732.65650000 PA USD 5479.06000000 0.000069759222 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.04000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 549300T0G4GS0SINS786 451102CJ4 120000.00000000 PA USD 110995.69000000 0.001413193702 Long DBT CORP US N 2 2030-06-15 Fixed 0.09000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M76E1 2919.20640000 PA USD 2908.66000000 0.000037032969 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJTE3 304781.23100000 PA USD 299048.66000000 0.003807478318 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N BRAVO RESIDENTIAL FDG TR 2023-RPL1 N/A 10569GAA4 762612.33000000 PA USD 747915.72000000 0.009522439887 Long ABS-CBDO CORP US N 2 2063-05-25 Fixed 0.05000000 N N N N N N HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC N/A 43283QAC4 50000.00000000 PA USD 50420.10000000 0.000641947158 Long DBT CORP US N 2 2032-01-15 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403EDZ7 492.05770000 PA USD 505.49000000 0.000006435883 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.06377000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AS0 9053512.50000000 PA USD 7928441.56000000 0.100944673491 Long ABS-CBDO CORP US N 2 2051-11-20 Fixed 0.02791000 N N N N N N BX TR 2025-VLT6 N/A 12433KAL1 724000.00000000 PA USD 710285.92000000 0.009043338433 Long ABS-MBS CORP US N 2 2042-03-15 Variable 0.07578850 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J4HK8 65524.69760000 PA USD 63046.28000000 0.000802703293 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDKT2 49526.97100000 PA USD 44265.84000000 0.000563591310 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03000000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAY7 555000.00000000 PA USD 498850.65000000 0.006351351095 Long DBT NUSS QA N 2 2048-04-23 Fixed 0.05103000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 71845JAE8 1813000.00000000 PA USD 1737776.29000000 0.022125314144 Long DBT CORP US N 2 2033-03-15 Fixed 0.04750000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AH0 6100000.00000000 PA USD 5739180.73000000 0.073071072103 Long DBT CORP US N 2 2032-04-15 Fixed 0.04200000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0ET8 11065348.97700000 PA USD 9547387.81000000 0.121557047230 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912810UJ5 1350000.00000000 PA USD 1274009.77000000 0.016220653111 Long DBT UST US N 2 2045-02-15 Fixed 0.04750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133TGWC9 754.91380000 PA USD 762.55000000 0.000009708763 Long ABS-CBDO USGSE US N 2 2028-11-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M5M8 12418.98100000 PA USD 11485.40000000 0.000146231758 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E41 352000.00000000 PA 412575.79000000 0.005252902237 Long DBT CORP US N 2 2030-02-14 Fixed 0.04445000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAU3 590000.00000000 PA USD 435420.00000000 0.005543754015 Long DBT NUSS SA N 2 2060-04-22 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2D58 3446.53060000 PA USD 3440.97000000 0.000043810323 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.05000000 N N N N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 458652AC8 255000.00000000 PA USD 254002.95000000 0.003233957727 Long DBT CORP BS N 2 2033-07-16 Fixed 0.05600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XL7 4990.38080000 PA USD 4868.26000000 0.000061982536 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 549300GKSD1RG56QRY33 881937AA4 380000.00000000 PA USD 385796.45000000 0.004911948506 Long DBT CORP NL N 2 2030-12-01 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402CST0 1921.62240000 PA USD 1964.48000000 0.000025011698 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 0.06052000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXDX8 388774.56170000 PA USD 339937.09000000 0.004328068548 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N CARLYLE US CLO 2025-6 LTD N/A 14320LAA5 4784000.00000000 PA USD 4790319.66000000 0.060990202215 Long ABS-CBDO CORP KY N 2 2039-01-20 Variable 0.04949210 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BK5 340000.00000000 PA USD 357340.00000000 0.004549641862 Long DBT NUSS BR N 2 2037-01-20 Fixed 0.07125000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAB2 110000.00000000 PA USD 111243.00000000 0.001416342446 Long DBT CORP GB N 2 2032-05-13 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU75 195125.03500000 PA USD 173674.47000000 0.002211217997 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76W3 8427.76200000 PA USD 7553.56000000 0.000096171693 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46515CJZ8 250000.00000000 PA USD 240547.19000000 0.003062639406 Long DBT NUSS IL N 2 2036-01-13 Fixed 0.05000000 N N N N N N DEMOCRATIC REPUBLIC OF CONGO N/A 24811WAB4 200000.00000000 PA USD 208750.00000000 0.002657798563 Long DBT NUSS CD N 2 2037-04-16 Fixed 0.09500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJKG3 2020.04310000 PA USD 1928.89000000 0.000024558568 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAG6 85000.00000000 PA USD 84580.10000000 0.001076871225 Long DBT CORP AE N 2 2030-04-23 Fixed 0.04875000 N N N N N N COMMONWEALTH BANK AUSTRALIA MSFSBD3QN1GSN7Q6C537 N/A 400000.00000000 PA 450716.25000000 0.005738505398 Long DBT CORP AU N 2 2037-08-26 Variable 0.03788000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 549000.00000000 PA USD 547566.56000000 0.006971600559 Long DBT CORP US N 2 2027-03-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSH7 1331225.87880000 PA USD 1055225.88000000 0.013435103369 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P8DW8 22408.12580000 PA USD 20851.16000000 0.000265476326 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.03000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AM1 360000.00000000 PA USD 344880.00000000 0.004391001526 Long DBT NUSS EG N 2 2047-01-31 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FPEX3 68223.27590000 PA USD 65560.34000000 0.000834712227 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893830BY4 710000.00000000 PA USD 737949.86000000 0.009395554864 Long DBT CORP BM N 2 2029-05-15 Fixed 0.08250000 N N N N N N HILTON USA TR 2016-HHV N/A 43300LAQ3 2000000.00000000 PA USD 1989345.60000000 0.025328286843 Long ABS-MBS CORP US N 2 2038-11-05 Variable 0.04193500 N N N N N N BX TRUST 2026-CIP N/A 123917AG1 251142.93000000 PA USD 252791.06000000 0.003218527981 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.05739200 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAA1 7337960.12000000 PA USD 7342546.35000000 0.093485073741 Long ABS-MBS CORP US N 3 2043-02-15 Variable 0.04839200 N N N N N N MORGAN STANLEY CAP I TR 2019-NUGS N/A 61692AAA0 200000.00000000 PA USD 124498.00000000 0.001585104697 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.04704480 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 368000.00000000 PA USD 332080.58000000 0.004228039705 Long DBT CORP US N 2 2030-09-15 Fixed 0.02700000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAP6 120000.00000000 PA USD 119764.58000000 0.001524838939 Long DBT CORP NL N 2 2027-05-09 Fixed 0.04750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHS2 722302.35100000 PA USD 630386.20000000 0.008026057662 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.03000000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBH0 140000.00000000 PA USD 137298.00000000 0.001748073902 Long DBT CORP CL N 2 2053-09-08 Fixed 0.06300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y27L4 11426.03550000 PA USD 10905.47000000 0.000138848107 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 461000.00000000 PA USD 461177.02000000 0.005871691599 Long DBT CORP US N 2 2055-09-15 Variable 0.07375000 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 N/A 315000.00000000 PA 407458.07000000 0.005187743584 Long DBT CORP GB N 2 2031-02-14 Fixed 0.04500000 N N N N N N BAIN CAPITAL CREDIT CLO 2023-4 LTD N/A 05685EAN0 4944000.00000000 PA USD 4944588.34000000 0.062954346292 Long ABS-CBDO CORP KY N 2 2039-01-21 Variable 0.04963730 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 525000.00000000 PA USD 466917.47000000 0.005944778831 Long DBT CORP US N 2 2049-02-15 Fixed 0.05500000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 23-2 N/A 55361AAZ7 772000.00000000 PA USD 799288.96000000 0.010176522394 Long ABS-MBS CORP US N 2 2056-12-15 Variable 0.07010862 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAH8 200000.00000000 PA USD 203190.00000000 0.002587008815 Long DBT CORP MA N 2 2030-04-30 Fixed 0.06100000 N N N N N N CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 N/A 228920AA2 500000.00000000 PA USD 487961.70000000 0.006212713319 Long ABS-MBS CORP US N 2 2043-02-10 Variable 0.04694500 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402CVV1 2393.94660000 PA USD 2440.12000000 0.000031067532 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HN89 4167.32130000 PA USD 3844.44000000 0.000048947291 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHVB0 21212.61200000 PA USD 20853.40000000 0.000265504845 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EP5H3 12103.66160000 PA USD 11757.83000000 0.000149700329 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04500000 N N N N N N BPR COML MTG TR 2024-PK N/A 05593UAA3 8606000.00000000 PA USD 8595674.52000000 0.109439862965 Long ABS-MBS CORP US N 2 2039-11-05 Variable 0.05217960 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2VZ2 45203.47100000 PA USD 42480.53000000 0.000540860798 Long ABS-MBS USGA US N 2 2046-04-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DMJ8 342351.23270000 PA USD 294921.58000000 0.003754932463 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N BRAVO RESIDENTIAL FDG TR 2025-NQM5 N/A 10569RAC6 677729.16000000 PA USD 676141.99000000 0.008608618969 Long ABS-CBDO CORP US N 2 2065-02-25 Variable 0.05496000 N N N N N N POST ROAD EQUIPMENT FINANCE 2025-1 LLC N/A 73747LAB4 699537.60000000 PA USD 701303.30000000 0.008928971992 Long ABS-CBDO CORP US N 2 2031-05-15 Fixed 0.04900000 N N N N N N CHEMOURS CO/THE 549300M1BOLNXL8DOV14 163851AF5 242000.00000000 PA USD 240482.01000000 0.003061809536 Long DBT CORP US N 2 2028-11-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFVZ1 423542.09560000 PA USD 364910.53000000 0.004646029616 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AKVF4 70610.84600000 PA USD 56368.45000000 0.000717681367 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N AUSNET SERVICES HOLDINGS PTY LTD TTMIG9TE1S0X3ZPDHD61 N/A 1020000.00000000 PA 734542.80000000 0.009352176282 Long DBT CORP AU N 2 2033-05-31 Fixed 0.06134000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAB6 480000.00000000 PA USD 488568.00000000 0.006220432712 Long DBT CORP US N 2 2028-12-15 Fixed 0.06625000 N N N N N N BX TR 2021-ACNT N/A 05609QAN6 438583.58500000 PA USD 437769.31000000 0.005573665357 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.07048480 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 797296.61000000 PA USD 798437.06000000 0.010165676030 Long ABS-CBDO CORP US N 2 2037-04-20 Fixed 0.05820000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMX0 225548.98900000 PA USD 230764.02000000 0.002938080387 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.06000000 N N N N N N COSAN OVERSEAS LTD 222100V5GTJGKUH55655 N/A 360000.00000000 PA USD 325440.00000000 0.004143492045 Long EP CORP KY N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 1421000.00000000 PA USD 1415565.93000000 0.018022941775 Long DBT CORP GB N 2 2030-06-20 Variable 0.05088000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAN3 3986000.00000000 PA USD 3953071.18000000 0.050330380382 Long DBT CORP US N 2 2031-07-20 Fixed 0.05125000 N N N N N N EOS ENERGY ENTERPRISES INC 529900UCCJMLRGDXVT41 29415CAC5 1623000.00000000 PA USD 959193.00000000 0.012212415702 Long DBT CORP US N 2 2031-12-01 Fixed 0.01750000 N N N N Y EOS ENERGY ENTERPRISES INC USD XXXX N N N METHANEX US OPERATIONS INC N/A 59151LAA4 735000.00000000 PA USD 744211.36000000 0.009475276089 Long DBT CORP US N 2 2032-03-15 Fixed 0.06250000 N N N N N ENDEAVOUR MINING PLC 529900NI5MXQ91GHXR07 29261HAB1 350000.00000000 PA USD 356343.75000000 0.004536957638 Long DBT CORP GB N 2 2030-05-28 Fixed 0.07000000 N N N N N N CARRIX INC EC2837NM50M2I72ZCF05 144567AA2 710000.00000000 PA USD 709392.52000000 0.009031963692 Long DBT CORP US N 2 2033-08-01 Fixed 0.06125000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDH5 2312000.00000000 PA USD 2188549.40000000 0.027864543483 Long DBT CORP US N 2 2030-09-26 Fixed 0.04450000 N N N N N N BBCMS MTG TR 2020-C7 N/A 05492VAK1 950000.00000000 PA USD 823818.06000000 0.010488826139 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 0.03152000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WBE4 3400000.00000000 PA USD 3346069.51000000 0.042602053834 Long DBT CORP JP N 2 2031-11-01 Fixed 0.05011500 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X6R56 1884.46920000 PA USD 1849.30000000 0.000023545230 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04500000 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AH4 835000.00000000 PA USD 863617.12000000 0.010995546544 Long DBT CORP NL N 2 2031-03-15 Fixed 0.07125000 N N N N N N MFRA TRST N/A 55287AAA3 466219.50000000 PA USD 438004.83000000 0.005576663990 Long ABS-CBDO CORP US N 2 2066-02-25 Variable 0.04250000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AH0 370000.00000000 PA USD 373357.01000000 0.004753569939 Long DBT CORP US N 2 2028-03-01 Fixed 0.05875000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494BB4 200000.00000000 PA USD 209300.00000000 0.002664801146 Long DBT NUSS GT N 2 2055-08-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLP42 459242.65000000 PA USD 404541.39000000 0.005150608504 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02500000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 190950000.00000000 PA 1184786.48000000 0.015084664933 Long DBT NUSS JP N 2 2031-06-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KEF3 38.87000000 PA USD 39.18000000 0.000000498838 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149BY5 200000.00000000 PA USD 203604.00000000 0.002592279850 Long DBT NUSS PY N 2 2055-03-04 Fixed 0.06650000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAA8 635000.00000000 PA USD 627042.18000000 0.007983481702 Long DBT CORP US N 2 2029-02-15 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427RJS0 418623.84000000 PA USD 410880.85000000 0.005231322313 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.05000000 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853192AA0 370000.00000000 PA USD 358168.66000000 0.004560192336 Long DBT CORP US N 2 2034-03-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKRB3 61162.06610000 PA USD 55189.75000000 0.000702674195 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAF5 110000.00000000 PA USD 107855.00000000 0.001373206534 Long EP CORP US N 2 N N N CHARLOTTE BUYER INC N/A 160924AA4 135000.00000000 PA USD 137818.13000000 0.001754696181 Long DBT CORP US N 2 2031-06-30 Fixed 0.08000000 N N N N N N BREAKWATER ENERGY HOLDINGS SARL 984500969HAFA937F390 10637BAA3 355000.00000000 PA USD 377999.03000000 0.004812671995 Long DBT CORP LU N 2 2030-11-15 Fixed 0.09250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HPEY5 4795165.28000000 PA USD 4788898.96000000 0.060972113906 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.04159750 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLJB3 523032.93600000 PA USD 470424.77000000 0.005989433667 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407WSA2 296.64680000 PA USD 303.00000000 0.000003857786 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 0.05619000 N N N N N N AIMCO 2019 N/A 00901ABE6 5056000.00000000 PA USD 5055615.74000000 0.064367943726 Long ABS-CBDO CORP KY N 2 2039-07-22 Variable 0.04888580 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FH7 310000.00000000 PA USD 310941.78000000 0.003958901155 Long EP CORP GB N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNAH6 62973.14480000 PA USD 50153.22000000 0.000638549250 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAP4 951000.00000000 PA USD 916781.42000000 0.011672432773 Long DBT CORP US N 2 2036-07-30 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KCY9 6834.76530000 PA USD 6535.83000000 0.000083213986 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 4892000.00000000 PA USD 4492111.68000000 0.057193427408 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAV3 480000.00000000 PA USD 409704.00000000 0.005216338695 Long DBT NUSS QA N 2 2046-06-02 Fixed 0.04625000 N N N N N N CIFC FUNDING 2021-VI LTD N/A 12553SAN4 4976000.00000000 PA USD 4980961.07000000 0.063417442769 Long ABS-CBDO CORP KY N 2 2039-07-15 Variable 0.04882240 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W45B9 1513530.89000000 PA USD 1548998.97000000 0.019721807127 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411WPK7 778.31550000 PA USD 802.57000000 0.000010218296 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 0.06218000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKDT2 385958.24100000 PA USD 331745.62000000 0.004223775005 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N OCWEN LN INVT TR 2024-HB1 N/A 675952AA3 63476.32000000 PA USD 62998.98000000 0.000802101070 Long ABS-CBDO CORP US N 2 2037-02-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVK63 106052.64090000 PA USD 96382.46000000 0.001227138509 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X46L5 17971.05770000 PA USD 17449.31000000 0.000222164076 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAE6 205000.00000000 PA USD 192606.15000000 0.002452255563 Long DBT CORP US N 2 2030-04-15 Fixed 0.03900000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN3Z4 14729.28400000 PA USD 14410.36000000 0.000183472259 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WMY99 35338.76370000 PA USD 34015.89000000 0.000433089262 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05612GAC7 917700.01000000 PA USD 919707.48000000 0.011709687278 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05330430 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H22J2 121908.74300000 PA USD 102509.14000000 0.001305143209 Long ABS-CBDO USGSE US N 2 2051-04-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M7PW5 189777.66300000 PA USD 151143.16000000 0.001924350053 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDKY9 20168.32430000 PA USD 17775.05000000 0.000226311388 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N IHS NETHERLANDS HOLDCO BV 5493006Z6YQYCCN2XI74 44963LAC0 158119.29850000 PA USD 157526.35000000 0.002005620631 Long DBT CORP MU N 2 2027-09-18 Fixed 0.08000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050494 -2500000.00000000 PA USD -2488281.25000000 -0.03168072015 Short ABS-MBS USGA US N 2 2041-09-01 Fixed 0.05000000 N N N N N N BENEFIT STREET PARTNERS CLO V-B LTD N/A 08181JAV4 2964000.00000000 PA USD 2969115.86000000 0.037802691585 Long ABS-CBDO CORP KY N 2 2039-07-20 Variable 0.04939210 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MAEW5 60465.94190000 PA USD 57316.25000000 0.000729748727 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAG4 165000.00000000 PA USD 162626.71000000 0.002070558257 Long DBT CORP US N 2 2034-03-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVAV9 12202.03870000 PA USD 11733.16000000 0.000149386231 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N PRPM 2026-RCF2 LLC N/A 74449JAA0 1018890.85000000 PA USD 1015099.15000000 0.012924211080 Long ABS-CBDO CORP US N 2 2056-03-25 Variable 0.05500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBN4 1500000.00000000 PA USD 1493851.20000000 0.019019667419 Long DBT CORP US N 2 2030-04-02 Fixed 0.04906000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6K38 154968.04800000 PA USD 139169.94000000 0.001771907385 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296VAX7 356.44750000 PA USD 355.92000000 0.000004531562 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.05000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 N/A 231000.00000000 PA 246053.02000000 0.003132739464 Long EP CORP LU N 2 N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 730000.00000000 PA 668633.07000000 0.008513015631 Long DBT CORP DE N 2 2037-03-31 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZM7 193131.79220000 PA USD 172800.73000000 0.002200093566 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GCLZ3 18536.47700000 PA USD 16864.57000000 0.000214719185 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHBK7 186045.98430000 PA USD 169544.47000000 0.002158634964 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392EVD9 461.44970000 PA USD 465.07000000 0.000005921256 Long ABS-CBDO USGSE US N 2 2032-04-25 Variable 0.04757670 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 158418.00000000 PA USD 152432.97000000 0.001940771874 Long DBT CORP LU N 2 2034-06-15 Fixed 0.05198000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CPJ4 37500000.00000000 PA USD 35481445.50000000 0.451748670137 Long DBT UST US N 2 2035-11-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPYP7 942556.99700000 PA USD 967590.37000000 0.012319330757 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.06000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2020-VIVA N/A 12433XAJ8 816000.00000000 PA USD 736130.74000000 0.009372393885 Long ABS-MBS CORP US N 2 2044-03-11 Variable 0.03548750 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAJ7 190000.00000000 PA USD 197152.93000000 0.002510145026 Long DBT CORP US N 2 2034-02-15 Fixed 0.07875000 N N N N N N TURKIYE IHRACAT KREDI BANKASI AS 789000JVRVYLAXGDWR11 90015LAM9 300000.00000000 PA USD 291717.00000000 0.003714131849 Long DBT CORP TR N 2 2031-01-15 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E07L7 5855.93270000 PA USD 5573.85000000 0.000070966086 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 N/A 425000.00000000 PA 483951.80000000 0.006161659396 Long DBT CORP US N 2 2032-05-21 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394VDE7 7955.67650000 PA USD 7824.97000000 0.000099627276 Long ABS-CBDO USGSE US N 2 2036-01-25 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNH75 10270.79700000 PA USD 9545.50000000 0.000121533011 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R3D9 23489.78900000 PA USD 22840.87000000 0.000290809252 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ETM3 13330.27270000 PA USD 11996.76000000 0.000152742378 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N OHA CREDIT PARTNERS VII LTD N/A 67102QBK3 3615000.00000000 PA USD 3614942.16000000 0.046025332124 Long ABS-CBDO CORP KY N 2 2038-02-20 Variable 0.04873150 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPZH5 185231.77300000 PA USD 153980.56000000 0.001960475742 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 N/A 290218.43000000 PA USD 290218.43000000 0.003695052102 Long LON CORP CA N 3 2026-09-30 Variable 0.15000000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087N59 1845000.00000000 PA 1231786.00000000 0.015683061373 Long DBT NUSS CA N 2 2032-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y6YQ7 7236876.60800000 PA USD 7426819.29000000 0.094558034215 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 125000.00000000 PA USD 124862.50000000 0.001589745500 Long DBT CORP ID N 2 2027-04-14 Fixed 0.04763000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFQH5 189064.64230000 PA USD 163955.63000000 0.002087478026 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N SW FINANCE I PLC 549300BHN1HB5BNG2R96 N/A 346000.00000000 PA 456166.47000000 0.005807897431 Long DBT CORP GB N 2 2041-12-12 Fixed 0.07375000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 11000000.00000000 PA USD 10820440.73000000 0.137765517757 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-SOAR N/A 05609WAA1 250547.07600000 PA USD 250625.37000000 0.003190954483 Long ABS-MBS CORP US N 3 2037-04-15 Variable 0.05130200 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BF0 335000.00000000 PA USD 357421.55000000 0.004550680154 Long DBT NUSS ZA N 2 2036-11-19 Fixed 0.07100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2QB0 2591872.55500000 PA USD 2649370.66000000 0.033731705557 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KMDK3 34458.66700000 PA USD 27594.41000000 0.000351331177 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 N/A 315000.00000000 PA 367182.76000000 0.004674959579 Long DBT CORP DK N 2 2032-01-09 Variable 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMU68 9864.74420000 PA USD 9477.06000000 0.000120661635 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BKJA1 99106.58000000 PA USD 86177.74000000 0.001097212328 Long ABS-CBDO USGSE US N 2 2048-08-25 Fixed 0.02500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AX5 305000.00000000 PA USD 309778.74000000 0.003944093366 Long DBT CORP US N 2 2053-06-15 Variable 0.08125000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 425000.00000000 PA USD 221000.00000000 0.002813765186 Long DBT CORP US N 2 2031-11-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946BR6 1874.88100000 PA USD 1833.35000000 0.000023342155 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGLW5 94911.50500000 PA USD 75915.90000000 0.000966558898 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 59408QAB2 747000.00000000 PA USD 739483.69000000 0.009415083541 Long DBT CORP US N 2 2033-03-15 Fixed 0.08500000 N N N N N N BENEFIT STREET PARTNERS CLO 44 LTD / LLC N/A 08187NAA5 4233000.00000000 PA USD 4241110.43000000 0.053997687232 Long ABS-CBDO CORP KY N 2 2039-01-15 Variable 0.04972920 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385XSL2 643.67130000 PA USD 658.79000000 0.000008387693 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 0.06116000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLM78 1883970.98400000 PA USD 1559053.62000000 0.019849822620 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N SATURN OIL and GAS INC 549300G6BWJ7K6PIIY73 80412LAE7 205000.00000000 PA USD 212833.33000000 0.002709787395 Long DBT CORP CA N 2 2031-07-30 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36185GML6 6206.00840000 PA USD 5824.17000000 0.000074153152 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 0.04000000 N N N N N N ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO N/A 045086AR6 195000.00000000 PA USD 195692.89000000 0.002491555841 Long DBT CORP US N 2 2033-08-01 Fixed 0.06875000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 4000000.00000000 PA USD 4208017.68000000 0.053576351359 Long DBT CORP US N 2 2033-11-07 Fixed 0.07122000 N N N N N N BMO 2025-5C12 MTG TR N/A 09663VAE0 9300000.00000000 PA USD 271051.29000000 0.003451016667 Long ABS-MBS CORP US N 2 2058-10-15 Variable 0.00749044 N N N N N N SEVERN TRENT WATER UTIL FIN 213800KY9PT6WBH33232 N/A 375000.00000000 PA 419909.63000000 0.005346276462 Long DBT CORP GB N 2 2035-08-04 Fixed 0.03875000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 8576000.00000000 PA USD 8856649.09000000 0.112762583144 Long DBT CORP GB N 2 2034-05-09 Variable 0.06224000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBL3 740000.00000000 PA USD 632509.67000000 0.008053093616 Long DBT CORP US N 2 2030-04-01 Fixed 0.06125000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XYQN2 203439.51600000 PA USD 184820.65000000 0.002353130817 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N MAGNETITE IX LTD / MAGNETITE IX LLC N/A 55953UAL8 1565000.00000000 PA USD 1567586.95000000 0.019958468715 Long ABS-CBDO CORP KY N 2 2037-10-25 Variable 0.05160150 N N N N N N CITYCON OYJ 549300P8N0P6KDGTJ206 N/A 208000.00000000 PA 203700.31000000 0.002593506066 Long EP CORP FI N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CPK4 7955.71480000 PA USD 7655.30000000 0.000097467043 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N DEMOCRATIC REPUBLIC OF CONGO N/A 24811WAA6 200000.00000000 PA USD 206442.00000000 0.002628413178 Long DBT NUSS CD N 2 2032-04-16 Fixed 0.08750000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 362332.00000000 PA USD 348230.04000000 0.004433654132 Long DBT NUSS LK N 2 2033-03-15 Variable 0.03350000 N N N N N N ESENTIA ENERGY DEVELOPMENT SAB DE CV 254900Q2VJTZZLC8UL64 29642EAB8 200000.00000000 PA USD 193436.00000000 0.002462821187 Long DBT CORP MX N 2 2038-07-30 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WRNF3 24254.81860000 PA USD 22349.51000000 0.000284553272 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 810000.00000000 PA USD 810085.86000000 0.010313988192 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNR8 83020000.00000000 PA USD 80629932.24000000 1.026577811287 Long DBT UST US N 2 2032-07-31 Fixed 0.04000000 N N N N N N FLUXYS SA 529900UEWUHSPPJQ1R79 N/A 800000.00000000 PA 932531.60000000 0.011872963579 Long DBT CORP BE N 2 2030-11-28 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405NCX1 253.18970000 PA USD 256.20000000 0.000003261930 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.06000000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAS2 270000.00000000 PA USD 280462.50000000 0.003570839902 Long DBT NUSS OM N 2 2031-01-25 Fixed 0.06250000 N N N N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 N/A 400000.00000000 PA 520428.78000000 0.006626083181 Long DBT CORP FR N 2 2035-01-25 Fixed 0.05500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810US5 2670000.00000000 PA USD 2418412.13000000 0.030791148674 Long DBT UST US N 2 2056-02-15 Fixed 0.02375000 N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 19.00000000 NC USD 6019.39000000 0.000076638687 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-12-21 2060824.36000000 USD 6019.39000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AFZS4 4169.53990000 PA USD 4120.65000000 0.000052463988 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 300000.00000000 PA 336102.88000000 0.004279251505 Long DBT CORP DE N 2 2036-06-05 Fixed 0.03875000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 270000.00000000 PA USD 263531.07000000 0.003355269458 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N MILLROSE PROPERTIES INC REIT N/A 601137AB8 200000.00000000 PA USD 200668.60000000 0.002554906428 Long DBT CORP US N 2 2032-09-15 Fixed 0.06250000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAE8 132000.00000000 PA USD 128903.64000000 0.001641197170 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03465000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAN0 5699822.50000000 PA USD 5409627.44000000 0.068875209775 Long ABS-CBDO CORP US N 2 2051-04-25 Fixed 0.02662000 N N N N N N RR 44A LTD N/A 78109WAA3 4774000.00000000 PA USD 4775465.62000000 0.060801081036 Long ABS-CBDO CORP KY N 2 2041-04-15 Variable 0.04922920 N N N N N N PEACE PARK CLO LTD N/A 70470MAQ8 9800000.00000000 PA USD 9803292.80000000 0.124815221673 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.04979210 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMN9 4105000.00000000 PA USD 2578787.93000000 0.032833048415 Long DBT CORP US N 2 2057-12-01 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A1UR6 25124.24800000 PA USD 24530.78000000 0.000312325134 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAH7 245000.00000000 PA USD 244418.47000000 0.003111928424 Long DBT CORP US N 2 2031-03-15 Fixed 0.05750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 290000.00000000 PA USD 289167.67000000 0.003681673858 Long DBT CORP US N 2 2034-11-01 Fixed 0.06250000 N N N N N N RCI BANQUE S A 96950001WI712W7PQG45 N/A 500000.00000000 PA 595423.09000000 0.007580908423 Long DBT CORP FR N 2 2034-10-09 Variable 0.05500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 223000.00000000 PA USD 230052.12000000 0.002929016498 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N MHP 2022-MHIL F N/A 55293DAL5 1069600.00200000 PA USD 1069265.75000000 0.013613858561 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06898400 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AM6 201000.00000000 PA USD 222452.75000000 0.002832261554 Long DBT CORP US N 2 2033-03-15 Fixed 0.07125000 N N N N N N GLP CAP LP / GLP FING II INC N/A 361841AT6 411000.00000000 PA USD 399180.67000000 0.005082355982 Long DBT CORP US N 2 2034-09-15 Fixed 0.05625000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137GB2J3 2699916.11000000 PA USD 2699910.71000000 0.034375179915 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 0.04119750 N N N N N N MOSS CREEK RES HLDGS INC 54930037SLMSPWKYIX36 61965RAC9 587000.00000000 PA USD 595299.01000000 0.007579328640 Long DBT CORP US N 2 2031-09-01 Fixed 0.08250000 N N N N N N BX 2026-ALOHA N/A 12434HAG8 720000.00000000 PA USD 720000.00000000 0.009167017800 Long ABS-MBS CORP US N 2 2043-04-15 Variable 0.05789200 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 560000.00000000 PA USD 582354.65000000 0.007414521448 Long DBT CORP US N 2 2033-07-01 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335APZ5 161435.41300000 PA USD 148109.50000000 0.001885725587 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AH8 1083000.00000000 PA USD 1191372.90000000 0.015168523030 Long DBT CORP US N 2 2030-09-15 Fixed 0.08125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FDC9 2626.14190000 PA USD 2591.44000000 0.000032994134 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.04500000 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531QAA3 204000.00000000 PA USD 215181.04000000 0.002739678366 Long DBT CORP FR N 2 2030-10-15 Fixed 0.10000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FP75 29445.90530000 PA USD 28691.41000000 0.000365298147 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.04500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BY9 200000.00000000 PA USD 229300.00000000 0.002919440530 Long DBT NUSS PA N 2 2038-03-01 Fixed 0.08000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 100000.00000000 PA 102197.82000000 0.001301179493 Long DBT NUSS RO N 2 2031-07-16 Fixed 0.02124000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FM52 3670.50330000 PA USD 3511.33000000 0.000044706145 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 0.04500000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAJ0 334600.00100000 PA USD 334535.96000000 0.004259301528 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.07827280 N N N N N N BPR COML MTG TR 2024-PK N/A 05593UAG0 639000.00000000 PA USD 644517.13000000 0.008205972227 Long ABS-MBS CORP US N 2 2039-11-05 Variable 0.06183320 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERRK8 32312.85450000 PA USD 29325.28000000 0.000373368560 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N EUROPEAN OUTLET MALL VENTURE SARL 894500PJZPJZ8J3N2H78 N/A 370000.00000000 PA 421908.01000000 0.005371719775 Long DBT CORP LU N 2 2031-07-15 Fixed 0.04000000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAH6 2932650.00000000 PA USD 2881740.08000000 0.036690225848 Long ABS-CBDO CORP US N 2 2055-12-06 Fixed 0.05274000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CM0 200000.00000000 PA USD 158170.00000000 0.002013815563 Long DBT NUSS TR N 2 2047-05-11 Fixed 0.05750000 N N N N N N PRM5 TR 2025-PRM5 N/A 693980AL8 805000.00000000 PA USD 813017.00000000 0.010351307376 Long ABS-MBS CORP US N 2 2033-03-10 Variable 0.08767110 N N N N N N ASURION LLC/ ASURION CO-ISSUER INC 549300KNQVXGIOXWK278 045941AB7 915000.00000000 PA USD 825774.60000000 0.010513736746 Long DBT CORP US N 2 2034-02-01 Fixed 0.08375000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAU5 3000000.00000000 PA USD 3039638.16000000 0.038700579334 Long DBT CORP KY N 2 2029-03-01 Fixed 0.05750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137BAMN9 80278.81380000 PA USD 78841.43000000 0.001003806655 Long ABS-CBDO USGSE US N 2 2031-11-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L4CZ0 26007.78200000 PA USD 20761.94000000 0.000264340379 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAS2 305000.00000000 PA USD 300211.50000000 0.003822283561 Long DBT CORP KY N 2 2054-06-28 Fixed 0.06400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5SD2 12718.72350000 PA USD 12423.89000000 0.000158180584 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.04500000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AE8 8305072.50000000 PA USD 8185859.00000000 0.104222104400 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06505000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAC1 660000.00000000 PA USD 679072.02000000 0.008645924021 Long DBT CORP US N 2 2032-11-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWA52 3897905.69800000 PA USD 3080017.11000000 0.039214682881 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPL49 333958.91000000 PA USD 353608.42000000 0.004502131500 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GUST2 74387.19240000 PA USD 70657.97000000 0.000899615095 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.04000000 N N N N N N BENEFIT STREET PARTNERS CLO 43 LTD 254900TPMKEES6UQHQ33 08179QAA8 4386000.00000000 PA USD 4395127.27000000 0.055958624890 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.04999210 N N N N N N QBE INS GROUP LTD 549300D2FBW76FPUSG65 N/A 318000.00000000 PA 410545.27000000 0.005227049719 Long DBT CORP AU N 2 2038-09-13 Variable 0.02500000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AF1 280000.00000000 PA USD 276990.00000000 0.003526628139 Long DBT NUSS BM N 2 2029-02-15 Fixed 0.04750000 N N N N N N JERSEY MIKES FUNDING LLC N/A 476681AD3 5028425.00000000 PA USD 4994591.24000000 0.063590981673 Long ABS-CBDO CORP US N 2 2055-02-15 Fixed 0.05636000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HRVH9 7196929.84000000 PA USD 7199065.89000000 0.091658284948 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.04119750 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 525000.00000000 PA USD 525199.61000000 0.006686825241 Long DBT CORP US N 2 2030-04-15 Fixed 0.05100000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060691 -11525000.00000000 PA USD -11655532.15000000 -0.14839787596 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.06000000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAP5 13225027.50000000 PA USD 12001779.90000000 0.152806291646 Long ABS-CBDO CORP US N 2 2051-04-25 Fixed 0.03151000 N N N N N N MORGAN STANLEY CAP I TR 2015-MS1 N/A 61765DAZ1 561000.00000000 PA USD 521763.66000000 0.006643078832 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.04027221 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 9010000.00000000 PA USD 8731026.79000000 0.111163163894 Long DBT CORP CH N 2 2031-04-01 Variable 0.04194000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 925000.00000000 PA 1111323.86000000 0.014149341121 Long DBT CORP GB N 2 2031-09-21 Variable 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133C8PN9 29239.89600000 PA USD 28539.16000000 0.000363359705 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BNE69 100788.76000000 PA USD 97916.14000000 0.001246665275 Long ABS-CBDO USGSE US N 2 2048-12-25 Fixed 0.04000000 N N N N N N GOLDENTREE LN MGMT US CLO 19 LTD / GOLDENTREE LN MGMT US CLO 19 LLC N/A 38138WAN4 2678000.00000000 PA USD 2677898.24000000 0.034094917826 Long ABS-CBDO CORP JE N 2 2039-07-20 Variable 0.04879210 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAN9 380000.00000000 PA USD 369078.27000000 0.004699093154 Long DBT CORP US N 2 2034-07-15 Fixed 0.05625000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 165000.00000000 NC -1821.68000000 -0.00002319357 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 UNICREDIT SPA UNICREDIT SPA 5.375%/VAR 04/16/2034 REGS Y 2031-06-20 433.57000000 EUR 0.00000000 EUR 165000.00000000 EUR -2246.70000000 N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 675000.00000000 PA USD 664875.21000000 0.008465170674 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N MONDI FINANCE LTD 213800BJV32JT6IRCS96 N/A 260000.00000000 PA 294032.56000000 0.003743613488 Long DBT CORP GB N 2 2031-05-23 Fixed 0.03375000 N N N N N N CENCOSUD SA 549300NLTGCFV7482429 15132HAK7 200000.00000000 PA USD 197650.00000000 0.002516473706 Long DBT CORP CL N 2 2036-04-15 Fixed 0.05750000 N N N N N N BANK5 2024-5YR10 N/A 06604AAR5 258000.00000000 PA USD 251738.52000000 0.003205127075 Long ABS-MBS CORP US N 2 2057-10-15 Variable 0.05743000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 4570000.00000000 NC USD 297887.54000000 0.003792694974 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2041-07-16 0.00000000 USD 0.00000000 USD 4570000.00000000 USD 1.00000000 4.49500000 USD 2031-07-14 XXXX 28029.04000000 N N N BUFFALO ENERGY MEXICO HOLDINGS N/A 11952AAA0 240680.71000000 PA USD 254820.70000000 0.003244369295 Long DBT CORP MX N 2 2039-02-15 Fixed 0.07875000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 99504.00000000 PA USD 101494.08000000 0.001292219497 Long DBT NUSS LK N 2 2036-05-15 Variable 0.03600000 N N N N N N BANK 2018-BNK10 N/A 065404AZ8 122145.72000000 PA USD 121383.68000000 0.001545453271 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 0.03641000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBVF2 37187.01210000 PA USD 35397.67000000 0.000450682043 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MDY97 59525.84920000 PA USD 55051.33000000 0.000700911836 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNW82 17895.81400000 PA USD 17564.81000000 0.000223634619 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BX9 1555000.00000000 PA USD 1558767.77000000 0.019846183187 Long DBT CORP BM N 2 2033-02-15 Fixed 0.06125000 N N N N N N RAILWORKS HOLDINGS LP/R N/A 75079MAA7 820000.00000000 PA USD 815906.20000000 0.010388092582 Long DBT CORP US N 2 2028-11-15 Fixed 0.08250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLDH8 3112982.28300000 PA USD 2681409.63000000 0.034139624735 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02000000 N N N N N N DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC N/A 25755TAK6 2880400.00000000 PA USD 2865375.26000000 0.036481869464 Long ABS-CBDO CORP US N 2 2048-07-25 Fixed 0.04328000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3618N5TN9 2998802.94200000 PA USD 2983834.42000000 0.037990087837 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 0.05500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAM9 195000.00000000 PA USD 195470.54000000 0.002488724888 Long DBT CORP US N 2 2035-01-15 Fixed 0.07250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8DE0 68145.71510000 PA USD 63503.80000000 0.000808528423 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31393FCL8 1392.78780000 PA USD 1404.78000000 0.000017885615 Long ABS-CBDO USGSE US N 2 2032-11-15 Fixed 0.05500000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAH8 235000.00000000 PA USD 240996.73000000 0.003068362935 Long DBT CORP US N 2 2031-03-24 Fixed 0.07500000 N N N N N N CAMELOT RETURN MERGER SUB INC N/A 13323NAA0 265000.00000000 PA USD 137800.00000000 0.001754465351 Long DBT CORP US N 2 2028-08-01 Fixed 0.08750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMBL7 268764.20500000 PA USD 236722.06000000 0.003013937969 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02500000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AS0 345000.00000000 PA USD 344696.40000000 0.004388663937 Long DBT CORP US N 2 2033-09-15 Fixed 0.05750000 N N N N N N SCANDINAVIAN TOBACCO GROUP 5299003KG4JS99TRML67 N/A 250000.00000000 PA 295731.23000000 0.003765240902 Long DBT CORP DK N 2 2029-09-12 Fixed 0.04875000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020695 -129925000.00000000 PA USD -101351647.14000000 -1.29040604649 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKY9 329684.19300000 PA USD 281861.19000000 0.003588647980 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEC6 5000000.00000000 PA USD 4972215.90000000 0.063306099534 Long DBT CORP US N 2 2035-01-23 Variable 0.05336000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAK9 6612229.95000000 PA USD 134350.59000000 0.001710547569 Long ABS-MBS CORP US N 2 2052-08-15 Variable 0.00994884 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AX4B4 4853.38760000 PA USD 4620.85000000 0.000058832519 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402QTS0 8972.32290000 PA USD 9167.85000000 0.000116724783 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.06000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DQ5 983000.00000000 PA USD 1015598.44000000 0.012930568025 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ENRB7 28952.45970000 PA USD 28294.22000000 0.000360241136 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W04U6 2952909.91100000 PA USD 2331462.05000000 0.029684102936 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJA0 168000.00000000 PA USD 168879.38000000 0.002150167059 Long DBT UST US N 2 2028-09-30 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7SQ1 867468.74600000 PA USD 788077.66000000 0.010033780469 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299CC6 445000.00000000 PA USD 433163.00000000 0.005515017960 Long DBT NUSS PA N 2 2038-02-23 Fixed 0.05662000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPPY4 7959.75710000 PA USD 7490.41000000 0.000095367669 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q83X1 12342.87530000 PA USD 11787.81000000 0.000150082033 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DS6 330000.00000000 PA USD 319324.50000000 0.004065629688 Long DBT NUSS TR N 2 2036-11-04 Fixed 0.06800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E03J9 98330.21200000 PA USD 81463.97000000 0.001037196754 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 4050000.00000000 PA USD 4029446.94000000 0.051302794203 Long DBT CORP US N 2 2030-03-01 Fixed 0.04800000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AF8 2982900.00000000 PA USD 2950126.28000000 0.037560916838 Long ABS-CBDO CORP US N 2 2047-11-20 Fixed 0.04030000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6K3 1050435.07650000 PA USD 871496.19000000 0.011095862621 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.01500000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AG6 540000.00000000 PA USD 543015.36000000 0.006913654821 Long DBT CORP US N 2 2033-03-15 Fixed 0.06500000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9A51 8595.73810000 PA USD 8585.40000000 0.000109309048 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CMK4 400000.00000000 PA USD 396937.50000000 0.005053796011 Long DBT UST US N 2 2032-01-31 Fixed 0.04375000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 375000.00000000 PA USD 381108.75000000 0.004852264854 Long DBT CORP US N 2 2030-03-15 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQYH9 157034.74330000 PA USD 144184.87000000 0.001835757319 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMN2 3283144.98500000 PA USD 3293255.76000000 0.041929630798 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNE45 29712.85600000 PA USD 27023.61000000 0.000344063769 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02000000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAD4 200000.00000000 PA USD 194500.00000000 0.002476368003 Long DBT CORP KY N 2 2036-01-29 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDGU4 2411225.23400000 PA USD 2083463.77000000 0.026526596482 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERB41 224334.94230000 PA USD 204376.63000000 0.002602116951 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CE4 200000.00000000 PA USD 155500.00000000 0.001979821205 Long DBT NUSS ID N 2 2048-01-11 Fixed 0.04350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHRR5 29766.35010000 PA USD 28535.79000000 0.000363316798 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAG3 485000.00000000 PA USD 497125.00000000 0.006329380172 Long DBT CORP US N 2 2033-08-13 Fixed 0.07686000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 780000.00000000 NC -183858.67000000 -0.00234088291 N/A DCR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 HEIDELBERG MATERIALS AG HEIDELBERG MATERIALS AG 3.75% 05/31/2032 REGS Y 2031-06-20 0.00000000 EUR 173715.40000000 EUR 780000.00000000 EUR -11940.94000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EPX33 134521.14750000 PA USD 131462.84000000 0.001673780825 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04500000 N N N N N N NAVOIYURAN STATE ENTERPRISE 254900ACNT2MA4KNLL55 85679AAA6 200000.00000000 PA USD 202750.00000000 0.002581406748 Long DBT CORP UZ N 2 2030-07-02 Fixed 0.06700000 N N N N N N PRET 2026-RN4 N/A 69386EAA6 1286789.51000000 PA USD 1286786.94000000 0.016383331645 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 0.05803200 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AF9 300000.00000000 PA USD 261090.36000000 0.003324194413 Long DBT NUSS RS N 2 2030-12-01 Fixed 0.02125000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BJ2 200000.00000000 PA USD 195100.00000000 0.002484007184 Long DBT NUSS ZA N 2 2055-12-11 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNUU5 16444.01700000 PA USD 16139.86000000 0.000205492199 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LUU8 21935.02820000 PA USD 21361.20000000 0.000271970139 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-3 N/A 30185FAC4 2600000.00000000 PA USD 2587884.52000000 0.032948865918 Long ABS-CBDO CORP US N 2 2030-12-16 Fixed 0.04180000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRX6 993336.61730000 PA USD 826367.56000000 0.010521286295 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AHB63 397723.03100000 PA USD 317501.22000000 0.004042415743 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087T53 1300000.00000000 PA 905027.09000000 0.011522777005 Long DBT NUSS CA N 2 2035-12-01 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297MLB2 942.77270000 PA USD 941.07000000 0.000011981674 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CE4C3 6502.60400000 PA USD 6835.11000000 0.000087024409 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.07000000 N N N N N N CVC CORDATUS LN FD XVII DESIGNATED ACTIVITY CO 549300FNLNVJS6HNUN71 N/A 650000.00000000 PA 755007.50000000 0.009612732211 Long ABS-CBDO CORP IE N 2 2041-02-27 Variable 0.00000000 N N N N N N BMO 2026-C14 MORTGAGE TRUST N/A 096942BB2 175000.00000000 PA USD 164745.68000000 0.002097536918 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 0.05925500 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 715000.00000000 PA USD 722318.03000000 0.009196530887 Long DBT NUSS DO N 2 2028-07-19 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHQ7 513944.98600000 PA USD 526952.42000000 0.006709141964 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CTC8 5271.88170000 PA USD 5002.91000000 0.000063696895 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N CIA DE MINAS BUENAVENTURA SAA 529900WQB1ZU9KB6EL71 204448AB0 380000.00000000 PA USD 387098.40000000 0.004928524893 Long DBT CORP PE N 2 2032-02-04 Fixed 0.06800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G3U9 10.13100000 PA USD 10.21000000 0.000000129993 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 500000.00000000 NC USD 79552.50000000 0.001012859977 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BB CDSI S18 PRC INDX CZ030007 Y 2057-12-17 31476.87000000 USD 0.00000000 USD 500000.00000000 USD 48075.63000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A7XD5 1185.60650000 PA USD 1131.25000000 0.000014403040 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 450000.00000000 NC USD 28915.79000000 0.000368154946 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S19 PRC CORP INDEX CZ039900 Y 2058-12-17 28513.24000000 USD 0.00000000 USD 450000.00000000 USD 402.55000000 N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BMBT4 2194201.86600000 PA USD 1996827.70000000 0.025423548709 Long ABS-CBDO USGSE US N 2 2046-09-25 Fixed 0.02250000 N N N N N N CHEMOURS CO/THE 549300M1BOLNXL8DOV14 163851AH1 940000.00000000 PA USD 888666.88000000 0.011314479316 Long DBT CORP US N 2 2029-11-15 Fixed 0.04625000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BSV1 1331.96060000 PA USD 1372.84000000 0.000017478956 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GSY4 4.44280000 PA USD 4.47000000 0.000000056911 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JCDN7 449999.92700000 PA USD 448123.29000000 0.005705491911 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCNA2 178371.23200000 PA USD 159565.32000000 0.002031580734 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 05675M2L7 100000.00000000 PA USD 98406.00000000 0.001252902157 Long DBT NUSS BH N 2 2036-02-12 Fixed 0.07500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCS2 2786000.00000000 PA USD 2790839.20000000 0.035532878646 Long DBT CORP US N 2 2028-05-10 Variable 0.04927000 N N N N N N RKTL 2026-3 N/A 74990PAA9 1500000.00000000 PA USD 1498846.95000000 0.019083273154 Long ABS-CBDO CORP US N 2 2035-08-27 Fixed 0.04510000 N N N N N N NAVOI MINING METALLURGIC N/A 63890CAB0 200000.00000000 PA USD 209692.00000000 0.002669792078 Long DBT CORP UZ N 2 2031-10-17 Fixed 0.06950000 N N N N N N ALA TRUST 2025-OANA N/A 009920AG4 585000.00000000 PA USD 587925.00000000 0.007485442973 Long ABS-MBS CORP US N 2 2040-06-15 Variable 0.06730720 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 485000.00000000 PA 530517.74000000 0.006754535508 Long DBT NUSS LU N 2 2039-10-04 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y8GU8 7072.17540000 PA USD 6887.83000000 0.000087695639 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABDF6 2867177.43400000 PA USD 2388325.83000000 0.030408090830 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9FB5 999730.81500000 PA USD 858812.26000000 0.010934371215 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 1093000.00000000 PA 1314404.45000000 0.016734956931 Long DBT CORP CH N 2 2032-03-17 Variable 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376KP42 959.40830000 PA USD 980.91000000 0.000012488915 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAE1 100000.00000000 PA USD 99801.06000000 0.001270664018 Long DBT CORP NL N 2 2026-10-01 Fixed 0.03150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQLB6 49377.68710000 PA USD 49248.33000000 0.000627028219 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31388QUW7 300.70590000 PA USD 314.87000000 0.000004008915 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.07000000 N N N N N N ACRA 2026-NQM1 N/A 00093CAA9 1989749.28000000 PA USD 1988113.31000000 0.025312597365 Long ABS-CBDO CORP US N 2 2066-06-25 Variable 0.05573000 N N N N N N ACCENDRA HEALTH INC 549300LMT5KQQXCEZ733 690732AL6 1284525.00000000 PA USD 584458.88000000 0.007441312440 Long DBT CORP US N 2 2033-06-15 Fixed 0.09750000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAM1 380000.00000000 PA USD 374835.34000000 0.004772391991 Long DBT CORP US N 2 2031-07-15 Fixed 0.05375000 N N N N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 180000.00000000 PA USD 49635.00000000 0.000631951289 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.06375000 Y Y N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FCJC1 783.30850000 PA USD 110.19000000 0.000001402935 Long ABS-CBDO USGSE US N 2 2034-03-25 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLK2 6296.35560000 PA USD 6457.26000000 0.000082213635 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.06000000 N N N N N N CORE SCIENTIFIC FINANCE I LLC N/A 21874LAA0 1390000.00000000 PA USD 1348692.81000000 0.017171515273 Long DBT CORP US N 2 2031-05-15 Fixed 0.07750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31395NEN3 1704.77010000 PA USD 1448.71000000 0.000018444931 Long ABS-CBDO USGSE US N 2 2036-06-25 Fixed 0.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 555000.00000000 PA USD 562890.99000000 0.007166710729 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJJE4 649927.66500000 PA USD 651043.66000000 0.008289067806 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05500000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CV7 200000.00000000 PA USD 216137.50000000 0.002751855986 Long DBT NUSS CR N 2 2054-11-13 Fixed 0.07300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WPRV1 14755.24900000 PA USD 14198.29000000 0.000180772190 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31359PQC3 30.45020000 PA USD 30.65000000 0.000000390234 Long ABS-CBDO USGSE US N 2 2027-06-18 Fixed 0.07500000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 4000000.00000000 PA USD 3819176.12000000 0.048625632606 Long DBT CORP US N 2 2030-05-01 Fixed 0.03600000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 1400000.00000000 PA USD 1348900.00000000 0.017174153210 Long DBT NUSS DO N 2 2030-01-30 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04R6 4342.56180000 PA USD 4238.60000000 0.000053965724 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAA6 450000.00000000 PA USD 476662.50000000 0.006068852253 Long DBT NUSS BJ N 2 2038-02-13 Fixed 0.07960000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MEM8 2327000.00000000 PA USD 2292652.39000000 0.029189979542 Long DBT CORP JP N 2 2032-07-07 Variable 0.04934000 N N N N N N SAGICOR FINANCIAL CO LTD 984500P7FADAA3A50B04 78669QAA8 150000.00000000 PA USD 149164.50000000 0.001899157814 Long DBT CORP BM N 2 2028-05-13 Fixed 0.05300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAW2 1829000.00000000 PA USD 1790731.92000000 0.022799543593 Long DBT CORP US N 2 2032-04-16 Variable 0.04809000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WG3U6 614480.23300000 PA USD 589573.44000000 0.007506430860 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9S44 1210.79080000 PA USD 1208.41000000 0.000015385438 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132E0R46 30588.16100000 PA USD 30022.39000000 0.000382244143 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 275000.00000000 PA USD 273206.75000000 0.003478459917 Long DBT CORP US N 2 2038-06-15 Fixed 0.05800000 N N N N N N MORGAN STANLEY CAP I TR 2019-L2 N/A 61768HAV8 359437.76000000 PA USD 349166.25000000 0.004445573929 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 0.03806000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 1685000.00000000 PA USD 1710803.03000000 0.021781891430 Long DBT CORP US N 2 2032-05-15 Fixed 0.06500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 1390000.00000000 PA USD 1387037.19000000 0.017659714737 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M5GP9 6902.21080000 PA USD 7115.51000000 0.000090594453 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291QSF2 11153.14760000 PA USD 10222.60000000 0.000130153828 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 0.03500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DS1 4796000.00000000 PA USD 5116957.86000000 0.065148949706 Long DBT CORP US N 2 2034-05-01 Fixed 0.06528000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BSH0 392726.42430000 PA USD 359635.77000000 0.004578871535 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CG5 184509.00000000 PA USD 106369.44000000 0.001354292430 Long DBT NUSS UA N 2 2036-02-01 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBA0 1019436.06400000 PA USD 764149.60000000 0.009729129146 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.01500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYJ7 23922000.00000000 PA USD 20873700.40000000 0.265763309912 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUFG7 1280282.18700000 PA USD 1071482.12000000 0.013642077315 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AK3J2 19774.22900000 PA USD 21099.92000000 0.000268643530 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.07000000 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 72431HAE0 983972.09000000 PA USD 443486.06000000 0.005646450842 Long LON CORP US N 2 2031-05-15 Variable 0.08164350 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9UX1 42346.86600000 PA USD 33845.09000000 0.000430914642 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CS62 18410.73120000 PA USD 17582.80000000 0.000223863667 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P8GB1 93956.38080000 PA USD 89697.89000000 0.001142030769 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 0.04000000 N N N N N N BANK 2019 N/A 06541RAZ6 66073.97000000 PA USD 64082.22000000 0.000815892849 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 0.02846000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 150472658.86700000 NS USD 150502753.40000000 1.916196415969 Long STIV RF US N 1 N N N EQT 2026-IND1 N/A 29439AAJ6 438000.00000000 PA USD 439916.25000000 0.005601000131 Long ABS-MBS CORP US N 2 2041-07-15 Variable 0.06350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SRX7 152696.65600000 PA USD 147771.35000000 0.001881420272 Long ABS-MBS USGA US N 2 2031-12-20 Fixed 0.03000000 N N N N N N CENT TRUST 2025-CITY N/A 12517TAA5 4309000.00000000 PA USD 4261820.76000000 0.054261370515 Long ABS-MBS CORP US N 2 2040-07-10 Variable 0.04919988 N N N N N N RR 25 LTD N/A 75000KAY3 3155000.00000000 PA USD 3155000.00000000 0.040169362724 Long ABS-CBDO CORP BM N 2 2041-04-15 Variable 0.04932920 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TR4H5 238.74790000 PA USD 241.37000000 0.000003073115 Long ABS-CBDO USGSE US N 2 2031-01-15 Fixed 0.06500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 1054000.00000000 PA USD 1066944.84000000 0.013584308806 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAX4 5500000.00000000 PA USD 5455311.79000000 0.069456861511 Long DBT CORP US N 2 2029-12-05 Variable 0.04452000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287MT59 660.71900000 PA USD 681.14000000 0.000008672253 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31359SXB1 955.06900000 PA USD 967.96000000 0.000012324036 Long ABS-CBDO USGSE US N 2 2031-05-25 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHVP4 17760.35080000 PA USD 16892.36000000 0.000215073006 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N LBA TRUST 2026-LBA6 N/A 50177CAA3 3243000.00000000 PA USD 3243000.00000000 0.041289776011 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.04850000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJR0 1299439.47590000 PA USD 1088103.19000000 0.013853696266 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02500000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 230000.00000000 PA 198223.96000000 0.002523781347 Long DBT NUSS LU N 2 2035-06-10 Fixed 0.00125000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 549300T0G4GS0SINS786 451102BZ9 2506000.00000000 PA USD 2487949.53000000 0.031676496707 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAJ7 812000.00000000 PA USD 526785.00000000 0.006707010378 Long ABS-MBS CORP US N 3 2039-05-15 Variable 0.06181110 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDC6 7238000.00000000 PA USD 7845546.86000000 0.099889260726 Long DBT CORP US N 2 2031-10-30 Variable 0.07624000 N N N N N N NYC COML MTG TR 2025-77C N/A 67123LAJ3 1105000.00000000 PA USD 1072185.26000000 0.013651029672 Long ABS-MBS CORP US N 2 2036-01-10 Variable 0.06262760 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVC0 155853.92300000 PA USD 133742.46000000 0.001702804877 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31398MRG3 109527.91540000 PA USD 110526.05000000 0.001407214260 Long ABS-CBDO USGSE US N 2 2036-06-25 Variable 0.04687670 N N N N N N ARES COMMERCIAL MORTGAGE TRUST N/A 04021QAG4 275000.00000000 PA USD 275515.63000000 0.003507856506 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.05989200 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARMG3 7044.45520000 PA USD 6692.00000000 0.000085202337 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLN4 7061.36310000 PA USD 6716.73000000 0.000085517199 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.04000000 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 N/A 400000.00000000 PA 529387.32000000 0.006740143036 Long DBT CORP GB N 2 2033-04-29 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XABG6 14905.74500000 PA USD 11782.76000000 0.000150017737 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N SYNERGY INFRASTRUCTURE HOLDINGS LLC N/A 87191JAB0 70000.00000000 PA USD 71212.33000000 0.000906673189 Long DBT CORP US N 2 2034-07-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394D4V9 6212.32040000 PA USD 298.38000000 0.000003798964 Long ABS-CBDO USGSE US N 2 2035-06-25 Variable 0.02962330 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XHSB8 689.72450000 PA USD 714.14000000 0.000009092408 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 0.05705000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MBXL5 19651.19510000 PA USD 18179.78000000 0.000231464398 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 N/A 375000.00000000 PA 458820.62000000 0.005841689987 Long DBT CORP LU N 2 2031-04-10 Fixed 0.03625000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31392XV96 2418.29710000 PA USD 2469.43000000 0.000031440706 Long ABS-CBDO USGSE US N 2 2032-11-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RAQ2 3031.91960000 PA USD 3125.61000000 0.000039795170 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XL2H0 209292.03900000 PA USD 204463.78000000 0.002603226542 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHWU7 27601.33400000 PA USD 27151.19000000 0.000345688113 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 1868000.00000000 PA USD 1643165.09000000 0.020920727263 Long DBT CORP LU N 2 2028-05-15 Fixed 0.04750000 N N N N N N SLAM 2025-1 N/A 78450TAA5 2647445.90000000 PA USD 2642858.67000000 0.033648795101 Long ABS-CBDO CORP US N 2 2050-05-15 Fixed 0.05807000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DSD4 206.76110000 PA USD 213.11000000 0.000002713309 Long ABS-MBS USGA US N 2 2032-03-20 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132LQUK1 3018.85660000 PA USD 2882.03000000 0.000036693917 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 0.04000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AH9 1737000.00000000 PA USD 1400890.50000000 0.017836094653 Long DBT CORP US N 2 2030-03-15 Fixed 0.03125000 N N N N Y KOSMOS ENERGY LTD USD XXXX N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394E3H9 115064.53120000 PA USD 116528.57000000 0.001483638160 Long ABS-CBDO USGSE US N 2 2035-08-25 Fixed 0.05500000 N N N N N N SWCH COML MTG TR 2025-DATA N/A 78489CAF6 928000.00000000 PA USD 922054.03000000 0.011739563481 Long ABS-MBS CORP US N 2 2042-02-15 Variable 0.07878120 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBM5 18494.81210000 PA USD 18253.80000000 0.000232406818 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBZ3 400000.00000000 PA USD 374182.96000000 0.004764085909 Long DBT CORP BM N 2 2033-09-15 Fixed 0.06250000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAP5 200000.00000000 PA USD 201146.00000000 0.002560984670 Long DBT CORP TR N 2 2036-12-08 Variable 0.08250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56U1 347830.23500000 PA USD 309592.42000000 0.003941721146 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FBW5 1299.45230000 PA USD 1245.51000000 0.000015857794 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377YTR1 3109.26290000 PA USD 50.77000000 0.000000646402 Long ABS-CBDO USGA US N 2 2040-05-20 Fixed 0.04500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BN3 5861000.00000000 PA USD 4756775.41000000 0.060563117858 Long DBT CORP US N 2 2048-04-01 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8P35 184807.43900000 PA USD 165529.84000000 0.002107520819 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6H31 2650.07040000 PA USD 2384.18000000 0.000030355306 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7TA4 966.01900000 PA USD 947.73000000 0.000012066469 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140U7D82 663964.28700000 PA USD 641308.96000000 0.008165125905 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9DY7 422866.53200000 PA USD 374155.99000000 0.004763742528 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BL5X4 145605.21000000 PA USD 136996.03000000 0.001744229230 Long ABS-CBDO USGSE US N 2 2046-08-25 Fixed 0.03000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBE0 389000.00000000 PA USD 355267.14000000 0.004523250272 Long DBT CORP US N 2 2032-03-15 Fixed 0.03350000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBN0 813000.00000000 PA USD 641255.86000000 0.008164449838 Long DBT CORP US N 2 2036-11-15 Fixed 0.03187000 N N N N N N CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC N/A 12554XAY8 4167000.00000000 PA USD 4177129.98000000 0.053183090115 Long ABS-CBDO CORP KY N 2 2038-10-15 Variable 0.05022920 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136AWLF2 4046680.65400000 PA USD 3637537.36000000 0.046313013514 Long ABS-CBDO USGSE US N 2 2047-05-25 Fixed 0.02700000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 2000000.00000000 PA USD 2050858.62000000 0.026111468717 Long DBT CORP US N 2 2028-05-12 Fixed 0.06800000 N N N N N N NYMT LOAN TRUST 2025-CP1 N/A 67121VAA2 2139591.20870000 PA USD 2063227.06000000 0.026268943314 Long ABS-CBDO CORP US N 2 2069-11-25 Fixed 0.03750000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 4372000.00000000 PA USD 4363454.45000000 0.055555367522 Long DBT CORP US N 2 2027-09-29 Fixed 0.04450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295QLQ1 2183.87200000 PA USD 2130.66000000 0.000027127497 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HMHP9 5781.20290000 PA USD 5528.58000000 0.000070389710 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B1XC0 764780.86800000 PA USD 655087.20000000 0.008340550032 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N TECPETROL SA 529900C0GOV3UC7ZMZ16 87876TAH7 150000.00000000 PA USD 152887.50000000 0.001946558936 Long DBT CORP AR N 2 2030-11-03 Fixed 0.07625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J66F6 17192.16290000 PA USD 15956.59000000 0.000203158811 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DF1 333000.00000000 PA USD 311105.94000000 0.003960991236 Long DBT CORP US N 2 2029-09-13 Fixed 0.02450000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 218000.00000000 PA USD 215546.64000000 0.002744333174 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AM2 370000.00000000 PA USD 362126.73000000 0.004610586361 Long DBT CORP US N 2 2034-03-01 Fixed 0.05875000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EG8 149000.00000000 PA USD 148209.55000000 0.001886999420 Long DBT CORP US N 2 2027-04-01 Fixed 0.03350000 N N N N N N RR 27 LTD N/A 78110VAS3 2435000.00000000 PA USD 2435555.18000000 0.031009413458 Long ABS-CBDO CORP BM N 2 2040-10-15 Variable 0.04982920 N N N N N N LIQUID TELECOMMUNICATIONS FINANCING PLC 635400MXAVJRJJCWVI87 536333AC1 375000.00000000 PA USD 390262.50000000 0.004968810117 Long DBT CORP GB N 2 2031-04-14 Fixed 0.10750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQKL5 1770.63120000 PA USD 1690.08000000 0.000021518046 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYLA3 3538.61630000 PA USD 3289.86000000 0.000041886396 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AZ3 500000.00000000 PA USD 492544.43000000 0.006271060496 Long DBT CORP US N 2 2027-10-15 Fixed 0.03050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427P4V3 2199176.10800000 PA USD 1826769.61000000 0.023258374351 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371M3Q8 1.12490000 PA USD 1.12000000 0.000000014259 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 795000.00000000 PA USD 808173.95000000 0.010289645813 Long DBT CORP US N 2 2033-06-30 Fixed 0.06875000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBC8 1290000.00000000 PA USD 1294970.37000000 0.016487522824 Long DBT CORP US N 2 2030-04-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQRH2 1721428.45800000 PA USD 1800580.94000000 0.022924941012 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WGEA9 22849.11100000 PA USD 23987.20000000 0.000305404290 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F2M7 6663.48550000 PA USD 6320.82000000 0.000080476485 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 0.04000000 N N N N N N TKC HOLDINGS INC N/A 87256YAE3 380000.00000000 PA USD 395979.38000000 0.005041597257 Long DBT CORP US N 2 2030-08-15 Fixed 0.08500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 N/A 199093.00000000 PA USD 203572.59000000 0.002591879939 Long DBT NUSS LK N 2 2038-02-15 Variable 0.03600000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-IRON N/A 05608JAG8 220909.78200000 PA USD 219953.91000000 0.002800446400 Long ABS-MBS CORP US N 2 2038-02-15 Variable 0.05903480 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 2420000.00000000 PA USD 2430841.96000000 0.030949404886 Long DBT CORP US N 2 2038-07-01 Fixed 0.07300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 1880000.00000000 PA USD 1643100.37000000 0.020919903250 Long DBT CORP US N 2 2032-07-21 Variable 0.02299000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MVR8 10946.31530000 PA USD 9898.80000000 0.000126031216 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.03000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 28 LTD 254900QMNDOCGSL27870 38140CAC8 2652000.00000000 PA USD 2652827.42000000 0.033775716919 Long ABS-CBDO CORP KY N 2 2039-10-20 Variable 0.04899210 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WGQ67 43009.97410000 PA USD 39086.13000000 0.000497643402 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AJ9 185000.00000000 PA USD 185335.22000000 0.002359682306 Long DBT CORP US N 2 2032-03-15 Fixed 0.06750000 N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 31510000.00000000 NC USD 145370.12000000 0.001850847885 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2028-08-19 0.00000000 USD 0.00000000 USD 31510000.00000000 USD 1.00000000 4.08000000 USD 2027-08-17 XXXX 30358.62000000 N N N SG COML MTG SECS TR 2020-COVE N/A 78397FAL7 197000.00000000 PA USD 180361.71000000 0.002296359730 Long ABS-MBS CORP US N 2 2037-03-15 Variable 0.03727570 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XA5H1 2178405.20100000 PA USD 1959294.89000000 0.024945682130 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUN7 29323.77800000 PA USD 24563.52000000 0.000312741979 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060697 -9700000.00000000 PA USD -9837300.59000000 -0.12524820780 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042699 -1300000.00000000 PA USD -1220730.42000000 -0.01554230206 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HRKQ1 3899843.93000000 PA USD 3899836.13000000 0.049652593366 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 0.04129750 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AW2 145000.00000000 PA USD 129788.05000000 0.001652457450 Long DBT NUSS PL N 2 2053-04-04 Fixed 0.05500000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 40000.00000000 PA USD 24668.70000000 0.000314081127 Long DBT CORP GB N 2 2030-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHX7 1549022.34300000 PA USD 1426452.39000000 0.018161547848 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.04000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 620705.23000000 PA USD 553091.81000000 0.007041947871 Long DBT CORP LU N 2 2036-08-31 Fixed 0.03545000 N N N N N N SUZANO NETHERLANDS BV 9845009ZB9F5D6DB3602 86960YAA0 260000.00000000 PA USD 248547.00000000 0.003164492740 Long DBT CORP NL N 2 2036-01-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBXV7 60666.58500000 PA USD 52376.82000000 0.000666860057 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MRK67 42346.22140000 PA USD 36745.20000000 0.000467838753 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GET67 2372.36110000 PA USD 2319.52000000 0.000029532057 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9ZM0 8818.13400000 PA USD 8039.31000000 0.000102356247 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 700000.00000000 NC USD 52048.50000000 0.000662679897 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 33972.94000000 USD 0.00000000 USD 700000.00000000 USD 18075.56000000 N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087N26 450000.00000000 PA 295352.12000000 0.003760414085 Long DBT NUSS CA N 2 2031-12-01 Fixed 0.01500000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAH1 140000.00000000 PA USD 131906.25000000 0.001679426308 Long DBT CORP NL N 2 2032-01-19 Fixed 0.04193000 N N N N N N MAGNETITE XXIX LTD / MAGNETITE XXIX LLC N/A 55955KAW4 2024000.00000000 PA USD 2024010.12000000 0.025769634443 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.01220000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 2000000.00000000 PA USD 1955980.28000000 0.024903480617 Long DBT CORP US N 2 2033-03-01 Fixed 0.05000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAF5 200000.00000000 PA USD 146200.00000000 0.001861413892 Long DBT CORP LU N 2 2030-12-05 Fixed 0.08875000 N N N N N N SIG COMBIBLOC PURCHASECO SARL 549300Q95MWZB4BXB866 N/A 260000.00000000 PA 299016.32000000 0.003807066566 Long DBT CORP LU N 2 2030-03-19 Fixed 0.03750000 N N N N N N ESTN 2026-TOWN N/A 26916MAE9 447000.00000000 PA USD 443070.33000000 0.005641157780 Long ABS-MBS CORP US N 2 2046-05-12 Variable 0.05746020 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AP8 144200.00000000 PA USD 134321.58000000 0.001710178215 Long DBT NUSS GH N 2 2035-07-03 Variable 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F8AX1 372456.79500000 PA USD 317525.68000000 0.004042727167 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVZ2 578994.26300000 PA USD 484627.40000000 0.006170261114 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QWF4 4213.57040000 PA USD 3968.61000000 0.000050528220 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 0.04000000 N N N N N N ADVANCION HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAB4 1501016.07500000 PA USD 1433470.35000000 0.018250900299 Long LON CORP US N 2 2027-11-24 Variable 0.07864070 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375LQB9 27906.72630000 PA USD 27998.36000000 0.000356474256 Long ABS-CBDO USGA US N 2 2037-07-20 Variable 0.04266930 N N N N N N BX TRUST 2022-IND N/A 05609WAG8 650300.04000000 PA USD 650706.48000000 0.008284774840 Long ABS-MBS CORP US N 3 2037-04-15 Variable 0.05579200 N N N N N N PRUDENTIAL FUNDING ASIA PLC 2549005TNASWKLR0XC37 N/A 690000.00000000 PA USD 660220.49000000 0.008405906922 Long DBT CORP GB N 2 2033-11-03 Variable 0.02950000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W06S9 3493398.79300000 PA USD 2900738.10000000 0.036932108053 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N PRPM 2024-RPL1 LLC N/A 69380XAA0 2629558.87400000 PA USD 2563718.66000000 0.032641186934 Long ABS-CBDO CORP US N 2 2064-12-25 Variable 0.04200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178WGU7 21440.65880000 PA USD 19806.74000000 0.000252178802 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.03500000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAH4 235000.00000000 PA USD 173982.25000000 0.002215136642 Long DBT CORP AE N 2 2049-10-03 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FHX7 3366.35330000 PA USD 3282.03000000 0.000041786704 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142K1MH2 1139744.69200000 PA USD 1100983.34000000 0.014017685939 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKA0 2.17930000 PA USD 2.19000000 0.000000027883 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU42 2172565.63300000 PA USD 1819922.38000000 0.023171195630 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAH9 525000.00000000 PA USD 553323.55000000 0.007044898378 Long DBT CORP US N 2 2033-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6BE6 25744.17500000 PA USD 24961.70000000 0.000317811594 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CSF2 2882.81960000 PA USD 2737.57000000 0.000034854656 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N AMPHENOL TECHNOLOGIES HOLDING GMBH 549300110BRSS7DV8V39 N/A 270000.00000000 PA 311906.28000000 0.003971181140 Long DBT CORP DE N 2 2031-03-30 Fixed 0.03625000 N N N N N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 N/A 500000.00000000 PA 560086.64000000 0.007131005831 Long DBT CORP DE N 2 2034-02-16 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HYK4 364.17140000 PA USD 360.18000000 0.000004585800 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NBB3 13452.42880000 PA USD 12437.91000000 0.000158359086 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2HM7 34908.31750000 PA USD 32325.14000000 0.000411562685 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38380LGR8 214735.48260000 PA USD 210216.98000000 0.002676476107 Long ABS-CBDO USGA US N 2 2068-08-20 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5CP6 66283.19990000 PA USD 60154.79000000 0.000765888931 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05612GAE3 1217999.99000000 PA USD 1222567.49000000 0.015565691588 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.05580070 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP N/A 24665FAE2 30000.00000000 PA USD 30877.08000000 0.000393126030 Long DBT CORP US N 2 2033-06-30 Fixed 0.07375000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBB7 2475000.00000000 PA USD 2412987.61000000 0.030722083852 Long DBT CORP US N 2 2033-04-30 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HYM1 354.60660000 PA USD 361.82000000 0.000004606681 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.06000000 N N N N N N SENEGAL REPUBLIC OF 549300NP14ZLQGWIUZ97 81720TAC9 390000.00000000 PA USD 194512.50000000 0.002476527152 Long DBT NUSS SN N 2 2033-05-23 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EZC5 2885.36490000 PA USD 2849.39000000 0.000036278345 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AX4 488000.00000000 PA USD 275882.89000000 0.003512532449 Long DBT CORP US N 2 2050-05-15 Fixed 0.04600000 N N N N N N HEXION HOLDINGS CORPORATION 549300LBB370MUHGLV84 42829JAB5 511705.88000000 PA USD 472473.39000000 0.006015516634 Long LON CORP US N 2 2030-03-15 Variable 0.11223900 N N N N N N CMG MEDIA CORP N/A 88145LAF1 495782.95600000 PA USD 467151.49000000 0.005947758367 Long LON CORP US N 2 2029-06-18 Variable 0.07332220 N N N N N N SVEAFASTIGHETER AB 636700W1VM86O2G2AA36 N/A 360000.00000000 PA 414096.21000000 0.005272260178 Long DBT CORP SE N 2 2032-03-02 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERTD2 688080.33200000 PA USD 605084.77000000 0.007703920635 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1100000.00000000 NC -15564.75000000 -0.00019816991 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ALLIANZ SE ALLIANZ SE 1.301%/VAR 09/25/2049 REGS Y 2031-06-20 0.00000000 EUR 8377.52000000 EUR 1100000.00000000 EUR -7320.36000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 1249000.00000000 PA USD 1245599.75000000 0.015858937612 Long DBT CORP US N 2 2027-09-24 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHLP5 372164.13520000 PA USD 327437.93000000 0.004168929629 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPR25 10967884.68700000 PA USD 10795866.58000000 0.137452640437 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.05000000 N N N N N N JC COMMERCIAL MORTGAGE TRUST 2026-VYV N/A 46595BAG4 1175000.00000000 PA USD 1173984.57000000 0.014947135348 Long ABS-MBS CORP US N 2 2041-09-10 Variable 0.06214650 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 36730000.00000000 NC USD 168354.53000000 0.002143484685 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A NC USD N/A N/A DIR CORP US 2028-08-06 0.00000000 USD 0.00000000 USD 36730000.00000000 USD 1.00000000 4.07600000 USD 2027-08-04 XXXX 28964.18000000 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 9241000.00000000 PA USD 8551621.31000000 0.108878978854 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N CSAIL 2017-C8 COML MTG TR N/A 12595BAJ0 490000.00000000 PA USD 444737.18000000 0.005662380063 Long ABS-MBS CORP US N 2 2050-06-15 Variable 0.04250277 N N N N N N BBCMS MTG TR 2020-C7 N/A 05492VAL9 189000.00000000 PA USD 160540.95000000 0.002044002425 Long ABS-MBS CORP US N 2 2053-04-15 Variable 0.03580154 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBV5 3912.66090000 PA USD 3861.68000000 0.000049166790 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N M and T BANK AUTO RECEIVABLES TRUST 2026-1 N/A 551922AC1 1200000.00000000 PA USD 1198870.80000000 0.015263986061 Long ABS-CBDO CORP US N 2 2031-06-16 Fixed 0.04660000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UU0 83000000.00000000 PA USD 79991250.00000000 1.018446128699 Long DBT UST US N 2 2056-05-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SK22 12022.91300000 PA USD 11651.67000000 0.000148348703 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BMHY7 137399.69800000 PA USD 128933.82000000 0.001641581420 Long ABS-CBDO USGSE US N 2 2047-01-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXCQ4 16883.91570000 PA USD 16199.02000000 0.000206245423 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV74 3416847.52700000 PA USD 2700966.03000000 0.034388616217 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W6CK0 11703.90960000 PA USD 10795.85000000 0.000137452429 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03500000 N N N N N N YINSON BORONIA PRODUCTION B.V. 5493007X12FTT746N678 98584XAA3 336041.13000000 PA USD 370485.35000000 0.004717008053 Long DBT CORP NL N 2 2042-07-31 Fixed 0.08947000 N N N N N N ENERGUATE TRUST 2 0 2549000ZL9MU01FZK194 29277RAB1 250000.00000000 PA USD 245468.75000000 0.003125300556 Long DBT CORP KY N 2 2035-09-15 Fixed 0.06350000 N N N N N N CMG MEDIA CORP N/A 125773AA9 158000.00000000 PA USD 121318.05000000 0.001544617672 Long DBT CORP US N 2 2029-06-18 Fixed 0.08875000 N N N N N N WILLIS ENGINE STRUCTURED TR VII N/A 97064YAA2 29502.40000000 PA USD 29687.16000000 0.000377976005 Long ABS-CBDO CORP US N 2 2048-10-15 Fixed 0.08000000 N N N N N N BBCMS MTG TR 2025-5C33 N/A 072924AN3 213000.00000000 PA USD 200992.23000000 0.002559026875 Long ABS-MBS CORP US N 2 2058-03-15 Variable 0.06626587 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8C45 953255.77800000 PA USD 865417.64000000 0.011018470709 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4CW1 49242.24400000 PA USD 43404.85000000 0.000552629211 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGT4 226623.85200000 PA USD 180488.29000000 0.002297971343 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTG9 232375.61440000 PA USD 184633.42000000 0.002350747010 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AQ9 280000.00000000 PA USD 280616.00000000 0.003572794260 Long DBT NUSS HU N 2 2034-06-16 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2J0 17969.09190000 PA USD 17296.43000000 0.000220217613 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N RIO GRANDE LNG LLC 549300B7F0EABT50P531 76711AAD9 3486000.00000000 PA USD 3395933.26000000 0.043236917562 Long DBT CORP US N 2 2036-06-30 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L3G88 32366.78200000 PA USD 25838.31000000 0.000328972566 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO N/A 18060TAE5 535000.00000000 PA USD 545009.85000000 0.006939048606 Long DBT CORP US N 2 2032-09-15 Fixed 0.06750000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 2155000.00000000 PA USD 2056780.90000000 0.026186871003 Long DBT CORP US N 2 2029-10-01 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GYGZ6 109936.09400000 PA USD 99256.31000000 0.001263728278 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 58000.00000000 PA USD 62523.89000000 0.000796052239 Long DBT CORP CA N 2 2039-11-15 Fixed 0.06750000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBH7 565000.00000000 PA USD 515072.60000000 0.006557888462 Long DBT CORP US N 2 2030-06-01 Fixed 0.02450000 N N N N N N SIXTH STREET CLO XX LTD N/A 83012QAN4 3415000.00000000 PA USD 3419654.65000000 0.043538937568 Long ABS-CBDO CORP KY N 2 2038-07-17 Variable 0.05069520 N N N N N N CEDAR FDG XVII CLO LTD N/A 15033PAQ6 1424000.00000000 PA USD 1427587.06000000 0.018175994432 Long ABS-CBDO CORP JE N 2 2038-07-20 Variable 0.05079210 N N N N N N PCY 2026-FCMT N/A 704929AP3 580000.00000000 PA USD 581714.19000000 0.007406367131 Long ABS-MBS CORP US N 2 2041-04-05 Variable 0.07415540 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W3QL0 7749.38700000 PA USD 6951.09000000 0.000088501063 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N LBA TRUST 2026-LBA6 N/A 50177CAJ4 225000.00000000 PA USD 225280.49000000 0.002868264252 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.06539200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFF97 248459.52200000 PA USD 207239.69000000 0.002638569343 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XH4A2 60746.74700000 PA USD 59623.16000000 0.000759120234 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAF0 6308900.88100000 PA USD 4987090.25000000 0.063495479300 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31427NZT9 1957284.81800000 PA USD 1958199.07000000 0.024931730183 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 0.05500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRMW1 2864306.79400000 PA USD 2870120.19000000 0.036542281767 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKJH2 969060.77300000 PA USD 875902.15000000 0.011151959167 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140ASRG5 256693.31300000 PA USD 248806.39000000 0.003167795286 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04M7 7890.95890000 PA USD 7701.20000000 0.000098051440 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AF7 235000.00000000 PA USD 241346.88000000 0.003072821034 Long DBT CORP US N 2 2031-05-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBND8 89838.04100000 PA USD 79406.68000000 0.001011003401 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2D6 710000.00000000 PA USD 683375.00000000 0.008700709430 Long DBT CORP SA N 2 2029-04-16 Fixed 0.03500000 N N N N N N EATON VANCE CLO 2020-1 LTD N/A 278300AS7 3618000.00000000 PA USD 3620970.38000000 0.046102083235 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 0.05142920 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UH9 3940000.00000000 PA USD 3666017.94000000 0.046675627380 Long DBT UST US N 2 2055-02-15 Fixed 0.02375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRT96 306736.67500000 PA USD 272728.81000000 0.003472374800 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3YA7 776793.11800000 PA USD 649268.86000000 0.008266471107 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N MEXICO CITY ARPT TR N/A 59284MAD6 255000.00000000 PA USD 217540.50000000 0.002769718938 Long DBT CORP MX N 2 2047-07-31 Fixed 0.05500000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AP8 207000.00000000 PA USD 195167.25000000 0.002484863409 Long DBT CORP US N 2 2030-05-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM7H1 107381.62000000 PA USD 99798.60000000 0.001270632698 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.04000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBA1 605000.00000000 PA USD 599923.57000000 0.007638208396 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N PALMER SQUARE CLO 2025-2 LTD N/A 69704BAA7 7667000.00000000 PA USD 7692301.10000000 0.097938140435 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.05079210 N N N N N N GENESIS ENERGY LP/ FIN CORP N/A 37185LAS1 190000.00000000 PA USD 191291.43000000 0.002435516588 Long DBT CORP US N 2 2034-03-15 Fixed 0.06750000 N N N N N EQT TR 2024-EXTR N/A 29439DAE1 133000.00000000 PA USD 133290.68000000 0.001697052828 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.06046400 N N N N N N PSA 2026-STOR N/A 74449KAC3 2841000.00000000 PA USD 2841451.15000000 0.036177268433 Long ABS-MBS CORP US N 2 2031-08-15 Fixed 0.05855550 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNYA9 6725.95510000 PA USD 6379.33000000 0.000081221432 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ENH69 6904.24270000 PA USD 7175.93000000 0.000091363719 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 0.06055000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410G4C4 1810.32110000 PA USD 1857.52000000 0.000023649887 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 0.06000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L3F0 450000.00000000 PA USD 439236.00000000 0.005592339209 Long DBT CORP SA N 2 2055-06-02 Fixed 0.06375000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 20224000.00000000 PA USD 19819456.29000000 0.252340706408 Long DBT CORP US N 2 2033-05-24 Variable 0.04910000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 254709AM0 284000.00000000 PA USD 283776.75000000 0.003613036831 Long DBT CORP US N 2 2027-02-09 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPMG1 1673411.89900000 PA USD 1718079.28000000 0.021874532420 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BNW2 90298.58380000 PA USD 84091.94000000 0.001070655987 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.04000000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 38046YAE1 685000.00000000 PA USD 696816.25000000 0.008871843010 Long DBT CORP BM N 2 2030-10-02 Fixed 0.07500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DF6 210000.00000000 PA USD 204756.76000000 0.002606956755 Long DBT CORP US N 2 2034-05-15 Fixed 0.05875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193NX21 13283.96550000 PA USD 12071.78000000 0.000153697530 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N9NL6 42747.55100000 PA USD 41866.04000000 0.000533037130 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 547000.00000000 PA 658058.97000000 0.008378386516 Long DBT CORP GB N 2 2032-03-10 Variable 0.04787000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAQ6 380890.48300000 PA USD 328282.27000000 0.004179679740 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.03000000 N N N N N N CADENT FINANCE PLC 5493005M8TJ0J6IMUF67 N/A 490000.00000000 PA 549094.44000000 0.006991053480 Long DBT CORP GB N 2 2036-07-07 Fixed 0.04000000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAD9 430000.00000000 PA USD 403852.17000000 0.005141833376 Long DBT CORP US N 2 2030-02-01 Fixed 0.03750000 N N N N N ARES LVIII CLO LTD / ARES LVIII CLO LLC N/A 04018AAY5 4203000.00000000 PA USD 4206925.60000000 0.053562447030 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04992920 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHK0 7000000.00000000 PA USD 6958710.92000000 0.088598092881 Long DBT UST US N 2 2028-06-30 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q6K0 20575.18750000 PA USD 20100.68000000 0.000255921238 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFYG6 1034.80130000 PA USD 1013.48000000 0.000012903596 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7ME3 6597.66710000 PA USD 6479.24000000 0.000082493483 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 421000.00000000 PA USD 412694.76000000 0.005254416960 Long DBT CORP US N 2 2027-11-15 Fixed 0.03950000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AH5 200000.00000000 PA USD 206750.00000000 0.002632334625 Long DBT NUSS RS N 2 2033-09-26 Fixed 0.06500000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAB4 140000.00000000 PA USD 117425.00000000 0.001495051479 Long DBT CORP MX N 2 2031-05-11 Fixed 0.02875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 12000000.00000000 PA USD 11089431.00000000 0.141190293581 Long DBT CORP US N 2 2031-01-22 Variable 0.02699000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4ET9 9113.88550000 PA USD 8849.29000000 0.000112668887 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E6YX8 867.90780000 PA USD 835.09000000 0.000010632340 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N BFLD TRUST 2025-EWEST N/A 05494JAJ9 440000.00000000 PA USD 440591.84000000 0.005609601722 Long ABS-MBS CORP US N 2 2042-06-15 Variable 0.06639200 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWL4 4660000.00000000 PA USD 4627854.57000000 0.058921701698 Long DBT CORP US N 2 2028-06-05 Variable 0.03691000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMMN1 660303.74300000 PA USD 570960.35000000 0.007269449572 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HNWW4 6695124.16000000 PA USD 6684078.54000000 0.085101481886 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.04169750 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AX3 425000.00000000 PA USD 435093.75000000 0.005539600210 Long DBT CORP CA N 2 2034-02-15 Fixed 0.07250000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EM3 200000.00000000 PA USD 227150.00000000 0.002892066796 Long DBT NUSS CO N 2 2053-11-14 Fixed 0.08750000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 160000.00000000 PA USD 140880.00000000 0.001793679816 Long DBT NUSS MX N 2 2031-05-24 Fixed 0.02659000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31397QKY3 27376.00250000 PA USD 26716.68000000 0.000340155946 Long ABS-CBDO USGSE US N 2 2041-02-25 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183RCZ4 10592.72460000 PA USD 9440.55000000 0.000120196791 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QWCX8 1620060.38800000 PA USD 1665618.92000000 0.021206608734 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AU2T3 2298.93670000 PA USD 2188.50000000 0.000027863914 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DQ6 550000.00000000 PA 620028.05000000 0.007894178015 Long DBT CORP US N 2 2035-03-16 Fixed 0.03700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHW9 1306808.68000000 PA USD 1162576.60000000 0.014801889426 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.03500000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 950000.00000000 PA USD 981284.45000000 0.012493683362 Long DBT CORP US N 2 2029-10-31 Fixed 0.07250000 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD 549300BHXCDJ03WU7N77 74735KAA0 170000.00000000 PA USD 153049.30000000 0.001948618968 Long DBT CORP BM N 2 2031-04-08 Fixed 0.02625000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAM5 3000000.00000000 PA USD 2995335.96000000 0.038136525090 Long DBT CORP US N 2 2034-02-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QU6W1 1194241.79000000 PA USD 1201517.23000000 0.015297680327 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EUJ91 5246.98910000 PA USD 5052.02000000 0.000064322162 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFLK1 1352.17280000 PA USD 1344.69000000 0.000017120551 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBH7 130000.00000000 PA USD 130273.91000000 0.001658643405 Long DBT CORP US N 2 2031-06-01 Fixed 0.06125000 N N N N N N J and F LUXEMBOURG FINANCE SARL 2549000MXOO8WPL8P809 46594TAA9 270000.00000000 PA USD 263115.00000000 0.003349972067 Long DBT CORP LU N 2 2033-04-23 Fixed 0.08000000 N N N N N N INTOWN 2025-STAY MTG TR N/A 46117WAJ1 676000.00000000 PA USD 672295.72000000 0.008559648378 Long ABS-MBS CORP US N 2 2042-03-15 Variable 0.07489000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DX1 450000.00000000 PA 312761.28000000 0.003982066973 Long DBT CORP US N 2 2036-06-12 Fixed 0.04350000 N N N N N N SCG HOTEL ISSUER INC N/A 78438RAE8 275000.00000000 PA USD 275169.43000000 0.003503448698 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.06589200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHQA8 158489.38700000 PA USD 155904.62000000 0.001984972814 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.05000000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 490000.00000000 PA 551462.03000000 0.007021197563 Long DBT CORP NL N 2 2035-11-20 Fixed 0.03750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377NRP1 19462.92140000 PA USD 18583.73000000 0.000236607477 Long ABS-CBDO USGA US N 2 2040-12-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7EQ8 834822.12200000 PA USD 697889.09000000 0.008885502376 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAB1 144024.52000000 PA USD 144451.77000000 0.001839155481 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05540000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4KQ5 64530.63800000 PA USD 56687.50000000 0.000721743502 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAC4 495000.00000000 PA USD 417591.90000000 0.005316767195 Long DBT NUSS EG N 2 2061-02-16 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KDGZ7 2940087.92700000 PA USD 2675824.30000000 0.034068512486 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397J7J7 5732.75350000 PA USD 435.63000000 0.000005546427 Long ABS-CBDO USGSE US N 2 2037-06-15 Variable 0.02829020 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FMB9 1745.33230000 PA USD 1700.96000000 0.000021656570 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GNC7 2.51010000 PA USD 2.52000000 0.000000032084 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFK7 275025.73900000 PA USD 235840.92000000 0.003002719321 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417TGA0 683.83890000 PA USD 668.68000000 0.000008513613 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287XG59 211.30620000 PA USD 217.84000000 0.000002773532 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJB82 195.58240000 PA USD 195.22000000 0.000002485535 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.05000000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AH3 150000.00000000 PA USD 131797.50000000 0.001678041706 Long DBT NUSS PY N 2 2050-03-30 Fixed 0.05400000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339NNM4 192.00560000 PA USD 193.18000000 0.000002459561 Long ABS-CBDO USGSE US N 2 2031-06-15 Variable 0.04650980 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BTF81 848638.19900000 PA USD 853578.38000000 0.010867733616 Long ABS-CBDO USGSE US N 2 2054-12-25 Variable 0.04743190 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297JPL2 1454.69860000 PA USD 1451.97000000 0.000018486437 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133A9RU1 14295.69300000 PA USD 11309.46000000 0.000143991696 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 0.02000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 235000.00000000 PA USD 230887.50000000 0.002939652531 Long DBT CORP BM N 2 2027-01-17 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298GCJ7 929.63880000 PA USD 973.44000000 0.000012393808 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAJ2 508000.00000000 PA USD 318144.54000000 0.004050606474 Long DBT CORP LU N 2 2027-07-15 Fixed 0.09625000 N N N N N N OCEANEERING INTERNATIONAL INC 549300L6PH74701W0R30 675232AE2 390000.00000000 PA USD 402467.91000000 0.005124209021 Long DBT CORP US N 2 2034-07-15 Fixed 0.06875000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378UQY6 11353.97130000 PA USD 11287.33000000 0.000143709937 Long ABS-CBDO USGA US N 2 2040-05-20 Fixed 0.02500000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 5500000.00000000 NC USD 217274.42000000 0.002766331216 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2033-12-14 0.00000000 USD 0.00000000 USD 5500000.00000000 USD 1.00000000 3.69400000 USD 2028-12-12 XXXX -5063.08000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5A45 702275.96300000 PA USD 617568.14000000 0.007862858517 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395UYX3 1028.31950000 PA USD 1039.82000000 0.000013238956 Long ABS-CBDO USGSE US N 2 2035-06-15 Fixed 0.05500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 640000.00000000 PA 773945.67000000 0.009853852408 Long DBT CORP GB N 2 2033-05-23 Variable 0.04856000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJS8 172186.28900000 PA USD 150005.79000000 0.001909869093 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.03000000 N N N N N N VOYA CLO 2024-1 LTD N/A 92920DAL9 4400000.00000000 PA USD 4404219.60000000 0.056074388155 Long ABS-CBDO CORP KY N 2 2039-07-15 Variable 0.04982450 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 1065000.00000000 PA USD 958109.29000000 0.012198617939 Long DBT CORP US N 2 2031-03-21 Fixed 0.02550000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5F77 106418.17500000 PA USD 95342.67000000 0.001213899934 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RLQ0 232119.51680000 PA USD 218177.28000000 0.002777826402 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 0.04000000 N N N N N N PRIMA CAP CRE SECURITIZATION 2019-RK1 LTD/LLC N/A 74166GAJ8 343000.00000000 PA USD 327322.77000000 0.004167463415 Long ABS-MBS CORP KY N 2 2038-04-15 Fixed 0.04450000 N N N N N N GLOBAL AIRCRAFT LEASING CO LTD N/A 37960JAC2 1301000.00000000 PA USD 1323041.54000000 0.016844924095 Long DBT CORP KY N 2 2027-09-01 Fixed 0.08750000 N N N N N N CPT MORTGAGE TRUST 2019 N/A 12654YAL3 100000.00000000 PA USD 84829.92000000 0.001080051925 Long ABS-MBS CORP US N 2 2039-11-13 Variable 0.02996800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419HKA9 2961.59290000 PA USD 2836.96000000 0.000036120087 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8C28 2781.29890000 PA USD 2852.42000000 0.000036316923 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.06000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 6577000.00000000 PA USD 6613173.50000000 0.084198721103 Long DBT CORP MX N 2 2032-02-16 Fixed 0.06700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401JFK9 2173.35440000 PA USD 2168.77000000 0.000027612712 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9P63 70474.60840000 PA USD 67046.57000000 0.000853634862 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.04000000 N N N N N N CIMIC FINANCE LTD 213800SWJBM5VMCQJW54 N/A 328000.00000000 PA 358638.05000000 0.004566168595 Long DBT CORP AU N 2 2029-05-28 Fixed 0.01500000 N N N N N N CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP N/A 131477AW1 711000.00000000 PA USD 733197.42000000 0.009335046945 Long DBT CORP US N 2 2028-07-15 Fixed 0.09750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QHT75 1434.56170000 PA USD 1485.22000000 0.000018909775 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 0.06010000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERNP1 24356.05660000 PA USD 21296.47000000 0.000271145999 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03000000 N N N N N N CIFC FUNDING 2026-I LTD N/A 12576MAA8 8000000.00000000 PA USD 8010216.00000000 0.101985823140 Long ABS-CBDO CORP KY N 2 2038-04-25 Variable 0.04821930 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WJSS1 4203.64970000 PA USD 4047.60000000 0.000051533918 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.04500000 N N N N N N CIMIC FINANCE LTD 213800SWJBM5VMCQJW54 17186PAA2 685000.00000000 PA USD 668972.96000000 0.008517343100 Long DBT CORP AU N 2 2036-04-22 Fixed 0.06000000 N N N N N N PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD N/A 74166VAC0 295000.00000000 PA USD 286920.27000000 0.003653060031 Long ABS-MBS CORP US N 2 2050-12-25 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EFB0 14214.49190000 PA USD 13472.16000000 0.000171527125 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2K7 23496.04930000 PA USD 21932.45000000 0.000279243277 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 167261000.00000000 PA USD 142426662.10000000 1.813371870540 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBW55 48509.73600000 PA USD 44507.97000000 0.000566674101 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQS3 600000.00000000 PA USD 596648.44000000 0.007596509542 Long DBT UST US N 2 2028-05-31 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95002YAG8 585000.00000000 PA USD 585224.06000000 0.007451054688 Long DBT CORP US N 2 2199-12-31 Variable 0.06550000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052698 -7500000.00000000 PA USD -7426171.50000000 -0.09454978657 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCR0 17032000.00000000 PA USD 14281886.73000000 0.181836541505 Long DBT CORP US N 2 2033-02-15 Fixed 0.02600000 N N N N N N BANKERS HEALTHCARE GROUP SECURITIZATION TRUST N/A 08860AAA7 717939.94000000 PA USD 710164.44000000 0.009041791754 Long ABS-CBDO CORP US N 2 2036-04-17 Fixed 0.04820000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDT2 3260000.00000000 PA USD 3271410.00000000 0.041651491255 Long DBT NUSS DO N 2 2027-01-25 Fixed 0.05950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUVZ7 3705026.81100000 PA USD 2938029.94000000 0.037406906610 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQPN7 4178.41670000 PA USD 4078.38000000 0.000051925808 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 40000.00000000 NC USD -291.23000000 -0.00000370793 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S13 PRC INDX CY451600 Y 2072-12-16 409.63000000 USD 0.00000000 USD 40000.00000000 USD -700.86000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X54P5 685840.63200000 PA USD 571629.92000000 0.007277974516 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C03D8 3547.45190000 PA USD 3460.27000000 0.000044056050 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N AIMCO CLO 22 LTD / AIMCO CLO 22 LLC N/A 00901UAJ2 5502000.00000000 PA USD 5510197.98000000 0.070155670790 Long ABS-CBDO CORP KY N 2 2039-04-19 Variable 0.04929210 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AH6 180000.00000000 PA USD 176261.82000000 0.002244160057 Long DBT CORP AU N 2 2034-05-01 Fixed 0.06250000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 N/A 251000.00000000 PA 286887.16000000 0.003652638475 Long DBT CORP US N 2 2034-03-21 Variable 0.03761000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 8709000.00000000 PA USD 8215391.65000000 0.104598113189 Long DBT CORP US N 2 2030-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NY4L6 24490.62080000 PA USD 21208.59000000 0.000270027113 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.02500000 N N N N N N CITYCON TREASURY BV 549300WAE0CGQ0IE1H63 N/A 100000.00000000 PA 110036.74000000 0.001400984381 Long DBT CORP NL N 2 2031-07-08 Fixed 0.05375000 N N N N N N COCA COLA HBC FIN BV 549300BXVNOCYQ83FU09 N/A 445000.00000000 PA 516174.79000000 0.006571921511 Long DBT CORP NL N 2 2033-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DM5R2 185490.61600000 PA USD 146047.85000000 0.001859476723 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAB9 490000.00000000 PA USD 503239.80000000 0.006407233617 Long DBT NUSS OM N 2 2029-08-01 Fixed 0.06000000 N N N N N N BANK5 2025-5YR19 N/A 05494RBS0 3600000.00000000 PA USD 89456.40000000 0.001138956126 Long ABS-MBS CORP US N 2 2058-12-15 Variable 0.00599729 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWV2 6025000.00000000 PA USD 5928394.43000000 0.075480135097 Long DBT CORP US N 2 2029-04-23 Variable 0.03814000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDZQ2 250671.38000000 PA USD 224713.41000000 0.002861044207 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.03000000 N N N N N N PERIMETER HOLDINGS LLC N/A 71384AAA2 375000.00000000 PA USD 370821.19000000 0.004721283957 Long DBT CORP US N 2 2034-01-15 Fixed 0.06250000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 852000.00000000 PA USD 830290.50000000 0.010571233046 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TKM0 2.54880000 PA USD 2.67000000 0.000000033994 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 0.07000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0B95 750439.73000000 PA USD 623829.97000000 0.007942583944 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBJ3 4000000.00000000 PA USD 4010994.04000000 0.051067852449 Long DBT CORP IE N 2 2029-01-19 Fixed 0.05100000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEG7 15000000.00000000 PA USD 15233486.10000000 0.193952275344 Long DBT CORP US N 2 2030-04-22 Variable 0.05581000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAK1 240000.00000000 PA USD 237276.00000000 0.003020990716 Long EP CORP MA N 2 N N N DREAM FINDERS HOMES INC N/A 26154DAB6 480000.00000000 PA USD 469853.14000000 0.005982155691 Long DBT CORP US N 2 2030-09-15 Fixed 0.06875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ER2 200000.00000000 PA USD 210100.00000000 0.002674986722 Long DBT NUSS CO N 2 2030-04-25 Fixed 0.07375000 N N N N N N STONEWEG EREIT LUX FINCO SARL 213800VKBKU9G6DF2O19 N/A 600000.00000000 PA 667860.60000000 0.008503180567 Long DBT CORP LU N 2 2033-02-22 Fixed 0.04125000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAW0 314000.00000000 PA USD 333625.00000000 0.004247703213 Long DBT NUSS RO N 2 2037-02-10 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AVUY9 5339.58460000 PA USD 5086.37000000 0.000064759506 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUVN7 1419728.40500000 PA USD 1429284.31000000 0.018197603767 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04843190 N N N N N N AHLSTROM HOLDING 3 OY 743700UEY0YM039XN974 78475BAB3 580828.32000000 PA USD 582692.78000000 0.007418826509 Long LON CORP FI N 2 2030-05-23 Variable 0.08243830 N N N N N N FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU N/A 34461WAL4 489000.00000000 PA USD 492667.50000000 0.006272627420 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.07889200 N N N N N N ARLA FOODS AMBA 529900IJ6T4P1O10R377 N/A 120000.00000000 PA 137672.63000000 0.001752843680 Long DBT CORP DK N 2 2033-05-22 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKN0 97000000.00000000 PA USD 97519101.32000000 1.241610191285 Long DBT UST US N 2 2031-04-30 Fixed 0.04625000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAJ9 285000.00000000 PA USD 207482.85000000 0.002641665249 Long DBT NUSS AE N 2 2050-04-16 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2VB4 2989811.96200000 PA USD 2487257.16000000 0.031667681473 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N AASET 2026-1A A1 N/A 00042HAA0 1372505.24000000 PA USD 1361525.20000000 0.017334896867 Long ABS-CBDO CORP US N 2 2051-07-16 Fixed 0.05646000 N N N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 48344FAC4 200000.00000000 PA USD 196050.00000000 0.002496102555 Long DBT CORP PE N 2 2035-09-11 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FREY7 5986.55060000 PA USD 5737.91000000 0.000073054893 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.04500000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 594000.00000000 PA USD 551626.93000000 0.007023297064 Long DBT CORP US N 2 2030-06-01 Fixed 0.09250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPZN2 1689589.34800000 PA USD 1411923.76000000 0.017976569779 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCC4 3692000.00000000 PA USD 3716039.98000000 0.047312506451 Long DBT CORP FR N 2 2029-04-13 Variable 0.05500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DU5 990000.00000000 PA USD 981205.12000000 0.012492673335 Long DBT CORP JP N 2 2030-04-18 Variable 0.04592000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 375000.00000000 PA USD 373435.56000000 0.004754570036 Long DBT CORP US N 2 2027-04-01 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296MEE5 252.52780000 PA USD 252.20000000 0.000003211002 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A3RQ8 12000.85500000 PA USD 12661.77000000 0.000161209265 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.07000000 N N N N N N CITYCON TREASURY BV 549300WAE0CGQ0IE1H63 N/A 250000.00000000 PA 277957.09000000 0.003538941099 Long DBT CORP NL N 2 2030-03-11 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 2000000.00000000 PA USD 1985969.42000000 0.025285301423 Long DBT CORP US N 2 2028-02-24 Variable 0.03070000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8GK7 11126.19600000 PA USD 9903.07000000 0.000126085581 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HQSQ5 3599536.21000000 PA USD 3599529.01000000 0.045829092374 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.04119750 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FP91 316.96810000 PA USD 303.19000000 0.000003860205 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNC1 82766000.00000000 PA USD 80092270.03000000 1.019732312607 Long DBT UST US N 2 2035-05-15 Fixed 0.04250000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376MAY3 88960.60740000 PA USD 80579.11000000 0.001025930744 Long ABS-CBDO USGA US N 2 2044-01-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AWNQ3 35480.21910000 PA USD 28257.24000000 0.000359770308 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N TKC HOLDINGS INC N/A 87256FAN4 418950.00000000 PA USD 416855.25000000 0.005307388190 Long LON CORP US N 2 2030-08-19 Variable 0.08152450 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUWD8 1572028.19000000 PA USD 1577648.82000000 0.020086576133 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04793190 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQF84 375020.73000000 PA USD 367967.04000000 0.004684945008 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AL2 4341667.50000000 PA USD 4135617.60000000 0.052654555773 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05914000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AW9 230000.00000000 PA USD 240177.50000000 0.003057932524 Long DBT NUSS GT N 2 2036-06-13 Fixed 0.06600000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UP1 16300000.00000000 PA USD 14776968.75000000 0.188139910519 Long DBT UST US N 2 2055-11-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KBD6 2377.47890000 PA USD 2263.35000000 0.000028816902 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N BMP 2024-MF23 N/A 05593JAA8 2072000.00000000 PA USD 2073289.61000000 0.026397059390 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.05011140 N N N N N N PROLOGIS INTERNATIONAL FUNDING II SA 213800JNRWW2C9DWI388 N/A 370000.00000000 PA 427292.32000000 0.005440272643 Long DBT CORP LU N 2 2036-07-01 Fixed 0.04375000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAJ9 200000.00000000 PA USD 200200.00000000 0.002548940227 Long DBT NUSS EG N 2 2034-05-20 Fixed 0.07625000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AU5 3518412.50000000 PA USD 3453850.69000000 0.043974320495 Long ABS-CBDO CORP US N 2 2055-08-20 Fixed 0.04891000 N N N N N N SAMMONS FINANCIAL GROUP INC 254900SHCOQLVJ21CT59 79588TAG5 4304000.00000000 PA USD 4107602.88000000 0.052297873222 Long DBT CORP US N 2 2036-06-15 Fixed 0.05950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLH26 2070137.00000000 PA USD 1715053.44000000 0.021836007519 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N AFFIRM MASTER TR SER 2026-2 N/A 00833KAA6 1560000.00000000 PA USD 1546486.34000000 0.019689816399 Long ABS-CBDO CORP US N 2 2035-04-16 Fixed 0.04670000 N N N N N N JH NORTH AMERICA HOLDINGS INC 254900A6FXA0D81TL967 46593WAB1 110000.00000000 PA USD 110968.11000000 0.001412842555 Long DBT CORP US N 2 2032-07-31 Fixed 0.06125000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RUU8 37042.54150000 PA USD 37061.33000000 0.000471863710 Long ABS-CBDO USGA US N 2 2066-05-20 Variable 0.04490000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 180000.00000000 PA USD 184118.94000000 0.002344196667 Long DBT CORP US N 2 2034-03-31 Fixed 0.07000000 N N N N N N SCG 2025-FLWR N/A 78438AAA3 1200000.00000000 PA USD 1200750.00000000 0.015287911978 Long ABS-MBS CORP US N 2 2042-08-15 Variable 0.04889200 N N N N N N COX ASSET MEXICO SA DE CV 4469000001ERQUPOUR24 22389AAA0 200000.00000000 PA USD 200800.00000000 0.002556579408 Long DBT CORP MX N 2 2032-01-08 Fixed 0.07125000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAK5 169000.00000000 PA USD 139147.81000000 0.001771625626 Long DBT CORP US N 2 2042-04-05 Fixed 0.04350000 N N N N N N LBA TRUST 2026-LBA6 N/A 50177CAL9 190000.00000000 PA USD 189998.01000000 0.002419048805 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.07600000 N N N N N N SIZZLING PLATTER LLC 549300440PU6D6ZUIR97 84862VAC6 915219.90270000 PA USD 870831.74000000 0.011087402864 Long LON CORP US N 2 2032-07-02 Variable 0.08686400 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376XVJ4 1.68160000 PA USD 1.68000000 0.000000021389 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 205000.00000000 NC -837.36000000 -0.00001066124 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOCIETE GENERALE SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS Y 2031-06-20 646.11000000 EUR 0.00000000 EUR 205000.00000000 EUR -1470.83000000 N N N WELLS FARGO COML MTG TR 2016-C37 549300TRQQDPEF728F16 95000PAD6 357555.97000000 PA USD 356872.64000000 0.004543691449 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 0.03525000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AE6 3104000.00000000 PA USD 3037194.81000000 0.038669470677 Long DBT CORP US N 2 2031-03-24 Fixed 0.04850000 N N N N N N OT MIDCO INC N/A 68877AAA2 570000.00000000 PA USD 171000.00000000 0.002177166727 Long DBT CORP US N 2 2030-02-15 Fixed 0.10000000 N N N N N N BANCO NACIONAL DE COMERCIO EXTERIOR SNC CAYMAN ISLANDS BRANCH 4469000001BL6VG3DH44 05974TAB3 200000.00000000 PA USD 198100.00000000 0.002522203092 Long DBT CORP KY N 2 2036-05-14 Variable 0.06000000 N N N N N N LBA TRUST 2026-LBA6 N/A 50177CAG0 570000.00000000 PA USD 570000.00000000 0.007257222425 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.05639200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8W27 7008.15000000 PA USD 6692.99000000 0.000085214942 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAD6 120000.00000000 PA USD 112948.80000000 0.001438060639 Long DBT CORP AE N 2 2033-11-22 Fixed 0.04375000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 750000.00000000 PA USD 685867.05000000 0.008732438133 Long DBT CORP US N 2 2031-08-15 Fixed 0.03875000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413ECS2 399.95370000 PA USD 410.26000000 0.000005223417 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHEV0 875868.18600000 PA USD 840380.46000000 0.010699698106 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VN30 6444.55800000 PA USD 5622.45000000 0.000071584860 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 0.03000000 N N N N N N TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC N/A 89157UAA5 1376000.00000000 PA USD 1316080.15000000 0.016756291892 Long DBT CORP JE N 2 2030-05-15 Fixed 0.09500000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 105000.00000000 PA USD 62160.00000000 0.000791419203 Long DBT NUSS VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392CHM9 128.56610000 PA USD 129.23000000 0.000001645352 Long ABS-CBDO USGSE US N 2 2032-02-25 Variable 0.04557670 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946ZF6 25340.91080000 PA USD 24794.97000000 0.000315688793 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXWB1 1061.53830000 PA USD 986.92000000 0.000012565435 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCP6 485000.00000000 PA USD 404385.43000000 0.005148622826 Long DBT CORP US N 2 2034-01-15 Fixed 0.04250000 N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 N/A 30185AAC5 522377.79000000 PA USD 522834.03000000 0.006656706749 Long ABS-CBDO CORP US N 2 2030-04-15 Fixed 0.04690000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BQVT3 823722.83500000 PA USD 836662.78000000 0.010652364718 Long ABS-CBDO USGSE US N 2 2053-11-25 Variable 0.05143190 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAD8 1545000.00000000 PA USD 1570123.25000000 0.019990760808 Long DBT CORP KY N 2 2029-04-15 Fixed 0.06875000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 300000.00000000 NC USD 47731.50000000 0.000607715986 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BB CDSI S18 PRC INDX CZ030007 Y 2057-12-17 41760.88000000 USD 0.00000000 USD 300000.00000000 USD 5970.62000000 N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48667QAQ8 30000.00000000 PA USD 30171.90000000 0.000384147700 Long DBT CORP KZ N 2 2030-04-24 Fixed 0.05375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SBG1 192194.49400000 PA USD 186675.57000000 0.002376747601 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EWV6 1379.71530000 PA USD 1362.34000000 0.000017345270 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9HZ0 232755.85800000 PA USD 205920.60000000 0.002621774730 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 10000000.00000000 PA USD 10338351.70000000 0.131627575091 Long DBT CORP US N 2 2034-02-20 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QWYP8 7492.01830000 PA USD 6614.26000000 0.000084212554 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N CSMC 2019-UVIL N/A 12656DAL7 153000.00000000 PA USD 136436.80000000 0.001737109130 Long ABS-MBS CORP US N 2 2041-12-15 Variable 0.03283330 N N N N N N FNMA STRIPPED MTG BKD SECS N/A 3136FER61 5505.55160000 PA USD 810.48000000 0.000010319006 Long ABS-CBDO USGSE US N 2 2037-07-25 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTEW5 721923.92500000 PA USD 745812.46000000 0.009495661245 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N COMM 2014-UBS5 MTG TR N/A 12592KBH6 215000.00000000 PA USD 199971.50000000 0.002546030972 Long ABS-MBS CORP US N 2 2047-09-10 Variable 0.04721650 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDV37 257561.09250000 PA USD 222550.43000000 0.002833505213 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N BRIDGE COML MTG TR 2026-MF N/A 10804AAJ3 325000.00000000 PA USD 326828.13000000 0.004161165674 Long ABS-MBS CORP US N 2 2039-06-15 Variable 0.06489200 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377REZ3 1800000.00000000 PA USD 1789116.66000000 0.022778978152 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.03830000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L5BJ4 91680.45400000 PA USD 73188.26000000 0.000931830669 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAL8 160000.00000000 PA USD 164540.00000000 0.002094918206 Long DBT CORP US N 2 2033-07-01 Fixed 0.07125000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375UKG4 8068.29950000 PA USD 8059.73000000 0.000102616233 Long ABS-CBDO USGA US N 2 2064-06-20 Variable 0.04281860 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y8TL0 3168074.32500000 PA USD 3234394.79000000 0.041180214743 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.06000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UN6 13566000.00000000 PA USD 12978846.56000000 0.165246274236 Long DBT UST US N 2 2045-08-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ALSH1 779.83780000 PA USD 813.80000000 0.000010361276 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 0.06580000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5KC0 326558.17500000 PA USD 294611.05000000 0.003750978805 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AF8 480000.00000000 PA USD 191760.00000000 0.002441482407 Long DBT CORP VE N 2 2026-11-15 Fixed 0.06000000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQPL0 9234.11800000 PA USD 8797.54000000 0.000112010008 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.04000000 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAW7 200000.00000000 PA USD 194082.74000000 0.002471055461 Long DBT CORP CA N 2 2031-09-15 Variable 0.04338000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YVEA3 4330.59590000 PA USD 3807.05000000 0.000048471243 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAG1 225000.00000000 PA USD 194862.98000000 0.002480989453 Long DBT CORP US N 2 2032-03-15 Fixed 0.03500000 N N N N N AFFIRM MASTER TRUST N/A 00833BAN8 1900000.00000000 PA USD 1882550.59000000 0.023968576068 Long ABS-CBDO CORP US N 2 2034-10-16 Fixed 0.04450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140AM2V2 17854.89900000 PA USD 19012.86000000 0.000242071147 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.07000000 N N N N N N BANK5 2026-5YR23 N/A 06211KCE5 190000.00000000 PA USD 186809.14000000 0.002378448210 Long ABS-MBS CORP US N 2 2059-07-15 Fixed 0.06054000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQYQ9 467234.29500000 PA USD 494871.48000000 0.006300688425 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128KG6J2 419.27270000 PA USD 439.03000000 0.000005589716 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAH6 47004.85600000 PA USD 40512.59000000 0.000515805046 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLPR1 1516669.92200000 PA USD 1255098.81000000 0.015979879351 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378YG78 168774.47820000 PA USD 152648.21000000 0.001943512303 Long ABS-CBDO USGA US N 2 2044-01-20 Fixed 0.03000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAP7 194000.00000000 PA USD 193889.28000000 0.002468592334 Long DBT CORP US N 2 2028-08-10 Fixed 0.05000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377LAL2 6424.58120000 PA USD 6137.59000000 0.000078143606 Long ABS-CBDO USGA US N 2 2040-09-16 Fixed 0.04000000 N N N N N N AMBIPAR LUX SARL 9845008C0E14F9BDEK55 02319WAA9 1586000.00000000 PA USD 551135.00000000 0.007017033827 Long DBT CORP LU N 2 2031-02-06 Fixed 0.09875000 Y Y N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HMCE8 900000.00000000 PA USD 884420.91000000 0.011260419757 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 0.04266000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRVL5 1252432.18000000 PA USD 1256148.27000000 0.015993241043 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N PRMI SECURITIZATION TR 2024-CMG1 N/A 74275VAA2 815344.33000000 PA USD 813508.50000000 0.010357565139 Long ABS-CBDO CORP US N 2 2054-07-25 Variable 0.05070760 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427PYB4 584531.83900000 PA USD 610130.36000000 0.007768160931 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 0.06500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2024-OMNI N/A 46593JAG9 354000.00000000 PA USD 351383.69000000 0.004473806307 Long ABS-MBS CORP US N 2 2039-10-05 Variable 0.05797150 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 3875000.00000000 PA 4216587.31000000 0.053685459624 Long DBT CORP DE N 2 2028-11-09 Fixed 0.00000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLN6 319418.49100000 PA USD 256517.52000000 0.003265973155 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNF4 103824000.00000000 PA USD 101609629.27000000 1.293690667024 Long DBT UST US N 2 2032-05-31 Fixed 0.04125000 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAJ2 309183.72000000 PA USD 311502.60000000 0.003966041498 Long ABS-MBS CORP US N 2 2043-02-15 Variable 0.06539200 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UK2 52078000.00000000 PA USD 48161978.65000000 0.613196827235 Long DBT UST US N 2 2055-05-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XX1 10752.52860000 PA USD 10496.27000000 0.000133638186 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNGG3 1389193.61000000 PA USD 1414437.34000000 0.018008572602 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CDH4 55661.17900000 PA USD 53288.94000000 0.000678473141 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N RRE 12 LOAN MANAGEMENT DAC 635400N9LIGPAFFUZ726 N/A 220000.00000000 PA 255965.45000000 0.003258944217 Long ABS-CBDO CORP IE N 2 2041-10-15 Variable 0.03616000 N N N N N N CITIGROUP COML MTG TR 2020-420K N/A 17328QAJ0 600000.00000000 PA USD 522886.32000000 0.006657372504 Long ABS-MBS CORP US N 2 2042-11-10 Variable 0.03311770 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129444V0 995.27480000 PA USD 976.59000000 0.000012433913 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A5GW9 14933.44500000 PA USD 13510.73000000 0.000172018197 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPJM1 20617.63900000 PA USD 16310.82000000 0.000207668857 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N LIBERTY COSTA RICA SR SF 549300W6O2PHTPCYQ751 530371AA1 195000.00000000 PA USD 203376.23000000 0.002589379889 Long DBT CORP KY N 2 2031-01-15 Fixed 0.10875000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 235000.00000000 PA USD 228530.94000000 0.002909648881 Long DBT CORP US N 2 2034-03-15 Fixed 0.06875000 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 72431HAD2 1579727.50800000 PA USD 766167.84000000 0.009754825316 Long LON CORP US N 2 2028-04-12 Variable 0.07014350 N N N N N N ARES1 2026-RTL N/A 00193LAA8 1595000.00000000 PA USD 1596993.75000000 0.020332875186 Long ABS-MBS CORP US N 2 2043-08-15 Floating 0.04850000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QPH96 4380.85610000 PA USD 4532.00000000 0.000057701284 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 0.06420000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DK3 200000.00000000 PA USD 206984.00000000 0.002635313906 Long DBT NUSS TR N 2 2034-05-15 Fixed 0.07625000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAV7 868000.00000000 PA USD 865443.42000000 0.011018798939 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAZ4 4800000.00000000 PA USD 4180113.60000000 0.053221077473 Long DBT CORP US N 2 2031-08-01 Fixed 0.02625000 N N N N N N PLYM COMMERCIAL MORTGAGE TRUST 2026-IND N/A 69292BAG2 924246.12000000 PA USD 926267.91000000 0.011793214471 Long ABS-MBS CORP US N 2 2043-03-15 Variable 0.05789200 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 705000.00000000 PA USD 691738.60000000 0.008807194527 Long DBT CORP US N 2 2033-04-01 Fixed 0.06625000 N N N N N N GCM MINING CORP 5493001GJ5TILX6L1F82 04040YAB5 325000.00000000 PA USD 337142.00000000 0.004292481549 Long DBT CORP CA N 2 2029-10-31 Fixed 0.08000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 230000.00000000 PA USD 227449.81000000 0.002895883968 Long DBT CORP US N 2 2029-07-15 Fixed 0.04950000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394BZJ6 93169.63690000 PA USD 92998.33000000 0.001184051870 Long ABS-CBDO USGSE US N 2 2034-12-25 Fixed 0.05000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374GDS8 99164.54670000 PA USD 100383.97000000 0.001278085610 Long ABS-CBDO USGA US N 2 2034-04-20 Fixed 0.05500000 N N N N N N CITIGROUP COML MTG TR 2023-PRM3 N/A 17331LAE7 732000.00000000 PA USD 738374.62000000 0.009400962896 Long ABS-MBS CORP US N 2 2028-07-10 Variable 0.06571721 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FCEU6 817.24990000 PA USD 114.84000000 0.000001462139 Long ABS-CBDO USGSE US N 2 2034-08-25 Variable 0.06500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJV7 302042.17000000 PA USD 309592.17000000 0.003941717963 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAJ5 1000000.00000000 PA USD 858603.45000000 0.010931712652 Long DBT CORP US N 2 2038-07-24 Variable 0.03882000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402HJZ5 1367.96220000 PA USD 1351.10000000 0.000017202163 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N BANK 2019-BNK20 N/A 06540AAB7 61555.88000000 PA USD 59826.18000000 0.000761705079 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 0.02933000 N N N N N N IVANHOE MINE LTD 5299006XZISURYIA4G32 46579RAE4 215000.00000000 PA USD 216380.30000000 0.002754947308 Long DBT CORP CA N 2 2030-01-23 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU83 367510.88300000 PA USD 333903.70000000 0.004251251613 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376KHK5 2134.39140000 PA USD 2181.25000000 0.000027771607 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56B3 232733.33300000 PA USD 207366.59000000 0.002640185030 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.01500000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 38046YAD3 688000.00000000 PA USD 789480.00000000 0.010051635018 Long DBT CORP BM N 2 2030-12-15 Fixed 0.02750000 N N N N Y GOLAR LNG LTD USD XXXX N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAN7 150000.00000000 PA USD 150285.45000000 0.001913429715 Long DBT CORP US N 2 2028-03-15 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP2A1 3919.05890000 PA USD 3471.21000000 0.000044195338 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QFEZ3 6931.10490000 PA USD 7117.23000000 0.000090616352 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 0.06064000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBG9 295000.00000000 PA USD 292190.30000000 0.003720157890 Long DBT CORP US N 2 2031-01-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EBJS5 3925.11760000 PA USD 3634.93000000 0.000046279816 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJWC9 13282.24670000 PA USD 12977.00000000 0.000165222763 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417DV42 6283.92930000 PA USD 5799.57000000 0.000073839946 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31393DAN1 8742.97720000 PA USD 8727.17000000 0.000111114059 Long ABS-CBDO USGSE US N 2 2033-07-25 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QD4Y7 3023045.72400000 PA USD 2520572.90000000 0.032091856448 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N PROJECT BUILD N/A N/A 140732.69000000 PA USD 137566.20000000 0.001751488616 Long LON CORP US N 2 2031-06-30 Variable 0.01000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 340000.00000000 PA USD 332727.40000000 0.004236274998 Long DBT NUSS MX N 2 2036-05-07 Fixed 0.06000000 N N N N N N BBCMS MTG TR 2025-5C37 N/A 05494NAH4 595000.00000000 PA USD 588055.99000000 0.007487110733 Long ABS-MBS CORP US N 2 2058-09-15 Variable 0.06002000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140A1SZ1 29256.67700000 PA USD 28653.37000000 0.000364813823 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TKW97 724.06950000 PA USD 732.38000000 0.000009324639 Long ABS-CBDO USGSE US N 2 2029-05-15 Fixed 0.06000000 N N N N N N AUSTRALIA and N ZEAL BKG GRP LTD JHE42UYNWWTJB8YTTU19 N/A 500000.00000000 PA 662515.12000000 0.008435122081 Long DBT CORP AU N 2 2036-08-18 Variable 0.05145400 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H62Q7 86485.01500000 PA USD 77656.80000000 0.000988723983 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ACZ0 36921.06950000 PA USD 35193.48000000 0.000448082302 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335B7H3 9063.50190000 PA USD 8892.63000000 0.000113220690 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128KHMC7 2395.57630000 PA USD 2392.32000000 0.000030458944 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.05000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAQ1 435000.00000000 PA USD 422353.25000000 0.005377388556 Long DBT CORP US N 2 2032-06-15 Fixed 0.07875000 N N N N N OCP AEGIS CLO 2025-47 LTD N/A 67122UAA3 3826000.00000000 PA USD 3813286.20000000 0.048550642326 Long ABS-CBDO CORP KY N 2 2038-01-21 Variable 0.04843730 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 282000.00000000 PA USD 276146.88000000 0.003515893561 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N BLACKROCK EUROPEAN CLO III DESIGNATED ACTIVITY CO 635400I5HNBLHUNUTO41 N/A 250000.00000000 PA 290460.10000000 0.003698129037 Long ABS-CBDO CORP IE N 2 2039-10-19 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7A82 2561.25830000 PA USD 2385.01000000 0.000030365873 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.03500000 N N N N N N VOLCAN CIA MINERA SAA 549300XKJ91C4SZLG750 92863UAD8 890000.00000000 PA USD 918168.50000000 0.011690093032 Long DBT CORP PE N 2 2032-10-28 Fixed 0.08500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGQ8 326000.00000000 PA USD 321402.89000000 0.004092091685 Long DBT UST US N 2 2030-02-28 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYDJ3 8115.08020000 PA USD 7544.61000000 0.000096057741 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7TM5 78796.14700000 PA USD 76662.74000000 0.000976067642 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394FGT6 13556.02460000 PA USD 13452.14000000 0.000171272231 Long ABS-CBDO USGSE US N 2 2035-09-25 Fixed 0.05900000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GR3T5 2517736.51500000 PA USD 2579097.53000000 0.032836990232 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 808541AC0 812000.00000000 PA USD 831894.00000000 0.010591648758 Long DBT CORP US N 2 2029-10-01 Fixed 0.08000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 550000.00000000 NC -4368.28000000 -0.00005561680 N/A DCR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 AVIVA PLC AVIVA PLC 4.625%/VAR 08/28/2056 REGS Y 2031-06-20 0.00000000 EUR 863.48000000 EUR 550000.00000000 EUR -3518.50000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLGU4 30535.04200000 PA USD 24147.03000000 0.000307439241 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N COMMONWEALTH BANK AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BK0 517000.00000000 PA USD 493085.25000000 0.006277946200 Long DBT CORP AU N 2 2034-09-12 Variable 0.03610000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W1C92 1655769.17400000 PA USD 1316621.78000000 0.016763187908 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 202000.00000000 PA 179417.47000000 0.002284337696 Long EP CORP GB N 2 N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GTWB8 187517.38400000 PA USD 196798.82000000 0.002505636508 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06500000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 97000000.00000000 PA 606490.27000000 0.007721815418 Long DBT NUSS JP N 2 2026-10-13 Fixed 0.00000000 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAC3 1200000.00000000 PA USD 1174626.12000000 0.014955303543 Long DBT CORP US N 2 2030-01-15 Fixed 0.06750000 N N N N N N CSC SERVICEWORKS EAST LLC N/A 22946QAC7 2529978.87300000 PA USD 1753907.85000000 0.022330700669 Long LON CORP US N 2 2030-09-04 Variable 0.08013780 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 3493118.74800000 NC USD -14524.74000000 -0.00018492854 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX AAA CDSI S18 PRC INDX CZ030005 Y 2057-12-17 0.00000000 USD 2745.64000000 USD 3493118.75000000 USD -11779.10000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJBV1 621.90200000 PA USD 620.81000000 0.000007904133 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.05000000 N N N N N N COLUMBUS MCKINNON CORP NY 549300W3HQB0HO1F3G69 199333AK1 380000.00000000 PA USD 384522.00000000 0.004895722248 Long DBT CORP US N 2 2033-02-01 Fixed 0.07125000 N N N N N N HAMMERSON PLC 213800G1C9KKVVDN1A60 N/A 260000.00000000 PA 297560.71000000 0.003788533785 Long DBT CORP GB N 2 2031-06-08 Fixed 0.03875000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAX9 428000.00000000 PA USD 426004.74000000 0.005423879215 Long DBT CORP KY N 2 2030-01-15 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLA1 77874.43220000 PA USD 65246.97000000 0.000830722410 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N LV TR 2024-SHOW N/A 50245XAE7 128000.00000000 PA USD 126462.99000000 0.001610122889 Long ABS-MBS CORP US N 2 2041-10-10 Variable 0.06073850 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMFP5 486110.98190000 PA USD 404401.02000000 0.005148821318 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 5111000.00000000 PA USD 4509330.47000000 0.057412656511 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP N/A 75606DAS0 70000.00000000 PA USD 70365.33000000 0.000895889212 Long DBT CORP US N 2 2030-04-15 Fixed 0.07000000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAN6 1000000.00000000 PA USD 934681.87000000 0.011900340750 Long DBT CORP US N 2 2029-01-15 Fixed 0.02000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DS3 1500000.00000000 PA USD 1484919.41000000 0.018905948144 Long DBT CORP US N 2 2033-03-27 Fixed 0.05125000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAH9 365000.00000000 PA USD 392709.71000000 0.004999967919 Long DBT CORP US N 2 2031-04-15 Fixed 0.10250000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAE8 1630000.00000000 PA USD 1424212.50000000 0.018133029638 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.05433110 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375KNC2 3450.78120000 PA USD 216.18000000 0.000002752397 Long ABS-CBDO USGA US N 2 2037-06-16 Variable 0.02936320 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAA6 2726000.00000000 PA USD 2565847.50000000 0.032668291259 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.04934440 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 925000.00000000 PA USD 812903.88000000 0.010349867136 Long DBT CORP QA N 2 2031-07-12 Fixed 0.02250000 N N N N N N BX TRUST 2020-VIV3 B N/A 05608EAA2 2451000.00000000 PA USD 2282762.38000000 0.029064060239 Long ABS-MBS CORP US N 2 2044-03-09 Variable 0.03543875 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E2UH2 9321.62170000 PA USD 8752.29000000 0.000111433886 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0VX0 2366843.33500000 PA USD 2368984.38000000 0.030161836085 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 0.05500000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 636700JPED0N9T4ET363 N/A 135000.00000000 PA 151322.30000000 0.001926630858 Long DBT CORP SE N 2 2027-07-12 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y8GB0 1252.38150000 PA USD 1213.06000000 0.000015444642 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EHJ1 1327.14930000 PA USD 1298.31000000 0.000016530042 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 55000.00000000 PA USD 54339.60000000 0.000691850111 Long DBT CORP US N 2 2028-04-15 Fixed 0.04375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HQDN8 3599806.18200000 PA USD 3595963.75000000 0.045783699593 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.04109750 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132LAGH9 23016.27740000 PA USD 20938.06000000 0.000266582734 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N BX COML MTG TR 2024-VLT5 N/A 05614JAE5 239000.00000000 PA USD 230231.38000000 0.002931298831 Long ABS-MBS CORP US N 2 2046-11-13 Variable 0.06398421 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AJ6 1040000.00000000 PA USD 1053065.52000000 0.013407597732 Long DBT CORP US N 2 2031-04-15 Fixed 0.08250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ANW4 21940.38370000 PA USD 21492.14000000 0.000273637263 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAR0 315000.00000000 PA USD 207900.00000000 0.002646976390 Long DBT NUSS SA N 2 2055-01-21 Fixed 0.03750000 N N N N N N ALUMINA LTD 2138002VD9MW2WT8HR38 02220AAB3 705000.00000000 PA USD 714770.60000000 0.009100437241 Long DBT CORP AU N 2 2032-09-15 Fixed 0.06375000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AN5 2265000.00000000 PA USD 2231421.04000000 0.028410383881 Long DBT CORP US N 2 2029-02-15 Fixed 0.04572000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKN3 37114.74930000 PA USD 33184.47000000 0.000422503648 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKF9 7.05290000 PA USD 7.39000000 0.000000094089 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N PR RNO PROPERTY OWNER 1 LLC N/A 69393LAA1 2030000.00000000 PA USD 1881745.39000000 0.023958324287 Long DBT CORP US N 2 2031-05-01 Fixed 0.06500000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAR1 400000.00000000 PA USD 243724.00000000 0.003103086453 Long DBT NUSS AE N 2 2051-09-15 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGZV2 1063.40400000 PA USD 1102.53000000 0.000014037377 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.06125000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 120000.00000000 NC USD 21990.76000000 0.000279985678 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 20085.39000000 USD 0.00000000 USD 120000.00000000 USD 1905.37000000 N N N SNAM SPA 8156002278562044AF79 83304JAB3 345000.00000000 PA USD 346039.48000000 0.004405763990 Long DBT CORP IT N 2 2035-05-28 Fixed 0.05750000 N N N N N N BMO MORTGAGE TRUST N/A 09664JAB2 1000000.00000000 PA USD 982201.30000000 0.012505356668 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 0.04735500 N N N N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 N/A 350000.00000000 PA 477446.16000000 0.006078829788 Long DBT CORP FR N 2 2034-06-02 Fixed 0.06125000 N N N N N N FLATIRON CLO 29 LTD N/A 33884HAA2 4088000.00000000 PA USD 4088020.44000000 0.052048550199 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5ZA8 105626.56200000 PA USD 96519.05000000 0.001228877568 Long ABS-CBDO USGSE US N 2 2049-01-25 Fixed 0.03000000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 12713UAA4 616000.00000000 PA USD 600278.78000000 0.007642730919 Long DBT CORP US N 2 2030-10-15 Fixed 0.04500000 N N N N N N OHA CREDIT FUNDING 18 LTD N/A 67124RAC4 3375000.00000000 PA USD 3382458.75000000 0.043065360516 Long ABS-CBDO CORP BM N 2 2039-07-20 Variable 0.04768240 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GD49 9676.02060000 PA USD 9444.37000000 0.000120245427 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BAZ1 50000.00000000 PA USD 47012.50000000 0.000598561700 Long DBT CORP CL N 2 2029-09-30 Fixed 0.03000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBF6 1095465.00000000 PA USD 1048447.64000000 0.013348803026 Long LON CORP US N 2 2033-02-23 Variable 0.07572670 N N N N N N NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 50050MAB1 118466.40000000 PA USD 104597.54000000 0.001331732654 Long DBT CORP GB N 2 2033-01-15 Fixed 0.08950000 N N Y N N N MORGAN STANLEY BK AMER TR 2025-C35 N/A 61779CAZ7 178000.00000000 PA USD 174679.43000000 0.002224013117 Long ABS-MBS CORP US N 2 2058-08-15 Fixed 0.06349000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140M6P31 22837.84400000 PA USD 24195.85000000 0.000308060816 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLW9 101100000.00000000 PA USD 98130187.50000000 1.249390521687 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042699 6100000.00000000 PA USD 5728042.74000000 0.072929263557 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZR4 142441.89600000 PA USD 119386.93000000 0.001520030711 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379XP90 70.57230000 PA USD 73.90000000 0.000000940892 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617K53Y8 10971.21380000 PA USD 10069.66000000 0.000128206600 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04000000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAJ7 625057.53700000 PA USD 605592.31000000 0.007710382619 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05251702 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTY4 9140507.11810000 PA USD 7653927.03000000 0.097449562959 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QL3M6 108276.59700000 PA USD 100630.37000000 0.001281222768 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AJK4 13369.77560000 PA USD 13630.24000000 0.000173539795 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412P3M1 13682.99130000 PA USD 13403.45000000 0.000170652312 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N FLATIRON RR CLO 27 LTD N/A 33882JAC6 1680000.00000000 PA USD 1681281.84000000 0.021406028549 Long ABS-CBDO CORP KY N 2 2037-10-18 Variable 0.05229210 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AM2 180000.00000000 PA USD 176071.55000000 0.002241737545 Long DBT CORP US N 2 2033-03-15 Fixed 0.06500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAH5 3729000.00000000 PA USD 3588898.23000000 0.045693741611 Long DBT CORP US N 2 2036-05-15 Fixed 0.05250000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A 08162YAK8 3870878.78330000 PA USD 62350.57000000 0.000793845534 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.00752638 N N N N N N CROSS 2026-NQM2 MTG TR N/A 227924AA5 739049.51000000 PA USD 729267.52000000 0.009285011579 Long ABS-CBDO CORP US N 2 2061-03-25 Variable 0.04735000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201CP32 142.69690000 PA USD 145.24000000 0.000001849191 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N ARGAN SA 529900FXM41XSCUSGH04 N/A 300000.00000000 PA 347270.93000000 0.004421442773 Long DBT CORP FR N 2 2029-10-30 Fixed 0.03779000 N N N N N N BX COML MTG TR 2026-AHP N/A 05620QAG6 210000.00000000 PA USD 210393.75000000 0.002678726738 Long ABS-MBS CORP US N 2 2043-06-15 Variable 0.06289200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F4F76 501325.44700000 PA USD 481685.47000000 0.006132804552 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9F25 107307.91200000 PA USD 94990.87000000 0.001209420828 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02500000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AA4 2500000.00000000 PA USD 2484505.80000000 0.031632651243 Long DBT CORP US N 2 2028-03-24 Fixed 0.04400000 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2025-800D N/A 36273XAA9 497000.00000000 PA USD 495266.36000000 0.006305716025 Long ABS-MBS CORP US N 2 2041-11-25 Variable 0.06288810 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABKD3 608794.71600000 PA USD 507499.49000000 0.006461467859 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMSD8 3626893.63000000 PA USD 3129350.92000000 0.039842799428 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2H9 235000.00000000 PA USD 234001.25000000 0.002979296700 Long DBT CORP PE N 2 2035-03-10 Variable 0.05800000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AE7 880000.00000000 PA USD 781331.23000000 0.009947885130 Long DBT CORP US N 2 2031-07-15 Fixed 0.02700000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31359WKN0 629.54950000 PA USD 635.03000000 0.000008085182 Long ABS-CBDO USGSE US N 2 2029-07-25 Fixed 0.06000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 15320000.00000000 NC USD 246465.10000000 0.003137986054 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2029-04-12 0.00000000 USD 0.00000000 USD 15320000.00000000 USD 1.00000000 3.46600000 USD 2027-04-08 XXXX 137386.70000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WLCE1 38032.71440000 PA USD 35406.37000000 0.000450792811 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04000000 N N N N N N CITIGROUP COML MTG TR 2020-GC46 N/A 17328RBA6 352749.27000000 PA USD 338946.58000000 0.004315457406 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02614000 N N N N N N TRANSNET LTD 378900B07CD6F01EA796 89378TAD5 130000.00000000 PA USD 134459.00000000 0.001711927842 Long DBT CORP ZA N 2 2028-02-06 Fixed 0.08250000 N N N N N N TACO BELL FDG LLC N/A 87342RAK0 6025000.00000000 PA USD 5877986.99000000 0.074838349125 Long ABS-CBDO CORP US N 2 2055-08-25 Fixed 0.04821000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2L8 345000.00000000 PA USD 210732.90000000 0.002683044785 Long DBT CORP SA N 2 2050-11-24 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AWDN1 45138.06020000 PA USD 35948.96000000 0.000457701050 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KL2U0 75346.63200000 PA USD 59631.00000000 0.000759220053 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CL9 200000.00000000 PA USD 121250.00000000 0.001543751261 Long DBT NUSS PH N 2 2045-12-10 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFY28 26760.15270000 PA USD 25612.68000000 0.000326099852 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W2AB7 198063.76400000 PA USD 193075.77000000 0.002458234750 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.05000000 N N N N N N EMRLD BORROWER LP / EMERALD CO-ISSUER INC N/A 26873CAB8 735000.00000000 PA USD 757534.49000000 0.009644905770 Long DBT CORP US N 2 2031-07-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQF98 14343.72760000 PA USD 13170.62000000 0.000167687927 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NQ35 10088.71510000 PA USD 9094.95000000 0.000115796622 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 0.03000000 N N N N N N NATGASOLINE LLC 549300OHXDYMQYZOWC24 63232EAD9 545278.48000000 PA USD 550049.67000000 0.007003215439 Long LON CORP US N 2 2030-03-29 Variable 0.09186400 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 5909.33000000 0.000075237407 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 618000.00000000 CHF 772729.60000000 USD 2026-09-29 5909.33000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M4MF7 3499.82590000 PA USD 3495.07000000 0.000044499123 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BG6S5 112193.64400000 PA USD 94122.85000000 0.001198369224 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 1708000.00000000 PA USD 1615115.32000000 0.020563598456 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944LX7 1922.34670000 PA USD 1879.71000000 0.000023932409 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHCG5 38974.90300000 PA USD 38057.35000000 0.000484545006 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.02500000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAP9 6000000.00000000 PA USD 6283806.00000000 0.080005224248 Long DBT CORP US N 2 2032-07-15 Variable 0.07379000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DPA4 31457.73700000 PA USD 27981.70000000 0.000356262141 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.02500000 N N N N N N VB-S1 ISSUER LLC N/A 91823ABA8 240000.00000000 PA USD 238266.89000000 0.003033606697 Long ABS-CBDO CORP US N 2 2052-02-15 Fixed 0.05268000 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBG9 4752000.00000000 PA USD 4801519.55000000 0.061132798869 Long DBT CORP IE N 2 2027-04-15 Fixed 0.06450000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 425000.00000000 PA USD 432438.80000000 0.005505797468 Long DBT CORP US N 2 2033-03-15 Fixed 0.06250000 N N N N N N BX 2021-LBA N/A 05609BBH1 269500.00100000 PA USD 269182.93000000 0.003427228765 Long ABS-MBS CORP US N 2 2036-02-15 Variable 0.06004480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297SPM1 274.44680000 PA USD 274.05000000 0.000003489196 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.05000000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAE7 250000.00000000 PA USD 253008.25000000 0.003221293238 Long DBT CORP US N 2 2032-07-15 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A86Y0 22269.90400000 PA USD 21132.80000000 0.000269062158 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31359WHX2 836.15680000 PA USD 843.73000000 0.000010742344 Long ABS-CBDO USGSE US N 2 2029-07-25 Fixed 0.06000000 N N N N N N METRO AG 5299006EQ03K3SSUYS12 N/A 225000.00000000 PA 270862.46000000 0.003448612489 Long DBT CORP DE N 2 2030-03-05 Fixed 0.05250000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAV9 2100000.00000000 PA USD 2068873.51000000 0.026340833741 Long DBT CORP US N 2 2030-11-15 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KYQJ6 23603.76500000 PA USD 21482.19000000 0.000273510580 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.02000000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AH7 140000.00000000 PA USD 92487.50000000 0.001177547998 Long DBT NUSS BM N 2 2050-08-20 Fixed 0.03375000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCN1 710000.00000000 PA USD 624468.29000000 0.007950711014 Long DBT CORP US N 2 2032-05-01 Fixed 0.04500000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3142GUPN7 4362977.76200000 PA USD 4459766.06000000 0.056781603971 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 0.06000000 N N N N N N ARGENTUM NETHERLANDS BV 724500RPEZI5VVQQWE89 N/A 393000.00000000 PA USD 393172.34000000 0.005005858110 Long DBT CORP NL N 2 2052-08-15 Variable 0.05625000 N N N N N N COMM 2015-DC1 MTG TR N/A 12629NAJ4 875000.00000000 PA USD 835178.75000000 0.010633470094 Long ABS-MBS CORP US N 2 2048-02-10 Variable 0.04035000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129455L8 1324.82190000 PA USD 1299.90000000 0.000016550286 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N VOLOFIN FINANCE DESIGNATED ACTIVITY CO N/A 92873RAA9 744682.01000000 PA USD 746471.70000000 0.009504054669 Long ABS-CBDO CORP IE N 2 2037-06-15 Fixed 0.05935000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAH3 440000.00000000 PA USD 427422.47000000 0.005441929709 Long DBT CORP US N 2 2034-03-01 Fixed 0.05625000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 500000.00000000 NC USD 37177.50000000 0.000473342783 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 18418.72000000 USD 0.00000000 USD 500000.00000000 USD 18758.78000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H8BP5 170914.93300000 PA USD 170358.19000000 0.002168995222 Long ABS-CBDO USGSE US N 2 2048-04-25 Fixed 0.05000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 630000.00000000 PA 441751.65000000 0.005624368387 Long DBT CORP FR N 2 2036-06-24 Fixed 0.06100000 N N N N N N TESLA FINANCE LLC N/A 881938AA2 1551417.49000000 PA USD 1539708.94000000 0.019603526751 Long ABS-CBDO CORP US N 2 2052-05-20 Fixed 0.05310000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X82L0 19357.46200000 PA USD 17520.77000000 0.000223073903 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 1329000.00000000 PA USD 1258543.44000000 0.016023736274 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 1245000.00000000 PA USD 1238410.46000000 0.015767403793 Long DBT CORP US N 2 2033-01-15 Fixed 0.06250000 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 200000.00000000 PA 259571.46000000 0.003304855825 Long DBT CORP GB N 2 2033-11-10 Fixed 0.05375000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 N/A 450000.00000000 PA 513320.20000000 0.006535576959 Long DBT CORP LU N 2 2032-04-19 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296PKS0 1054.35180000 PA USD 1053.08000000 0.000013407782 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.05000000 N N N N N N MORGAN STANLEY CAP I TR 2016-BNK2 N/A 61690YBZ4 436000.00000000 PA USD 391692.37000000 0.004987015178 Long ABS-MBS CORP US N 2 2049-11-15 Variable 0.03873401 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7FF1 6448.42280000 PA USD 5991.56000000 0.000076284357 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GDB3 3.65700000 PA USD 3.69000000 0.000000046980 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSA36 854015.17100000 PA USD 667613.38000000 0.008500032970 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN AB 549300HX9MRFY47AH564 N/A 310000.00000000 PA 262246.98000000 0.003338920463 Long EP CORP SE N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6E27 2237.39340000 PA USD 2123.64000000 0.000027038119 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDFF6 8298.35980000 PA USD 7306.84000000 0.000093030461 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9QV7 72524.52160000 PA USD 69196.46000000 0.000881007195 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FFN1 3441.88950000 PA USD 3295.88000000 0.000041963042 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.04500000 N N N N N N TRANSALTA CORP 984500EE2ADD850F1C96 89346DAE7 380000.00000000 PA USD 363867.32000000 0.004632747499 Long DBT CORP CA N 2 2040-03-15 Fixed 0.06500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAM6 230000.00000000 PA USD 142694.38000000 0.001816780446 Long DBT CORP US N 2 2031-03-15 Fixed 0.03500000 N N N N N N TITANIUM 2L BONDCO SARL 636700S4QMU2DWYOSF67 N/A 1929600.00000000 PA 305566.10000000 0.003890458163 Long DBT CORP LU N 2 2031-01-14 Fixed 0.06250000 N N Y N N N ARES LXX CLO LTD / ARES LXX CLO LLC N/A 039951AS7 4249000.00000000 PA USD 4257633.97000000 0.054208064434 Long ABS-CBDO CORP JE N 2 2039-01-25 Variable 0.05060150 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAN4 600000.00000000 PA USD 586937.55000000 0.007472870790 Long DBT CORP ES N 2 2032-04-22 Variable 0.04818000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AN2 80000.00000000 PA USD 82760.00000000 0.001053697768 Long DBT NUSS SV N 2 2035-06-15 Fixed 0.07650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D5G3 381365.51100000 PA USD 326112.25000000 0.004152051112 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N LAMAR MEDIA CORP N/A 513075CA7 185000.00000000 PA USD 180002.22000000 0.002291782715 Long DBT CORP US N 2 2033-11-01 Fixed 0.05375000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 14947000.00000000 PA USD 14608148.22000000 0.185990492736 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407XA84 20667.11780000 PA USD 20605.18000000 0.000262344516 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBE0 455000.00000000 PA USD 368668.30000000 0.004693873428 Long DBT NUSS QA N 2 2050-04-16 Fixed 0.04400000 N N N N N N COMMONWEALTH BANK AUSTRALIA MSFSBD3QN1GSN7Q6C537 N/A 425000.00000000 PA 489004.23000000 0.006225986779 Long DBT CORP AU N 2 2037-05-21 Variable 0.04454000 N N N N N N UBS COML MTG TR 2017-C7 N/A 90276WAQ0 442818.70400000 PA USD 440391.17000000 0.005607046798 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 0.03586000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 535000.00000000 PA USD 505105.11000000 0.006430982687 Long DBT CORP US N 2 2031-02-01 Fixed 0.04375000 N N N N N MLTI TRUST 2026-MLTI N/A 55292MAJ1 365000.00000000 PA USD 364997.04000000 0.004647131059 Long ABS-MBS CORP US N 2 2039-06-15 Variable 0.06639200 N N N N N N HILTON USA TR 2016-HHV N/A 43300LAN0 1000000.00000000 PA USD 997643.90000000 0.012701971375 Long ABS-MBS CORP US N 2 2038-11-05 Variable 0.04193500 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BN9 8983000.00000000 PA USD 7804981.69000000 0.099372786232 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EHD4 617.87680000 PA USD 606.51000000 0.000007722066 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TLX5 35.58150000 PA USD 37.26000000 0.000000474393 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.07000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 315000.00000000 PA USD 319892.05000000 0.004072855717 Long DBT CORP CA N 2 2033-03-31 Fixed 0.06750000 N N N N N N VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC N/A 92918HAT7 1595000.00000000 PA USD 1598394.16000000 0.020350705163 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.05039210 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AD6 195000.00000000 PA USD 196679.15000000 0.002504112873 Long DBT CORP US N 2 2034-01-15 Fixed 0.06625000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 2194000.00000000 PA USD 1943491.05000000 0.024744468126 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AQ0 1440000.00000000 PA USD 1438178.40000000 0.018310843046 Long DBT CORP LU N 2 2029-03-25 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9HN7 492215.60600000 PA USD 438158.72000000 0.005578623313 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BX1 5694000.00000000 PA USD 4737201.65000000 0.060313905349 Long DBT CORP US N 2 2032-02-01 Fixed 0.02300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140U7BU5 300147.16200000 PA USD 289905.75000000 0.003691071070 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 0.05000000 N N N N N N GAINWELL ACQUISITION CORP N/A 36312LAC4 405000.00000000 PA USD 421858.86000000 0.005371093998 Long DBT CORP US N 2 2031-09-01 Fixed 0.09000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56D9 1096394.39600000 PA USD 976893.00000000 0.012437771556 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.01500000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A N/A 81378RAB0 647639.90000000 PA USD 650107.47000000 0.008277148263 Long ABS-CBDO CORP CA N 2 2031-07-25 Fixed 0.05038000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7GG5 991.33900000 PA USD 977.85000000 0.000012449956 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HCTM4 2583539.73000000 PA USD 2577700.67000000 0.032819205454 Long ABS-MBS USGSE US N 2 2029-03-25 Variable 0.04139750 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180MYH4 6380.50660000 PA USD 5726.61000000 0.000072911021 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAB1 32448.50000000 PA USD 32226.33000000 0.000410304639 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.04335000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296YFS7 413.33700000 PA USD 412.83000000 0.000005256138 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWH42 25337.52070000 PA USD 23161.05000000 0.000294885774 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.03500000 N N N N N N VCAT ASSET SECURITIZATION LLC N/A 921968AA1 867475.45000000 PA USD 864811.69000000 0.011010755773 Long ABS-CBDO CORP US N 2 2056-02-25 Variable 0.05062000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJGT0 1469.64980000 PA USD 1408.96000000 0.000017938835 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320205 11513.00000000 NS USD 399270.84000000 0.005083504024 Long EP CORP US N 1 N N N J P MORGAN CHASE COML MTG SECS TR 2013-C10 N/A 46651EAJ3 180000.00000000 PA USD 164845.44000000 0.002098807059 Long ABS-MBS CORP US N 2 2039-06-05 Variable 0.03749000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU4J5 46282.18430000 PA USD 42188.14000000 0.000537138097 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EQL6 5215.66860000 PA USD 4972.25000000 0.000063306533 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N BAPCO ENERGIES BSC 549300OBH16L6TS6IW50 67778M2A7 290000.00000000 PA USD 289637.50000000 0.003687655719 Long DBT CORP BH N 2 2027-10-25 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JF45 5000.84970000 PA USD 4765.66000000 0.000060676236 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BKWX6 152676.79200000 PA USD 132870.08000000 0.001691697761 Long ABS-CBDO USGSE US N 2 2050-02-25 Fixed 0.02500000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AK8 100000.00000000 PA USD 98510.00000000 0.001254226282 Long DBT NUSS PL N 2 2036-04-14 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419K7J8 7073.36680000 PA USD 6750.01000000 0.000085940919 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AGRB7 316385.99800000 PA USD 252570.09000000 0.003215714598 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N THE TORONTO DOMINION BANK PT3QB789TSUIDF371261 N/A 645000.00000000 PA 723437.06000000 0.009210778342 Long DBT CORP CA N 2 2032-09-22 Fixed 0.03357000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H8L86 3384.97360000 PA USD 3250.63000000 0.000041386920 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UH37 104.27240000 PA USD 106.11000000 0.000001350989 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DG2 335000.00000000 PA USD 377796.25000000 0.004810090206 Long DBT NUSS TR N 2 2033-01-19 Fixed 0.09375000 N N N N N N NYMT LOAN TRUST 2024-CP1 N/A 67118PAA0 378447.28000000 PA USD 345004.50000000 0.004392586656 Long ABS-CBDO CORP US N 2 2068-02-25 Fixed 0.03750000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05971PAD0 200000.00000000 PA USD 204250.00000000 0.002600504702 Long EP CORP KY N 2 N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 01309QAD0 410000.00000000 PA USD 385440.03000000 0.004907410578 Long DBT CORP US N 2 2034-03-31 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411Y3V3 546.09190000 PA USD 559.90000000 0.000007128629 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 0.05570000 N N N N N N EQT TR 2024-EXTR N/A 29439DAG6 100000.00000000 PA USD 100212.68000000 0.001275904751 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.06681900 N N N N N N BX 2024 VLT4 N/A 05612TAJ4 908646.50000000 PA USD 895016.80000000 0.011395326302 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.06528604 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQ6N8 10229.63150000 PA USD 10209.16000000 0.000129982710 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 N/A 81885FAB2 482130.74000000 PA USD 480869.39000000 0.006122414247 Long ABS-CBDO CORP US N 2 2029-08-20 Fixed 0.03910000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9H57 273512.23700000 PA USD 226768.56000000 0.002887210314 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N AXIAN TELECOM HOLDING and MANAGEMENT LTD 984500B7DCD97EB04857 05465QAA7 200000.00000000 PA USD 202284.00000000 0.002575473651 Long DBT CORP AE N 2 2030-07-11 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7C67 7505.11290000 PA USD 7123.04000000 0.000090690325 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 9830000.00000000 NC USD 59894.88000000 0.000762579765 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2029-06-12 0.00000000 USD 0.00000000 USD 9830000.00000000 USD 1.00000000 3.98800000 USD 2028-06-08 XXXX 5829.88000000 N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAQ8 826000.00000000 PA USD 822245.09000000 0.010468799134 Long DBT CORP JP N 2 2028-07-16 Fixed 0.04620000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CLM52 35745.23100000 PA USD 37705.99000000 0.000480071502 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 0.07000000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046BA8 2942000.00000000 PA USD 2906109.95000000 0.037000502281 Long ABS-CBDO CORP US N 2 2056-05-20 Fixed 0.05432000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 530000.00000000 PA USD 508781.47000000 0.006477789989 Long DBT CORP US N 2 2030-01-15 Fixed 0.05875000 N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AN7 927000.00000000 PA USD 917034.75000000 0.011675658162 Long DBT CORP LU N 2 2028-01-15 Fixed 0.05125000 N N N N N N FISERV FUNDING UNLTD CO 254900RNWK5SE9A0I712 337735AB0 353000.00000000 PA 389650.55000000 0.004961018788 Long DBT CORP IE N 2 2032-06-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPPP7 416407.11600000 PA USD 329423.75000000 0.004194213028 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP N/A 03958CAA7 750000.00000000 PA USD 737666.10000000 0.009391942041 Long DBT CORP US N 2 2034-02-01 Fixed 0.06000000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459XAC5 750000.00000000 PA USD 726562.50000000 0.009250571348 Long DBT CORP US N 2 2033-02-01 Fixed 0.05625000 N N N N N RR 16 LTD 549300FLUOZC8QYYKL96 74971CAU7 3088000.00000000 PA USD 3086273.81000000 0.039294342992 Long ABS-CBDO CORP KY N 2 2041-07-15 Variable 0.04906590 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XQS0 575000.00000000 PA USD 567687.90000000 0.007227784839 Long EP CORP FR N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7VF3 129516.72520000 PA USD 113980.68000000 0.001451198503 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A22Y7 118304.71410000 PA USD 107652.72000000 0.001370631111 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 1000000.00000000 NC USD -4200.90000000 -0.00005348572 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S19 PRC CORP INDEX CZ039897 Y 2058-12-17 0.00000000 USD 690.13000000 USD 1000000.00000000 USD -3510.77000000 N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 2034000.00000000 PA USD 1824479.69000000 0.023229219160 Long DBT CORP US N 2 2031-02-01 Fixed 0.09000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312936JP3 2534.99610000 PA USD 2481.88000000 0.000031599219 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 640000.00000000 PA 438884.82000000 0.005587867996 Long DBT CORP NL N 2 2036-02-26 Fixed 0.05792300 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376PA42 23155.95290000 PA USD 23244.85000000 0.000295952713 Long ABS-CBDO USGA US N 2 2039-12-16 Variable 0.04283680 N N N N N N ARES LIX CLO LTD N/A 04018EAA9 618949.05000000 PA USD 619087.69000000 0.007882205381 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.05101760 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDCS3 200644.14800000 PA USD 159797.47000000 0.002034536461 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKM7 32390.89930000 PA USD 30808.29000000 0.000392250198 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP5H3 73591.56760000 PA USD 67379.45000000 0.000857873079 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N CONNECT HOLDING II LLC 254900LCX7S2QHYUOI31 20752KAP8 720000.01000000 PA USD 613800.01000000 0.007814882802 Long LON CORP US N 2 2031-04-03 Variable 0.07936400 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 4699200.43300000 PA USD 4706542.93000000 0.059923559472 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.05280500 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 16701276.46400000 NS USD 16702946.59000000 0.212661400996 Long STIV RF US N 1 N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4X7 21930.82600000 PA USD 17267.45000000 0.000219848641 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCU55 33084.15800000 PA USD 29692.47000000 0.000378043612 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7FX0 169496.26620000 PA USD 157791.70000000 0.002008999059 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.04000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 405000.00000000 PA USD 392368.60000000 0.004995624917 Long DBT CORP US N 2 2032-06-01 Fixed 0.10000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AX4 210000.00000000 PA USD 217419.30000000 0.002768175824 Long DBT NUSS HU N 2 2055-09-23 Fixed 0.06750000 N N N N N N TGP HOLDINGS III LLC 549300LURVM6CQ1MNO41 87251RAK9 1092086.26200000 PA USD 1046579.03000000 0.013325011941 Long LON CORP US N 2 2028-06-29 Variable 0.07036400 N N N N N N GS MTG SECS TR 2019-GC38 N/A 36252SBA4 269000.00000000 PA USD 255261.82000000 0.003249985621 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 0.04309000 N N N N N N FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 529900E7PUVK6BC8PE80 34960PAG6 220000.00000000 PA USD 225522.66000000 0.002871347553 Long DBT CORP US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31392UTM6 925.06340000 PA USD 945.24000000 0.000012034766 Long ABS-CBDO USGSE US N 2 2032-09-15 Fixed 0.06000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW71 245000.00000000 PA USD 252595.00000000 0.003216031751 Long DBT NUSS EG N 2 2029-03-01 Fixed 0.07600300 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 056909AB0 200000.00000000 PA USD 187968.00000000 0.002393202780 Long DBT NUSS BH N 2 2038-02-03 Fixed 0.07100000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 705000.00000000 PA USD 662876.25000000 0.008439719977 Long DBT NUSS DO N 2 2032-09-23 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5CR2 5721.22710000 PA USD 5501.49000000 0.000070044801 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140U4YC7 131416.99300000 PA USD 126932.87000000 0.001616105387 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 0.05000000 N N N N N N ANGLIAN WATER (OSPREY) FINANCING PLC 21380072JDZ74GW9ZY87 N/A 300000.00000000 PA 388475.25000000 0.004946054905 Long DBT CORP GB N 2 2033-08-18 Fixed 0.06375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 28401000.00000000 PA USD 23692646.72000000 0.301654047544 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 380000.00000000 PA USD 373667.95000000 0.004757528818 Long DBT CORP US N 2 2031-04-15 Fixed 0.05250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 19116000.00000000 PA USD 14578936.88000000 0.185618574856 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRTS3 347048.45000000 PA USD 347752.82000000 0.004427578182 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD2K1 144323.68900000 PA USD 124705.55000000 0.001587747217 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31396QRH4 54337.02090000 PA USD 54236.72000000 0.000690540246 Long ABS-CBDO USGSE US N 2 2039-08-25 Fixed 0.05000000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAG6 73499.99000000 PA USD 73913.43000000 0.000941063511 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06778810 N N N N N N PRET 2025-RPL2 N/A 69392LAA2 2969454.41000000 PA USD 2866360.00000000 0.036494407144 Long ABS-CBDO CORP US N 2 2064-08-25 Fixed 0.04000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 980000.00000000 PA USD 1003445.89000000 0.012775842133 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 485289.77600000 PA USD 476162.06000000 0.006062480666 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AAL35 243664.43330000 PA USD 240518.94000000 0.003062279728 Long ABS-CBDO USGSE US N 2 2041-05-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410PXH1 132.76880000 PA USD 136.66000000 0.000001739950 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 0.06315000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 540000.00000000 PA USD 535765.73000000 0.006821352755 Long DBT CORP US N 2 2037-02-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J84L4 259516.99040000 PA USD 234954.90000000 0.002991438542 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 400000.00000000 PA 457043.73000000 0.005819066678 Long DBT CORP US N 2 2036-05-22 Variable 0.04099000 N N N N N N INVESTMENT ENERGY RESOURCES LTD 254900A71Y7WHN7L5K89 46143NAB6 335000.00000000 PA USD 329645.59000000 0.004197037488 Long DBT CORP BM N 2 2029-04-26 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307RE27 8988.78840000 PA USD 8726.96000000 0.000111111385 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BJHA6 158601.71800000 PA USD 135963.92000000 0.001731088437 Long ABS-CBDO USGSE US N 2 2051-10-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402E4E5 1068.50920000 PA USD 1055.33000000 0.000013436429 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLFC9 646376.44900000 PA USD 575375.49000000 0.007325662998 Long ABS-CBDO USGSE US N 2 2048-02-25 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6RW7 200031.73600000 PA USD 189270.37000000 0.002409784515 Long ABS-CBDO USGSE US N 2 2052-04-25 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M2Q2 10086.89950000 PA USD 9331.06000000 0.000118802768 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 791000.00000000 PA 1103403.68000000 0.014048501633 Long DBT CORP GB N 2 2033-06-06 Variable 0.07416000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W5QL1 1567336.25000000 PA USD 1294578.05000000 0.016482527818 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.02500000 N N N N N N THE BERKELEY GROUP PLC 2138001V85JLYR7AUB61 N/A 913000.00000000 PA 1062942.83000000 0.013533355338 Long DBT CORP GB N 2 2031-08-11 Fixed 0.02500000 N N N N N N NEW HOME CO INC/THE 549300PLCE8TB3TVRQ85 645370AG2 390000.00000000 PA USD 396092.19000000 0.005043033550 Long DBT CORP US N 2 2030-11-01 Fixed 0.08500000 N N N N N N BX COML MTG TR 2024-VLT5 N/A 05614JAC9 100000.00000000 PA USD 96249.88000000 0.001225450504 Long ABS-MBS CORP US N 2 2046-11-13 Variable 0.05994873 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAL4 200000.00000000 PA USD 178214.00000000 0.002269015153 Long DBT NUSS RO N 2 2032-03-27 Fixed 0.03625000 N N N N N N BX TRUST 2022-IND N/A 05609WAJ2 146999.04000000 PA USD 147136.85000000 0.001873341837 Long ABS-MBS CORP US N 3 2037-04-15 Variable 0.05929200 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140W0S97 2651676.48100000 PA USD 2211759.11000000 0.028160048795 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BN6 710000.00000000 PA USD 721725.06000000 0.009188981211 Long DBT CORP US N 2 2050-04-01 Fixed 0.06600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGPU7 18109.71500000 PA USD 14298.48000000 0.000182047806 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 4460000.00000000 PA USD 4347807.99000000 0.055356157276 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAT4 100000.00000000 PA 97871.53000000 0.001246097302 Long DBT CORP US N 2 2054-05-06 Fixed 0.04000000 N N N N N N TRANSALTA CORP 984500EE2ADD850F1C96 89346DAL1 570000.00000000 PA USD 556463.30000000 0.007084873578 Long DBT CORP CA N 2 2034-02-01 Fixed 0.05875000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 40000.00000000 NC USD 291.23000000 0.000003707931 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX AAA CDSI S13 PRC INDX CY451600 Y 2072-12-16 0.00000000 USD 889.02000000 USD 40000.00000000 USD 1180.25000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WLQ9 204990.65300000 PA USD 178520.33000000 0.002272915337 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGTL1 3390.81310000 PA USD 3529.59000000 0.000044938631 Long ABS-MBS USGSE US N 2 2041-05-01 Variable 0.06202000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407WVZ3 1590.97930000 PA USD 1627.02000000 0.000020715168 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLGX2 292987.25700000 PA USD 251988.14000000 0.003208305229 Long ABS-CBDO USGSE US N 2 2049-12-25 Fixed 0.02500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAS9 1323000.00000000 PA USD 1255583.81000000 0.015986054356 Long DBT CORP US N 2 2036-03-15 Fixed 0.05150000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AFLB5 311244.82800000 PA USD 243408.18000000 0.003099065442 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XC5A2 112542.28600000 PA USD 109713.45000000 0.001396868262 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MMP3 1901390.77500000 PA USD 1997285.33000000 0.025429375241 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 0.06500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 1306000.00000000 PA USD 1284962.26000000 0.016360099876 Long DBT CORP US N 2 2029-10-15 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDNN2 943947.23900000 PA USD 806024.94000000 0.010262284684 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YMJR1 5613.99820000 PA USD 5285.11000000 0.000067289857 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K9ND7 73020.73440000 PA USD 63323.11000000 0.000806227884 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNT4 190328000.00000000 PA USD 183911864.21000000 2.341560184728 Long DBT UST US N 2 2035-08-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKD2 1262000.00000000 PA USD 1258253.44000000 0.016020044003 Long DBT UST US N 2 2029-02-28 Fixed 0.04250000 N N N N N N CWGS GROUP LLC 254900FU20N3SJ8BIA66 12670UAE7 838906.54000000 PA USD 809318.31000000 0.010304215769 Long LON CORP US N 2 2028-06-03 Variable 0.06300880 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JX54 135000.00000000 PA USD 138326.40000000 0.001761167459 Long DBT NUSS EG N 2 2032-05-29 Fixed 0.07625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SP50 103052.68100000 PA USD 99728.18000000 0.001269736112 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4XQ5 1844288.71300000 PA USD 1886931.43000000 0.024024352788 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 0.06000000 N N N N N N BANK 2025-BNK51 N/A 06541HAK1 405000.00000000 PA USD 388110.85000000 0.004941415375 Long ABS-MBS CORP US N 2 2067-12-25 Variable 0.05946000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 95000.00000000 PA USD 94149.88000000 0.001198713369 Long DBT CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M73U7 12781.42430000 PA USD 11826.73000000 0.000150577561 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N GENESEE and WYOMING INC G617XSG94Z7G0RMW3L02 371559AB1 395000.00000000 PA USD 397921.42000000 0.005066323250 Long DBT CORP US N 2 2032-04-15 Fixed 0.06250000 N N N N N N SURGERY CENTER HLDGS INC 54930054EVI5HWPPW113 86881WAF9 365000.00000000 PA USD 367067.36000000 0.004673490310 Long DBT CORP US N 2 2032-04-15 Fixed 0.07250000 N N N N N N TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 254900OVY0XI1DFYC092 87945BAA8 365000.00000000 PA USD 363722.50000000 0.004630903655 Long DBT CORP RS N 2 2029-10-28 Fixed 0.07000000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AJ7 2140867.50000000 PA USD 2073012.70000000 0.026393533781 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.05566000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339NNN2 71.28640000 PA USD 71.78000000 0.000000913900 Long ABS-CBDO USGSE US N 2 2032-03-15 Variable 0.04650980 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180C5Q8 12127.72650000 PA USD 11178.26000000 0.000142321261 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCN3 1358000.00000000 PA USD 1304337.67000000 0.016606786998 Long DBT CORP US N 2 2030-03-01 Variable 0.03273000 N N N N N N BMO 2025-5C11 MTG TR N/A 096941AE9 13800000.00000000 PA USD 298803.12000000 0.003804352111 Long ABS-MBS CORP US N 2 2058-07-15 Variable 0.00583796 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JXN8 15.83410000 PA USD 15.95000000 0.000000203074 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMGZ9 7118.87070000 PA USD 6738.88000000 0.000085799212 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FGS9 3324.28640000 PA USD 3188.69000000 0.000040598302 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 0.04500000 N N N N N N ENSTALL GROUP BV 724500UTJRTIU7878U15 N/A 495870.27000000 PA USD 454336.18000000 0.005784594235 Long LON CORP NL N 3 2030-08-30 Variable 0.00000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2017-H1 N/A 61691JAZ7 515000.00000000 PA USD 506619.71000000 0.006450266527 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.04075000 N N N N N N CHEMOURS CO/THE 549300M1BOLNXL8DOV14 163851AL2 510000.00000000 PA USD 498970.89000000 0.006352881987 Long DBT CORP US N 2 2034-03-15 Fixed 0.07875000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 N/A 1315000.00000000 PA 1467077.91000000 0.018678790716 Long DBT CORP GB N 2 2034-02-12 Fixed 0.03875000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CK4 430000.00000000 PA USD 429595.80000000 0.005469600480 Long DBT NUSS TR N 2 2026-10-09 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FAV9 148436.02000000 PA USD 143672.69000000 0.001829236259 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022691 -2700000.00000000 PA USD -2203664.13000000 -0.02805698375 Short ABS-MBS USGA US N 2 2056-09-01 Fixed 0.02500000 N N N N N N PRET 2025-RPL3 N/A 69382RAA1 1160482.83000000 PA USD 1121519.15000000 0.014279147238 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 0.04150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AXGL9 43947.29040000 PA USD 41851.29000000 0.000532849333 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC 984500E4L49391BFF948 973244AA4 200000.00000000 PA USD 203330.00000000 0.002588791290 Long DBT CORP CA N 2 2032-05-13 Fixed 0.05854000 N N N N N N PRM5 TR 2025-PRM5 N/A 693980AJ3 1100000.00000000 PA USD 1092090.01000000 0.013904456335 Long ABS-MBS CORP US N 2 2033-03-10 Variable 0.06867760 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYL1 3564.94620000 PA USD 3479.22000000 0.000044297321 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2UC6 159046.88600000 PA USD 137241.10000000 0.001747349453 Long ABS-CBDO USGSE US N 2 2051-10-25 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ABWH9 37552.68400000 PA USD 29684.83000000 0.000377946340 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XQQ4 375000.00000000 PA USD 379416.00000000 0.004830712813 Long EP CORP FR N 2 N N N ARES LV CLO LTD N/A 04018BAW7 923000.00000000 PA USD 924383.58000000 0.011769223239 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 0.05122920 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TKE22 3158.00080000 PA USD 3197.90000000 0.000040715564 Long ABS-CBDO USGSE US N 2 2029-04-15 Fixed 0.06500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DQ5 365000.00000000 PA USD 280320.00000000 0.003569025597 Long DBT NUSS CO N 2 2049-05-15 Fixed 0.05200000 N N N N N N GS MTG SECS TR 2019-GC42 N/A 36257UAS6 999551.00000000 PA USD 824559.31000000 0.010498263712 Long ABS-MBS CORP US N 2 2052-09-10 Variable 0.03708481 N N N N N N OLIT 2026-HB3 N/A 68278FAA6 783797.44000000 PA USD 765947.47000000 0.009752019572 Long ABS-CBDO CORP US N 2 2038-11-25 Variable 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3V82 196824.27800000 PA USD 170686.21000000 0.002173171563 Long ABS-CBDO USGSE US N 2 2051-11-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NWAR0 8928.05280000 PA USD 8025.13000000 0.000102175707 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FDB1 6875.56660000 PA USD 6775.76000000 0.000086268767 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.04500000 N N N N N N AIMCO CLO 11 LTD 549300VLRW0CEQ83RF89 00140NAW0 3208000.00000000 PA USD 3209206.21000000 0.040859514519 Long ABS-CBDO CORP KY N 2 2037-07-17 Variable 0.05089520 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 736000.00000000 PA 728930.04000000 0.009280714794 Long DBT CORP GB N 2 2031-09-26 Fixed 0.04875000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QK0 190000.00000000 PA USD 190981.35000000 0.002431568659 Long EP CORP US N 2 N N CSMC TR 2017-PFHP N/A 12595KAG6 1296000.00000000 PA USD 1166272.99000000 0.014848951750 Long ABS-MBS CORP US N 2 2030-12-15 Variable 0.05937000 N N N N N N ACCENTRO REAL ESTATE AG 391200VKLY50XNAFCM46 N/A 213480.97000000 PA 272587.87000000 0.003470580356 Long DBT CORP DE N 2 2027-12-30 Fixed 0.10000000 N N Y N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085UAB9 1141120.65900000 PA USD 1093832.62000000 0.013926643192 Long LON CORP US N 2 2028-06-01 Variable 0.07993830 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZE4 5209.06550000 PA USD 4802.78000000 0.000061148846 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2U1 1593002.77600000 PA USD 1333922.38000000 0.016983458614 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.02500000 N N N N N N GREEN LAKES PARK CLO LLC N/A 39310AAC4 3428000.00000000 PA USD 3428000.00000000 0.043645190307 Long ABS-CBDO CORP US N 2 2038-01-25 Variable 0.04990150 N N N N N N ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 254900G082ZFKTCR2Q75 00402D2B0 230000.00000000 PA USD 231281.10000000 0.002944663834 Long DBT CORP AE N 2 2034-05-08 Fixed 0.05500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377RLW3 88225.10080000 PA USD 84262.97000000 0.001072833536 Long ABS-CBDO USGA US N 2 2040-12-20 Fixed 0.04000000 N N N N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAA1 75000.00000000 PA USD 74863.50000000 0.000953159773 Long DBT NUSS PL N 2 2033-05-22 Fixed 0.05375000 N N N N N N RRAM 2022-24A N/A 75000HBA1 7000000.00000000 PA USD 7006720.00000000 0.089209343007 Long ABS-CBDO CORP BM N 2 2037-01-15 Variable 0.05062920 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8W75 11129.62700000 PA USD 11573.18000000 0.000147349370 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.06500000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 800000.00000000 NC -8832.43000000 -0.00011245422 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 UNICREDIT SPA UNICREDIT SPA 4.175%/VAR 06/24/2037 REGS Y 2031-06-20 2004.65000000 EUR 0.00000000 EUR 800000.00000000 EUR -10805.23000000 N N N VCI Asset Holdings 3 LLC N/A N/A 232750.00000000 PA USD 234060.38000000 0.002980049541 Long LON CORP US N 3 2031-04-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133KTYF1 39793.87100000 PA USD 35059.92000000 0.000446381820 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N CEDAR FUNDING XX CLO LTD 213800TCLVW9DQVKOA74 15032XAA5 3364000.00000000 PA USD 3364016.82000000 0.042830558432 Long ABS-CBDO CORP KY N 2 2039-10-20 Variable 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BT65 1700.45450000 PA USD 1747.83000000 0.000022253317 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.06050000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828TAD4 200000.00000000 PA USD 202062.60000000 0.002572654793 Long DBT CORP US N 2 2031-06-01 Fixed 0.08500000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863EA2 240000.00000000 PA USD 219000.00000000 0.002788301247 Long DBT NUSS CL N 2 2054-01-05 Fixed 0.05330000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBD6 380000.00000000 PA USD 386652.07000000 0.004922842233 Long DBT CORP US N 2 2030-07-01 Fixed 0.06500000 N N N N N N TARGA RES CORP 5493003QENHHS261UR94 87612GAT8 1951000.00000000 PA USD 1888988.62000000 0.024050544868 Long DBT CORP US N 2 2031-04-15 Fixed 0.04350000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 70000.00000000 NC USD 12827.94000000 0.000163324936 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 16359.67000000 USD 0.00000000 USD 70000.00000000 USD -3531.73000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXP3 94054.99390000 PA USD 84271.36000000 0.001072940357 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N D2-NATIXIS MULTIFAMILY N/A 23348GAA5 3016000.00000000 PA USD 2995327.13000000 0.038136412666 Long ABS-MBS CORP US N 2 2059-08-15 Fixed 0.05229800 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7RY1 107890.61690000 PA USD 105134.55000000 0.001338569849 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLQ6 7793850.92820000 PA USD 6525194.37000000 0.083078573533 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC N/A 08179DAL3 4468000.00000000 PA USD 4470770.16000000 0.056921707833 Long ABS-CBDO CORP JE N 2 2039-01-25 Variable 0.05000150 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202XTU1 1154.13520000 PA USD 1172.35000000 0.000014926324 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 0.05500000 N N N N N N GS MTG SECS CORP TR 2024-RVR N/A 36272JAJ2 352000.00000000 PA USD 349611.26000000 0.004451239783 Long ABS-MBS CORP US N 2 2041-08-10 Variable 0.06672895 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 11594.02000000 0.000147614705 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 6901000.00000000 CAD 4996869.08000000 USD 2026-09-29 11594.02000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DT93 45647.78700000 PA USD 38269.98000000 0.000487252205 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSVD0 1002193.77200000 PA USD 1007359.68000000 0.012825672386 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N WALKER and DUNLOP INC N/A 93148PAA0 365000.00000000 PA USD 362852.78000000 0.004619830407 Long DBT CORP US N 2 2033-04-01 Fixed 0.06625000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 623000.00000000 PA USD 605617.31000000 0.007710700918 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 170000.00000000 PA USD 130347.50000000 0.001659580351 Long DBT NUSS CO N 2 2045-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQ2F1 192606.95000000 PA USD 188984.24000000 0.002406141516 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N MILLROSE PROPERTIES INC REIT N/A 601137AA0 241000.00000000 PA USD 244352.31000000 0.003111086077 Long DBT CORP US N 2 2030-08-01 Fixed 0.06375000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392FRK5 93.29470000 PA USD 1.47000000 0.000000018715 Long ABS-CBDO USGSE US N 2 2032-11-25 Variable 0.03792330 N N N N N N DLLAA 2023-1A N/A 23292HAC5 157157.10000000 PA USD 157951.31000000 0.002011031208 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVL94 49299.86000000 PA USD 41074.72000000 0.000522962068 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402HHC8 174.32370000 PA USD 172.53000000 0.000002196646 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.04500000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AN1 940000.00000000 PA USD 853777.60000000 0.010870270079 Long DBT CORP US N 2 2032-02-15 Fixed 0.03625000 N N N N N N CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC N/A 15033TBA2 4017000.00000000 PA USD 4019305.76000000 0.051173677012 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 0.05010150 N N N N N N NGG FINANCE PLC 549300MLDJ2T68G21W86 N/A 555000.00000000 PA 635043.98000000 0.008085360373 Long DBT CORP GB N 2 2082-09-05 Variable 0.02125000 N N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AG2 260000.00000000 PA USD 261958.32000000 0.003335245253 Long DBT CORP US N 2 2034-06-15 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6NS9 5751.63070000 PA USD 5450.37000000 0.000069393942 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WQAY8 82944.15500000 PA USD 74339.08000000 0.000946482874 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N BBCMS MTG TR 2024-C26 N/A 05555AAK1 150000.00000000 PA USD 145355.82000000 0.001850665818 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 0.06000000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QBA1 820000.00000000 PA USD 834703.42000000 0.010627418207 Long DBT CORP US N 2 2033-04-15 Fixed 0.06750000 N N N N N N MOROCCO KINGDOM OF 529900F3MBW9XY5K1X07 617726AP9 230000.00000000 PA USD 241097.50000000 0.003069645936 Long DBT NUSS MA N 2 2033-09-08 Fixed 0.06500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AK0 1916000.00000000 PA USD 1728834.93000000 0.022011473025 Long DBT CORP US N 2 2041-11-15 Fixed 0.05150000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CU9 250000.00000000 PA USD 242812.50000000 0.003091481263 Long DBT NUSS PH N 2 2047-10-13 Fixed 0.05950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129413N5 1294.19610000 PA USD 1267.03000000 0.000016131786 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LSP61 3897.67690000 PA USD 4052.50000000 0.000051596305 Long ABS-MBS USGSE US N 2 2042-06-01 Variable 0.05963000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56J6 286671.84800000 PA USD 255157.32000000 0.003248655131 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAE1 135000.00000000 PA USD 157219.65000000 0.002001715736 Long DBT NUSS QA N 2 2030-06-15 Fixed 0.09750000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308LB1 180000.00000000 PA USD 164124.77000000 0.002089631511 Long DBT CORP US N 2 2056-05-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVRX4 179126.41200000 PA USD 183883.83000000 0.002341203254 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J8YQ7 3979.19100000 PA USD 3788.68000000 0.000048237356 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EBJ8 5047549.28500000 PA USD 4305301.61000000 0.054814967356 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VCD4 58401.80910000 PA USD 58248.63000000 0.000741619761 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.05000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PFJ0 2700000.00000000 PA USD 2567319.65000000 0.032687034627 Long DBT CORP US N 2 2037-01-22 Variable 0.04898000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XDC7 4126922.16500000 PA USD 3689812.60000000 0.046978580258 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W4Y70 4899.79570000 PA USD 4431.30000000 0.000056419174 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 N/A 620000.00000000 PA 741252.72000000 0.009437606776 Long DBT NUSS RO N 2 2032-07-11 Fixed 0.05875000 N N N N N N LONDON CLEARING HOUSE N/A N/A -1380000.00000000 NC USD 8446.86000000 0.000107545161 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2041-09-16 0.00000000 USD 0.00000000 USD -1308732.66000000 USD 8446.86000000 N N N MC BRAZIL DOWNSTREAM TRADING SARL 213800T2A7R9TYNXZI63 55292WAA8 412560.80830000 PA USD 409157.18000000 0.005209376600 Long DBT CORP LU N 2 2031-06-30 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7E70 11602.60810000 PA USD 10857.68000000 0.000138239646 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATC47 4290.29580000 PA USD 4191.83000000 0.000053370250 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N BBCMS MTG TR 2025-C35 N/A 07337DAG5 220000.00000000 PA USD 213275.44000000 0.002715416326 Long ABS-MBS CORP US N 2 2058-07-15 Variable 0.06114118 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0526A1 74550000.00000000 PA USD 73951818.26000000 0.941552269994 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.05500000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AH0 380000.00000000 PA USD 377331.26000000 0.004804169968 Long DBT CORP US N 2 2033-12-01 Fixed 0.05875000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 60000.00000000 NC USD 10995.38000000 0.000139992839 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 16380.54000000 USD 0.00000000 USD 60000.00000000 USD -5385.16000000 N N N CCG RECEIVABLES TRUST. N/A 12515XAC4 500000.00000000 PA USD 498062.70000000 0.006341318940 Long ABS-CBDO CORP US N 2 2032-10-14 Fixed 0.04690000 N N N N N N BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC N/A 05684GAS5 4622000.00000000 PA USD 4641144.32000000 0.059090906385 Long ABS-CBDO CORP JE N 2 2038-07-18 Variable 0.05049210 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 N/A 300000.00000000 PA 344690.64000000 0.004388590600 Long DBT CORP DE N 2 2032-01-14 Variable 0.03625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0506A5 18850000.00000000 PA USD 18237929.19000000 0.232204752132 Long ABS-MBS USGA US N 2 2056-10-01 Fixed 0.05000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 135000.00000000 PA USD 134696.25000000 0.001714948502 Long DBT NUSS DO N 2 2045-01-27 Fixed 0.06850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DFQ0 19884.07610000 PA USD 17174.99000000 0.000218671443 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 0.03000000 N N N N N N CSAIL 2017-CX10 COML MTG TR N/A 12595JAL8 2859.99800000 PA USD 2854.40000000 0.000036342132 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.03326900 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 75000.00000000 PA USD 73829.82000000 0.000939998991 Long DBT CORP US N 2 2033-09-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WPG24 57487.01900000 PA USD 51499.08000000 0.000655684698 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBF4 115000.00000000 PA USD 112341.20000000 0.001430324694 Long DBT CORP CL N 2 2033-02-02 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XPBC2 5631434.65300000 PA USD 4469161.73000000 0.056901229352 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N WOLFSPEED INC/DE N/A 977852AS1 966922.00000000 PA USD 821883.70000000 0.010464197927 Long DBT CORP US N 2 2031-06-15 Variable 0.07000000 N N Y N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128L13Y4 880.12850000 PA USD 903.69000000 0.000011505753 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283H6W0 2350.11770000 PA USD 2388.67000000 0.000030412472 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.06000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2024-AIRC N/A 12433CAJ4 918804.69800000 PA USD 919367.37000000 0.011705357008 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.07477340 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XUJ89 8651.10660000 PA USD 7826.71000000 0.000099649430 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3BP2 24433.50510000 PA USD 23297.77000000 0.000296626489 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2020-VIVA N/A 12433XAG4 1465000.00000000 PA USD 1351578.09000000 0.017208250569 Long ABS-MBS CORP US N 2 2044-03-11 Variable 0.03548750 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FP67 1905.27690000 PA USD 1811.25000000 0.000023060779 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.04000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAN6 560000.00000000 PA USD 549502.78000000 0.006996252452 Long DBT CORP US N 2 2034-07-01 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDKE5 18293.99300000 PA USD 15887.30000000 0.000202276613 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N JPMCC COML MTG SECS TR 2016-JP4 N/A 46645UAZ0 120000.00000000 PA USD 106716.22000000 0.001358707622 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.03488245 N N N N N N OCP CLO 2018-15 LTD N/A 67112KAG4 2695000.00000000 PA USD 2702389.69000000 0.034406742212 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 0.04979210 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128K8MU7 613.30110000 PA USD 612.13000000 0.000007793620 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W6X72 1135873.36800000 PA USD 1160006.70000000 0.014769169538 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9RN9 2894.05830000 PA USD 2787.26000000 0.000035487308 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCQ50 109139.85900000 PA USD 97843.80000000 0.001245744244 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03000000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAT6 1195000.00000000 PA USD 1199200.43000000 0.015268182900 Long DBT CORP CA N 2 2029-09-15 Fixed 0.05625000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AL3 370000.00000000 PA USD 373159.80000000 0.004751059068 Long DBT NUSS EG N 2 2027-01-31 Fixed 0.07500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAJ3 126000.00000000 PA USD 96218.70000000 0.001225053521 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQC8 200000.00000000 PA USD 190679.69000000 0.002427727934 Long DBT UST US N 2 2033-02-28 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMT9 1691539.02200000 PA USD 1736993.21000000 0.022115343994 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BNS31 1396771.36400000 PA USD 1379576.13000000 0.017564720751 Long ABS-CBDO USGSE US N 2 2052-08-25 Variable 0.04443190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVLS1 544783.35000000 PA USD 559252.25000000 0.007120382404 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXR9 681550.16310000 PA USD 583368.43000000 0.007427428864 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAE3 270000.00000000 PA USD 267637.50000000 0.003407552398 Long DBT CORP LU N 2 2042-08-23 Fixed 0.06102700 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCL5 425000.00000000 PA USD 368445.00000000 0.004691030380 Long DBT CORP US N 2 2033-06-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31359VU27 675.40540000 PA USD 679.22000000 0.000008647808 Long ABS-CBDO USGSE US N 2 2029-06-25 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DU5L7 1144308.07000000 PA USD 989118.15000000 0.012593421789 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQF92 341230.68000000 PA USD 334172.73000000 0.004254676895 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1033.00000000 NC USD -520385.49000000 -0.00662553201 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-12-31 212575916.74000000 USD -520385.49000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HNN46 2600000.00000000 PA USD 2556741.20000000 0.032552350128 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 0.04320000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CU6 300000.00000000 PA 339837.02000000 0.004326794460 Long DBT CORP US N 2 2031-06-20 Fixed 0.03375000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AS2 495000.00000000 PA USD 487258.15000000 0.006203755742 Long DBT CORP US N 2 2033-11-15 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DUHC4 6123998.94800000 PA USD 5666658.71000000 0.072147723980 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FZX7 21962.24660000 PA USD 20396.87000000 0.000259692319 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SB97 22281.61170000 PA USD 20921.81000000 0.000266375839 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FPP7 33987.38260000 PA USD 30556.17000000 0.000389040214 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 1251000.00000000 PA USD 1136846.25000000 0.014474291403 Long DBT UST US N 2 2043-08-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XRYF6 4777596.90900000 PA USD 4156537.98000000 0.052920913406 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WG5A8 590367.44100000 PA USD 566451.12000000 0.007212038194 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 119175.10000000 PA USD 119465.88000000 0.001521035900 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05150000 N N N N N N RHP HOTEL PPTYS LP and RHP FIN CORP N/A 74984CAA6 335000.00000000 PA USD 330123.20000000 0.004203118404 Long DBT CORP US N 2 2034-03-15 Fixed 0.05750000 N N N N N N ADT SECURITY CORP/THE 5493009JEEDYLVRA0J13 00109LAB9 370000.00000000 PA USD 361934.48000000 0.004608138640 Long DBT CORP US N 2 2033-10-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6J85 9459178.84300000 PA USD 8918850.68000000 0.113554531870 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L4HK8 601086.17600000 PA USD 479845.47000000 0.006109377729 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AN6 195000.00000000 PA USD 195474.75000000 0.002488778490 Long DBT CORP US N 2 2033-08-15 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVK2 15646.91900000 PA USD 13405.86000000 0.000170682996 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N IHG FINANCE LLC 213800DXTXQ1YC8UP313 N/A 150000.00000000 PA 170867.43000000 0.002175478850 Long DBT CORP US N 2 2030-09-10 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946MC7 2139.67320000 PA USD 2095.27000000 0.000026676913 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N OCP CLO 2025-44 2138008X5U1G9VOKLJ76 67570UAA0 4354000.00000000 PA USD 4363631.05000000 0.055557615988 Long ABS-CBDO CORP KY N 2 2038-10-24 Variable 0.05075090 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376ENU5 43685.91680000 PA USD 43937.64000000 0.000559412677 Long ABS-CBDO USGA US N 2 2039-11-16 Variable 0.04353680 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 1908697.00000000 PA USD 1855777.23000000 0.023627698474 Long DBT CORP FR N 2 2032-04-15 Fixed 0.06500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TS7 1812000.00000000 PA USD 1547561.25000000 0.019703502120 Long DBT UST US N 2 2043-05-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MUX39 21269.07400000 PA USD 19760.46000000 0.000251589567 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296XSH9 154.10820000 PA USD 153.91000000 0.000001959577 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05000000 N N N N N N GPD COS INC N/A 36260VAB6 403039.00000000 PA USD 263288.25000000 0.003352177881 Long DBT CORP US N 2 2029-12-31 Fixed 0.12500000 N N Y N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCP4 351000.00000000 PA USD 337808.09000000 0.004300962186 Long DBT CORP US N 2 2028-02-15 Fixed 0.01950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371LJP5 6290.10600000 PA USD 6416.18000000 0.000081690605 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 0.06000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 549300T0G4GS0SINS786 451102CF2 40000.00000000 PA USD 38285.04000000 0.000487443948 Long DBT CORP US N 2 2029-01-15 Fixed 0.09750000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCE3 2746000.00000000 PA USD 2732226.64000000 0.034786625340 Long DBT CORP US N 2 2027-05-11 Fixed 0.03650000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAK5 479000.00000000 PA USD 473059.73000000 0.006022981896 Long EP CORP US N 2 N N N BX COML MTG TR 2021-CIP N/A 12433FAC2 2961648.78000000 PA USD 2965350.84000000 0.037754755466 Long ABS-MBS CORP US N 2 2040-04-15 Variable 0.05382150 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AK3 190000.00000000 PA USD 192342.89000000 0.002448903745 Long DBT CORP US N 2 2033-03-15 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUY3 2248644.90000000 PA USD 1880446.16000000 0.023941782530 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KJJB9 163500.19100000 PA USD 130930.51000000 0.001667003216 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AK6 375000.00000000 PA USD 380160.00000000 0.004840185398 Long DBT CORP US N 2 2032-09-15 Fixed 0.07125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NF78 25259.82140000 PA USD 23341.93000000 0.000297188733 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKP51 2380330.30400000 PA USD 1985429.70000000 0.025278429725 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGY4 1330000.00000000 PA USD 1255793.98000000 0.015988730234 Long DBT CORP US N 2 2035-02-15 Fixed 0.04780000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 405000.00000000 PA USD 407137.18000000 0.005183658022 Long DBT CORP US N 2 2033-07-01 Fixed 0.06250000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CJ7 4000000.00000000 PA USD 4048161.96000000 0.051541073261 Long DBT CORP US N 2 2033-03-15 Fixed 0.05650000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BYXF2 1233886.27400000 PA USD 1186753.67000000 0.015109711136 Long ABS-CBDO USGSE US N 2 2036-11-15 Fixed 0.03000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BFQ0 70166.34470000 PA USD 69839.78000000 0.000889197925 Long ABS-CBDO USGA US N 2 2060-08-20 Variable 0.04081860 N N N N N N MORGAN STANLEY PRIVATE BANK NA 549300GS0W0TEUQS8571 61776NZW6 7586000.00000000 PA USD 7376430.30000000 0.093916483148 Long DBT CORP US N 2 2031-11-19 Variable 0.04465000 N N N N N N ACRISURE HOLDINGS INC N/A N/A 28293.00000000 NS USD 910751.67000000 0.011595662182 Long EP CORP US N 3 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376KTJ5 572.24250000 PA USD 584.89000000 0.000007446801 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4KG0 379460.28300000 PA USD 368443.56000000 0.004691012046 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375UDY3 5406.85020000 PA USD 5408.01000000 0.000068854616 Long ABS-CBDO USGA US N 2 2063-12-20 Variable 0.04381860 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 2748000.00000000 PA USD 1904652.90000000 0.024249981998 Long DBT CORP US N 2 2040-04-01 Fixed 0.03600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296RHY7 350.81600000 PA USD 350.41000000 0.000004461409 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050698 36800000.00000000 PA USD 35645333.76000000 0.453835290410 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05000000 N N N N N N BEACON MOBILITY CORP 254900EBTYFG24UQEM31 073644AA4 175000.00000000 PA USD 179758.78000000 0.002288683244 Long DBT CORP US N 2 2030-08-01 Fixed 0.07250000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 313920CW8 317.14420000 PA USD 320.44000000 0.000004079832 Long ABS-CBDO USGSE US N 2 2031-07-25 Fixed 0.06500000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAC5 1285200.00300000 PA USD 1288413.00000000 0.016404034591 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.05430740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LKV7 19092.37900000 PA USD 18583.57000000 0.000236605440 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAR9 195000.00000000 PA USD 200051.67000000 0.002547051694 Long DBT CORP US N 2 2031-10-15 Fixed 0.09375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEDD1 2490292.97630000 PA USD 2076371.17000000 0.026436293717 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E7ZV9 2952.46510000 PA USD 2819.48000000 0.000035897532 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052698 22500000.00000000 PA USD 22278514.50000000 0.283649359720 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.05500000 N N N N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 4592000.00000000 PA USD 4459703.38000000 0.056780805932 Long DBT CORP US N 2 2042-11-15 Fixed 0.06192000 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAK2 375000.00000000 PA USD 383435.53000000 0.004881889345 Long DBT CORP US N 2 2030-08-01 Fixed 0.07000000 N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 450000.00000000 PA USD 412330.08000000 0.005249773865 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKEA4 6023310.04100000 PA USD 5559017.64000000 0.070777241196 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N ONITY LOAN INVESTMENT TRUST 2024-HB2 N/A 68278DAA1 221514.82000000 PA USD 221480.91000000 0.002819888117 Long ABS-CBDO CORP US N 2 2037-08-25 Fixed 0.05000000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAF7 185000.00000000 PA USD 185384.06000000 0.002360304136 Long DBT CORP US N 2 2032-09-15 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142JCDU1 3250000.00000000 PA USD 3174401.43000000 0.040416381133 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401N2T5 416.39870000 PA USD 411.26000000 0.000005236149 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKF92 41361.54530000 PA USD 39484.19000000 0.000502711489 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N GTC FINANCE DAC 213800BQ2YULQCB6M521 N/A 600000.00000000 PA 645405.97000000 0.008217288910 Long DBT CORP IE N 2 2030-10-15 Fixed 0.06500000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBR5 349000.00000000 PA 394567.50000000 0.005023621244 Long DBT CORP US N 2 2034-06-15 Fixed 0.03850000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AB6 315000.00000000 PA USD 310930.47000000 0.003958757157 Long DBT CORP US N 2 2029-03-15 Fixed 0.04625000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 683000.00000000 PA USD 654690.81000000 0.008335503207 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 N/A 300000.00000000 PA 361426.50000000 0.004601671054 Long DBT CORP DE N 2 2031-04-01 Fixed 0.05375000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAF3 355000.00000000 PA USD 368310.02000000 0.004689311818 Long DBT CORP US N 2 2030-04-01 Fixed 0.07875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5BG1 108012.69800000 PA USD 96840.84000000 0.001232974589 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3K7 686000.00000000 PA USD 686675.85000000 0.008742735750 Long DBT CORP US N 2 2035-01-23 Variable 0.05499000 N N N N N N AEROPUERTOS DOMINICANOS SIGLO XXI S A 254900KJA5MXNPYB4W32 007866AE6 230000.00000000 PA USD 237049.50000000 0.003018106925 Long DBT CORP DO N 2 2034-06-30 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FJT8 22.38690000 PA USD 22.57000000 0.000000287360 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N INTERCONTINENTAL EXCHANGE N/A N/A -1355000.00000000 NC USD -15151.85000000 -0.00019291288 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE N/A CDX EMIG CDSI S45 5Y CXPEI545 Y 2031-06-20 0.00000000 USD 0.00000000 USD -1363523.25000000 USD -15151.85000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RN39 4465.84430000 PA USD 4569.17000000 0.000058174531 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 0.05714000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WN5F2 22222.25370000 PA USD 20461.88000000 0.000260520025 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GVEQ0 1110874.66000000 PA USD 1138295.49000000 0.014492743082 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 0.06000000 N N N N N N PRPM 2024-RPL2 LLC N/A 69381DAA3 927455.14000000 PA USD 900100.96000000 0.011460057670 Long ABS-CBDO CORP US N 2 2054-05-25 Variable 0.03500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 200000.00000000 PA USD 192600.00000000 0.002452177261 Long DBT NUSS MX N 2 2038-02-09 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSJW3 241981.29900000 PA USD 255897.64000000 0.003258080862 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374F2L7 8753.86860000 PA USD 8753.21000000 0.000111445599 Long ABS-CBDO USGA US N 2 2034-04-20 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BQY60 722597.29000000 PA USD 727633.00000000 0.009264200921 Long ABS-CBDO USGSE US N 2 2053-09-25 Variable 0.04843190 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31300MH89 9916.02980000 PA USD 10341.75000000 0.000131670842 Long ABS-MBS USGSE US N 2 2042-10-01 Variable 0.06412000 N N N N N N BIOCON BIOLOGICS GLOBAL PLC 254900PMQN51VACG2D55 090978AA5 140000.00000000 PA USD 140525.00000000 0.001789159967 Long DBT CORP GB N 2 2029-10-09 Fixed 0.06670000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 600000.00000000 PA 688326.99000000 0.008763758014 Long DBT CORP GB N 2 2031-08-14 Variable 0.03543000 N N N N N N OPTN 2026-A N/A 68390VAA4 1505000.00000000 PA USD 1489251.23000000 0.018961100743 Long ABS-CBDO CORP US N 2 2034-01-09 Fixed 0.04320000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UT3 11986000.00000000 PA USD 11083304.38000000 0.141112289644 Long DBT UST US N 2 2046-02-15 Fixed 0.04625000 N N N N N N VTR COML MTG TR 2025-STEM N/A 92890YAE5 110000.00000000 PA USD 107038.38000000 0.001362809353 Long ABS-MBS CORP US N 2 2039-10-13 Variable 0.06056677 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GSD3 8339.06630000 PA USD 7708.11000000 0.000098139418 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBK3 80000.00000000 PA USD 83272.00000000 0.001060216536 Long DBT CORP CL N 2 2036-01-26 Fixed 0.06440000 N N N N N N EMPRESA NACIONAL DEL PETROLEO 549300YP3P0JZBLIV197 29245JAN2 85000.00000000 PA USD 86573.35000000 0.001102249222 Long DBT CORP CL N 2 2033-05-10 Fixed 0.06150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ETZ4 46402.75710000 PA USD 41698.76000000 0.000530907326 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31392CVK7 659.76600000 PA USD 677.62000000 0.000008627436 Long ABS-CBDO USGSE US N 2 2032-04-25 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8K87 9409.52320000 PA USD 8986.38000000 0.000114414313 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406MA71 142.33980000 PA USD 145.43000000 0.000001851610 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 0.05630000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNGS2 40772.86780000 PA USD 37404.27000000 0.000476230012 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAJ7 404000.00000000 PA USD 359447.45000000 0.004576473850 Long DBT CORP CA N 2 2044-12-01 Fixed 0.05650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXER0 80057.94040000 PA USD 74804.74000000 0.000952411643 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DC1 180000.00000000 PA USD 174843.00000000 0.002226095685 Long DBT NUSS TR N 2 2031-06-26 Fixed 0.05875000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DT9 1199000.00000000 PA USD 1284414.13000000 0.016353121101 Long DBT CORP US N 2 2054-05-01 Fixed 0.06858000 N N N N N N LCCM 2017-LC26 MTG TR N/A 50190DAG1 494889.84300000 PA USD 492417.97000000 0.006269450411 Long ABS-MBS CORP US N 2 2050-07-12 Fixed 0.03289000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDW5 150000.00000000 PA USD 143850.00000000 0.001831493764 Long DBT NUSS DO N 2 2048-02-15 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GF2Z9 8465.45490000 PA USD 8284.47000000 0.000105477616 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N DANGOTE FERTILISER LTD 0292006832A6M7BC0G53 236158AA9 245000.00000000 PA USD 245918.75000000 0.003131029942 Long DBT CORP NG N 2 2031-05-05 Fixed 0.07750000 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAE9 2173000.00000000 PA USD 2044702.84000000 0.026033093516 Long DBT CORP US N 2 2029-09-15 Fixed 0.03375000 N N N N N N BANK 2018-BNK10 N/A 065404BA2 566554.61100000 PA USD 556798.31000000 0.007089138915 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 0.03428000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZM9 13272000.00000000 PA USD 11850234.74000000 0.150876823341 Long DBT CORP US N 2 2033-02-24 Variable 0.03102000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMK8 180658.45800000 PA USD 181759.05000000 0.002314150620 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05500000 N N N N N N JPMBB COML MTG SECS TR 2014-C21 N/A 46642EAJ5 228334.96200000 PA USD 222185.90000000 0.002828864028 Long ABS-MBS CORP US N 2 2047-08-15 Variable 0.04476908 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMGY4 91728.06500000 PA USD 80940.16000000 0.001030527621 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HPU68 1771639.25000000 PA USD 1769365.71000000 0.022527509666 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.04159750 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAV5 1266599.50500000 PA USD 949418.54000000 0.012087967578 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.01500000 N N N N N N COMM 2015-CCRE22 MTG TR N/A 12592XBJ4 513000.00000000 PA USD 469241.10000000 0.005974363217 Long ABS-MBS CORP US N 2 2048-03-10 Variable 0.03586253 N N N N N N CEDR COML MTG TR 2022-SNAI N/A 12524AAN9 260000.00000000 PA USD 255368.83000000 0.003251348069 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06658500 N N N N N N SAUDI ARABIA KINGDOM OF 635400FMICXSM3SI3H65 80413TAT6 595000.00000000 PA USD 555384.90000000 0.007071143423 Long DBT NUSS SA N 2 2030-10-22 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQA2 2630000.00000000 PA USD 2576064.46000000 0.032798373279 Long DBT UST US N 2 2029-02-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYLF2 20463.68480000 PA USD 19044.33000000 0.000242471822 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N PUBLICIS GROUPE SA 2138004KW8BV57III342 N/A 300000.00000000 PA 338731.06000000 0.004312713412 Long DBT CORP FR N 2 2032-06-12 Fixed 0.03375000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 235000.00000000 PA USD 241892.46000000 0.003079767342 Long DBT CORP US N 2 2032-03-01 Fixed 0.07250000 N N N N N N SHR TR 2024-LXRY N/A 784234AJ5 100000.00000000 PA USD 100125.00000000 0.001274788412 Long ABS-MBS CORP US N 2 2041-10-15 Variable 0.08089200 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 26020000.00000000 NC USD 249321.56000000 0.003174354414 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2029-04-19 0.00000000 USD 0.00000000 USD 26020000.00000000 USD 1.00000000 3.39500000 USD 2028-04-17 XXXX 125076.06000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZQ6 3873582.74100000 PA USD 3113204.65000000 0.039637225617 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 98379YAA0 800000.00000000 PA USD 847386.40000000 0.010788897518 Long DBT CORP US N 2 2034-04-15 Fixed 0.07750000 N N N N N RIO GRANDE LNG LLC 549300B7F0EABT50P531 76711AAB3 1205000.00000000 PA USD 1190991.90000000 0.015163672149 Long DBT CORP US N 2 2031-06-30 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQFK6 192664.00500000 PA USD 178998.35000000 0.002279001473 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04000000 N N N N N N MORGAN STANLEY CAP I TR 2024-BPR2 3IFG42XD94UUZ7FL2766 61776EAA1 915908.15000000 PA USD 945502.06000000 0.012038103076 Long ABS-MBS CORP US N 2 2029-05-05 Fixed 0.07291000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAD7 640000.00000000 PA USD 590189.31000000 0.007514272098 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 N/A 1535597.17000000 PA USD 1461212.84000000 0.018604116826 Long LON CORP US N 2 2028-07-03 Variable 0.07757220 N N N N N N NEW RESIDENTIAL MTG LN TR 2020-1 N/A 64830TAD0 266961.11000000 PA USD 245382.80000000 0.003124206243 Long ABS-CBDO CORP US N 2 2059-10-25 Fixed 0.03500000 N N N N N N OPORTUN ISSUANCE TRUST 2025-D N/A 68379HAA0 2000000.00000000 PA USD 1986227.20000000 0.025288583470 Long ABS-CBDO CORP US N 2 2033-02-08 Fixed 0.04530000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNW34 221550.95500000 PA USD 234292.35000000 0.002983002976 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.07000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2026-4 N/A 30168EAB0 1055000.00000000 PA USD 1054575.26000000 0.013426819695 Long ABS-CBDO CORP US N 2 2028-12-15 Fixed 0.04370000 N N N N N N 1261229 BC LTD N/A 68288AAA5 1936000.00000000 PA USD 2015346.96000000 0.025659335357 Long DBT CORP CA N 2 2032-04-15 Fixed 0.10000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417TRR1 10267.66110000 PA USD 10058.88000000 0.000128069350 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 0.04500000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 280000.00000000 PA USD 266478.80000000 0.003392799865 Long DBT CORP NL N 2 2030-01-21 Fixed 0.03680000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAP5 360000.00000000 PA USD 197107.20000000 0.002509562793 Long DBT NUSS MX N 2 2071-04-19 Fixed 0.03750000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAH1 380000.00000000 PA USD 391542.12000000 0.004985102199 Long DBT CORP US N 2 2031-02-15 Fixed 0.07500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BYKR0 47083.64770000 PA USD 45308.77000000 0.000576869862 Long ABS-CBDO USGSE US N 2 2047-05-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQW29 520952.14800000 PA USD 415874.69000000 0.005294903730 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 295000.00000000 PA USD 259361.05000000 0.003302176891 Long DBT CORP AE N 2 2048-09-25 Fixed 0.05625000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAB4 488889.78100000 PA USD 483562.94000000 0.006156708442 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.05095000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136ANY68 33107.83710000 PA USD 4341.33000000 0.000055273679 Long ABS-CBDO USGSE US N 2 2045-06-25 Fixed 0.06000000 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 880000.00000000 PA USD 847014.24000000 0.010784159188 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AXLZ3 31975.06100000 PA USD 29717.06000000 0.000378356691 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJQU5 20877.91030000 PA USD 19321.97000000 0.000246006726 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03500000 N N N N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047AL3 380000.00000000 PA USD 376354.39000000 0.004791732489 Long DBT CORP US N 2 2031-03-01 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419E4N6 2086.60860000 PA USD 1993.32000000 0.000025378888 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374DMX4 7509.30890000 PA USD 7527.09000000 0.000095834677 Long ABS-CBDO USGA US N 2 2038-01-20 Variable 0.04246930 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XMRT5 271627.18000000 PA USD 287163.58000000 0.003656157846 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3G5 17823.97700000 PA USD 14056.16000000 0.000178962595 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02000000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAY0 857000.00000000 PA USD 915090.89000000 0.011650908997 Long DBT CORP US N 2 2033-11-15 Variable 0.07700000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9JP0 44186.44700000 PA USD 38798.91000000 0.000493986525 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAB4 216463.00000000 PA USD 212005.59000000 0.002699248635 Long DBT CORP FR N 2 2030-10-15 Fixed 0.06875000 N N N N N N RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC N/A 76954LAD1 995000.00000000 PA USD 1016708.91000000 0.012944706494 Long DBT CORP US N 2 2031-01-15 Fixed 0.10000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AR6 1090000.00000000 PA USD 1115341.41000000 0.014200492443 Long DBT CORP US N 2 2031-06-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402CTT9 2431.15200000 PA USD 2478.52000000 0.000031556440 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.06000000 N N N N N N RESIDEO FUNDING II LLC N/A 76135CAB7 180000.00000000 PA USD 178182.95000000 0.002268619825 Long DBT CORP US N 2 2032-07-15 Fixed 0.06500000 N N N N N N AZUL SECURED FINANCE LLP 8945000H8LYRMZVC7D38 05501WAJ1 455000.00000000 PA USD 398962.20000000 0.005079574429 Long DBT CORP US N 2 2031-02-15 Fixed 0.09875000 N N N N N N BENEFIT STREET PARTNERS CLO XXIII LTD N/A 08186VAW0 3909000.00000000 PA USD 3916677.28000000 0.049867014369 Long ABS-CBDO CORP KY N 2 2039-04-25 Variable 0.04903080 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ARH3 89926.50450000 PA USD 85867.20000000 0.001093258542 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N4N86 16572.16700000 PA USD 16206.09000000 0.000206335438 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380HC42 92809.39440000 PA USD 82736.90000000 0.001053403659 Long ABS-CBDO USGA US N 2 2047-09-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNHA3 77814.66500000 PA USD 72319.59000000 0.000920770790 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNY49 139160.63600000 PA USD 136086.56000000 0.001732649886 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N GENERADORA DE GATUN SA 549300BC48TWBTNIBO28 36875RAB2 200000.00000000 PA USD 201860.00000000 0.002570075296 Long DBT CORP PA N 2 2044-09-30 Fixed 0.06874000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RYZ6 11643.25200000 PA USD 11327.95000000 0.000144227110 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H042695 1625000.00000000 PA USD 1521977.60000000 0.019377771877 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HJ53 2.36450000 PA USD 2.38000000 0.000000030302 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEFC1 253726.74500000 PA USD 225309.88000000 0.002868638445 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.02500000 N N N N N N AIMCO CLO 21 LTD / AIMCO CLO 21 LLC N/A 00901WAQ2 5485000.00000000 PA USD 5495668.33000000 0.069970679734 Long ABS-CBDO CORP JE N 2 2039-04-18 Variable 0.04979210 N N N N N N EXTENDED STAY AMER TR 2026-ESH2 N/A 30227WAE3 510621.58000000 PA USD 512855.55000000 0.006529661050 Long ABS-MBS CORP US N 3 2043-02-15 Variable 0.05239200 N N N N N N MEGLOBAL BV 549300WBVLU2FILR7W19 29441WAD7 125000.00000000 PA USD 119140.63000000 0.001516894827 Long DBT CORP NL N 2 2028-04-28 Fixed 0.02625000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 263000.00000000 PA USD 262521.79000000 0.003342419336 Long DBT CORP US N 2 2033-08-15 Fixed 0.06000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCN3 935000.00000000 PA USD 935200.20000000 0.011906940112 Long DBT CORP US N 2 2029-07-15 Fixed 0.05200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XAB6 65343.31550000 PA USD 62410.84000000 0.000794612890 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31377K3J2 18.75810000 PA USD 18.85000000 0.000000239997 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.07500000 N N N N N N TRANSOCEAN INTERNATIONAL LTD DOL4HJ22ADYSIWES4H94 893814AA1 100000.00000000 PA USD 105008.90000000 0.001336970077 Long DBT CORP BM N 2 2032-10-15 Fixed 0.07875000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLES5 1644563.52100000 PA USD 1448183.40000000 0.018438226398 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVY2 16335.33200000 PA USD 13959.57000000 0.000177732814 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N ARES LXXVI CLO LTD / LLC N/A 04021HAA7 8962000.00000000 PA USD 8992148.17000000 0.114487753253 Long ABS-CBDO CORP KY N 2 2038-05-27 Variable 0.05152920 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BR6 260000.00000000 PA USD 275849.60000000 0.003512108602 Long DBT NUSS ID N 2 2044-01-15 Fixed 0.06750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YAH5 1408.22680000 PA USD 1377.87000000 0.000017542998 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DNH1 36878.52920000 PA USD 31819.48000000 0.000405124638 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N PK ALIFT LOAN FUNDING N/A 69292GAA4 2580000.00000000 PA USD 2562714.00000000 0.032628395634 Long ABS-CBDO CORP US N 2 2044-02-15 Fixed 0.05217000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBN9 389000.00000000 PA USD 385650.90000000 0.004910095368 Long DBT CORP US N 2 2057-01-15 Variable 0.06700000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CE0 1464000.00000000 PA USD 1451545.02000000 0.018481026440 Long DBT CORP US N 2 2056-09-15 Variable 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386STY3 2.72420000 PA USD 2.85000000 0.000000036286 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L67D7 24722.85780000 PA USD 23097.03000000 0.000294070673 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AWP8 18699.39440000 PA USD 19507.68000000 0.000248371180 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 0.06370000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAE2 585000.00000000 PA USD 590337.83000000 0.007516163050 Long DBT CORP US N 2 2031-07-01 Fixed 0.07125000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 300000.00000000 PA 351157.30000000 0.004470923916 Long DBT CORP NL N 2 2029-01-31 Fixed 0.04750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31342AU64 8484.81300000 PA USD 8647.57000000 0.000110100594 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 0.05611000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BLYE4 111917.79800000 PA USD 97956.04000000 0.001247173281 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N DAR AL-ARKAN SUKUK CO LTD 5493000UYHRBXEIYUQ69 N/A 210000.00000000 PA USD 208721.10000000 0.002657430609 Long DBT CORP KY N 2 2030-07-02 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ARAC9 308332.39400000 PA USD 245562.79000000 0.003126497871 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N AMERICAN ROCK SALT CO LLC 549300FBKBNV4GSVVR46 02932JAP2 253984.58000000 PA USD 246273.61000000 0.003135548009 Long LON CORP US N 2 2028-06-09 Variable 0.07993830 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CJ1 5574000.00000000 PA USD 5017069.16000000 0.063877169858 Long DBT CORP US N 2 2033-04-01 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31400RDY4 62.04710000 PA USD 63.13000000 0.000000803769 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 0.05635000 N N N N N N APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES N/A 00188QAA4 685000.00000000 PA USD 677341.70000000 0.008623893640 Long DBT CORP US N 2 2029-11-01 Fixed 0.07875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBG7 3620409.77100000 PA USD 2713789.29000000 0.034551881568 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5AR0 5389.57490000 PA USD 5262.89000000 0.000067006953 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QU2H8 595770.35500000 PA USD 615856.81000000 0.007841069916 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N ARI FLEET LEASE TRUST 2023-A N/A 00218GAC6 1011366.94000000 PA USD 1013751.44000000 0.012907052077 Long ABS-CBDO CORP US N 2 2032-02-17 Fixed 0.05330000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 700000.00000000 PA USD 697618.39000000 0.008882055832 Long DBT CORP US N 2 2033-08-01 Fixed 0.06000000 N N N N N N OHA CREDIT FUNDING 22-R LTD N/A 67128TAC6 3951000.00000000 PA USD 3951019.76000000 0.050304261765 Long ABS-CBDO CORP KY N 2 2039-10-20 Floating 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y9MP6 1896602.19500000 PA USD 1988254.55000000 0.025314395628 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 0.06500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 970000.00000000 PA USD 1014286.32000000 0.012913862153 Long DBT CORP US N 2 2036-01-15 Fixed 0.08500000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AX9 2700000.00000000 PA USD 2686043.67000000 0.034198625190 Long DBT CORP CA N 2 2027-06-01 Fixed 0.03850000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H8VP3 1071484.02800000 PA USD 1056716.41000000 0.013454080751 Long ABS-CBDO USGSE US N 2 2052-09-25 Variable 0.04393190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AXFN6 63142.09080000 PA USD 60248.93000000 0.000767087519 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ N/A 91825CAE5 145000.00000000 PA USD 141032.03000000 0.001795615457 Long ABS-MBS CORP US N 2 2044-07-13 Variable 0.05838250 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AF3 235000.00000000 PA USD 243016.09000000 0.003094073365 Long DBT CORP US N 2 2034-06-15 Fixed 0.06500000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 500000.00000000 PA 566629.26000000 0.007214306267 Long DBT CORP AU N 2 2036-01-22 Variable 0.03612000 N N N N N N OPORTUN ISSUANCE TRUST 2025-C N/A 68378RAA9 3820000.00000000 PA USD 3798017.05000000 0.048356235979 Long ABS-CBDO CORP US N 2 2033-07-08 Fixed 0.04490000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780AT3 670000.00000000 PA USD 803162.50000000 0.010225840186 Long DBT NUSS ID N 2 2035-10-12 Fixed 0.08500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 12293000.00000000 PA USD 12367489.31000000 0.157462492578 Long DBT CORP US N 2 2029-01-09 Fixed 0.05583000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 315000.00000000 PA USD 322875.00000000 0.004110834545 Long DBT CORP SG N 2 2029-04-27 Fixed 0.08960000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M4V96 20131.64400000 PA USD 18710.00000000 0.000238215143 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.04000000 N N N N N N MAGNETITE XXVIII LTD N/A 55955LAS1 4963000.00000000 PA USD 4967402.18000000 0.063244811400 Long ABS-CBDO CORP KY N 2 2038-01-15 Variable 0.04992920 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133TLBA5 115.89730000 PA USD 116.86000000 0.000001487857 Long ABS-CBDO USGSE US N 2 2029-06-15 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQJ3 7060000.00000000 PA USD 6970095.28000000 0.088743038202 Long DBT UST US N 2 2029-04-15 Fixed 0.03875000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2K0 445000.00000000 PA USD 395133.30000000 0.005030824992 Long DBT CORP SA N 2 2030-11-24 Fixed 0.02250000 N N N N N N MONGOLIA GOVERNMENT OF N/A 60937LAJ4 245000.00000000 PA USD 250323.85000000 0.003187115540 Long DBT NUSS MN N 2 2030-02-25 Fixed 0.06625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKW0 46000000.00000000 PA USD 45498671.76000000 0.579287686027 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Y9L69 3877305.86100000 PA USD 3888810.22000000 0.049512211820 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 0.05500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CT1 2100000.00000000 PA USD 1579137.00000000 0.020105523595 Long DBT NUSS ID N 2 2050-10-15 Fixed 0.04200000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CNJ6 56000000.00000000 PA USD 54427187.36000000 0.692965271361 Long DBT UST US N 2 2032-06-30 Fixed 0.04000000 N N N N N N DAVIDE CAMPARI MILANO NV 213800ED5AN2J56N6Z02 N/A 575000.00000000 PA 663536.60000000 0.008448127532 Long DBT CORP NL N 2 2033-06-17 Fixed 0.04250000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 115000.00000000 PA USD 60658.60000000 0.000772303424 Long DBT CORP US N 2 2030-12-01 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGGM5 18507.43100000 PA USD 14641.41000000 0.000186413980 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7RM3 21684.67740000 PA USD 20421.48000000 0.000260005653 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVF3 264383.68100000 PA USD 226856.22000000 0.002888326398 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410GWF6 27761.34940000 PA USD 28371.59000000 0.000361226209 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.06000000 N N N N N N VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 N/A 92887TAB7 277565.08000000 PA USD 277684.24000000 0.003535467182 Long ABS-CBDO CORP US N 2 2027-11-15 Fixed 0.04410000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLVZ8 276973.29700000 PA USD 218683.52000000 0.002784271834 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HLF1 3.59180000 PA USD 3.61000000 0.000000045962 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.08000000 N N N N N N WFCM 2025-B33RP N/A 95004RAJ5 659928.26000000 PA USD 659928.26000000 0.008402186259 Long ABS-MBS CORP US N 2 2042-08-15 Variable 0.07139200 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184BJL2 7428.09670000 PA USD 6985.58000000 0.000088940189 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 0.04000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BD7 70000.00000000 PA USD 66774.40000000 0.000850169602 Long DBT CORP US N 2 2029-01-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBS4 6957709.45700000 PA USD 6207726.82000000 0.079036586474 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.03500000 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RNF5 277000.00000000 PA USD 269315.99000000 0.003428922881 Long DBT CORP US N 2 2031-04-30 Fixed 0.04400000 N N N N N N ROYAL KPN NV (KONINKLIJKE KPN) 549300YO0JZHAL7FVP81 N/A 200000.00000000 PA 225376.59000000 0.002869487795 Long DBT CORP NL N 2 2036-02-16 Fixed 0.03875000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 31394CXY3 28378.98510000 PA USD 28325.94000000 0.000360644994 Long ABS-CBDO USGSE US N 2 2035-03-25 Fixed 0.05000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 3094000.00000000 PA USD 3140626.70000000 0.039986362312 Long DBT CORP GB N 2 2030-03-12 Variable 0.05690000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQC96 3896317.90400000 PA USD 3078762.48000000 0.039198708970 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397CXF1 1597.92020000 PA USD 1614.09000000 0.000020550544 Long ABS-CBDO USGSE US N 2 2036-12-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MNV9 959231.15800000 PA USD 794097.98000000 0.010110430997 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 00751YAL0 1295000.00000000 PA USD 1327400.90000000 0.016900427332 Long DBT CORP US N 2 2033-08-01 Fixed 0.07375000 N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAR1 105000.00000000 PA USD 109907.70000000 0.001399341447 Long DBT NUSS RO N 2 2033-01-17 Fixed 0.07125000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RLC8 10888.48020000 PA USD 10621.80000000 0.000135236430 Long ABS-CBDO USGA US N 2 2062-09-20 Variable 0.01750000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-5C10 N/A 949936AC2 1000000.00000000 PA USD 1019694.50000000 0.012982718934 Long ABS-MBS CORP US N 2 2059-06-15 Fixed 0.05789000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CS3 125000.00000000 PA USD 119843.75000000 0.001525846929 Long DBT NUSS ID N 2 2030-10-15 Fixed 0.03850000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBR1 365000.00000000 PA USD 355032.69000000 0.004520265262 Long DBT CORP BM N 2 2032-02-01 Fixed 0.06750000 N N N N N N ENN ENERGY HLDGS LTD 549300V7BXPWT6WIPR03 29336EAA1 270000.00000000 PA USD 268933.50000000 0.003424053030 Long DBT CORP KY N 2 2027-05-17 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M7CD5 13290.12010000 PA USD 12356.68000000 0.000157324868 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAR5 486865.00000000 PA USD 472328.89000000 0.006013676864 Long DBT CORP US N 2 2032-02-15 Fixed 0.09250000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAW1 4604000.00000000 PA USD 4610648.91000000 0.058702639766 Long DBT CORP KY N 2 2028-01-15 Fixed 0.04950000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 6000000.00000000 PA USD 6038936.70000000 0.076887555871 Long DBT CORP US N 2 2029-04-20 Variable 0.05164000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBS9 6078000.00000000 PA USD 5924027.48000000 0.075424535225 Long DBT CORP US N 2 2031-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMHX5 1369337.92600000 PA USD 1143446.33000000 0.014558323418 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0506A9 -5850000.00000000 PA USD -5639766.21000000 -0.07180532949 Short ABS-MBS USGA US N 2 2056-10-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FRDX6 175040.07900000 PA USD 138507.13000000 0.001763468508 Long ABS-CBDO USGSE US N 2 2050-02-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDSF4 705470.37500000 PA USD 585345.28000000 0.007452598057 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HQG8 1986.54620000 PA USD 1832.63000000 0.000023332988 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2G7 5000000.00000000 PA USD 4690131.35000000 0.059714607741 Long DBT CORP US N 2 2030-10-30 Variable 0.02879000 N N N N N N EMPRESA NACIONAL DEL PETROLEO 549300YP3P0JZBLIV197 29245JAP7 200000.00000000 PA USD 200190.00000000 0.002548812907 Long DBT CORP CL N 2 2034-07-30 Fixed 0.05950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATL96 7816.47780000 PA USD 7216.60000000 0.000091881528 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QD6M1 181452.45960000 PA USD 144796.30000000 0.001843542027 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N JUBILEE CLO 2021-XXV DAC 635400APBYBGXMTWEE61 N/A 325000.00000000 PA 378016.78000000 0.004812897987 Long ABS-CBDO CORP IE N 2 2039-10-15 Variable 0.03627000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 13000000.00000000 PA USD 12727977.34000000 0.162052215062 Long DBT CORP US N 2 2033-07-15 Fixed 0.05050000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBB4 996000.00000000 PA USD 969023.87000000 0.012337582035 Long DBT CORP CA N 2 2036-03-20 Fixed 0.05400000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAB3 1224000.00000000 PA USD 1288394.64000000 0.016403800832 Long DBT CORP US N 2 2030-09-15 Fixed 0.07750000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 245000.00000000 NC -2641.59000000 -0.00003363264 N/A DCR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 INTESA SANPAOLO SPA INTESA SANPAOLO SPA 6.184%/VAR 02/20/2034 REGS Y 2031-06-20 0.00000000 EUR 387.20000000 EUR 245000.00000000 EUR -2261.93000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31381C5S2 1.60280000 PA USD 1.62000000 0.000000020625 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBL7 66233.80570000 PA USD 65334.62000000 0.000831838367 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31387QL81 374.50350000 PA USD 392.15000000 0.000004992841 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SM46 94112.50700000 PA USD 91118.95000000 0.001160123662 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 0.03000000 N N N N N N AVIS BUDGET RENT CAR FDG AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLT9 1200000.00000000 PA USD 1190040.72000000 0.015151561755 Long ABS-CBDO CORP US N 2 2031-04-20 Fixed 0.04820000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQAB8 220039.69000000 PA USD 229882.22000000 0.002926853337 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 623000.00000000 PA USD 534972.05000000 0.006811247646 Long DBT CORP US N 2 2031-09-20 Fixed 0.09875000 N N N N N N OBX 2025-NQM19 TR N/A 67449LAA9 768081.69000000 PA USD 756184.41000000 0.009627716593 Long ABS-CBDO CORP US N 2 2065-10-25 Variable 0.04869000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E0EK4 4255184.99700000 PA USD 3590035.75000000 0.045708224480 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.02500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 255000.00000000 PA USD 245832.26000000 0.003129928754 Long DBT CORP US N 2 2034-10-15 Fixed 0.06250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SFT9 2521.10500000 PA USD 2445.99000000 0.000031142269 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EQJ1 7452.06210000 PA USD 7099.33000000 0.000090388450 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N ALABAMA POWER and LIGHT 0RL818ELFOHP5JHOFU19 010392FX1 1447000.00000000 PA USD 1308101.73000000 0.016654710894 Long DBT CORP US N 2 2032-03-15 Fixed 0.03050000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZK0 15456.59090000 PA USD 13855.05000000 0.000176402069 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379AEF3 108448.00440000 PA USD 97249.65000000 0.001238179545 Long ABS-CBDO USGA US N 2 2044-02-20 Fixed 0.03000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 270000.00000000 PA 308394.68000000 0.003926471557 Long DBT CORP US N 2 2035-03-21 Variable 0.03955000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ESL3 1208.77160000 PA USD 1194.35000000 0.000015206427 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N MISC CAPITAL TWO LABUAN LIMITED 9845000ED8376T875113 60475DAB7 450000.00000000 PA USD 447147.00000000 0.005693061817 Long DBT CORP MY N 2 2027-04-06 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A2ME6 4401.93650000 PA USD 4199.22000000 0.000053464339 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAX9 2802000.00000000 PA USD 2725003.31000000 0.034694658125 Long DBT CORP US N 2 2036-11-30 Fixed 0.05350000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCQ1 400000.00000000 PA 455056.67000000 0.005793767492 Long DBT CORP US N 2 2032-05-30 Fixed 0.03625000 N N N N N N JEFFERIES FIN LLC/JFIN N/A 47232MAG7 360000.00000000 PA USD 356890.61000000 0.004543920242 Long DBT CORP US N 2 2031-10-15 Fixed 0.06625000 N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTV2 4658431.26500000 PA USD 3748355.94000000 0.047723952258 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AS3 200000.00000000 PA USD 196750.00000000 0.002505014933 Long DBT NUSS KE N 2 2039-02-26 Fixed 0.08700000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92841HAB8 675000.00000000 PA USD 683862.08000000 0.008706910917 Long DBT CORP MT N 2 2032-01-15 Fixed 0.08750000 N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 146000.00000000 PA USD 131926.05000000 0.001679678401 Long DBT CORP CA N 2 2047-06-15 Fixed 0.05400000 N N N N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 84615QAC7 14598000.00000000 PA USD 14083236.71000000 0.179307335575 Long DBT CORP US N 2 2033-07-15 Fixed 0.05650000 N N N N N N GALAXY HELIOS DATA CENTERS II LLC N/A 36322DAA4 1182000.00000000 PA USD 1170685.53000000 0.014905132073 Long DBT CORP US N 2 2031-08-01 Fixed 0.09875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335A4H8 21186.09000000 PA USD 20014.15000000 0.000254819540 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N GSAT TRUST 2025-BMF N/A 36271XAL7 895000.00000000 PA USD 888980.05000000 0.011318466587 Long ABS-MBS CORP US N 2 2040-07-15 Variable 0.07789200 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAE0 22641.56000000 PA USD 22122.43000000 0.000281662096 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.04853480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQUT1 262804.75800000 PA USD 257615.34000000 0.003279950566 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032690 4100000.00000000 PA USD 3637949.27000000 0.046318257939 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RDG1 17126.27600000 PA USD 17485.09000000 0.000222619626 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.06000000 N N N N N N ARES TR 2024-IND2 N/A 04021EAL0 170000.00000000 PA USD 170929.05000000 0.002176263394 Long ABS-MBS CORP US N 2 2034-10-15 Variable 0.07678200 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087Q98 2370000.00000000 PA 1746450.34000000 0.022235751882 Long DBT NUSS CA N 2 2029-03-01 Fixed 0.04000000 N N N N N N PRET 2024-RPL1 TR N/A 693989AA3 714667.69000000 PA USD 667992.24000000 0.008504856604 Long ABS-CBDO CORP US N 2 2063-10-25 Fixed 0.03900000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 1590000.00000000 PA USD 1561881.49000000 0.019885826974 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5FF9 211446.65800000 PA USD 184715.06000000 0.002351786448 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EZL5 1237.54270000 PA USD 1222.12000000 0.000015559994 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXBF6 14956.72760000 PA USD 14933.52000000 0.000190133116 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 7000000.00000000 PA USD 6951972.23000000 0.088512296088 Long DBT CORP US N 2 2034-09-15 Fixed 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AXD4 2203.62830000 PA USD 2152.89000000 0.000027410529 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N MAGNE 2023-36A N/A 559922AL3 4137000.00000000 PA USD 4150701.74000000 0.052846606578 Long ABS-CBDO CORP KY N 2 2038-07-25 Variable 0.05130150 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 2099000.00000000 PA USD 1995675.30000000 0.025408876388 Long DBT CORP US N 2 2031-04-01 Variable 0.03622000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NNA2 148660.10910000 PA USD 137208.20000000 0.001746930571 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CC93 17854.63200000 PA USD 16142.04000000 0.000205519955 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XQHG5 8455398.03900000 PA USD 7417020.20000000 0.094433272503 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.03000000 N N N N N N BX TRUST 2026-LP3 N/A 05620HAA9 6991729.46000000 PA USD 7013578.61000000 0.089296666618 Long ABS-MBS CORP US N 2 2043-04-15 Variable 0.05019200 N N N N N N EQT TR 2024-EXTR N/A 29439DAC5 158000.00000000 PA USD 158142.91000000 0.002013470654 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.05654600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUYT7 1865491.76400000 PA USD 1902795.07000000 0.024226328164 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A 78488XAA2 575000.00000000 PA USD 527852.17000000 0.006720597553 Long DBT CORP US N 2 2031-03-01 Fixed 0.05875000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 N/A 360000.00000000 PA 411268.71000000 0.005236260535 Long DBT NUSS LU N 2 2034-07-04 Fixed 0.03250000 N N N N N N MORGAN STANLEY CAP I TR 2024-NSTB N/A 61690BAG7 140000.00000000 PA USD 133472.07000000 0.001699362280 Long ABS-MBS CORP US N 2 2057-09-24 Variable 0.03900000 N N N N N N YORKSHIRE WATER FINANCE PLC 213800O8BDOGHJMTCP32 N/A 267000.00000000 PA 338802.53000000 0.004313623365 Long DBT CORP GB N 2 2035-04-28 Fixed 0.05500000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAL5 395000.00000000 PA USD 390457.90000000 0.004971297944 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136A8PY0 3431.54210000 PA USD 32.59000000 0.000000414934 Long ABS-CBDO USGSE US N 2 2027-09-25 Fixed 0.03000000 N N N N N N BX COML MTG TR 2026-VLT10 N/A 05620TAJ4 360000.00000000 PA USD 347027.62000000 0.004418344958 Long ABS-MBS CORP US N 2 2058-07-13 Variable 0.07570930 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 N/A 500000.00000000 PA 550448.67000000 0.007008295494 Long DBT CORP FR N 2 2037-02-04 Fixed 0.03750000 N N N N N N LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC N/A 51218YAA4 2979000.00000000 PA USD 2976092.50000000 0.037891517950 Long ABS-CBDO CORP KY N 2 2038-04-15 Variable 0.04902920 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GS5C8 1208524.62000000 PA USD 1240621.83000000 0.015795558888 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QPSU7 8252.69450000 PA USD 8469.06000000 0.000107827810 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 0.05915000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L3JA0 41624.29400000 PA USD 33228.56000000 0.000423065001 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAZ4 2337000.00000000 PA USD 2341703.40000000 0.029814495489 Long DBT CORP KY N 2 2030-05-30 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXAT7 2285.84450000 PA USD 2281.82000000 0.000029052061 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.05000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 300000.00000000 PA USD 303045.00000000 0.003858359596 Long DBT NUSS MX N 2 2035-02-09 Fixed 0.06350000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AD6 300000.00000000 PA USD 298603.50000000 0.003801810555 Long DBT NUSS BM N 2 2027-01-25 Fixed 0.03717000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMC6 758692.82100000 PA USD 658881.85000000 0.008388863399 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.03000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 850000.00000000 NC -9164.68000000 -0.00011668442 N/A DCR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 INTESA SANPAOLO SPA INTESA SANPAOLO SPA 6.184%/VAR 02/20/2034 REGS Y 2031-06-20 0.00000000 EUR 1990.63000000 EUR 850000.00000000 EUR -7194.61000000 N N N JPMBB COML MTG SECS TR 2014-C26 N/A 46643TAL6 825000.00000000 PA USD 738375.00000000 0.009400967734 Long ABS-MBS CORP US N 2 2048-01-15 Variable 0.03495878 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GTBS4 933495.09000000 PA USD 955662.33000000 0.012167463320 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 0.06000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 549300T0G4GS0SINS786 451102CK1 265000.00000000 PA USD 256785.53000000 0.003269385450 Long DBT CORP US N 2 2029-11-15 Fixed 0.10000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAQ3 90000.00000000 PA USD 91537.20000000 0.001165448808 Long DBT NUSS RO N 2 2028-02-17 Fixed 0.06625000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137GBGB5 3400000.00000000 PA USD 3398547.52000000 0.043270202240 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 0.04119750 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDV29 423812.70900000 PA USD 366468.09000000 0.004665860422 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N ENBW ENERGIE BADEN-WUERTTEM AG 529900JSFZ4TS59HKD79 N/A 600000.00000000 PA 661768.30000000 0.008425613591 Long DBT CORP DE N 2 2081-08-31 Variable 0.01375000 N N N N N N ACCENDRA HEALTH INC 549300LMT5KQQXCEZ733 690732AJ1 295000.00000000 PA USD 250077.40000000 0.003183977746 Long DBT CORP US N 2 2032-06-15 Fixed 0.09000000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QHPY5 22364.84100000 PA USD 20256.78000000 0.000257908698 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.02000000 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 59408QAA4 720000.00000000 PA USD 698615.50000000 0.008894751006 Long DBT CORP US N 2 2034-03-15 Fixed 0.11000000 N N N N N N BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC N/A 072933AA2 690000.00000000 PA USD 683935.94000000 0.008707851300 Long DBT CORP US N 2 2032-07-01 Fixed 0.09500000 N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AS1 578275.00000000 PA USD 460649.70000000 0.005864977777 Long DBT CORP US N 2 2030-01-15 Fixed 0.12750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136B2EX6 309579.05010000 PA USD 63380.86000000 0.000806963155 Long ABS-CBDO USGSE US N 2 2048-06-25 Fixed 0.04000000 N N N N N N PTT TREASURY CENTER CO LTD 254900FBQLIN5XACCX50 74446T2C6 105000.00000000 PA USD 68063.10000000 0.000866577290 Long DBT CORP TH N 2 2070-07-16 Fixed 0.03700000 N N N N N N BFLD 2024-WRHS N/A 05555HAN0 825027.36600000 PA USD 826045.45000000 0.010517185200 Long ABS-MBS CORP US N 2 2039-07-15 Variable 0.07328100 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMXD2 808810.85980000 PA USD 642638.48000000 0.008182053313 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XECK8 254278.83600000 PA USD 219952.72000000 0.002800431249 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 600000.00000000 PA USD 609540.00000000 0.007760644486 Long DBT CORP US N 2 2034-01-31 Fixed 0.06750000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 195000.00000000 PA USD 190905.00000000 0.002430596573 Long DBT CORP VG N 2 2029-04-27 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04Q8 7313.81160000 PA USD 7139.50000000 0.000090899893 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AY0 185000.00000000 PA USD 179301.02000000 0.002282855058 Long DBT CORP US N 2 2036-03-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AN2M4 1917.15870000 PA USD 1996.72000000 0.000025422177 Long ABS-MBS USGSE US N 2 2041-08-01 Variable 0.06428000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 571000.00000000 PA USD 566696.73000000 0.007215165293 Long DBT CORP US N 2 2035-04-15 Fixed 0.05600000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 1220000.00000000 PA USD 1260833.40000000 0.016052891974 Long DBT CORP CA N 2 2032-06-01 Fixed 0.07000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AS4 276000.00000000 PA USD 398130.00000000 0.005068978884 Long DBT CORP US N 2 2027-05-01 Fixed 0.00000000 N N N N Y ON SEMICONDUCTOR CORP USD XXXX N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 5689000.00000000 PA USD 5967613.09000000 0.075979465867 Long DBT CORP US N 2 2030-09-01 Fixed 0.06625000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DG8 200000.00000000 PA USD 114250.00000000 0.001454627477 Long DBT NUSS ID N 2 2061-09-23 Fixed 0.03200000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EUGY9 38327.56150000 PA USD 35995.40000000 0.000458292322 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N BBCMS MTG TR 2024-C26 N/A 05555AAN5 435000.00000000 PA USD 338067.60000000 0.004304266259 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 0.04500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 167000.00000000 PA USD 123353.56000000 0.001570533722 Long DBT CORP US N 2 2042-09-15 Fixed 0.04500000 N N N N N N BBCMS MORTGAGE TRUST 2024-C30 N/A 05493YAH1 334000.00000000 PA USD 319806.64000000 0.004071768280 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 0.05980000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAE7 2027000.00000000 PA USD 2027000.00000000 0.025807701503 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.05631060 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQYC0 982942.01000000 PA USD 1026602.52000000 0.013070671632 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.06500000 N N N N N N CIFC FUNDING 2025-VI LTD N/A 171933AA2 2776000.00000000 PA USD 2781937.86000000 0.035419547060 Long ABS-CBDO CORP KY N 2 2038-10-23 Variable 0.05002170 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BK2 285000.00000000 PA USD 290535.64000000 0.003699090810 Long DBT CORP US N 2 2032-06-15 Fixed 0.08375000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NFKN6 5677.15540000 PA USD 5811.30000000 0.000073989292 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 0.05702000 N N N N N N TOWR 2026-1A N/A 55378HAB6 181000.00000000 PA USD 179183.88000000 0.002281363635 Long ABS-CBDO CORP US N 2 2056-04-25 Fixed 0.05882000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396UAR1 6465.03520000 PA USD 6624.36000000 0.000084341147 Long ABS-CBDO USGSE US N 2 2036-07-15 Fixed 0.06000000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAJ3 250000.00000000 PA USD 251164.25000000 0.003197815487 Long DBT CORP US N 2 2029-01-15 Fixed 0.06875000 N N N N N N TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 5493001VEV2XTJIBZH31 88034QAC1 225000.00000000 PA USD 208125.00000000 0.002649841083 Long DBT CORP BM N 2 2030-08-15 Fixed 0.03250000 N N N N N N BANK5 2024-5YR11 N/A 06644WBW7 225000.00000000 PA USD 225561.24000000 0.002871838753 Long ABS-MBS CORP US N 2 2057-11-15 Variable 0.06322050 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136B7YP0 581849.49000000 PA USD 574082.09000000 0.007309195469 Long ABS-CBDO USGSE US N 2 2049-12-25 Variable 0.04257670 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RST1 7525.48370000 PA USD 7136.88000000 0.000090866536 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 440000.00000000 PA USD 403260.00000000 0.005134293886 Long DBT NUSS CO N 2 2030-01-30 Fixed 0.03000000 N N N N N N TRINIDAD and TOBAGO, REPUBLIC OF N/A 896292AN9 200000.00000000 PA USD 202950.00000000 0.002583953142 Long DBT NUSS TT N 2 2036-01-28 Fixed 0.06500000 N N N N N N CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY N/A 12576AAJ5 250532.17000000 PA USD 250930.67000000 0.003194841553 Long ABS-MBS CORP US N 2 2037-10-15 Variable 0.07389200 N N N N N N ARES1 2026-RTL N/A 00193LAJ9 145000.00000000 PA USD 145271.88000000 0.001849597097 Long ABS-MBS CORP US N 2 2043-08-15 Floating 0.06350000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 230000.00000000 PA USD 228783.44000000 0.002912863704 Long DBT CORP CA N 2 2029-12-15 Fixed 0.05250000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3133TDPN0 179.35770000 PA USD 180.79000000 0.000002301812 Long ABS-CBDO USGSE US N 2 2028-04-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JF86 8788.73860000 PA USD 8421.12000000 0.000107217440 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N BANCO DE CREDITO E INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 115000.00000000 PA USD 122208.20000000 0.001555951034 Long EP CORP CL N 2 N N N METRONET INFRASTRUCTURE ISSUER LLC 5493000BIROCAEATAQ61 59170JBL1 465000.00000000 PA USD 460987.28000000 0.005869275835 Long ABS-CBDO CORP US N 2 2056-04-20 Fixed 0.07100000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8DB6 9874.01180000 PA USD 9500.56000000 0.000120960836 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU80 1186061.75600000 PA USD 990302.86000000 0.012608505480 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 313921MN5 213.33700000 PA USD 217.38000000 0.000002767675 Long ABS-CBDO USGSE US N 2 2031-10-25 Fixed 0.06500000 N N N N N N SBA TOWER TR N/A 78403DAR1 381000.00000000 PA USD 367791.11000000 0.004682705072 Long ABS-CBDO CORP US N 2 2052-07-15 Fixed 0.02328000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEAN2 470874.58060000 PA USD 408045.08000000 0.005195217377 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410FSX4 4786.30930000 PA USD 4934.22000000 0.000062822336 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDY97 2809.72020000 PA USD 2740.54000000 0.000034892470 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QL66 10046.81370000 PA USD 9473.53000000 0.000120616691 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 0.04000000 N N N N N N BX TR 2022-VAMF N/A 05609TAJ9 277200.00000000 PA USD 277113.38000000 0.003528199010 Long ABS-MBS CORP US N 3 2039-01-15 Variable 0.06339200 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DX3 200000.00000000 PA USD 198200.00000000 0.002523476289 Long DBT NUSS CL N 2 2027-01-31 Fixed 0.02750000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AJ9 138000.00000000 PA USD 136476.48000000 0.001737614335 Long DBT NUSS PY N 2 2031-04-28 Fixed 0.04950000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 270000.00000000 PA 377417.45000000 0.004805267336 Long EP CORP GB N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A44E2 5326.84880000 PA USD 5087.04000000 0.000064768036 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N BX TR 2025-TAIL N/A 123912AA5 1604000.00000000 PA USD 1607007.50000000 0.020460369942 Long ABS-MBS CORP US N 2 2035-06-15 Variable 0.05039200 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WNWQ1 346662.65730000 PA USD 323484.90000000 0.004118599773 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K602 6360.00000000 NS USD 305343.60000000 0.003887625300 Long EP CORP US N 1 N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 1898000.00000000 PA USD 1930188.33000000 0.024575098305 Long DBT CORP US N 2 2029-06-01 Fixed 0.06100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EDEK3 15466.51580000 PA USD 14735.78000000 0.000187615496 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312943CX9 5078.55400000 PA USD 4968.18000000 0.000063254714 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RFZ4 1955.68750000 PA USD 1941.43000000 0.000024718226 Long ABS-CBDO USGA US N 2 2063-04-20 Variable 0.03981860 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HRL1 235.74780000 PA USD 246.86000000 0.000003143013 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.07000000 N N N N N N FLATIRON CLO LT N/A 33883PAQ0 2487000.00000000 PA USD 2488989.60000000 0.031689738846 Long ABS-CBDO CORP KY N 2 2037-10-19 Variable 0.05089210 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FSE7 17676.24720000 PA USD 17221.35000000 0.000219261697 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 0.04500000 N N N N N N LBA TRUST 2026-LBA6 N/A 50177CAE5 5002000.00000000 PA USD 5002000.00000000 0.063685309777 Long ABS-MBS CORP US N 2 2043-07-15 Variable 0.05250000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 500000.00000000 NC USD 37177.50000000 0.000473342783 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 MARKIT CMBX.NA.BBB- S18 CZ030008 Y 2057-12-17 19351.20000000 USD 0.00000000 USD 500000.00000000 USD 17826.30000000 N N N MORGAN STANLEY CAPITAL I TRUST 2017-H1 N/A 61691JAU8 428443.85000000 PA USD 423737.39000000 0.005395011384 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.03259000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 3887000.00000000 PA USD 3890379.55000000 0.049532192481 Long DBT CORP US N 2 2031-04-17 Variable 0.05192000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 420000.00000000 PA USD 367862.71000000 0.004683616681 Long DBT CORP GB N 2 2031-01-29 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKQ52 17554.75200000 PA USD 17145.02000000 0.000218289866 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N ELP 2025-ELP N/A 290154AA1 2895000.00000000 PA USD 2825827.74000000 0.035978351659 Long ABS-MBS CORP US N 2 2042-11-13 Variable 0.04757312 N N N N N N STWD TR 2021-LIH N/A 78486EAS7 1230000.00000000 PA USD 1228894.48000000 0.015646246629 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.07305000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GTVA1 2860940.68000000 PA USD 2983548.30000000 0.037986444966 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06500000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 740840AC7 105000.00000000 PA USD 105892.50000000 0.001348220045 Long DBT NUSS PK N 2 2027-12-05 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFQ6 5150.20580000 PA USD 4924.30000000 0.000062696035 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 665000.00000000 PA USD 419940.98000000 0.005346675609 Long DBT CORP US N 2 2029-01-15 Fixed 0.06250000 N N N N N N WELLS FARGO COML MTG TR 2025-5C7 N/A 95004XAH6 120000.00000000 PA USD 115393.52000000 0.001469186738 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 0.05798000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCYJ1 21920.46150000 PA USD 19612.89000000 0.000249710710 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BG0 390000.00000000 PA USD 381525.85000000 0.004857575358 Long DBT CORP US N 2 2034-07-01 Fixed 0.07875000 N N N N N N FLASH COMPUTE LLC N/A 33853QAA9 695000.00000000 PA USD 698604.27000000 0.008894608026 Long DBT CORP US N 2 2030-12-31 Fixed 0.07250000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BB9 250000.00000000 PA USD 207125.00000000 0.002637109113 Long DBT NUSS ZA N 2 2049-09-30 Fixed 0.05750000 N N N N N N TURKIYE IHRACAT KREDI BANKASI AS 789000JVRVYLAXGDWR11 90015LAN7 200000.00000000 PA USD 196946.00000000 0.002507510399 Long DBT CORP TR N 2 2029-05-02 Fixed 0.06125000 N N N N N N ZENITH ARC LLC N/A 98935UAA5 813000.00000000 PA USD 784504.85000000 0.009988291562 Long DBT CORP US N 2 2031-08-31 Fixed 0.08875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ETG75 71581.13250000 PA USD 67565.01000000 0.000860235624 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04000000 N N N N N N PALMER SQUARE CLO 2025-5 LTD N/A 696914AA8 4596000.00000000 PA USD 4605587.26000000 0.058638194994 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.04939210 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 254000.00000000 PA USD 252472.85000000 0.003214476541 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417VGK3 387.67610000 PA USD 403.76000000 0.000005140659 Long ABS-MBS USGSE US N 2 2039-12-01 Variable 0.06060000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WG4L5 708100.93900000 PA USD 680400.24000000 0.008662834877 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 40000.00000000 NC USD 7330.25000000 0.000093328516 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 9942.34000000 USD 0.00000000 USD 40000.00000000 USD -2612.09000000 N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CC2 345000.00000000 PA USD 328095.00000000 0.004177295424 Long DBT NUSS BR N 2 2030-06-12 Fixed 0.03875000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 N/A 4000707.09000000 PA USD 2517604.96000000 0.032054068727 Long LON CORP US N 2 2028-10-30 Variable 0.00000000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GW93 23701.86200000 PA USD 21833.29000000 0.000277980775 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.03500000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 340000.00000000 PA 336086.00000000 0.004279036589 Long DBT NUSS GB N 2 2052-07-22 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUWX4 2013294.28000000 PA USD 2026507.33000000 0.025801428844 Long ABS-CBDO USGSE US N 2 2054-09-25 Variable 0.05043190 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297UZA1 851.39670000 PA USD 839.93000000 0.000010693962 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.04500000 N N N N N N TPG RE FINANCE TRUST INC N/A 87269EAB8 430000.00000000 PA USD 431075.00000000 0.005488433609 Long LON CORP US N 2 2033-05-16 Variable 0.06436400 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAR2 960000.00000000 PA USD 961427.52000000 0.012240865541 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUA8 1875308.70400000 PA USD 1617840.07000000 0.020598289889 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CX5 13000000.00000000 PA USD 12945053.42000000 0.164816021019 Long DBT CORP US N 2 2030-09-11 Variable 0.04999000 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBT7 7051000.00000000 PA USD 6843279.94000000 0.087128429203 Long DBT CORP US N 2 2032-10-06 Fixed 0.04750000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3B7 15711000.00000000 PA USD 15369275.54000000 0.195681142307 Long DBT CORP US N 2 2033-07-25 Variable 0.04897000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAA4 1382000.00000000 PA USD 1153871.74000000 0.014691059417 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABLL4 1359319.95000000 PA USD 1133997.04000000 0.014438015349 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H77F4 331180.77600000 PA USD 311551.43000000 0.003966663200 Long ABS-CBDO USGSE US N 2 2051-01-25 Fixed 0.03500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 4092000.00000000 PA USD 4037692.24000000 0.051407773109 Long DBT CORP US N 2 2030-02-15 Fixed 0.04950000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 225000.00000000 PA USD 221873.67000000 0.002824888725 Long DBT CORP US N 2 2034-03-15 Fixed 0.06000000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAB7 190000.00000000 PA USD 190619.40000000 0.002426960323 Long DBT CORP US N 2 2033-10-15 Fixed 0.06500000 N N N N N N SCG TRUST 2025-SNIP N/A 78398JAG9 530000.00000000 PA USD 531987.50000000 0.006773248447 Long ABS-MBS CORP US N 2 2042-09-15 Variable 0.06239200 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AL9 2400000.00000000 PA USD 2395726.32000000 0.030502313640 Long ABS-CBDO CORP US N 2 2039-01-20 Fixed 0.04490000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJJ90 3888.39600000 PA USD 3722.71000000 0.000047397428 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418FVX2 591945.15200000 PA USD 571747.21000000 0.007279467849 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FY67 3931.29190000 PA USD 3729.85000000 0.000047488335 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 0.04000000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 420000.00000000 PA 447465.81000000 0.005697120896 Long DBT CORP LU N 2 2030-04-20 Fixed 0.01625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31427MAC5 1664984.14000000 PA USD 1668363.39000000 0.021241551242 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYJF5 16269.23290000 PA USD 15140.80000000 0.000192772198 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 3136BJTS4 156503.30900000 PA USD 127280.57000000 0.001620532292 Long ABS-CBDO USGSE US N 2 2050-08-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416YP51 6270.18700000 PA USD 5983.62000000 0.000076183265 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMRW7 265541.59800000 PA USD 227620.53000000 0.002898057569 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WQAW2 37030.93470000 PA USD 33303.58000000 0.000424020153 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBE4 35000.00000000 PA USD 35628.81000000 0.000453624910 Long DBT CORP US N 2 2030-10-15 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CQE4 8760000.00000000 PA USD 8576587.50000000 0.109196847615 Long DBT UST US N 2 2029-03-15 Fixed 0.03500000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAF2 255000.00000000 PA USD 264687.45000000 0.003369992452 Long DBT CORP MA N 2 2034-05-02 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMRK2 659085.89360000 PA USD 546858.99000000 0.006962591799 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WJSM4 30346.21780000 PA USD 27577.70000000 0.000351118426 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N PROVINCE OF SANTA FE N/A N/A 150000.00000000 PA USD 148960.50000000 0.001896560493 Long DBT NUSS AR N 2 2034-12-11 Fixed 0.08100000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 N/A 61767EAC8 244072.45600000 PA USD 242317.33000000 0.003085176774 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.03354000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3618N6DA2 28657.02700000 PA USD 27786.01000000 0.000353770622 Long ABS-MBS USGA US N 2 2056-03-20 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HNNC8 400000.00000000 PA USD 393440.76000000 0.005009275625 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 0.04340000 N N N N N N ZURICH FINANCE (IRELAND) DAC 549300E0FVHYR37EGX65 N/A 374000.00000000 PA USD 334939.91000000 0.004264444607 Long DBT CORP IE N 2 2052-05-02 Variable 0.03500000 N N N N N N BX TRUST 2024-FNX N/A 05593TAN8 440999.99000000 PA USD 440399.48000000 0.005607152600 Long ABS-MBS CORP US N 2 2041-11-15 Variable 0.07577940 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 3622ADQU5 1594043.92100000 PA USD 1591566.78000000 0.020263779171 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 0.05500000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAN2 200000.00000000 PA USD 212309.12000000 0.002703113169 Long DBT CORP CO N 2 2034-12-24 Variable 0.08625000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972FAC6 1655000.00000000 PA USD 1651789.30000000 0.021030530439 Long LON CORP US N 2 2029-04-13 Variable 0.06861400 N N N N N N FTAI MRE 2026-1 CAYMAN LTD N/A 30345KAA4 3270416.78000000 PA USD 3257299.47000000 0.041471836422 Long ABS-CBDO CORP KY N 2 2051-06-15 Fixed 0.05632000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 300000.00000000 PA USD 281100.00000000 0.003578956533 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXBG4 429.56870000 PA USD 428.92000000 0.000005460996 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.05000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAK5 300000.00000000 PA USD 290279.43000000 0.003695828752 Long DBT CORP US N 2 2030-05-01 Fixed 0.04625000 N N N N N N BBCMS MTG TR 2025-5C33 N/A 072924AG8 118000.00000000 PA USD 116046.36000000 0.001477498677 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 0.05981000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDR32 542731.87100000 PA USD 450656.54000000 0.005737745172 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 345000.00000000 PA USD 343396.72000000 0.004372116451 Long DBT CORP US N 2 2033-02-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRF5 226006.38800000 PA USD 200574.21000000 0.002553704657 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02500000 N N N N N N YONDR JK 2 LLC N/A 985925AA4 672000.00000000 PA USD 629580.28000000 0.008015796713 Long DBT CORP US N 2 2031-06-30 Fixed 0.06875000 N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAG3 913000.00000000 PA USD 733823.75000000 0.009343021359 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.05732320 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 775921AA7 300000.00000000 PA USD 282312.00000000 0.003594387679 Long DBT NUSS RO N 2 2036-07-04 Fixed 0.05750000 N N N N N N SCG 2025-FLWR N/A 78438AAJ4 660000.00000000 PA USD 653984.03000000 0.008326504506 Long ABS-MBS CORP US N 2 2042-08-15 Variable 0.06389200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EJU4 5067.07340000 PA USD 4950.18000000 0.000063025539 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CF7 264411.00000000 PA USD 152961.76000000 0.001947504412 Long DBT NUSS UA N 2 2035-02-01 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ATJ7 310445.71580000 PA USD 284131.50000000 0.003617553497 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FHN9 292.25220000 PA USD 280.22000000 0.000003567752 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.04500000 N N N N N N BX 2024-CNYN N/A 05612HAE1 461300.01000000 PA USD 462453.26000000 0.005887940647 Long ABS-MBS CORP US N 3 2041-04-15 Variable 0.05580360 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBX2 1186000.00000000 PA USD 1182299.68000000 0.015053003072 Long LON CORP US N 2 2033-05-29 Variable 0.06764070 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 549300ZWL4J1LYMOWK56 91740PAH1 365000.00000000 PA USD 361869.25000000 0.004607308133 Long DBT CORP US N 2 2033-10-01 Fixed 0.06250000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 2793000.00000000 PA USD 2204817.74000000 0.028071671486 Long DBT CORP US N 2 2065-09-26 Fixed 0.06100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2V9 3598237.07700000 PA USD 3132474.43000000 0.039882567861 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CRC7 250000.00000000 PA USD 246484.38000000 0.003138231526 Long DBT UST US N 2 2033-07-31 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FL79 6410.50280000 PA USD 6132.34000000 0.000078076763 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QRC84 2065369.53300000 PA USD 2160982.10000000 0.027513557469 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.06500000 N N N N N N RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP N/A 76134KAJ3 105000.00000000 PA USD 101965.41000000 0.001298220456 Long ABS-CBDO CORP US N 2 2049-09-15 Fixed 0.05775000 N N N N N N GENESIS ENERGY LP/ FIN CORP N/A 37185LAR3 560000.00000000 PA USD 587478.06000000 0.007479752546 Long DBT CORP US N 2 2033-05-15 Fixed 0.08000000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BUW22 1393902.52000000 PA USD 1398754.97000000 0.017808905151 Long ABS-CBDO USGSE US N 2 2054-09-25 Variable 0.04843190 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 150000.00000000 PA USD 156984.75000000 0.001998724996 Long DBT NUSS DO N 2 2031-02-03 Fixed 0.07050000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BE5 1610000.00000000 PA USD 1391681.13000000 0.017718841238 Long DBT CORP US N 2 2033-06-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMZD9 966913.29100000 PA USD 804385.71000000 0.010241414058 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XWY88 104605.54030000 PA USD 94571.93000000 0.001204086896 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ESR0 676.38800000 PA USD 668.13000000 0.000008506610 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDV9 300000.00000000 PA USD 300892.50000000 0.003830954032 Long DBT CORP US N 2 2033-11-15 Fixed 0.06000000 N N N N N N VEON MIDCO BV 213800GOFSH7EPKBRE50 92337DAB8 200000.00000000 PA USD 199514.00000000 0.002540206096 Long DBT CORP NL N 2 2033-06-01 Fixed 0.07450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8UV4 89725.34500000 PA USD 89266.67000000 0.001136540490 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.05000000 N N N N N N TCO COML MTG TR 2024-DPM N/A 87231EAC1 1074000.00000000 PA USD 1074000.00000000 0.013674134886 Long ABS-MBS CORP US N 2 2039-12-15 Variable 0.05231620 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AWAE5 24721.10790000 PA USD 23201.15000000 0.000295396326 Long ABS-CBDO USGSE US N 2 2042-06-15 Fixed 0.01750000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 2000000.00000000 PA USD 2097058.16000000 0.026699679836 Long DBT CORP US N 2 2033-11-17 Variable 0.06270000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DWP8 2371.18410000 PA USD 2135.31000000 0.000027186701 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307RCG8 3565.77440000 PA USD 3463.95000000 0.000044102904 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.03000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 425000.00000000 PA USD 421514.19000000 0.005366705670 Long DBT CORP US N 2 2029-03-01 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B9TC8 24749.82800000 PA USD 22963.39000000 0.000292369173 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TG94 10.05210000 PA USD 10.18000000 0.000000129611 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q6Q7 1193.68620000 PA USD 1138.30000000 0.000014492800 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04000000 N N N N N N PRPM 2026-RCF5 LLC N/A 69384TAA5 1500000.00000000 PA USD 1495723.65000000 0.019043507395 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 0.05560000 N N N N N N NCMF TR 2025-MFS N/A 62887TAL8 356000.00000000 PA USD 354964.43000000 0.004519396178 Long ABS-MBS CORP US N 2 2033-06-10 Variable 0.08437000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7KC2 13375.65070000 PA USD 12466.94000000 0.000158728695 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY BK NA SALT LAKE G1MLHIS0N32I3QPILB75 61778EUR0 2094000.00000000 PA USD 2083662.99000000 0.026529132944 Long DBT CORP US N 2 2030-05-10 Variable 0.04788000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944AN1 1669.56560000 PA USD 1630.15000000 0.000020755019 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN6H1 571609.66600000 PA USD 529636.37000000 0.006743313933 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N COMM 2015-LC19 MTG TR N/A 200474BH6 161522.24000000 PA USD 152376.40000000 0.001940051626 Long ABS-MBS CORP US N 2 2048-02-10 Variable 0.04421473 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 73000.00000000 PA USD 45707.70000000 0.000581949027 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140W4JF5 1146893.37700000 PA USD 958413.95000000 0.012202496861 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ETE8 2478.07440000 PA USD 2449.21000000 0.000031183266 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RYJ9 588.74630000 PA USD 586.32000000 0.000007465008 Long ABS-CBDO USGA US N 2 2062-12-20 Variable 0.04181860 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLL0 3715.46380000 PA USD 3792.00000000 0.000048279627 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.06000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAC9 225000.00000000 PA USD 230769.00000000 0.002938143792 Long DBT CORP KY N 2 2030-05-29 Fixed 0.07875000 N N N N N N GS MTG SECS TR 2018-GS10 N/A 36250SAE9 800000.00000000 PA USD 789469.44000000 0.010051500569 Long ABS-MBS CORP US N 2 2051-07-10 Fixed 0.04155000 N N N N N N SWITZERLAND CONFEDERATION 5067006OA1BJ88912Q83 N/A 600000.00000000 PA 761848.20000000 0.009699827793 Long DBT NUSS CH N 2 2027-06-27 Fixed 0.03250000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 1110000.00000000 PA USD 1090583.66000000 0.013885277534 Long DBT CORP GB N 2 2032-02-15 Fixed 0.06375000 N N N N N N KRE COML MTG TR 2025-AIP4 N/A 50077KAJ7 257887.50000000 PA USD 258469.94000000 0.003290831306 Long ABS-MBS CORP US N 2 2042-03-15 Variable 0.06639200 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAN3 230000.00000000 PA USD 234881.75000000 0.002990507199 Long DBT CORP US N 2 2030-04-15 Fixed 0.06625000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV90 350482.99800000 PA USD 301855.58000000 0.003843215937 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.03000000 N N N N N N CYRUSONE HOLDCO LLC N/A 23284WAB4 365000.00000000 PA USD 354506.25000000 0.004513562644 Long LON CORP US N 2 2033-07-08 Variable 0.07737520 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31398NFC3 129986.13420000 PA USD 127809.10000000 0.001627261520 Long ABS-CBDO USGSE US N 2 2040-09-25 Fixed 0.05000000 N N N N N N BBCMS MTG TR 2025-5C34 N/A 07337BAF1 760000.00000000 PA USD 775206.92000000 0.009869910604 Long ABS-MBS CORP US N 2 2058-05-15 Variable 0.07033243 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129387E7 3954.33830000 PA USD 3937.46000000 0.000050131619 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDS7 248076.09400000 PA USD 240008.39000000 0.003055779421 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.03000000 N N N N N N RWANDA REPUBLIC OF 213800AKFASSQE52AZ88 78347YAL7 275000.00000000 PA USD 264126.50000000 0.003362850454 Long DBT NUSS RW N 2 2031-08-09 Fixed 0.05500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 2125.00000000 NC USD -991455.94000000 -0.01262318645 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-12-31 225726807.50000000 USD -991455.94000000 N N N PROJECT BUILD N/A N/A 1106429.73000000 PA USD 1081535.06000000 0.013770071037 Long LON CORP US N 2 2031-06-30 Variable 0.09165780 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAQ2 380000.00000000 PA USD 396096.42000000 0.005043087406 Long DBT CORP US N 2 2033-03-15 Fixed 0.07375000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J82L3 7981.56730000 PA USD 7374.49000000 0.000093891779 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N 2026-09-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer