NPORT-P false 0001217286 XXXXXXXX S000044081 C000136811 C000136814 C000136812 C000136813 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 390 Madison Avenue New York 10017 800-480-4111 JPMorgan Income Fund S000044081 549300J9G10ZQTTAFU03 2027-02-28 2026-08-31 N 22819344857.06 5589703950.53 17229640906.53 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15570968.75000000 0.00000000 0.00000000 0.00000000 USD N N/A N/A WHARF Commercial Mortgage Trust N/A 92987LAA5 6362000.00000000 PA USD 6378264.45000000 0.037019137453 Long ABS-MBS CORP US Y 2 2040-07-15 Variable 5.34948120 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CB5 4779000.00000000 PA USD 4995498.26000000 0.028993629566 Long DBT CORP CA Y 2 2031-07-01 Fixed 7.25000000 N N N N N N Republic of Rwanda 213800DQC28OBRZDYJ87 78347YAL7 8000000.00000000 PA USD 7683680.00000000 0.044595705979 Long DBT NUSS RW Y 2 2031-08-09 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PHR8 30683305.14000000 PA USD 2575424.70000000 0.014947640023 Long ABS-MBS USGA US N 2 2062-07-16 Variable 1.20115080 N N N N N N FHLMC STACR Trust 549300L8K4CLYS7FCQ06 35563TAV3 1000000.00000000 PA USD 1047321.40000000 0.006078602599 Long ABS-MBS CORP US Y 2 2030-12-25 Floating 7.45767000 N N N N N N JBHP N/A N/A 4643474.97000000 PA USD 4644403.66000000 0.026955893539 Long ABS-MBS CORP US N 3 2041-12-15 Fixed 14.10300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0V38 1499397.14000000 PA USD 1485075.66000000 0.008619307088 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 08205QAA6 8132000.00000000 PA USD 8613821.00000000 0.049994199221 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N Benchmark Mortgage Trust N/A 08161NAY3 7250000.00000000 PA USD 5031414.45000000 0.029202085390 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8T38 30056308.12000000 PA USD 30662318.43000000 0.177962608717 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 1350000.00000000 PA USD 1328062.50000000 0.007708010324 Long DBT NUSS KE Y 2 2039-02-26 Fixed 8.70000000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414BAJ5 571445.12900000 PA USD 571159.41000000 0.003314981508 Long LON CORP US N 2 2032-10-29 Variable 5.45560000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -118481.03000000 -0.00068765815 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20722727.23000000 USD 139469404.33000000 CNY 2026-09-15 -118481.03000000 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AL2 2613000.00000000 PA USD 2556492.05000000 0.014837755841 Long DBT CORP US Y 2 2034-03-15 Fixed 7.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BJ27 14241526.76000000 PA USD 931666.44000000 0.005407346821 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.96115840 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAD1 2077000.00000000 PA USD 2014417.08000000 0.011691579011 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N Flash Compute LLC N/A 33853QAA9 3937000.00000000 PA USD 3957417.28000000 0.022968657916 Long DBT CORP US Y 2 2030-12-31 Fixed 7.25000000 N N N N N N HINNT LLC N/A 40486JAE7 344104.22000000 PA USD 338625.77000000 0.001965367542 Long ABS-O CORP US Y 2 2041-05-15 Fixed 8.00000000 N N N N N N BBCMS Mortgage Trust N/A 05493QAB1 15110000.00000000 PA USD 15534526.03000000 0.090161635487 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.67500120 N N N N N N Lendmark Funding Trust N/A 52590AAD6 2300000.00000000 PA USD 2291756.80000000 0.013301245292 Long ABS-O CORP US Y 2 2034-02-21 Fixed 5.69000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FHPL1 134793523.09000000 PA USD 344208.74000000 0.001997770829 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 0.26020080 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBD3 13712000.00000000 PA USD 13398783.64000000 0.077765890262 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Connecticut Avenue Securities Trust N/A 20755AAD4 7600000.00000000 PA USD 8014479.68000000 0.046515651274 Long ABS-MBS CORP US Y 2 2043-01-25 Floating 9.19319040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ER85 4948618.93000000 PA USD 4935185.80000000 0.028643578974 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Lsf12 Helix Parent LLC 254900H70V4IL22BHL88 548916AA3 1677000.00000000 PA USD 1677667.45000000 0.009737100495 Long DBT CORP US Y 2 2033-02-01 Fixed 7.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNK4 10750000.00000000 PA USD 931903.53000000 0.005408722880 Long ABS-MBS USGSE US N 2 2048-08-25 Variable 2.82829680 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253651AK9 2639000.00000000 PA USD 2753917.89000000 0.015983605839 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N Par Health, Inc. N/A N/A 64590.00000000 NS USD 396776.37000000 0.002302870803 Long EC CORP US N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRTP2 14948343.93000000 PA USD 14886208.15000000 0.086398829962 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 6.00000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 6600000.00000000 PA USD 3622740.00000000 0.021026207218 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MMQ6 5143973.40000000 PA USD 4559497.65000000 0.026463103176 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRU62 20090136.12000000 PA USD 1228779.02000000 0.007131773823 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 2.30681160 N N N N N N Cars Net Lease Mortgage Notes N/A 14576AAC6 2720666.46000000 PA USD 2529385.65000000 0.014680431610 Long ABS-O CORP US Y 2 2050-12-15 Fixed 3.10000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36272MAA4 11571370.61000000 PA USD 11572724.46000000 0.067167531365 Long ABS-MBS CORP US Y 2 2055-12-25 Variable 6.00000120 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2700000.00000000 PA USD 2875500.00000000 0.016689262507 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N FREMF Mortgage Trust N/A 30307QAC3 258281.41000000 PA USD 249262.79000000 0.001446709141 Long ABS-MBS USGSE US Y 2 2028-11-25 Floating 6.18423120 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAG3 9194000.00000000 PA USD 8995600.84000000 0.052210030892 Long DBT CORP CA N 2 2082-03-07 Variable 5.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7G62 76434628.40000000 PA USD 3034.45000000 0.000017611800 Long ABS-MBS USGSE US N 2 2029-12-25 Variable 0.00434160 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBB8 11751000.00000000 PA USD 11946078.35000000 0.069334459231 Long DBT CORP GB N 2 2031-09-27 Variable 6.75000000 N N N N Y N/A USD XXXX N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NX9 1462008.37000000 PA USD 1536430.81000000 0.008917369887 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGGA4 1267237.49000000 PA USD 1332969.92000000 0.007736492752 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380A2K2 3655418.58000000 PA USD 398610.24000000 0.002313514496 Long ABS-MBS USGA US N 2 2046-10-20 Floating 2.33307000 N N N N N N FREMF Mortgage Trust N/A 302988AN0 9977000.00000000 PA USD 8508320.75000000 0.049381880888 Long ABS-MBS USGSE US Y 2 2029-10-25 Variable 3.73109040 N N N N N N VCAT LLC N/A 91826FAA5 12785642.32000000 PA USD 12753041.49000000 0.074018034149 Long ABS-O CORP US Y 2 2056-05-25 Variable 5.56700040 N N N N N N ABFC Trust N/A 04542BBL5 29696.19000000 PA USD 34448.20000000 0.000199935681 Long ABS-O CORP US N 2 2032-05-25 Floating 4.87675080 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535XAE5 8200000.00000000 PA USD 8131494.74000000 0.047194801006 Long ABS-O CORP US Y 2 2036-08-15 Fixed 5.28000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQK28 48919015.38000000 PA USD 1667688.37000000 0.009679182398 Long ABS-MBS USGSE US N 2 2034-10-25 Variable 0.69831000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F8ZX4 12367910.03000000 PA USD 330264.01000000 0.001916836292 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.84674160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DH7 24350244.66000000 PA USD 547807.45000000 0.003179447865 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.12491000 N N N N N N Standard Industries, Inc. N/A 853496AG2 9454000.00000000 PA USD 8987507.50000000 0.052163057539 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Upstart Pass-Through Trust N/A 91534HAB2 1875000.00000000 PA USD 10181.25000000 0.000059091481 Long ABS-O CORP US Y 3 2027-07-20 Fixed 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFQV8 3804010.76000000 PA USD 353122.13000000 0.002049503712 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 3.50000000 N N N N N N BANK5 N/A 06211EAA9 19611899.09000000 PA USD 19949021.75000000 0.115783154496 Long ABS-MBS CORP US N 2 2056-09-15 Fixed 6.25500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H74T7 100000000.00000000 PA USD 661930.00000000 0.003841809609 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 0.31152960 N N N N N N GB AIT Buyer, Inc. N/A 36832FAB0 1938190.74000000 PA USD 1940652.24000000 0.011263451458 Long LON CORP US N 2 2033-04-29 Variable 8.07267000 N N N N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605HAB6 4404000.00000000 PA USD 4332669.73000000 0.025146604932 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPC6 2513549.43000000 PA USD 2580779.84000000 0.014978720995 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAN3 1105000.00000000 PA USD 1128453.63000000 0.006549490126 Long DBT CORP US Y 2 2030-04-15 Fixed 6.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YY2 1429519.04000000 PA USD 1482623.14000000 0.008605072781 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003VAC2 3500000.00000000 PA USD 3563942.90000000 0.020684951702 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.92800000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 11383000.00000000 PA USD 11178783.29000000 0.064881115924 Long DBT CORP US Y 2 2034-02-01 Fixed 6.25000000 N N N N N N Home RE Ltd. N/A 43730GAC5 5629065.52000000 PA USD 5757538.25000000 0.033416472700 Long ABS-MBS CORP BM Y 2 2034-10-25 Floating 9.14319000 N N N N N N FHLMC STACR REMIC Trust 5493000ISMYB8CLVZD05 35564KCN7 6600000.00000000 PA USD 7161000.00000000 0.041562096615 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 6.64319160 N N N N N N Gulfport Energy Corp. 254900DJRGZBUZ3F5038 402635502 12871.00000000 NS USD 2309700.95000000 0.013405392268 Long EC CORP US N 1 N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AX4 18842000.00000000 PA USD 17949831.30000000 0.104179950106 Long DBT NUSS CI Y 2 2041-02-25 Fixed 6.75000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 4177000.00000000 PA USD 4141427.41000000 0.024036643784 Long DBT CORP US Y 2 2028-07-15 Fixed 5.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAZ1 489424.74000000 PA USD 467390.84000000 0.002712713761 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.17749400 N N N N N N Renaissance Home Equity Loan Trust N/A 759950BV9 105981.43000000 PA USD 66438.59000000 0.000385606353 Long ABS-O CORP US N 2 2034-03-25 Variable 6.24399840 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBN9 1741000.00000000 PA USD 1847406.44000000 0.010722257358 Long DBT CORP US Y 2 2032-01-15 Fixed 10.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U6FU3 423075.45000000 PA USD 421082.48000000 0.002443942286 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Genesis Energy LP N/A 37185LAQ5 1932000.00000000 PA USD 2005356.11000000 0.011638989581 Long DBT CORP US N 2 2032-05-15 Fixed 7.87500000 N N N N N N Bear Stearns Asset-Backed Securities Trust N/A 07384YKH8 52187.32000000 PA USD 43682.63000000 0.000253531865 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.65800120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EAC2 34991811.73000000 PA USD 2996558.79000000 0.017391881852 Long ABS-MBS USGA US N 2 2063-11-16 Variable 1.16313840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0626A0 120000000.00000000 PA USD 123355639.20000000 0.715950145851 Long ABS-MBS USGA US N 2 2056-10-15 Fixed 6.50000000 N N N N N N RFT TRUST N/A 76201AAC8 4809400.68000000 PA USD 4781924.57000000 0.027754058229 Long ABS-MBS CORP US Y 2 2028-09-27 Variable 7.11200160 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAM0 2060000.00000000 PA USD 2008782.63000000 0.011658876937 Long DBT CORP US Y 2 2034-03-01 Fixed 5.87500000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259UAA6 2134693.79000000 PA USD 2018177.51000000 0.011713404364 Long ABS-MBS CORP US Y 2 2052-04-25 Variable 4.66999920 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes 5493007ZK0X40BI7UF30 35564KDX4 18555000.00000000 PA USD 20375802.15000000 0.118260167234 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 7.04319120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UXFM2 1169999.00000000 PA USD 1208064.46000000 0.007011547521 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UAJ8 4500000.00000000 PA USD 3464439.30000000 0.020107437634 Long ABS-MBS CORP US Y 2 2052-11-15 Fixed 2.50000000 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 1480000.00000000 PA USD 1518154.40000000 0.008811294490 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMUR1 116746306.30000000 PA USD 1999093.70000000 0.011602642857 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 0.86978520 N N N N N N MFA Trust N/A 59319PAA4 18890000.00000000 PA USD 18907862.38000000 0.109740316020 Long ABS-MBS CORP US Y 2 2039-11-25 Variable 5.91300000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0YR7 50997712.93000000 PA USD 52220851.77000000 0.303087290404 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Gnr N/A N/A 8500000.00000000 PA USD 8640781.25000000 0.050150675204 Long ABS-MBS CORP US N 2 2035-08-24 Fixed 8.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -171818.75000000 -0.00099722768 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21666814.31000000 USD 145498854.80000000 CNY 2026-09-15 -171818.75000000 N N N FREMF Mortgage Trust N/A 30298UAG6 789969.80000000 PA USD 781727.57000000 0.004537108894 Long ABS-MBS USGSE US Y 2 2029-09-25 Floating 6.03423000 N N N N N N Pakistan Water & Power Development Authority 213800UA74QOTK6IES10 N/A 1479000.00000000 PA USD 1456815.00000000 0.008455283588 Long DBT NUSS PK Y 2 2031-06-04 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142BBK66 10937237.64000000 PA USD 10863190.79000000 0.063049432364 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 5.04299880 N Y N N N N Clarios Global LP N/A 18060TAC9 1580000.00000000 PA USD 1602677.74000000 0.009301863855 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHEZ9 199594.53000000 PA USD 209900.15000000 0.001218250288 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H062693 807900000.00000000 PA USD 832606268.72000000 4.832406393359 Long ABS-MBS USGA US N 2 2056-09-15 Fixed 6.50000000 N N N N N N Commercial Mortgage Trust N/A 12593FAL8 3000000.00000000 PA USD 1965000.00000000 0.011404764676 Long ABS-MBS CORP US Y 2 2048-07-10 Fixed 3.25000000 N N N N N N FHLMC STACR REMIC Trust 5493000ISUYHCRLRBE46 35564KFH7 24618000.00000000 PA USD 31219585.04000000 0.181196957089 Long ABS-MBS CORP US Y 2 2033-10-25 Floating 9.89318880 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257HAA7 1468937.88000000 PA USD 1408356.09000000 0.008174030426 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.03000120 N N N N N N Hess Midstream Operations LP N/A 428102AH0 1166000.00000000 PA USD 1176579.12000000 0.006828808135 Long DBT CORP US Y 2 2028-03-01 Fixed 5.87500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAK0 8470998.00000000 PA USD 8253687.25000000 0.047904000407 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.77700120 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAE0 4941000.00000000 PA USD 4796642.26000000 0.027839478988 Long DBT CORP US Y 2 2029-08-01 Fixed 4.25000000 N N N N N N BANK N/A 06541TAJ8 5000000.00000000 PA USD 3857222.50000000 0.022387132273 Long ABS-MBS CORP US Y 2 2053-11-15 Fixed 2.50000000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAV0 997000.00000000 PA USD 1134764.46000000 0.006586117877 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAC0 3105000.00000000 PA USD 1203187.50000000 0.006983241882 Long DBT CORP US Y 2 2029-11-30 Fixed 8.87500000 N N N N N N Grit Parent, Inc. N/A N/A 28200000.00000000 PA USD 27918000.00000000 0.162034717678 Long DBT CORP US N 3 2030-03-27 Fixed 9.99600000 N N N N N N FHLMC STACR Debt Notes N/A 3137G0PR4 11000000.00000000 PA USD 11296131.00000000 0.065562196341 Long ABS-MBS CORP US N 2 2029-10-25 Floating 8.90767080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F96G1 27802130.54000000 PA USD 4529147.78000000 0.026286954003 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 3.00000000 N N N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAD4 115871.71000000 PA USD 116565.63000000 0.000676541261 Long ABS-O CORP US Y 2 2031-12-26 Floating 5.69319120 N N N N N N N/A N/A N/A 1.00000000 NC N/A -406308.37000000 -0.00235819406 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 41896231.10000000 USD 6621256063.00000000 JPY 2026-09-15 -406308.37000000 N N N GNMA 549300M8ZYFG0OCMTT87 38381Y4X9 5461275.05000000 PA USD 486601.79000000 0.002824213183 Long ABS-MBS USGA US N 2 2049-10-20 Floating 2.28306960 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HX1 1200000.00000000 PA USD 1072800.00000000 0.006226479157 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427RCY4 18108410.30000000 PA USD 17953411.36000000 0.104200728601 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Dec N/A N/A 7957074.59000000 PA USD 7811460.13000000 0.045337335655 Long ABS-O CORP US N 3 2031-01-15 Fixed 6.91000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXVB9 500770.16000000 PA USD 528918.87000000 0.003069819463 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 7.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 2790000.00000000 PA USD 2246298.75000000 0.013037408975 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N BBCMS Mortgage Trust N/A 05493MAG9 145957043.42000000 PA USD 6706521.81000000 0.038924327247 Long ABS-MBS CORP US N 2 2054-09-15 Variable 1.31803920 N N N N N N Sequoia Mortgage Trust N/A 816956AA4 34290000.00000000 PA USD 34464056.04000000 0.200027709381 Long ABS-MBS CORP US Y 2 2056-09-25 Variable 6.00000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FMY4 46681938.06000000 PA USD 3143435.67000000 0.018244348138 Long ABS-MBS USGA US N 2 2055-04-20 Floating 2.81116080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YZ9 502415.25000000 PA USD 513910.58000000 0.002982712076 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N FHLMC STACR REMIC Trust 5493000ITBJ4KEFYWF83 35565LBE5 2300000.00000000 PA USD 2749245.66000000 0.015956488442 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 11.35766880 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAC8 7470000.00000000 PA USD 7648899.03000000 0.044393838916 Long DBT CORP US Y 2 2032-07-15 Fixed 6.62500000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EAY4 7319000.00000000 PA USD 7193014.32000000 0.041747906175 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 8223931.24000000 PA USD 8281788.24000000 0.048067097189 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.19700000 N N N N N N Bear Stearns ALT-A Trust N/A 07386HKK6 42920.61000000 PA USD 42095.01000000 0.000244317395 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.37786000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAA6 6198000.00000000 PA USD 6337111.75000000 0.036780289179 Long DBT CORP JP Y 2 2030-07-24 Fixed 6.25000000 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAB7 14700000.00000000 PA USD 15024267.30000000 0.087200118571 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 6.74318880 N N N N N N Trinidad Generation UnLtd N/A 89636DAB2 2090000.00000000 PA USD 2195586.80000000 0.012743079277 Long DBT CORP TT Y 2 2033-06-16 Fixed 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -494384.06000000 -0.00286938110 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 20122909.46000000 USD 18318975140.00000000 CLP 2026-09-15 -494384.06000000 N N N Exeter Automobile Receivables Trust N/A 30166VAN8 5570000.00000000 PA USD 5568631.45000000 0.032320066797 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.15000000 N N N N N N Banco Nacional de Comercio Exterior SNC 4469000001BL6VG3DH44 05974TAB3 2091000.00000000 PA USD 2071135.50000000 0.012020769969 Long DBT CORP MX Y 2 2036-05-14 Variable 6.00000000 N N N N N N NRM FHT1 Excess Owner LLC N/A 64832EAA7 24615474.46000000 PA USD 24426875.62000000 0.141772401134 Long ABS-MBS CORP US Y 2 2032-03-25 Variable 6.54500160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BFV9 3977840.88000000 PA USD 3662698.82000000 0.021258126271 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N Hilcorp Energy I LP N/A 431318AZ7 3500000.00000000 PA USD 3438358.00000000 0.019956063034 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N WaMu Mortgage Pass-Through Certificates N/A 9292274U7 20111.75000000 PA USD 20005.44000000 0.000116110603 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.50000000 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAS5 4750000.00000000 PA USD 2437347.55000000 0.014146246942 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 3.97900080 N N N N N N Angel Oak Mortgage Trust N/A 03464VAG9 1250000.00000000 PA USD 1086203.13000000 0.006304270274 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 5.95131480 N N N N N N Genesis Energy LP N/A 37185LAP7 1312000.00000000 PA USD 1351379.68000000 0.007843342106 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAB6 3103000.00000000 PA USD 3150768.85000000 0.018286909559 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K7TG4 3953683.28000000 PA USD 4077020.29000000 0.023662827984 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6SD4 399112.32000000 PA USD 412979.53000000 0.002396913158 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N MFA Trust N/A 58004YAA7 14483631.05000000 PA USD 14501464.74000000 0.084165797875 Long ABS-O CORP US Y 2 2054-09-25 Variable 6.32999880 N N N N N N FREMF Mortgage Trust N/A 30306WAJ6 99213402.71400000 PA USD 122518.63000000 0.000711092185 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.10000000 N N N N N N Neptune Bidco US, Inc. 549300VG15T3VCYZ4531 640695AD4 3182000.00000000 PA USD 3267089.86000000 0.018962031058 Long DBT CORP US Y 2 2033-02-15 Fixed 9.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GUD34 2828024.13000000 PA USD 2801012.29000000 0.016256939452 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8N78 1267774.94000000 PA USD 1282339.71000000 0.007442637469 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZN0 6000000.00000000 PA USD 1402986.00000000 0.008142862684 Long ABS-MBS USGSE US N 2 2038-03-25 Variable 3.80432880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 94236620.84000000 PA USD 1745111.44000000 0.010128542141 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.59976000 N N N N N N Oportun Issuance Trust N/A 68377GAC0 74956.63000000 PA USD 74432.38000000 0.000432001922 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N Commercial Mortgage Trust N/A 200474AE4 3000000.00000000 PA USD 2812470.00000000 0.016323439445 Long ABS-MBS CORP US Y 2 2048-02-10 Fixed 2.86700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BUYM8 809148.71000000 PA USD 801420.13000000 0.004651403557 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N BANK N/A 06539WAC0 4250000.00000000 PA USD 3000486.40000000 0.017414677509 Long ABS-MBS CORP US Y 2 2063-01-15 Fixed 2.50000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAC5 8645000.00000000 PA USD 8636391.31000000 0.050125196206 Long ABS-O CORP US Y 2 2034-11-15 Fixed 4.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HML72 6148171.99000000 PA USD 6276875.06000000 0.036430678352 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N Upstart Pass-Through Trust N/A 91683KAB4 3500000.00000000 PA USD 87220.00000000 0.000506220648 Long ABS-O CORP US Y 3 2029-09-20 Fixed 0.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAP4 10800000.00000000 PA USD 11628478.80000000 0.067491126849 Long DBT CORP ES N 2 2028-11-21 Variable 9.62500000 N N N N Y N/A USD XXXX N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U8BJ8 307366.36000000 PA USD 306027.66000000 0.001776169693 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAB1 2129000.00000000 PA USD 2147737.33000000 0.012465363275 Long DBT CORP US Y 2 2032-07-31 Fixed 6.12500000 N N N N N N ELM Trust N/A 26860XBC4 12915000.00000000 PA USD 12902025.59000000 0.074882730638 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.18941160 N N N N N N Diversified ABS Phase VIII LLC N/A 255123AB7 14161058.33000000 PA USD 14210282.17000000 0.082475788364 Long ABS-O CORP US Y 2 2044-05-30 Fixed 7.67000000 N N N N N N BMO Mortgage Trust N/A 055988AD1 17900000.00000000 PA USD 18153503.38000000 0.105362052978 Long ABS-MBS CORP US N 2 2056-06-15 Fixed 5.76530000 N N N N N N Exeter Automobile Receivables Trust N/A 30167AAG8 13188000.00000000 PA USD 13154766.24000000 0.076349625110 Long ABS-O CORP US Y 2 2034-07-17 Fixed 7.42000000 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 N/A 1500000.00000000 PA USD 1676190.00000000 0.009728525446 Long DBT NUSS BS Y 2 2032-10-15 Fixed 8.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QUNM4 31408325.13000000 PA USD 31835936.60000000 0.184774231643 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2N83 18790986.96000000 PA USD 561051.89000000 0.003256317952 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.82515240 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AW4 1833000.00000000 PA USD 1783738.49000000 0.010352731665 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBD5 15304000.00000000 PA USD 15854086.98000000 0.092016351739 Long DBT CORP US N 2 2034-02-15 Fixed 7.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KQC7 28692718.10000000 PA USD 28433114.99000000 0.165024420092 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6R78 3656481.88000000 PA USD 3770544.74000000 0.021884058759 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N vMobo, Inc. N/A 91834VAD4 20000000.00000000 PA USD 17490000.00000000 0.101511111548 Long ABS-O CORP US N 3 2027-07-18 Fixed 9.46000000 N N N N N N PMT Loan Trust N/A 729912AA3 43069728.28000000 PA USD 42308686.18000000 0.245557562165 Long ABS-MBS CORP US Y 2 2057-05-25 Variable 5.50000080 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAC1 2755000.00000000 PA USD 275.50000000 0.000001598988 Long DBT CORP US N 3 2027-01-29 Fixed 7.12500000 Y N N N N N FHLMC, Multi-Class Certificates N/A 3137HBCL6 186283329.00000000 PA USD 34499299.96000000 0.200232263383 Long ABS-MBS USGSE US N 2 2036-04-27 Variable 3.39148440 N N N N N N HarborView Mortgage Loan Trust N/A 41162NAA5 4654218.66360000 PA USD 4527136.62000000 0.026275281328 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.12178040 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45670BAL3 10141676.87530000 PA USD 5889867.08000000 0.034184502810 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.38513040 N N N N N N BMD2 Re-REMIC Trust N/A 055631FB6 5000000.00000000 PA USD 4366860.00000000 0.025345043600 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GGB9 34303419.90000000 PA USD 2325703.26000000 0.013498268899 Long ABS-MBS USGA US N 2 2055-05-20 Floating 2.81116080 N N N N N N Uzbekneftegaz JSC 213800LUZJZFLJD4MJ51 91825MAB9 2500000.00000000 PA USD 2425781.25000000 0.014079116698 Long DBT NUSS UZ Y 2 2028-11-16 Fixed 4.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAG6 2764000.00000000 PA USD 2757648.60000000 0.016005258699 Long ABS-O CORP US Y 2 2033-04-15 Fixed 6.99000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HV32 8460920.69000000 PA USD 7954442.36000000 0.046167197582 Long ABS-MBS USGA US N 2 2063-08-16 Variable 3.99998880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7C75 471589.47000000 PA USD 489280.89000000 0.002839762550 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAN5 1325000.00000000 PA USD 1330692.20000000 0.007723272976 Long DBT CORP US Y 2 2034-07-15 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BT5E9 17486569.20000000 PA USD 1059098.54000000 0.006146956548 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 2.30681160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5GS9 2922857.25000000 PA USD 2898367.65000000 0.016821985238 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08160JAK3 2640000.00000000 PA USD 2292955.37000000 0.013308201734 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.97059920 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAJ2 2055000.00000000 PA USD 2163853.35000000 0.012558899873 Long DBT CORP US Y 2 2030-10-15 Fixed 9.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BG8 4489000.00000000 PA USD 4749362.00000000 0.027565066653 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVKE7 970800.26000000 PA USD 967916.96000000 0.005617743081 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 302973AL6 16000000.00000000 PA USD 12760062.40000000 0.074058783170 Long ABS-MBS USGSE US Y 2 2052-05-25 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DC4 1594271.31000000 PA USD 1651475.53000000 0.009585083861 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N Albertsons Cos., Inc. N/A 013092AG6 9089000.00000000 PA USD 8638172.06000000 0.050135531592 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 17705000.00000000 PA USD 18874645.42000000 0.109547526395 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5SB2 1061526.69000000 PA USD 225192.48000000 0.001307006229 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4P0 1282595.55000000 PA USD 1275753.42000000 0.007404410962 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 3751000.00000000 PA USD 3958917.93000000 0.022977367615 Long DBT CORP US Y 2 2034-01-15 Fixed 8.37500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUT91 476478.84000000 PA USD 472131.13000000 0.002740226175 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDG1 7905000.00000000 PA USD 7783180.79000000 0.045173203737 Long ABS-O CORP US Y 2 2031-12-25 Fixed 5.90000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AF7 5298000.00000000 PA USD 5321258.22000000 0.030884324571 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.32000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 12066000.00000000 PA USD 12115349.94000000 0.070316903327 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCK0 163413.81000000 PA USD 4729.52000000 0.000027449904 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.56040920 N N N N N N Tallgrass Energy Partners LP N/A 87470LAM3 5477000.00000000 PA USD 5519780.85000000 0.032036540285 Long DBT CORP US Y 2 2034-03-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CEB0 16831335.18000000 PA USD 656792.36000000 0.003811990995 Long ABS-MBS USGA US N 2 2055-01-20 Floating 1.56116160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JQB6 62075180.98000000 PA USD 3916031.41000000 0.022728456334 Long ABS-MBS USGA US N 2 2065-07-16 Variable 0.88040880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6K97 194482289.49000000 PA USD 200749829.39000000 1.165142271269 Long ABS-MBS USGA US N 2 2056-06-20 Fixed 6.50000000 N N N N N N FHLMC, Multi-Class Certificates N/A 3137F85E9 31380905.00000000 PA USD 3663977.98000000 0.021265550453 Long ABS-MBS USGSE US N 2 2034-03-27 Variable 2.12608080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 16218.24000000 0.000094129878 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 5232195.25000000 EUR 6101499.90000000 USD 2026-10-05 16218.24000000 N N N Block, Inc. 549300OHIIUWSTIZME52 852234AS2 17397000.00000000 PA USD 17663406.70000000 0.102517555623 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFU1 1545505.82000000 PA USD 1600364.41000000 0.009288437400 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 13589795.00000000 PA USD 12424470.08000000 0.072111021624 Long DBT NUSS EC Y 2 2035-07-31 Variable 6.90000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DND8 2678218.19000000 PA USD 174489.66000000 0.001012729522 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.87643080 N N N N N N N/A N/A N/A 12500000.00000000 PA USD -2708250.71000000 -0.01571855574 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 51124.29000000 USD 12500000.00000000 USD -2708250.71000000 N N N Bond US Bidco 1, Inc. N/A 097947AA3 4510000.00000000 PA USD 4583774.58000000 0.026604005300 Long DBT CORP US Y 2 2033-06-15 Fixed 7.12500000 N N N N N N ROCK Trust N/A 74970WAA8 13539048.00000000 PA USD 13585411.12000000 0.078849067103 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVSU7 25929887.51000000 PA USD 4034470.09000000 0.023415868687 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4A3 335961.87000000 PA USD 347952.14000000 0.002019497341 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC 5493000IS4M3TZMRB410 35564KWA3 6250000.00000000 PA USD 6424875.00000000 0.037289662824 Long ABS-MBS CORP US Y 2 2042-04-25 Floating 9.29319120 N N N N N N N/A N/A N/A 5000000.00000000 PA USD -640592.22000000 -0.00371796616 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 434842.93000000 USD 5000000.00000000 USD -640592.22000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 17576000.00000000 PA USD 9321382.39000000 0.054100851205 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAN5 10000000.00000000 PA USD 9978463.00000000 0.057914515190 Long ABS-O CORP US Y 2 2027-04-25 Fixed 7.17000000 N N N N N N Alumina Pty. Ltd. N/A 02220AAB3 2386000.00000000 PA USD 2419067.57000000 0.014040150825 Long DBT CORP AU Y 2 2032-09-15 Fixed 6.37500000 N N N N N N Popular ABS Mortgage Pass-Through Trust N/A 73316PDS6 18235.86630000 PA USD 18045.50000000 0.000104735206 Long ABS-O CORP US N 2 2035-07-25 Variable 3.31942680 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEDV5 33412224.19000000 PA USD 33413522.92000000 0.193930466115 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N US Auto Funding N/A 90355EAD3 10392000.00000000 PA USD 103.92000000 0.000000603146 Long ABS-O CORP US Y 2 2027-03-15 Fixed 4.36000000 N N N N N N LHOME Mortgage Trust 529900ZQNJ23BIJVY871 50205WAA5 9582000.00000000 PA USD 9584461.62000000 0.055627750293 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.32299960 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAC7 5660000.00000000 PA USD 5027115.21000000 0.029177132810 Long DBT CORP US Y 2 2033-11-01 Fixed 3.87500000 N N N N N N N/A N/A N/A 4770000.00000000 PA USD -82870.43000000 -0.00048097595 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 18109.00000000 USD 0.00000000 USD 4770000.00000000 USD -82870.43000000 N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 5240000.00000000 PA USD 4968132.56000000 0.028834800370 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N FHLMC 529900XKEN78GROIG538 35563RAC9 8300000.00000000 PA USD 9385851.65000000 0.054475027662 Long ABS-MBS USGSE US Y 2 2044-05-25 Floating 10.99319040 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 13500000.00000000 PA USD 13574250.00000000 0.078784288503 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAB3 5590000.00000000 PA USD 5705163.56000000 0.033112492540 Long DBT CORP US Y 2 2028-08-15 Fixed 6.04200000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 3710000.00000000 PA USD 3032294.30000000 0.017599289018 Long DBT NUSS EC Y 2 2040-07-31 Variable 5.50000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U75K4 2440287.62000000 PA USD 2441691.47000000 0.014171458843 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYPZ9 436026.94000000 PA USD 443472.72000000 0.002573894153 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AP8 3394560.00000000 PA USD 3162015.67000000 0.018352185557 Long DBT NUSS GH Y 2 2035-07-03 Variable 5.00000040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZ57 1979567.52000000 PA USD 1985019.07000000 0.011520954387 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754WAC9 14634000.00000000 PA USD 14740395.03000000 0.085552537687 Long ABS-MBS CORP US Y 2 2040-01-25 Floating 6.75767160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYWM8 507648.48570000 PA USD 48853.10000000 0.000283541022 Long ABS-MBS USGSE US N 2 2047-06-15 Floating 2.34902160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385THN4 70061072.88000000 PA USD 3072612.42000000 0.017833293431 Long ABS-MBS USGA US N 2 2056-06-20 Floating 2.01116160 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 12517000.00000000 PA USD 11668833.06000000 0.067725341017 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N Republic of Iraq N/A N/A 2887500.00000000 PA USD 2867229.75000000 0.016641262377 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N BMO Mortgage Trust N/A 05593MAD5 10710000.00000000 PA USD 10951547.99000000 0.063562253266 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.75920000 N N N N N N Gnr N/A N/A 6900000.00000000 PA USD 6930187.50000000 0.040222472061 Long ABS-MBS CORP US N 2 2035-08-24 Fixed 8.00000000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00866HAH8 7204458.69950000 PA USD 7186447.55000000 0.041709792960 Long LON CORP US N 2 2031-02-03 Variable 6.23222000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B56Y6 78311960.32000000 PA USD 984725.91000000 0.005715301411 Long ABS-MBS USGSE US N 2 2029-09-25 Variable 0.71034840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDY7 7918228.89000000 PA USD 8008271.03000000 0.046479616571 Long ABS-MBS CORP US N 2 2029-04-25 Floating 13.00767120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9UF4 10888875.18000000 PA USD 237311.06000000 0.001377341880 Long ABS-MBS USGSE US N 2 2033-01-25 Variable 0.52628040 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257CAB6 1639807.57000000 PA USD 1517460.54000000 0.008807267361 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 3.93999840 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 7781000.00000000 PA USD 7646458.73000000 0.044379675534 Long DBT CORP US Y 2 2028-10-15 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADZ43 13894266.90000000 PA USD 14186716.63000000 0.082339015113 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 6.00000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 4511000.00000000 PA USD 4396323.16000000 0.025516046352 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Commercial Mortgage Trust N/A 12594MAA6 27554000.00000000 PA USD 275.54000000 0.000001599220 Long ABS-MBS CORP US Y 2 2049-10-10 Variable 0.36261360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ASK23 867259.04000000 PA USD 859538.24000000 0.004988718248 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 8600000.00000000 PA USD 8388225.00000000 0.048684850981 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HME22 17397238.70000000 PA USD 15883520.62000000 0.092187183158 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UKDQ3 1398128.10000000 PA USD 1471101.33000000 0.008538200755 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 7.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDB3 28779000.00000000 PA USD 28774812.66000000 0.167007616793 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FQ43 34052.08000000 PA USD 33968.33000000 0.000197150539 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.26067640 N N N N N N Terex Corp. N/A 88078FBQ0 2765070.00000000 PA USD 2770268.33000000 0.016078502999 Long LON CORP US N 2 2031-10-08 Variable 5.43640000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -69378.86000000 -0.00040267153 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 37232826.65000000 EUR 31882097.13000000 GBP 2026-09-15 -69378.86000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSWY7 18630354.96000000 PA USD 877558.65000000 0.005093307833 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 2.20681080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4SW0 1470408.67000000 PA USD 1456693.05000000 0.008454575797 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAF0 721000.00000000 PA USD 717985.50000000 0.004167153012 Long DBT CORP US Y 2 2036-05-01 Fixed 6.00000000 N N N N N N Lendmark Funding Trust N/A 52607MAD1 4500000.00000000 PA USD 4301766.45000000 0.024967243794 Long ABS-O CORP US Y 2 2031-11-20 Fixed 5.05000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBF4 10630000.00000000 PA USD 10045350.00000000 0.058302724093 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.10653800 N N N N N N New Economy Assets-Phase 1 Sponsor LLC N/A 643821AB7 2550000.00000000 PA USD 1481868.75000000 0.008600694338 Long ABS-O CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N FREMF Mortgage Trust N/A 30333RAS4 44900000.00000000 PA USD 141659.50000000 0.000822184866 Long ABS-MBS USGSE US Y 2 2030-08-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302973AU6 166645718.05000000 PA USD 328342.06000000 0.001905681388 Long ABS-MBS USGSE US Y 2 2029-04-25 Fixed 0.10000000 N N N N N N Lhome Mortgage Trust 529900COAFD3IY51O355 50206RAA5 4000000.00000000 PA USD 4000669.60000000 0.023219692283 Long ABS-MBS CORP US Y 2 2040-04-25 Variable 5.61200040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZS9 122618524.29000000 PA USD 5859877.97000000 0.034010447471 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.74875760 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AG0 1600000.00000000 PA USD 1577740.80000000 0.009157131065 Long ABS-O CORP US Y 2 2033-02-15 Fixed 6.63000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWRE8 3410038.05000000 PA USD 3405634.02000000 0.019766134642 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAC8 14760997.77000000 PA USD 14760997.77000000 0.085672114991 Long ABS-O CORP US Y 3 2040-04-05 Fixed 10.27900000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4B1 274755.68000000 PA USD 287253.40000000 0.001667204798 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N Romania 315700IASY927EDWBK92 77586RAW0 3564000.00000000 PA USD 3786750.00000000 0.021978113302 Long DBT NUSS RO Y 2 2037-02-10 Fixed 7.50000000 N N N N N N Yinson Bergenia Production BV 549300JDIAWKPMZD5256 98585VAA6 3281716.29000000 PA USD 3501181.07000000 0.020320685085 Long DBT CORP NL Y 2 2045-01-31 Fixed 8.49800000 N N N N N N Elmwood CLO III Ltd. N/A 29002HBA6 8200000.00000000 PA USD 8208536.20000000 0.047641945903 Long ABS-CBDO CORP KY Y 2 2037-07-18 Floating 5.42921040 N N N N N N PSA Trust N/A 74449KAA7 38235000.00000000 PA USD 38275039.69000000 0.222146473612 Long ABS-MBS CORP US Y 2 2031-08-15 Variable 5.55381360 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384LB65 71485066.72000000 PA USD 6864510.80000000 0.039841287681 Long ABS-MBS USGA US N 2 2075-09-20 Variable 1.14959160 N N N N N N OBX Trust 254900NDJVO62R77II89 67121LAA4 8539972.23000000 PA USD 8525936.79000000 0.049484123530 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 5.45299920 N N N N N N Connecticut Avenue Securities Trust N/A 20753BAB8 1682000.00000000 PA USD 1726152.50000000 0.010018505373 Long ABS-MBS CORP US Y 2 2043-09-25 Floating 6.89319000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDDQ8 68199976.11000000 PA USD 11183343.42000000 0.064907582698 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287NAF2 10000000.00000000 PA USD 10060997.00000000 0.058393538522 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.47000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DCE8 17845273.75000000 PA USD 349256.99000000 0.002027070627 Long ABS-MBS USGA US N 2 2061-04-16 Floating 0.01350000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 35930000.00000000 PA USD 27172062.50000000 0.157705332614 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12499880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMD48 1530044.26000000 PA USD 1580920.27000000 0.009175584555 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N BANK N/A 06541RBC6 37924380.33000000 PA USD 680757.80000000 0.003951085247 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.68094000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEQT7 925740.01000000 PA USD 65760.50000000 0.000381670751 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UUJ77 999666.02000000 PA USD 1051102.85000000 0.006100549951 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 7.00000000 N N N N N N Six Flags Entertainment Corp. N/A 83002YAA7 9414000.00000000 PA USD 9542322.23000000 0.055383175318 Long DBT CORP US Y 2 2032-05-01 Fixed 6.62500000 N N N N N N Yinson Boronia Production BV 5493007X12FTT746N678 98584XAA3 2166990.84000000 PA USD 2389107.40000000 0.013866263452 Long DBT CORP NL Y 2 2042-07-31 Fixed 8.94700000 N N N N N N FREMF Mortgage Trust 549300LI8XT0ZWPV2P54 35709BAC9 145449.42000000 PA USD 142992.10000000 0.000829919211 Long ABS-MBS USGSE US Y 2 2028-07-25 Floating 5.63423040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9PD5 21969910.96000000 PA USD 573263.08000000 0.003327191106 Long ABS-MBS USGSE US N 2 2032-12-25 Variable 0.60118200 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAJ7 3140000.00000000 PA USD 3174400.90000000 0.018424068831 Long ABS-O CORP US Y 2 2033-06-13 Fixed 6.77000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAT0 1234000.00000000 PA USD 1231377.17000000 0.007146853359 Long DBT CORP US N 2 2056-12-15 Variable 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381L5V0 310206328.97000000 PA USD 22000205.10000000 0.127688123155 Long ABS-MBS USGA US N 2 2065-04-16 Variable 0.94726080 N N N N N N BMO Mortgage Trust N/A 05610QAC7 27530000.00000000 PA USD 28465191.35000000 0.165210589729 Long ABS-MBS CORP US N 2 2056-11-15 Variable 7.05477240 N N N N N N FHLMC STACR REMIC Trust 5493000IRJ8RDHSNEL96 35564KE47 5000000.00000000 PA USD 5123450.00000000 0.029736255257 Long ABS-MBS CORP US Y 2 2042-08-25 Floating 7.19318880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K7TC3 389205.08000000 PA USD 395347.07000000 0.002294575215 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69702YAN1 5000000.00000000 PA USD 5001145.00000000 0.029026402971 Long ABS-CBDO CORP KY Y 2 2031-07-24 Floating 5.42508840 N N N N N N SCIH Salt Holdings, Inc. N/A 78397GAP6 3230000.00000000 PA USD 3214528.30000000 0.018656966314 Long LON CORP US N 2 2031-07-30 Variable 6.71662000 N N N N N N FREMF Mortgage Trust N/A 302958AS2 16800000.00000000 PA USD 13877764.32000000 0.080545870893 Long ABS-MBS USGSE US Y 2 2051-11-25 None 0.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CAG3 13685000.00000000 PA USD 9969945.37000000 0.057865079278 Long ABS-MBS CORP US Y 2 2054-06-15 Variable 2.49999840 N N N N N N CCO Holdings LLC N/A 1248EPCT8 10620000.00000000 PA USD 10755681.12000000 0.062425451455 Long DBT CORP US Y 2 2031-03-01 Fixed 7.37500000 N N N N N N Accelerated LLC N/A 00439KAD8 1071035.45000000 PA USD 970339.70000000 0.005631804546 Long ABS-O CORP US Y 2 2040-10-20 Fixed 3.58000000 N N N N N N Arroyo Mortgage Trust N/A 042858AC4 159340.44000000 PA USD 154660.60000000 0.000897642619 Long ABS-MBS CORP US Y 2 2049-04-25 Variable 3.80000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YYP7 8248149.80000000 PA USD 866713.11000000 0.005030360845 Long ABS-MBS USGA US N 2 2046-08-20 Floating 2.31306840 N N N N N N BBCMS Mortgage Trust N/A 05493MAH7 30040000.00000000 PA USD 1293936.95000000 0.007509947288 Long ABS-MBS CORP US N 2 2054-09-15 Variable 0.95158440 N N N N N N MASTR Asset Securitization Trust N/A 55265K2G3 10237.65000000 PA USD 10172.66000000 0.000059041625 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.25000000 N N N N N N N/A N/A N/A -259.00000000 NC USD 157854.07000000 0.000916177364 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2026-12-21 -28538562.50000000 USD 157854.07000000 N N N Primo Water Holdings, Inc. N/A 74168RAC7 6410000.00000000 PA USD 6432781.14000000 0.037335549678 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 10690000.00000000 PA USD 11435317.49000000 0.066370027976 Long DBT CORP CH Y 2 2028-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N G Mitt Frn N/A N/A 1002502.69000000 PA USD 1002502.69000000 0.005818476980 Long ABS-MBS CORP US N 3 2026-12-27 Fixed 0.00000000 N N N N N N BANK N/A 06541WAC6 1000000.00000000 PA USD 924198.20000000 0.005364001519 Long ABS-MBS CORP US Y 2 2060-06-15 Variable 3.07800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380P8J6 199328395.72100000 PA USD 12670070.28000000 0.073536473271 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.91276920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7U41 22953096.46000000 PA USD 492761.67000000 0.002859964828 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 1.24728840 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 3930000.00000000 PA USD 4019796.57000000 0.023330704289 Long DBT CORP US Y 2 2032-03-15 Fixed 6.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQ3C5 225306324.68000000 PA USD 3772010.90000000 0.021892568280 Long ABS-MBS USGSE US N 2 2029-09-25 Variable 0.76131000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6CX9 37440519.41000000 PA USD 37082906.66000000 0.215227391337 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAG6 1687000.00000000 PA USD 1674291.26000000 0.009717505252 Long DBT CORP US Y 2 2034-12-15 Fixed 6.37500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 13200000.00000000 PA USD 11292600.00000000 0.065541702588 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427KDX0 2234548.87000000 PA USD 2217109.80000000 0.012867997725 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384WET8 16257668.65000000 PA USD 1327729.66000000 0.007706078537 Long ABS-MBS USGA US N 2 2054-09-20 Floating 2.97115920 N N N N N N FREMF Mortgage Trust N/A 30308PAL4 1750000.00000000 PA USD 1497801.03000000 0.008693164518 Long ABS-MBS USGSE US Y 2 2033-10-25 Variable 4.41074880 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8061.73000000 0.000046789889 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 21084412.50000000 USD 109587288.18000000 BRL 2026-09-15 8061.73000000 N N N UBS Commercial Mortgage Trust N/A 90276EAK3 5330000.00000000 PA USD 5109036.86000000 0.029652602092 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 4.44000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADV47 14332513.92000000 PA USD 14374378.19000000 0.083428193703 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LLB6 9777933.30000000 PA USD 882715.64000000 0.005123238753 Long ABS-MBS USGA US N 2 2066-07-01 Variable 1.38600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2P24 10834295.00000000 PA USD 2596687.99000000 0.015071051126 Long ABS-MBS USGSE US N 2 2039-09-25 Variable 3.46705200 N N N N N N OBX Trust N/A 67125FAA3 44275861.69000000 PA USD 44557766.10000000 0.258611112917 Long ABS-MBS CORP US Y 2 2056-08-25 Variable 6.00000120 N N N N N N FHLMC 5493000IRLADKYZNON28 35564KB65 6412000.00000000 PA USD 6677776.76000000 0.038757492371 Long ABS-MBS CORP US Y 2 2042-07-25 Floating 9.64319040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWZW9 32467920.46000000 PA USD 1890603.76000000 0.010972972508 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 2.15681040 N N N N N N JGW ABS Trust N/A 46663XAB4 12000000.00000000 PA USD 11998856.40000000 0.069640780472 Long ABS-O CORP US N 3 2036-08-15 Fixed 9.34000000 N N N N N N Provincia de Cordoba 5299006CLM2Z97AATT29 74408DAG9 3858000.00000000 PA USD 3803988.00000000 0.022078161817 Long DBT NUSS AR Y 2 2035-02-03 Fixed 8.60000000 N N N N N N Lendmark Funding Trust N/A 52603KAC1 2000000.00000000 PA USD 1969594.40000000 0.011431430351 Long ABS-O CORP US Y 2 2035-11-20 Fixed 5.40000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36273FAA8 32961183.73000000 PA USD 32965040.19000000 0.191327494106 Long ABS-MBS CORP US Y 2 2056-03-25 Variable 6.00000120 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAS5 24122537.00000000 PA USD 21961420.62000000 0.127463019915 Long ABS-MBS USGSE US Y 2 2052-11-25 None 0.00000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AU8 9589000.00000000 PA USD 9669272.68000000 0.056119989571 Long DBT CORP US Y 2 2032-02-15 Fixed 6.25000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323VAA3 8955000.00000000 PA USD 5919165.45000000 0.034354549129 Long ABS-MBS CORP US Y 2 2048-04-10 Fixed 3.11000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZT7 28200000.00000000 PA USD 3001706.70000000 0.017421760071 Long ABS-MBS USGSE US N 2 2048-06-25 Variable 3.49017840 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 7651000.00000000 PA USD 7630574.13000000 0.044287482086 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDDW9 5048507.35000000 PA USD 477962.38000000 0.002774070467 Long ABS-MBS USGSE US N 2 2048-01-15 Floating 2.39901840 N N N N N N RFT TRUST N/A 76201AAD6 11644579.25000000 PA USD 11568994.29000000 0.067145881639 Long ABS-MBS CORP US Y 2 2028-09-27 Variable 8.80599960 N N N N N N Gabonese Republic N/A N/A 5790000.00000000 PA USD 5204688.90000000 0.030207761892 Long DBT NUSS GA Y 2 2033-08-05 Fixed 9.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FUY1 4567305.76000000 PA USD 4523681.18000000 0.026255226121 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HU41 31064082.26000000 PA USD 1977182.24000000 0.011475469806 Long ABS-MBS USGA US N 2 2064-08-16 Variable 0.92175120 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229AX4 3885000.00000000 PA USD 3916313.10000000 0.022730091249 Long DBT CORP US N 2 2036-04-01 Fixed 7.37499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQAM1 3505164.02000000 PA USD 3477901.91000000 0.020185573970 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381NBC1 87018222.39000000 PA USD 5067567.09000000 0.029411913559 Long ABS-MBS USGA US N 2 2055-06-20 Floating 2.21115960 N N N N N N Citi Asset Receivables Trust I N/A 17332QAA3 13998192.04000000 PA USD 13210093.83000000 0.076670743758 Long ABS-MBS CORP US Y 3 2032-03-20 Fixed 25.72000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSWW9 106210.25420000 PA USD 10125.62000000 0.000058768607 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AT8 3549000.00000000 PA USD 3493724.57000000 0.020277407921 Long DBT CORP US Y 2 2034-03-31 Fixed 5.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 28350000.00000000 PA USD 25850947.50000000 0.150037645243 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N IRV Trust N/A 45006HAE1 17600000.00000000 PA USD 17285831.20000000 0.100326125737 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.73036840 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AM6 3666000.00000000 PA USD 3948501.96000000 0.022916913831 Long DBT NUSS KE Y 2 2031-02-16 Fixed 9.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WF60 3378062.74000000 PA USD 249099.36000000 0.001445760601 Long ABS-MBS USGA US N 2 2049-07-20 Floating 2.33307000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BZ9 1370000.00000000 PA USD 1385250.84000000 0.008039928675 Long DBT CORP US Y 2 2034-01-31 Fixed 6.25000000 N N N N N N DISH DBS Corp. N/A 25470XBE4 3258177.50000000 PA USD 3246773.88000000 0.018844118096 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427HB35 1111486.32000000 PA USD 1100869.97000000 0.006389395901 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 248270000.00000000 PA USD -12234650.34000000 -0.07100931706 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V3 2I65BRAI0 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 9306533.66000000 USD 248270000.00000000 USD -12234650.34000000 N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAD3 2870000.00000000 PA USD 2831981.45000000 0.016436682954 Long DBT CORP US Y 2 2029-02-15 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381ME63 28760293.41000000 PA USD 28010972.73000000 0.162574326893 Long ABS-MBS USGA US N 2 2056-05-16 Fixed 4.75000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36272KAA8 5605515.83000000 PA USD 5606171.68000000 0.032537948471 Long ABS-MBS CORP US Y 2 2055-11-25 Variable 6.00000120 N N N N N N RHP Hotel Properties LP N/A 749571AK1 4270000.00000000 PA USD 4347867.72000000 0.025234813328 Long DBT CORP US Y 2 2032-04-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385JXW8 2977392.49000000 PA USD 2673691.31000000 0.015517974660 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276FAC8 6141000.00000000 PA USD 5067029.99000000 0.029408796256 Long ABS-MBS CORP US Y 2 2051-05-15 Fixed 3.00000000 N N N N N N LHOME Mortgage Trust N/A 50205PAA0 3775854.12000000 PA USD 3775390.82000000 0.021912185172 Long ABS-MBS CORP US Y 2 2039-07-25 Variable 5.92099920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZG0 426598.17000000 PA USD 442824.36000000 0.002570131103 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1N68 959691.34000000 PA USD 1010876.11000000 0.005867075904 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N WULF Compute LLC N/A 982911AA7 10325000.00000000 PA USD 10728717.83000000 0.062268957827 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N Boyne USA, Inc. N/A 103557AC8 5048000.00000000 PA USD 4957574.17000000 0.028773519987 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMFK1 3483287.74000000 PA USD 3079246.22000000 0.017871795684 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MMB9 2974692.65000000 PA USD 2737139.94000000 0.015886227431 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 4.50000000 N N N N N N GCAT Trust N/A 36167FAD1 10871000.00000000 PA USD 10453568.82000000 0.060672006321 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 2.93400000 N N N N N N FREMF Mortgage Trust N/A 302982AA1 19000000.00000000 PA USD 15724263.20000000 0.091262860818 Long ABS-MBS USGSE US Y 2 2030-02-25 Variable 3.62206440 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAE5 2880000.00000000 PA USD 2872142.21000000 0.016669774057 Long ABS-O CORP US N 2 2032-02-17 Fixed 4.88000000 N N N N N N Radiology Partners, Inc. 549300SFTAG2177WUZ08 75041VAE4 8468000.00000000 PA USD 8663407.57000000 0.050281997268 Long DBT CORP US Y 2 2032-07-15 Fixed 8.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 58866000.00000000 PA USD 55825365.07000000 0.324007710740 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QVE34 41320267.22000000 PA USD 42347420.47000000 0.245782374105 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N BANK N/A 06540BAN9 2841000.00000000 PA USD 1707865.73000000 0.009912369847 Long ABS-MBS CORP US Y 2 2052-10-17 Fixed 2.68180000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHV56 1877670.63000000 PA USD 1911284.86000000 0.011093004609 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N PRET LLC 2549000L41AJEKAJNL30 74143LAA4 16006351.03000000 PA USD 16016468.64000000 0.092958807016 Long ABS-MBS CORP US Y 2 2055-05-25 Variable 6.24409920 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAG3 1420000.00000000 PA USD 1500921.54000000 0.008711275807 Long DBT CORP DE Y 2 2032-11-15 Fixed 8.00000000 N N Y N N N GNMA 549300M8ZYFG0OCMTT87 38385GR27 51825730.91000000 PA USD 3029099.96000000 0.017580749224 Long ABS-MBS USGA US N 2 2055-06-20 Floating 2.21115960 N N N N N N RCKT Mortgage Trust N/A 74940GAA0 12545285.36000000 PA USD 12529440.66000000 0.072720265779 Long ABS-O CORP US Y 2 2056-07-01 Variable 5.41000080 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AR1 1541000.00000000 PA USD 1483212.50000000 0.008608493398 Long DBT NUSS MX Y 2 2051-01-28 Fixed 6.50000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 537059.79000000 PA USD 527451.79000000 0.003061304602 Long DBT NUSS ZM Y 2 2033-06-30 Variable 5.74999920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HZU8 31435111.07000000 PA USD 1780742.46000000 0.010335342852 Long ABS-MBS USGA US N 2 2064-07-16 Variable 0.75894840 N N N N N N EUSHI Finance, Inc. N/A 29882DAC7 12107000.00000000 PA USD 11891920.36000000 0.069020128884 Long DBT CORP US N 2 2056-04-01 Variable 6.25000000 N N N N N N Republic of Cameroon International Bond 54930021BO6NHYGBBV24 N/A 2400000.00000000 PA USD 2364216.00000000 0.013721794974 Long DBT NUSS CM Y 2 2033-01-30 Fixed 8.87500000 N N N N N N N/A N/A N/A 15000000.00000000 PA USD -1084919.92000000 -0.00629682258 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 449767.58000000 USD 15000000.00000000 USD -1084919.92000000 N N N VistaJet Pass Through Trust N/A 92841QAA0 20330000.00000000 PA USD 20040801.68000000 0.116315840757 Long ABS-O CORP US Y 2 2031-08-15 Fixed 9.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90353DBE4 4155000.00000000 PA USD 3129395.17000000 0.018162857757 Long ABS-MBS CORP US N 2 2051-08-15 Variable 5.00284440 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381TCG8 55022.99030000 PA USD 9634.48000000 0.000055918054 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N Commercial Credit, Inc. N/A 201616AA7 12000000.00000000 PA USD 12022759.44000000 0.069779512557 Long DBT CORP US Y 2 2030-08-30 Fixed 8.75000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DB2 13191000.00000000 PA USD 4333507.32000000 0.025151466263 Long DBT CORP US Y 2 2029-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4W96 2345044.06000000 PA USD 2360263.72000000 0.013698856132 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 747.00000000 NC USD -408996.21000000 -0.00237379416 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-12-31 153339258.19000000 USD -408996.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -4668.36000000 -0.00002709493 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 18605014.43000000 EUR 15953427.77000000 GBP 2026-09-15 -4668.36000000 N N N FHLMC 529900E2V0BG2KXC9E18 35563YAB6 2000000.00000000 PA USD 1985056.20000000 0.011521169888 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 6.29318880 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AC4 8780000.00000000 PA USD 8509043.93000000 0.049386078190 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJXY0 15000000.00000000 PA USD 704299.50000000 0.004087720131 Long ABS-MBS USGSE US N 2 2046-11-25 Variable 2.36949840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7G96 16509884.59000000 PA USD 165.10000000 0.000000958232 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 1.24432920 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J38 17127000.00000000 PA USD 16854597.81000000 0.097823268061 Long DBT CORP US N 2 2033-04-06 Fixed 5.75300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTHF3 11500000.00000000 PA USD 11081764.55000000 0.064318023864 Long ABS-MBS USGSE US N 2 2034-08-25 Variable 4.44999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZY3 47630000.00000000 PA USD 4762699.93000000 0.027642479351 Long ABS-MBS USGSE US N 2 2048-07-25 Variable 3.10827240 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BG61 15772789.40000000 PA USD 1107191.46000000 0.006426085523 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.81116080 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429CAG0 1200000.00000000 PA USD 1156908.00000000 0.006714637909 Long ABS-MBS CORP US N 2 2049-04-15 Variable 4.27100040 N N N N N N Benchmark Mortgage Trust N/A 08162BAJ1 1900000.00000000 PA USD 1037120.51000000 0.006019397128 Long ABS-MBS CORP US Y 2 2052-05-15 Fixed 3.00000000 N N N N N N NW Re-REMIC TRUST N/A 62955LAC2 8000000.00000000 PA USD 6968329.60000000 0.040443846960 Long ABS-MBS CORP US Y 3 2051-12-18 Variable 2.58531120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWFF6 75819.19000000 PA USD 2507.92000000 0.000014555846 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 4.50000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAD6 1500000.00000000 PA USD 1512253.50000000 0.008777045953 Long DBT CORP FR Y 2 2032-08-15 Fixed 6.37500000 N N N N N N Benchmark Mortgage Trust N/A 08164JAJ2 51800000.00000000 PA USD 2066690.50000000 0.011994971405 Long ABS-MBS CORP US N 2 2063-04-15 Variable 0.47555280 N N N N N N Lendmark Funding Trust N/A 52590AAE4 3700000.00000000 PA USD 3746176.74000000 0.021742628069 Long ABS-O CORP US Y 2 2034-02-21 Fixed 8.47000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NY7 498042.01000000 PA USD 515910.48000000 0.002994319398 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust N/A 30333RAG0 13100000.00000000 PA USD 9323767.80000000 0.054114696008 Long ABS-MBS USGSE US Y 2 2030-08-25 None 0.00000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900QY3MMJFMNKXA93 62548RAB5 8100000.00000000 PA USD 8406006.66000000 0.048788054873 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 7.49319120 N N N N N N Harvest Commercial Capital Loan Trust N/A 41757CAA0 16981312.86000000 PA USD 16962490.77000000 0.098449473567 Long ABS-MBS CORP US N 2 2057-06-25 Variable 5.96779920 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AF3 2263000.00000000 PA USD 2340193.19000000 0.013582367750 Long DBT CORP US Y 2 2034-06-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 248270000.00000000 PA USD -12100070.56000000 -0.07022822254 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V3 2I65BRAI0 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 9441113.44000000 USD 248270000.00000000 USD -12100070.56000000 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PBC5 524000.00000000 PA USD 404578.92000000 0.002348156425 Long DBT CORP US N 2 2057-02-28 Variable 6.25000000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414HAG8 6832000.00000000 PA USD 6993324.02000000 0.040588913361 Long DBT CORP US N 2 2028-08-28 Fixed 6.40000080 N N N N N N FHLMC STACR REMIC Trust 5493000ISA3AUOXQEF68 35564KSQ3 3000000.00000000 PA USD 3101607.90000000 0.018001581790 Long ABS-MBS CORP US Y 2 2042-02-25 Floating 12.14318880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384MTC1 12385027.46000000 PA USD 472943.33000000 0.002744940144 Long ABS-MBS USGA US N 2 2054-04-20 Floating 1.61115840 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAJ2 6384000.00000000 PA USD 6275161.74000000 0.036420734326 Long ABS-O CORP US Y 2 2055-12-06 Fixed 5.64900000 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2G3 15655000.00000000 PA USD 16146236.68000000 0.093711974425 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 6.99319080 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 N/A 450000.00000000 PA USD 437265.00000000 0.002537864847 Long DBT NUSS CR Y 2 2043-05-15 Fixed 6.37500000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 13511000.00000000 PA USD 13527578.00000000 0.078513406480 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYB92 1695061.33000000 PA USD 1634661.38000000 0.009487495350 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.00000000 N N N N N N FREMF Mortgage Trust N/A 30303CAG9 3884821.13000000 PA USD 3810272.58000000 0.022114637215 Long ABS-MBS USGSE US Y 2 2027-06-25 Floating 6.28422840 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765XAS3 2417488.79000000 PA USD 2248240.40000000 0.013048678217 Long ABS-MBS CORP US Y 2 2047-12-15 Variable 3.23700120 N N N N N N FHLMC STACR REMIC Trust 5493000ISHRHX47NOH65 35564KKL2 3125000.00000000 PA USD 3135027.81000000 0.018195549326 Long ABS-MBS CORP US Y 2 2041-09-25 Floating 9.89318880 N N N N N N Petco Health & Wellness Co., Inc. 2549007TYGV6RVSE9M61 71601VAA3 2363000.00000000 PA USD 2401001.62000000 0.013935296928 Long DBT CORP US Y 2 2031-02-01 Fixed 8.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K7TN9 378907.03000000 PA USD 390953.73000000 0.002269076483 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADGY8 44873378.85000000 PA USD 45952041.54000000 0.266703419933 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 150533.90000000 0.000873691453 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 20326702.41000000 USD 15112261.81000000 GBP 2026-09-15 150533.90000000 N N N GNMA 549300M8ZYFG0OCMTT87 38381PFN8 97657114.06000000 PA USD 5625420.87000000 0.032649669836 Long ABS-MBS USGA US N 2 2055-07-20 Floating 2.21115960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BFT4 1875657.98000000 PA USD 1666365.69000000 0.009671505628 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N Citi Asset Receivables Trust I N/A 17292HAA1 9935379.43000000 PA USD 9580686.38000000 0.055605838983 Long ABS-MBS CORP US Y 3 2032-01-20 Fixed 24.78000000 N N N N N N Aspire Mortgage Trust N/A 04538QAD7 28452000.00000000 PA USD 28339000.04000000 0.164478181488 Long ABS-MBS CORP US Y 2 2066-08-25 Variable 5.55400080 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 3935000.00000000 PA USD 3830133.04000000 0.022229906361 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N Prime Security Services Borrower LLC N/A 74166MAF3 9764000.00000000 PA USD 9583054.53000000 0.055619583611 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8MM8 10460707.13000000 PA USD 88177.48000000 0.000511777816 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.41782680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXQS0 8000000.00000000 PA USD 764974.40000000 0.004439874308 Long ABS-MBS USGSE US N 2 2048-09-25 Variable 2.82075480 N N N N N N Exeter Automobile Receivables Trust N/A 30168EAG9 9900000.00000000 PA USD 9905533.11000000 0.057491233646 Long ABS-O CORP US Y 2 2034-10-16 Fixed 7.58000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAQ4 60000000.00000000 PA USD 1813158.00000000 0.010523481074 Long ABS-MBS CORP US N 2 2054-05-15 Variable 0.74777400 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MZA1 2779544.16000000 PA USD 2760698.29000000 0.016022958951 Long ABS-MBS USGA US N 2 2056-10-16 Fixed 5.00000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAA8 3201000.00000000 PA USD 3179714.95000000 0.018454911319 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N BANK N/A 06035RBB1 1000000.00000000 PA USD 261460.10000000 0.001517501736 Long ABS-MBS CORP US Y 2 2060-09-15 Fixed 3.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4C71 9659802.35000000 PA USD 179430.83000000 0.001041407833 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.10978280 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PVD3 64663147.80000000 PA USD 3849920.96000000 0.022344754489 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.83642040 N N N N N N CD Mortgage Trust N/A 12512JBA1 2700000.00000000 PA USD 2518382.61000000 0.014616570500 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.83759360 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAB8 4223000.00000000 PA USD 4091794.77000000 0.023748578349 Long DBT CORP US Y 2 2029-04-01 Fixed 4.12500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 12602000.00000000 PA USD 12101442.26000000 0.070236183827 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 17687000.00000000 PA USD 17595273.45000000 0.102122113545 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Citi Asset Receivables Trust I N/A 17292DAA0 5200635.41000000 PA USD 4919281.03000000 0.028551268460 Long ABS-MBS CORP US Y 3 2031-10-20 Fixed 25.54000000 N N N N N N Oneslt N/A N/A 8741533.00000000 PA USD 8741533.00000000 0.050735433474 Long ABS-O CORP US N 3 2030-12-15 Fixed 8.00000000 N N N N N N BANK N/A 06540CAJ6 5300000.00000000 PA USD 3659080.25000000 0.021237124266 Long ABS-MBS CORP US Y 2 2064-06-15 Variable 2.49999840 N N N N N N FREMF Mortgage Trust N/A 30316JAN4 10900000.00000000 PA USD 7770920.65000000 0.045102046479 Long ABS-MBS USGSE US Y 2 2030-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30316JAL8 10900000.00000000 PA USD 35520.92000000 0.000206161696 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAA6 3108405.11000000 PA USD 3192442.40000000 0.018528780822 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 7.64318880 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BH9 3532000.00000000 PA USD 3636374.13000000 0.021105339047 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W3GJ2 88764907.00000000 PA USD 90682665.71000000 0.526317792703 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30297YAE4 16320000.00000000 PA USD 15527489.38000000 0.090120795112 Long ABS-MBS USGSE US Y 2 2029-01-25 Variable 4.38914880 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAC3 6529000.00000000 PA USD 6356934.08000000 0.036895337021 Long DBT CORP US Y 2 2028-07-01 Fixed 3.87500000 N N N N N N Mpire N/A N/A 11989607.00000000 PA USD 12023537.59000000 0.069784028902 Long ABS-O CORP US N 3 2030-09-13 Floating 8.29000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QA50 6100695.00000000 PA USD 5798080.40000000 0.033651777372 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30297NAQ1 16500000.00000000 PA USD 27898.20000000 0.000161919799 Long ABS-MBS USGSE US Y 2 2031-10-25 Fixed 0.10000000 N N N N N N Axalta Coating Systems Dutch Holding B BV 5493007DMEBZH3CQ5E51 05455JAA5 2055000.00000000 PA USD 2124702.95000000 0.012331672851 Long DBT CORP NL Y 2 2031-02-15 Fixed 7.25000000 N N N N N N FREMF Mortgage Trust N/A 30298XAH8 11011889.00000000 PA USD 8414423.34000000 0.048836904876 Long ABS-MBS USGSE US Y 2 2032-10-25 None 0.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 045941AA9 4413000.00000000 PA USD 4390135.81000000 0.025480135272 Long DBT CORP US Y 2 2032-12-31 Fixed 8.00000000 N N N N N N Progress Residential Trust N/A 74333XAN0 8000000.00000000 PA USD 7704828.00000000 0.044718447945 Long ABS-O CORP US Y 2 2039-01-17 Fixed 4.42000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H0GP7 21345463.46000000 PA USD 155996.92000000 0.000905398556 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 0.69198840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NBW8 7815452.30000000 PA USD 422330.63000000 0.002451186488 Long ABS-MBS USGA US N 2 2060-02-16 Variable 0.90704880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLM6 28924.93000000 PA USD 30075.81000000 0.000174558542 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DM23 94356651.55000000 PA USD 6310837.05000000 0.036627792095 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.90721080 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 2920000.00000000 PA USD 2982587.28000000 0.017310791885 Long DBT CORP US Y 2 2033-01-15 Fixed 7.37500000 N N N N N N Seagate Data Storage Technology Pte. Ltd. 254900BS8BBQ8P0D4L86 81180LAV7 5160000.00000000 PA USD 4766550.00000000 0.027664824971 Long DBT CORP SG N 2 2029-07-15 Fixed 3.12500000 N N N N N N FHLMC 5493000F3M25G6705C67 355920AA7 3226000.00000000 PA USD 3580549.34000000 0.020781334674 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 10.39318920 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AP8 3132000.00000000 PA USD 2917442.34000000 0.016932693814 Long DBT NUSS GH Y 2 2035-07-03 Variable 5.00000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EMK7 8196757.66000000 PA USD 718459.74000000 0.004169905477 Long ABS-MBS USGA US N 2 2055-03-20 Floating 3.56115960 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 11180000.00000000 PA USD 11319302.80000000 0.065696684344 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N Incora Top Holdco LLC N/A 45338U101 2784.00000000 NS USD 92762.88000000 0.000538391255 Long EC CORP US N 3 N N N GNMA 549300M8ZYFG0OCMTT87 3618JWCX1 148975.45000000 PA USD 153654.42000000 0.000891802799 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CEC8 15726765.35000000 PA USD 583192.49000000 0.003384820920 Long ABS-MBS USGA US N 2 2055-01-20 Floating 1.56116160 N N N N N N FHLMC STACR REMIC Trust 5493000ISMYB8CLVZD05 35564KCP2 22700000.00000000 PA USD 26913968.98000000 0.156207370345 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 8.64318960 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 283875CE0 9300000.00000000 PA USD 9948628.50000000 0.057741357199 Long DBT NUSS SV Y 2 2030-04-17 Fixed 9.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FAV3 53494700.59000000 PA USD 1916463.70000000 0.011123062345 Long ABS-MBS USGA US N 2 2055-04-20 Floating 1.49115960 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBS3 2424022.05650000 PA USD 2423003.97000000 0.014062997500 Long LON CORP KY N 2 2028-04-20 Variable 5.97921000 N N N N N N Oportun Issuance Trust N/A 68390VAC0 8690000.00000000 PA USD 8639332.09000000 0.050142264350 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.45000000 N N N N N N MIS Acquisition LLC N/A 55318HAD5 3771629.88000000 PA USD 3608205.16000000 0.020941847712 Long LON CORP US N 2 2031-04-22 Variable 8.25092000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUYW4 2197761.62000000 PA USD 2184778.61000000 0.012680349067 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAZ8 2500000.00000000 PA USD 2370497.25000000 0.013758251044 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.71290040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -256948.49000000 -0.00149131657 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 102480791.20000000 CHF 126702228.08000000 USD 2026-09-15 -256948.49000000 N N N GNMA 549300M8ZYFG0OCMTT87 3618JM6N2 1409852.71000000 PA USD 1461922.56000000 0.008484927619 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HR5Q8 6242226.93000000 PA USD 5871595.33000000 0.034078454460 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 5.50000000 N N N N N N Petco Health & Wellness Co., Inc. N/A 71601HAG1 4253364.38890000 PA USD 4247239.54000000 0.024650772253 Long LON CORP US N 2 2031-01-31 Variable 7.98222000 N N N N N N Xerox Corp. N/A 98415LAY2 1690000.00000000 PA USD 1281577.69000000 0.007438214742 Long LON CORP US N 2 2029-11-19 Variable 7.74651436 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AX4 7110000.00000000 PA USD 6622792.23000000 0.038438364826 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7ER9 511312.63000000 PA USD 510907.78000000 0.002965283970 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BUL59 1052308.09000000 PA USD 1042256.98000000 0.006049208951 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAG4 6000000.00000000 PA USD 5877776.40000000 0.034114329090 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.34000000 N N N N N N FREMF Mortgage Trust N/A 30298JAG1 3776963.90000000 PA USD 3524962.22000000 0.020458709726 Long ABS-MBS USGSE US Y 2 2029-07-25 Floating 6.13423080 N N N N N N Connecticut Avenue Securities Trust N/A 20754QAF5 4000000.00000000 PA USD 4261793.60000000 0.024735243311 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 8.99318880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UAU3 11514308.92000000 PA USD 834771.28000000 0.004844972013 Long ABS-MBS USGA US N 2 2054-07-20 Floating 2.96115840 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00867FAA6 1664000.00000000 PA USD 1661211.47000000 0.009641590785 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BF2 6167000.00000000 PA USD 6261126.92000000 0.036339276912 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 4696000.00000000 PA USD 4752309.74000000 0.027582175193 Long DBT CORP US Y 2 2030-10-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 31878000.00000000 PA USD -483262.90000000 -0.00280483442 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 50461.06000000 USD 0.00000000 USD 31878000.00000000 USD -483262.90000000 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690VAE8 1963117.59000000 PA USD 1878605.38000000 0.010903334493 Long ABS-MBS CORP US Y 2 2048-10-15 Fixed 3.06000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2UZ5 6429168.50000000 PA USD 582221.00000000 0.003379182440 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N N N N N N EJ Hugoton N/A N/A 15890343.83000000 PA USD 15890343.83000000 0.092226784738 Long ABS-MBS CORP US N 3 2041-10-10 Fixed 10.28900000 N N N N N N Santander Drive Auto Receivables Trust N/A 802920AG3 2984000.00000000 PA USD 2990854.84000000 0.017358776402 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Elara HGV Timeshare Issuer LLC N/A 28416LAD4 748989.45000000 PA USD 725324.45000000 0.004209747921 Long ABS-O CORP US Y 2 2035-08-27 Fixed 3.32000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRUM1 118746000.00000000 PA USD 7365006.91000000 0.042746142824 Long ABS-MBS USGSE US N 2 2048-03-25 Variable 2.04037200 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CF9 12771000.00000000 PA USD 11852615.68000000 0.068792006428 Long DBT CORP US N 2 2030-08-15 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBTG7 35588431.20000000 PA USD 1510212.87000000 0.008765202236 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 1.50109920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TF49 4489089.72000000 PA USD 4387319.36000000 0.025463788733 Long ABS-MBS USGA US N 2 2064-12-16 Variable 5.00000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618H3VN8 920426.90000000 PA USD 952729.35000000 0.005529594929 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 6.00000000 N N N N N N Wynn Resorts Finance LLC N/A 983133AA7 23220000.00000000 PA USD 23117778.59000000 0.134174465477 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BH8 1577000.00000000 PA USD 1580984.54000000 0.009175957575 Long DBT CORP US Y 2 2031-08-15 Fixed 6.25000000 N N N N N N LHOME Mortgage Trust N/A 50205PAB8 2673354.00000000 PA USD 2675985.12000000 0.015531287822 Long ABS-MBS CORP US Y 2 2039-07-25 Variable 6.09199920 N N N N N N FMC GMSR Issuer Trust N/A 30259RAE5 7000000.00000000 PA USD 6924829.80000000 0.040191376231 Long ABS-MBS CORP US Y 2 2028-01-25 Variable 4.44999960 N N N N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAJ0 2000000.00000000 PA USD 1829525.00000000 0.010618474348 Long DBT CORP US Y 2 2031-10-15 Fixed 3.87500000 N N N N N N ICITII N/A N/A 1832957.38500000 PA USD 978047.73000000 0.005676541579 Long DBT CORP US N 3 2033-01-31 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTXG3 462226.74000000 PA USD 476406.75000000 0.002765041666 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NT8 6434546.59000000 PA USD 6616641.36000000 0.038402665475 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA/FHLMC N/A 01F032690 -135753061.00000000 PA USD -120348269.27000000 -0.69849551666 Short ABS-MBS USGSE US N 2 2056-09-25 Fixed 3.50000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 3600000.00000000 PA USD 3613500.00000000 0.020972578706 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -186148.33000000 -0.00108039587 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 43235522.06000000 USD 37043088.26000000 EUR 2026-09-15 -186148.33000000 N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 1900000.00000000 PA USD 1999750.00000000 0.011606451990 Long DBT NUSS AO Y 2 2031-01-15 Fixed 9.24400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -120739.83000000 -0.00070076811 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43454430.60000000 USD 60482994.25000000 AUD 2026-09-15 -120739.83000000 N N N New Residential Mortgage Loan Trust N/A 64830DAG8 4957774.06000000 PA USD 145716.42000000 0.000845731032 Long ABS-MBS CORP US Y 2 2057-12-25 Variable 1.00000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UVXP9 1194050.00000000 PA USD 1254614.16000000 0.007281719722 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 7.00000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AM6 4685000.00000000 PA USD 4664743.93000000 0.027073947479 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAG5 75761.41000000 PA USD 71795.58000000 0.000416698063 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.51000080 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AG7 7800000.00000000 PA USD 7839833.82000000 0.045502015175 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276UBE0 2510000.00000000 PA USD 2183417.63000000 0.012672450005 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.70537640 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 5899293T3 17786.92000000 PA USD 17330.12000000 0.000100583175 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.87451960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384BD81 2518566.00000000 PA USD 2463825.47000000 0.014299923506 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYHQ6 292221.07000000 PA USD 26965.93000000 0.000156508949 Long ABS-MBS USGSE US N 2 2047-05-15 Floating 2.39901840 N N N N N N Towd Point Mortgage Trust N/A 89175GAK2 206748.94000000 PA USD 205730.62000000 0.001194050538 Long ABS-MBS CORP US Y 2 2047-11-25 Variable 3.99999960 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAH0 1400000.00000000 PA USD 1398032.44000000 0.008114112462 Long DBT CORP GB Y 2 2028-05-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2P0 66383.41000000 PA USD 69039.64000000 0.000400702721 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 7.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830PAE6 3042000.00000000 PA USD 2658771.88000000 0.015431383012 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 4.04422920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618FUSM6 89521.53000000 PA USD 92557.32000000 0.000537198195 Long ABS-MBS USGA US N 2 2063-09-20 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H0GY8 16000000.00000000 PA USD 623969.60000000 0.003621489289 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 2.74229280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B0QA7 2351168.74000000 PA USD 219539.68000000 0.001274197652 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 2.39232960 N N N N N N Mpire N/A N/A 4995669.00000000 PA USD 5009806.74000000 0.029076675289 Long ABS-O CORP US N 3 2030-09-19 Fixed 11.16000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BN0 11121000.00000000 PA USD 10624078.13000000 0.061661634085 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W0S71 40316973.14000000 PA USD 41234714.85000000 0.239324284665 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RSU5 31591150.80000000 PA USD 2027339.99000000 0.011766582954 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.96959160 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAA1 11040000.00000000 PA USD 10872829.56000000 0.063105375317 Long DBT CORP US Y 2 2029-04-15 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PKN3 92363307.01000000 PA USD 5999800.35000000 0.034822550177 Long ABS-MBS USGA US N 2 2062-05-16 Variable 1.00199160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397VGA9 64986.95000000 PA USD 2120.75000000 0.000012308730 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JBA4 6250000.00000000 PA USD 4545400.00000000 0.026381281099 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.56999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UXFP5 4275120.00000000 PA USD 4420288.16000000 0.025655138049 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.50000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBL9 3540000.00000000 PA USD 3519802.53000000 0.020428763136 Long ABS-O CORP US Y 2 2032-02-20 Fixed 6.31000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADKE7 4993783.63000000 PA USD 5006324.22000000 0.029056462912 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEBT6 20640000.00000000 PA USD 532243.68000000 0.003089116499 Long ABS-MBS USGSE US N 2 2045-12-25 Variable 2.63013120 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAS3 2081000.00000000 PA USD 2113074.45000000 0.012264181601 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes N/A 3137G0UX5 34415000.00000000 PA USD 35818120.20000000 0.207886632079 Long ABS-MBS CORP US N 2 2030-09-25 Floating 8.10767160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381UQE5 67580353.04000000 PA USD 3506832.37000000 0.020353484956 Long ABS-MBS USGA US N 2 2055-09-20 Floating 2.26116000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAH4 1170000.00000000 PA USD 1133674.66000000 0.006579792731 Long DBT CORP US Y 2 2033-08-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FX3T3 85620647.22000000 PA USD 3364086.60000000 0.019524995432 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.30670280 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 45777VAE7 8210000.00000000 PA USD 8511142.80000000 0.049398259929 Long DBT NUSS CR Y 2 2031-10-07 Fixed 6.75000000 N N N N N N Caturus Energy LLC 254900LM244SIFQ1QY31 149482AA9 1595000.00000000 PA USD 1597078.29000000 0.009269364919 Long DBT CORP US Y 2 2031-05-15 Fixed 7.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001VAZ3 1930000.00000000 PA USD 1572411.14000000 0.009126197977 Long ABS-MBS CORP US N 2 2052-06-15 Variable 4.28900040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31325VM50 5178546.45000000 PA USD 436419.00000000 0.002532954705 Long ABS-MBS USGSE US N 2 2045-02-15 Floating 2.35901880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9DB1 437585.95000000 PA USD 434632.96000000 0.002522588615 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N BANK5 N/A 06644EAG3 26446000.00000000 PA USD 26815072.44000000 0.155633379624 Long ABS-MBS CORP US N 2 2056-04-15 Variable 6.26000040 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 371559AB1 1950000.00000000 PA USD 1964422.20000000 0.011401411153 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EBA5 1566000.00000000 PA USD 1526859.55000000 0.008861818759 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9EH6 27167610.32000000 PA USD 321656.36000000 0.001866877909 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 1.71759960 N N N N N N FREMF Mortgage Trust N/A 30298KAC7 11000000.00000000 PA USD 9881072.30000000 0.057349264291 Long ABS-MBS USGSE US Y 2 2029-06-25 Variable 4.97817360 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 6900000.00000000 PA USD 7155231.00000000 0.041528613618 Long DBT NUSS AO Y 2 2037-03-31 Fixed 9.87500000 N N N N N N BANK N/A 06541TAL3 3500000.00000000 PA USD 2563385.30000000 0.014877763929 Long ABS-MBS CORP US Y 2 2053-11-15 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5Y22 700218.05000000 PA USD 726970.27000000 0.004219300181 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXUK7 412223.35000000 PA USD 23257.15000000 0.000134983370 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30319DAA2 258199177.42000000 PA USD 862669.27000000 0.005006890594 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TWP5 15302544.98000000 PA USD 2473500.31000000 0.014356075808 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30289SAN7 117817961.98000000 PA USD 60263.89000000 0.000349768694 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EMC9 77686502.94000000 PA USD 4786801.48000000 0.027782363578 Long ABS-MBS USGA US N 2 2064-04-16 Variable 0.78600960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNQ1 24644992.09000000 PA USD 3286525.53000000 0.019074834744 Long ABS-MBS USGSE US N 2 2035-09-25 Variable 3.94796160 N N N N N N CITI Asset Receivables Trust I N/A 17302EAA6 5248169.99940000 PA USD 4793678.48000000 0.027822277353 Long ABS-O CORP US Y 3 2031-03-15 Fixed 27.07000000 Y N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2D5 5389000.00000000 PA USD 4887823.00000000 0.028368687580 Long DBT NUSS BH Y 2 2032-09-16 Fixed 5.45000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98955DAA8 2750000.00000000 PA USD 2538075.93000000 0.014730869573 Long DBT CORP NL Y 2 2030-01-15 Fixed 4.87500000 N N N N N N Santander Mortgage Asset Receivable Trust 2549002M4FE0UIHNQI95 802633AD9 40514320.12000000 PA USD 40234751.05000000 0.233520543279 Long ABS-MBS CORP US Y 2 2066-06-25 Variable 5.45500080 N N N N N N Connecticut Avenue Securities Trust N/A 20754GAE0 3160000.00000000 PA USD 3179646.67000000 0.018454515025 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.44318920 N N N N N N BANK N/A 06540AAP6 8600000.00000000 PA USD 4726565.16000000 0.027432754899 Long ABS-MBS CORP US Y 2 2062-09-15 Fixed 2.50000000 N N N N N N Six Flags Entertainment Corp. N/A 83003AAA8 5352000.00000000 PA USD 5427356.16000000 0.031500111867 Long DBT CORP US Y 2 2032-01-15 Fixed 8.62500000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBQ1 5000000.00000000 PA USD 4949303.50000000 0.028725517419 Long ABS-O CORP US Y 2 2028-09-25 Fixed 6.78000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9Y44 3052874.04000000 PA USD 3107800.40000000 0.018037522760 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12595VAG2 2000000.00000000 PA USD 1723572.20000000 0.010003529437 Long ABS-MBS CORP US N 2 2051-05-10 Variable 4.51539360 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 03969UAA4 6608085.00000000 PA USD 6326131.23000000 0.036716558774 Long DBT CORP LU Y 2 2030-12-01 Variable 11.00000000 N N Y N N N GNMA 549300M8ZYFG0OCMTT87 38385LD39 14886771.49000000 PA USD 14682356.76000000 0.085215686384 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRUL3 63115121.66000000 PA USD 2709115.61000000 0.015723575579 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.63244160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HPG48 556397.31000000 PA USD 574415.46000000 0.003333879464 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383JCS2 237397231.11000000 PA USD 14359968.59000000 0.083344561084 Long ABS-MBS USGA US N 2 2064-04-16 Variable 0.80368920 N N N N N N FREMF Mortgage Trust N/A 30306WAL1 16000000.00000000 PA USD 22955.20000000 0.000133230867 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFS6 1516247.34000000 PA USD 1570363.68000000 0.009114314619 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZP2 200215.10000000 PA USD 199277.46000000 0.001156596710 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAH3 1459000.00000000 PA USD 1553835.00000000 0.009018382962 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YCJ9 14000000.00000000 PA USD 10827446.00000000 0.062841971337 Long ABS-MBS CORP US Y 2 2029-09-29 Fixed 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UDKA6 4253233.32000000 PA USD 4214248.23000000 0.024459292290 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.50000000 N N N N N N LSF12 Helix Parent LLC 254900H70V4IL22BHL88 54913EAB8 1624151.11000000 PA USD 1621844.82000000 0.009413108658 Long LON CORP US N 2 2033-02-10 Variable 7.18640000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U52D7 924894.99000000 PA USD 932914.45000000 0.005414590211 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30311TAE7 3263475.95000000 PA USD 3171917.83000000 0.018409657213 Long ABS-MBS USGSE US Y 2 2029-01-25 Floating 8.48423160 N N N N N N Digicel International Finance Ltd. N/A 25381MAA5 5820000.00000000 PA USD 6047851.84000000 0.035101438693 Long DBT CORP US Y 2 2032-08-01 Fixed 8.62500000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595FAP7 1000000.00000000 PA USD 760439.30000000 0.004413552807 Long ABS-MBS CORP US Y 2 2050-09-15 Variable 4.02563520 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384PBS8 9104690.28000000 PA USD 945215.26000000 0.005485983516 Long ABS-MBS USGA US N 2 2054-05-20 Floating 3.61116000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BW8 10047000.00000000 PA USD 10068460.39000000 0.058436855675 Long DBT CORP US N 2 2056-04-01 Variable 6.37500000 N N N N N N Street Capital Group, Inc. N/A N/A 8060990.62000000 PA USD 8060990.62000000 0.046785598514 Long DBT CORP CA N 3 2030-02-15 Fixed 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2V5 947801.48000000 PA USD 942023.51000000 0.005467458753 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 3200000.00000000 PA USD 3226048.00000000 0.018723826094 Long DBT NUSS NG Y 2 2051-09-28 Fixed 8.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384PCD0 18057424.03000000 PA USD 724971.27000000 0.004207698082 Long ABS-MBS USGA US N 2 2054-05-20 Floating 1.61115840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UUY3 43129881.60000000 PA USD 2137335.79000000 0.012404993241 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.31116040 N N N N N N BMO Mortgage Trust N/A 09660SAU4 24700000.00000000 PA USD 25456027.48000000 0.147745548604 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.52619880 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 5499000.00000000 PA USD 5507270.50000000 0.031963930820 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXBV5 1884331.71000000 PA USD 1871615.39000000 0.010862764930 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N PRPM N/A 74449DAA3 5044936.59000000 PA USD 5036165.46000000 0.029229660022 Long ABS-MBS CORP US Y 2 2030-05-25 Variable 6.25500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JN2K0 649293.75000000 PA USD 665288.29000000 0.003861300961 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 N/A 240000.00000000 PA USD 233208.00000000 0.001353527918 Long DBT NUSS CR Y 2 2043-05-15 Fixed 6.37500000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970NAP2 352956.85000000 PA USD 328170.00000000 0.001904682760 Long ABS-O CORP US N 2 2035-08-25 Variable 5.55099840 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565XAD2 2820000.00000000 PA USD 2448490.94000000 0.014210922637 Long DBT CORP US Y 2 2032-08-15 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FGR64 2680000.00000000 PA USD 93324.03000000 0.000541648142 Long ABS-MBS USGSE US N 2 2046-06-25 Variable 2.28770640 N N N N N N PetSmart LLC N/A 71677KAC2 7728000.00000000 PA USD 7802358.82000000 0.045284512093 Long DBT CORP US Y 2 2032-09-15 Fixed 7.50000000 N N N N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 2725000.00000000 PA USD 2712346.74000000 0.015742328901 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LM6 25000122.00000000 PA USD 460579.75000000 0.002673182525 Long ABS-MBS USGSE US N 2 2045-08-25 Variable 2.23398720 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590RAP4 8121750.00000000 PA USD 3857713.48000000 0.022389981897 Long ABS-MBS CORP US Y 2 2049-08-15 Variable 3.55888800 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CE0 10532000.00000000 PA USD 10533116.39000000 0.061133696558 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NVKZ9 4700000.00000000 PA USD 4729351.41000000 0.027448926159 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.99000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRUW9 100621542.00000000 PA USD 5613233.09000000 0.032578932552 Long ABS-MBS USGSE US N 2 2048-03-25 Variable 1.97446320 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385NVT8 52149250.83000000 PA USD 2547485.69000000 0.014785483364 Long ABS-MBS USGA US N 2 2056-03-20 Floating 2.03115960 N N N N N N AMSR Trust N/A 66981YAG4 11000000.00000000 PA USD 10615693.00000000 0.061612967197 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RLL2 8666887.13000000 PA USD 679600.09000000 0.003944365954 Long ABS-MBS USGA US N 2 2062-12-16 Variable 1.13401080 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PFH6 5880000.00000000 PA USD 5718300.00000000 0.033188735801 Long DBT NUSS DO Y 2 2038-05-17 Fixed 6.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BNDZ8 1895306.40000000 PA USD 1877203.40000000 0.010895197469 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAV0 6259000.00000000 PA USD 5319059.68000000 0.030871564351 Long ABS-MBS CORP US Y 2 2049-01-15 Variable 4.72781520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396NCP9 932149.76000000 PA USD 66950.17000000 0.000388575538 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 2.84901840 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAB6 4704000.00000000 PA USD 4635551.16000000 0.026904514058 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N CD Mortgage Trust N/A 12512JAE4 1629000.00000000 PA USD 1392053.48000000 0.008079410868 Long ABS-MBS CORP US Y 2 2051-08-15 Variable 3.08759400 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RMP2 12184567.92000000 PA USD 842667.66000000 0.004890802220 Long ABS-MBS USGA US N 2 2062-06-16 Variable 1.07430840 N N N N N N BANK N/A 065403AJ6 2800000.00000000 PA USD 2435573.00000000 0.014135947540 Long ABS-MBS CORP US Y 2 2052-04-15 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAG1 842570.58000000 PA USD 818717.41000000 0.004751796131 Long ABS-MBS CORP US Y 2 2048-02-10 Variable 4.42369440 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTZX4 920879.70000000 PA USD 915439.63000000 0.005313167203 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259TAG6 1450488.69000000 PA USD 1163958.43000000 0.006755558263 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 2.26000080 N N N N N N Clarios Global LP N/A 18060TAE5 9251000.00000000 PA USD 9424086.21000000 0.054696939194 Long DBT CORP US Y 2 2032-09-15 Fixed 6.75000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAY1 8678528.00000000 PA USD 8466023.83000000 0.049136391616 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.49169840 N N N N N N GS Mortgage-Backed Securities Trust 25490056GA5WA3XCJP18 362980AA2 6045451.39000000 PA USD 5984159.58000000 0.034731771906 Long ABS-O CORP US Y 2 2056-06-25 Variable 5.22699840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EKL7 30473003.32000000 PA USD 1334217.79000000 0.007743735329 Long ABS-MBS USGA US N 2 2055-03-20 Floating 1.66115880 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AU5 8597000.00000000 PA USD 8468747.37000000 0.049152198910 Long DBT CORP US Y 2 2028-03-01 Fixed 4.50000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AS2 2324000.00000000 PA USD 2287652.41000000 0.013277423612 Long DBT CORP US Y 2 2033-11-15 Fixed 5.75000000 N N N N N N Upstart Pass-Through Trust N/A 91683LAB2 2670000.00000000 PA USD 92141.70000000 0.000534785956 Long ABS-O CORP US Y 3 2029-10-20 Fixed 0.00000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 6860000.00000000 PA USD 7016572.64000000 0.040723847223 Long DBT CORP US Y 2 2032-04-30 Fixed 6.75000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AD5 1974000.00000000 PA USD 1981402.50000000 0.011499963990 Long DBT NUSS PK Y 2 2029-04-24 Fixed 6.97500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380MH46 11378459.95000000 PA USD 613600.52000000 0.003561307651 Long ABS-MBS USGA US N 2 2060-08-16 Variable 0.90552960 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453H106 5550.00000000 NS USD 13153.50000000 0.000076342275 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W3PD5 6099117.82000000 PA USD 6168871.05000000 0.035803828318 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust 2138008C4H1F2CU67V53 64831YAC0 11107980.08000000 PA USD 10955710.78000000 0.063586413898 Long ABS-MBS CORP US Y 2 2065-10-26 Variable 5.01000120 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 2664000.00000000 PA USD 2612336.46000000 0.015161874087 Long DBT CORP US Y 2 2033-03-01 Fixed 6.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GEP0 41538483.70000000 PA USD 1449913.24000000 0.008415226108 Long ABS-MBS USGA US N 2 2055-05-20 Floating 1.46116080 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003PAA9 4000000.00000000 PA USD 3995770.00000000 0.023191255242 Long ABS-MBS CORP US Y 2 2035-07-15 Variable 5.30749080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7B68 587394.84000000 PA USD 593753.93000000 0.003446119006 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024958AG5 22360000.00000000 PA USD 22263737.96000000 0.129217655090 Long ABS-O CORP US Y 2 2033-03-08 Fixed 5.49000000 N N N N N N Sunrise FinCo. I BV 213800MNFBDEQRS6HZ22 90320BAA7 3485000.00000000 PA USD 3286251.84000000 0.019073246261 Long DBT CORP NL Y 2 2031-07-15 Fixed 4.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JMQ7 373106592.00000000 PA USD 6211739.72000000 0.036052635999 Long ABS-MBS USGA US N 2 2057-07-16 Variable 0.39354840 N N N N N N Acushnet Co. 549300H805O14KEFES79 005095AB0 1588000.00000000 PA USD 1559178.91000000 0.009049398756 Long DBT CORP US Y 2 2033-12-01 Fixed 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385QDQ7 45120967.48080000 PA USD 4179785.33000000 0.024259271291 Long ABS-MBS USGA US N 2 2076-04-20 Variable 1.04631840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U6FL3 1360568.49000000 PA USD 1407893.12000000 0.008171343370 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257BAA0 3447495.82000000 PA USD 3363921.97000000 0.019524039927 Long ABS-MBS CORP US Y 2 2052-06-25 Variable 5.22000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AF0 2600000.00000000 PA USD 2622591.92000000 0.015221396279 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.03000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAG3 24185000.00000000 PA USD 24119400.61000000 0.139987831092 Long ABS-O CORP US Y 2 2032-07-12 Fixed 5.19000000 N N N N N N Blue Racer Midstream LLC N/A 095796AK4 1980000.00000000 PA USD 2046935.88000000 0.011880316549 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N NGL Energy Operating LLC N/A 62922LAD0 3826000.00000000 PA USD 4011186.05000000 0.023280729248 Long DBT CORP US Y 2 2032-02-15 Fixed 8.37500000 N N N N N N NGF Holdings LLC N/A 65346FAA0 7500000.00000000 PA USD 7533187.50000000 0.043722254809 Long DBT CORP US N 2 2029-12-23 Fixed 9.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGGA3 93719576.00000000 PA USD 684387.20000000 0.003972150108 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 0.49223160 N N N N N N FHLMC 529900KWKEUIIIV9P337 355917AA3 1957710.20000000 PA USD 1969397.14000000 0.011430285463 Long ABS-MBS USGSE US Y 2 2044-10-25 Floating 6.09485040 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BZ6 4500000.00000000 PA USD 5231250.00000000 0.030361921228 Long DBT NUSS PA N 2 2057-03-01 Fixed 7.87500000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBM1 3825000.00000000 PA USD 3571216.99000000 0.020727170167 Long DBT CORP US Y 2 2030-05-15 Fixed 5.25000000 N N N N N N FHLMC, Multi-Class Certificates N/A 3137H2NR1 9312257.53000000 PA USD 929273.90000000 0.005393460635 Long ABS-MBS USGSE US N 2 2045-09-25 Variable 1.73615760 N N N N N N PRET Trust N/A 74144HAA2 26887048.38000000 PA USD 26807140.07000000 0.155587340533 Long ABS-O CORP US Y 2 2066-06-25 Variable 5.66840160 N N N N N N FREMF Mortgage Trust N/A 302973AW2 37520000.00000000 PA USD 87211.49000000 0.000506171257 Long ABS-MBS USGSE US Y 2 2029-07-25 Fixed 0.10000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AS5 14712000.00000000 PA USD 14461518.49000000 0.083933951777 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RVE7 87781135.70000000 PA USD 5527279.66000000 0.032080063014 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.84454920 N N N N N N Sunoco LP N/A 86765LAT4 4994000.00000000 PA USD 4884779.22000000 0.028351021628 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FAN1 2461031.44000000 PA USD 2267219.55000000 0.013158832283 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20755AAC6 11850000.00000000 PA USD 12197043.84000000 0.070791050760 Long ABS-MBS CORP US Y 2 2043-01-25 Floating 6.99319080 N N N N N N N/A N/A N/A 95.00000000 NC USD -34535.37000000 -0.00020044161 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-12-21 10467812.50000000 USD -34535.37000000 N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AH3 1105000.00000000 PA USD 1093316.43000000 0.006345555522 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AC8 2600000.00000000 PA USD 2684601.40000000 0.015581296293 Long DBT CORP US Y 2 2032-07-15 Fixed 7.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKQV5 95216.71000000 PA USD 4333.38000000 0.000025150727 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 4.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 4836000.00000000 PA USD 4822265.76000000 0.027988196539 Long DBT NUSS EC Y 2 2034-01-29 Fixed 8.75000000 N N N N N N BANK N/A 06540WBG7 2500000.00000000 PA USD 1864848.25000000 0.010823488777 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.03035840 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes 5493000IRI80KQJUNK40 35564KT58 3073004.38000000 PA USD 3084528.15000000 0.017902451750 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 5.74319160 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAB9 7090000.00000000 PA USD 7154120.12000000 0.041522166125 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BARA4 20372914.60000000 PA USD 299551.11000000 0.001738580111 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 0.56925000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 988895AQ1 1181532.00000000 PA USD 1160394.39000000 0.006734872748 Long DBT NUSS ZM Y 2 2033-06-30 Variable 5.74999920 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 15615000.00000000 PA USD 15873756.17000000 0.092130510764 Long DBT CORP US Y 2 2033-06-30 Fixed 6.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3130G2Q29 1000000.00000000 PA USD 1011488.59000000 0.005870630708 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.00000000 N N N N N N Comision Ejecutiva Hidroelectrica del Rio Lempa 254900YU43PQQ27Q0E71 200444AA5 767000.00000000 PA USD 825644.82000000 0.004792002482 Long DBT NUSS SV Y 2 2033-01-24 Fixed 8.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BWZU5 1665829.40000000 PA USD 1655988.58000000 0.009611277385 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Affirm Asset Securitization Trust N/A 00835DAD4 4000000.00000000 PA USD 3996195.20000000 0.023193723082 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.23000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J92B1 2351183.50000000 PA USD 2405626.26000000 0.013962138114 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAR6 15000000.00000000 PA USD 14951538.00000000 0.086778001242 Long ABS-O CORP US Y 2 2027-03-26 Variable 6.50000160 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RAJ8 4500000.00000000 PA USD 2582542.80000000 0.014988953130 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.60000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPM4 439393.24000000 PA USD 462828.02000000 0.002686231375 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAK9 29605000.00000000 PA USD 29642775.98000000 0.172045233796 Long DBT CORP US N 2 2030-07-26 Variable 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2N91 19368680.00000000 PA USD 2345880.29000000 0.013615375402 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 3.04807680 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAS6 3140000.00000000 PA USD 3108600.60000000 0.018042167082 Long DBT CORP US Y 2 2034-03-01 Fixed 6.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7B92 998362.14000000 PA USD 993036.36000000 0.005763534860 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281ABK4 1250000.00000000 PA USD 1222758.50000000 0.007096831017 Long DBT CORP US Y 2 2030-02-15 Fixed 4.75000000 N N N N N N DBJPM Mortgage Trust N/A 23312VAS5 2950000.00000000 PA USD 1622529.50000000 0.009417082507 Long ABS-MBS CORP US Y 2 2049-08-10 Variable 3.44600280 N N N N N N Endo GUC Trust N/A 29281F105 10295.00000000 NS USD 5919.63000000 0.000034357245 Long PF US N 3 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1M33 612823.28000000 PA USD 623288.02000000 0.003617533431 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DT6D7 13437792.60000000 PA USD 14046976.65000000 0.081527971048 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 1696141.55000000 PA USD 1682362.44000000 0.009764349989 Long ABS-O CORP US Y 2 2029-05-15 Fixed 3.27000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807WAG8 16150000.00000000 PA USD 16207111.25000000 0.094065287477 Long ABS-O CORP US Y 2 2033-08-15 Fixed 7.36000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATP0 308683.89000000 PA USD 320328.72000000 0.001859172351 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVP28 2824076.23000000 PA USD 2872298.01000000 0.016670678312 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Esentia Energy Development SAB de CV 254900Q2VJTZZLC8UL64 29642EAB8 1314000.00000000 PA USD 1270874.52000000 0.007376094063 Long DBT CORP MX Y 2 2038-07-30 Fixed 6.50000000 N N N N N N OBX Trust 2549007DTHVTGCMU8X03 67123VAD4 15390118.91000000 PA USD 15133484.06000000 0.087834007348 Long ABS-MBS CORP US Y 2 2065-12-01 Variable 4.81799880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384VBE6 24261059.89000000 PA USD 1400928.22000000 0.008130919428 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.31116040 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAA6 4680000.00000000 PA USD 4682808.94000000 0.027178795921 Long ABS-O CORP US Y 2 2030-08-19 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQXM0 74853020.00000000 PA USD 190246.44000000 0.001104181108 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 1.80141120 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAE1 2918000.00000000 PA USD 2847376.23000000 0.016526033510 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBU3 17184568.11620000 PA USD 907790.28000000 0.005268770747 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.77865200 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 13268000.00000000 PA USD 12847659.28000000 0.074567191212 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAD9 1385000.00000000 PA USD 1436557.47000000 0.008337709867 Long DBT CORP US Y 2 2034-05-31 Fixed 7.12500000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAD1 2034000.00000000 PA USD 2001768.22000000 0.011618165641 Long DBT CORP US Y 2 2034-07-01 Fixed 7.12500000 N N N N N N CCO Holdings LLC N/A 1248EPCK7 29027000.00000000 PA USD 26179056.53000000 0.151941974136 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AE4 1783000.00000000 PA USD 1792073.06000000 0.010401105105 Long DBT CORP US Y 2 2035-01-15 Fixed 6.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31325UPM2 6173.55000000 PA USD 58.61000000 0.000000340169 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A7DN1 435852.76000000 PA USD 470175.56000000 0.002728876141 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 8.00000000 N N N N N N Republic of Trinidad & Tobago N/A 896292AP4 1309000.00000000 PA USD 1294077.40000000 0.007510762453 Long DBT NUSS TT Y 2 2038-07-16 Fixed 6.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NT41 19098953.95000000 PA USD 739748.32000000 0.004293463363 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.58497120 N N N N N N FREMF Mortgage Trust N/A 30314CAG6 1084419.13000000 PA USD 1032259.00000000 0.005991181160 Long ABS-MBS USGSE US Y 2 2029-07-25 Floating 6.13423080 N N N N N N Archrock Partners LP N/A 03959KAD2 3157000.00000000 PA USD 3215182.91000000 0.018660765638 Long DBT CORP US Y 2 2032-09-01 Fixed 6.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 7200000.00000000 PA USD 5904000.00000000 0.034266529592 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULHU8 339161.74000000 PA USD 344514.63000000 0.001999546199 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAN6 249091419.23000000 PA USD 179271.09000000 0.001040480709 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N Oportun Issuance Trust N/A 68390VAB2 15080000.00000000 PA USD 14981995.08000000 0.086954772657 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.06000000 N N N N N N Harvest Midstream I LP 549300DW5M17KJOXCY66 417558AD5 2112000.00000000 PA USD 2143172.80000000 0.012438870964 Long DBT CORP US Y 2 2034-05-15 Fixed 6.75000000 N N N N N N AMSR Trust N/A 00179WAG9 9913000.00000000 PA USD 9876517.19000000 0.057322826654 Long ABS-O CORP US Y 2 2039-03-17 Fixed 6.02100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UEBV8 6650241.46000000 PA USD 6876048.08000000 0.039908249494 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FNMA/FHLMC N/A 01F052698 100280000.00000000 PA USD 99248399.58000000 0.576032896555 Long ABS-MBS USGSE US N 2 2056-09-25 Fixed 5.50000000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 4140000.00000000 PA USD 3820185.00000000 0.022172168420 Long DBT CORP US Y 2 2031-04-01 Fixed 3.75000000 N N N N N N Camden N/A N/A 18956860.67000000 PA USD 18547392.48000000 0.107648166207 Long ABS-MBS CORP US N 3 2031-09-15 Fixed 0.00000000 N N N N N N Albertsons Cos., Inc. N/A 013092AE1 3562000.00000000 PA USD 3430439.67000000 0.019910105431 Long DBT CORP US Y 2 2030-02-15 Fixed 4.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXBS2 3805182.73000000 PA USD 3779569.32000000 0.021936436983 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Wynn Las Vegas LLC N/A 983130AX3 720000.00000000 PA USD 720329.76000000 0.004180758983 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2N3 109304.59000000 PA USD 113184.28000000 0.000656916070 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1ML3 3523033.48000000 PA USD 3581117.31000000 0.020784631144 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XGQ1 28544000.00000000 PA USD 29220975.19000000 0.169597122473 Long ABS-MBS CORP US N 2 2029-09-25 Floating 9.25767000 N N N N N N Saavi Energia Sarl 254900A2V0IO8K56UH35 78518PAA3 4754000.00000000 PA USD 5222506.70000000 0.030311175539 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Stingray Compute LLC N/A 86083AAA4 4035000.00000000 PA USD 3928959.59000000 0.022803490863 Long DBT CORP US Y 2 2031-06-15 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6DH3 42168220.52000000 PA USD 41765451.18000000 0.242404652578 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DPK0 64218604.75000000 PA USD 4334961.32000000 0.025159905209 Long ABS-MBS USGA US N 2 2061-06-16 Variable 0.97129080 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CDD3 9109000.00000000 PA USD 9069078.90000000 0.052636493988 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.80700000 N N N N N N CGMS Commercial Mortgage Trust N/A 17326CAA2 4358750.00000000 PA USD 3989119.72000000 0.023152657339 Long ABS-MBS CORP US Y 2 2050-08-15 Fixed 3.00000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AL5 3830000.00000000 PA USD 3548340.27000000 0.020594394794 Long DBT CORP US Y 2 2031-03-01 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9ZB7 1769365.90000000 PA USD 1834195.64000000 0.010645582516 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N Symphony CLO XXIII Ltd. 54930001DQI1CFLYVB48 87167NDQ5 8000000.00000000 PA USD 7991544.00000000 0.046382533700 Long ABS-CBDO CORP KY Y 2 2034-01-15 Floating 5.50292040 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 716564AB5 3110000.00000000 PA USD 2279008.00000000 0.013227251875 Long DBT NUSS PE Y 2 2047-06-19 Fixed 5.62500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AM8 9135000.00000000 PA USD 9133437.00000000 0.053010025278 Long DBT CORP US N 2 2028-02-01 Fixed 5.12500000 N N N N N N Business Jet Securities LLC N/A 12327CAC8 1039413.59000000 PA USD 1051696.55000000 0.006103995757 Long ABS-O CORP US Y 2 2039-05-15 Fixed 9.13200000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZV9 258224.98000000 PA USD 257184.63000000 0.001492687116 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000XAF4 4000000.00000000 PA USD 3936573.60000000 0.022847682208 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.41800000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259TAE1 1912730.32000000 PA USD 1570431.74000000 0.009114709636 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 1.78999920 N N N N N N FREMF Mortgage Trust N/A 30325VAE6 25141546.16000000 PA USD 23433947.43000000 0.136009494087 Long ABS-MBS USGSE US Y 2 2032-02-25 Floating 10.01975040 N N N N N N Outfront Media Capital LLC N/A 69007TAG9 1560000.00000000 PA USD 1618097.52000000 0.009391359511 Long DBT CORP US Y 2 2031-02-15 Fixed 7.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9C89 754481.76000000 PA USD 750457.00000000 0.004355616022 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAQ9 11440000.00000000 PA USD 8403547.15000000 0.048773779996 Long ABS-MBS CORP US Y 2 2053-02-13 Fixed 3.47700000 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96350TAH3 2362912.50010000 PA USD 2361731.04000000 0.013707372386 Long LON CORP US N 2 2029-10-19 Variable 6.93640000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTXT5 719308.61000000 PA USD 761862.44000000 0.004421812643 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 7.00000000 N N N N N N California Housing Finance Agency 549300BOPCVLBA552Z14 13033DAH8 60381738.13000000 PA USD 2028222.58000000 0.011771705463 Long ABS-MBS MUN US N 2 2035-03-25 Variable 0.82553400 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385TGY1 39000566.85000000 PA USD 1603676.01000000 0.009307657766 Long ABS-MBS USGA US N 2 2056-06-20 Floating 1.96116120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULH95 279444.74000000 PA USD 289417.10000000 0.001679762808 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2H6 78785.92000000 PA USD 81807.04000000 0.000474804091 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TSA1 22059303.47000000 PA USD 22245353.84000000 0.129110954550 Long ABS-MBS USGA US N 2 2068-11-16 Variable 5.00064120 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAJ7 924678.00000000 PA USD 962998.51000000 0.005589196636 Long DBT CORP DE Y 2 2033-05-15 Fixed 7.37500000 N N Y N N N CSAIL Commercial Mortgage Trust N/A 12597DAF2 44394428.75310000 PA USD 1105354.68000000 0.006415424941 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.98969400 N N N N N N FHLMC 529900S8M5IMFAIV8785 35564UEP8 16260000.00000000 PA USD 16429910.50000000 0.095358403515 Long ABS-MBS CORP US Y 2 2046-03-25 Floating 5.74319160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8GR2 174175.62000000 PA USD 27693.75000000 0.000160733181 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8TW4 19356189.63000000 PA USD 19795641.72000000 0.114892944242 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HQB0 11329180.97000000 PA USD 781848.30000000 0.004537809605 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.78386040 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AL0 1101000.00000000 PA USD 1131288.51000000 0.006565943632 Long DBT CORP US Y 2 2030-01-30 Fixed 6.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AJ1 6000000.00000000 PA USD 6203850.00000000 0.036006844447 Long ABS-O CORP US Y 2 2033-02-14 Fixed 7.66000000 N N N N N N CoreVest American Finance Trust N/A 21872GAN5 5576000.00000000 PA USD 5145282.44000000 0.029862969680 Long ABS-O CORP US Y 2 2052-06-15 Variable 5.10733440 N N N N N N Citi Asset Receivables Trust I N/A 17302HAA9 4881906.88000000 PA USD 4600220.85000000 0.026699458653 Long ABS-MBS CORP US Y 3 2031-08-20 Fixed 25.83000000 Y N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDX0 438994.92000000 PA USD 455004.17000000 0.002640822130 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAA8 461043.34000000 PA USD 453204.27000000 0.002630375597 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZL1 2500000.00000000 PA USD 573283.75000000 0.003327311074 Long ABS-MBS USGSE US N 2 2038-10-25 Variable 3.57398280 N N N N N N FREMF Mortgage Trust N/A 302975BC0 81000000.00000000 PA USD 232648.20000000 0.001350278866 Long ABS-MBS USGSE US Y 2 2053-03-25 Fixed 0.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTWX7 1249805.58000000 PA USD 1269545.78000000 0.007368382120 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC 529900E2V0BG2KXC9E18 35563YAA8 5956062.31000000 PA USD 5939962.48000000 0.034475254082 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 5.29319160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXK54 3462048.82000000 PA USD 3436159.17000000 0.019943301132 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753XAF1 5662000.00000000 PA USD 5812027.15000000 0.033732723633 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 9.89318880 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 10000000.00000000 PA USD 8173300.00000000 0.047437436707 Long DBT NUSS EC Y 2 2040-07-31 Variable 5.50000080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DDS6 60511829.22000000 PA USD 4019032.31000000 0.023326268561 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.90493920 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAP0 6465000.00000000 PA USD 5989869.70000000 0.034764913166 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEE4 11450000.00000000 PA USD 9795475.00000000 0.056852461714 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 1869000.00000000 PA USD 1930548.04000000 0.011204807171 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N FREMF Mortgage Trust N/A 30316TAS1 22812305.00000000 PA USD 16433770.09000000 0.095380804389 Long ABS-MBS USGSE US Y 2 2053-10-25 None 0.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBE9 2520374.99680000 PA USD 2497263.16000000 0.014493994236 Long LON CORP US N 2 2030-09-19 Variable 8.07267000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8PD3 588502.51000000 PA USD 609616.13000000 0.003538182445 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.50000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 147422.00000000 NS USD 2192902.25000000 0.012727498279 Long EC CORP LU N 3 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJU9 1600000.00000000 PA USD 1609817.44000000 0.009343302328 Long ABS-O CORP US Y 2 2029-12-20 Fixed 7.37000000 N N N N N N FHLMC 5299002728NGTS7IC376 35564UFB8 3000000.00000000 PA USD 2999994.30000000 0.017411821385 Long ABS-MBS CORP US Y 2 2046-05-25 Floating 5.14319040 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAW8 13337000.00000000 PA USD 6535130.00000000 0.037929577496 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAE5 10950000.00000000 PA USD 10876103.93000000 0.063124379602 Long ABS-O CORP US Y 2 2032-05-10 Fixed 4.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381J2J5 122741226.79000000 PA USD 6313354.56000000 0.036642403601 Long ABS-MBS USGA US N 2 2063-06-16 Variable 0.69949080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NJ0 4570565.76000000 PA USD 4649677.32000000 0.026986501606 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAG0 17745000.00000000 PA USD 17556509.06000000 0.101897126906 Long ABS-O CORP US Y 2 2032-06-08 Fixed 5.18000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7GL9 8437146.90290000 PA USD 84.37000000 0.000000489679 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 0.92369160 N N N N N N Commercial Mortgage Trust N/A 12593JBL9 833428.00000000 PA USD 807266.70000000 0.004685336765 Long ABS-MBS CORP US N 2 2048-08-10 Variable 3.46299840 N N N N N N N/A N/A N/A 2500000.00000000 PA USD -444905.36000000 -0.00258220912 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 106969.64000000 USD 2500000.00000000 USD -444905.36000000 N N N Ygrene Frn 549300U6Y2YJ14NVVY40 N/A 12249749.49000000 PA USD 12310998.24000000 0.071452436570 Long ABS-MBS CORP US N 3 2045-07-25 Fixed 8.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYQH8 3789204.25000000 PA USD 3753011.70000000 0.021782297845 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N BX Commercial Mortgage Trust N/A 05612EAC2 3223054.55000000 PA USD 3231112.19000000 0.018753218407 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 5.33045160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUWF4 1085226.82000000 PA USD 95786.35000000 0.000555939328 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 2.24232840 N N N N N N BANK N/A 06540RAU8 2149000.00000000 PA USD 1405469.64000000 0.008157277610 Long ABS-MBS CORP US Y 2 2054-11-15 Fixed 2.80000000 N N N N N N Antero Midstream Partners LP N/A 03690AAM8 3517000.00000000 PA USD 3472090.02000000 0.020151842042 Long DBT CORP US Y 2 2033-10-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TNQ1 11114407.14000000 PA USD 10718336.35000000 0.062208704221 Long ABS-MBS USGA US N 2 2060-01-16 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGSQ0 2160000.00000000 PA USD 2115112.20000000 0.012276008603 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.45000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAE2 5560000.00000000 PA USD 5718460.00000000 0.033189664433 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N GMACM Mortgage Loan Trust N/A 36185N2E9 16023.05000000 PA USD 15913.21000000 0.000092359498 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1G77 13000000.00000000 PA USD 202142.20000000 0.001173223522 Long ABS-MBS USGSE US N 2 2045-07-25 Variable 2.26372680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1DW5 416660.61000000 PA USD 38451.86000000 0.000223172730 Long ABS-MBS USGSE US N 2 2047-06-15 Floating 2.39901840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFR8 2431870.21000000 PA USD 2519129.94000000 0.014620907967 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FHLMC STACR REMIC Trust 5493000ITBQFEOXM0S98 35566CBE4 2000000.00000000 PA USD 2302611.00000000 0.013364242542 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 9.29319120 N N N N N N N/A N/A N/A 2500000.00000000 PA USD -286487.67000000 -0.00166276053 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 251229.90000000 USD 2500000.00000000 USD -286487.67000000 N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 7751000.00000000 PA USD 7570322.87000000 0.043937786696 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N Westlake Automobile Receivables Trust N/A 96043CAG5 19900000.00000000 PA USD 19937246.83000000 0.115714813432 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.21000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TWR9 47777156.76000000 PA USD 48554338.21000000 0.281807023567 Long ABS-MBS USGA US N 2 2068-11-16 Variable 5.00141880 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AS8 5025000.00000000 PA USD 5430768.75000000 0.031519918374 Long DBT NUSS CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N BMO Mortgage Trust N/A 096920AF0 379414618.86000000 PA USD 17212409.77000000 0.099899991319 Long ABS-MBS CORP US N 2 2057-11-15 Variable 0.62263440 N N N N N N FREMF Mortgage Trust N/A 30314MAQ2 525016988.03000000 PA USD 2785845.14000000 0.016168910049 Long ABS-MBS USGSE US Y 2 2034-08-25 Fixed 0.10000000 N N N N N N FHLMC STACR REMIC Trust 5493000ISM9M3KNO6J64 35564KGS2 24250000.00000000 PA USD 29545705.30000000 0.171481840279 Long ABS-MBS CORP US Y 2 2033-12-25 Floating 9.09318960 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAZ0 70000000.00000000 PA USD 203112.00000000 0.001178852194 Long ABS-MBS CORP US N 2 2051-05-15 Variable 0.16908480 N N N N N N Venator Materials LLC N/A L9632YAD1 1189772.54780000 PA USD 951818.04000000 0.005524305730 Long LON CORP US N 3 2028-10-12 Variable 7.75000000 N N Y N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 254948AQ5 4135000.00000000 PA USD 3783525.00000000 0.021959395558 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TDX7 64615787.31000000 PA USD 4471354.33000000 0.025951523622 Long ABS-MBS USGA US N 2 2067-09-16 Variable 0.72072000 N N N N N N New Keenova N/A N/A 64590.00000000 NS USD 6286738.47000000 0.036487925105 Long EC CORP US N 2 N N N GS Mortgage-Backed Securities Corp. Trust 254900X1ABPQ6D4G6D07 362933AA1 10244257.33000000 PA USD 10098330.96000000 0.058610223014 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 5.02099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4TV1 3215154.95000000 PA USD 3193463.04000000 0.018534704567 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JNKC9 4263692.21000000 PA USD 4225130.57000000 0.024522452864 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Trinseo Luxco Finance SPV SARL N/A 89668JAA2 9699654.00000000 PA USD 969.97000000 0.000005629658 Long DBT CORP LU Y 2 2029-05-03 Fixed 7.62500000 Y N Y N N N GNMA 549300M8ZYFG0OCMTT87 38385DZ74 48297202.96000000 PA USD 2744676.92000000 0.015929971697 Long ABS-MBS USGA US N 2 2055-03-20 Floating 2.31116040 N N N N N N Noble Finance II LLC N/A 65505PAC1 4013000.00000000 PA USD 3938777.96000000 0.022860476207 Long DBT CORP US Y 2 2034-06-15 Fixed 6.25000000 N N N N N N First Advantage Holdings LLC N/A 78477MAH4 4159230.55350000 PA USD 4154696.99000000 0.024113659782 Long LON CORP US N 2 2031-10-31 Variable 6.48222000 N N N N N N Neuberger Berman Loan Advisers CLO 38 Ltd. 549300SM4FYZ8US63U33 64133RAY2 11300000.00000000 PA USD 11304113.20000000 0.065608524642 Long ABS-CBDO CORP KY Y 2 2036-10-20 Floating 5.60921040 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAC8 3023572.31270000 PA USD 3017041.40000000 0.017510761926 Long LON CORP US N 2 2031-11-19 Variable 6.68640000 N N N N N N Diversified Gas & Oil Corp. 5493008O08WU7K5XC271 255224AA5 28000000.00000000 PA USD 28686922.04000000 0.166497503898 Long DBT CORP US Y 2 2029-04-09 Fixed 9.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H13S3 26500000.00000000 PA USD 3323574.35000000 0.019289864298 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 3.26798640 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QFM8 23064622.07000000 PA USD 22357585.31000000 0.129762340557 Long ABS-MBS USGA US N 2 2055-08-20 Floating 8.10758880 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAH8 2674000.00000000 PA USD 2740825.93000000 0.015907620738 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DF96 28273638.06000000 PA USD 1990591.35000000 0.011553295630 Long ABS-MBS USGA US N 2 2061-06-16 Variable 0.99047880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384URZ4 20344641.09000000 PA USD 1286074.28000000 0.007464312732 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.36116080 N N N N N N Palmer Square CLO Ltd. 254900HTQ89UZTKY6247 69701XAN4 18200000.00000000 PA USD 18231413.20000000 0.105814237794 Long ABS-CBDO CORP KY Y 2 2038-02-15 Floating 5.45292000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381TAA3 20979731.98000000 PA USD 20861133.56000000 0.121077007194 Long ABS-MBS CORP US Y 2 2071-06-25 Variable 5.47300080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384YAD3 13702014.08000000 PA USD 890914.55000000 0.005170824829 Long ABS-MBS USGA US N 2 2054-10-20 Floating 2.46116160 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NBA5 4775000.00000000 PA USD 4192832.00000000 0.024334993530 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.17749400 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JS2H7 8193181.66000000 PA USD 8197897.74000000 0.047580200797 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532ABC2 800000.00000000 PA USD 689529.92000000 0.004001998206 Long ABS-MBS CORP US N 2 2049-11-10 Variable 4.24003680 N N N N N N CSAIL Commercial Mortgage Trust N/A 12596WAE4 68831859.66000000 PA USD 2227798.20000000 0.012930032680 Long ABS-MBS CORP US N 2 2052-06-15 Variable 1.52667360 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 10419000.00000000 PA USD 10471147.10000000 0.060774029805 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DT91 38376096.74000000 PA USD 2600832.50000000 0.015095105661 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.95798880 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAG5 19700000.00000000 PA USD 19509201.56000000 0.113230459449 Long ABS-O CORP US Y 2 2033-01-12 Fixed 5.10000000 N N N N N N BANK N/A 06541UAJ5 5231252.00000000 PA USD 4062233.01000000 0.023577003328 Long ABS-MBS CORP US Y 2 2053-12-15 Variable 2.49999840 N N N N N N Nexus Nova LLC 89450031GZR2X159Q045 N/A 10000000.00000000 PA USD 10000000.00000000 0.058039514893 Long ABS-MBS CORP US N 3 2027-08-10 Fixed 6.55000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAF2 8430000.00000000 PA USD 8494756.73000000 0.049303155974 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.83000000 N N N N N N COMM Mortgage Trust N/A 12674GAC8 5483928.00000000 PA USD 5501012.08000000 0.031927607254 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 5.86699920 N N N N N N Avis Budget Car Rental LLC N/A 053773BG1 20435000.00000000 PA USD 20201583.26000000 0.117249009248 Long DBT CORP US Y 2 2028-04-01 Fixed 4.75000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAZ1 2460000.00000000 PA USD 2179200.59000000 0.012647974509 Long ABS-MBS CORP US N 2 2050-03-15 Variable 3.73687560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJZC6 19450000.00000000 PA USD 892224.02000000 0.005178424929 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 2.31114960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADKH0 16538350.05000000 PA USD 16956032.20000000 0.098411988340 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0UA3 1089754.20270000 PA USD 76127.94000000 0.000441842870 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 2.24232840 N N N N N N FREMF Mortgage Trust N/A 30297NAN8 97945724.79000000 PA USD 143696.17000000 0.000834005599 Long ABS-MBS USGSE US Y 2 2031-10-25 Fixed 0.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPJB2 12475100.00000000 PA USD 2238992.28000000 0.012995002578 Long ABS-MBS USGSE US N 2 2037-12-25 Variable 3.03072840 N N N N N N PMT Loan Trust N/A 69393NAA7 54759389.47000000 PA USD 55108042.50000000 0.319844405341 Long ABS-MBS CORP US Y 2 2057-06-25 Variable 6.00000120 N N N N N N FHLMC Multi-Family ML Certificates S6XOOCT0IEG5ABCC6L87 30319NAA0 54009201.47000000 PA USD 5301672.84000000 0.030770651975 Long ABS-MBS USGSE US Y 2 2040-02-25 Variable 1.55318040 N N N N N N Knife River Corp. N/A 498894AA2 3340000.00000000 PA USD 3444648.88000000 0.019992574997 Long DBT CORP US Y 2 2031-05-01 Fixed 7.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RA75 16907917.14000000 PA USD 1092970.03000000 0.006343545033 Long ABS-MBS USGA US N 2 2061-03-16 Variable 0.99240120 N N N N N N Connecticut Avenue Securities Trust N/A 20754QAB4 5000000.00000000 PA USD 5188918.50000000 0.030116231256 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 7.19318880 N N N N N N GLS Auto Receivables Issuer Trust N/A 36266XAF7 1000000.00000000 PA USD 1058519.50000000 0.006143595828 Long ABS-O CORP US Y 2 2030-03-15 Fixed 11.42000000 N N N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAE2 347615.14000000 PA USD 351438.07000000 0.002039729509 Long ABS-O CORP US Y 2 2031-12-26 Floating 7.24318920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDXF1 2190000.00000000 PA USD 1887299.84000000 0.010953796717 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 1.72000000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 046860AB8 2865000.00000000 PA USD 2950984.95000000 0.017127373495 Long DBT CORP US Y 2 2032-02-15 Fixed 7.50000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CJ7 2605000.00000000 PA USD 2504707.50000000 0.014537200824 Long DBT NUSS BR N 2 2054-05-13 Fixed 7.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDH5 509398.32000000 PA USD 528394.68000000 0.003066777089 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CZU6 9701716.15000000 PA USD 447169.56000000 0.002595350433 Long ABS-MBS USGA US N 2 2053-08-20 Floating 2.06115840 N N N N N N Commercial Mortgage Trust N/A 12594MBF4 1000000.00000000 PA USD 875015.00000000 0.005078544612 Long ABS-MBS CORP US N 2 2049-10-10 Variable 4.25961360 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 9187000.00000000 PA USD 9549978.37000000 0.055427611183 Long DBT CORP US Y 2 2033-02-15 Fixed 8.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RQC7 72579523.26000000 PA USD 4493899.08000000 0.026082372258 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.87117120 N N N N N N Rivers Enterprise Borrower LLC N/A 76884GAA3 5725000.00000000 PA USD 5798503.28000000 0.033654231747 Long DBT CORP US Y 2 2030-10-15 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSQQ1 3290148.10000000 PA USD 3276942.76000000 0.019019216812 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 6.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 4060000.00000000 PA USD 4624165.42000000 0.026838431776 Long DBT CORP CH Y 2 2033-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAE3 16185000.00000000 PA USD 16039610.15000000 0.093093119218 Long DBT CORP US N 2 2031-06-15 Variable 6.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UVTN9 1290652.00000000 PA USD 1356116.86000000 0.007870836469 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 7.00000000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AD6 3470000.00000000 PA USD 3325580.23000000 0.019301506328 Long DBT CORP US Y 2 2030-01-31 Fixed 4.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CS82 18022969.24000000 PA USD 1246774.94000000 0.007236221269 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.91116160 N N N N N N ROCK Trust N/A 74970WAJ9 63500000.00000000 PA USD 65783701.30000000 0.381805411133 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 8.81906000 N N N N N N Commercial Mortgage Trust N/A 12655TAJ8 8493000.00000000 PA USD 5868811.63000000 0.034062298000 Long ABS-MBS CORP US Y 2 2057-08-15 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JS2J3 8356974.06000000 PA USD 8353984.52000000 0.048486120896 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BK2 3528000.00000000 PA USD 3596525.37000000 0.020874058777 Long DBT CORP US Y 2 2032-06-15 Fixed 8.37500000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAV0 36000.00000000 PA USD 40974.44000000 0.000237813662 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N BBCMS Mortgage Trust N/A 07332VAA3 1000000.00000000 PA USD 749916.00000000 0.004352476085 Long ABS-MBS CORP US Y 2 2050-02-15 Variable 3.54211200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DJV3 23338983.01000000 PA USD 778336.41000000 0.004517426766 Long ABS-MBS USGA US N 2 2061-06-01 Floating 0.01350000 N N N N N N Symphony CLO XVI Ltd. 5493004PWOYFPAFQVT02 87165VAZ2 3554914.74000000 PA USD 3553393.24000000 0.020623721987 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 5.45292000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBL0 3573352.00000000 PA USD 2510279.78000000 0.014569542067 Long DBT CORP US Y 2 2030-05-01 Fixed 10.87500000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBC7 2018000.00000000 PA USD 2074249.73000000 0.012038844809 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N BANK N/A 065405AL6 8795000.00000000 PA USD 6939837.23000000 0.040278478626 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 3.00000000 N N N N N N Carpenter Technology Corp. DX6I6ZD3X5WNNCDJKP85 144285AN3 1012000.00000000 PA USD 996867.77000000 0.005785772178 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMFB0 1386979.09000000 PA USD 1437554.58000000 0.008343497045 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N BANK N/A 06541XAV2 3000000.00000000 PA USD 2537431.50000000 0.014727129333 Long ABS-MBS CORP US Y 2 2060-09-15 Fixed 2.70800000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CA7 5140000.00000000 PA USD 5413643.32000000 0.031420523209 Long DBT CORP CA Y 2 2030-11-15 Fixed 8.75000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 9085000.00000000 PA USD 8760302.10000000 0.050844368420 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4UB3 1221908.06000000 PA USD 1215293.60000000 0.007053505099 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163LBE8 2500000.00000000 PA USD 1419718.25000000 0.008239975851 Long ABS-MBS CORP US Y 2 2053-12-17 Fixed 2.00000000 N N N N N N FNMA/FHLMC N/A 01F0406A0 -237213000.00000000 PA USD -216243740.85000000 -1.25506818176 Short ABS-MBS USGSE US N 2 2056-10-25 Fixed 4.00000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 9600000.00000000 PA USD 9660000.00000000 0.056066171386 Long DBT NUSS PK Y 2 2051-04-08 Fixed 8.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABMF7 989946.30000000 PA USD 790653.38000000 0.004588913862 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 1.29907800 N N N N N N N/A N/A N/A 12500000.00000000 PA USD -2638986.51000000 -0.01531654968 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 120388.49000000 USD 12500000.00000000 USD -2638986.51000000 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CJ8 2205000.00000000 PA USD 2201772.98000000 0.012778983566 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAE7 5030000.00000000 PA USD 4722177.58000000 0.027407289598 Long ABS-O CORP US Y 2 2036-11-20 Fixed 4.68000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5D34 468185.65000000 PA USD 492275.06000000 0.002857140567 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N Hertz Vehicle Financing III LLC N/A 42806MDA4 1990000.00000000 PA USD 1963913.29000000 0.011398457464 Long ABS-O CORP US Y 2 2031-09-25 Fixed 8.34000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SEL7 2123755.10000000 PA USD 2030384.21000000 0.011784251459 Long ABS-MBS USGA US N 2 2068-02-16 Fixed 4.50000000 N N N N N N CD Mortgage Trust N/A 12515GAD9 1725000.00000000 PA USD 1693894.28000000 0.009831280229 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QJ3 3232000.00000000 PA USD 3277952.58000000 0.019025077758 Long DBT CORP US N 2 2031-02-15 Variable 6.62500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AV6 5100000.00000000 PA USD 3916009.50000000 0.022728329169 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N Incora Intermediate LLC N/A N/A 80995.00000000 NS USD 1079663.35000000 0.006266313708 Long EC CORP US N 3 N N N GNMA 549300M8ZYFG0OCMTT87 38385EBS2 6534184.51000000 PA USD 6462574.42000000 0.037508468429 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YX4 429100.22000000 PA USD 444745.72000000 0.002581282583 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGXW1 7893721.04000000 PA USD 7900927.22000000 0.045856598305 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 4.93000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXQX9 14425878.24000000 PA USD 780386.64000000 0.004529326201 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 0.94290480 N N N N N N Connecticut Avenue Securities Trust N/A 20754EAB1 2960000.00000000 PA USD 3022900.00000000 0.017544764957 Long ABS-MBS CORP US Y 2 2043-07-25 Floating 6.34318920 N N N N N N Plurinational State of Bolivia 529900TGIRPY3SZXEB56 N/A 3300000.00000000 PA USD 3278550.00000000 0.019028545155 Long DBT NUSS BO Y 2 2031-05-14 Fixed 9.45000000 N N N N N N Lendmark Funding Trust N/A 52603DAA1 3050000.00000000 PA USD 3061305.13000000 0.017767666468 Long ABS-O CORP US Y 2 2032-06-21 Fixed 5.53000000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 31209DAC9 1210000.00000000 PA USD 1212274.80000000 0.007035984130 Long DBT CORP FR Y 2 2033-09-15 Fixed 6.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVKM9 1335145.78000000 PA USD 1361071.43000000 0.007899592553 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177EAD1 6189141.00000000 PA USD 6351662.27000000 0.036864739691 Long ABS-MBS CORP US Y 2 2048-10-25 Floating 5.78175120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULJE2 179725.15000000 PA USD 185970.06000000 0.001079361206 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 N/A 7068080.00000000 PA USD 6900213.10000000 0.040048502098 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N NRM FNT1 Excess LLC N/A 62956YAA7 36289339.06000000 PA USD 36076048.47000000 0.209383635246 Long ABS-O CORP US Y 2 2031-11-25 Variable 7.39800000 N N N N N N Accelerated LLC N/A 00439KAA4 633016.97000000 PA USD 594311.40000000 0.003449354535 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.35000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAF5 2798786.08000000 PA USD 2823494.04000000 0.016387422438 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F83T8 52191816.00000000 PA USD 5220679.51000000 0.030300570617 Long ABS-MBS USGSE US N 2 2048-11-25 Variable 2.86807320 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MPY0 253684101.56000000 PA USD 18627364.00000000 0.108112317030 Long ABS-MBS USGA US N 2 2063-11-16 Variable 1.00019880 N N N N N N FREMF Mortgage Trust N/A 30298GAN2 15670000.00000000 PA USD 14575282.83000000 0.084594234488 Long ABS-MBS USGSE US Y 2 2029-05-25 Variable 4.12633440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FREK3 6520034.68000000 PA USD 206262.60000000 0.001197138124 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.22474160 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EQ4 7200000.00000000 PA USD 7896600.00000000 0.045831483330 Long DBT NUSS CO N 2 2054-11-07 Fixed 8.37500000 N N N N N N Eskom Holdings 3789001900ED06F65111 N/A 5400000.00000000 PA USD 5656500.00000000 0.032830051599 Long DBT CORP ZA Y 2 2028-08-10 Fixed 8.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380MDA6 6409477.96000000 PA USD 315424.51000000 0.001830708554 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.66039840 N N N N N N FREMF Mortgage Trust N/A 30316EAE5 701544.43000000 PA USD 687957.69000000 0.003992873059 Long ABS-MBS USGSE US Y 2 2030-01-25 Floating 6.48423000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 49273858.98000000 PA USD 49694224.13000000 0.288422866150 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 7.00767000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AYQT3 1688373.47000000 PA USD 160221.75000000 0.000929919264 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 2.39232960 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAC2 5870000.00000000 PA USD 5265337.17000000 0.030559761509 Long DBT CORP US Y 2 2031-02-01 Fixed 9.00000000 N N N N N N SHR Trust N/A 784234AC0 3000000.00000000 PA USD 3005625.00000000 0.017444501695 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.08919840 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAP7 2590000.00000000 PA USD 2697389.17000000 0.015655515890 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MA22 32471614.45000000 PA USD 1910613.56000000 0.011089108417 Long ABS-MBS USGA US N 2 2056-02-20 Floating 2.01116160 N N N N N N BANK 549300GL0Y86051URC66 065404AA3 1500000.00000000 PA USD 1309586.10000000 0.007600774195 Long ABS-MBS CORP US Y 2 2061-02-15 Fixed 2.60000000 N N N N N N Venator Materials plc 549300WFXC4YL5IHX316 N/A 6983.00000000 NS USD 52372.50000000 0.000303967449 Long EC CORP GB N 3 N N N GNMA 549300M8ZYFG0OCMTT87 38380RUJ7 47618129.39000000 PA USD 3338235.63000000 0.019374957656 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.98294040 N N N N N N Barclays Commercial Mortgage Trust N/A 07335CAT1 8451000.00000000 PA USD 5604777.57000000 0.032529857124 Long ABS-MBS CORP US Y 2 2052-08-15 Fixed 3.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 2950000.00000000 PA USD 2419000.00000000 0.014039758652 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 14000000.00000000 PA USD 14389620.00000000 0.083516656429 Long DBT NUSS NG Y 2 2030-02-23 Fixed 7.14300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HCAK7 626801.31000000 PA USD 638330.71000000 0.003704840474 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAD1 6773845.61080000 PA USD 6790780.22000000 0.039413358971 Long LON CORP US N 2 2031-08-04 Variable 6.07267000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CUW7 5894743.02000000 PA USD 5809484.40000000 0.033717965635 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 302975BA4 346463820.29000000 PA USD 883690.62000000 0.005128897490 Long ABS-MBS USGSE US Y 2 2053-03-25 Fixed 0.10000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MCA0 837185.92800000 PA USD 839806.32000000 0.004874195141 Long LON CORP US N 2 2031-02-28 Variable 6.18640000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12596GBF5 5545000.00000000 PA USD 4823610.47000000 0.027996001171 Long ABS-MBS CORP US N 2 2051-11-15 Variable 4.87548360 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAP9 5000.00000000 PA USD 4829.72000000 0.000028031460 Long DBT CORP CA Y 2 2029-08-15 Fixed 4.37500000 N N N N N N Citi Asset Receivables Trust I N/A 17292RAA9 60163701.00000000 PA USD 62708382.49000000 0.363956409946 Long ABS-MBS CORP US Y 3 2032-09-20 Fixed 26.03000000 N Y N N N N Adjustable Rate Mortgage Trust N/A 007034BN0 668562.74000000 PA USD 570199.38000000 0.003309409540 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.40391960 N N N N N N Provincia de Neuquen Argentina 549300X5HUL4FRDNBN35 64131GAB8 2754000.00000000 PA USD 2722329.00000000 0.015800265453 Long DBT NUSS AR Y 2 2034-08-25 Fixed 7.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H6M36 169471779.41000000 PA USD 2437834.60000000 0.014149073757 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 0.39172680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ68 8065740.00000000 PA USD 795620.73000000 0.004617744120 Long ABS-MBS USGSE US N 2 2049-03-25 Variable 2.73984480 N N N N N N Upstart Pass-Through Trust N/A 91681DAA4 252482.73000000 PA USD 248312.67000000 0.001441194690 Long ABS-O CORP US Y 3 2030-04-20 Variable 25.07043600 N N N N N N Enpro, Inc. 549300Y5CFT2LKCFDN54 29355XAH0 1236000.00000000 PA USD 1241325.92000000 0.007204595422 Long DBT CORP US Y 2 2033-06-01 Fixed 6.12500000 N N N N N N FHLMC 5493000IS30HKV5IAS29 35564KH77 7000000.00000000 PA USD 7332940.30000000 0.042560029775 Long ABS-MBS CORP US Y 2 2042-09-25 Floating 9.39318840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6RT0 438332.62000000 PA USD 444673.15000000 0.002580861391 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 6.00000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAE8 7401000.00000000 PA USD 7123037.68000000 0.041341765151 Long DBT CORP US Y 2 2032-03-31 Fixed 5.62500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJA3 2500000.00000000 PA USD 2547527.50000000 0.014785726027 Long ABS-O CORP US Y 2 2030-06-20 Fixed 6.48000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BA0 5265000.00000000 PA USD 5220950.38000000 0.030302142733 Long DBT CORP US Y 2 2029-05-15 Fixed 5.00000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 93935LAB4 1849822.32800000 PA USD 1637776.08000000 0.009505572918 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.55704920 N N N N N N BX Mortgage Trust N/A 123911AJ8 7900000.00000000 PA USD 7712066.90000000 0.044760462170 Long ABS-MBS CORP US Y 2 2042-02-10 Variable 6.96092040 N N N N N N Citigroup Commercial Mortgage Trust N/A 29425AAJ2 9000000.00000000 PA USD 4679820.00000000 0.027161448258 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.17200000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAF3 3710000.00000000 PA USD 3732524.52000000 0.021663391246 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.62000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 1500000.00000000 PA USD 1586250.00000000 0.009206518049 Long DBT NUSS SV Y 2 2029-02-28 Fixed 8.62500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17325GAL0 1500000.00000000 PA USD 1167756.60000000 0.006777602657 Long ABS-MBS CORP US Y 2 2049-11-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BK7C0 64726672.60400000 PA USD 486239.71000000 0.002822111689 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 0.28307880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NL5 5970175.01000000 PA USD 6072105.36000000 0.035242204947 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AJ9 5500000.00000000 PA USD 5800905.00000000 0.033668171214 Long DBT NUSS AO Y 2 2035-10-15 Fixed 9.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142BBKA7 3929154.00000000 PA USD 3886976.61000000 0.022559823684 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 4.89800160 N Y N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUJZ4 567659.33000000 PA USD 563538.77000000 0.003270751683 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N QXO Building Products, Inc. N/A 07368RAM3 848111.11110000 PA USD 847186.67000000 0.004917030335 Long LON CORP US N 2 2032-04-30 Variable 5.68250000 N N N N N N Symphony CLO XIX Ltd. N/A 87165YAG8 1000000.00000000 PA USD 1000719.00000000 0.005808124530 Long ABS-CBDO CORP KY Y 2 2031-04-16 Floating 5.80447080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U77L0 1278920.09000000 PA USD 1270289.45000000 0.007372698345 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754AAF0 6000000.00000000 PA USD 6028960.80000000 0.034991796014 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 6.39318960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381N7M4 6347249.62000000 PA USD 6154267.21000000 0.035719068339 Long ABS-MBS USGA US N 2 2055-07-20 Floating 8.10758880 N N N N N N Generadora de Gatun SA 549300BC48TWBTNIBO28 36875RAB2 3099000.00000000 PA USD 3127820.70000000 0.018153719610 Long DBT CORP PA Y 2 2044-09-30 Fixed 6.87400000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397H48 13527000.00000000 PA USD 13520468.62000000 0.078472143983 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YH9 272736.64000000 PA USD 282639.37000000 0.001640425192 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77313DAW1 4487652.09120000 PA USD 4442371.68000000 0.025783309728 Long LON CORP US N 2 2028-11-28 Variable 7.43640000 N N N N N N FHLMC 549300OXOJE8K5OHDX86 35563JAB9 11278351.23000000 PA USD 11264369.46000000 0.065377853903 Long ABS-MBS USGSE US Y 2 2041-07-25 Floating 6.99319080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RV49 154835078.89000000 PA USD 9960401.27000000 0.057809685785 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.86463000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUKS7 107554.76000000 PA USD 921.49000000 0.000005348283 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 3.50000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAE0 7032000.00000000 PA USD 6801268.83000000 0.039474234355 Long DBT CORP US N 2 2031-04-01 Fixed 4.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FREL1 45985000.00000000 PA USD 2679076.90000000 0.015549232363 Long ABS-MBS USGSE US N 2 2047-02-25 Variable 1.95867000 N N N N N N CFIN Issuer LLC N/A 12531CAB2 1270669.85000000 PA USD 1254786.48000000 0.007282719859 Long ABS-O CORP US Y 3 2026-02-16 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWTT3 49495175.00000000 PA USD 2732504.87000000 0.015859325709 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 2.25681120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXYY8 39727360.00000000 PA USD 3941001.78000000 0.022873383150 Long ABS-MBS USGSE US N 2 2049-01-25 Variable 2.71811880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GAV1 47390420.37000000 PA USD 1677322.32000000 0.009735097377 Long ABS-MBS USGA US N 2 2055-05-20 Floating 1.51116120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGF98 1446055.61000000 PA USD 1521529.46000000 0.008830883175 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CUR9 16123273.02000000 PA USD 2690921.06000000 0.015617975293 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N Ingram Micro, Inc. 549300KJMEWPKRQZHX63 45258LAA5 25743000.00000000 PA USD 25204834.86000000 0.146287638823 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Wand NewCo 3, Inc. N/A 93369PAM6 3945363.67230000 PA USD 3932422.88000000 0.022823591631 Long LON CORP US N 2 2031-01-30 Variable 6.18640000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 4060000.00000000 PA USD 2335515.00000000 0.013555215762 Long DBT CORP NL Y 2 2028-01-10 Fixed 4.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02490BAG3 6350000.00000000 PA USD 6420018.91000000 0.037261478314 Long ABS-O CORP US Y 2 2030-07-12 Fixed 6.04000000 N N N N N N Barings CLO Ltd. N/A 067932AY9 2270000.00000000 PA USD 2256604.73000000 0.013097224383 Long ABS-CBDO CORP KY Y 2 2038-10-15 Floating 7.65291960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8T87 3385235.49000000 PA USD 3463365.78000000 0.020101206976 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6K89 214691360.92000000 PA USD 217951949.47000000 1.264982541727 Long ABS-MBS USGA US N 2 2056-06-20 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUFX3 1281690.85000000 PA USD 1279497.71000000 0.007426142639 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 8017000.00000000 PA USD -1687076.51000000 -0.00979171022 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 82676.24000000 USD 8017000.00000000 USD -1687076.51000000 N N N Wells Fargo Commercial Mortgage Trust 5493001SKB2HKIF64L70 94989DBC2 1360916.50000000 PA USD 1252723.64000000 0.007270747236 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.89400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQKR3 80100000.00000000 PA USD 4262913.99000000 0.024741746001 Long ABS-MBS USGSE US N 2 2046-12-25 Variable 1.91667240 N N N N N N FHLMC 529900M14O2Z3FO2N217 35563UAC2 820000.00000000 PA USD 837865.42000000 0.004862930252 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 8.59318920 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAC1 1500000.00000000 PA USD 1393614.30000000 0.008088469792 Long ABS-MBS CORP US Y 2 2049-03-17 Variable 4.25657160 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAE1 3147000.00000000 PA USD 3138565.10000000 0.018216079586 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SC88 304127095.39000000 PA USD 18593448.64000000 0.107915473925 Long ABS-MBS USGA US N 2 2065-07-16 Variable 0.83199960 N N N N N N Midcon N/A N/A 8000000.00000000 PA USD 8000000.00000000 0.046431611914 Long ABS-MBS CORP US N 3 2033-10-13 Fixed 7.09400000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BL3 7268000.00000000 PA USD 7142179.29000000 0.041452862127 Long DBT CORP US Y 2 2033-10-01 Fixed 5.87500000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAQ2 2648000.00000000 PA USD 2687253.95000000 0.015596691565 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9DF2 1541122.97000000 PA USD 1526402.95000000 0.008859168674 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PFX7 155813721.26000000 PA USD 9529349.05000000 0.055307879611 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.91936080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHN8 145702259.00000000 PA USD 7710738.39000000 0.044752751562 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 2.06954280 N N N N N N BANK N/A 06541FBF5 2112000.00000000 PA USD 1864623.76000000 0.010822185848 Long ABS-MBS CORP US N 2 2050-05-15 Variable 4.37199840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDU6 577775.24000000 PA USD 597136.83000000 0.003465753193 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AU8 5555000.00000000 PA USD 5498763.96000000 0.031914559275 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Prometheus N/A N/A 22000000.00000000 PA USD 21780000.00000000 0.126410063437 Long DBT CORP US N 3 2029-09-12 Fixed 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30306KAC7 124656.49000000 PA USD 131505.18000000 0.000763249685 Long ABS-MBS USGSE US Y 2 2024-11-25 Floating 6.23423160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPQ5 974468.10000000 PA USD 1022862.09000000 0.005936641950 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAR6 800000.00000000 PA USD 661415.92000000 0.003838825913 Long DBT CORP GB Y 2 2030-08-15 Fixed 4.50000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAH9 6046000.00000000 PA USD 6372179.34000000 0.036983819770 Long DBT CORP US Y 2 2033-03-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULHX2 1016908.23000000 PA USD 1035113.02000000 0.006007745754 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAQ1 5898000.00000000 PA USD 5884293.64000000 0.034152154835 Long DBT CORP US Y 2 2031-05-01 Fixed 6.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVNW4 909520.77000000 PA USD 903382.91000000 0.005243190585 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Connecticut Avenue Securities Trust B1V7KEBTPIMZEU4LTD58 20754KAB7 10649295.84000000 PA USD 10669316.52000000 0.061924195506 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 5.64319080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DMB3 90825366.94000000 PA USD 5748482.79000000 0.033363915250 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.85260960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ5C0 166030.32000000 PA USD 16232.04000000 0.000094209972 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4Z76 2340145.43000000 PA USD 192495.68000000 0.001117235588 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.29232880 N N N N N N FREMF Mortgage Trust N/A 30319DAE4 25000000.00000000 PA USD 17220097.50000000 0.099944610531 Long ABS-MBS USGSE US Y 2 2054-01-25 None 0.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 1614000.00000000 PA USD 1602530.27000000 0.009301007947 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAB9 3115000.00000000 PA USD 2910302.29000000 0.016891253310 Long DBT CORP US Y 2 2031-08-15 Fixed 4.12500000 N N N N N N PMT Loan Trust N/A 729907AB1 13422837.60000000 PA USD 13508300.81000000 0.078401522604 Long ABS-MBS CORP US Y 2 2056-05-25 Variable 6.00000120 N N N N N N Gabonese Republic N/A N/A 4000000.00000000 PA USD 3865000.00000000 0.022432272506 Long DBT NUSS GA Y 2 2029-02-18 Fixed 9.50000000 N N N N N N American Airlines Pass-Through Trust N/A 02376LAA3 3074560.00000000 PA USD 2919736.84000000 0.016946010980 Long ABS-O CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826934AD3 1429940.97000000 PA USD 1472873.23000000 0.008548484776 Long ABS-O CORP US Y 2 2039-07-20 Fixed 10.52000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 17165000.00000000 PA USD 16738379.37000000 0.097148741873 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N Moran Foods LLC N/A 61647DBA9 5804978.44850000 PA USD 0.06000000 0.000000000348 Long LON CORP US N 3 2028-12-29 Variable 11.11407000 N N Y N N N PMT Loan Trust N/A 69393MAA9 15325561.48000000 PA USD 15423139.33000000 0.089515152484 Long ABS-MBS CORP US Y 2 2057-05-25 Variable 6.00000120 N N N N N N BMO Mortgage Trust N/A 09660QAT1 18530000.00000000 PA USD 18733363.04000000 0.108727530316 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.73930000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 1875000.00000000 PA USD 1742302.50000000 0.010112239189 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNHC7 1361554.68000000 PA USD 296255.92000000 0.001719454988 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan Trust 2138005D37SVG7YSAJ65 64832RAA8 8790616.27000000 PA USD 8761320.66000000 0.050850280093 Long ABS-MBS CORP US Y 2 2066-08-25 Variable 5.56400160 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 902104AC2 13309000.00000000 PA USD 13134422.79000000 0.076231552713 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UUDB4 1399076.08000000 PA USD 1449221.01000000 0.008411208439 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385HWA1 8790326.00000000 PA USD 8596674.24000000 0.049894680258 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 5.25000000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAA0 3375000.00000000 PA USD 3399495.75000000 0.019730508421 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 5548000.00000000 PA USD 4623564.50000000 0.026834944065 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4M7 1991099.86000000 PA USD 1990387.62000000 0.011552113191 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HM3G3 2756356.68000000 PA USD 2750664.25000000 0.015964721870 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 5.50000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 225458PS1 136597.02610000 PA USD 85039.05000000 0.000493562520 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.33175040 N N N N N N N/A N/A N/A 7500000.00000000 PA USD -862959.77000000 -0.00500857664 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 750192.96000000 USD 7500000.00000000 USD -862959.77000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XJ62 16054400.00000000 PA USD 16793976.44000000 0.097471424570 Long ABS-MBS CORP US N 2 2030-10-25 Floating 7.50767040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1N50 844471.00000000 PA USD 891155.02000000 0.005172220505 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust N/A 30296PAN4 434649633.55000000 PA USD 452079.08000000 0.002623845049 Long ABS-MBS USGSE US Y 2 2051-04-25 Fixed 0.10000000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 4151000.00000000 PA USD 3948713.47000000 0.022918141425 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAJ0 6675000.00000000 PA USD 6677523.15000000 0.038756020431 Long DBT CORP US Y 2 2030-12-31 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJW29 24795887.48000000 PA USD 1274518.53000000 0.007397243720 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 2.20681080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWSB3 760616.97000000 PA USD 765554.55000000 0.004443241470 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HBR0 9230000.00000000 PA USD 7695789.40000000 0.044665988349 Long ABS-MBS CORP US Y 2 2048-05-15 Variable 2.88100080 N N N N N N Connecticut Avenue Securities Trust B1V7KEBTPIMZEU4LTD58 20754KAF8 4983000.00000000 PA USD 5007790.92000000 0.029064975568 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 6.94319040 N N N N N N BBCMS Mortgage Trust N/A 05548WAJ6 6000000.00000000 PA USD 4905978.00000000 0.028474058319 Long ABS-MBS CORP US Y 2 2037-03-15 Floating 6.27401160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W0P66 765576.58000000 PA USD 758748.52000000 0.004403739602 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAR8 4545000.00000000 PA USD 4566220.61000000 0.026502122909 Long DBT CORP US Y 2 2032-06-15 Fixed 6.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TMU3 32062376.56000000 PA USD 30865776.60000000 0.179143470066 Long ABS-MBS USGA US N 2 2057-12-16 Fixed 4.00000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 2900000.00000000 PA USD 2920387.00000000 0.016949784478 Long DBT NUSS SV Y 2 2041-02-01 Fixed 7.62500000 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 1070000.00000000 PA USD 958888.10000000 0.005565340016 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N N FREMF Mortgage Trust N/A 30298CAS0 3000000.00000000 PA USD 2743647.30000000 0.015923995833 Long ABS-MBS USGSE US Y 2 2029-04-25 Variable 4.49526960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBA7 8086715.75000000 PA USD 8009475.57000000 0.046486607663 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 35709HAE2 6489575.11000000 PA USD 6597949.07000000 0.038294176331 Long ABS-MBS USGSE US Y 2 2032-12-25 Floating 9.76974840 N N N N N N Americor N/A N/A 6851040.00000000 PA USD 6806467.13000000 0.039504405036 Long ABS-O CORP US N 3 2030-01-15 Fixed 7.98983000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWQR0 773165.66000000 PA USD 787106.11000000 0.004568325679 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00835AAA6 9600000.00000000 PA USD 9599515.20000000 0.055715120541 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.62000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HU7 3400000.00000000 PA USD 2699600.00000000 0.015668347440 Long DBT NUSS AR N 2 2038-01-09 Variable 5.00000040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JR3D7 2021852.38000000 PA USD 2002540.68000000 0.011622648962 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AW6 1805000.00000000 PA USD 1678333.22000000 0.009740964591 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N CHL Mortgage Pass-Through Trust N/A 126694M96 626988.23310000 PA USD 557042.74000000 0.003233049040 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.18174920 N N N N N N FHLMC 529900E2V0BG2KXC9E18 35563YAC4 6300000.00000000 PA USD 6307834.05000000 0.036610362828 Long ABS-MBS CORP US Y 2 2045-07-25 Floating 8.04318840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULJF9 942749.55000000 PA USD 974760.84000000 0.005657464629 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9ED5 44249316.28920000 PA USD 976582.41000000 0.005668036932 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 1.54887840 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 10267000.00000000 PA USD 10273416.88000000 0.059626413201 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.38035120 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BB7 2394000.00000000 PA USD 2366153.71000000 0.013733041349 Long DBT CORP US Y 2 2033-04-15 Fixed 8.87500000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 465968AM7 367000.00000000 PA USD 272875.62000000 0.001583756861 Long ABS-MBS CORP US Y 2 2050-09-15 Variable 4.41424800 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDM8 5240000.00000000 PA USD 5212048.79000000 0.030250478337 Long DBT CORP US N 2 2027-01-15 Variable 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8UC1 28129694.03000000 PA USD 1373297.29000000 0.007970550851 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 1.18185840 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAT5 7767000.00000000 PA USD 7174546.83000000 0.041640721759 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QT3N7 9510589.56000000 PA USD 9672770.60000000 0.056140291329 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 12500000.00000000 PA USD -715677.47000000 -0.00415375731 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 563228.78000000 USD 12500000.00000000 USD -715677.47000000 N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAV0 31917000.00000000 PA USD 62097.72000000 0.000360412154 Long ABS-MBS CORP US N 2 2050-03-15 Variable 0.40947480 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RR44 39237487.12000000 PA USD 2872607.82000000 0.016672476435 Long ABS-MBS USGA US N 2 2063-08-16 Variable 1.04370120 N N N N N N CoreVest American Finance Trust N/A 21872NAN0 5810000.00000000 PA USD 5294777.92000000 0.030730634194 Long ABS-O CORP US Y 2 2052-10-15 Variable 4.69121760 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GVT3 12778181.44000000 PA USD 891196.38000000 0.005172460556 Long ABS-MBS USGA US N 2 2055-05-20 Floating 2.91116160 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAF3 2600000.00000000 PA USD 2607722.00000000 0.015135091985 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 6.74318880 N N N N N N Connecticut Avenue Securities Trust N/A 20753UAJ9 1598000.00000000 PA USD 1684824.77000000 0.009778641233 Long ABS-MBS CORP US Y 2 2044-01-25 Floating 7.64318880 N N N N N N FNMA/FHLMC N/A 01F060691 3020000.00000000 PA USD 3052820.33000000 0.017718421100 Long ABS-MBS USGSE US N 2 2056-09-25 Fixed 6.00000000 N N N N N N CD Mortgage Trust N/A 125039AK3 913793.00000000 PA USD 862012.01000000 0.005003075889 Long ABS-MBS CORP US N 2 2050-11-13 Variable 4.25788560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYN24 3814858.24000000 PA USD 3188572.58000000 0.018506320574 Long ABS-MBS USGSE US N 2 2056-03-25 Floating 4.07043000 N N N N N N Meridian Arc Holdco LLC N/A 58990CAA1 18030000.00000000 PA USD 17141869.06000000 0.099490576460 Long DBT CORP US Y 2 2031-04-30 Fixed 6.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6SE2 379150.03000000 PA USD 392462.36000000 0.002277832498 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N BMO Mortgage Trust N/A 09660WAX9 1550000.00000000 PA USD 1547325.48000000 0.008980602024 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.88759840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7GP0 23325224.32840000 PA USD 280740.07000000 0.001629401747 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.70687080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H14D5 3880876.52000000 PA USD 49948.05000000 0.000289896059 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 1.00031040 N N N N N N Los Angeles Community College District/CA N/A 54438CPA4 100000.00000000 PA USD 105553.56000000 0.000612627741 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAD3 3119000.00000000 PA USD 3118940.74000000 0.018102180753 Long DBT CORP US Y 2 2028-01-15 Fixed 5.50000000 N N N N N N RHP Hotel Properties LP N/A 74984CAB4 970000.00000000 PA USD 975342.76000000 0.005660842064 Long DBT CORP US Y 2 2035-02-15 Fixed 6.25000000 N N N N N N Transnet 378900B07CD6F01EA796 N/A 3000000.00000000 PA USD 3102900.00000000 0.018009081076 Long SN CORP ZA Y 2 2028-02-06 Fixed 8.25000120 N N N N N N Honey Hill Park CLO Ltd. N/A 438453AQ5 890000.00000000 PA USD 890053.40000000 0.005165826756 Long ABS-CBDO CORP KY Y 2 2039-04-24 Floating 7.36953840 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532AAA7 1900000.00000000 PA USD 1460192.56000000 0.008474886783 Long ABS-MBS CORP US Y 2 2049-11-10 Variable 4.24003680 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZD7 320059.32000000 PA USD 331082.86000000 0.001921588858 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N FHLMC 5493000ISONLNOUKGB71 35564KLV9 7450000.00000000 PA USD 7517293.62000000 0.043630007501 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 11.14319160 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AP6 12182000.00000000 PA USD 11907905.00000000 0.069112902959 Long DBT NUSS JO Y 2 2032-11-12 Fixed 5.75000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 4596000.00000000 PA USD 4638706.03000000 0.026922824771 Long DBT CORP US Y 2 2032-10-15 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U52Q8 3700099.72000000 PA USD 3775845.42000000 0.021914823648 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAL2 3928000.00000000 PA USD 3902284.96000000 0.022648672605 Long DBT CORP US N 2 2056-09-15 Variable 6.05000000 N N N N N N Angel Oak Mortgage Trust N/A 03464KAE8 2470000.00000000 PA USD 2276709.16000000 0.013213909519 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.95700120 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AC0 10094000.00000000 PA USD 10439033.11000000 0.060587641765 Long DBT CORP US Y 2 2034-01-15 Fixed 6.50000000 N N N N N N New Albertsons LP N/A 013104AF1 113000.00000000 PA USD 116390.00000000 0.000675521913 Long DBT CORP US N 2 2029-08-01 Fixed 7.45000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA38 6225000.00000000 PA USD 6479004.90000000 0.037603830138 Long DBT CORP US N 2 2029-02-10 Variable 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84K6 36631000.00000000 PA USD 3381414.94000000 0.019625568277 Long ABS-MBS USGSE US N 2 2049-01-25 Variable 2.71979280 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 283875CG5 7327000.00000000 PA USD 8310246.77000000 0.048232269117 Long DBT NUSS SV Y 2 2054-11-21 Fixed 9.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BRT9 24520819.75000000 PA USD 1472124.58000000 0.008544139648 Long ABS-MBS USGA US N 2 2054-12-20 Floating 2.37116160 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAC4 9558000.00000000 PA USD 9238877.50000000 0.053621996825 Long DBT CORP US Y 2 2032-02-15 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYAA0 861718.20000000 PA USD 855341.86000000 0.004964362662 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XL8 1894148.22000000 PA USD 1948923.88000000 0.011311459655 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1112829.61000000 0.006458809072 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58202316.65000000 USD 82789109.04000000 AUD 2026-09-15 1112829.61000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XY32 3000000.00000000 PA USD 3185745.00000000 0.018489909437 Long ABS-MBS CORP US N 2 2031-01-25 Floating 8.00767080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8TZ2 71036871.20000000 PA USD 686450.60000000 0.003984125982 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 1.12155840 N N N N N N Ballyrock CLO Ltd. 254900WCB773D35B5908 05874UAE5 3775000.00000000 PA USD 3781168.35000000 0.021945717676 Long ABS-CBDO CORP KY Y 2 2037-10-25 Floating 5.41014840 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713BB1 1360000.00000000 PA USD 1289680.66000000 0.007485243987 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAH4 1137000.00000000 PA USD 1141600.30000000 0.006625792761 Long DBT CORP US Y 2 2036-06-15 Fixed 6.62500000 N N N N N N ELK Grove Village Property LLC 254900LQ6GXC66JXL664 28734DAA3 848000.00000000 PA USD 816550.83000000 0.004739221405 Long DBT CORP US Y 2 2031-06-15 Fixed 7.50000000 N N N N N N New York City Housing Development Corp. 549300SQWVHKBRF8D702 64966TGS7 26666000.00000000 PA USD 26679727.66000000 0.154847845087 Long DBT MUN US N 2 2031-12-15 Fixed 5.45800000 N N N N N N FHLMC 529900M14O2Z3FO2N217 35563UAA6 11305522.16000000 PA USD 11319253.85000000 0.065696400240 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 5.69319120 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4K1 290830.89000000 PA USD 301745.10000000 0.001751313922 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAA6 12998000.00000000 PA USD 12995919.02000000 0.075427683551 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBC3 1073368.20000000 PA USD 1109041.17000000 0.006436821150 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 15942000.00000000 PA USD -231538.32000000 -0.00134383717 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 15096.67000000 USD 0.00000000 USD 15942000.00000000 USD -231538.32000000 N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DA4 759000.00000000 PA USD 734681.72000000 0.004264057062 Long DBT CORP US Y 2 2026-12-01 Fixed 4.62500000 N N N N N N FREMF Mortgage Trust N/A 30309FAL5 26000000.00000000 PA USD 25471217.20000000 0.147833709002 Long ABS-MBS USGSE US Y 2 2027-12-25 Variable 4.02986520 N N N N N N Telecommunications co Telekom Srbija AD Belgrade 254900OVY0XI1DFYC092 N/A 2000000.00000000 PA USD 1984380.00000000 0.011517245256 Long DBT NUSS RS Y 2 2031-05-18 Fixed 7.25000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AH1 5402000.00000000 PA USD 5106998.40000000 0.029640770969 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAJ8 3450000.00000000 PA USD 3540663.59000000 0.020549839716 Long ABS-O CORP US Y 2 2031-11-12 Fixed 7.87000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900QY3MMJFMNKXA93 62548RAA7 1635397.03000000 PA USD 1650092.87000000 0.009577058970 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 6.39318960 N N N N N N Connecticut Avenue Securities Trust N/A 20753WAE6 24261567.63000000 PA USD 24344952.21000000 0.141296921636 Long ABS-MBS CORP US Y 2 2039-10-25 Floating 7.15767120 N N N N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215AH3 2682000.00000000 PA USD 2578047.02000000 0.014962859841 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N Commercial Mortgage Trust N/A 12592GAJ2 800603.62000000 PA USD 786593.06000000 0.004565347962 Long ABS-MBS CORP US Y 2 2047-08-10 Variable 3.92910120 N N N N N N FREMF Mortgage Trust N/A 30298XAF2 14881889.00000000 PA USD 36259.72000000 0.000210449655 Long ABS-MBS USGSE US Y 2 2032-10-25 Fixed 0.10000000 N N N N N N Wynn Resorts Finance LLC N/A 983133AD1 3192000.00000000 PA USD 3192316.01000000 0.018528047260 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MVS6 10282986.45000000 PA USD 10140524.93000000 0.058855114770 Long ABS-MBS USGA US N 2 2055-07-16 Fixed 5.00000000 N N N N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAJ6 2685000.00000000 PA USD 2771631.53000000 0.016086414946 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N Oportun Issuance Trust N/A 68377GAD8 122491.73000000 PA USD 121832.06000000 0.000707107366 Long ABS-O CORP US Y 2 2031-05-08 Fixed 5.41000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 1945000.00000000 PA USD 1952297.64000000 0.011331040795 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAB6 4146000.00000000 PA USD 4173363.60000000 0.024221999881 Long DBT CORP US Y 2 2033-08-15 Fixed 6.25000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 2450000.00000000 PA USD 2471800.10000000 0.014346207871 Long ABS-O CORP US Y 2 2030-12-20 Fixed 6.11000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AR5 2082000.00000000 PA USD 2108793.26000000 0.012239333782 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384H5Q7 26670957.07000000 PA USD 1575338.75000000 0.009143189684 Long ABS-MBS USGA US N 2 2054-01-20 Floating 2.21115960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYPS5 518086.88000000 PA USD 536278.76000000 0.003112535907 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FHLMC STACR Trust 5493005RUXPCBST1N217 35563XBD3 3935000.00000000 PA USD 4125656.65000000 0.023945111058 Long ABS-MBS CORP US Y 2 2048-10-25 Floating 8.00767080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZM2 19590819.21000000 PA USD 1748794.07000000 0.010149915947 Long ABS-MBS USGSE US N 2 2035-02-25 Variable 1.62902880 N N N N N N Citi Asset Receivables Trust I N/A 17334LAA2 42066797.58000000 PA USD 43748731.63000000 0.253915516100 Long ABS-MBS CORP US Y 3 2032-07-20 Fixed 25.62000000 N N N N N N N/A N/A N/A 306000000.00000000 PA USD 2165937.16000000 0.012570994205 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-07-29 0.00000000 USD 10155.16000000 USD 306000000.00000000 USD 2165937.16000000 N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDT3 1690000.00000000 PA USD 1598782.76000000 0.009279257581 Long ABS-O CORP US Y 2 2032-05-25 Fixed 8.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F82T9 36255512.07000000 PA USD 1089213.47000000 0.006321742141 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.95067000 N N N N N N Connecticut Avenue Securities Trust N/A 20755CAB4 4495000.00000000 PA USD 4568043.75000000 0.026512704326 Long ABS-MBS CORP US Y 2 2043-10-25 Floating 6.14319120 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBG2 1165000.00000000 PA USD 1096426.94000000 0.006363608771 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAG3 11976000.00000000 PA USD 12192879.85000000 0.070766883164 Long DBT CORP US Y 2 2032-06-01 Fixed 6.25000000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972FAE2 4797793.61500000 PA USD 4725346.93000000 0.027425684351 Long LON CORP US N 2 2032-04-01 Variable 6.93640000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAC1 3190000.00000000 PA USD 2569340.20000000 0.014912325880 Long ABS-MBS CORP US Y 2 2051-05-15 Fixed 3.00000000 N N N N N N FHLMC, Multi-Class Certificates N/A 3137F9ZN4 40000000.00000000 PA USD 2362552.00000000 0.013712137199 Long ABS-MBS USGSE US N 2 2034-10-27 Variable 0.95900040 N N N N N N Edged Compute LLC N/A 28002AAA4 3575000.00000000 PA USD 3391343.38000000 0.019683192461 Long DBT CORP US Y 2 2031-04-30 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385G5X3 30792842.69000000 PA USD 1837935.48000000 0.010667288366 Long ABS-MBS USGA US N 2 2055-06-20 Floating 2.26116000 N N N N N N IRV Trust N/A 45006HAA9 53700000.00000000 PA USD 53111668.17000000 0.308257545575 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.29458840 N N N N N N Alternative Loan Trust N/A 12668AQ24 195795.04570000 PA USD 110460.48000000 0.000641107267 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 302673AG3 25000000.00000000 PA USD 18607720.00000000 0.107998304206 Long ABS-MBS USGSE US Y 2 2053-09-25 None 0.00000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes N/A 3137G0RJ0 15800000.00000000 PA USD 16375379.12000000 0.095041906031 Long ABS-MBS CORP US N 2 2030-03-25 Floating 8.20766880 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAQ4 990000.00000000 PA USD 958517.59000000 0.005563189594 Long DBT CORP US Y 2 2030-04-15 Fixed 5.25000000 N N N N N N Connecticut Avenue Securities Trust 549300Z5THZ1JXIHVK60 20754PAD2 56233610.71000000 PA USD 57249144.73000000 0.332271258818 Long ABS-MBS CORP US Y 2 2039-11-25 Floating 13.00767120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATJ4 1513603.42000000 PA USD 1575823.07000000 0.009146000654 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 5493000F7E2NMQ4HIO61 92939FAE9 8152500.00000000 PA USD 7479918.75000000 0.043413085569 Long ABS-MBS CORP US Y 2 2047-08-15 Fixed 3.49700000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05352TAA7 17604000.00000000 PA USD 17456353.49000000 0.101315828836 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJL9 2625000.00000000 PA USD 2638324.50000000 0.015312707411 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.58000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPB8 2596279.14000000 PA USD 2669758.12000000 0.015495146616 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Accelerated Assets LLC N/A 00436MAC9 59356.04000000 PA USD 57451.78000000 0.000333447344 Long ABS-O CORP US Y 2 2033-12-02 Fixed 6.65000000 N N N N N N Lendmark Funding Trust N/A 52603KAD9 1200000.00000000 PA USD 1178359.80000000 0.006839143116 Long ABS-O CORP US Y 2 2035-11-20 Fixed 5.90000000 N N N N N N iHeartMedia, Inc. N/A 45174J509 2360.00000000 NS USD 6419.20000000 0.000037256725 Long EC CORP US N 1 N N N Installed Building Products, Inc. 549300I95Y9P9YM5FI86 45780RAB7 1223000.00000000 PA USD 1192167.80000000 0.006919284078 Long DBT CORP US Y 2 2034-02-01 Fixed 5.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWV6 91000000.00000000 PA USD 1780615.20000000 0.010334604241 Long ABS-MBS USGSE US N 2 2044-09-25 Variable 2.18727720 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UVQ9 17385367.48000000 PA USD 1030180.38000000 0.005979116950 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.31116040 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAB3 5875000.00000000 PA USD 587.50000000 0.000003409821 Long DBT CORP US N 3 2024-10-15 Fixed 5.50000000 Y N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LFZ0 18622439.77000000 PA USD 1125672.48000000 0.006533348466 Long ABS-MBS USGA US N 2 2066-07-16 Variable 0.79848000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBA9 11000000.00000000 PA USD 10941337.00000000 0.063502989176 Long ABS-MBS CORP US Y 2 2029-09-29 Variable 2.12742000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7S93 37610073.28000000 PA USD 1917542.06000000 0.011129321094 Long ABS-MBS USGSE US N 2 2034-04-25 Variable 1.14281280 N N N N N N Rocket Cos., Inc. N/A 77311WAD3 2885000.00000000 PA USD 2979391.43000000 0.017292243327 Long DBT CORP US Y 2 2032-02-01 Fixed 7.12500000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AW1 5253000.00000000 PA USD 5403619.27000000 0.031362344109 Long DBT CORP US Y 2 2030-02-01 Fixed 6.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAJ7 3000000.00000000 PA USD 3131451.90000000 0.018174794918 Long ABS-O CORP US Y 2 2031-08-12 Fixed 9.79000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753QAF6 5325888.19000000 PA USD 5547306.13000000 0.032196295674 Long ABS-MBS CORP US Y 2 2031-04-25 Floating 8.10767160 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 9200000.00000000 PA USD 8982972.00000000 0.052136733717 Long DBT NUSS JO Y 2 2047-10-10 Fixed 7.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVSL3 38047921.87000000 PA USD 2121571.15000000 0.012313496035 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 2.28681000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 516806AK2 2894000.00000000 PA USD 2990546.73000000 0.017356988147 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 110203.06000000 0.000639613214 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1702187339.00000000 JPY 10776400.00000000 USD 2026-09-15 110203.06000000 N N N OneMain Financial Issuance Trust N/A 68270GAD6 5630000.00000000 PA USD 5596682.79000000 0.032482875414 Long ABS-O CORP US Y 2 2039-07-14 Fixed 5.94000000 N N N N N N Angel Oak Mortgage Trust N/A 03464KAD0 8000000.00000000 PA USD 7704033.60000000 0.044713837286 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.30400080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385QGY7 200701887.46000000 PA USD 15287201.86000000 0.088726178002 Long ABS-MBS USGA US N 2 2075-10-20 Variable 1.11399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U75T5 554761.61000000 PA USD 559571.66000000 0.003247726769 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQEN5 3006659.82000000 PA USD 3002056.62000000 0.017423790990 Long ABS-MBS USGSE US N 2 2053-08-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142BBEC0 6105100.97000000 PA USD 6100631.49000000 0.035407769222 Long ABS-MBS USGSE US N 2 2055-06-01 Variable 5.20599960 N Y N N N N SCE Trust VI N/A 78410V200 199200.00000000 NS USD 3300744.00000000 0.019157358054 Long EP CORP US N 1 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427PZJ6 25489095.59000000 PA USD 26567255.79000000 0.154195063809 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.50000000 N N N N N N ACHD Trust N/A 00092XAB2 1500000.00000000 PA USD 1504608.00000000 0.008732671842 Long ABS-O CORP US Y 2 2034-07-10 Fixed 8.24500000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 4400000.00000000 PA USD 4021600.00000000 0.023341171309 Long DBT NUSS SV Y 2 2050-01-20 Fixed 7.12460000 N N N N N N New Residential Mortgage Loan Trust 213800ZF5DPBUAR45104 64832MAH4 3800000.00000000 PA USD 3719630.00000000 0.021588552078 Long ABS-MBS CORP US Y 2 2065-12-25 Variable 5.47599960 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AQ5 11490000.00000000 PA USD 11038750.93000000 0.064068374900 Long DBT CORP US Y 2 2029-09-01 Fixed 10.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2300000.00000000 PA USD 2203400.00000000 0.012788426711 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N OBX Trust 2549006BC0G3YEF5SL09 67120VAA3 3095990.82000000 PA USD 3094346.23000000 0.017959435410 Long ABS-MBS CORP US Y 2 2064-11-25 Variable 5.59699920 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2C7 721180.96000000 PA USD 731409.61000000 0.004245065895 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust 213800SP1FDZI7J12P40 64832NAE9 28055519.93000000 PA USD 27842920.81000000 0.161598961702 Long ABS-MBS CORP US Y 2 2066-06-25 Variable 5.41800000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BA9 4528000.00000000 PA USD 4620421.01000000 0.026816699402 Long DBT CORP US Y 2 2032-08-01 Fixed 9.37500000 N N N N N N Belron Finance 2019 LLC N/A 08078UAQ6 1816874.66330000 PA USD 1819145.76000000 0.010558233743 Long LON CORP GB N 2 2031-10-16 Variable 5.75770000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381L8C9 146728404.45000000 PA USD 5871043.65000000 0.034075252536 Long ABS-MBS USGA US N 2 2062-01-16 Variable 0.64260000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA79 8361000.00000000 PA USD 8662230.11000000 0.050275163347 Long DBT CORP US N 2 2029-05-10 Variable 7.50000000 N N N N N N BCPE Lightning Buyer, Inc. N/A N/A 779767.44000000 PA USD 781716.86000000 0.004537046733 Long LON CORP US N 2 2033-07-25 Variable 6.95668000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XM6 4008483.09000000 PA USD 4115685.72000000 0.023887240264 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CD1 4489000.00000000 PA USD 4489000.00000000 0.026053938235 Long DBT CORP US N 2 2026-09-01 Fixed 4.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MS27 20614986.61000000 PA USD 20335366.99000000 0.118025483527 Long ABS-MBS USGA US N 2 2054-07-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWD85 555281.56000000 PA USD 571959.14000000 0.003319623102 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N Benchmark Mortgage Trust N/A 08162PAG6 2000000.00000000 PA USD 708675.00000000 0.004113115321 Long ABS-MBS CORP US Y 2 2051-01-15 Fixed 2.75000000 N N N N N N Masterbrand, Inc. 549300E0Y4BR5Z9RDZ64 57638PAA2 7923000.00000000 PA USD 7919533.69000000 0.045964589354 Long DBT CORP US Y 2 2032-07-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PR54 14016569.11000000 PA USD 1021601.84000000 0.005929327520 Long ABS-MBS USGA US N 2 2055-07-20 Floating 2.90116080 N N N N N N FREMF Mortgage Trust N/A 30296PAQ7 114000000.00000000 PA USD 133767.60000000 0.000776380661 Long ABS-MBS USGSE US Y 2 2051-04-25 Fixed 0.10000000 N N N N N N Genesis Energy LP N/A 37185LAR3 1371000.00000000 PA USD 1438272.17000000 0.008347661903 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N CD&R Smokey Buyer, Inc. N/A 12515KAA6 5232000.00000000 PA USD 2249760.00000000 0.013057497902 Long DBT CORP US Y 2 2029-10-15 Fixed 9.50000000 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAC5 1370000.00000000 PA USD 1392317.30000000 0.008080942066 Long DBT CORP US Y 2 2030-03-15 Fixed 6.12500000 N N N N N N N/A N/A N/A 7971000.00000000 PA USD -120780.19000000 -0.00070100236 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 12559.37000000 USD 0.00000000 USD 7971000.00000000 USD -120780.19000000 N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 6715000.00000000 PA USD 6646801.79000000 0.038577715148 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAF5 6218000.00000000 PA USD 6448775.16000000 0.037428378194 Long DBT CORP DE Y 2 2030-11-15 Fixed 7.75000000 N N Y N N N GNMA 549300M8ZYFG0OCMTT87 38381VLL2 7011303.52000000 PA USD 536387.16000000 0.003113165056 Long ABS-MBS USGA US N 2 2049-05-20 Floating 2.28306960 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAC7 17893000.00000000 PA USD 18421845.51000000 0.106919497683 Long DBT CORP US N 2 2029-09-15 Variable 6.85000000 N N N N N N Eldik Bank OAO 529900MRXI5QEMS86V46 68370XAA4 2087000.00000000 PA USD 2097435.00000000 0.012173410992 Long DBT NUSS KG Y 2 2031-04-23 Fixed 8.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9Y77 774574.75000000 PA USD 802219.28000000 0.004656041784 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1TN5 3226577.79000000 PA USD 3202351.90000000 0.018586295079 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A 12667FVN2 8622.54000000 PA USD 8544.34000000 0.000049590934 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 933940AA6 3833000.00000000 PA USD 3902271.89000000 0.022648596747 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N BANK N/A 06540XAL5 4250000.00000000 PA USD 3330209.90000000 0.019328376708 Long ABS-MBS CORP US Y 2 2062-11-15 Fixed 2.50000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VJL9 11656000.00000000 PA USD 11661831.38000000 0.067684703606 Long DBT CORP US N 2 2059-02-15 Variable 6.60000000 N N N N N N BX Mortgage Trust N/A 123911AG4 15700000.00000000 PA USD 15410496.71000000 0.089441775331 Long ABS-MBS CORP US Y 2 2042-02-10 Variable 6.96092040 N N N N N N ROCK Trust N/A 74970WAG5 20727000.00000000 PA USD 21331818.01000000 0.123808836909 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 7.10914000 N N N N N N Commercial Mortgage Trust N/A 12636FAN3 3500000.00000000 PA USD 2817465.00000000 0.016352430182 Long ABS-MBS CORP US Y 2 2048-10-10 Variable 3.71288160 N N N N N N Blue Racer Midstream LLC N/A 095796AJ7 2405000.00000000 PA USD 2469971.08000000 0.014335592328 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N Scripps Escrow II, Inc. N/A 81105DAA3 3815000.00000000 PA USD 3569070.22000000 0.020714710418 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AJ6 1000000.00000000 PA USD 1020927.40000000 0.005925413103 Long ABS-O CORP US Y 2 2032-04-12 Fixed 7.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XNW0 11760000.00000000 PA USD 12045029.47000000 0.069908766731 Long ABS-MBS CORP US N 2 2030-01-25 Floating 7.35766920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EKC1 14409061.58170000 PA USD 1025567.84000000 0.005952345992 Long ABS-MBS USGA US N 2 2061-10-16 Variable 0.96424920 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FAS7 49889.95000000 PA USD 48480.34000000 0.000281377541 Long ABS-MBS CORP US N 2 2033-08-25 Variable 4.98501000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UNT56 399542.27000000 PA USD 420431.37000000 0.002440163276 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 7.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166WAF3 6310000.00000000 PA USD 6294302.61000000 0.036531827007 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.51000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GCJ87 11100000.00000000 PA USD 10944759.84000000 0.063522855173 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 4.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691QAN8 1310000.00000000 PA USD 1115419.15000000 0.006473838636 Long ABS-MBS CORP US Y 2 2051-10-15 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08162YAR3 3000000.00000000 PA USD 1149465.60000000 0.006671442581 Long ABS-MBS CORP US Y 2 2062-12-15 Fixed 2.50000000 N N N N N N BANK N/A 06540VAJ4 7380000.00000000 PA USD 5889151.44000000 0.034180349271 Long ABS-MBS CORP US Y 2 2062-11-15 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JEA8 2000000.00000000 PA USD 1854502.80000000 0.010763444288 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAB8 3866000.00000000 PA USD 3893400.28000000 0.022597106353 Long ABS-O CORP US Y 2 2034-02-15 Fixed 6.71000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287FAE2 339586.17000000 PA USD 343136.88000000 0.001991549805 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FAW7 4481586.26000000 PA USD 4438780.43000000 0.025762466287 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1ZZ1 1072286.69000000 PA USD 1132128.51000000 0.006570818951 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TNE8 37485211.37000000 PA USD 2980003.08000000 0.017295793314 Long ABS-MBS USGA US N 2 2068-02-16 Variable 0.96184080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H040699 -459000000.00000000 PA USD -414341650.08000000 -2.40481883707 Short ABS-MBS USGA US N 2 2056-09-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N56J3 48710287.30000000 PA USD 48410233.88000000 0.280970649026 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 5.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324TAM1 1000000.00000000 PA USD 877500.00000000 0.005092967431 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.63423320 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3130G2RM4 5041194.00000000 PA USD 5212358.11000000 0.030252273615 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.50000000 N N N N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CS0 1895000.00000000 PA USD 1658125.00000000 0.009623677063 Long DBT CORP US Y 2 2030-10-15 Fixed 10.25000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAD6 1106000.00000000 PA USD 1061353.10000000 0.006160041905 Long DBT CORP US Y 2 2029-05-01 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UKCY7 2096989.15000000 PA USD 2134529.14000000 0.012388703581 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HMW8 127601529.50000000 PA USD 5274804.79000000 0.030614711116 Long ABS-MBS USGA US N 2 2064-09-16 Variable 0.55667880 N N N N N N FREMF Mortgage Trust N/A 30319DAC8 66000000.00000000 PA USD 237250.20000000 0.001376988651 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N Western Funding Auto Loan Trust N/A 958250AA0 15500000.00000000 PA USD 15472654.90000000 0.089802538450 Long ABS-O CORP US Y 2 2035-07-16 Fixed 4.75000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAR4 3035000.00000000 PA USD 3037974.30000000 0.017632255463 Long DBT NUSS NG Y 2 2028-09-28 Fixed 6.12500000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAB0 5905194.88000000 PA USD 5867992.15000000 0.034057541778 Long ABS-O CORP US Y 3 2040-04-05 Fixed 6.53100000 N N N N N N Washington State Housing Finance Commission 549300YL1HU59NREG764 93978TS67 86108866.58000000 PA USD 2829537.36000000 0.016422497574 Long ABS-MBS MUN US N 2 2035-12-20 Variable 0.72653400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXK39 2136247.00000000 PA USD 2128888.18000000 0.012355963722 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Ciudad Autonoma De Buenos Aires 5299007MC8RF52X0ON96 11942GAF9 2500000.00000000 PA USD 2442500.00000000 0.014176151512 Long DBT NUSS AR Y 2 2036-05-13 Fixed 7.05000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBH2 8131000.00000000 PA USD 8037330.88000000 0.046648278531 Long DBT CORP US Y 2 2029-01-15 Fixed 6.00000000 N N N N N N Nexus Nova 959800PVVSV2F1URCK65 N/A 9638279.25000000 PA USD 9638568.40000000 0.055941783420 Long ABS-MBS CORP ES N 3 2028-11-08 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TGL0 10926571.01000000 PA USD 10408608.93000000 0.060411061301 Long ABS-MBS USGA US N 2 2068-01-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381D6B1 18552407.92000000 PA USD 1248862.76000000 0.007248338875 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.91681920 N N N N N N BANK N/A 06036FAL5 2000000.00000000 PA USD 1592400.00000000 0.009242212351 Long ABS-MBS CORP US Y 2 2061-11-15 Fixed 3.00000000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAB3 5948000.00000000 PA USD 6260924.28000000 0.036338100799 Long DBT CORP US Y 2 2030-09-15 Fixed 7.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JCXC3 20150079.21000000 PA USD 20050993.81000000 0.116374995386 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 4.98999960 N N N N N N Municipal Water District of Orange County Water Facilities Corp. 549300KBQTX6CMJ3U708 68442CCA2 290000.00000000 PA USD 251723.63000000 0.001460991737 Long DBT MUN US N 2 2041-08-15 Fixed 4.06000000 N N N N N N Sonangol Finance Ltd. N/A 83540CAA4 2550000.00000000 PA USD 2620125.00000000 0.015207078395 Long DBT CORP AO Y 2 2031-01-29 Fixed 10.00000000 N N N N N N Allied Universal Holdco LLC N/A 049362AA4 1622000.00000000 PA USD 1598225.70000000 0.009276024431 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427GW42 3299908.70000000 PA USD 3268389.66000000 0.018969575034 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61768HBB1 6755000.00000000 PA USD 5851695.06000000 0.033962954258 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.96514520 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 39843UAA0 6077000.00000000 PA USD 5989203.15000000 0.034761044542 Long DBT CORP ES Y 2 2028-10-15 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNBB5 48669127.00000000 PA USD 2388641.82000000 0.013863561248 Long ABS-MBS USGSE US N 2 2051-08-25 Variable 2.11338360 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86364KAA2 11858498.00080000 PA USD 9685377.25000000 0.056213459714 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.48174880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMTV4 7134407.00000000 PA USD 1392026.97000000 0.008079257005 Long ABS-MBS USGSE US N 2 2034-10-25 Variable 3.26269080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMD55 1099049.76000000 PA USD 1134639.63000000 0.006585393370 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Upstart Pass-Through Trust N/A 91683PAA5 143106.84000000 PA USD 136818.15000000 0.000794085905 Long ABS-O CORP US Y 3 2029-11-20 Variable 47.43321120 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AD8 3733000.00000000 PA USD 3929448.75000000 0.022806329924 Long DBT CORP US Y 2 2036-01-15 Fixed 6.75000000 N N N N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496AR8 3210000.00000000 PA USD 3208633.50000000 0.018622753181 Long DBT CORP US Y 2 2033-10-15 Fixed 5.75000000 N N N N N N Directv Financing LLC N/A 25461LAA0 1265000.00000000 PA USD 1261544.65000000 0.007321943950 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RP95 39475417.38000000 PA USD 36404841.78000000 0.211291935667 Long ABS-MBS USGA US N 2 2063-02-16 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZS7 6414497.81000000 PA USD 6436155.40000000 0.037355133719 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 31448451.28000000 PA USD 31409140.72000000 0.182297129060 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N Lendmark Funding Trust N/A 52604DAB8 1000000.00000000 PA USD 944004.80000000 0.005478958064 Long ABS-O CORP US Y 2 2032-04-20 Fixed 2.37000000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAC8 2753000.00000000 PA USD 2788678.88000000 0.016185356938 Long DBT CORP LU Y 2 2031-02-12 Fixed 8.87500000 N N N N N N FHLMC STACR REMIC Trust 549300TCRXCIFPAC3B85 35565JBE0 2000000.00000000 PA USD 2218592.00000000 0.012876600342 Long ABS-MBS CORP US Y 2 2050-01-25 Floating 8.85767040 N N N N N N KKR CLO 40 Ltd. N/A 48254UAG0 5300000.00000000 PA USD 5309842.10000000 0.030818065964 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.42921040 N N N N N N FHLMC 529900KWKEUIIIV9P337 355917AB1 8900000.00000000 PA USD 9031197.57000000 0.052416632586 Long ABS-MBS USGSE US Y 2 2044-10-25 Floating 6.89484960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPKW2 15055387.20000000 PA USD 14520633.40000000 0.084277051847 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 4.05000000 N Y N N N N NYC Commercial Mortgage Trust N/A 67076XAJ4 5000000.00000000 PA USD 3617204.50000000 0.020994079444 Long ABS-MBS CORP US Y 2 2043-04-10 Variable 3.20550120 N N N N N N Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust N/A 1729734C0 22307.90000000 PA USD 20474.86000000 0.000118835094 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Upstart Pass-Through Trust N/A 91680VAB3 2900000.00000000 PA USD 44486.00000000 0.000258194585 Long ABS-O CORP US Y 3 2027-08-20 Fixed 0.00000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BR1 3235000.00000000 PA USD 2879790.53000000 0.016714164535 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 37960BAD7 2797000.00000000 PA USD 2899090.50000000 0.016826180625 Long DBT CORP US Y 2 2032-10-01 Fixed 7.37500000 N N N N N N CD Mortgage Trust N/A 12515HAA3 266000.00000000 PA USD 251779.03000000 0.001461313276 Long ABS-MBS CORP US Y 2 2050-08-15 Fixed 3.35000000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAA2 6764000.00000000 PA USD 6532368.85000000 0.037913551915 Long DBT CORP US Y 2 2030-02-15 Fixed 4.37500000 N N N N N N BAML Funding Ltd. N/A N/A 4476900.00000000 PA USD 4471303.88000000 0.025951230813 Long DBT CORP GB N 3 2029-10-26 Floating 8.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168EAF1 5900000.00000000 PA USD 5883798.01000000 0.034149278223 Long ABS-O CORP US N 2 2033-02-15 Fixed 5.64000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLNB6 8734305.89000000 PA USD 113971.34000000 0.000661484128 Long ABS-MBS USGSE US N 2 2029-03-25 Variable 0.70223400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXR38 18830000.00000000 PA USD 239455.46000000 0.001389787873 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 2.21758560 N N N N N N Moran Foods LLC N/A N/A 10460235.01350000 PA USD 9937223.26000000 0.057675161739 Long LON CORP US N 3 2026-09-01 Variable 15.34864000 N N Y N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AT0 7413000.00000000 PA USD 7440798.75000000 0.043186034986 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N MIWD Holdco II LLC N/A 55337PAA0 3755000.00000000 PA USD 3538373.67000000 0.020536549131 Long DBT CORP US Y 2 2030-02-01 Fixed 5.50000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes 5493007ZK0X40BI7UF30 35564KDY2 23320000.00000000 PA USD 29117132.79000000 0.168994426221 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 9.64319040 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VBA0 2625000.00000000 PA USD 2651187.42000000 0.015387363174 Long DBT CORP US Y 2 2033-07-15 Fixed 6.62500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644FAX9 1000000.00000000 PA USD 920220.00000000 0.005340912239 Long ABS-MBS CORP US Y 2 2048-10-15 Variable 3.78394560 N N N N N N FREMF Mortgage Trust N/A 30314RAN8 273024350.05000000 PA USD 763512.59000000 0.004431390033 Long ABS-MBS USGSE US Y 2 2053-05-25 Fixed 0.10000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CF6 2820000.00000000 PA USD 2826573.42000000 0.016405295010 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAG0 1302000.00000000 PA USD 725865.00000000 0.004212885247 Long DBT CORP NL Y 2 2033-02-13 Fixed 7.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBV7 50.62000000 PA USD 49.47000000 0.000000287121 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Commercial Mortgage Trust N/A 12635QAL4 2072000.00000000 PA USD 1802557.12000000 0.010461954081 Long ABS-MBS CORP US Y 2 2048-10-10 Variable 3.52225440 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBY7 6970000.00000000 PA USD 5606375.26000000 0.032539130039 Long ABS-MBS CORP US Y 2 2029-08-29 Fixed 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2HC1 2318659.38000000 PA USD 242175.63000000 0.001405575608 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GNA3 4700000.00000000 PA USD 4424955.53000000 0.025682227238 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N CITI Asset Receivables Trust I N/A 17292CAA2 2717988.85000000 PA USD 2475272.45000000 0.014366361222 Long ABS-MBS CORP US Y 3 2031-05-20 Fixed 24.76000000 Y N N N N N State of Nevada Department of Business & Industry N/A 25457VBV7 9665000.00000000 PA USD 6137275.00000000 0.035620446376 Long DBT MUN US Y 2 2065-01-01 Variable 12.00000000 N N N N N N FREMF Mortgage Trust N/A 30311LAG9 1341410.13000000 PA USD 1294016.50000000 0.007510408992 Long ABS-MBS USGSE US Y 2 2029-04-25 Floating 5.93422920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HLTF9 36860069.93000000 PA USD 2014189.03000000 0.011690255420 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 2.10681000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395DVD8 683904.05000000 PA USD 59882.09000000 0.000347552745 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 2.80233000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPVR1 9307588.20000000 PA USD 8573202.74000000 0.049758452811 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAX3 100000000.00000000 PA USD 461500.00000000 0.002678523612 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.23353200 N N N N N N GSMSC Pass-Through Trust N/A 3622X1AC3 156035.70000000 PA USD 14476.74000000 0.000084022296 Long ABS-MBS CORP US Y 2 2036-10-25 Variable 7.49999880 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAB7 14639988.00000000 PA USD 14881323.81000000 0.086370481490 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 7.39319040 N N N N N N Banc of America Funding Trust N/A 059523AL4 535999.25000000 PA USD 376759.07000000 0.002186691365 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.15175040 N N N N N N PetSmart LLC 894500NGJMHSFNESGA67 71677HAN5 6260747.06040000 PA USD 6295995.07000000 0.036541649963 Long LON CORP US N 2 2032-08-18 Variable 7.68814000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7H53 90860524.80000000 PA USD 847129.02000000 0.004916695737 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 0.43596000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 9035000.00000000 PA USD 9035496.93000000 0.052441585863 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N Triad Resources LLC N/A N/A 32142509.99000000 PA USD 33267497.84000000 0.193082943634 Long DBT CORP US N 3 2052-04-01 Fixed 0.00000000 N N N N N N Infinity Natural Resources LLC 54930021094IFVB5ND43 45690BAA3 1754000.00000000 PA USD 1777242.25000000 0.010315027803 Long DBT CORP US Y 2 2031-04-01 Fixed 7.62500000 N N N N N N Varsity Brands, Inc. N/A 92227QAH9 8048782.71470000 PA USD 8051277.84000000 0.046729226010 Long LON CORP US N 2 2031-08-26 Variable 6.48373000 N N N N N N Towd Point Mortgage Trust N/A 89190MAA2 17480474.60000000 PA USD 17140703.12000000 0.099483809401 Long ABS-O CORP US Y 2 2066-02-25 Variable 4.71999960 N N N N N N Hess Midstream Operations LP N/A 428104AA1 4960000.00000000 PA USD 4947203.20000000 0.028713327380 Long DBT CORP US Y 2 2028-06-15 Fixed 5.12500000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52607FAD6 900341.60000000 PA USD 222632.33000000 0.001292147243 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.73000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 7600000.00000000 PA USD 7787264.00000000 0.045196902490 Long DBT NUSS EG Y 2 2032-05-29 Fixed 7.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4XA5 5471000.00000000 PA USD 148436.44000000 0.000861517897 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 2.19578040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CU4 486075.21000000 PA USD 510824.49000000 0.002964800559 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 3905000.00000000 PA USD 4034971.72000000 0.023418780123 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001QAC5 2890000.00000000 PA USD 2386279.65000000 0.013849851328 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 3.00000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389286AA3 10578000.00000000 PA USD 8235501.90000000 0.047798453517 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2YQ1 8882068.82000000 PA USD 879423.40000000 0.005104130752 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12596GAG4 2000000.00000000 PA USD 1451809.00000000 0.008426229007 Long ABS-MBS CORP US Y 2 2051-11-15 Variable 4.87548360 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAG9 10000000.00000000 PA USD 10180987.00000000 0.059089954661 Long ABS-O CORP US Y 2 2031-08-15 Fixed 7.47000000 N N N N N N FREMF Mortgage Trust N/A 30297VAA8 765494.78000000 PA USD 739661.32000000 0.004292958419 Long ABS-MBS USGSE US Y 2 2029-01-25 Floating 5.98422960 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320BE5 2315000.00000000 PA USD 2001081.88000000 0.011614182157 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380P4H4 50658509.92950000 PA USD 3348750.40000000 0.019435984871 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.92211120 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CK5 4069000.00000000 PA USD 4118861.53000000 0.023905672511 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKR89 65416706.81000000 PA USD 3745198.05000000 0.021736947800 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 2.33681040 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAL8 5943000.00000000 PA USD 5821490.02000000 0.033787645671 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GMT3 6000000.00000000 PA USD 5746333.80000000 0.033351442616 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATQ80 209998.78000000 PA USD 8919.22000000 0.000051766720 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 3.00000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AS0 8621000.00000000 PA USD 8613413.52000000 0.049991834227 Long DBT CORP US Y 2 2033-09-15 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9YZ8 64580995.80000000 PA USD 1653783.68000000 0.009598480252 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.79869240 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAZ7 1020162.31000000 PA USD 985680.82000000 0.005720843663 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.19820480 N N N N N N Drive Auto Receivables Trust N/A 262102AF3 7900000.00000000 PA USD 7920255.60000000 0.045968779285 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 12720000.00000000 PA USD 12256894.06000000 0.071138418534 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Citi Asset Receivables Trust I N/A 17302GAA1 3877690.85000000 PA USD 3632620.79000000 0.021083554844 Long ABS-MBS CORP US Y 3 2031-07-20 Fixed 25.10000000 Y N N N N N FNMA or FHLMC N/A 01F062697 2760000.00000000 PA USD 2843899.89000000 0.016505857002 Long ABS-MBS USGSE US N 2 2056-09-25 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385WWR1 7100000.00000000 PA USD 7306173.35000000 0.042404675696 Long ABS-MBS USGA US N 2 2055-07-20 Floating 7.28884080 N N N N N N Honey Hill Park CLO Ltd. N/A 438453AN2 6270000.00000000 PA USD 6245321.28000000 0.036247541744 Long ABS-CBDO CORP KY Y 2 2039-04-24 Floating 6.16953960 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597BAC3 5500000.00000000 PA USD 3199116.25000000 0.018567515523 Long ABS-MBS CORP US Y 2 2052-09-15 Fixed 2.50000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAB4 18075000.00000000 PA USD 20583627.44000000 0.119466375136 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 10.14319080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZF4 52233991.00000000 PA USD 5477016.02000000 0.031788335286 Long ABS-MBS USGSE US N 2 2048-04-25 Variable 3.28763880 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AE2 5585000.00000000 PA USD 5602887.08000000 0.032518884812 Long ABS-O CORP US Y 2 2031-04-14 Fixed 5.11000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PU36 8270468.31000000 PA USD 450661.13000000 0.002615615336 Long ABS-MBS USGA US N 2 2061-12-16 Variable 0.99096120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JM5W3 445043.36000000 PA USD 454081.36000000 0.002635466185 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N Stanwich Mortgage Loan Co. LLC N/A 85501YAB6 4736269.03000000 PA USD 4748319.05000000 0.027559013422 Long ABS-O CORP US Y 2 2026-10-16 Variable 8.37500040 N N N N N N Photo Holdings LLC N/A 71924PAA6 7172000.00000000 PA USD 7383093.48000000 0.042851116399 Long DBT CORP US Y 2 2031-07-01 Fixed 12.00000000 N N N N N N OCP Aegis CLO Ltd. N/A 675953AE3 18200000.00000000 PA USD 18224733.80000000 0.105775470881 Long ABS-CBDO CORP KY Y 2 2037-04-21 Floating 5.48372880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEXY8 2400000.00000000 PA USD 1986245.54000000 0.011528072760 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 1.97000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRSE6 13489.23000000 PA USD 1214.95000000 0.000007051510 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.50000000 N N N N N N Stifel SBA IO Trust N/A 826545AB1 56057350.32000000 PA USD 3260637.44000000 0.018924581526 Long ABS-O CORP US Y 2 2051-10-25 Variable 1.90254960 N N N N N N N/A N/A N/A 1.00000000 NC N/A 117023.32000000 0.000679197672 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1701099840.00000000 JPY 10776405.81000000 USD 2026-09-15 117023.32000000 N N N GNMA 549300M8ZYFG0OCMTT87 38384TBG6 83884008.32000000 PA USD 5492003.46000000 0.031875321661 Long ABS-MBS USGA US N 2 2067-10-16 Variable 0.72821880 N N N N N N New Residential Mortgage Loan Trust 213800UD7J2W19Q88M79 64790AAC1 25527832.96000000 PA USD 25144450.86000000 0.145937173017 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 5.00299920 N N N N N N HINNT LLC N/A 40486JAD9 1827559.24000000 PA USD 1813254.39000000 0.010524040517 Long ABS-O CORP US Y 2 2041-05-15 Fixed 6.50000000 N N N N N N AmeriGas Partners LP N/A 030981AP9 2285000.00000000 PA USD 2429254.34000000 0.014099274344 Long DBT CORP US Y 2 2030-06-01 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UYP98 3487500.00000000 PA USD 3666947.46000000 0.021282785171 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 7.00000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAB5 2265000.00000000 PA USD 2324093.85000000 0.013488927962 Long DBT CORP US Y 2 2029-05-01 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003PAC5 1500000.00000000 PA USD 1497885.15000000 0.008693652747 Long ABS-MBS CORP US Y 2 2035-07-15 Variable 5.74309080 N N N N N N Accelerated Assets LLC N/A 00436MAB1 27395.01000000 PA USD 27082.50000000 0.000157185516 Long ABS-O CORP US Y 2 2033-12-02 Fixed 4.51000000 N N N N N N FHLMC 5493000IRILHAKSCHN59 35564KP37 748164.89000000 PA USD 754845.10000000 0.004381084342 Long ABS-MBS CORP US Y 2 2043-03-25 Floating 5.74485120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MPH7 10900000.00000000 PA USD 10524435.05000000 0.061083310482 Long ABS-MBS USGA US N 2 2054-12-16 Fixed 4.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CAJ7 5500000.00000000 PA USD 3441889.00000000 0.019976556787 Long ABS-MBS CORP US Y 2 2054-06-15 Variable 2.49999840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6P76 31470000.00000000 PA USD 31947945.28000000 0.185424324588 Long ABS-MBS USGA US N 2 2056-08-20 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FGZW8 9000000.00000000 PA USD 318478.50000000 0.001848433764 Long ABS-MBS USGSE US N 2 2046-07-25 Variable 2.32978320 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAYZ2 124616.95000000 PA USD 10540.90000000 0.000061178872 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 2.39232960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LFU7 3798554.33000000 PA USD 3727922.49000000 0.021636681287 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754GAJ9 1612000.00000000 PA USD 1680289.16000000 0.009752316772 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 7.34319000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1M25 4043983.97000000 PA USD 4181300.07000000 0.024268062768 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N N/A N/A 05070N129 6661.00000000 NS USD 6.66000000 0.000000038654 N/A DO US N 3 Audacy, Inc. N/A Call Purchased Audacy, Inc. Audacy, Inc. 1.00000000 1.00000000 USD 2049-12-31 XXXX -47242.06000000 N N N Moran Foods LLC N/A 61647DAX0 2864466.60930000 PA USD 2721243.28000000 0.015793963987 Long LON CORP US N 3 2029-01-02 Variable 6.24864000 N N Y N N N GCAT Trust N/A 36167FAE9 3000000.00000000 PA USD 2671512.30000000 0.015505327792 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 3.63800160 N N N N N N Connect Finco SARL N/A 20752TAB0 2105000.00000000 PA USD 2201244.81000000 0.012775918093 Long DBT CORP US Y 2 2029-09-15 Fixed 9.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMZ33 65138.36260000 PA USD 3508.55000000 0.000020363453 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380MMF5 7468405.61000000 PA USD 405457.50000000 0.002353255660 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.68616000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002EAA5 4500000.00000000 PA USD 3269746.35000000 0.018977449197 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N Adient US LLC N/A 00687MAH4 3595896.29590000 PA USD 3602404.87000000 0.020908183110 Long LON CORP US N 2 2031-01-31 Variable 5.68640000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DBA3 23609287.04000000 PA USD 1268272.01000000 0.007360989221 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.31116040 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283WAE3 11700000.00000000 PA USD 12262863.60000000 0.071173065454 Long DBT CORP US Y 2 2031-11-15 Fixed 8.87500000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 411600.00000000 PA USD 339899.28000000 0.001972758932 Long DBT NUSS LK Y 2 2035-06-15 Variable 3.60000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBK4 10085000.00000000 PA USD 10082904.34000000 0.058520687660 Long DBT CORP CA N 2 2056-10-17 Variable 6.12500000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52607HAD2 1694453.69000000 PA USD 249384.78000000 0.001447417165 Long ABS-O CORP US Y 2 2029-02-15 Fixed 6.12000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 21038000.00000000 PA USD 21046625.58000000 0.122153593880 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N Millrose Properties, Inc. N/A 601137AA0 3811000.00000000 PA USD 3864011.01000000 0.022426532456 Long DBT CORP US Y 2 2030-08-01 Fixed 6.37500000 N N N N N N New York City Housing Development Corp. 549300SQWVHKBRF8D702 64966TGT5 3200000.00000000 PA USD 3226748.48000000 0.018727891646 Long DBT MUN US N 2 2031-12-15 Fixed 6.03300000 N N N N N N Clarios Global LP N/A 18060TAD7 3615000.00000000 PA USD 3717232.20000000 0.021574635363 Long DBT CORP US Y 2 2030-02-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6HX8 17654185.58000000 PA USD 18223123.31000000 0.105766123675 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6NC7 15816414.91000000 PA USD 16056624.02000000 0.093191866894 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTZT3 1249530.83000000 PA USD 1298362.59000000 0.007535633487 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAW0 5000.00000000 PA USD 5011.76000000 0.000029088011 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N SRT Issuer II LLC 2549005TCDBHPK8XA750 78475DAE3 20000000.00000000 PA USD 20008753.60000000 0.116129835256 Long ABS-O CORP US N 3 2031-12-07 Variable 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MR93 23084738.43000000 PA USD 1510589.10000000 0.008767385856 Long ABS-MBS USGA US N 2 2068-02-16 Variable 0.71160840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX21 41369780.86000000 PA USD 413.70000000 0.000002401094 Long ABS-MBS USGSE US N 2 2047-09-25 Variable 3.78970920 N N N N N N Commercial Mortgage Trust N/A 12592KAG9 4760000.00000000 PA USD 3094476.00000000 0.017960188588 Long ABS-MBS CORP US Y 2 2047-09-10 Fixed 3.49500000 N N N N N N FREMF Mortgage Trust N/A 30311FAC1 3384461.01000000 PA USD 3211176.61000000 0.018637513268 Long ABS-MBS USGSE US Y 2 2029-05-25 Floating 6.08423040 N N N N N N New Residential Mortgage Loan Trust 549300U48YU2VDL8N523 64830KAH0 12919130.82750000 PA USD 506614.67000000 0.002940366968 Long ABS-MBS CORP US Y 2 2058-05-25 Variable 1.50000120 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259KAA8 3218449.86850000 PA USD 3163969.24000000 0.018363523982 Long ABS-MBS CORP US Y 2 2052-08-25 Variable 5.63000040 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAA8 6927000.00000000 PA USD 6882592.39000000 0.039946232352 Long DBT CORP US Y 2 2032-08-15 Fixed 5.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBT6 504071.32000000 PA USD 522157.58000000 0.003030577264 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002EAC1 6850000.00000000 PA USD 4382008.02000000 0.025432961973 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N BANK N/A 06540VBC8 96877767.23640000 PA USD 1751191.58000000 0.010163830978 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.63207000 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AP3 2870000.00000000 PA USD 2713805.42000000 0.015750795009 Long DBT CORP US Y 2 2029-10-01 Fixed 3.62500000 N N N N N N BANK N/A 06541KAJ7 1250000.00000000 PA USD 1001935.25000000 0.005815183586 Long ABS-MBS CORP US Y 2 2061-05-15 Fixed 3.00000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AJ0 7029000.00000000 PA USD 6772111.84000000 0.039305008599 Long DBT CORP US Y 2 2029-05-01 Fixed 3.75000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAC7 4450000.00000000 PA USD 1738702.67000000 0.010091345951 Long ABS-MBS CORP US Y 2 2053-03-15 Fixed 2.50000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAA5 185000.00000000 PA USD 18.50000000 0.000000107373 Long DBT CORP US N 3 2022-10-15 Fixed 6.25000000 Y N N N N N AthenaHealth Group, Inc. N/A 04686RAF0 6523872.12300000 PA USD 6516891.58000000 0.037823722591 Long LON CORP US N 2 2032-02-16 Variable 6.93640000 N N N N N N FHLMC 5493000IS4CDPWRMWB65 35564KXA2 3100000.00000000 PA USD 3189970.06000000 0.018514431480 Long ABS-MBS CORP US Y 2 2042-05-25 Floating 8.89319160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDXU8 10719611.70000000 PA USD 9322156.70000000 0.054105345262 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 1.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHEJ5 1695856.49000000 PA USD 1753440.77000000 0.010176885168 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N Altice France Lux 3/Altice Holdings 1 N/A 020956AA6 2310600.00000000 PA USD 2250552.36000000 0.013062096721 Long DBT CORP LU Y 2 2033-01-15 Fixed 10.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XSW5 8015000.00000000 PA USD 8261116.61000000 0.047947120052 Long ABS-MBS CORP US N 2 2030-02-25 Floating 8.20766880 N N N N N N Identity Digital Capital LLC N/A 45175XAF8 13000000.00000000 PA USD 12814100.00000000 0.074372414779 Long ABS-O CORP US N 3 2065-03-20 Fixed 6.79300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DW22 13846124.67000000 PA USD 986492.08000000 0.005725552176 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.99357840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HNTT4 7189892.69000000 PA USD 7340403.89000000 0.042603348089 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AP9 2490000.00000000 PA USD 2495179.20000000 0.014481899033 Long DBT NUSS KE Y 2 2033-10-09 Fixed 7.87500000 N N N N N N Rocket Mortgage LLC N/A 74841CAA9 9240000.00000000 PA USD 8904982.55000000 0.051684086733 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N Ucielo 2025-assic N/A N/A 199451.77000000 PA USD 199451.77000000 0.001157608397 Long ABS-O CORP US N 3 2033-08-09 Fixed 8.01400000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300XO83D3BDYP0P62 94989TBH6 2106986.00000000 PA USD 2013794.01000000 0.011687962743 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.71481560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UUCX7 8319193.82000000 PA USD 8622924.43000000 0.050047035087 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.50000000 N N N N N N Republic of Cameroon International Bond 54930021BO6NHYGBBV24 N/A 4100000.00000000 PA USD 4153874.00000000 0.024108883188 Long DBT NUSS CM Y 2 2031-07-31 Fixed 9.50000000 N N N N N N Accendra Health, Inc. 549300LMT5KQQXCEZ733 690732AK8 3446058.00000000 PA USD 1567956.39000000 0.009100342824 Long DBT CORP US Y 2 2033-06-15 Fixed 9.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UEBN6 3486561.49000000 PA USD 3610998.54000000 0.020958060354 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CN1 5349005.00000000 PA USD 5471406.28000000 0.031755776627 Long DBT CORP US Y 2 2034-03-31 Fixed 7.00000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00109LAA1 3866000.00000000 PA USD 3723419.99000000 0.021610548996 Long DBT CORP US Y 2 2029-08-01 Fixed 4.12500000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDP1 3130000.00000000 PA USD 3073795.22000000 0.017840158345 Long ABS-O CORP US Y 2 2030-05-25 Fixed 7.74000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385HSZ1 13104232.15000000 PA USD 622983.06000000 0.003615763458 Long ABS-MBS USGA US N 2 2055-10-20 Floating 1.76115960 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J95 2908000.00000000 PA USD 2918980.72000000 0.016941622497 Long DBT CORP US N 2 2036-05-22 Fixed 6.46700000 N N N N N N Axalta Coating Systems LLC N/A 05454NAA7 12512000.00000000 PA USD 12499638.14000000 0.072547293398 Long DBT CORP US Y 2 2027-06-15 Fixed 4.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5D75 409101.30000000 PA USD 430224.31000000 0.002497001024 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PCH0 16135765.67170000 PA USD 0.16000000 0.000000000928 Long ABS-MBS CORP US N 3 2056-07-25 Variable 0.00001080 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BG0 3055000.00000000 PA USD 3184935.26000000 0.018485209745 Long DBT CORP US Y 2 2028-06-01 Fixed 8.50000000 N N N N N N BBCMS Mortgage Trust N/A 05554FAD7 7100000.00000000 PA USD 7569625.24000000 0.043933737685 Long ABS-MBS CORP US N 2 2056-11-15 Variable 6.80400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GAP7 8576435.65000000 PA USD 805859.05000000 0.004677166833 Long ABS-MBS USGA US N 2 2050-06-20 Floating 1.83306960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXHM1 2462093.68000000 PA USD 2467117.88000000 0.014319032493 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384ANH2 7940425.38000000 PA USD 7625458.88000000 0.044257793423 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N DBJPM Mortgage Trust N/A 23312VAU0 1250000.00000000 PA USD 437512.50000000 0.002539301325 Long ABS-MBS CORP US Y 2 2049-08-10 Variable 4.19600160 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BT3 6015000.00000000 PA USD 6216117.54000000 0.036078044654 Long DBT CORP US Y 2 2031-12-01 Fixed 7.12500000 N N N N N N BANK N/A 06541WBC5 2050000.00000000 PA USD 1984640.47000000 0.011518757011 Long ABS-MBS CORP US N 2 2060-06-15 Variable 4.19791320 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NU5 2342399.86000000 PA USD 2420238.30000000 0.014046945685 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Deutsche Mortgage Securities, Inc. Mortgage Loan Trust N/A 251563CA8 27602.30000000 PA USD 27073.04000000 0.000157130610 Long ABS-MBS CORP US N 2 2033-12-25 Variable 6.15999960 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 46637K844 45355035.37000000 NS USD 45359570.87000000 0.263264748906 Long STIV RF US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 38385FK67 10687910.63000000 PA USD 9862484.36000000 0.057241380789 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBG2 3750000.00000000 PA USD 3093750.00000000 0.017955974920 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.10653800 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKA1 9340000.00000000 PA USD 9357590.02000000 0.054310998533 Long ABS-O CORP US Y 2 2030-06-20 Fixed 7.20000000 N N N N N N FREMF Mortgage Trust N/A 30311NAE0 3600000.00000000 PA USD 3354467.04000000 0.019469163972 Long ABS-MBS USGSE US Y 2 2029-02-25 Variable 4.51627560 N N N N N N OBX Trust 254900MNFOG277G50H13 67124EAD1 23402390.38000000 PA USD 23105879.75000000 0.134105405187 Long ABS-MBS CORP US Y 2 2066-04-26 Variable 5.06300040 N N N N N N N/A N/A N/A 5500000.00000000 PA USD -1157405.61000000 -0.00671752601 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 56719.39000000 USD 5500000.00000000 USD -1157405.61000000 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 12083000.00000000 PA USD 11954782.45000000 0.069384977405 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUB41 502466.17000000 PA USD 501752.41000000 0.002912146647 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFV4 71537135.00000000 PA USD 1177444.01000000 0.006833827915 Long ABS-MBS USGSE US N 2 2048-05-25 Variable 3.43101240 N N N N N N Medline Borrower LP N/A 58506DAA6 3127000.00000000 PA USD 3176938.19000000 0.018438795139 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 1400000.00000000 PA USD 1431514.00000000 0.008308437812 Long DBT NUSS DO Y 2 2036-06-01 Fixed 6.60000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAN2 3795000.00000000 PA USD 3841376.80000000 0.022295164599 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.47000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AF7 5266000.00000000 PA USD 5384794.64000000 0.031253086870 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.75000000 N N N N N N AWS Claire's LLC N/A N/A 967.24220000 PA USD 967.24000000 0.000005613814 Long LON CORP US N 3 2030-09-18 Variable 10.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UASS5 241663.02000000 PA USD 245794.20000000 0.001426577613 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N Archrock Services LP N/A 03958CAA7 1114000.00000000 PA USD 1095680.05000000 0.006359273858 Long DBT CORP US Y 2 2034-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7F97 68731118.51100000 PA USD 196839.05000000 0.001142444297 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 0.33337080 N N N N N N BAML RCAP Frn 5493007M5OY1YM78LJ66 N/A 3625763.77000000 PA USD 3625763.77000000 0.021043757032 Long ABS-MBS CORP GB N 3 2027-10-25 Fixed 8.00000000 N N N N N N N/A N/A N/A 5000000.00000000 PA USD -889810.72000000 -0.00516441825 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 213939.28000000 USD 5000000.00000000 USD -889810.72000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTTE3 2604449.17000000 PA USD 2586877.71000000 0.015014112737 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LH3C2 23000000.00000000 PA USD 22976859.93000000 0.133356580410 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.78000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAM1 2135000.00000000 PA USD 2105982.79000000 0.012223021950 Long DBT CORP US Y 2 2031-07-15 Fixed 5.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381D4F4 72513438.04000000 PA USD 4244327.55000000 0.024633871205 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.79391880 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAA6 9370586.00000000 PA USD 9493565.57000000 0.055100194029 Long DBT CORP FR Y 2 2029-11-01 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9L62 59750720.67130000 PA USD 2412973.10000000 0.014004778817 Long ABS-MBS USGSE US N 2 2032-03-25 Variable 1.10543040 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007CD1Q2V06I4172 94989AAA3 1831124.76000000 PA USD 1801350.67000000 0.010454951903 Long ABS-MBS CORP US Y 2 2047-12-15 Variable 3.95700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BSD46 1170081.54000000 PA USD 1161874.82000000 0.006743465091 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N EJ Hugoton N/A N/A 8996001.95000000 PA USD 8996001.95000000 0.052212358915 Long ABS-MBS CORP US N 3 2041-10-10 Fixed 14.50000000 N N N N N N Banco del Estado de Chile 5493004R4EJC0W0XVQ72 N/A 1300000.00000000 PA USD 1356706.00000000 0.007874255809 Long DBT NUSS CL Y 2 2029-05-02 Variable 7.95000000 N N N N Y N/A USD XXXX N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 5956000.00000000 PA USD 5611488.88000000 0.032568809242 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NV3 1859038.39000000 PA USD 1917942.45000000 0.011131644939 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N JPMorgan Mortgage Trust N/A 466247M67 22120.43000000 PA USD 21929.45000000 0.000127277463 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J6A51 402653.22000000 PA USD 417949.04000000 0.002425755953 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72E4 21422537.00000000 PA USD 519547.94000000 0.003015431040 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 2.56744800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BH37 62416821.13000000 PA USD 3335898.21000000 0.019361391384 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.31116040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FX3U0 36500000.00000000 PA USD 3536152.85000000 0.020523659600 Long ABS-MBS USGSE US N 2 2048-10-25 Variable 2.96545680 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZF2 147153.00000000 PA USD 150030.60000000 0.000870770324 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 16300000.00000000 PA USD 16116625.00000000 0.093540109671 Long DBT NUSS CI Y 2 2033-06-15 Fixed 6.12500000 N N N N N N BMO Mortgage Trust N/A 096942AX5 48699033.20000000 PA USD 3713194.14000000 0.021551198659 Long ABS-MBS CORP US N 2 2059-02-15 Variable 1.12663440 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 65246QAA7 3864660.22000000 PA USD 3850265.52000000 0.022346754299 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RNB2 58422474.99000000 PA USD 3876594.12000000 0.022499564216 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.94069080 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHA5 3530000.00000000 PA USD 3617809.81000000 0.020997592634 Long ABS-O CORP US Y 2 2029-06-20 Fixed 7.24000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381Y6X7 114782.81880000 PA USD 1882.98000000 0.000010928724 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLMY7 147080000.00000000 PA USD 8323713.15000000 0.048310427333 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 2.39303160 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 6000000.00000000 PA USD 5613417.72000000 0.032580004136 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 3570000.00000000 PA USD 3700979.73000000 0.021480306815 Long DBT CORP JE Y 2 2033-02-15 Fixed 7.50000000 N N N N N N OBX Trust N/A 67124KAA3 45070018.73000000 PA USD 45226276.48000000 0.262491114732 Long ABS-MBS CORP US Y 2 2056-05-25 Variable 6.00000120 N N N N N N BMO Mortgage Trust N/A 05609MCE3 78099908.81000000 PA USD 1443075.45000000 0.008375539907 Long ABS-MBS CORP US N 2 2055-02-17 Variable 0.45906120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TPA6 12974962.03000000 PA USD 2230455.66000000 0.012945456449 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N BANK N/A 06541UAL0 4145008.00000000 PA USD 3026498.73000000 0.017565651811 Long ABS-MBS CORP US Y 2 2053-12-15 Variable 2.49999840 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 5232000.00000000 PA USD 5214199.17000000 0.030262959038 Long DBT CORP US Y 2 2033-08-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EU55 143441962.52600000 PA USD 6446539.99000000 0.037415405375 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.76861080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9ZD3 577047.88000000 PA USD 598817.97000000 0.003475510448 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MF61 125210979.55800000 PA USD 18128383.69000000 0.105216259516 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDY8 729106.88000000 PA USD 755536.07000000 0.004385094698 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 2785000.00000000 PA USD 2766087.07000000 0.016054235169 Long DBT CORP US Y 2 2031-03-15 Fixed 5.62500000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 4403000.00000000 PA USD 4758267.06000000 0.027616751189 Long DBT NUSS CR Y 2 2054-11-13 Fixed 7.30000000 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAN9 12636000.00000000 PA USD 10553090.61000000 0.061249625962 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 4.37330000 N N N N N N N/A N/A N/A -2310.00000000 NC USD 1561721.10000000 0.009064153504 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-12-21 -251212500.00000000 USD 1561721.10000000 N N N American Credit Acceptance Receivables Trust N/A 02528DAJ9 2000000.00000000 PA USD 2056574.40000000 0.011936258051 Long ABS-O CORP US Y 2 2032-12-13 Fixed 7.39000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PEY5 14640669.24000000 PA USD 565532.45000000 0.003282322905 Long ABS-MBS USGA US N 2 2055-07-20 Floating 1.56116160 N N N N N N RHP Hotel Properties LP N/A 749571AG0 1580000.00000000 PA USD 1555377.44000000 0.009027335209 Long DBT CORP US Y 2 2029-02-15 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764PAN2 907379.12000000 PA USD 893768.43000000 0.005187388610 Long ABS-MBS CORP US Y 2 2047-12-15 Fixed 3.25000000 N N N N N N Serbia International Bond 254900W94OCY91V32O78 817477AH5 3400000.00000000 PA USD 3514750.00000000 0.020399438497 Long DBT NUSS RS Y 2 2033-09-26 Fixed 6.50000000 N N N N N N PMT Loan Trust N/A 69383XAA7 47241618.20000000 PA USD 46406858.81000000 0.269343157305 Long ABS-MBS CORP US Y 2 2057-04-25 Variable 5.50000080 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RAJ5 13260000.00000000 PA USD 9631488.52000000 0.055900692140 Long ABS-MBS CORP US Y 2 2049-11-15 Variable 2.99999880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JS2N4 3243900.70000000 PA USD 3219545.43000000 0.018686085493 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 8600000.00000000 PA USD 7101880.00000000 0.041218967003 Long DBT NUSS LK Y 2 2035-06-15 Variable 3.60000000 N N N N N N Yondr JK 1 LLC N/A 985925AA4 1688000.00000000 PA USD 1581445.69000000 0.009178634067 Long DBT CORP US Y 2 2031-06-30 Fixed 6.87500000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AK6 2400000.00000000 PA USD 2490000.00000000 0.014451839208 Long DBT NUSS AO Y 2 2033-03-31 Fixed 9.37500000 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 013822AH4 6754000.00000000 PA USD 6985473.09000000 0.040543346944 Long DBT CORP NL Y 2 2031-03-15 Fixed 7.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8NZ6 778191.55000000 PA USD 792122.94000000 0.004597443117 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPZZ9 4046155.26000000 PA USD 3981289.32000000 0.023107210078 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAY0 6325000.00000000 PA USD 6753733.80000000 0.039198343347 Long DBT CORP US N 2 2033-11-15 Fixed 7.70000040 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAE8 6259030.00000000 PA USD 6137024.23000000 0.035618990919 Long DBT CORP FR Y 2 2032-07-15 Fixed 6.87500000 N N N N N N TPG Trust N/A 872973AA0 8600000.00000000 PA USD 8561732.58000000 0.049691880558 Long ABS-MBS CORP US Y 2 2029-11-15 Floating 5.77172160 N N N N N N Conduent Business Services LLC N/A 20679LAB7 2090000.00000000 PA USD 1770583.21000000 0.010276379058 Long DBT CORP US Y 2 2029-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFP33 67000000.00000000 PA USD 1451025.70000000 0.008421682772 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.00499040 N N N N N N RCKT Mortgage Trust 254900CKI9AZ0W58BI27 74940CAA9 10573530.90000000 PA USD 10474244.39000000 0.060792006326 Long ABS-O CORP US Y 2 2056-04-25 Variable 5.12399880 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AB3 1621000.00000000 PA USD 1604892.12000000 0.009314716010 Long DBT CORP US Y 2 2033-11-01 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711X5V2 2860000.00000000 PA USD 3028840.96000000 0.017579246000 Long ABS-MBS CORP US N 2 2031-03-25 Floating 7.85766960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PYF5 15513596.18000000 PA USD 875390.35000000 0.005080723125 Long ABS-MBS USGA US N 2 2062-09-15 Variable 0.85620960 N N N N N N GS Mortgage Securities Trust N/A 36253BAZ6 1730000.00000000 PA USD 1156861.73000000 0.006714369360 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.39099920 N N N N N N Commercial Mortgage Trust 549300BCCWSDWINK2593 12626LAY8 1832463.32000000 PA USD 1786633.41000000 0.010369533640 Long ABS-MBS CORP US Y 2 2050-08-10 Variable 4.45194720 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDE7 8899000.00000000 PA USD 8947170.29000000 0.051928942329 Long DBT CORP US N 2 2055-08-15 Variable 6.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG27 38319207.02000000 PA USD 1799922.13000000 0.010446660727 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.67775840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381ECK2 49597272.94000000 PA USD 4579365.81000000 0.026578417013 Long ABS-MBS USGA US N 2 2063-08-16 Variable 1.20385080 N N N N N N GS Mortgage-Backed Securities Trust 254900B9BZ62VF1C0U09 36275BAA5 20145301.32000000 PA USD 19991115.23000000 0.116027463012 Long ABS-O CORP US Y 2 2056-09-25 Variable 5.35799880 N N N N N N Upstart Frn N/A N/A 10907851.79000000 PA USD 10894216.98000000 0.063229506866 Long ABS-O CORP US N 3 2027-09-15 Floating 6.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWTV8 1802129.44000000 PA USD 1780200.41000000 0.010332196820 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 5.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHN7 6212000.00000000 PA USD 5994496.14000000 0.034791764799 Long DBT CORP US N 2 2056-05-14 Variable 6.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383KXR8 47288874.94000000 PA USD 4391296.94000000 0.025486874414 Long ABS-MBS USGA US N 2 2074-05-20 Variable 1.20436920 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AM5 4312680.00000000 PA USD 4260367.19000000 0.024726964497 Long DBT NUSS GH Y 2 2029-07-03 Variable 5.00000040 N N N N N N Avis Budget Car Rental LLC N/A 053773BC0 1370000.00000000 PA USD 1370000.00000000 0.007951413540 Long DBT CORP US Y 2 2027-07-15 Fixed 5.75000000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAB9 3982000.00000000 PA USD 4226192.17000000 0.024528614339 Long DBT CORP US Y 2 2034-07-01 Fixed 8.75000000 N N N N N N BANK N/A 06541CAL0 3850000.00000000 PA USD 2569022.23000000 0.014910480397 Long ABS-MBS CORP US Y 2 2064-05-15 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DBD7 30608275.82000000 PA USD 2131624.61000000 0.012371845829 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.91116160 N N N N N N FREMF Mortgage Trust N/A 30295SAN9 16737000.00000000 PA USD 15243502.26000000 0.088472547644 Long ABS-MBS USGSE US Y 2 2029-07-25 Variable 4.28599440 N N N N N N Alternative Loan Trust N/A 02149CBD2 448173.06290000 PA USD 192130.09000000 0.001115113721 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U54T0 1751856.30000000 PA USD 1764840.46000000 0.010243048416 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Citi Asset Receivables Trust I N/A 17334WAA8 54157924.00000000 PA USD 55159845.59000000 0.320145067963 Long ABS-MBS CORP US Y 3 2032-08-20 Fixed 26.06000000 N Y N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBN9 974137.06000000 PA USD 1022509.71000000 0.005934596754 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BWZQ4 2358562.55000000 PA USD 2338837.73000000 0.013574500726 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Towd Point Mortgage Trust 254900HMDJT9KG22DU68 89183TAA6 8509061.68000000 PA USD 8384306.07000000 0.048662105701 Long ABS-O CORP US Y 2 2065-12-25 Variable 4.97999880 N N N N N N CGMS Commercial Mortgage Trust N/A 17326CAC8 809000.00000000 PA USD 648686.54000000 0.003764945209 Long ABS-MBS CORP US Y 2 2050-08-15 Variable 3.30000120 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 740000.00000000 PA USD 654569.51000000 0.003799089682 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2100000.00000000 PA USD 2036874.00000000 0.011821917885 Long DBT NUSS EG Y 2 2049-03-01 Fixed 8.70020000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945EAE1 5659000.00000000 PA USD 3764973.44000000 0.021851723204 Long ABS-MBS CORP US Y 2 2054-03-15 Fixed 2.25000000 N N N N N N Bayview Opportunity Master Fund VII Trust N/A 07337MAA8 27103878.27000000 PA USD 26949827.96000000 0.156415494125 Long ABS-MBS CORP US Y 2 2056-07-25 Variable 5.52099960 N N N N N N NMG Parent LLC N/A 629ESC039 5.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A 05070N111 5496.00000000 NS USD 23083.20000000 0.000133973773 N/A DO US N 2 Audacy, Inc. N/A Call Purchased Audacy, Inc. Audacy, Inc. 1.00000000 1.00000000 USD 2049-12-31 XXXX -2429722.71000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SK7 98206640.14000000 PA USD 1385479.64000000 0.008041256620 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.48793320 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAJ6 10415000.00000000 PA USD 10356302.10000000 0.060107474997 Long DBT CORP GB Y 2 2029-04-15 Fixed 7.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BB9 5986000.00000000 PA USD 4959401.00000000 0.028784122820 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N PRPM LLC N/A 74448LAA6 3173318.14000000 PA USD 3174466.56000000 0.018424449918 Long ABS-MBS CORP US Y 2 2029-11-25 Variable 5.87000160 N N N N N N Congolese International Bond 529900BXT90HR4QTB688 N/A 5000000.00000000 PA USD 4980500.00000000 0.028906580392 Long DBT NUSS CG Y 2 2035-02-17 Fixed 9.50000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAD3 70070459.56000000 PA USD 71012199.53000000 0.412151361222 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 7.50767040 N N N N N N Santander Mortgage Asset Receivable Trust 254900I5YBWVW1B9MY58 802635AD4 23900166.48000000 PA USD 23757829.04000000 0.137889287239 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.49000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BH9 2525000.00000000 PA USD 2559213.75000000 0.014853552455 Long DBT CORP US Y 2 2031-02-15 Fixed 8.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TAJ3 8091000.00000000 PA USD 5163448.03000000 0.029968401883 Long ABS-MBS CORP US Y 2 2054-10-15 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381NAN8 1975393.17000000 PA USD 2001659.38000000 0.011617533939 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 7.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAG5 4590000.00000000 PA USD 5067360.00000000 0.029410711618 Long DBT NUSS EG Y 2 2033-02-04 Fixed 9.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADV54 44626160.80000000 PA USD 44918449.66000000 0.260704502802 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08160JAY3 2000000.00000000 PA USD 1194286.20000000 0.006931579169 Long ABS-MBS CORP US Y 2 2052-03-15 Fixed 3.00000000 N N N N N N Escrow Rite Aid N/A N/A 1155153.00000000 PA USD 0.01000000 0.000000000058 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAT4 1977000.00000000 PA USD 1976696.14000000 0.011472648505 Long DBT CORP US Y 2 2035-05-15 Fixed 6.75000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAK7 3230000.00000000 PA USD 3193869.22000000 0.018537062016 Long DBT CORP US Y 2 2031-09-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89190NAA0 12837000.00000000 PA USD 13020094.13000000 0.075567994716 Long ABS-MBS CORP US Y 3 2066-09-25 Variable 5.39526960 N N N N N N Transocean International Ltd. DOL4HJ22ADYSIWES4H94 893830BY4 4865000.00000000 PA USD 5056515.59000000 0.029347771189 Long DBT CORP BM Y 2 2029-05-15 Fixed 8.25000000 N N N N N N Provident Funding Mortgage Trust N/A 74388PAA9 31463052.42000000 PA USD 31407740.37000000 0.182289001496 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 6.00000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QQ53 1928805.29000000 PA USD 1924086.27000000 0.011167303372 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.00000000 N N N N N N Lendmark Funding Trust N/A 52603GAA4 19200000.00000000 PA USD 19016275.20000000 0.110369538768 Long ABS-O CORP US Y 2 2034-10-20 Fixed 4.78000000 N N N N N N Indian Rupee N/A N/A -0.73000000 OU Currencies -0.01000000 -0.00000000005 Short STIV IN N 1 N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAH4 16580000.00000000 PA USD 15960798.35000000 0.092635699354 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AJ2 2658000.00000000 PA USD 2638862.40000000 0.015315829356 Long DBT CORP US Y 2 2030-10-01 Fixed 5.50000000 N N N N N N vMobo, Inc. N/A 91834VAC6 9995881.20000000 PA USD 8741398.11000000 0.050734650579 Long ABS-O CORP US N 3 2027-07-18 Fixed 7.46000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPJ1 6921736.87000000 PA USD 6855623.97000000 0.039789708950 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F6GV3 33821082.85000000 PA USD 1036879.99000000 0.006018001162 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.00540080 N N N N N N FHLMC, Multi-Class Certificates S6XOOCT0IEG5ABCC6L87 3137FV2D3 9820935.22000000 PA USD 227821.14000000 0.001322262844 Long ABS-MBS USGSE US N 2 2028-12-27 Variable 2.64961800 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 3100000.00000000 PA USD 1671833.19000000 0.009703238733 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -45342.20000000 -0.00026316392 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5232195.25000000 EUR 6032114.19000000 USD 2026-09-02 -45342.20000000 N N N Core & Main LP 549300ZSLF8Q660SCD17 21867FAC8 1664000.00000000 PA USD 1659184.12000000 0.009629824144 Long DBT CORP US Y 2 2034-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HK3P7 64309482.90000000 PA USD 3742078.78000000 0.021718843708 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 2.23680960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BARS5 17542025.49000000 PA USD 510151.92000000 0.002960896995 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.98619120 N N N N N N PAR Issuer Trust N/A 69889AAC2 9928500.00000000 PA USD 9814917.96000000 0.056965307711 Long ABS-O CORP US Y 3 2034-05-15 Fixed 0.00000000 N N N N N N Radnor RE Ltd. 254900E0VCENS5C16U77 75049XAB8 4180688.21000000 PA USD 4295496.60000000 0.024930853888 Long ABS-MBS CORP BM Y 2 2032-09-25 Floating 10.39318920 N N N N N N Nautical Solutions N/A N/A 19058447.65000000 PA USD 19368147.42000000 0.112411788063 Long ABS-O CORP US N 3 2031-08-01 Fixed 9.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BARE6 20005393.51000000 PA USD 10792.91000000 0.000062641526 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 1.83713040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385TGZ8 68475560.99000000 PA USD 2618080.90000000 0.015195214538 Long ABS-MBS USGA US N 2 2056-06-20 Floating 1.96116120 N N N N N N BANK N/A 06540JBP6 7278419.00000000 PA USD 6485752.59000000 0.037642993404 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.68700000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AU7 1260000.00000000 PA USD 1257708.94000000 0.007299681675 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAG1 7600000.00000000 PA USD 7755593.28000000 0.045013087168 Long ABS-O CORP US Y 2 2032-06-15 Fixed 7.74000000 N N N N N N TRTX Issuer Ltd. N/A 897764AA4 12950000.00000000 PA USD 12978101.50000000 0.075324271529 Long ABS-CBDO CORP KY Y 2 2042-09-18 Floating 5.17560840 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AD5 1900000.00000000 PA USD 1907125.00000000 0.011068860984 Long DBT NUSS PK Y 2 2029-04-24 Fixed 6.97500000 N N N N N N OBX Trust 2549007DTHVTGCMU8X03 67123VAE2 2953939.80000000 PA USD 2898186.25000000 0.016820932402 Long ABS-MBS CORP US Y 2 2065-12-01 Variable 4.81799880 N N N N N N FNMA/FHLMC N/A 01F050692 -531850000.00000000 PA USD -512996731.23000000 -2.97740814224 Short ABS-MBS USGSE US N 2 2056-09-25 Fixed 5.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RBD7 1750000.00000000 PA USD 1719474.05000000 0.009979743973 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.88000080 N N N N N N New Albertsons LP N/A 013104AL8 870000.00000000 PA USD 903712.50000000 0.005245103510 Long DBT CORP US N 2 2031-05-01 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UVX4 15621010.97000000 PA USD 1246206.76000000 0.007232923580 Long ABS-MBS USGA US N 2 2054-08-20 Floating 3.01115880 N N N N N N Cipher Compute LLC N/A 17253NAA5 6585000.00000000 PA USD 6666611.00000000 0.038692686842 Long DBT CORP US Y 2 2030-11-15 Fixed 7.12500000 N N N N N N Aqua Finance Trust N/A 038413AC4 2374545.54000000 PA USD 2279734.45000000 0.013231468156 Long ABS-O CORP US Y 2 2046-07-17 Fixed 3.97000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2Y9 357516.11000000 PA USD 363915.85000000 0.002112149939 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N JGW N/A N/A 8000000.00000000 PA USD 7967397.60000000 0.046242389166 Long ABS-O CORP US N 3 2036-08-15 Fixed 11.71000000 N N N N N N PRPM LLC N/A 69392MAA0 4914517.29000000 PA USD 4774972.03000000 0.027713706025 Long ABS-MBS CORP US Y 2 2055-04-25 Variable 3.75000120 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AS1 2895297.00000000 PA USD 2306372.74000000 0.013386075499 Long DBT CORP US Y 2 2030-01-15 Fixed 12.75000000 N N N N N N CCO Holdings LLC N/A 1248EPCN1 11960000.00000000 PA USD 10519212.29000000 0.061052997837 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U03Z8 615545.39000000 PA USD 609666.01000000 0.003538471946 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Jonah Energy ABS II LLC 254900MMTK6TS4MGMV20 479913AF2 20849070.47000000 PA USD 20863664.82000000 0.121091698504 Long ABS-O CORP US Y 2 2040-12-10 Fixed 11.24700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NN1 5852052.79000000 PA USD 5948515.28000000 0.034524894118 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVP85 505583.43000000 PA USD 529428.24000000 0.003072775822 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAG1 13576000.00000000 PA USD 14000521.52000000 0.081258347727 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DD56 30917375.23000000 PA USD 2393756.14000000 0.013893244513 Long ABS-MBS USGA US N 2 2063-11-16 Variable 1.04344920 N N N N N N Graham Packaging Co., Inc. N/A 38469EAH6 1629249.99670000 PA USD 1632932.10000000 0.009477458693 Long LON CORP US N 2 2033-01-26 Variable 5.93640000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPJG9 12415370.50000000 PA USD 11901216.49000000 0.069074083171 Long ABS-MBS USGSE US N 2 2056-01-25 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWRJ7 410636.87000000 PA USD 407294.34000000 0.002363916591 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F64S3 36503540.16000000 PA USD 727376.84000000 0.004221659893 Long ABS-MBS USGSE US N 2 2048-11-25 Variable 2.90125800 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWQS8 332424.82000000 PA USD 337148.72000000 0.001956794815 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166TAF0 4834282.50000000 PA USD 4891723.44000000 0.028391325544 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.95000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GBU1 19772.75000000 PA USD 19262.68000000 0.000111799660 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 5.25000000 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAA9 72061.53000000 PA USD 72021.27000000 0.000418007957 Long ABS-MBS CORP US Y 2 2051-01-25 Floating 5.64319080 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 3779000.00000000 PA USD 3675275.14000000 0.021331118622 Long DBT CORP US Y 2 2036-01-15 Fixed 6.00000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DK3 5000000.00000000 PA USD 5174600.00000000 0.030033127376 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.62500000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 25000000.00000000 PA USD 24199872.50000000 0.140454886037 Long ABS-O CORP US Y 2 2028-07-25 Variable 3.62000160 N N N N N N Western Funding Auto Loan Trust N/A 958250AD4 3205000.00000000 PA USD 3200641.20000000 0.018576366259 Long ABS-O CORP US Y 2 2036-01-15 Fixed 5.79000000 N N N N N N Upstart Pass-Through Trust N/A 91683RAA1 291700.85000000 PA USD 291700.85000000 0.001693017582 Long ABS-O CORP US Y 3 2030-05-20 Variable 20.99345760 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4E5 307167.36000000 PA USD 318597.75000000 0.001849125885 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BDE9 8375018.10000000 PA USD 7367336.76000000 0.042759665160 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427D5P2 2974483.87000000 PA USD 2952155.61000000 0.017134167949 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N iHeartCommunications, Inc. N/A 45174UAJ7 10470277.07820000 PA USD 9271116.24000000 0.053809108908 Long LON CORP US N 2 2029-05-01 Variable 9.57588000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAF4 14570000.00000000 PA USD 14328850.47000000 0.083163953025 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.00000000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAX1 4375000.00000000 PA USD 4415665.63000000 0.025628309109 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 438000.00000000 PA USD 441301.91000000 0.002561294877 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.79000000 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2K4 18040000.00000000 PA USD 18761600.00000000 0.108891416262 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 7.49319120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TEQ1 10885349.78000000 PA USD 10271223.38000000 0.059613682233 Long ABS-MBS USGA US N 2 2068-04-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385K5Q9 21241364.73000000 PA USD 20850474.76000000 0.121015144036 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384RFK7 229255160.42000000 PA USD 14443327.29000000 0.083828370935 Long ABS-MBS USGA US N 2 2065-04-16 Variable 0.83192040 N N N N N N SV RNO Property Owner 1 LLC N/A 78488XAA2 2570000.00000000 PA USD 2359269.71000000 0.013693086947 Long DBT CORP US Y 2 2031-03-01 Fixed 5.87500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAF4 10237000.00000000 PA USD 10300501.13000000 0.059783608874 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZW7 775186.04000000 PA USD 771050.62000000 0.004475140394 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 10105000.00000000 PA USD 11799608.50000000 0.068484355327 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86364JAA5 1238865.12460000 PA USD 1154683.37000000 0.006701726265 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.87837160 N N N N N N BANK N/A 06540JAL6 5520000.00000000 PA USD 3773850.12000000 0.021903243024 Long ABS-MBS CORP US Y 2 2063-03-15 Fixed 2.50000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412AFG2 2460000.00000000 PA USD 2702925.00000000 0.015687645579 Long DBT NUSS NG Y 2 2046-01-13 Fixed 9.12970000 N N N N N N Upstart Pass-Through Trust N/A 91682VAA3 46674.90000000 PA USD 40907.52000000 0.000237425261 Long ABS-O CORP US Y 3 2027-09-20 Variable 35.56196640 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAS8 3395000.00000000 PA USD 3302995.50000000 0.019170425651 Long DBT CORP CA Y 2 2029-05-15 Fixed 4.25000000 N N N N N N Home Partners of America Trust N/A 43730XAG9 14004360.66000000 PA USD 12945680.01000000 0.075136098774 Long ABS-O CORP US Y 2 2041-01-17 Fixed 4.24200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380JLG1 3915962.55000000 PA USD 129997.03000000 0.000754496455 Long ABS-MBS USGA US N 2 2059-10-16 Variable 0.56694960 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BB9 1420000.00000000 PA USD 1176470.00000000 0.006828174808 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PTL8 36880367.65000000 PA USD 2910967.42000000 0.016895113692 Long ABS-MBS USGA US N 2 2062-04-16 Variable 1.16345880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4X38 630766.72000000 PA USD 664412.81000000 0.003856219718 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JM5T0 404730.50000000 PA USD 418963.74000000 0.002431645222 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N TC Ziraat Bankasi A/S 213800K5KTZFSUS8MR51 90015JAC6 7620000.00000000 PA USD 7479639.60000000 0.043411465396 Long DBT CORP TR Y 2 2030-11-05 Variable 8.37500000 N N N N Y N/A USD XXXX N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCVR0 14269788.20000000 PA USD 852016.23000000 0.004945060867 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 2.20681080 N N N N N N Accelerated LLC N/A 00439KAB2 778515.35000000 PA USD 729099.24000000 0.004231656619 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.90000000 N N N N N N FHLMC N/A 35563HAB3 2000000.00000000 PA USD 2184125.20000000 0.012676556707 Long ABS-MBS USGSE US Y 2 2052-05-25 Floating 10.14319080 N N N N N N GS Mortgage Securities Trust N/A 36261PAW2 39035000.00000000 PA USD 365574.49000000 0.002121776605 Long ABS-MBS CORP US N 2 2052-11-10 Variable 0.29123640 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 3735000.00000000 PA USD 3561509.25000000 0.020670826915 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Endo Finance Holdings LP N/A 29281RAA7 1676000.00000000 PA USD 1766820.76000000 0.010254541981 Long DBT CORP US Y 2 2031-04-15 Fixed 8.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8P35 439293.62000000 PA USD 461819.13000000 0.002680375827 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 7.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 7630000.00000000 PA USD 7655934.37000000 0.044434671688 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N Y N/A USD XXXX N N N FMC GMSR Issuer Trust N/A 30259RAT2 18000000.00000000 PA USD 18000000.00000000 0.104471126807 Long ABS-O CORP US N 3 2029-08-20 Floating 5.90244840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LEL8 16561362.15000000 PA USD 14545806.29000000 0.084423154080 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHEG1 1415683.96000000 PA USD 1465387.68000000 0.008505039007 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N Benchmark Mortgage Trust N/A 08161CAG6 31721710.55500000 PA USD 127962.21000000 0.000742686459 Long ABS-MBS CORP US N 2 2051-02-15 Variable 0.42696000 N N N N N N Symphony CLO Ltd. N/A 87168NAW4 2415000.00000000 PA USD 2416801.59000000 0.014026999187 Long ABS-CBDO CORP KY Y 2 2035-10-23 Floating 5.40217080 N N N N N N N/A N/A N/A 202234000.00000000 PA USD -8423945.88000000 -0.04889217323 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V3 2I65BRAI0 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 9122918.12000000 USD 202234000.00000000 USD -8423945.88000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BW5D4 2651507.10000000 PA USD 2649679.15000000 0.015378609248 Long ABS-MBS USGSE US N 2 2055-09-25 Fixed 6.00000000 N N N N N N DISH DBS Corp. N/A 25470XBF1 135000.00000000 PA USD 133006.05000000 0.000771960661 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 Y N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAC5 2100455.00000000 PA USD 2309331.81000000 0.013403249797 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 11.39319000 N N N N N N Alumina Pty. Ltd. N/A 02220AAA5 1726000.00000000 PA USD 1746030.23000000 0.010133874753 Long DBT CORP AU Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Organon & Co. N/A 68622TAA9 12442000.00000000 PA USD 12317581.37000000 0.071490644737 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AF2 5490000.00000000 PA USD 5420998.39000000 0.031463211679 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.99000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBS8 512584.94000000 PA USD 517068.56000000 0.003001040838 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 5100000.00000000 PA USD 4270995.00000000 0.024788647791 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328HAL5 9287000.00000000 PA USD 4836636.17000000 0.028071601702 Long ABS-MBS CORP US Y 2 2052-11-10 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCRC8 5749363.05000000 PA USD 5732969.89000000 0.033273879131 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 6.00000000 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 37156QAZ9 8634191.64360000 PA USD 8622103.78000000 0.050042272075 Long LON CORP US N 2 2031-04-10 Variable 5.48222000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9EF0 17084461.60000000 PA USD 344118.64000000 0.001997247893 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 1.49667840 N N N N N N GS Mortgage Securities Trust N/A 36257UAA5 11880000.00000000 PA USD 8761359.82000000 0.050850507375 Long ABS-MBS CORP US Y 2 2052-09-10 Fixed 2.80000000 N N N N N N FREMF Mortgage Trust N/A 30289SAS6 11500861.76000000 PA USD 9961658.88000000 0.057816984892 Long ABS-MBS USGSE US Y 2 2053-11-25 None 0.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167AAF0 8330000.00000000 PA USD 8278850.47000000 0.048050046515 Long ABS-O CORP US N 2 2032-10-15 Fixed 5.44000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAQ90 2381453.78000000 PA USD 2370562.44000000 0.013758629404 Long ABS-MBS USGSE US N 2 2053-10-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385NUD4 54262249.58000000 PA USD 3310154.58000000 0.019211976604 Long ABS-MBS USGA US N 2 2056-03-20 Floating 2.04877080 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 N/A 4900000.00000000 PA USD 4244968.00000000 0.024637588345 Long DBT NUSS PE Y 2 2032-06-19 Fixed 4.75000000 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAD3 3230000.00000000 PA USD 3286534.92000000 0.019074889243 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N Plurinational State of Bolivia 529900TGIRPY3SZXEB56 29731QAF4 3335000.00000000 PA USD 3313322.50000000 0.019230363058 Long DBT NUSS BO Y 2 2031-05-14 Fixed 9.45000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AQ7 8520000.00000000 PA USD 8490776.40000000 0.049280054332 Long DBT NUSS KE Y 2 2038-10-09 Fixed 8.80000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8PN1 229585.28000000 PA USD 237561.87000000 0.001378797569 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N Antero Midstream Partners LP N/A 03690AAH9 11279000.00000000 PA USD 11277870.97000000 0.065456216012 Long DBT CORP US Y 2 2029-06-15 Fixed 5.37500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8NX1 1137522.81000000 PA USD 1156276.30000000 0.006710971553 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 35708RAN1 9625000.00000000 PA USD 9387888.13000000 0.054486847293 Long ABS-MBS USGSE US Y 2 2027-02-25 Variable 4.03851240 N N N N N N Banco Mercantil del Norte SA 549300QTVYRPFHS0J362 N/A 9900000.00000000 PA USD 9959400.00000000 0.057803874462 Long DBT CORP KY Y 2 2029-06-27 Variable 7.50000000 N N N N Y N/A USD XXXX N N N Accendra Health, Inc. 549300LMT5KQQXCEZ733 690732AJ1 11964795.00000000 PA USD 10142796.02000000 0.058868296066 Long DBT CORP US Y 2 2032-06-15 Fixed 9.00000000 N N N N N N BANK5 N/A 06211FAV0 6665224.64000000 PA USD 6817860.95000000 0.039570534214 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M23C9 10753066.74000000 PA USD 10808621.71000000 0.062732716071 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385C7C6 37189624.61000000 PA USD 2553532.60000000 0.014820579336 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.91116160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DY0 44696588.52000000 PA USD 837167.10000000 0.004858877236 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 1.42755840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HLT6 28255369.20200000 PA USD 1024387.11000000 0.005945493092 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.50707080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UUJN2 549791.42000000 PA USD 568422.74000000 0.003299098008 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.50000000 N N N N N N FNMA/FHLMC N/A 01F030694 -212400000.00000000 PA USD -180977862.60000000 -1.05038673517 Short ABS-MBS USGSE US N 2 2056-09-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CE0 1135949.41000000 PA USD 1145208.73000000 0.006646735914 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N EMRLD Borrower LP N/A 29103CAA6 21051000.00000000 PA USD 21468504.48000000 0.124602158550 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8NY9 508531.19000000 PA USD 517754.91000000 0.003005024381 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FHLMC STACR Trust 549300NKHCH87PYOHD44 35564MBE4 3500000.00000000 PA USD 4062839.20000000 0.023580521625 Long ABS-MBS CORP US Y 2 2049-04-25 Floating 15.00766920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U34B4 2234989.71000000 PA USD 2276658.95000000 0.013213618103 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MUH1 134836180.78000000 PA USD 6513126.88000000 0.037801872455 Long ABS-MBS USGA US N 2 2066-03-16 Variable 0.57067920 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAE8 4594000.00000000 PA USD 4537361.03000000 0.026334623307 Long DBT CORP CA N 2 2079-09-15 Variable 5.50000000 N N N N N N N/A N/A N/A 12500000.00000000 PA USD -2436472.49000000 -0.01414116813 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 322902.51000000 USD 12500000.00000000 USD -2436472.49000000 N N N STReAM 2008 BV N/A N/A 10439849.37000000 PA USD 10700845.60000000 0.062107188757 Long DBT CORP NL N 3 2030-02-15 Fixed 0.00000000 N N N N N N Shift4 Payments LLC N/A 82453AAB3 8731000.00000000 PA USD 8623999.59000000 0.050053275264 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNAH3 91253142.00000000 PA USD 4992870.04000000 0.028978375504 Long ABS-MBS USGSE US N 2 2047-08-25 Variable 2.16906480 N N N N N N Alternative Loan Trust N/A 12667GLH4 12387.25000000 PA USD 9512.23000000 0.000055208521 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKPH1 296347336.07000000 PA USD 1452487.20000000 0.008430165247 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.25045920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JCWY6 3329967.40000000 PA USD 3317212.53000000 0.019252940603 Long ABS-MBS USGSE US N 2 2055-10-01 Variable 5.01999840 N N N N N N Wells Fargo Commercial Mortgage Trust 549300VOKB4Z9J8DIM89 94989YAJ2 30118.39000000 PA USD 29516.62000000 0.000171313030 Long ABS-MBS CORP US Y 2 2059-01-15 Variable 3.78799920 N N N N N N N/A N/A N/A 8000000.00000000 PA USD -1158798.48000000 -0.00672561016 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 561897.76000000 USD 8000000.00000000 USD -1158798.48000000 N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAC9 3875000.00000000 PA USD 4030515.38000000 0.023392915742 Long DBT CORP JE Y 2 2031-04-15 Fixed 8.25000000 N N N N N N Lvnv 549300YMNWAZ7DKR6204 N/A 10000000.00000000 PA USD 10000000.00000000 0.058039514893 Long ABS-MBS CORP US N 3 2029-08-15 Fixed 6.55000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AX7 2845000.00000000 PA USD 2794739.66000000 0.016220533411 Long DBT CORP US Y 2 2028-01-15 Fixed 3.75000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 8800000.00000000 PA USD 8844088.00000000 0.051330657719 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288RHQ4 6086251.50000000 PA USD 6087347.39000000 0.035330668950 Long ABS-MBS USGSE US N 2 2055-10-01 Variable 5.22399960 N Y N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAB2 1631000.00000000 PA USD 1616273.37000000 0.009380772232 Long DBT CORP US Y 2 2031-04-01 Fixed 5.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTWU3 1304035.91000000 PA USD 1323275.29000000 0.007680225590 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYBF8 4038562.68000000 PA USD 3909840.76000000 0.022692526102 Long ABS-MBS USGSE US N 2 2055-12-25 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166BAG7 1138000.00000000 PA USD 1157760.23000000 0.006719584211 Long ABS-O CORP US Y 2 2030-03-15 Fixed 8.23000000 N N N N N N Madison Park Funding Ltd. N/A 55820BAU1 16950000.00000000 PA USD 16953203.55000000 0.098395570992 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 5.40291960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMCG5 17838222.20000000 PA USD 56631.00000000 0.000328683576 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 1.40836680 N N N N N N Liberty 2026- Srt Frn N/A N/A 32000000.00000000 PA USD 32026560.00000000 0.185880600609 Long ABS-MBS CORP US N 3 2031-05-14 Floating 7.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U3JX0 778659.16000000 PA USD 771221.80000000 0.004476133914 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30313BAA2 4575458.63000000 PA USD 4292213.95000000 0.024911801547 Long ABS-MBS USGSE US Y 2 2029-11-25 Floating 6.18423120 N N N N N N BANK N/A 065402AL3 2150000.00000000 PA USD 1304610.97000000 0.007571898782 Long ABS-MBS CORP US Y 2 2062-05-15 Fixed 3.00000000 N N N N N N FTF Funding LLC 549300881VLD4ANNI662 N/A 2433527.92000000 PA USD 1703469.54000000 0.009886854573 Long ABS-MBS CORP US N 3 2027-02-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381UNN8 47974305.03000000 PA USD 2227370.22000000 0.012927548705 Long ABS-MBS USGA US N 2 2055-09-20 Floating 2.26116000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 37233000.00000000 PA USD 34652972.77000000 0.201124172918 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29425AAP8 4330000.00000000 PA USD 1580363.40000000 0.009172352509 Long ABS-MBS CORP US Y 2 2058-09-10 Variable 4.33592640 N N N N N N N/A N/A N/A 7692.00000000 NC USD -3929175.11000000 -0.02280474173 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-12-31 813429000.00000000 USD -3929175.11000000 N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAD9 1450000.00000000 PA USD 145.00000000 0.000000841572 Long DBT CORP US N 3 2028-01-15 Fixed 6.00000000 Y N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAF2 9310000.00000000 PA USD 9233917.75000000 0.053593210677 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9ZF8 318789.74000000 PA USD 335456.73000000 0.001946974587 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMCU4 136527499.00000000 PA USD 7466716.23000000 0.043336458783 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 2.28331080 N N N N N N GGAM Master Trust International Ltd. N/A 36173XAE2 6609704.73000000 PA USD 6532046.65000000 0.037911681882 Long ABS-O CORP KY Y 2 2060-09-30 Fixed 5.86100000 N N N N N N AI Candelaria -spain- SA 213800L5KA2MJ5FKRZ02 00870WAA4 3974000.00000000 PA USD 3669989.00000000 0.021300438122 Long DBT CORP ES Y 2 2033-06-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LCC4 10482373.02000000 PA USD 709863.16000000 0.004120011344 Long ABS-MBS USGA US N 2 2065-11-16 Variable 1.00690920 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 12350000.00000000 PA USD 12204270.00000000 0.070832991042 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHP2 5627000.00000000 PA USD 5493510.12000000 0.031884066242 Long DBT CORP US N 2 2058-05-14 Variable 6.05000000 N N N N N N Icon Parent I, Inc. N/A 45115DAC2 6172865.55300000 PA USD 5909407.65000000 0.034297915331 Long LON CORP US N 2 2031-11-13 Variable 6.44599000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDJ5 250000.00000000 PA USD 253798.20000000 0.001473032440 Long ABS-O CORP US Y 2 2031-12-25 Fixed 9.34000000 N N N N N N New Keenova N/A N/A 36870.00000000 NS USD 3588667.71000000 0.020828453300 Long EC CORP US N 2 N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AJ5 2094000.00000000 PA USD 2051022.12000000 0.011904032888 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5JD9 485468.38000000 PA USD 503863.51000000 0.002924399369 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N New Residential Mortgage Loan Trust 213800ECBEJHYYK9P940 64832LAC7 12165123.18000000 PA USD 11979067.35000000 0.069525925786 Long ABS-MBS CORP US Y 2 2065-11-25 Variable 4.82400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9MB2 2625000.00000000 PA USD 561054.38000000 0.003256332404 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 4.48194960 N N N N N N Greenko Wind Projects Mauritius Ltd. 254900MSUXE1FF83DP82 N/A 1379000.00000000 PA USD 1394955.03000000 0.008096251323 Long DBT CORP MU Y 2 2028-09-27 Fixed 7.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TRU8 11154139.90000000 PA USD 10731057.80000000 0.062282538900 Long ABS-MBS USGA US N 2 2063-01-16 Fixed 4.50000000 N N N N N N FREMF N/A 30315VAN8 18000000.00000000 PA USD 8973766.80000000 0.052083307183 Long ABS-MBS USGSE US Y 2 2035-08-25 None 0.00000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAY4 1000000.00000000 PA USD 950853.90000000 0.005518709909 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.07739960 N N N N N N Morgan Stanley Capital I Trust N/A 61691YBQ3 4234285.00000000 PA USD 2961479.68000000 0.017188284399 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 2.50000000 N N N N N N N/A N/A 05070N137 1110.00000000 NS USD 1.11000000 0.000000006442 N/A DO US N 3 Audacy, Inc. N/A Call Purchased Audacy, Inc. Audacy, Inc. 1.00000000 1.00000000 USD 2028-09-30 XXXX -7872.50000000 N N N FREMF Mortgage Trust N/A 30265DAC2 81410434.00000000 PA USD 439836.15000000 0.002552787677 Long ABS-MBS USGSE US Y 2 2034-01-25 Fixed 0.10000000 N N N N N N BANK N/A 06540AAE1 47953402.04000000 PA USD 970974.87000000 0.005635491042 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.80464680 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAJ4 8000000.00000000 PA USD 7960470.40000000 0.046202184033 Long ABS-O CORP US Y 2 2034-02-08 Fixed 6.90000000 N N N N N N Par Health, Inc. N/A N/A 36870.00000000 NS USD 226492.41000000 0.001314550960 Long EC CORP US N 2 N N N GNMA 549300M8ZYFG0OCMTT87 38378BXV6 5327234.86480000 PA USD 53.27000000 0.000000309176 Long ABS-MBS USGA US N 2 2053-12-16 Variable 0.18775000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3YT1 4393070.31300000 PA USD 83934.00000000 0.000487148864 Long ABS-MBS USGSE US N 2 2036-01-25 Variable 0.74705400 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1064261.62000000 0.006176922814 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 148304961.63000000 USD 128529101.36000000 EUR 2026-09-15 1064261.62000000 N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AL0 4775000.00000000 PA USD 3929790.62000000 0.022808314121 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAA2 17753000.00000000 PA USD 17797895.56000000 0.103298122442 Long ABS-O CORP US Y 2 2037-11-20 Fixed 5.42000000 N N N N N N Santander Mortgage Asset Receivable Trust 254900U2GYIIS9QNE495 802645AD3 33439341.83000000 PA USD 33233599.59000000 0.192886199836 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.59400040 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAF1 2408000.00000000 PA USD 2490965.23000000 0.014457441356 Long DBT CORP US Y 2 2030-06-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TSB9 15821175.22000000 PA USD 15842992.62000000 0.091951960612 Long ABS-MBS USGA US N 2 2068-11-16 Variable 5.00041080 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 4476000.00000000 PA USD 4357057.01000000 0.025288147522 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75000000 N N N N N N LOANDEPOT GMSR Master Trust N/A 53946TAF9 11350000.00000000 PA USD 11369432.34000000 0.065987633762 Long ABS-MBS CORP US Y 2 2030-07-16 Floating 6.78881160 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAM3 1700000.00000000 PA USD 1837052.30000000 0.010662162432 Long DBT CORP ES N 2 2029-03-19 Variable 9.37500000 N N N N Y N/A USD XXXX N N N GNMA 549300M8ZYFG0OCMTT87 38385FAU5 22042976.07000000 PA USD 786343.49000000 0.004563899469 Long ABS-MBS USGA US N 2 2055-04-20 Floating 1.49115960 N N N N N N Great Ajax Operating Partnership LP 549300IMX0KE8QJMZ613 38982GAA4 11000000.00000000 PA USD 10950623.42000000 0.063556887107 Long DBT CORP US Y 2 2027-09-01 Fixed 9.87500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HK3Q5 31606025.89000000 PA USD 1633437.35000000 0.009480391140 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 2.23680960 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAC8 4458000.00000000 PA USD 4404471.77000000 0.025563340489 Long DBT CORP US Y 2 2028-04-15 Fixed 4.37500000 N N N N N N FREMF Mortgage Trust N/A 30297NAG3 12089138.00000000 PA USD 10044572.21000000 0.058298209837 Long ABS-MBS USGSE US Y 2 2031-10-25 None 0.00000000 N N N N N N HUB International Ltd. N/A 44332EAZ9 6062843.43570000 PA USD 6077030.49000000 0.035270790163 Long LON CORP US N 2 2030-06-20 Variable 5.98370000 N N N N N N Gulfport Energy Operating Corp. 549300FJX18IDUFPHD40 402635AT3 3554000.00000000 PA USD 3619574.85000000 0.021007836841 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N RHP Hotel Properties LP N/A 749571AL9 1372000.00000000 PA USD 1399420.79000000 0.008122170378 Long DBT CORP US Y 2 2033-06-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMFD6 6358725.50000000 PA USD 6491833.59000000 0.037678287233 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N CD Mortgage Trust N/A 12515BAT5 1910000.00000000 PA USD 1169277.55000000 0.006786430177 Long ABS-MBS CORP US Y 2 2057-08-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9YM4 2967801.09000000 PA USD 2939454.17000000 0.017060449407 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJKH1 49000000.00000000 PA USD 2186218.30000000 0.012688704958 Long ABS-MBS USGSE US N 2 2046-10-25 Variable 2.28753360 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EBB3 129440638.57000000 PA USD 8742485.45000000 0.050740961447 Long ABS-MBS USGA US N 2 2063-07-16 Variable 0.98142120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQQH5 3281621.02000000 PA USD 3377169.35000000 0.019600927078 Long ABS-MBS USGSE US N 2 2053-11-25 Fixed 6.50000000 N N N N N N CARS-DB4 LP N/A 12510HAJ9 4510000.00000000 PA USD 4203429.14000000 0.024396498817 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.95000000 N N N N N N Alternative Loan Trust N/A 12667FQU2 11477.56000000 PA USD 11619.68000000 0.000067440059 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764XBM6 254365.91000000 PA USD 248635.05000000 0.001443065768 Long ABS-MBS CORP US N 2 2048-03-15 Variable 3.85400160 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAT6 2880000.00000000 PA USD 2961835.20000000 0.017190347820 Long DBT CORP CA Y 2 2028-11-15 Fixed 8.50000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAK9 2004000.00000000 PA USD 1945019.92000000 0.011288801261 Long DBT CORP NL Y 2 2029-04-15 Fixed 4.00000000 N N N N N N RHP Hotel Properties LP N/A 74984CAA6 1445000.00000000 PA USD 1423964.27000000 0.008264619545 Long DBT CORP US Y 2 2034-03-15 Fixed 5.75000000 N N N N N N Lvnv 549300YMNWAZ7DKR6204 N/A 15000000.00000000 PA USD 15000000.00000000 0.087059272339 Long ABS-MBS CORP US N 3 2031-08-15 Fixed 6.68400000 N N N N N N PMT Loan Trust N/A 69384QAA1 24914961.37000000 PA USD 25103492.88000000 0.145699454888 Long ABS-MBS CORP US Y 2 2057-07-25 Variable 6.00000120 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291CAA3 1500000.00000000 PA USD 1441668.45000000 0.008367373747 Long ABS-MBS CORP US Y 2 2049-08-10 Variable 3.25000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATU9 239315.20000000 PA USD 251728.65000000 0.001461020873 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 7.00000000 N N N N N N GS Mortgage Securities Trust N/A 36264KBD1 18158167.00000000 PA USD 13006858.45000000 0.075491175472 Long ABS-MBS CORP US Y 2 2053-12-12 Fixed 2.25000000 N N N N N N Citi Asset Receivables Trust I N/A 17302FAA3 3246165.77000000 PA USD 3000431.02000000 0.017414356087 Long ABS-MBS CORP US Y 3 2031-06-20 Fixed 25.33000000 N N N N N N New Residential Mortgage Loan Trust 213800XSOMP22QWB9350 64832QAE2 40519914.74000000 PA USD 40122718.28000000 0.232870310516 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.29300080 N N N N N N FHLMC 5493000ISOMSKCX2AW62 35564KND7 27000000.00000000 PA USD 27156159.90000000 0.157613034695 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 7.29318960 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAJ9 5818000.00000000 PA USD 5823818.00000000 0.033801157154 Long DBT NUSS EG Y 2 2034-05-20 Fixed 7.62500000 N N N N N N Goat Holdco LLC N/A 38021MAA4 2732000.00000000 PA USD 2786628.23000000 0.016173455065 Long DBT CORP US Y 2 2032-02-01 Fixed 6.75000000 N N N N N N MFA Trust 25490048OKUKCESK4V59 59319DAA1 16255546.66000000 PA USD 16081649.70000000 0.093337114727 Long ABS-MBS CORP US Y 2 2070-11-25 Variable 5.18600160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2G8 185369.82000000 PA USD 192296.71000000 0.001116080776 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N AP Core Holdings II LLC 549300PND8ZZ4RWYRZ56 001874AA4 3082000.00000000 PA USD 3242297.50000000 0.018818137403 Long DBT CORP US Y 2 2031-05-15 Fixed 11.00000000 N N N N N N Republic of Armenia 5299000H77JSW90G7935 042207AD2 1450000.00000000 PA USD 1326039.50000000 0.007696268930 Long DBT NUSS AM Y 2 2031-02-02 Fixed 3.60000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAB9 5982000.00000000 PA USD 6258069.30000000 0.036321530634 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N FREMF Mortgage Trust N/A 30298GAL6 20000000.00000000 PA USD 45262.00000000 0.000262698452 Long ABS-MBS USGSE US Y 2 2029-06-25 Fixed 0.10000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RLW2 2904000.00000000 PA USD 2884297.23000000 0.016740321203 Long ABS-O CORP US Y 2 2031-04-20 Fixed 6.96000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AE6 3203000.00000000 PA USD 3270189.33000000 0.018980020232 Long DBT CORP US Y 2 2030-12-15 Fixed 6.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG35 13770000.00000000 PA USD 1473312.89000000 0.008551036542 Long ABS-MBS USGSE US N 2 2048-05-25 Variable 3.49890840 N N N N N N Dayforce Bidco LLC N/A 23923YAB7 4738532.11000000 PA USD 4568371.42000000 0.026514606106 Long LON CORP US N 2 2033-02-04 Variable 6.82267000 N N N N N N AMSR Trust N/A 00179WAF1 9913000.00000000 PA USD 9819602.69000000 0.056992497657 Long ABS-O CORP US Y 2 2039-03-17 Fixed 4.63500000 N N N N N N BANK N/A 06540AAM3 6721000.00000000 PA USD 4097125.63000000 0.023779518402 Long ABS-MBS CORP US Y 2 2062-09-15 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 302673AL2 60800000.00000000 PA USD 192705.60000000 0.001118453954 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595JAS3 7000000.00000000 PA USD 6758188.50000000 0.039224198209 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.66980040 N N N N N N Center Street Lending Resi-Investor ABS Mortgage Trust N/A 151704AA1 7390000.00000000 PA USD 7313129.22000000 0.042445047228 Long ABS-MBS CORP US Y 2 2030-12-25 Variable 5.37500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UKDF7 5066180.32000000 PA USD 5238208.30000000 0.030402306864 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N SRT Issuer I LLC 2549007PUYUQCDX9UC96 78475KAC1 20000000.00000000 PA USD 19975000.00000000 0.115933930999 Long ABS-O CORP US N 3 2031-07-07 Variable 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJZV2 4588679.00000000 PA USD 1096833.78000000 0.006365970050 Long ABS-MBS USGSE US N 2 2057-02-25 Variable 5.43507120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H1YX8 29644377.03000000 PA USD 1198922.36000000 0.006958487216 Long ABS-MBS USGSE US N 2 2031-06-25 Variable 1.13889600 N N N N N N ACHD Trust N/A 00092XAA4 4692059.03000000 PA USD 4693926.47000000 0.027243321526 Long ABS-O CORP US Y 2 2034-07-10 Fixed 5.67200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384REX0 11262898.61000000 PA USD 10596633.96000000 0.061502349453 Long ABS-MBS USGA US N 2 2068-02-16 Variable 4.50000000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAA1 6129000.00000000 PA USD 6373663.61000000 0.036992434401 Long DBT CORP US Y 2 2033-07-01 Fixed 7.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7GF2 13060819.54320000 PA USD 56599.06000000 0.000328498198 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.32087160 N N N N N N Provident Funding Mortgage Trust N/A 74389DAA5 8639639.00000000 PA USD 8629850.29000000 0.050087232443 Long ABS-MBS CORP US Y 2 2055-06-25 Variable 6.00000120 N N N N N N IRV Trust N/A 45006HAG6 4000000.00000000 PA USD 3967559.20000000 0.023027521127 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 6.16546080 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AP1 6312000.00000000 PA USD 6311479.26000000 0.036631519450 Long DBT CORP US Y 2 2033-08-15 Fixed 7.25000000 N N N N N N Grene N/A N/A 3543413.69000000 PA USD 3435693.91000000 0.019940600785 Long ABS-MBS CORP US N 3 2061-01-17 Fixed 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3130G32Y3 1150000.00000000 PA USD 1187020.01000000 0.006889406554 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.50000000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565BT0 535000.00000000 PA USD 541334.94000000 0.003141881731 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N53Y3 305769735.94000000 PA USD 303895171.77000000 1.763792834793 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N N/A N/A N/A 462800000.00000000 PA USD 2527745.80000000 0.014670914000 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-02-28 14541.20000000 USD 0.00000000 USD 462800000.00000000 USD 2527745.80000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H14E3 5000000.00000000 PA USD 234550.50000000 0.001361319723 Long ABS-MBS USGSE US N 2 2049-06-25 Variable 3.05498160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATAH7 3463237.71000000 PA USD 301135.79000000 0.001747777516 Long ABS-MBS USGSE US N 2 2046-08-25 Floating 2.24232840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J6CG5 657280.01000000 PA USD 675087.26000000 0.003918173708 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Neuberger Berman Loan Advisers CLO Ltd. 5493009EGZQAPYYVLD80 64132YBJ0 11435000.00000000 PA USD 11468756.12000000 0.066564104163 Long ABS-CBDO CORP KY Y 2 2039-07-20 Floating 5.37921000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PZ55 3784182.83000000 PA USD 3341742.23000000 0.019395309792 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 5.00000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 2160000.00000000 PA USD 2240071.20000000 0.013001264577 Long DBT NUSS MA Y 2 2054-05-02 Fixed 7.50000000 N N N N N N PRET LLC 254900A5D2Z80RM4T775 74144AAA7 23249149.98000000 PA USD 23158324.85000000 0.134409794003 Long ABS-O CORP US Y 2 2056-05-25 Variable 5.69300040 N N N N N N First Student Bidco, Inc. N/A 337120AA7 2655000.00000000 PA USD 2595002.31000000 0.015061267521 Long DBT CORP US Y 2 2029-07-31 Fixed 4.00000000 N N N N N N Lendmark Funding Trust N/A 52604DAC6 1100000.00000000 PA USD 1036993.21000000 0.006018658285 Long ABS-O CORP US Y 2 2032-04-20 Fixed 3.09000000 N N N N N N Jonah LLC N/A N/A 11391672.00000000 PA USD 11391672.00000000 0.066116711670 Long DBT CORP US N 3 2033-03-21 Fixed 12.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397VEB9 11621.33660000 PA USD 273.25000000 0.000001585929 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 3.50000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AF5 6124000.00000000 PA USD 6085585.99000000 0.035320445870 Long DBT CORP US Y 2 2028-11-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MNL7 4899108.19310000 PA USD 528217.44000000 0.003065748397 Long ABS-MBS USGA US N 2 2047-03-16 Floating 2.44631880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DQ86 63740398.90000000 PA USD 5204480.06000000 0.030206549795 Long ABS-MBS USGA US N 2 2063-10-16 Variable 1.06927920 N N N N N N Allied Universal Holdco LLC N/A 019579AA9 6017000.00000000 PA USD 5927394.23000000 0.034402308569 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N FHLMC 529900LI975WW9HNVJ97 35562HAA6 12577502.31000000 PA USD 12581112.05000000 0.073020164019 Long ABS-MBS USGSE US Y 2 2046-06-25 Floating 5.34318840 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAE5 7175000.00000000 PA USD 5341937.46000000 0.031004345876 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 3072000.00000000 PA USD 3065856.00000000 0.017794079497 Long DBT NUSS EC Y 2 2030-07-31 Variable 6.90000120 N N N N N N FHLMC 5493000IRI80KQJUNK40 35564KW70 9350000.00000000 PA USD 10245331.69000000 0.059463408120 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 11.24318880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H030690 -190500000.00000000 PA USD -165532403.25000000 -0.96074203837 Short ABS-MBS USGA US N 2 2056-09-15 Fixed 3.00000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AC8 6396000.00000000 PA USD 6348628.03000000 0.036847129109 Long DBT CORP US Y 2 2033-08-01 Fixed 6.25000000 N N N N N N Harvest Commercial Capital Loan Trust N/A 417927AA8 7158529.90000000 PA USD 7222701.11000000 0.041920206864 Long ABS-MBS CORP US N 2 2056-10-25 Fixed 6.16350000 N N N N N N RR Ltd. N/A 74988DAE2 4000000.00000000 PA USD 4004464.00000000 0.023241714796 Long ABS-CBDO CORP KY Y 2 2040-01-15 Floating 5.45292000 N N N N N N FREMF Mortgage Trust N/A 30315KAE2 26843404.00000000 PA USD 19215064.24000000 0.111523300713 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N Dec N/A N/A 8000000.00000000 PA USD 7896000.00000000 0.045828000959 Long ABS-MBS CORP US N 3 2046-07-28 Fixed 6.82000000 N N N N N N Mariner Finance issuance Trust N/A 56847GAC7 3246000.00000000 PA USD 3241599.40000000 0.018814085665 Long ABS-O CORP US Y 2 2038-11-20 Fixed 5.73000000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658CA8 9197000.00000000 PA USD 9101586.64000000 0.052825167334 Long DBT CORP BM Y 2 2032-08-01 Fixed 5.75000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 3553000.00000000 PA USD 3641327.58000000 0.021134088631 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N PRET LLC N/A 69385BAA3 20250396.07000000 PA USD 20178108.23000000 0.117112761313 Long ABS-O CORP US Y 2 2056-07-25 Variable 5.77000080 N N N N N N Citi Asset Receivables Trust I N/A 17292LAA2 40785690.15000000 PA USD 39594748.00000000 0.229805996624 Long ABS-MBS CORP US Y 3 2032-05-20 Fixed 25.54000000 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 38378N7C1 4467814.93000000 PA USD 3874942.59000000 0.022489978816 Long ABS-MBS USGA US N 2 2055-03-16 Variable 2.99000160 N N N N N N PAR Issuer Trust N/A 69889AAA6 17000000.00000000 PA USD 16983856.80000000 0.098573480968 Long ABS-O CORP US Y 3 2034-05-15 Fixed 5.89000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVY28 584846.26000000 PA USD 580455.09000000 0.003368933184 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N OBX Trust N/A 67449NAA5 10012319.88000000 PA USD 10073565.24000000 0.058466483977 Long ABS-MBS CORP US Y 2 2056-04-25 Variable 6.00000120 N N N N N N PRPM LLC N/A 74448KAB6 2000000.00000000 PA USD 1997798.40000000 0.011595124999 Long ABS-MBS CORP US Y 2 2029-12-25 Variable 8.83599840 N N N N N N FHLMC STACR REMIC Trust 5493000ISU5NYXNHD479 35564KJB6 19900000.00000000 PA USD 24219685.04000000 0.140569877058 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 9.14319000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUWY2 387564.86000000 PA USD 386739.05000000 0.002244614685 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAH4 40000.00000000 PA USD 41183.76000000 0.000239028545 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N SES AMERICOM, Inc. 529900CXBBQLCMXKBJ24 78413KAB8 110000.00000000 PA USD 80033.80000000 0.000464512292 Long DBT CORP US Y 2 2044-03-25 Fixed 5.30000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAX3 4000000.00000000 PA USD 2214000.00000000 0.012849948597 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38400000 N N N N N N 20 Times Square Trust N/A 90137LAL4 600000.00000000 PA USD 509994.00000000 0.002959980435 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.09989880 N N N N N N FNMA/FHLMC N/A 01F022691 -66500000.00000000 PA USD -54233953.97000000 -0.31477123791 Short ABS-MBS USGSE US N 2 2056-09-25 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 30311NAG5 10000000.00000000 PA USD 9072755.00000000 0.052657829894 Long ABS-MBS USGSE US Y 2 2029-02-25 Fixed 4.37000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAC2 317073.00000000 PA USD 308484.54000000 0.001790429305 Long DBT CORP FR Y 2 2031-10-15 Fixed 6.50000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 4105000.00000000 PA USD 4171766.47000000 0.024212730216 Long DBT CORP US Y 2 2034-03-15 Fixed 6.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULHR5 1028239.43000000 PA USD 1045796.96000000 0.006069754823 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CR1 9065000.00000000 PA USD 8343931.83000000 0.048427775571 Long DBT CORP US Y 2 2031-02-15 Fixed 3.62500000 N N N N N N Benchmark Mortgage Trust N/A 08160KAN4 9150000.00000000 PA USD 5499078.63000000 0.031916385604 Long ABS-MBS CORP US Y 2 2072-12-15 Fixed 2.75000000 N N N N N N Barings CLO Ltd. 549300P3XUH38MXFT836 06762VAH9 5250000.00000000 PA USD 5259387.00000000 0.030525227011 Long ABS-CBDO CORP KY Y 2 2037-10-20 Floating 5.31920880 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 9910000.00000000 PA USD 10710950.08000000 0.062165834668 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N COMM Mortgage Trust N/A 12674GAG9 5976000.00000000 PA USD 6029619.66000000 0.034995620005 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 6.51099960 N N N N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328AG2 1558000.00000000 PA USD 1569734.86000000 0.009110664978 Long DBT CORP US Y 2 2034-06-15 Fixed 6.37500000 N N N N N N University of California N/A 91412GXY6 100000.00000000 PA USD 88364.43000000 0.000512862865 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N BAML RCAP Frn 5493007M5OY1YM78LJ66 N/A 3444194.82000000 PA USD 3444194.82000000 0.019989939655 Long ABS-MBS CORP GB N 3 2027-10-25 Fixed 8.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8PE1 847657.17000000 PA USD 877908.59000000 0.005095338868 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CW0 367054.51000000 PA USD 380082.74000000 0.002205981784 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381D2W9 62036815.22000000 PA USD 4287600.04000000 0.024885022637 Long ABS-MBS USGA US N 2 2063-12-16 Variable 0.86929920 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EF8 2010000.00000000 PA USD 2164770.00000000 0.012564220065 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N Outfront Media Capital LLC N/A 69007TAE4 5585000.00000000 PA USD 5439703.43000000 0.031571774824 Long DBT CORP US Y 2 2029-01-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CK6 1039463.95000000 PA USD 1060604.79000000 0.006155698750 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36265NAF0 10680000.00000000 PA USD 10692636.58000000 0.062059544003 Long ABS-O CORP US Y 2 2029-06-15 Fixed 5.50000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DC0 8916000.00000000 PA USD 6002721.07000000 0.034839501894 Long DBT CORP US Y 2 2029-07-15 Fixed 12.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHS7 21547557.60000000 PA USD 494180.31000000 0.002868198546 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.11228480 N N N N N N Citi Asset Receivables Trust I N/A 17291VAA1 3811779.54000000 PA USD 3545717.33000000 0.020579171378 Long ABS-MBS CORP US Y 3 2031-09-20 Fixed 25.60000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBA5 6916000.00000000 PA USD 6898163.64000000 0.040036607131 Long DBT CORP US Y 2 2027-08-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8C74 15000000.00000000 PA USD 2649025.50000000 0.015374815495 Long ABS-MBS USGSE US N 2 2050-06-25 Variable 3.93167520 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GHE1 5532.48000000 PA USD 5531.88000000 0.000032106763 Long ABS-MBS CORP US N 2 2019-08-25 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0PP1 5101010.96000000 PA USD 5325871.28000000 0.030911098547 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J7B74 3386049.75000000 PA USD 3457258.11000000 0.020065758356 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N Lamar Media Corp. N/A 513075BW0 7666000.00000000 PA USD 7593264.23000000 0.044070937236 Long DBT CORP US N 2 2029-01-15 Fixed 4.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427QHR6 2099899.04000000 PA USD 2079841.88000000 0.012071301376 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N Moran Foods LLC N/A 61647DAY8 2736978.64310000 PA USD 2600129.71000000 0.015091026702 Long LON CORP US N 3 2029-01-02 Variable 12.24864000 N N Y N N N FREMF Mortgage Trust N/A 30312MAL5 7609000.00000000 PA USD 7522048.91000000 0.043657606973 Long ABS-MBS USGSE US Y 2 2026-09-25 Variable 3.92539680 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46590RAK5 2000000.00000000 PA USD 1839971.00000000 0.010679102425 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.39670080 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AS3 15596000.00000000 PA USD 15468083.17000000 0.089776004351 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U12G9 2841555.26000000 PA USD 2904479.71000000 0.016857459338 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381H5Y3 19356624.07000000 PA USD 1405931.61000000 0.008159958861 Long ABS-MBS USGA US N 2 2065-07-16 Variable 1.15660080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384QUB2 14584078.77000000 PA USD 1240291.31000000 0.007198590595 Long ABS-MBS USGA US N 2 2054-07-20 Floating 3.01115880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72D6 111560177.41000000 PA USD 577067.33000000 0.003349270789 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.80253360 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RE71 46084415.42000000 PA USD 2718750.09000000 0.015779493633 Long ABS-MBS USGA US N 2 2063-02-16 Variable 0.82272960 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563P4Q9 4840613.72000000 PA USD 3527387.17000000 0.020472784018 Long ABS-MBS CORP US Y 2 2060-11-25 Variable 13.01663160 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 12824000.00000000 PA USD 13035116.38000000 0.075655183127 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N MV24 Capital BV N/A 55388RAA4 2963961.00000000 PA USD 2997987.27000000 0.017400172680 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HQ6H9 6129452.06000000 PA USD 5569215.85000000 0.032323458626 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N ION Platform Finance US, Inc. 213800FKHT3BRRKMCC89 46205QAB4 3530000.00000000 PA USD 2788128.78000000 0.016182164185 Long DBT CORP US Y 2 2032-09-30 Fixed 7.87500000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 77583AAA8 4110000.00000000 PA USD 4156416.12000000 0.024123637529 Long DBT CORP US Y 2 2031-07-15 Fixed 6.50000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52605AAD9 8982750.81000000 PA USD 2924125.23000000 0.016971480983 Long ABS-O CORP US Y 2 2029-06-15 Fixed 4.54000000 N N N N N N PMT Loan Trust N/A 69383NAB7 49527344.91000000 PA USD 48681913.13000000 0.282547462214 Long ABS-MBS CORP US Y 2 2057-01-25 Variable 5.50000080 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBJ5 10334804.00000000 PA USD 9272993.01000000 0.053820001590 Long DBT CORP US Y 2 2029-05-01 Fixed 9.12500000 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAD0 3100000.00000000 PA USD 3091460.43000000 0.017942686366 Long ABS-O CORP US Y 2 2031-10-17 Fixed 4.98000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001MAP5 4500000.00000000 PA USD 3664733.85000000 0.021269937486 Long ABS-MBS CORP US Y 2 2050-07-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUJ76 2263872.71000000 PA USD 2242249.35000000 0.013013906454 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30315AAB0 13000000.00000000 PA USD 6745492.00000000 0.039150508339 Long ABS-MBS USGSE US Y 2 2034-10-25 Fixed 0.00000000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962ABD3 12500000.00000000 PA USD 12439706.25000000 0.072199451616 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.92000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSKD6 7398284.13000000 PA USD 7368894.89000000 0.042768708471 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -102907.16000000 -0.00059726816 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 43285894.65000000 USD 60272650.17000000 AUD 2026-09-15 -102907.16000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CMP32 426682.90000000 PA USD 460283.88000000 0.002671465310 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 8.00000000 N N N N N N Arches Buyer, Inc. 2549009ADY4208OH2Y47 039524AF0 2966000.00000000 PA USD 3095507.42000000 0.017966174900 Long DBT CORP US Y 2 2031-08-15 Fixed 9.00000000 N N N N N N Pioneer Opco LLC N/A 72382NAA4 2268000.00000000 PA USD 2307457.37000000 0.013392370639 Long DBT CORP US Y 2 2033-05-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KLN8 4780832.52000000 PA USD 4571202.58000000 0.026531038022 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6H42 8954079.75000000 PA USD 8480430.51000000 0.049220007288 Long ABS-MBS USGA US N 2 2056-05-20 Variable 3.49999920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DZN9 23120654.96000000 PA USD 1352253.12000000 0.007848411509 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.31116040 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324TAK5 2500000.00000000 PA USD 2349975.00000000 0.013639140901 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.63423320 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CX29 25291788.42000000 PA USD 1345932.87000000 0.007811729085 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.31116040 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AS0 2322000.00000000 PA USD 2387517.55000000 0.013857036040 Long DBT CORP US Y 2 2031-09-15 Fixed 7.50000000 N N N N N N Altar Bidco, Inc. N/A 02090CAE0 3304351.97760000 PA USD 3315190.25000000 0.019241203388 Long LON CORP US N 2 2029-02-01 Variable 6.85766000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NP78 12646379.70000000 PA USD 697755.15000000 0.004049737042 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.70038000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 6239000.00000000 PA USD 6334737.46000000 0.036766508915 Long DBT CORP US Y 2 2029-03-15 Fixed 6.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PV76 7569540.75000000 PA USD 426006.94000000 0.002472523613 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.76007880 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 47010BAF1 1000000.00000000 PA USD 990733.90000000 0.005750171494 Long DBT CORP GB Y 2 2027-10-01 Fixed 4.50000000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAF8 6639000.00000000 PA USD 6396418.91000000 0.037124505059 Long DBT CORP US Y 2 2032-08-15 Fixed 6.62500000 N N N N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 19260QAD9 1032000.00000000 PA USD 911426.07000000 0.005289872696 Long DBT CORP US Y 2 2031-10-01 Fixed 3.62500000 N N N N N N CoreCivic, Inc. 529900JFA3K6PTLT8B15 21871NAC5 5105000.00000000 PA USD 5298845.99000000 0.030754245075 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAC4 1800000.00000000 PA USD 1542880.08000000 0.008954801138 Long ABS-MBS CORP US Y 2 2051-07-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RFW5 184433671.20460000 PA USD 11925923.82000000 0.069217483316 Long ABS-MBS USGA US N 2 2062-07-16 Variable 0.85286160 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 254948AR3 2300000.00000000 PA USD 1672284.00000000 0.009705855212 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EG6 860000.00000000 PA USD 901280.00000000 0.005230985398 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0WN3 2243304.06000000 PA USD 206476.17000000 0.001198377674 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 2.14233120 N N N N N N N/A N/A N/A 7500000.00000000 PA USD -1085805.24000000 -0.00630196093 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 569819.76000000 USD 7500000.00000000 USD -1085805.24000000 N N N BANK N/A 06541CAJ5 3700000.00000000 PA USD 2638410.43000000 0.015313206144 Long ABS-MBS CORP US Y 2 2064-05-15 Fixed 2.50000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AN8 3861000.00000000 PA USD 3947837.75000000 0.022913058788 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N N/A N/A N/A -1802.00000000 NC USD 835437.29000000 0.004848837503 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2026-12-31 -190561500.00000000 USD 835437.29000000 N N N FHLMC 529900KABSM46L5D1T20 355913AC8 4370000.00000000 PA USD 4405564.81000000 0.025569684440 Long ABS-MBS CORP US Y 2 2045-11-25 Floating 8.14318920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380N3R8 16114411.92000000 PA USD 866792.61000000 0.005030822259 Long ABS-MBS USGA US N 2 2061-11-16 Variable 0.81560160 N N N N N N FREMF Mortgage Trust N/A 30298GAQ5 22210000.00000000 PA USD 17530988.21000000 0.101749005130 Long ABS-MBS USGSE US Y 2 2029-06-25 None 0.00000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAP3 8862000.00000000 PA USD 8751399.32000000 0.050792697116 Long DBT CORP US Y 2 2033-05-01 Fixed 6.37500000 N N N N N N FREMF Mortgage Trust N/A 302975BJ5 33000000.00000000 PA USD 23516255.40000000 0.136487205552 Long ABS-MBS USGSE US Y 2 2053-03-25 None 0.00000000 N N N N N N FHLMC 5493000ITF7RKPWPZQ19 35566ABE8 33000000.00000000 PA USD 44715000.00000000 0.259523690845 Long ABS-MBS CORP US Y 2 2050-10-25 Floating 15.14319120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7EV0 1056138.83000000 PA USD 1058320.45000000 0.006142440551 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GEN5 24885974.64000000 PA USD 1786733.34000000 0.010370113629 Long ABS-MBS USGA US N 2 2055-05-20 Floating 2.81116080 N N N N N N BMO Mortgage Trust N/A 09660WAU5 7000000.00000000 PA USD 7072856.70000000 0.041050517177 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.56570080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULHW4 1187890.66000000 PA USD 1207425.66000000 0.007007839957 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N LendingPoint Asset Securitization Trust N/A 52606YAD6 6500000.00000000 PA USD 808204.80000000 0.004690781452 Long ABS-O CORP US Y 3 2028-10-15 Fixed 10.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0DC8 446800.85000000 PA USD 443597.60000000 0.002574618951 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30320XAE7 21882994.84360000 PA USD 21768658.38000000 0.126344237225 Long ABS-MBS USGSE US Y 2 2028-06-25 Floating 10.01975040 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82966BAA3 4816000.00000000 PA USD 4751862.73000000 0.027579580768 Long DBT CORP US Y 2 2032-04-15 Fixed 5.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWRF5 309424.89000000 PA USD 309699.45000000 0.001797480584 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVN46 3658066.30000000 PA USD 3630602.38000000 0.021071840090 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30316TAN2 245385403.80000000 PA USD 762854.14000000 0.004427568421 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAA9 20376200.97000000 PA USD 20596272.09000000 0.119539764071 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 6.04319040 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 855000.00000000 PA USD 688381.88000000 0.003995335037 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KDX5 8940494.15000000 PA USD 8798036.32000000 0.051063376002 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PFB9 5722363.73000000 PA USD 465494.83000000 0.002701709411 Long ABS-MBS USGA US N 2 2043-12-20 Floating 2.37306960 N N N N N N FREMF Mortgage Trust N/A 30313MAA8 742374.86000000 PA USD 740073.57000000 0.004295351098 Long ABS-MBS USGSE US Y 2 2027-01-25 Floating 5.88422880 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAQ6 11327000.00000000 PA USD 11644960.22000000 0.067586784212 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 056732AP5 6247000.00000000 PA USD 6896688.00000000 0.040028042589 Long DBT NUSS BS Y 2 2036-06-24 Fixed 8.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9YR3 576474.22000000 PA USD 574591.23000000 0.003334899625 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADUJ5 68183045.96000000 PA USD 69618164.76000000 0.404060451042 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JAH5 2368636.62000000 PA USD 2282157.70000000 0.013245532581 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.79560320 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XP9 2614408.13000000 PA USD 2659048.50000000 0.015432988501 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N 1261229 BC Ltd. N/A C6903HAB0 4489650.00000000 PA USD 4462397.82000000 0.025899540473 Long LON CORP CA N 2 2030-10-08 Variable 9.93640000 N N N N N N BMO Mortgage Trust N/A 05593MAF0 79944423.35000000 PA USD 4524102.88000000 0.026257673648 Long ABS-MBS CORP US N 2 2057-07-15 Variable 0.85980240 N N N N N N BANK N/A 060352AV3 5155000.00000000 PA USD 4414182.17000000 0.025619699179 Long ABS-MBS CORP US Y 2 2060-07-15 Fixed 3.10000000 N N N N N N Venator Materials LLC N/A L9632YAB5 2518065.86030000 PA USD 214035.60000000 0.001242252239 Long LON CORP US N 3 2028-10-12 Variable 8.25000000 N N Y N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUZ52 27273215.26000000 PA USD 1648507.68000000 0.009567858604 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 2.25681120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381J8E0 4780848.58000000 PA USD 4683076.88000000 0.027180351032 Long ABS-MBS USGA US N 2 2056-03-16 Variable 4.50000000 N N N N N N FREMF Mortgage Trust N/A 30306WAN7 6326000.00000000 PA USD 6085830.25000000 0.035321863543 Long ABS-MBS USGSE US Y 2 2028-06-25 Variable 4.41539640 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAJ5 68891199.80200000 PA USD 2136715.67000000 0.012401394095 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 1.20349800 N N N N N N RCO IX Mortgage LLC N/A 74940UAA9 15600000.00000000 PA USD 15527396.04000000 0.090120253371 Long ABS-MBS CORP US Y 2 2031-08-25 Variable 5.69139840 N N N N N N Symphony CLO Ltd. 254900H6EAUOGL2U2U64 87168GAQ2 14225000.00000000 PA USD 14235498.05000000 0.082622140108 Long ABS-CBDO CORP KY Y 2 2035-10-15 Floating 5.40291960 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAD5 1825000.00000000 PA USD 2011723.05000000 0.011675942992 Long DBT CORP US Y 2 2033-06-15 Fixed 9.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K7TL3 579035.25000000 PA USD 596921.60000000 0.003464504009 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAL5 3097000.00000000 PA USD 3061387.60000000 0.017768145120 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AC8 1397174.61000000 PA USD 1401386.67000000 0.008133580250 Long ABS-O CORP US Y 2 2033-10-17 Fixed 7.09000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617HX4Y0 71109.15000000 PA USD 66812.16000000 0.000387774535 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.37500000 N N N N N N OneMain Direct Auto Receivables Trust N/A 682684AD7 7104000.00000000 PA USD 7140735.49000000 0.041444482382 Long ABS-O CORP US Y 2 2037-07-14 Fixed 6.10000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AM8 4149000.00000000 PA USD 4377381.71000000 0.025406111095 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N N/A N/A N/A 20000000.00000000 PA USD -1369231.88000000 -0.00794695540 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 677018.12000000 USD 20000000.00000000 USD -1369231.88000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QS4W8 14977642.42000000 PA USD 15642884.74000000 0.090790544184 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DTUC2 29711677.31000000 PA USD 30204963.35000000 0.175308142020 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N DRC International Bond N/A 24811WAB4 2450000.00000000 PA USD 2557187.50000000 0.014841792199 Long DBT NUSS CD Y 2 2037-04-16 Fixed 9.50000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBL2 3495000.00000000 PA USD 3486677.01000000 0.020236504224 Long DBT CORP CA N 2 2056-10-17 Variable 6.37500000 N N N N N N Termocandelaria Power SA 549300YDORW43JL6G659 88087AAA6 2974000.00000000 PA USD 3081807.50000000 0.017886661229 Long DBT CORP ES Y 2 2031-09-17 Fixed 7.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX3A0 103976.24000000 PA USD 107825.56000000 0.000625814319 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276GAW2 4000000.00000000 PA USD 3918378.40000000 0.022742078150 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.73899960 N N N N N N Exeter Automobile Receivables Trust N/A 30167JAG9 1330000.00000000 PA USD 1326329.07000000 0.007697949581 Long ABS-O CORP US Y 2 2029-10-15 Fixed 5.02000000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAD7 9332000.00000000 PA USD 9112287.67000000 0.052887275593 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPP7 332656.53000000 PA USD 345952.39000000 0.002007890889 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5GR1 2138374.53000000 PA USD 2122319.12000000 0.012317837217 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AT0 3576000.00000000 PA USD 3581213.81000000 0.020785191226 Long DBT CORP US Y 2 2030-08-15 Fixed 5.62500000 N N N N N N Madison Park Funding Ltd. N/A 55817EBC9 2000000.00000000 PA USD 1980174.00000000 0.011492833836 Long ABS-CBDO CORP KY Y 2 2037-04-15 Floating 7.50291840 N N N N N N Gemini Corp. N/A N/A 11500000.00000000 PA USD 11500000.00000000 0.066745442127 Long DBT CORP CA N 3 2029-02-20 Fixed 10.50000000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AC3 20000000.00000000 PA USD 19776707.00000000 0.114783048046 Long DBT CORP US Y 2 2026-10-20 Fixed 4.50000000 N N N N N N Congolese International Bond 529900BXT90HR4QTB688 N/A 12650000.00000000 PA USD 12250639.50000000 0.071102117371 Long DBT NUSS CG Y 2 2036-05-26 Fixed 9.50000000 N N N N N N Venator Materials LLC N/A L9632YAE9 1194802.20990000 PA USD 955841.77000000 0.005547659264 Long LON CORP US N 3 2028-10-12 Variable 13.75000000 N N Y N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AA4 4807074.00000000 PA USD 4878906.11000000 0.028316934383 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N GNMA 549300M8ZYFG0OCMTT87 38381DET3 62768767.66000000 PA USD 3847411.61000000 0.022330190343 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.79245000 N N N N N N GS Mortgage Securities Trust N/A 36257HAE6 4950000.00000000 PA USD 3157006.05000000 0.018323109965 Long ABS-MBS CORP US Y 2 2052-07-10 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02490BAJ7 8480000.00000000 PA USD 8749044.96000000 0.050779032525 Long ABS-O CORP US Y 2 2032-03-12 Fixed 7.92000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UNT49 199857.14000000 PA USD 210446.99000000 0.001221424121 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 7.00000000 N N N N N N Al 2026-1b (R) Eec oct29 N/A N/A 16000000.00000000 PA USD 16000000.00000000 0.092863223829 Long DBT CORP US N 3 2029-10-25 Fixed 5.59000000 N N N N N N FREMF Mortgage Trust N/A 30289SAQ0 30008856.06000000 PA USD 22101.52000000 0.000128276149 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N FHLMC 549300OXOJE8K5OHDX86 35563JAC7 2000000.00000000 PA USD 2010810.60000000 0.011670647176 Long ABS-MBS USGSE US Y 2 2041-07-25 Floating 9.14319000 N N N N N N Citi Asset Receivables Trust I N/A 17302KAA2 6967471.55000000 PA USD 6550120.00000000 0.038016578729 Long ABS-MBS CORP US Y 3 2031-11-20 Fixed 25.80000000 N N N N N N PRM5 Trust N/A 693980AA2 8695000.00000000 PA USD 8613687.84000000 0.049993426367 Long ABS-MBS CORP US Y 2 2033-03-10 Variable 4.47126120 N N N N N N Commercial Mortgage Trust N/A 12636FAL7 2000000.00000000 PA USD 1759980.00000000 0.010214838542 Long ABS-MBS CORP US Y 2 2048-10-10 Variable 3.71288160 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65336YAN3 11256000.00000000 PA USD 11090116.28000000 0.064366496900 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 438180AK7 3660000.00000000 PA USD 4206913.80000000 0.024416723614 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N Raven Acquisition Holdings LLC N/A 75420NAA1 3956000.00000000 PA USD 3941299.90000000 0.022875113424 Long DBT CORP US Y 2 2031-11-15 Fixed 6.87500000 N N N N N N IRV Trust N/A 45006HAC5 27350000.00000000 PA USD 26697948.65000000 0.154953598829 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.43993120 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 7860000.00000000 PA USD 7959100.45000000 0.046194232910 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N Upstart Pass-Through Trust N/A 91683GAA5 74228.22000000 PA USD 68840.51000000 0.000399546980 Long ABS-O CORP US Y 3 2030-01-20 Variable 20.46775320 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWD29 3836718.88000000 PA USD 3796330.89000000 0.022033720322 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 6.00000000 N N N N N N CARS-DB4 LP N/A 12510HAH3 4290000.00000000 PA USD 4255484.38000000 0.024698624905 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.52000000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658BX9 15008000.00000000 PA USD 15044364.38000000 0.087316761049 Long DBT CORP BM Y 2 2033-02-15 Fixed 6.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNAJ9 9000000.00000000 PA USD 294616.80000000 0.001709941615 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.36793160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UML0 25259728.66000000 PA USD 2010674.40000000 0.011669856678 Long ABS-MBS USGA US N 2 2054-08-20 Floating 3.01115880 N N N N N N BMARK N/A 081926AC1 28900000.00000000 PA USD 29706350.46000000 0.172414216994 Long ABS-MBS CORP US N 2 2056-11-15 Variable 6.84093960 N N N N N N Starwood Mortgage Residential Trust N/A 85573EAF4 1150000.00000000 PA USD 978151.13000000 0.005677141707 Long ABS-MBS CORP US Y 2 2055-11-25 Fixed 4.26100000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291EAA9 2000000.00000000 PA USD 1483117.60000000 0.008607942603 Long ABS-MBS CORP US Y 2 2049-12-10 Fixed 3.25000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAT1 1667000.00000000 PA USD 1639222.28000000 0.009513966593 Long DBT CORP US Y 2 2031-04-15 Fixed 5.25000000 N N N N N N CD Mortgage Trust N/A 12514MBG9 3000000.00000000 PA USD 1501345.80000000 0.008713738191 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.63099960 N N N N N N N/A N/A N/A 7721000.00000000 PA USD -141374.51000000 -0.00082053079 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 36547.89000000 USD 0.00000000 USD 7721000.00000000 USD -141374.51000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZN8 3058488.88000000 PA USD 3078343.73000000 0.017866557676 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAA4 2905000.00000000 PA USD 2938497.56000000 0.017054897289 Long DBT CORP US Y 2 2029-04-15 Fixed 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB3A0 8038000.00000000 PA USD 2407735.48000000 0.013974379925 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 5.66316360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4X46 424233.12000000 PA USD 439475.88000000 0.002550696688 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLYY4 103000000.00000000 PA USD 5576955.60000000 0.032368379760 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 2.32481520 N N N N N N ACC Trust N/A 00091HAD4 9131000.00000000 PA USD 91.31000000 0.000000529958 Long ABS-O CORP US Y 2 2028-10-20 Fixed 6.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2RB8 591833.99000000 PA USD 42436.45000000 0.000246299097 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DYZ3 40786075.70000000 PA USD 2408768.53000000 0.013980375697 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.31116040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -16409.74000000 -0.00009524133 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 6093866.13000000 USD 5232195.25000000 EUR 2026-09-02 -16409.74000000 N N N GNMA 549300M8ZYFG0OCMTT87 21H042695 -801010000.00000000 PA USD -749703963.80000000 -4.35124543725 Short ABS-MBS USGA US N 2 2056-09-15 Fixed 4.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EV7 7803000.00000000 PA USD 7858487.13000000 0.045610278082 Long DBT CORP US N 2 2031-09-15 Variable 6.45000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 14649347.92000000 PA USD 14631036.24000000 0.084917824575 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HL25 33424293.27000000 PA USD 1727531.26000000 0.010026507629 Long ABS-MBS USGA US N 2 2064-07-16 Variable 0.70476840 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAF1 7370000.00000000 PA USD 7417436.27000000 0.043050440286 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.57000000 N N N N N N FHLMC STACR REMIC Trust 5493000IT1PBTE7DAT80 35564KBE8 9000000.00000000 PA USD 10075722.30000000 0.058479003449 Long ABS-MBS CORP US Y 2 2051-01-25 Floating 8.39319120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380P2T0 33229150.02000000 PA USD 1675922.15000000 0.009726970858 Long ABS-MBS USGA US N 2 2063-03-16 Variable 0.73200960 N N N N N N CD Mortgage Trust N/A 12515DAF1 6000000.00000000 PA USD 4498239.60000000 0.026107564425 Long ABS-MBS CORP US Y 2 2050-05-10 Fixed 3.30000000 N N N N N N New Evhc Physical Equity N/A N/A 982.00000000 NS USD 17819.37000000 0.000103422759 Long EC CORP US N 2 N N N BANK N/A 06035RAT3 132263000.00000000 PA USD 224595.80000000 0.001303543127 Long ABS-MBS CORP US N 2 2060-09-15 Variable 0.08739360 N N N N N N BCPE Pequod Buyer, Inc. 254900HEEOS2IWC84V94 05624AAB8 4899072.47290000 PA USD 4862329.43000000 0.028220724136 Long LON CORP US N 2 2031-11-25 Variable 6.43640000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8NW3 1096649.75000000 PA USD 1115633.65000000 0.006475083584 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FHLMC 5493000IS349P4O9HR58 35564KYW3 12000000.00000000 PA USD 12529504.80000000 0.072720638044 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 10.39318920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEAD8 16944694.95000000 PA USD 17298461.38000000 0.100399430689 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384THR6 9608883.50000000 PA USD 9239123.09000000 0.053623422218 Long ABS-MBS USGA US N 2 2057-08-16 Fixed 4.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAG4 9856000.00000000 PA USD 9983509.04000000 0.057943802161 Long ABS-O CORP US Y 2 2030-04-12 Fixed 6.53000000 N N N N N N MIWD Holdco II LLC 254900X3SPV5RVFJEY72 55336CAK8 2919383.51900000 PA USD 2882891.23000000 0.016732160847 Long LON CORP US N 2 2031-03-28 Variable 6.43640000 N N N N N N Cyprium Corp. N/A 23292NAA6 2778000.00000000 PA USD 2770346.89000000 0.016078958958 Long DBT CORP US Y 2 2031-04-15 Fixed 6.12500000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YCG5 8000000.00000000 PA USD 6525120.00000000 0.037871479942 Long ABS-MBS CORP US Y 2 2029-09-29 Fixed 0.00000000 N N N N N N JGWB Holdings, Inc. N/A N/A 660178.00000000 PA USD 660178.00000000 0.003831641086 Long DBT CORP US N 3 2030-02-15 Floating 0.00000000 N N N N N N Lehman Mortgage Trust N/A 52519BBP4 10643578.02630000 PA USD 4005711.65000000 0.023248956096 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YBB5 5000000.00000000 PA USD 3887000.00000000 0.022559959439 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.53268440 N N N N N N CITI ASSET RECEIVABLES TRUST I SERIES N/A 17292FAA5 9062225.22000000 PA USD 8687955.32000000 0.050424471218 Long ABS-MBS CORP US Y 3 2031-12-20 Fixed 25.14000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AU5 2376000.00000000 PA USD 2366789.20000000 0.013736729702 Long DBT CORP US Y 2 2031-09-15 Fixed 5.50000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989KAL6 5500000.00000000 PA USD 5452970.60000000 0.031648776835 Long ABS-O CORP US Y 2 2032-01-15 Fixed 5.38000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BUSY9 6297141.06000000 PA USD 6310521.79000000 0.036625962341 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 5.31900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SZD2 27544524.94000000 PA USD 27998208.06000000 0.162500241368 Long ABS-MBS USGA US N 2 2068-05-16 Variable 5.00131080 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 12141000.00000000 PA USD 11958093.41000000 0.069404194056 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N FREMF Mortgage Trust N/A 302957AL9 145759894.05000000 PA USD 630309.51000000 0.003658285819 Long ABS-MBS USGSE US Y 2 2036-07-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316JAJ3 131972124.56000000 PA USD 397975.14000000 0.002309828406 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUMX6 235953.85000000 PA USD 35841.79000000 0.000208024010 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RBL3 78368740.09000000 PA USD 5234875.10000000 0.030382961133 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.97115040 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1100000.00000000 PA USD 1101100.00000000 0.006390730984 Long DBT NUSS EG Y 2 2034-05-20 Fixed 7.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFW7 855860.89000000 PA USD 885910.93000000 0.005141784061 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N BMO Mortgage Trust N/A 05593FAD0 10900000.00000000 PA USD 11309741.90000000 0.065641193344 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.16000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AU0 1488000.00000000 PA USD 1620342.72000000 0.009404390542 Long DBT NUSS CI Y 2 2037-01-30 Fixed 8.25000000 N N N N N N Grene Energy Senio N/A N/A 304906.78000000 PA USD 250023.56000000 0.001451124613 Long ABS-MBS CORP US N 3 2027-01-25 Fixed 0.00000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAB4 2667686.00000000 PA USD 2612753.01000000 0.015164291723 Long DBT CORP FR Y 2 2030-10-15 Fixed 6.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPA39 7865428.21000000 PA USD 644327.23000000 0.003739643986 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.24232840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCJN5 42244907.00000000 PA USD 1014181.93000000 0.005886262723 Long ABS-MBS USGSE US N 2 2044-12-25 Variable 2.11202640 N N N N N N LHOME Mortgage Trust 5299002NGIWITLMXOH85 50205UAA9 4975000.00000000 PA USD 4982899.31000000 0.028920505871 Long ABS-MBS CORP US Y 2 2040-01-25 Variable 5.65200000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAG2 10000000.00000000 PA USD 10269339.00000000 0.059602745383 Long ABS-O CORP US Y 2 2031-01-15 Fixed 8.21000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBQ2 3300000.00000000 PA USD 3384357.90000000 0.019642649074 Long DBT CORP GB N 2 2079-04-04 Variable 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MBQ2 153402717.98000000 PA USD 6866735.18000000 0.039854197874 Long ABS-MBS USGA US N 2 2065-11-16 Variable 0.52650000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JSF82 7961734.59000000 PA USD 8143175.75000000 0.047262597022 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XA2 5976427.14000000 PA USD 5919343.36000000 0.034355581710 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -615717.85000000 -0.00357359653 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 60468667.88000000 USD 310969799.55000000 BRL 2026-09-15 -615717.85000000 N N N Transocean International Ltd. DOL4HJ22ADYSIWES4H94 893830BX6 1017250.00000000 PA USD 1058039.69000000 0.006140811034 Long DBT CORP BM Y 2 2030-02-15 Fixed 8.75000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAA7 13968000.00000000 PA USD 14148410.69000000 0.082116689295 Long DBT CORP US Y 2 2034-04-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 10000000.00000000 PA USD -622183.06000000 -0.00361112029 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 400941.94000000 USD 10000000.00000000 USD -622183.06000000 N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 45674GAB0 2205000.00000000 PA USD 1917688.50000000 0.011130171025 Long DBT CORP GB Y 2 2029-03-15 Fixed 9.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UKDG5 479282.09000000 PA USD 497044.70000000 0.002884823326 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F7HC2 22117068.70000000 PA USD 3577077.57000000 0.020761184689 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8TR0 12956032.43000000 PA USD 92370.03000000 0.000536111173 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.84156120 N N N N N N Telenet Finance Luxembourg Notes SARL 2138007RI9GLJPCC3E25 N/A 2009592.00000000 PA USD 1976449.00000000 0.011471214117 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBJ6 68898168.86000000 PA USD 1130067.77000000 0.006558858516 Long ABS-MBS CORP US N 2 2053-02-13 Variable 0.61092000 N N N N N N AB BSL CLO 1 Ltd. 549300UT754V8VGM9T25 00038KBC4 10670000.00000000 PA USD 10701892.63000000 0.062113265668 Long ABS-CBDO CORP KY Y 2 2038-10-15 Floating 5.40291960 N N N N N N GLS Auto Receivables Issuer Trust N/A 36270YAL6 12035000.00000000 PA USD 12105899.39000000 0.070262052794 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.65000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCH0 3200000.00000000 PA USD 3265747.52000000 0.018954240182 Long ABS-O CORP US Y 2 2030-03-25 Fixed 9.44000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U34U2 2560310.27000000 PA USD 2598456.41000000 0.015081314950 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N Compass Minerals International, Inc. 2549008X9G8XP7YJGC47 20451NAJ0 1330000.00000000 PA USD 1390477.76000000 0.008070265466 Long DBT CORP US Y 2 2030-07-01 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NVT1 62103063.97060000 PA USD 8900008.73000000 0.051655218923 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 608960.14000000 0.003534375111 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 81410696.15000000 USD 138582838.15000000 NZD 2026-09-15 608960.14000000 N N N ACC Trust N/A 00091KAD7 4101100.10000000 PA USD 79130.32000000 0.000459268538 Long ABS-O CORP US Y 2 2027-03-22 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385WXC3 2811469.00000000 PA USD 2879610.29000000 0.016713118431 Long ABS-MBS USGA US N 2 2055-04-20 Floating 7.28884080 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 48129RAA3 9875000.00000000 PA USD 5014983.20000000 0.029106719212 Long ABS-MBS CORP US Y 2 2052-11-13 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72S3 38372365.00000000 PA USD 3641099.99000000 0.021132767709 Long ABS-MBS USGSE US N 2 2048-11-25 Variable 2.83544640 N N N N N N Lendmark Funding Trust N/A 52590AAA2 4646000.00000000 PA USD 4616962.50000000 0.026796626378 Long ABS-O CORP US Y 2 2034-02-21 Fixed 4.47000000 N N N N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20753PAD3 6630000.00000000 PA USD 5969449.79000000 0.034646396999 Long DBT CORP US Y 2 2031-04-03 Fixed 10.50000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 6497000.00000000 PA USD 6520850.49000000 0.037846699913 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAB3 10000000.00000000 PA USD 10695597.00000000 0.062076726137 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 9.34319160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0ZE5 12238097.18000000 PA USD 12793738.37000000 0.074254236866 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1TQ8 654590.08000000 PA USD 648580.48000000 0.003764329642 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000TAC0 1500000.00000000 PA USD 647409.60000000 0.003757533912 Long ABS-MBS CORP US Y 2 2050-03-15 Fixed 3.40100000 N N N N N N OCP SA 213800D26TAPVTCVWG40 N/A 2500000.00000000 PA USD 1949450.00000000 0.011314513230 Long DBT NUSS MA Y 2 2051-06-23 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBAL6 12795276.40540000 PA USD 110790.46000000 0.000643022455 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 1.82930040 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 7606040.30000000 PA USD 7467769.33000000 0.043342570924 Long ABS-O CORP US Y 3 2054-08-25 Variable 4.25000160 N N N N N N Santander Mortgage Asset Receivable Trust 2549005ZY4JF8SF73087 802929AD1 8006263.47000000 PA USD 7919993.58000000 0.045967258534 Long ABS-MBS CORP US Y 2 2066-03-25 Variable 5.17600080 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AH9 8923000.00000000 PA USD 8922540.47000000 0.051785992049 Long DBT CORP US Y 2 2033-04-15 Fixed 6.25000000 N N N N N N DISH DBS Corp. N/A 25470XBF1 5645000.00000000 PA USD 5561623.35000000 0.032279392125 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N BX Commercial Mortgage Trust N/A 05612EAA6 7942527.28000000 PA USD 7954937.48000000 0.046170071234 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 5.08080960 N N N N N N CSAIL Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281AL8 5241000.00000000 PA USD 4317064.11000000 0.025056030670 Long ABS-MBS CORP US Y 2 2050-04-15 Variable 3.26558520 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAR4 14387000.00000000 PA USD 14167198.29000000 0.082225731614 Long DBT CORP US N 2 2056-06-15 Variable 5.87500000 N N N N N N FREMF Mortgage Trust N/A 30309KAN0 18000000.00000000 PA USD 9496422.00000000 0.055116772610 Long ABS-MBS USGSE US Y 2 2034-04-25 None 0.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00835AAD0 5300000.00000000 PA USD 5300449.44000000 0.030763551421 Long ABS-O CORP US Y 2 2029-09-15 Fixed 5.50000000 N N N N N N Upstart Pass-Through Trust N/A 91683MAB0 2830000.00000000 PA USD 174865.70000000 0.001014912039 Long ABS-O CORP US Y 3 2029-11-20 Fixed 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMVR8 2571958.79000000 PA USD 2459229.84000000 0.014273250692 Long ABS-MBS USGSE US N 2 2055-09-25 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5CC5 3345067.78000000 PA USD 3319953.91000000 0.019268851440 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHE22 299339.10000000 PA USD 314740.99000000 0.001826741437 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 7.00000000 N N N N N N Repo Buyer RRI Trust N/A N/A 3726947.01000000 PA USD 3251761.27000000 0.018873064665 Long ABS-MBS CORP US N 3 2055-04-14 Fixed 3.06000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384QTR9 17368325.16000000 PA USD 1183293.57000000 0.006867778477 Long ABS-MBS USGA US N 2 2054-07-20 Floating 2.36116080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6R86 1187526.73000000 PA USD 1227848.37000000 0.007126372375 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DP87 27677544.94000000 PA USD 1599191.94000000 0.009281632441 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.80578080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3130G1WL2 1147700.00000000 PA USD 1206754.07000000 0.007003942081 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HPG30 296332.80000000 PA USD 305446.84000000 0.001772798641 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N Commercial Mortgage Trust N/A 12593PBB7 83773.49000000 PA USD 80699.00000000 0.000468373081 Long ABS-MBS CORP US N 2 2048-08-10 Variable 3.06940680 N N N N N N Dexko Global, Inc. 549300SMZ4OV1KBH1M19 252142AB0 4831950.00000000 PA USD 4035609.85000000 0.023422483799 Long DBT CORP US Y 2 2032-04-15 Fixed 7.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 2816000.00000000 PA USD 2950877.90000000 0.017126752182 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL2P8 200000.00000000 PA USD 38618.66000000 0.000224140829 Long ABS-MBS USGSE US N 2 2037-01-25 Variable 3.51686880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBD1 514636.51000000 PA USD 534051.91000000 0.003099611378 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N Barbados 529900UD1KUUS4SFD905 N/A 2000000.00000000 PA USD 2119000.00000000 0.012298573205 Long DBT NUSS BB Y 2 2035-06-26 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEFQ4 11144006.33000000 PA USD 11579131.08000000 0.067204715076 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 6.50000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 19416MAB5 2585000.00000000 PA USD 2587921.46000000 0.015020170612 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MBZ1 4600000.00000000 PA USD 4684179.54000000 0.027186750817 Long ABS-O CORP US Y 2 2029-09-25 Fixed 9.40000000 N N N N N N DBGS Mortgage Trust N/A 23307DAG8 1000000.00000000 PA USD 767304.00000000 0.004453395193 Long ABS-MBS CORP US Y 2 2051-10-15 Variable 2.87140320 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 N/A 1000000.00000000 PA USD 1053750.00000000 0.006115913881 Long DBT NUSS CR Y 2 2044-04-04 Fixed 7.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAC4 5988000.00000000 PA USD 6024646.56000000 0.034966756374 Long ABS-O CORP US Y 2 2034-05-15 Fixed 6.03000000 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAC3 3500000.00000000 PA USD 3767817.20000000 0.021868228249 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 10.49319000 N N N N N N RHP Hotel Properties LP N/A 749571AJ4 2140000.00000000 PA USD 2177571.98000000 0.012638522136 Long DBT CORP US Y 2 2028-07-15 Fixed 7.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BYM8 2533376.11000000 PA USD 2519966.19000000 0.014625761521 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N Hibernia IV Abs Issuer LLC 254900O3BZPHIHZ8JQ63 42866AAB8 12000000.00000000 PA USD 11999806.80000000 0.069646296548 Long ABS-O CORP US N 3 2046-08-25 Fixed 7.18900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618H96T0 754533.61000000 PA USD 777759.01000000 0.004514075564 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBB5 12055000.00000000 PA USD 11772444.06000000 0.068326694235 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 5475000.00000000 PA USD 5340178.13000000 0.030994134810 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N Lendmark Funding Trust N/A 52603GAC0 13600000.00000000 PA USD 13544023.76000000 0.078608856873 Long ABS-O CORP US Y 2 2034-10-20 Fixed 5.28000000 N N N N N N New Residential Mortgage Loan Trust 213800DDGILJL8IB2R39 647913AE2 38887796.58000000 PA USD 38433353.79000000 0.223065320969 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 5.17500000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAK6 139677.52000000 PA USD 128653.82000000 0.000746700530 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.71999960 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002MAY5 12694538.94000000 PA USD 463513.16000000 0.002690207895 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.54059480 N N N N N N FREMF Mortgage Trust N/A 30298NAG2 1469969.87000000 PA USD 1410402.28000000 0.008185906413 Long ABS-MBS USGSE US Y 2 2029-08-25 Floating 5.98422960 N N N N N N BMD2 Re-Remic Trust N/A 055631EU5 10499000.00000000 PA USD 9349699.67000000 0.054265203324 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZK3 38975305.95000000 PA USD 3794433.12000000 0.022022705757 Long ABS-MBS USGSE US N 2 2035-05-25 Variable 1.62038160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DV2 498598.25000000 PA USD 524751.60000000 0.003045632830 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPL6 520552.44000000 PA USD 543099.95000000 0.003152125763 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBSQ8 9906690.00000000 PA USD 10105090.29000000 0.058649453838 Long ABS-MBS USGSE US N 2 2054-03-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5XX5 164291.26000000 PA USD 169557.56000000 0.000984103852 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXRF2 124325.68000000 PA USD 6806.18000000 0.000039502738 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U13H6 488947.99000000 PA USD 504258.89000000 0.002926694135 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 2703000.00000000 PA USD 2702897.29000000 0.015687484751 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72J3 4902281.51000000 PA USD 657757.74000000 0.003817594014 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.73146040 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BU0 21722000.00000000 PA USD 22043811.43000000 0.127941212179 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SRT6 38765773.03000000 PA USD 39076127.93000000 0.226795950896 Long ABS-MBS USGA US N 2 2067-11-16 Variable 5.00067000 N N N N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 2503372.40000000 PA USD 2501807.79000000 0.014520371048 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAD6 2510000.00000000 PA USD 2334300.00000000 0.013548163961 Long DBT CORP LU Y 2 2033-06-25 Fixed 8.62500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 14676000.00000000 PA USD 14662901.67000000 0.085102769985 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N Fibercop SpA 8156007022402E114A31 683879AB6 3705000.00000000 PA USD 3659984.25000000 0.021242371038 Long DBT CORP IT Y 2 2033-11-15 Fixed 6.37500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAY6 3025000.00000000 PA USD 3093319.63000000 0.017953477073 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N HCFT N/A N/A 7329843.00000000 PA USD 7267539.33000000 0.042180445718 Long ABS-MBS CORP US N 3 2027-01-13 Fixed 7.25000000 N N N N N N Visio Trust N/A 92837DAE7 820000.00000000 PA USD 783741.32000000 0.004548796601 Long ABS-MBS CORP US Y 2 2054-11-25 Variable 3.90999960 N N N N N N Genesis Energy LP N/A 37185LAS1 2135000.00000000 PA USD 2149511.60000000 0.012475661052 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142KAQX3 4501666.06000000 PA USD 4654524.14000000 0.027014632314 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 124135000.00000000 PA USD -6218488.10000000 -0.03609180326 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V3 2I65BRAI0 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 4552103.90000000 USD 124135000.00000000 USD -6218488.10000000 N N N FHLMC 529900M14O2Z3FO2N217 35563UAB4 9700000.00000000 PA USD 9759840.27000000 0.056645639470 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 6.49319040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHW3 23000000.00000000 PA USD 2307843.00000000 0.013394608816 Long ABS-MBS USGSE US N 2 2047-09-25 Variable 3.12159960 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAB2 4430000.00000000 PA USD 2430962.50000000 0.014109188422 Long DBT CORP US Y 2 2028-08-15 Fixed 5.50000000 N N N N N N FHLMC STACR REMIC Trust 5493000IS4CDPWRMWB65 35564KWT2 4000000.00000000 PA USD 4061240.00000000 0.023571239946 Long ABS-MBS CORP US Y 2 2042-05-25 Floating 6.99319080 N N N N N N Miter Brands Acquisition Holdco, Inc. N/A 60672JAA7 8118000.00000000 PA USD 8046937.46000000 0.046704034655 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J92E5 1632008.18000000 PA USD 1667243.40000000 0.009676599814 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257CAA8 734804.36000000 PA USD 706220.84000000 0.004098871496 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 3.75999840 N N N N N N PFP Ltd. N/A 69292DAC7 3405000.00000000 PA USD 3411414.34000000 0.019799683339 Long ABS-CBDO CORP KY Y 2 2043-12-18 Floating 5.23881000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL6H2 94986525.00000000 PA USD 4974833.76000000 0.028873693810 Long ABS-MBS USGSE US N 2 2047-02-25 Variable 2.42739720 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 4688000.00000000 PA USD 5042262.78000000 0.029265048571 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N Stagwell Global LLC 984500904E015Z0C1F82 59565JAA9 8780000.00000000 PA USD 8551511.04000000 0.049632555236 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N BMO Mortgage Trust N/A 055986AC7 39786000.00000000 PA USD 40627139.70000000 0.235797947968 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.53400000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CN7 6831000.00000000 PA USD 6369343.26000000 0.036967359299 Long DBT CORP GB N 2 2030-12-17 Variable 4.60000000 N N N N Y N/A USD XXXX N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AN6 3889000.00000000 PA USD 3898468.12000000 0.022626519851 Long DBT CORP US Y 2 2033-08-15 Fixed 6.37500000 N N N N N N Cantor Commercial Real Estate Lending N/A 12528YAV5 2300000.00000000 PA USD 1677901.75000000 0.009738460360 Long ABS-MBS CORP US Y 2 2052-11-15 Fixed 2.50000000 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAC1 11000000.00000000 PA USD 12305863.90000000 0.071422637109 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 12.49319160 N N N N N N Octagon 64 Ltd. N/A 67579ABE6 14900000.00000000 PA USD 14457440.20000000 0.083910281580 Long ABS-CBDO CORP KY Y 2 2037-07-21 Floating 7.33372920 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BU5 10667000.00000000 PA USD 10817489.82000000 0.062784186151 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Validus Energy II Midcon LLC 9845007486CEF8045D94 91917UAA2 1401000.00000000 PA USD 1411584.56000000 0.008192768309 Long DBT CORP US Y 2 2031-08-01 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWEK7 111104.72000000 PA USD 114636.05000000 0.000665342073 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381N7N2 4402622.21000000 PA USD 4257443.98000000 0.024709998328 Long ABS-MBS USGA US N 2 2055-07-20 Floating 8.03426040 N N N N N N Mariner Finance issuance Trust N/A 56847GAA1 10000000.00000000 PA USD 9893989.00000000 0.057424232191 Long ABS-O CORP US Y 2 2038-11-20 Fixed 4.91000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAG2 2304000.00000000 PA USD 2331976.32000000 0.013534677435 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BW7H3 2792007.72000000 PA USD 2781108.00000000 0.016141415918 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.50000000 N N N N N N Commercial Mortgage Trust N/A 12595VAN7 3250000.00000000 PA USD 818304.83000000 0.004749401536 Long ABS-MBS CORP US Y 2 2051-05-10 Variable 2.81289240 N N N N N N BANK N/A 065405AQ5 3000000.00000000 PA USD 1132193.10000000 0.006571193828 Long ABS-MBS CORP US Y 2 2052-02-15 Variable 3.67023240 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DF6 4892000.00000000 PA USD 4769857.52000000 0.027684021657 Long DBT CORP US Y 2 2034-05-15 Fixed 5.87500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AN4 8350000.00000000 PA USD 8797309.50000000 0.051059157574 Long DBT NUSS KE Y 2 2036-03-05 Fixed 9.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQ4C4 81000000.00000000 PA USD 4346808.30000000 0.025228664506 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 1.95096240 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 16505000.00000000 PA USD 16566497.63000000 0.096151148592 Long DBT CORP US N 2 2056-02-15 Variable 6.50000000 N N N N N N FirstKey Homes Trust N/A 33768NAQ5 5559000.00000000 PA USD 5301850.67000000 0.030771684092 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XR30 4250000.00000000 PA USD 4502006.73000000 0.026129428665 Long ABS-MBS CORP US N 2 2030-12-25 Floating 8.25766920 N N N N N N BMO Mortgage Trust N/A 09660WAV3 91934954.30000000 PA USD 2339192.98000000 0.013576562580 Long ABS-MBS CORP US Y 2 2057-11-15 Variable 0.93049560 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 2200000.00000000 PA USD 2369532.00000000 0.013752648780 Long DBT NUSS KE Y 2 2031-02-16 Fixed 9.75000000 N N N N N N N/A N/A N/A 7500000.00000000 PA USD -859408.19000000 -0.00498796344 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 753744.54000000 USD 7500000.00000000 USD -859408.19000000 N N N GNMA 549300M8ZYFG0OCMTT87 38381JMN4 194122479.58000000 PA USD 6601775.52000000 0.038316384861 Long ABS-MBS USGA US N 2 2059-08-16 Variable 0.66979080 N N N N N N PMT Loan Trust N/A 69383WAA9 43615125.57000000 PA USD 43862292.49000000 0.254574617822 Long ABS-MBS CORP US Y 2 2057-02-25 Variable 6.00000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385JEP4 7517300.77000000 PA USD 7251196.59000000 0.042085593247 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 5.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 430000.00000000 PA USD 375290.14000000 0.002178165766 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N N/A N/A N/A -10911.00000000 NC USD 5352587.44000000 0.031066157844 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-12-21 -1194924984.38000000 USD 5352587.44000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CN7 6731000.00000000 PA USD 6276101.52000000 0.036426188764 Long DBT CORP GB N 2 2030-12-17 Variable 4.60000000 N N N N Y N/A USD XXXX N N N Towd Point Mortgage Trust N/A 89179TAU8 30000000.00000000 PA USD 24875490.00000000 0.144376137233 Long ABS-MBS CORP US Y 2 2060-11-30 Fixed 3.30716000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 77583AAB6 4792000.00000000 PA USD 4848972.09000000 0.028143198783 Long DBT CORP US Y 2 2034-07-15 Fixed 6.87500000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAB5 1120000.00000000 PA USD 1164644.26000000 0.006759538787 Long DBT CORP US Y 2 2032-05-15 Fixed 8.62500000 N N N N N N First Student Bidco, Inc. N/A 33718FAQ3 3346588.10900000 PA USD 3346588.11000000 0.019423435045 Long LON CORP US N 2 2030-08-15 Variable 5.98220000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEDT0 14205398.21000000 PA USD 14510359.98000000 0.084217425416 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0WS2 786440.14000000 PA USD 804481.74000000 0.004669172993 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CJT6 34951820.99000000 PA USD 1972359.22000000 0.011447477232 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.26116000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807WAF0 19100000.00000000 PA USD 19099694.40000000 0.110853699758 Long ABS-O CORP US N 2 2032-04-15 Fixed 5.59000000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AY6 3380000.00000000 PA USD 3125349.79000000 0.018139378568 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N N Dec N/A N/A 10000000.00000000 PA USD 9914000.00000000 0.057540375065 Long ABS-MBS CORP US N 3 2046-07-28 Fixed 6.10000000 N N N N N N FHLMC STACR Trust N/A 35565ABE9 5000000.00000000 PA USD 5519009.00000000 0.032032060505 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 10.00766880 N N N N N N N/A N/A N/A 18450.00000000 NC USD -11149280.55000000 -0.06470988345 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-12-21 1987987500.00000000 USD -11149280.55000000 N N N Benchmark Mortgage Trust N/A 08164HBE6 95744304.29000000 PA USD 5384123.51000000 0.031249191664 Long ABS-MBS CORP US N 2 2059-03-15 Variable 1.43041680 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSXE0 350073.85000000 PA USD 346730.12000000 0.002012404796 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FQK7 32239.59000000 PA USD 31204.14000000 0.000181107314 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9CB3 24903589.13000000 PA USD 460330.39000000 0.002671735252 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 0.44662680 N N N N N N Benchmark Mortgage Trust N/A 08160JBC0 6000000.00000000 PA USD 2519658.60000000 0.014623976284 Long ABS-MBS CORP US Y 2 2052-03-15 Variable 3.73638240 N N N N N N Dec N/A N/A 9700378.92000000 PA USD 9541292.71000000 0.055377200034 Long ABS-O CORP US N 3 2030-03-13 Fixed 6.01600000 N N N N N N LSF12 Crown US Commercial Bidco LLC N/A 50221UAF8 4406781.54000000 PA USD 4425730.70000000 0.025686726287 Long LON CORP US N 2 2031-12-02 Variable 6.24340000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDZ9 15875000.00000000 PA USD 15745496.51000000 0.091386097919 Long DBT CORP US N 2 2056-02-15 Variable 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CGD4 17720570.72000000 PA USD 1290248.93000000 0.007488542198 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.96115840 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAP2 4893000.00000000 PA USD 4497414.26000000 0.026102774192 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZ49 762916.18000000 PA USD 755629.19000000 0.004385635162 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 5030000.00000000 PA USD 5077876.80000000 0.029471750615 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N FREMF Mortgage Trust N/A 30333RAQ8 215748961.52000000 PA USD 629296.57000000 0.003652406764 Long ABS-MBS USGSE US Y 2 2060-09-25 Fixed 0.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427H6N7 3326229.28000000 PA USD 3294458.83000000 0.019120879232 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAE7 18464000.00000000 PA USD 18832759.50000000 0.109304422548 Long DBT CORP US Y 2 2030-04-15 Fixed 7.87500000 N N N N N N WEC US Holdings, Inc. 5493002M6GRSU1IWMG57 92943LAC4 2701754.38660000 PA USD 2701322.11000000 0.015678342483 Long LON CORP US N 2 2031-01-27 Variable 5.70560000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XQW7 7255000.00000000 PA USD 7485315.78000000 0.043444409669 Long ABS-MBS CORP US N 2 2030-02-25 Floating 7.90767000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XTB1 51079747.29000000 PA USD 8170798.10000000 0.047422915801 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAN0 2434000.00000000 PA USD 2472873.41000000 0.014352437310 Long DBT CORP US Y 2 2031-02-15 Fixed 6.50000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAF1 1385000.00000000 PA USD 1380974.36000000 0.008015108193 Long DBT CORP US Y 2 2031-04-01 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LJW9 56544907.02000000 PA USD 3191926.07000000 0.018525784067 Long ABS-MBS USGA US N 2 2056-01-20 Floating 1.91116080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEBN5 30181633.48000000 PA USD 31382558.56000000 0.182142847493 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAG0 61932000.00000000 PA USD 321389.92000000 0.001865331504 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.15905160 N N N N N N Commercial Mortgage Trust N/A 12593FBJ2 4200000.00000000 PA USD 4032000.00000000 0.023401532404 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.29114240 N N N N N N Benchmark Mortgage Trust N/A 08163YAC5 27131000.00000000 PA USD 27816765.87000000 0.161447159699 Long ABS-MBS CORP US N 2 2056-05-15 Variable 6.22757160 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AM5 1633500.00000000 PA USD 1613685.65000000 0.009365753231 Long DBT NUSS GH Y 2 2029-07-03 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MA4J0 4346993.44000000 PA USD 3860282.10000000 0.022404890043 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N JELD-WEN, Inc. 549300XWE6NM0N1HFW16 475795AD2 2803000.00000000 PA USD 2489035.97000000 0.014446244025 Long DBT CORP US Y 2 2027-12-15 Fixed 4.87500000 N N N N N N FREMF Mortgage Trust N/A 30297NAE8 1000000.00000000 PA USD 917435.40000000 0.005324750556 Long ABS-MBS USGSE US Y 2 2031-10-25 Variable 4.24742400 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1MM1 2077465.93000000 PA USD 2114847.19000000 0.012274470498 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAG2 8000000.00000000 PA USD 8036823.20000000 0.046645331981 Long ABS-O CORP US Y 2 2032-11-15 Fixed 7.18000000 N N N N N N Lendmark Funding Trust N/A 52604QAA1 7615000.00000000 PA USD 7584370.19000000 0.044019316659 Long ABS-O CORP US Y 2 2034-09-20 Fixed 4.94000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAD8 1720000.00000000 PA USD 1742490.72000000 0.010113331609 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUWL0 1345213.16000000 PA USD 1333163.39000000 0.007737615642 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 7300000.00000000 PA USD 7177652.00000000 0.041658744015 Long DBT NUSS EG Y 2 2050-05-29 Fixed 8.87500000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAP4 10967000.00000000 PA USD 11123762.30000000 0.064561776767 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BCHA1 49845370.77000000 PA USD 304854.29000000 0.001769359510 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 0.61097760 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 5114000.00000000 PA USD 5102628.00000000 0.029615405380 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 740849.90000000 PA USD 716772.28000000 0.004160111542 Long DBT NUSS LK Y 2 2028-04-15 Fixed 4.00000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HV5 16850000.00000000 PA USD 11883462.50000000 0.068971039875 Long DBT NUSS AR N 2 2041-07-09 Variable 3.49999920 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AR2 10182000.00000000 PA USD 10211273.25000000 0.059265734587 Long DBT CORP US Y 2 2033-03-15 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASWZ5 191207.12000000 PA USD 28678.12000000 0.000166446417 Long ABS-MBS USGSE US N 2 2045-10-25 Fixed 4.00000000 N N N N N N MV24 Capital BV N/A N/A 2016300.00000000 PA USD 2039447.12000000 0.011836852149 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N JetBlue Airways Corp. N/A 476920AA1 8488000.00000000 PA USD 7288672.17000000 0.042303099696 Long DBT CORP US Y 2 2031-09-20 Fixed 9.87500000 N N N N N N OBX Trust N/A 673930AC7 27400000.00000000 PA USD 27310193.76000000 0.158507039747 Long ABS-MBS CORP US Y 2 2066-07-01 Variable 5.63900040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUB58 995167.39000000 PA USD 1000696.90000000 0.005807996263 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 302673AJ7 265222499.34000000 PA USD 797099.70000000 0.004626327990 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAG6 1608000.00000000 PA USD 1637548.61000000 0.009504252693 Long DBT CORP US Y 2 2028-09-15 Fixed 6.87500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 5996000.00000000 PA USD 6016847.43000000 0.034921490602 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A7DC5 316655.66000000 PA USD 342446.53000000 0.001987543047 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 8.00000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAC2 1112000.00000000 PA USD 1077324.84000000 0.006252741109 Long DBT CORP US Y 2 2031-03-31 Fixed 5.50000000 N N N N N N Commercial Mortgage Trust N/A 12592LAN2 3296246.34000000 PA USD 1681052.67000000 0.009756748147 Long ABS-MBS CORP US Y 2 2047-11-10 Fixed 3.22200000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AG2 11581000.00000000 PA USD 11626125.37000000 0.067477467656 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.34000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 18589GAA3 3877000.00000000 PA USD 3955823.29000000 0.022959406475 Long DBT CORP US Y 2 2034-01-15 Fixed 7.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZT5 6390470.07000000 PA USD 6356378.51000000 0.036892112519 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HQ6G1 2475384.64000000 PA USD 2394261.33000000 0.013896176612 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N Axia Energia SA 254900I8KYDELP4B4Z08 15234VAA5 4730000.00000000 PA USD 4687595.55000000 0.027206577173 Long DBT CORP BR Y 2 2035-01-11 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H052694 1402470313.00000000 PA USD 1392497795.39000000 8.081989653436 Long ABS-MBS USGA US N 2 2056-09-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W2D73 30653736.57000000 PA USD 31204569.50000000 0.181109807623 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WFH5 43781374.64000000 PA USD 7316410.59000000 0.042464092140 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 2935000.00000000 PA USD 2965905.55000000 0.017213971934 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UUJY8 443627.13000000 PA USD 457626.76000000 0.002656043515 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.50000000 N N N N N N NGL Energy Operating LLC N/A 62922LAC2 3003000.00000000 PA USD 3097867.77000000 0.017979874257 Long DBT CORP US Y 2 2029-02-15 Fixed 8.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EMP6 12573399.26000000 PA USD 1247840.72000000 0.007242407005 Long ABS-MBS USGA US N 2 2055-03-20 Floating 3.56115960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HAK95 2277570.06000000 PA USD 2332257.80000000 0.013536311131 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30323AAN4 11071000.00000000 PA USD 10195063.59000000 0.059171654506 Long ABS-MBS USGSE US Y 2 2028-09-25 Variable 2.48096160 N N N N N N Jetblue Airways Corp. N/A G5112TAB9 3706493.59450000 PA USD 3189141.22000000 0.018509620933 Long LON CORP US N 2 2029-08-27 Variable 8.42697000 N N N N N N BANK N/A 06540CBM8 40000000.00000000 PA USD 1032344.00000000 0.005991674496 Long ABS-MBS CORP US N 2 2064-06-15 Variable 0.59734080 N N N N N N NYMT Loan Trust 254900Q6RDCV3HGA6340 67119RAA5 1034898.62000000 PA USD 1034555.14000000 0.006004507845 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.26799880 N N N N N N ReadyCap Lending Small Business Loan Trust N/A 75576QAA6 448946.46000000 PA USD 449022.15000000 0.002606102776 Long ABS-O CORP US Y 2 2044-12-27 Floating 6.24999960 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AV8 10750000.00000000 PA USD 11647302.50000000 0.067600378691 Long DBT NUSS CI Y 2 2036-04-01 Fixed 8.07500000 N N N N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433AR3 1518000.00000000 PA USD 1522962.83000000 0.008839202385 Long DBT CORP US Y 2 2034-10-01 Fixed 6.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3130G32R8 1867385.00000000 PA USD 1936811.78000000 0.011241161615 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3130G32D9 1635790.00000000 PA USD 1689456.62000000 0.009805524265 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AP6 1892000.00000000 PA USD 1908581.49000000 0.011077314381 Long DBT CORP US Y 2 2032-03-15 Fixed 7.00000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 2090000.00000000 PA USD 2019559.89000000 0.011721427631 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RBE5 1000000.00000000 PA USD 920056.60000000 0.005339963873 Long ABS-MBS CORP US N 2 2049-11-15 Variable 4.20964200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8TM6 3427725.44000000 PA USD 3522011.64000000 0.020441584703 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N Lendmark Funding Trust N/A 52604QAD5 4400000.00000000 PA USD 4429245.48000000 0.025707125900 Long ABS-O CORP US Y 2 2034-09-20 Fixed 6.48000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMU34 35331062.00000000 PA USD 1997703.04000000 0.011594571534 Long ABS-MBS USGSE US N 2 2047-07-25 Variable 2.19339360 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TFU1 7822950.23000000 PA USD 7549960.56000000 0.043819604836 Long ABS-MBS USGA US N 2 2066-12-16 Fixed 5.00000000 N N N N N N FREMF Mortgage Trust N/A 30298XAE5 120505157.41000000 PA USD 275932.71000000 0.001601500063 Long ABS-MBS USGSE US Y 2 2032-10-25 Fixed 0.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K3D47 498123.64000000 PA USD 505188.79000000 0.002932091230 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLNC4 81933000.00000000 PA USD 4866197.51000000 0.028243174285 Long ABS-MBS USGSE US N 2 2046-04-25 Variable 2.35911960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZE5 844005.79000000 PA USD 875358.77000000 0.005080539836 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JBM8 57639039.91000000 PA USD 3745961.20000000 0.021741377085 Long ABS-MBS USGA US N 2 2065-04-16 Variable 0.96960960 N N N N N N Stifel SBA IO Trust N/A 86063CAB2 69018255.49000000 PA USD 3153402.68000000 0.018302196181 Long ABS-O CORP US Y 2 2051-01-15 Variable 1.50805080 N N N N N N FHLMC 529900U9LKQ0M8OUKJ53 355921AB3 14300000.00000000 PA USD 14388934.56000000 0.083512678169 Long ABS-MBS CORP US Y 2 2046-03-25 Floating 6.59319120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DXB1 83261623.23000000 PA USD 5330375.81000000 0.030937242621 Long ABS-MBS USGA US N 2 2063-07-16 Variable 0.88342920 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBM8 2993120.00000000 PA USD 2499255.20000000 0.014505555940 Long DBT CORP US Y 2 2030-08-15 Fixed 7.75000000 N N N N N N FREMF Mortgage Trust N/A 30316TAQ5 50947305.00000000 PA USD 166684.30000000 0.000967427591 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BP7G0 4834709.00000000 PA USD 4817611.54000000 0.027961183672 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAJ0 3030000.00000000 PA USD 2973316.58000000 0.017256985192 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N Ardagh Holdings SA 6354006L1NWUUOPYX274 985923101 564796.00000000 NS 3690218.21000000 0.021417847475 Long EC CORP LU N 3 N N N Commercial Mortgage Trust N/A 12592XAG1 5773500.00000000 PA USD 4261997.70000000 0.024736427898 Long ABS-MBS CORP US Y 2 2048-03-10 Variable 3.58625160 N N N N N N Republic Finance Issuance Trust N/A 76041RAA9 8306367.69000000 PA USD 8311603.19000000 0.048240141713 Long ABS-O CORP US Y 2 2032-08-20 Fixed 5.91000000 N N N N N N Citi Asset Receivables Trust I N/A 17302LAA0 11865917.66000000 PA USD 11345003.87000000 0.065845852107 Long ABS-MBS CORP US Y 3 2032-02-20 Fixed 25.47000000 N N N N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 10192000.00000000 PA USD 9596601.71000000 0.055698210787 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381GBR3 29711022.13000000 PA USD 2250431.66000000 0.013061396184 Long ABS-MBS USGA US N 2 2045-09-16 Fixed 1.40000000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AT1 6695000.00000000 PA USD 6426965.88000000 0.037301798191 Long DBT CORP US Y 2 2030-01-15 Fixed 5.87500000 N N N N N N Toorak Mortgage Trust 254900ZRJRVK75Z6JJ57 89055KAA0 9500000.00000000 PA USD 9509118.10000000 0.055190460158 Long ABS-MBS CORP US Y 2 2031-10-25 Variable 6.32900160 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 18470000.00000000 PA USD 18460859.20000000 0.107145931248 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAF4 7389000.00000000 PA USD 7377868.47000000 0.042820790694 Long DBT CORP US Y 2 2030-04-15 Fixed 9.25000000 N N N N N N Acrc 549300VGHLH24T0B8529 N/A 21000000.01000000 PA USD 20538000.01000000 0.119201555745 Long DBT CORP GB N 3 2026-11-15 Fixed 5.25000000 N N N N N N CoreVest American Finance Trust N/A 21872NAC4 872596.91750000 PA USD 8.73000000 0.000000050668 Long ABS-O CORP US Y 2 2052-10-15 Variable 1.98621720 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 1957005.14390000 PA USD 1818801.44000000 0.010556235326 Long LON CORP US N 2 2031-12-31 Variable 7.93640000 N N N N N N RAAC Trust N/A 76112BQY9 18798.13000000 PA USD 9136.17000000 0.000053025887 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 7.00000000 N N N N N N Sequoia Mortgage Trust N/A 81749VAA5 9708256.33000000 PA USD 9691431.92000000 0.056248600725 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CV2 443036.69000000 PA USD 460443.69000000 0.002672392840 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBC6 80034508.39000000 PA USD 2677482.45000000 0.015539978253 Long ABS-MBS CORP US N 2 2053-05-12 Variable 1.12036680 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAB4 3973000.00000000 PA USD 3689585.49000000 0.021414175199 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25000000 N N N N N N BBCMS Mortgage Trust N/A 055292AV8 32556490.91000000 PA USD 1538828.12000000 0.008931283758 Long ABS-MBS CORP US N 2 2069-05-15 Variable 1.15881840 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366DF4 255000.00000000 PA USD 263388.35000000 0.001528693206 Long DBT MUN US N 2 2049-05-15 Fixed 6.58300000 N N N N N N Benchmark Mortgage Trust N/A 08164JAH6 34859865.60000000 PA USD 2374301.96000000 0.013780333396 Long ABS-MBS CORP US N 2 2063-04-15 Variable 1.02631320 N N N N N N Cascade MH Asset Trust N/A 14732FAA0 3872536.55640000 PA USD 3709410.60000000 0.021529239176 Long ABS-O CORP US Y 2 2044-11-25 Variable 3.99999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX88 93876048.00000000 PA USD 5020678.80000000 0.029139776198 Long ABS-MBS USGSE US N 2 2046-09-25 Variable 2.08761120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FTB3 82955759.40000000 PA USD 82163408.29000000 0.476872435912 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWSE7 34216657.88000000 PA USD 2382916.49000000 0.013830331711 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 2.77680960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385AFC1 17586819.89000000 PA USD 928028.35000000 0.005386231524 Long ABS-MBS USGA US N 2 2054-11-20 Floating 2.36116080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUA59 1437240.03000000 PA USD 1478806.54000000 0.008582921420 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379KXU7 5835800.17000000 PA USD 6472.49000000 0.000037566017 Long ABS-MBS USGA US N 2 2055-05-16 Variable 0.07200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWHF7 903982.15000000 PA USD 81915.07000000 0.000475431092 Long ABS-MBS USGSE US N 2 2047-05-25 Floating 2.34232920 N N N N N N FREMF Mortgage Trust N/A 30314RAS7 25000000.00000000 PA USD 17458937.50000000 0.101330826305 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BS9 1587000.00000000 PA USD 1533737.26000000 0.008901736654 Long DBT CORP US N 2 2030-07-15 Fixed 6.62500000 N N N N N N 1011778 BC ULC N/A 68245XAM1 5460000.00000000 PA USD 5155868.72000000 0.029924411936 Long DBT CORP CA Y 2 2030-10-15 Fixed 4.00000000 N N N N N N FHLMC 529900LI975WW9HNVJ97 35562HAB4 13850000.00000000 PA USD 13875895.35000000 0.080535023482 Long ABS-MBS USGSE US Y 2 2046-06-25 Floating 6.34318920 N N N N N N BANK 549300664283JRAXM588 06539LAJ9 2000000.00000000 PA USD 1576113.60000000 0.009147686876 Long ABS-MBS CORP US Y 2 2061-08-15 Fixed 3.00000000 N N N N N N CD Mortgage Trust N/A 12515BAK4 78512000.00000000 PA USD 1408623.05000000 0.008175579848 Long ABS-MBS CORP US Y 2 2057-08-15 Variable 0.69429240 N N N N N N Vallourec SACA 969500P2Q1B47H4MCJ34 92023RAA8 1800000.00000000 PA USD 1876977.00000000 0.010893883454 Long DBT CORP FR Y 2 2032-04-15 Fixed 7.50000000 N N N N N N FREMF Mortgage Trust N/A 30298GAJ1 201178674.84000000 PA USD 415876.56000000 0.002413727379 Long ABS-MBS USGSE US Y 2 2029-05-25 Fixed 0.10000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 5634000.00000000 PA USD 5672773.19000000 0.032924500404 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Benchmark Mortgage Trust N/A 08162UAC4 3050000.00000000 PA USD 2346670.31000000 0.013619960640 Long ABS-MBS CORP US Y 2 2052-01-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CBE9 2500000.00000000 PA USD 1848343.00000000 0.010727693107 Long ABS-MBS CORP US Y 2 2054-04-15 Fixed 2.50000000 N N N N N N STACR Trust 549300YG8OJES76WL398 35564ACB5 2825000.00000000 PA USD 2998556.98000000 0.017403479249 Long ABS-MBS CORP US Y 2 2047-02-25 Floating 7.95767040 N N N N N N Upstart Pass-Through Trust N/A 91679YAA2 265056.72790000 PA USD 265056.73000000 0.001538376402 Long ABS-O CORP US Y 3 2030-02-20 Variable 20.37157560 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBK5 3210000.00000000 PA USD 2923553.11000000 0.016968160426 Long DBT CORP US Y 2 2031-02-15 Fixed 4.75000000 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAU0 9750000.00000000 PA USD 4037726.55000000 0.023434769023 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 4.03704360 N N N N N N CoreVest American Finance Trust N/A 21872NAE0 53875000.00000000 PA USD 1639286.95000000 0.009514341934 Long ABS-O CORP US Y 2 2052-10-15 Variable 1.34287560 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBR0 584759.44000000 PA USD 605285.55000000 0.003513047969 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAK7 7250000.00000000 PA USD 6980186.18000000 0.040512661975 Long ABS-MBS CORP US N 2 2050-08-15 Variable 4.29500160 N N N N N N PR RNO Property Owner 1 LLC N/A 69393LAA1 13317000.00000000 PA USD 12344435.12000000 0.071646502599 Long DBT CORP US Y 2 2031-05-01 Fixed 6.50000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381QAA9 10876793.57000000 PA USD 10855076.96000000 0.063002340088 Long ABS-O CORP US Y 2 2061-08-25 Variable 5.79300120 N N N N N N Benchmark Mortgage Trust N/A 081919AN2 15500000.00000000 PA USD 15667851.05000000 0.090935447436 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.60190000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K52C5 249676.15000000 PA USD 259150.76000000 0.001504098439 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 783000.00000000 PA USD 683167.50000000 0.003965071029 Long DBT CORP US Y 2 2031-03-15 Fixed 3.87500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PFB9 1300000.00000000 PA USD 1348308.00000000 0.007825514224 Long DBT NUSS DO Y 2 2037-03-15 Fixed 6.95000000 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAA4 4100000.00000000 PA USD 4081593.46000000 0.023689370440 Long ABS-MBS CORP US Y 2 2040-05-25 Variable 5.71799880 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 039959AA9 7387000.00000000 PA USD 7718272.23000000 0.044796477604 Long DBT CORP LU Y 2 2030-12-01 Fixed 9.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6HW0 49802936.78000000 PA USD 50559310.42000000 0.293443785011 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 6.00000000 N N N N N N MASTR Alternative Loan Trust N/A 576434FU3 15027.16300000 PA USD 7279.59000000 0.000042250387 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.80412160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHN3 49648434.33000000 PA USD 1407438.78000000 0.008168706403 Long ABS-MBS USGSE US N 2 2034-01-25 Variable 1.37527560 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PSK1 18228201.03000000 PA USD 1185037.22000000 0.006877898537 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.96473880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4C73 55899720.94000000 PA USD 1229894.48000000 0.007138247898 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 0.62533080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XU8 1575625.89000000 PA USD 1627987.74000000 0.009448761868 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30298NAJ6 4409908.16000000 PA USD 3902967.17000000 0.022652632119 Long ABS-MBS USGSE US Y 2 2029-08-25 Floating 9.73423080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJEL9 29425000.00000000 PA USD 1227840.52000000 0.007126326814 Long ABS-MBS USGSE US N 2 2046-09-25 Variable 2.31201720 N N N N N N Rocket Cos., Inc. N/A 77311WAA9 5555000.00000000 PA USD 5628892.61000000 0.032669819647 Long DBT CORP US Y 2 2030-08-01 Fixed 6.12500000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CC3 2677000.00000000 PA USD 2766599.19000000 0.016057207489 Long DBT CORP CA Y 2 2032-06-01 Fixed 7.00000000 N N N N N N BANK N/A 06540BAL3 8600000.00000000 PA USD 6016100.76000000 0.034917156965 Long ABS-MBS CORP US Y 2 2052-10-17 Fixed 2.50000000 N N N N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AK0 17749000.00000000 PA USD 17957450.11000000 0.104224169310 Long DBT CORP US Y 2 2031-03-01 Fixed 9.25000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 10220000.00000000 PA USD 10181561.76000000 0.059093290540 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 5320000.00000000 PA USD 5329739.86000000 0.030933551598 Long ABS-O CORP US Y 2 2035-01-16 Fixed 5.39000000 N N N N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAK9 6591000.00000000 PA USD 6321954.06000000 0.036692314681 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BRR68 1489433.36000000 PA USD 1478250.35000000 0.008579693320 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAE8 22230000.00000000 PA USD 22227772.55000000 0.129008913595 Long ABS-O CORP US Y 2 2032-07-12 Fixed 4.95000000 N N N N N N Tierra Mojada Luxembourg II SARL 254900H2U8PBIY32VI94 30260LAA3 4520800.08550000 PA USD 4282779.96000000 0.024857047127 Long DBT CORP LU Y 2 2040-12-01 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TA36 15044266.29000000 PA USD 15367426.16000000 0.089191795948 Long ABS-MBS USGA US N 2 2068-10-16 Variable 5.01708960 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAE8 1900000.00000000 PA USD 1899146.90000000 0.011022556478 Long ABS-O CORP US Y 2 2031-10-17 Fixed 5.42000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427QRN4 99045830.40000000 PA USD 101185736.37000000 0.587277105303 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FKUS3 87707499.29000000 PA USD 4123734.72000000 0.023933956269 Long ABS-MBS USGSE US N 2 2046-01-25 Variable 2.34810360 N N N N N N FREMF Mortgage Trust N/A 30294SAA8 1161933.39000000 PA USD 1093874.54000000 0.006348794765 Long ABS-MBS USGSE US Y 2 2029-12-25 Floating 5.98422960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UAS30 1108289.44000000 PA USD 1128127.38000000 0.006547596587 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAA5 2726810.46000000 PA USD 2729955.29000000 0.015844528071 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 7.24318920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YSU9 6425302.86000000 PA USD 625538.57000000 0.003630595514 Long ABS-MBS USGA US N 2 2049-09-20 Floating 2.28306960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3130G2QY9 1000000.00000000 PA USD 1014475.05000000 0.005887963977 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 20.00000000 NC USD -4190.05000000 -0.00002431884 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2026-12-21 2175000.00000000 USD -4190.05000000 N N N BMO Mortgage Trust N/A 05593QAC8 10200000.00000000 PA USD 10225157.28000000 0.059346316823 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.31610000 N N N N N N Benchmark Mortgage Trust N/A 08161BBC6 1989000.00000000 PA USD 1722822.08000000 0.009999175777 Long ABS-MBS CORP US N 2 2051-04-10 Variable 4.54420080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JPKC4 1387644.48000000 PA USD 1374390.41000000 0.007976895267 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Commercial Mortgage Trust N/A 12594CBK5 2500000.00000000 PA USD 2457425.00000000 0.014262775488 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.60738440 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BJ2 6021000.00000000 PA USD 5873485.50000000 0.034089424915 Long DBT NUSS ZA Y 2 2055-12-11 Fixed 7.25000000 N N N N N N Moran Foods LLC N/A 61647DAZ5 21157695.29930000 PA USD 4504473.33000000 0.026143744692 Long LON CORP US N 3 2028-12-29 Variable 11.02270000 N N Y N N N N/A N/A N/A 5000000.00000000 PA USD -275381.97000000 -0.00159830359 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 236180.53000000 USD 5000000.00000000 USD -275381.97000000 N N N Altice France SA N/A N/A 9452.00000000 NS 146843.73000000 0.000852273885 Long EC CORP FR N 3 N N N GNMA 549300M8ZYFG0OCMTT87 38384LXE4 46194636.51000000 PA USD 4102291.60000000 0.023809501441 Long ABS-MBS USGA US N 2 2075-09-20 Variable 1.13785920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HLYX4 115256.90000000 PA USD 114410.50000000 0.000664032991 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 6.00000000 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 N/A 3350000.00000000 PA USD 3850590.50000000 0.022348640467 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N 1261229 BC Ltd. N/A 68288AAA5 9718000.00000000 PA USD 10116292.23000000 0.058714469354 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N JPMorgan Alternative Loan Trust N/A 46628VAG1 637186.52000000 PA USD 627034.42000000 0.003639277355 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.81000120 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650TAD9 801120.22000000 PA USD 811921.00000000 0.004712350097 Long ABS-O CORP US Y 2 2040-06-20 Fixed 9.22000000 N N N N N N Commercial Mortgage Trust N/A 12593YAL7 927500.00000000 PA USD 773303.13000000 0.004488213853 Long ABS-MBS CORP US Y 2 2049-02-10 Variable 4.07622960 N N N N N N Altice France Sa N/A N/A 32531.00000000 NS 654176.76000000 0.003796810180 Long EC CORP FR N 3 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMGY0 45120763.60000000 PA USD 2623424.97000000 0.015226231261 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 2.20681080 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAN4 4630000.00000000 PA USD 4523018.29000000 0.026251378740 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N FGI Operating Co. LLC N/A N/A 37417.81090000 PA USD 374.18000000 0.000002171722 Long LON CORP US N 3 2026-12-31 Variable 0.00000000 N N Y N N N N/A N/A N/A 31878000.00000000 PA USD -550957.26000000 -0.00319772920 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 118155.42000000 USD 0.00000000 USD 31878000.00000000 USD -550957.26000000 N N N FHLMC, Multi-Class Certificates N/A 3137FRV24 38620000.00000000 PA USD 1508929.74000000 0.008757755011 Long ABS-MBS USGSE US N 2 2029-01-27 Fixed 2.01300000 N N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047AM1 2820000.00000000 PA USD 2778592.25000000 0.016126814627 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64832FAC0 9251556.40000000 PA USD 9161835.73000000 0.053174850130 Long ABS-MBS CORP US Y 2 2065-07-25 Variable 5.34999960 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AP1 3125000.00000000 PA USD 3119859.38000000 0.018107512495 Long DBT CORP US N 2 2026-12-15 Fixed 5.25000000 N N N N N N FREMF Mortgage Trust N/A 30314RAQ1 65781399.00000000 PA USD 196660.07000000 0.001141405506 Long ABS-MBS USGSE US Y 2 2053-05-25 Fixed 0.10000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -107593.75000000 -0.00062446890 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 59894021.94000000 CAD 34816095.48000000 CHF 2026-09-15 -107593.75000000 N N N Honey Hill Park CLO Ltd. N/A 43845QAA9 9250000.00000000 PA USD 9152449.50000000 0.053120372906 Long ABS-CBDO CORP KY Y 2 2039-04-24 Floating 8.21954160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PT20 68928898.39000000 PA USD 3625246.48000000 0.021040754706 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.79935120 N N N N N N Ucielo 2025-assi N/A N/A 199451.77000000 PA USD 199451.77000000 0.001157608397 Long ABS-O CORP US N 3 2033-08-09 Fixed 10.51400000 N N N N N N FREMF Mortgage Trust N/A 30296PAW4 30000000.00000000 PA USD 25846857.00000000 0.150013904179 Long ABS-MBS USGSE US Y 2 2051-04-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQ3V7 17897505.08000000 PA USD 18708883.64000000 0.108585453065 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAL1 5452500.00000000 PA USD 4960175.78000000 0.028788619605 Long ABS-MBS CORP US Y 2 2050-10-12 Fixed 3.00000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAZ3 3058000.00000000 PA USD 3077522.27000000 0.017861789962 Long DBT CORP US Y 2 2034-04-15 Fixed 6.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DAV8 33466406.87000000 PA USD 2616273.17000000 0.015184722561 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.91116160 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAL1 1000000.00000000 PA USD 821006.20000000 0.004765080157 Long ABS-MBS CORP US Y 2 2040-07-11 Variable 4.27600080 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AJ7 1495000.00000000 PA USD 1517018.36000000 0.008804700969 Long DBT CORP US Y 2 2031-05-01 Fixed 6.75000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAJ4 2130000.00000000 PA USD 2182696.20000000 0.012668262860 Long DBT NUSS MA Y 2 2036-03-01 Fixed 6.70000000 N N N N N N Morgan Stanley Capital I N/A 61691NAK1 1200000.00000000 PA USD 1160555.04000000 0.006735805152 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.31376840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PP49 3374692.02000000 PA USD 3359623.35000000 0.019499090945 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 6.00000000 N N N N N N N/A N/A N/A 252330000.00000000 PA USD -12952869.45000000 -0.07517782593 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V3 2I65BRAI0 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 8940581.55000000 USD 252330000.00000000 USD -12952869.45000000 N N N GNMA 549300M8ZYFG0OCMTT87 38384TLY6 8889708.14000000 PA USD 8538258.86000000 0.049555640226 Long ABS-MBS USGA US N 2 2057-06-16 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K8N52 1426764.21000000 PA USD 1451127.66000000 0.008422274543 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385M5R3 12366408.63000000 PA USD 12039749.95000000 0.069878124653 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.50000000 N N N N N N AmeriGas Partners LP N/A 030981AM6 2638000.00000000 PA USD 2693719.84000000 0.015634219277 Long DBT CORP US Y 2 2028-06-01 Fixed 9.37500000 N N N N N N JBHP N/A N/A 8107763.44000000 PA USD 8107763.44000000 0.047057065692 Long ABS-MBS CORP US N 3 2041-04-14 Fixed 10.28000000 N N N N N N FHLMC 5493000IRODEKU3J3Q16 35564KUL1 17900000.00000000 PA USD 18830286.27000000 0.109290068041 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 14.64319080 N N N N N N Azule Energy Finance plc 2138006X6O82RJSQDB63 N/A 1000000.00000000 PA USD 1020120.00000000 0.005920726993 Long DBT CORP GB Y 2 2030-01-23 Fixed 8.12500000 N N N N N N BCAP LLC N/A N/A 23026899.50000000 PA USD 23054531.78000000 0.133807384060 Long DBT CORP US N 3 2027-09-19 Fixed 0.00000000 N N N N N N CFIN Issuer LLC N/A 12531CAA4 1031916.17000000 PA USD 1021597.01000000 0.005929299487 Long ABS-O CORP US Y 3 2027-02-16 Variable 4.74999840 N N N N N N Angel Oak Mortgage Trust N/A 03464RAE3 1550000.00000000 PA USD 1395469.50000000 0.008099237282 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 3.76400160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BVPS9 121269.70000000 PA USD 5897.08000000 0.000034226366 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRTR8 11025006.61000000 PA USD 10542369.31000000 0.061187400057 Long ABS-MBS USGSE US N 2 2054-03-25 Fixed 5.50000000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AA2 15540000.00000000 PA USD 15549712.50000000 0.090249777022 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.03084880 N N N N N N Rocket Cos., Inc. N/A 77311WAB7 2963000.00000000 PA USD 3001077.51000000 0.017418108283 Long DBT CORP US Y 2 2033-08-01 Fixed 6.37500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 2661000.00000000 PA USD 2602186.58000000 0.015102964676 Long DBT CORP US Y 2 2029-05-01 Fixed 4.37500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBC1 21054000.00000000 PA USD 21021256.82000000 0.122006354827 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754JAC8 24769158.96000000 PA USD 24814082.78000000 0.144019732707 Long ABS-MBS CORP US Y 2 2039-09-25 Floating 7.50767040 N N N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAC6 457882.83000000 PA USD 458544.06000000 0.002661367479 Long ABS-O CORP US Y 2 2031-12-26 Floating 5.14319040 N N N N N N GS Mortgage Securities Trust N/A 36264KAD2 4000000.00000000 PA USD 2531785.60000000 0.014694360803 Long ABS-MBS CORP US Y 2 2053-12-12 Fixed 2.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6SG7 418706.23000000 PA USD 431980.79000000 0.002507195549 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 6.50000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAF1 17000000.00000000 PA USD 17004836.50000000 0.098695246129 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.23000000 N N N N N N FHLMC 529900KWKEUIIIV9P337 355917AC9 2000000.00000000 PA USD 2097621.80000000 0.012174495170 Long ABS-MBS CORP US Y 2 2044-10-25 Floating 9.64485000 N N N N N N Alternative Loan Trust N/A 12668AA21 210654.16900000 PA USD 182695.05000000 0.001060353207 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 1700000.00000000 PA USD 1804278.00000000 0.010471941985 Long DBT NUSS CI Y 2 2033-01-30 Fixed 7.62500000 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 4812A2603 61977810.61500000 NS USD 61984008.40000000 0.359752177867 Long STIV RF US N 1 N N N MYT Holding LLC N/A 55406N202 13909.00000000 NS USD 18192.97000000 0.000105591115 Long EP CORP US N 3 N N N CoreVest American Finance Trust N/A 21872FAG2 1493000.00000000 PA USD 1469435.98000000 0.008528535144 Long ABS-O CORP US Y 2 2052-03-15 Variable 5.65338960 N N N N N N Seagate Data Storage Technology Pte. Ltd. 254900BS8BBQ8P0D4L86 81180LAU9 4455000.00000000 PA USD 4324023.00000000 0.025096419730 Long DBT CORP SG N 2 2029-06-01 Fixed 4.09100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MZC7 13759820.49000000 PA USD 13544954.01000000 0.078614255999 Long ABS-MBS USGA US N 2 2054-03-16 Fixed 4.75000000 N N N N N N N/A N/A N/A 10000000.00000000 PA USD -1316826.13000000 -0.00764279497 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 834044.17000000 USD 10000000.00000000 USD -1316826.13000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BASF2 88474607.61000000 PA USD 857407.42000000 0.004976351072 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 0.89678160 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AH0 1310000.00000000 PA USD 1300799.87000000 0.007549779342 Long DBT CORP US Y 2 2033-12-01 Fixed 5.87500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDU1 7306000.00000000 PA USD 7460653.41000000 0.043301270470 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N RAMP Trust N/A 760985JL6 19739.99000000 PA USD 19371.11000000 0.000112428982 Long ABS-O CORP US N 2 2032-03-25 Variable 4.47052320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRSR7 136501.65530000 PA USD 10834.46000000 0.000062882680 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 3.50000000 N N N N N N US Auto Funding N/A 90355EAC5 979712.67000000 PA USD 690654.62000000 0.004008525910 Long ABS-O CORP US Y 2 2026-05-15 Fixed 2.20000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVP44 2591535.28000000 PA USD 2634258.92000000 0.015289110982 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N DailyPay Securitization Trust 2025-1 N/A 233824AA9 2690000.00000000 PA USD 2695178.25000000 0.015642683818 Long ABS-O CORP US Y 2 2028-06-26 Fixed 5.63000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 4478000.00000000 PA USD 4777712.54000000 0.027729611812 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9G76 28701234.99000000 PA USD 309617.44000000 0.001797004602 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 0.50190120 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAR0 17300000.00000000 PA USD 17282803.80000000 0.100308554854 Long DBT CORP CA Y 2 2027-06-01 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPJQ9 58227584.73500000 PA USD 433125.89000000 0.002513841654 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.28088360 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AH9 3495000.00000000 PA USD 3196140.45000000 0.018550244124 Long DBT CORP US Y 2 2031-08-15 Fixed 3.87500000 N N N N N N New Albertsons LP N/A 01310QDB8 5000.00000000 PA USD 5000.00000000 0.000029019757 Long DBT CORP US N 2 2028-06-01 Fixed 6.62500000 N N N N N N Stifel SBA IO Trust N/A 86063EAA0 122572875.49000000 PA USD 7055625.66000000 0.040950509057 Long ABS-O CORP US Y 2 2036-08-25 Variable 2.54466000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NSZ3 13636080.74000000 PA USD 762417.82000000 0.004425036041 Long ABS-MBS USGA US N 2 2062-01-16 Variable 0.79552080 N N N N N N FHLMC 529900XKEN78GROIG538 35563RAB1 12025000.00000000 PA USD 12541030.03000000 0.072787529920 Long ABS-MBS USGSE US Y 2 2044-05-25 Floating 7.89319080 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003MBX5 2500000.00000000 PA USD 2058661.50000000 0.011948371478 Long ABS-MBS CORP US N 2 2055-04-15 Variable 4.34499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CY6 726421.82000000 PA USD 751928.36000000 0.004364155724 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TXU1 17756419.04000000 PA USD 17105704.88000000 0.099280681314 Long ABS-MBS USGA US N 2 2058-05-16 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 2710000.00000000 PA USD 2258446.25000000 0.013107912476 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTBQ9 63492000.00000000 PA USD 6533295.05000000 0.037918927535 Long ABS-MBS USGSE US N 2 2048-04-25 Variable 3.61083960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LR46 215897545.95000000 PA USD 8160948.83000000 0.047365751116 Long ABS-MBS USGA US N 2 2061-07-16 Variable 0.59277960 N N N N N N Ista Jet Seri N/A N/A 14812500.00000000 PA USD 14812500.00000000 0.085971031435 Long ABS-O CORP US N 3 2032-04-05 Fixed 6.97000000 N N N N N N Galaxy Helios Data Centers II LLC N/A 36322DAA4 4997000.00000000 PA USD 4949167.17000000 0.028724726167 Long DBT CORP US Y 2 2031-08-01 Fixed 9.87500000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 2843000.00000000 PA USD 2899564.33000000 0.016828930711 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Empresas Publicas de Medellin ESP 549300SU25TO8EMXB434 N/A 2800000.00000000 PA USD 2649892.00000000 0.015379844619 Long DBT NUSS CO Y 2 2029-07-18 Fixed 4.25000000 N N N N N N Commercial Mortgage Trust N/A 12591UAP8 434605.08000000 PA USD 191830.34000000 0.001113373987 Long ABS-MBS CORP US Y 2 2047-03-10 Variable 4.80070080 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 4576000.00000000 PA USD 4681166.14000000 0.027169261190 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAF2 5611000.00000000 PA USD 5655461.56000000 0.032824024543 Long DBT CORP US Y 2 2030-04-23 Fixed 6.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUB25 674867.10000000 PA USD 669634.59000000 0.003886526675 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N GGAM Master Trust International Ltd. N/A 36173XAB8 17721286.94000000 PA USD 17861687.38000000 0.103668367071 Long ABS-O CORP KY Y 2 2060-09-30 Fixed 9.70200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CF7 643380.87000000 PA USD 650728.14000000 0.003776794557 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EAS4 438623.54000000 PA USD 431166.94000000 0.002502472003 Long ABS-MBS CORP US Y 2 2046-07-10 Variable 3.72540960 N N N N N N N/A N/A N/A 44000000.00000000 PA USD -729879.50000000 -0.00423618521 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 132499.46000000 USD 0.00000000 USD 44000000.00000000 USD -729879.50000000 N N N Howard Midstream Energy Partners LLC N/A 442722AD6 5763000.00000000 PA USD 5812625.19000000 0.033736194628 Long DBT CORP US Y 2 2034-01-15 Fixed 6.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRZC8 182110534.54000000 PA USD 8272935.57000000 0.048015716722 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.69694280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1TB1 1858237.14000000 PA USD 1844285.40000000 0.010704142994 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 3800000.00000000 PA USD 3680718.00000000 0.021362708717 Long DBT NUSS EG Y 2 2031-02-16 Fixed 5.87500000 N N N N N N FHLMC 529900N6M839KA246662 35564NBA0 8500000.00000000 PA USD 8560806.45000000 0.049686505345 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.59319040 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAB0 1655000.00000000 PA USD 1543075.00000000 0.008955932444 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Standard Industries, Inc. N/A 853496AD9 16564000.00000000 PA USD 16504454.08000000 0.095791050838 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAV3 3455000.00000000 PA USD 3701828.66000000 0.021485233964 Long DBT CORP US Y 2 2030-04-15 Fixed 9.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAV5 7303000.00000000 PA USD 7389248.43000000 0.042886839430 Long DBT CORP US N 2 2030-02-15 Variable 6.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618NHHP1 3580857.52000000 PA USD 3630218.67000000 0.021069613056 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.00000000 N N N N N N N/A N/A N/A 15935000.00000000 PA USD -246623.75000000 -0.00143139228 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 30277.14000000 USD 0.00000000 USD 15935000.00000000 USD -246623.75000000 N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAX8 3531000.00000000 PA USD 3610472.22000000 0.020955005618 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUWE6 26146040.90000000 PA USD 1563852.23000000 0.009076522479 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 2.20681080 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAG5 4350000.00000000 PA USD 4716426.60000000 0.027373911189 Long ABS-O CORP US Y 2 2030-09-16 Fixed 12.07000000 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAK4 1427000.00000000 PA USD 1259073.21000000 0.007307599832 Long DBT CORP US Y 2 2032-07-15 Fixed 9.62500000 N N N N N N N/A N/A N/A 5838.00000000 NC USD -4616007.35000000 -0.02679108273 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2026-12-21 639352218.75000000 USD -4616007.35000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZP3 2980859.21000000 PA USD 2997421.64000000 0.017396889791 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTT45 11808947.32000000 PA USD 11793696.06000000 0.068450039812 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATK1 268646.90000000 PA USD 277797.86000000 0.001612325303 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 6807000.00000000 PA USD 7205046.13000000 0.041817738216 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N Arroyo Mortgage Trust N/A 04285AAD7 1000000.00000000 PA USD 940394.30000000 0.005458002898 Long ABS-MBS CORP US Y 2 2048-10-25 Variable 4.20400080 N N N N N N MRCD MARK Mortgage Trust N/A 55348UBA5 20000000.00000000 PA USD 8400000.00000000 0.048753192510 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NZ3 17710804.01000000 PA USD 1231334.79000000 0.007146607388 Long ABS-MBS USGSE US N 2 2036-08-25 Variable 1.09184400 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 60337JAA4 5840000.00000000 PA USD 5707596.69000000 0.033126614309 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAF8 10895000.00000000 PA USD 10818130.33000000 0.062787903640 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.23000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 4770000.00000000 PA USD 1007662.50000000 0.005848424267 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QZB0 56249179.45000000 PA USD 4296992.94000000 0.024939538573 Long ABS-MBS USGA US N 2 2055-08-20 Floating 2.91116160 N N N N N N Moran Foods Backstop Equity N/A N/A 9333313899.81000000 NS USD 9333.31000000 0.000054170078 Long EC CORP US N 3 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UAS63 239033.37000000 PA USD 242426.27000000 0.001407030310 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530EAJ3 6400000.00000000 PA USD 6600230.40000000 0.038307417059 Long ABS-O CORP US Y 2 2031-10-14 Fixed 9.54000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989MAM1 2225750.00000000 PA USD 1470632.71000000 0.008535480907 Long ABS-MBS CORP US N 2 2058-07-15 Variable 3.83664960 N N N N N N Six Flags Entertainment Corp. N/A 150190AE6 3071000.00000000 PA USD 2975894.20000000 0.017271945574 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 1738000.00000000 PA USD 1466489.64000000 0.008511434730 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K2PP9 7012269.21000000 PA USD 6583078.93000000 0.038207870760 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.50000000 N N N N N N Progress Residential Trust N/A 74333YAN8 10211000.00000000 PA USD 9804809.48000000 0.056906638583 Long ABS-O CORP US Y 2 2041-02-17 Fixed 4.88000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BC5D8 40114775.90000000 PA USD 6574587.13000000 0.038158584764 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.00000000 N N N N N N PRET LLC 2549000JKVB5M9M36D24 69384KAA4 7304943.56000000 PA USD 7276289.19000000 0.042231229481 Long ABS-O CORP US Y 2 2056-04-25 Variable 5.70960000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBGX4 80520116.38060000 PA USD 2339270.42000000 0.013577012038 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 1.04996520 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 1600000.00000000 PA USD 1595760.00000000 0.009261713628 Long DBT NUSS DO Y 2 2033-02-22 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UUJP7 4997618.90000000 PA USD 5167317.00000000 0.029990857197 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.50000000 N N N N N N OBX Trust N/A 67124HAC6 20657142.21000000 PA USD 20444352.99000000 0.118658032984 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 5.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U34C2 2038377.36000000 PA USD 2111022.85000000 0.012252274214 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U6LX0 2586707.56000000 PA USD 2592050.74000000 0.015044136752 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383JBZ7 13796827.03000000 PA USD 11667139.15000000 0.067715509645 Long ABS-MBS USGA US N 2 2067-08-16 Variable 5.00000040 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAG0 8700000.00000000 PA USD 8693047.83000000 0.050454027899 Long ABS-O CORP US Y 2 2033-05-16 Fixed 7.17000000 N N N N N N FHLMC 529900XKEN78GROIG538 35563RAA3 3745220.14000000 PA USD 3779909.87000000 0.021938413519 Long ABS-MBS USGSE US Y 2 2044-05-25 Floating 6.49319040 N N N N N N Quikrete Holdings, Inc. N/A 74839XAL3 6705125.00000000 PA USD 6711427.82000000 0.038952801491 Long LON CORP US N 2 2032-02-10 Variable 5.93640000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AE9 17000000.00000000 PA USD 16782400.00000000 0.097404235474 Long DBT CORP US Y 2 2028-03-01 Fixed 9.37500000 N N N N N N PSA Trust N/A 74449KAC3 7940000.00000000 PA USD 7944801.32000000 0.046111241453 Long ABS-MBS CORP US Y 2 2031-08-15 Variable 5.85555120 N N N N N N PMT Loan Trust N/A 69292FAA6 41093253.25000000 PA USD 40367135.47000000 0.234288896030 Long ABS-MBS CORP US Y 2 2057-07-25 Variable 5.50000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7C34 649139.17000000 PA USD 679324.07000000 0.003942763947 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AH9 1041000.00000000 PA USD 1038899.16000000 0.006029720326 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CW0 5038000.00000000 PA USD 5014587.41000000 0.029104422066 Long DBT CORP US Y 2 2033-02-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQKF9 69791338.00000000 PA USD 3923522.46000000 0.022771934025 Long ABS-MBS USGSE US N 2 2046-12-25 Variable 1.95634080 N N N N N N Subway Funding LLC N/A 864300AE8 931410.00000000 PA USD 918823.67000000 0.005332808007 Long ABS-O CORP US Y 2 2054-07-30 Fixed 6.50500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZY3 273989.50000000 PA USD 279244.26000000 0.001620720138 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BPGA1 161301.59320000 PA USD 18010.18000000 0.000104530211 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 438180AL5 1043000.00000000 PA USD 1046464.12000000 0.006073626987 Long DBT NUSS HN Y 2 2036-07-29 Fixed 6.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADUR7 26251892.96000000 PA USD 26358830.31000000 0.152985372434 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.50000000 N N N N N N BMO Mortgage Trust N/A 096941AD1 48240736.64000000 PA USD 1821946.49000000 0.010574489044 Long ABS-MBS CORP US N 2 2058-07-15 Variable 1.10967840 N N N N N N Solstice Advanced Materials, Inc. 2138004GZ4H9TW6HK435 83443QAA1 9577000.00000000 PA USD 9403726.79000000 0.054578774108 Long DBT CORP US Y 2 2033-09-30 Fixed 5.62500000 N N N N N N Axalta Coating Systems LLC 549300G80QONCHILSF69 05453GAC9 7555000.00000000 PA USD 7244120.82000000 0.042044525822 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N Aqua Finance Trust N/A 038370AC6 2393885.66090000 PA USD 2331599.87000000 0.013532492537 Long ABS-O CORP US Y 2 2040-07-16 Fixed 4.01000000 N N N N N N FARM Mortgage Trust N/A 30768WAC2 1262235.71000000 PA USD 950519.03000000 0.005516766339 Long ABS-MBS CORP US Y 2 2051-07-25 Variable 3.22422840 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAB5 20753000.00000000 PA USD 20845516.87000000 0.120986368683 Long DBT CORP US Y 2 2033-09-15 Fixed 6.50000000 N N N N N N Fibercop SpA 8156007022402E114A31 683879AH3 2137000.00000000 PA USD 2223651.08000000 0.012905962997 Long DBT CORP IT Y 2 2038-06-04 Fixed 7.72100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CFG9 2945242.33000000 PA USD 2780070.78000000 0.016135395944 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JKR4 15831271.66000000 PA USD 1192384.47000000 0.006920541620 Long ABS-MBS USGA US N 2 2054-02-20 Floating 2.81116080 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853192AA0 2092000.00000000 PA USD 2025104.95000000 0.011753610890 Long DBT CORP US Y 2 2034-03-15 Fixed 5.87500000 N N N N N N EURO N/A N/A 1841.78000000 OU Currencies 2139.32000000 0.000012416509 Long STIV XX N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ULH46 1015917.66000000 PA USD 1034197.54000000 0.006002432352 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AQ1 20000000.00000000 PA USD 19500000.00000000 0.113177054041 Long DBT CORP US Y 2 2027-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7T84 24554966.06930000 PA USD 450819.36000000 0.002616533695 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 1.42880040 N N N N N N NRZT N/A 64832KAC9 10878723.44000000 PA USD 10747326.95000000 0.062376964257 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.08500000 N N N N N N Benchmark Mortgage Trust N/A 08162PBB6 5140000.00000000 PA USD 4108594.75000000 0.023846084618 Long ABS-MBS CORP US N 2 2051-01-15 Variable 4.19964120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711X3M4 16560000.00000000 PA USD 17502681.31000000 0.101584713256 Long ABS-MBS CORP US N 2 2031-03-25 Floating 7.50767040 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAA3 1417000.00000000 PA USD 1426057.46000000 0.008276768318 Long DBT CORP US Y 2 2031-01-31 Fixed 5.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMYG9 5797663.49000000 PA USD 5390457.06000000 0.031285951281 Long ABS-MBS USGSE US N 2 2055-06-25 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADH68 37037383.62000000 PA USD 37831872.91000000 0.219574355119 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Jonah Energy Abs I LLC 2549003KXV9PPFRCPA79 47987EAE7 17500000.00000000 PA USD 17501750.00000000 0.101579307978 Long ABS-O CORP US Y 3 2039-08-10 Fixed 12.66200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EKP8 79566292.23000000 PA USD 3199631.14000000 0.018570503920 Long ABS-MBS USGA US N 2 2055-03-20 Floating 1.66115880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385WWB6 6500000.00000000 PA USD 6607695.25000000 0.038350742687 Long ABS-MBS USGA US N 2 2066-08-20 Floating 7.67346840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DK6 1104949.36000000 PA USD 1146632.68000000 0.006655000450 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BS2 3004000.00000000 PA USD 2925473.34000000 0.016979305348 Long DBT CORP US Y 2 2033-11-15 Fixed 5.37500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 3169000.00000000 PA USD 3351249.79000000 0.019450491209 Long DBT CORP NL Y 2 2030-05-16 Variable 8.00000000 N N N N Y N/A USD XXXX N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BVXP0 900244.81000000 PA USD 891646.13000000 0.005175070884 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N DRC International Bond N/A 24811WAA6 4590000.00000000 PA USD 4737843.90000000 0.027498216159 Long DBT NUSS CD Y 2 2032-04-16 Fixed 8.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AV1 974000.00000000 PA USD 1030492.00000000 0.005980925578 Long DBT NUSS CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAR3 3076000.00000000 PA USD 3174330.49000000 0.018423660175 Long DBT CORP US Y 2 2032-04-15 Fixed 6.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9DA3 903673.12000000 PA USD 897869.39000000 0.005211190383 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAK2 5780000.00000000 PA USD 5042992.20000000 0.029269282089 Long ABS-MBS CORP US N 2 2048-11-10 Variable 4.34293560 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCR7 3656000.00000000 PA USD 3543259.56000000 0.020564906600 Long DBT CORP US N 2 2056-03-15 Variable 5.85000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 10000000.00000000 PA USD 9841618.00000000 0.057120273448 Long ABS-O CORP US Y 2 2028-06-26 Fixed 5.16000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LNS3 5232802.62000000 PA USD 4788323.66000000 0.027791198237 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N PRPM LLC N/A 69382KAA6 5775768.58000000 PA USD 5770202.47000000 0.033489975219 Long ABS-MBS CORP US Y 2 2030-06-25 Variable 6.17900040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADUP1 34613221.01000000 PA USD 35380539.35000000 0.205346934053 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAB3 2645000.00000000 PA USD 2668088.21000000 0.015485454540 Long DBT CORP US Y 2 2028-03-15 Fixed 6.75000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 12182000.00000000 PA USD 12111868.23000000 0.070296695652 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -229288.64000000 -0.00133078014 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 111841479.10000000 BRL 21297054.01000000 USD 2026-09-15 -229288.64000000 N N N DBJPM Mortgage Trust N/A 23312JAQ6 1800000.00000000 PA USD 1497808.98000000 0.008693210660 Long ABS-MBS CORP US Y 2 2050-06-10 Variable 3.18198960 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322YAM2 3381023.52000000 PA USD 1460568.35000000 0.008477067850 Long ABS-MBS CORP US Y 2 2047-10-10 Fixed 3.54800000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 33259000.00000000 PA USD 33609217.27000000 0.195066266629 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N Citi Asset Receivables Trust I N/A 17333UAA3 38258412.16000000 PA USD 38201024.54000000 0.221716893272 Long ABS-MBS CORP US Y 3 2032-06-20 Fixed 25.42000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324DAA2 28460.72000000 PA USD 27816.65000000 0.000161446487 Long ABS-MBS CORP US Y 2 2048-09-15 Fixed 3.22500000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAH3 2420000.00000000 PA USD 2350823.57000000 0.013644065960 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N AmeriGas Partners LP N/A 030981AR5 2491000.00000000 PA USD 2489446.61000000 0.014448627359 Long DBT CORP US Y 2 2031-06-01 Fixed 6.87500000 N N N N N N N/A N/A N/A -7803.00000000 NC USD 4255396.82000000 0.024698116711 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2026-12-31 -1601748636.71000000 USD 4255396.82000000 N N N GS Mortgage Securities Trust N/A 36258YAA6 3000000.00000000 PA USD 2260959.00000000 0.013122496355 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 2.85000120 N N N N N N Millrose Properties, Inc. N/A 601137AB8 1748000.00000000 PA USD 1753843.56000000 0.010179222942 Long DBT CORP US Y 2 2032-09-15 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NZ4 393084.39000000 PA USD 411127.86000000 0.002386166155 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JZQ3 349993682.55000000 PA USD 15247649.78000000 0.088496619649 Long ABS-MBS USGA US N 2 2063-09-16 Variable 0.61014960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LA77 134155571.91000000 PA USD 7486323.63000000 0.043450259181 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.74034000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADKG2 6613753.69000000 PA USD 6764284.64000000 0.039259579910 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9H59 63993966.05000000 PA USD 1163359.11000000 0.006752079839 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.88898040 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AQ9 1983000.00000000 PA USD 1980724.03000000 0.011496026183 Long DBT CORP US Y 2 2034-09-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8JC5 965351.32000000 PA USD 66395.71000000 0.000385357479 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 2.39232960 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 46522TAC2 2870000.00000000 PA USD 3075836.40000000 0.017852005254 Long DBT NUSS TR Y 2 2028-12-06 Fixed 10.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXHE9 1657643.72000000 PA USD 1644165.25000000 0.009542655351 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 11170156.26000000 PA USD 11161975.24000000 0.064783562818 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAH0 10064000.00000000 PA USD 9960634.67000000 0.057811040427 Long DBT CORP BM Y 2 2033-10-15 Fixed 5.87500000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAA7 14070000.00000000 PA USD 14365610.70000000 0.083377307617 Long DBT CORP US Y 2 2028-05-15 Fixed 9.00000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 3000000.00000000 PA USD 3251250.00000000 0.018870097279 Long DBT NUSS NG Y 2 2036-01-13 Fixed 8.63080000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAB4 2850000.00000000 PA USD 2944338.62000000 0.017088798518 Long DBT CORP JP Y 2 2033-07-24 Fixed 6.62500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAG9 2000000.00000000 PA USD 2026191.20000000 0.011759915432 Long ABS-O CORP US Y 2 2032-12-15 Fixed 7.52000000 N N N N N N N/A N/A N/A 12500000.00000000 PA USD -1045555.88000000 -0.00606835560 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 1643031.99000000 USD 12500000.00000000 USD -1045555.88000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPJK2 49100000.00000000 PA USD 2497402.76000000 0.014494804468 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 2.01644640 N N N N N N OneMain Direct Auto Receivables Trust N/A 682940AD3 12255000.00000000 PA USD 11998105.79000000 0.069636423968 Long ABS-O CORP US Y 2 2036-10-14 Fixed 5.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4YN2 564273.46000000 PA USD 98977.97000000 0.000574463336 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 5.00000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 37271633.00000000 PA USD 38711749.26000000 0.224681114771 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01400160 N N N N N N Jonah LLC N/A N/A 29349391.66000000 PA USD 29349391.66000000 0.170342445435 Long ABS-MBS CORP US N 3 2029-06-01 Fixed 12.00000000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590KAK0 4647000.00000000 PA USD 4066078.53000000 0.023599322539 Long ABS-MBS CORP US N 2 2049-01-15 Variable 4.75382520 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 1893605.62140000 PA USD 1870655.12000000 0.010857191569 Long LON CORP US N 2 2028-05-03 Variable 7.93640000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YYJ1 1907111.20000000 PA USD 215062.64000000 0.001248213129 Long ABS-MBS USGA US N 2 2046-08-20 Floating 2.33307000 N N N N N N BCAP LLC Trust N/A N/A 22025730.64000000 PA USD 22052161.52000000 0.127989675696 Long DBT CORP US N 3 2027-09-17 Fixed 0.00000000 N N N N N N Colorado Health Facilities Authority 5493002JB6DRFRZPEQ21 19648A4N2 175000.00000000 PA USD 159785.85000000 0.000927389322 Long DBT MUN US N 2 2045-01-15 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUUV7 55718984.04000000 PA USD 56917488.24000000 0.330346340639 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AW7K7 32120419.16000000 PA USD 2595.33000000 0.000015063169 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 0.19084320 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DX8 1067421.78000000 PA USD 1123134.17000000 0.006518616238 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N Magnolia Oil & Gas Operating LLC N/A 559665AC8 1061000.00000000 PA USD 1073011.71000000 0.006227707912 Long DBT CORP US Y 2 2034-08-15 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UKDM2 1435754.83000000 PA USD 1489408.20000000 0.008644452940 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVDL0 75125.55000000 PA USD 6686.56000000 0.000038808469 Long ABS-MBS USGSE US N 2 2047-02-25 Floating 2.29232880 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 40055CAB9 3900000.00000000 PA USD 4316910.00000000 0.025055136223 Long DBT CORP CO Y 2 2035-05-12 Fixed 9.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBM1 2612461.40000000 PA USD 2682339.67000000 0.015568169322 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Onemain Financial Issuance Trust N/A 68270DAD3 5300000.00000000 PA USD 5270291.38000000 0.030588515504 Long ABS-O CORP US Y 2 2038-07-14 Fixed 5.79000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385ML20 3475967.81000000 PA USD 3344124.00000000 0.019409133470 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DTB6 14244076.66000000 PA USD 912844.47000000 0.005298105021 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.84900960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8UU1 5507410.29000000 PA USD 54795.98000000 0.000318033209 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 1.19016000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAF9 11220000.00000000 PA USD 12097852.80000000 0.070215350776 Long DBT NUSS SR Y 2 2035-11-06 Fixed 8.50000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 4700000.00000000 PA USD 4770500.00000000 0.027687750579 Long DBT NUSS NG Y 2 2038-02-23 Fixed 7.69600000 N N N N N N Global Infrastructure Solutions, Inc. 2549003BGLQITAJ6ZT28 37960XAA5 1695000.00000000 PA USD 1693914.86000000 0.009831399674 Long DBT CORP US Y 2 2029-06-01 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DS3 104128565.31000000 PA USD 4830680.34000000 0.028037034353 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 1.89700920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UASY2 229219.86000000 PA USD 232409.22000000 0.001348891838 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N Republic of Montenegro 747800V014106FYLL014 857305AA4 3523000.00000000 PA USD 3679703.04000000 0.021356817939 Long DBT NUSS ME Y 2 2031-03-12 Fixed 7.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UVXG9 1513459.00000000 PA USD 1592588.27000000 0.009243305061 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381NAY4 7705762.57000000 PA USD 6883157.00000000 0.039949509321 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1009267.65000000 -0.00585774048 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30482512.00000000 AUD 3324239863.00000000 JPY 2026-09-15 -1009267.65000000 N N N GNMA 549300M8ZYFG0OCMTT87 38381D5B2 30599069.80000000 PA USD 1039223.97000000 0.006031605508 Long ABS-MBS USGA US N 2 2061-10-16 Floating 0.01350000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AQ8 10671000.00000000 PA USD 10415333.51000000 0.060450090437 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1N43 927654.89000000 PA USD 973723.91000000 0.005651446337 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FirstKey Homes Trust N/A 33768NAN2 12700000.00000000 PA USD 12116687.73000000 0.070324667796 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N Organon & Co. N/A 68622TAB7 11300000.00000000 PA USD 11291949.88000000 0.065537929323 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393D5Z0 802039.21430000 PA USD 62746.25000000 0.000364176191 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 3.29232960 N N N N N N Cantor Commercial Real Estate Lending N/A 12529TBC6 3062000.00000000 PA USD 2298115.82000000 0.013338152736 Long ABS-MBS CORP US N 2 2053-01-15 Variable 3.57842880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5Z41 3149351.23000000 PA USD 3159981.52000000 0.018340379449 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SQX8 44752411.67000000 PA USD 43063088.68000000 0.249936077679 Long ABS-MBS USGA US N 2 2060-01-16 Fixed 4.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AM9 9902000.00000000 PA USD 7797825.00000000 0.045258198022 Long DBT CORP CA Y 2 2029-02-15 Fixed 5.00000000 N N N N N N 1011778 BC ULC N/A 68245XAH2 1480000.00000000 PA USD 1455809.40000000 0.008449447135 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 12511VAA6 6399000.00000000 PA USD 6401789.96000000 0.037155678372 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N Solaris Energy Infrastructure LLC N/A 83419YAA4 3168000.00000000 PA USD 3145144.78000000 0.018254267730 Long DBT CORP US Y 2 2031-05-15 Fixed 6.37500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJY1 3500000.00000000 PA USD 3534970.60000000 0.020516797878 Long ABS-O CORP US Y 2 2030-02-20 Fixed 7.52000000 N N N N N N BANK N/A 06540JAJ1 3250000.00000000 PA USD 2417397.45000000 0.014030457530 Long ABS-MBS CORP US Y 2 2063-03-15 Fixed 2.50000000 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAB5 18800000.00000000 PA USD 19239498.88000000 0.111665118178 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 7.64318880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4W54 3104134.81000000 PA USD 3080828.35000000 0.017880978290 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 611012.34000000 0.003546285980 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 37395679.11000000 USD 612647951.06000000 ZAR 2026-09-15 611012.34000000 N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BV8 8032000.00000000 PA USD 8202455.10000000 0.047606651493 Long DBT CORP US Y 2 2032-03-01 Fixed 6.62500000 N N N N N N Midcon N/A N/A 10000000.00000000 PA USD 10000000.00000000 0.058039514893 Long ABS-MBS CORP US N 3 2030-07-10 Fixed 6.01900000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAQ7 11201000.00000000 PA USD 11383083.46000000 0.066066864200 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.75000000 N N N N N N New Residential Mortgage Loan Trust 213800USJ6KQFZEWGZ76 64832GAC8 6085677.19000000 PA USD 6003070.21000000 0.034841528285 Long ABS-MBS CORP US Y 2 2065-08-25 Variable 5.10900120 N N N N N N FHLMC STACR Trust 5493007222WHFWMBOC78 35563KBE9 11135000.00000000 PA USD 13271873.31000000 0.077029308863 Long ABS-MBS CORP US Y 2 2049-01-25 Floating 14.50766880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MAY2 1603379.00000000 PA USD 1328899.92000000 0.007712870669 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2L7 198493.65000000 PA USD 205615.08000000 0.001193379949 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N OBX Trust 254900K7TTKPUWNMSZ83 67117XAA4 2711057.45000000 PA USD 2702713.90000000 0.015686420365 Long ABS-MBS CORP US Y 2 2063-04-25 Variable 6.84399960 N N N N N N Lendingpoint Asset Securitization Trust N/A 525919AC0 169451.41000000 PA USD 169307.38000000 0.000982651820 Long ABS-O CORP US Y 2 2030-02-15 Fixed 8.68000000 N N N N N N Upstart Pass-Through Trust N/A 91680JAA2 165522.01000000 PA USD 147922.55000000 0.000858535304 Long ABS-O CORP US Y 3 2029-12-20 Variable 21.55872960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL6S8 132506354.00000000 PA USD 6953482.94000000 0.040357677665 Long ABS-MBS USGSE US N 2 2046-01-25 Variable 2.37724200 N N N N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696AA2 3018000.00000000 PA USD 2999082.57000000 0.017406529748 Long DBT CORP US Y 2 2027-10-15 Fixed 4.62500000 N N N N N N Connecticut Avenue Securities Trust N/A 20754CAF6 22660000.00000000 PA USD 22832027.92000000 0.132515982450 Long ABS-MBS CORP US Y 2 2040-01-25 Floating 7.00767000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WFB7 131000.00000000 PA USD 138259.52000000 0.000802451547 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N Benchmark Mortgage Trust N/A 08163VAC1 278000.00000000 PA USD 283485.44000000 0.001645335741 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36289920 N N N N N N Upstart Pass-Through Trust N/A 91680KAA9 245214.89000000 PA USD 245214.89000000 0.001423215326 Long ABS-O CORP US Y 3 2030-02-20 Variable 22.45347360 N N N N N N Harriman Park CLO Ltd. 549300BI9STOGTECXV18 413717BG3 5700000.00000000 PA USD 5696101.20000000 0.033059895043 Long ABS-CBDO CORP KY Y 2 2038-07-20 Floating 5.67920880 N N N N N N APLD ComputeCo 2 LLC N/A 03772CAA1 4646000.00000000 PA USD 4463513.44000000 0.025906015477 Long DBT CORP US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BJ9 2761000.00000000 PA USD 2481656.65000000 0.014403414809 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDH0 5835000.00000000 PA USD 5786887.51000000 0.033586814382 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBY6 2149000.00000000 PA USD 2061020.80000000 0.011962064741 Long DBT CORP BM Y 2 2031-01-15 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DQY9 16265696.17000000 PA USD 1202389.54000000 0.006978610561 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.99372960 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAG4 5947913.11000000 PA USD 5962734.71000000 0.034607423000 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N Barings CLO Ltd. 5493000KFDA0OKC5JK34 06763MAU9 6380000.00000000 PA USD 6389550.86000000 0.037084643230 Long ABS-CBDO CORP KY Y 2 2039-01-20 Floating 6.19921080 N N N N N N California Infrastructure & Economic Development Bank 549300C1OG9RDIM8ET06 13034A7E4 7140000.00000000 PA USD 4533900.00000000 0.026314535657 Long STIV MUN US Y 2 2065-01-01 Variable 12.00000000 N N N N N N GS Mortgage Securities Trust N/A 36258YAE8 7000000.00000000 PA USD 5006518.30000000 0.029057589343 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 2.85000120 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CD1 1920000.00000000 PA USD 1982440.32000000 0.011505987447 Long DBT CORP CA Y 2 2033-06-15 Fixed 6.75000000 N N N N N N Americor N/A N/A 9370800.00000000 PA USD 9310386.45000000 0.054037031302 Long ABS-O CORP US N 3 2030-01-15 Fixed 11.48983000 N N N N N N Voya CLO Ltd. N/A 92918BAS2 8000000.00000000 PA USD 8008608.00000000 0.046481572329 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 5.76452880 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAB6 8670000.00000000 PA USD 8720858.22000000 0.050615438054 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N CoreVest American Finance Trust N/A 21872NAL4 8689000.00000000 PA USD 8015120.26000000 0.046519369170 Long ABS-O CORP US Y 2 2052-10-15 Fixed 3.76000000 N N N N N N Benchmark Mortgage Trust N/A 08164KAX8 19986632.97000000 PA USD 944882.06000000 0.005484049639 Long ABS-MBS CORP US N 2 2059-02-15 Variable 1.22412240 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBK1 15090000.00000000 PA USD 15004566.46000000 0.087085775852 Long ABS-O CORP US Y 2 2032-02-20 Fixed 5.34000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PCQ5 9903627.34000000 PA USD 556895.82000000 0.003232196323 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.80898120 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1MQ2 548742.86000000 PA USD 568010.52000000 0.003296705503 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427D5S6 4277624.75000000 PA USD 4236767.06000000 0.024589990487 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N UKG, Inc. 529900FKHWSTQ1GXK240 89841EAB1 7779490.00050000 PA USD 7557618.95000000 0.043864053760 Long LON CORP US N 2 2031-02-10 Variable 6.07267000 N N N N N N FHLMC 5493000IS4M3TZMRB410 35564KUX5 10000000.00000000 PA USD 10114164.00000000 0.058702117211 Long ABS-MBS CORP US Y 2 2042-04-25 Floating 6.54319080 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DG4 865000.00000000 PA USD 847528.04000000 0.004919011630 Long DBT CORP US Y 2 2036-05-15 Fixed 6.12500000 N N N N N N Bioceanico Sovereign Certificate Ltd. N/A N/A 2174335.26000000 PA USD 1775366.48000000 0.010304140925 Long DBT CORP KY Y 2 2034-06-05 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6ND5 2693450.66000000 PA USD 2781290.39000000 0.016142474501 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 6.50000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AQ4 3120000.00000000 PA USD 3110082.46000000 0.018050767725 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UUJ85 4698258.70000000 PA USD 4939910.91000000 0.028671003283 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 7.00000000 N N N N N N Citi Asset Receivables Trust I N/A 17292KAA4 24549979.58000000 PA USD 23283200.63000000 0.135134566972 Long ABS-MBS CORP US Y 3 2032-04-20 Fixed 25.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9Y93 517952.97000000 PA USD 536139.79000000 0.003111729332 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N Alternative Loan Trust N/A 12667GMX8 34582.34000000 PA USD 26942.39000000 0.000156372324 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N P2 N/A N/A 20818000.00000000 PA USD 20811754.60000000 0.120790414106 Long ABS-MBS CORP US N 3 2031-12-20 Fixed 0.00000000 N N N N N N Government of Mongolia N/A 60937LAE5 5600000.00000000 PA USD 5224800.00000000 0.030324485741 Long DBT NUSS MN Y 2 2031-07-07 Fixed 4.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FSG7 8657207.61000000 PA USD 7818240.22000000 0.045376686968 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N PFP Ltd. N/A 69292DAA1 13780000.00000000 PA USD 13779944.88000000 0.079978131609 Long ABS-CBDO CORP KY Y 2 2043-12-18 Floating 4.95880920 N N N N N N VoltaGrid LLC 254900R5BEUGIKK1FM03 92874BAA3 6992000.00000000 PA USD 7036623.50000000 0.040840221442 Long DBT CORP US Y 2 2030-11-01 Fixed 7.37500000 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAC5 7800000.00000000 PA USD 8196269.64000000 0.047570751383 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 8.84319120 N N N N N N FMC GMSR Issuer Trust N/A 30259RAL9 19140000.00000000 PA USD 18517172.92000000 0.107472773347 Long ABS-O CORP US Y 2 2026-10-25 Variable 4.43999880 N N N N N N BHMS Commercial Mortgage Trust N/A 088928AA4 21450000.00000000 PA USD 21503625.00000000 0.124805996344 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.48920080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9Z38 17689000.00000000 PA USD 638486.22000000 0.003705743047 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.02524400 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FBA1 1750000.00000000 PA USD 1358350.00000000 0.007883797505 Long ABS-MBS CORP US N 2 2048-08-15 Variable 3.19820400 N N N N N N FREMF Mortgage Trust N/A 30306WAQ0 12000000.00000000 PA USD 10515448.80000000 0.061031154723 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.00000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAD6 1222000.00000000 PA USD 1233788.63000000 0.007160849356 Long DBT CORP US Y 2 2033-10-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -238659.79000000 -0.00138516984 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 37248592.39000000 EUR 43049539.17000000 USD 2026-09-15 -238659.79000000 N N N VSE Corp. N/A 92921UAB2 1039574.71000000 PA USD 1044907.73000000 0.006064593775 Long LON CORP US N 2 2033-05-05 Variable 5.68640000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWKR6 83196444.00000000 PA USD 4442731.71000000 0.025785399324 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 2.15681040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DP5 2133580.49000000 PA USD 2208496.03000000 0.012818003822 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N DT Auto Owner Trust N/A 23345RAJ5 8500000.00000000 PA USD 8777352.45000000 0.050943327824 Long ABS-O CORP US Y 2 2029-07-16 Fixed 10.99000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAA6 4669000.00000000 PA USD 3839127.27000000 0.022282108436 Long ABS-MBS CORP US Y 2 2050-03-15 Variable 4.48687440 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAC7 8138000.00000000 PA USD 8549034.10000000 0.049618179196 Long DBT CORP US Y 2 2030-11-01 Fixed 8.62500000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 54659.81000000 PA USD 52423.96000000 0.000304266120 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.80575880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8UC3 18414000.00000000 PA USD 3667934.38000000 0.021288513207 Long ABS-MBS USGSE US N 2 2054-08-25 Variable 4.28793840 N N N N N N PMT Loan Trust N/A 69382MAB0 20538069.71000000 PA USD 20578468.09000000 0.119436430518 Long ABS-MBS CORP US Y 2 2056-06-25 Variable 6.00000120 N N N N N N CSAIL Commercial Mortgage Trust N/A 12652UBA6 6734000.00000000 PA USD 6229820.03000000 0.036157573241 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.78784160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427T6C5 27998653.00000000 PA USD 27058843.21000000 0.157048213348 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 133790.60000000 0.000776514152 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 43137701.14000000 USD 37234216.17000000 EUR 2026-09-15 133790.60000000 N N N Santander Drive Auto Receivables Trust N/A 80288JAF0 19270000.00000000 PA USD 19222185.35000000 0.111564631290 Long ABS-O CORP US N 2 2031-09-15 Fixed 5.11000000 N N N N N N Lendmark Funding Trust N/A 525951AD1 1900000.00000000 PA USD 1848069.01000000 0.010726102882 Long ABS-O CORP US Y 2 2035-05-21 Fixed 5.64000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAP4 2333000.00000000 PA USD 2385700.14000000 0.013846487880 Long DBT CORP CA Y 2 2032-11-15 Fixed 8.37500000 N N N N N N PMT Loan Trust N/A 729910AA7 36484383.79000000 PA USD 36443046.98000000 0.211513676795 Long ABS-MBS CORP US Y 2 2055-04-25 Variable 6.00000120 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 3751000.00000000 PA USD 3773752.74000000 0.021902677835 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92890KAJ4 1440000.00000000 PA USD 777585.60000000 0.004513069101 Long ABS-MBS CORP US Y 2 2057-09-15 Variable 3.75006960 N N N N N N Hess Midstream Operations LP N/A 428102AE7 5000.00000000 PA USD 4812.14000000 0.000027929427 Long DBT CORP US Y 2 2030-02-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWPN0 759056.94000000 PA USD 757689.88000000 0.004397595307 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 6.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 499000.00000000 PA USD 502946.09000000 0.002919074708 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N Commercial Mortgage Trust N/A 12630DBD5 1000000.00000000 PA USD 984850.00000000 0.005716021624 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.18879000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAQ9 59133537.00000000 PA USD 53279.32000000 0.000309230588 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N FNMA/FHLMC N/A 01F042699 -90600000.00000000 PA USD -85013511.59000000 -0.49341429720 Short ABS-MBS USGSE US N 2 2056-09-25 Fixed 4.50000000 N N N N N N FREMF Mortgage Trust N/A 30314GAA0 1815116.79000000 PA USD 1718320.24000000 0.009973047316 Long ABS-MBS USGSE US Y 2 2029-10-25 Floating 6.03423000 N N N N N N Benchmark Mortgage Trust N/A 08163XAY9 4132621.00000000 PA USD 4191455.89000000 0.024327006655 Long ABS-MBS CORP US N 2 2057-01-10 Fixed 5.80530000 N N N N N N 2026-09-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer