NPORT-P false 0001027263 XXXXXXXX S000062646 C000203172 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1345 Avenue of the Americas New York 10105 212-554-1234 EQ/PIMCO Real Return Portfolio S000062646 549300PDY1UUPDL76755 2025-12-31 2025-12-31 N 181634237.40 96105386.59 85528850.81 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 244465.10000000 CAD EUR GBP JPY USD N Bloomberg U.S. Treasury Inflation-Linked Bond Index LEH_TIPS N/A N/A N/A 250000.00000000 PA 54165.98000000 0.063330653325 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2052-11-04 111605.81000000 USD 0.00000000 USD 250000.00000000 EUR 54165.98000000 N N N N/A N/A N/A 115850000.00000000 PA 34047.90000000 0.039808672369 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-15 11144.17000000 USD 0.00000000 USD 115850000.00000000 JPY 34047.90000000 N N N N/A N/A N/A 40000000.00000000 PA 5568.35000000 0.006510493181 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-09-14 0.00000000 USD 720.12000000 USD 40000000.00000000 JPY 5568.35000000 N N N N/A N/A N/A 700000.00000000 PA 151366.28000000 0.176976866363 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2052-11-08 311544.42000000 USD 0.00000000 USD 700000.00000000 EUR 151366.28000000 N N N N/A N/A N/A 1200000.00000000 PA USD 181501.18000000 0.212210474338 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2054-02-13 93863.03000000 USD 0.00000000 USD 1200000.00000000 USD 181501.18000000 N N N N/A N/A N/A 300000.00000000 PA USD 25404.55000000 0.029702901137 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-25 3779.16000000 USD 0.00000000 USD 300000.00000000 USD 25404.55000000 N N N N/A N/A N/A 100000.00000000 PA 9016.12000000 0.010541612467 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2052-03-15 0.00000000 USD 3055.55000000 USD 100000.00000000 EUR 9016.12000000 N N N N/A N/A N/A 100000.00000000 PA 7827.48000000 0.009151859198 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2053-04-15 8315.75000000 USD 0.00000000 USD 100000.00000000 EUR 7827.48000000 N N N N/A N/A N/A 100000.00000000 PA 8287.44000000 0.009689642642 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2052-12-15 3470.26000000 USD 0.00000000 USD 100000.00000000 EUR 8287.44000000 N N N N/A N/A N/A 1000000.00000000 PA USD 81393.64000000 0.095165127590 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-14 11113.02000000 USD 0.00000000 USD 1000000.00000000 USD 81393.64000000 N N N N/A N/A N/A 300000.00000000 PA USD -20233.47000000 -0.02365689449 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-11-20 0.00000000 USD 28061.71000000 USD 300000.00000000 USD -20233.47000000 N N N N/A N/A N/A 100000.00000000 PA 7778.53000000 0.009094627048 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2053-09-15 10494.15000000 USD 0.00000000 USD 100000.00000000 EUR 7778.53000000 N N N N/A N/A N/A 900000.00000000 PA USD -65601.77000000 -0.07670133455 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-11-04 0.00000000 USD 90552.70000000 USD 900000.00000000 USD -65601.77000000 N N N N/A N/A N/A 100000.00000000 PA USD 3747.36000000 0.004381398749 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-09-10 3113.86000000 USD 0.00000000 USD 100000.00000000 USD 3747.36000000 N N N N/A N/A N/A 400000.00000000 PA USD 33489.40000000 0.039155676339 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-05-13 4561.81000000 USD 0.00000000 USD 400000.00000000 USD 33489.40000000 N N N N/A N/A N/A 1100000.00000000 PA USD 120216.68000000 0.140556875091 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-03-05 8400.22000000 USD 0.00000000 USD 1100000.00000000 USD 120216.68000000 N N N N/A N/A N/A 200000.00000000 PA 1748.45000000 0.002044280945 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-05-15 1560.91000000 USD 0.00000000 USD 200000.00000000 EUR 1748.45000000 N N N N/A N/A N/A 20000.00000000 PA 1777.06000000 0.002077731646 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2052-05-15 0.00000000 USD 1362.92000000 USD 20000.00000000 EUR 1777.06000000 N N N N/A N/A N/A 90000.00000000 PA -5187.73000000 -0.00606547375 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-03-15 0.00000000 USD 13541.09000000 USD 90000.00000000 EUR -5187.73000000 N N N N/A N/A N/A 160000.00000000 PA 5998.76000000 0.007013726880 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2037-05-15 0.00000000 USD 3900.29000000 USD 160000.00000000 EUR 5998.76000000 N N N N/A N/A N/A 700000.00000000 PA USD -3177.93000000 -0.00371562340 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-01-18 0.00000000 USD 0.00000000 USD 700000.00000000 USD -3177.93000000 N N N N/A N/A N/A 2200000.00000000 PA USD -10154.25000000 -0.01187230964 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-01-18 0.00000000 USD 0.00000000 USD 2200000.00000000 USD -10154.25000000 N N N N/A N/A N/A 300000.00000000 PA USD 26890.69000000 0.031440490250 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2054-06-20 7588.30000000 USD 0.00000000 USD 300000.00000000 USD 26890.69000000 N N N N/A N/A N/A 200000.00000000 PA USD 18016.03000000 0.021064272265 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2054-06-20 4969.97000000 USD 0.00000000 USD 200000.00000000 USD 18016.03000000 N N N N/A N/A N/A 200000.00000000 PA 9029.86000000 0.010557677221 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2034-08-15 1079.74000000 USD 0.00000000 USD 200000.00000000 GBP 9029.86000000 N N N N/A N/A N/A 100000.00000000 PA 4664.71000000 0.005453960804 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2034-08-15 390.08000000 USD 0.00000000 USD 100000.00000000 GBP 4664.71000000 N N N N/A N/A N/A 200000.00000000 PA 9038.73000000 0.010568047991 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2034-09-15 0.00000000 USD 0.00000000 USD 200000.00000000 GBP 9038.73000000 N N N N/A N/A N/A -3700000.00000000 PA -24258.96000000 -0.02836348176 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 2.35000000 EUR 2027-01-07 XXXX 9320.66000000 N N N N/A N/A N/A -3700000.00000000 PA -24258.96000000 -0.02836348176 N/A DIR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 2.35000000 EUR 2027-01-07 XXXX 9320.66000000 N N N N/A N/A N/A 600000.00000000 PA USD -1650.22000000 -0.00192943081 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-01-14 0.00000000 USD 0.00000000 USD 600000.00000000 USD -1650.22000000 N N N N/A N/A N/A -300000.00000000 PA -1651.14000000 -0.00193050647 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A Swaption 1.00000000 2.44000000 EUR 2027-01-25 XXXX 1017.34000000 N N N N/A N/A N/A -300000.00000000 PA -1211.76000000 -0.00141678508 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Call Written N/A Swaption 1.00000000 2.44000000 EUR 2027-01-25 XXXX 1456.72000000 N N N N/A N/A N/A 400000.00000000 PA -1579.77000000 -0.00184706094 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-02-15 0.00000000 USD 20.50000000 USD 400000.00000000 EUR -1579.77000000 N N N N/A N/A N/A 400000.00000000 PA USD 1222.33000000 0.001429143485 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-02-21 0.00000000 USD 0.00000000 USD 400000.00000000 USD 1222.33000000 N N N N/A N/A N/A 1400000.00000000 PA USD 49437.28000000 0.057801875661 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2055-03-19 178030.94000000 USD 0.00000000 USD 1400000.00000000 USD 49437.28000000 N N N N/A N/A N/A 1150000.00000000 PA USD -4183.69000000 -0.00489155409 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2034-06-18 46755.77000000 USD 0.00000000 USD 1150000.00000000 USD -4183.69000000 N N N N/A N/A N/A 350000.00000000 PA USD -1286.98000000 -0.00150473201 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2034-06-18 14243.70000000 USD 0.00000000 USD 350000.00000000 USD -1286.98000000 N N N N/A N/A N/A 50000.00000000 PA 570.71000000 0.000667271914 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2052-05-15 464.63000000 USD 0.00000000 USD 50000.00000000 EUR 570.71000000 N N N N/A N/A N/A 1300000.00000000 PA 2152.44000000 0.002516624483 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-06-15 0.00000000 USD 0.00000000 USD 1300000.00000000 EUR 2152.44000000 N N N N/A N/A N/A 2600000.00000000 PA 5777.04000000 0.006754492718 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-09-02 0.00000000 USD 0.00000000 USD 2600000.00000000 EUR 5777.04000000 N N N N/A N/A N/A 700000.00000000 PA USD 4056.52000000 0.004742867420 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-08-01 0.00000000 USD 0.00000000 USD 700000.00000000 USD 4056.52000000 N N N N/A N/A N/A 1250000.00000000 PA -20861.73000000 -0.02439145364 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-03-18 0.00000000 USD 5561.43000000 USD 1250000.00000000 EUR -20861.73000000 N N N N/A N/A N/A 1250000.00000000 PA -20736.48000000 -0.02424501183 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-03-18 0.00000000 USD 5686.68000000 USD 1250000.00000000 EUR -20736.48000000 N N N N/A N/A N/A 850000.00000000 PA -15772.43000000 -0.01844106386 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-03-18 0.00000000 USD 2195.32000000 USD 850000.00000000 EUR -15772.43000000 N N N N/A N/A N/A 1250000.00000000 PA -22336.21000000 -0.02611540993 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-03-18 0.00000000 USD 4086.95000000 USD 1250000.00000000 EUR -22336.21000000 N N N N/A N/A N/A 300000.00000000 PA 2512.07000000 0.002937102482 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-09-17 0.00000000 USD 847.42000000 USD 300000.00000000 GBP 2512.07000000 N N N N/A N/A N/A 260000.00000000 PA 19213.19000000 0.022463987085 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2056-03-18 0.00000000 USD 3709.62000000 USD 260000.00000000 EUR 19213.19000000 N N N N/A N/A N/A 270000.00000000 PA 19839.67000000 0.023196465066 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2056-03-18 0.00000000 USD 3739.82000000 USD 270000.00000000 EUR 19839.67000000 N N N N/A N/A N/A 1300000.00000000 PA 13330.43000000 0.015585886953 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-09-17 0.00000000 USD 6116.98000000 USD 1300000.00000000 GBP 13330.43000000 N N N N/A N/A N/A 1300000.00000000 PA 13328.74000000 0.015583911012 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-09-17 0.00000000 USD 6115.29000000 USD 1300000.00000000 GBP 13328.74000000 N N N N/A N/A N/A 800000.00000000 PA USD 5187.50000000 0.006065204841 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-08-27 0.00000000 USD 0.00000000 USD 800000.00000000 USD 5187.50000000 N N N N/A N/A N/A 88000.00000000 PA 7119.48000000 0.008324068349 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2056-03-18 0.00000000 USD 1872.12000000 USD 88000.00000000 EUR 7119.48000000 N N N N/A N/A N/A 142000.00000000 PA 11100.57000000 0.012978743306 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2056-03-18 0.00000000 USD 2633.24000000 USD 142000.00000000 EUR 11100.57000000 N N N N/A N/A N/A 300000.00000000 PA -4087.30000000 -0.00477885527 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-09-15 0.00000000 USD 0.00000000 USD 300000.00000000 GBP -4087.30000000 N N N N/A N/A N/A 800000.00000000 PA -1828.04000000 -0.00213733726 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-09-17 6267.08000000 USD 0.00000000 USD 800000.00000000 GBP -1828.04000000 N N N N/A N/A N/A 1500000.00000000 PA 1549.14000000 0.001811248468 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-03-18 6345.05000000 USD 0.00000000 USD 1500000.00000000 GBP 1549.14000000 N N N N/A N/A N/A 200000.00000000 PA USD 641.38000000 0.000749899003 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 102.39000000 USD 0.00000000 USD 200000.00000000 USD 641.38000000 N N N N/A N/A N/A 231400.00000000 PA USD 885.60000000 0.001035440078 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 0.00000000 USD 25.06000000 USD 231400.00000000 USD 885.60000000 N N N N/A N/A N/A 231800.00000000 PA USD 1061.09000000 0.001240622304 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 0.00000000 USD 199.06000000 USD 231800.00000000 USD 1061.09000000 N N N N/A N/A N/A 195300.00000000 PA USD 935.22000000 0.001093455589 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 0.00000000 USD 208.93000000 USD 195300.00000000 USD 935.22000000 N N N N/A N/A N/A 200000.00000000 PA USD 643.56000000 0.000752447851 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 100.21000000 USD 0.00000000 USD 200000.00000000 USD 643.56000000 N N N N/A N/A N/A 200000.00000000 PA USD 594.76000000 0.000695391080 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 149.01000000 USD 0.00000000 USD 200000.00000000 USD 594.76000000 N N N N/A N/A N/A 100000.00000000 PA USD 291.38000000 0.000340680363 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 80.50000000 USD 0.00000000 USD 100000.00000000 USD 291.38000000 N N N N/A N/A N/A 100000.00000000 PA USD 706.79000000 0.000826376121 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2035-08-15 198.33000000 USD 0.00000000 USD 100000.00000000 USD 706.79000000 N N N N/A N/A N/A 300000.00000000 PA USD 3635.17000000 0.004250226637 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2053-11-15 4181.35000000 USD 0.00000000 USD 300000.00000000 USD 3635.17000000 N N N N/A N/A N/A 100000.00000000 PA USD 520.11000000 0.000608110590 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2035-08-15 0.00000000 USD 87.37000000 USD 100000.00000000 USD 520.11000000 N N N N/A N/A N/A 100000.00000000 PA USD 29.11000000 0.000034035298 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2035-08-15 285.53000000 USD 0.00000000 USD 100000.00000000 USD 29.11000000 N N N N/A N/A N/A 200000.00000000 PA USD -249.56000000 -0.00029178458 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 339.10000000 USD 0.00000000 USD 200000.00000000 USD -249.56000000 N N N N/A N/A N/A 202900.00000000 PA USD 1621.60000000 0.001895968418 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2053-11-15 1504.68000000 USD 0.00000000 USD 202900.00000000 USD 1621.60000000 N N N N/A N/A N/A 1000000.00000000 PA USD -409.73000000 -0.00047905472 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 857.43000000 USD 0.00000000 USD 1000000.00000000 USD -409.73000000 N N N N/A N/A N/A 200000.00000000 PA USD -7.21000000 -0.00000842990 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 96.75000000 USD 0.00000000 USD 200000.00000000 USD -7.21000000 N N N N/A N/A N/A 111000.00000000 PA USD 118.14000000 0.000138128828 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2035-08-15 231.11000000 USD 0.00000000 USD 111000.00000000 USD 118.14000000 N N N N/A N/A N/A 144000.00000000 PA USD -250.66000000 -0.00029307069 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 315.13000000 USD 0.00000000 USD 144000.00000000 USD -250.66000000 N N N N/A N/A N/A 264000.00000000 PA USD -25.53000000 -0.00002984957 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-05-31 143.72000000 USD 0.00000000 USD 264000.00000000 USD -25.53000000 N N N Alliance Bancorp Trust N/A 01852TAA1 18201.81000000 PA USD 16258.32000000 0.019009164563 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.32621000 N N N N N N FNMA or FHLMC N/A 01F042624 2400000.00000000 PA USD 2342437.44000000 2.738768752083 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 4.50000000 N N N N N N FNMA or FHLMC N/A 01F060618 1800000.00000000 PA USD 1848234.42000000 2.160948501583 Long ABS-MBS USGSE US N 2 2056-01-25 Fixed 6.00000000 N N N N N N FNMA or FHLMC N/A 01F062614 1800000.00000000 PA USD 1870453.08000000 2.186926472512 Long ABS-MBS USGSE US N 2 2056-01-25 Fixed 6.50000000 N N N N N N Alternative Loan Trust N/A 02147DAB7 35194.23950000 PA USD 34755.75000000 0.040636287838 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.22620920 N N N N N N Alternative Loan Trust N/A 02148FBX2 23383.82130000 PA USD 19501.11000000 0.022800622030 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N Argent Mortgage Loan Trust N/A 040104MX6 12789.69180000 PA USD 11614.47000000 0.013579593189 Long ABS-O CORP US N 2 2035-05-25 Floating 4.32621000 N N N N N N Bain Capital Credit CLO Ltd. 254900JJEDONFKODOF95 05683EAW2 400000.00000000 PA USD 400348.40000000 0.468085793517 Long ABS-CBDO CORP KY Y 2 2034-07-19 Floating 5.12444160 N N N N N N Banc of America Funding Trust N/A 058927AA2 1801.81000000 PA USD 1720.02000000 0.002011040699 Long ABS-MBS CORP US N 2 2036-02-20 Variable 5.79843000 N N N N N N Banc of America Mortgage Trust N/A 05949A6C9 333.57000000 PA USD 305.43000000 0.000357107569 Long ABS-MBS CORP US N 2 2035-06-25 Variable 5.31552960 N N N N N N Banc of America Mortgage Trust N/A 05949CRS7 2178.78000000 PA USD 1999.16000000 0.002337410103 Long ABS-MBS CORP US N 2 2036-02-25 Variable 4.83203880 N N N N N N Banc of America Funding Trust N/A 05951EAC1 52493.73230000 PA USD 45255.18000000 0.052912180593 Long ABS-MBS CORP US N 2 2047-01-20 Variable 4.39002000 N N N N N N Banc of America Funding Trust N/A 05951EAM9 1716.45980000 PA USD 1484.43000000 0.001735589787 Long ABS-MBS CORP US N 2 2047-01-20 Variable 4.78667160 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505FL3 20000.00000000 PA USD 20150.00000000 0.023559301696 Long DBT CORP US N 2 2028-03-15 Variable 5.87500000 N N N N N N Bear Stearns ARM Trust N/A 07384M4E9 1680.30000000 PA USD 1637.76000000 0.001914862627 Long ABS-MBS CORP US N 2 2035-01-25 Variable 5.03107920 N N N N N N Bear Stearns ALT-A Trust N/A 07386HF71 5719.02050000 PA USD 4661.74000000 0.005450488292 Long ABS-MBS CORP US N 2 2036-03-25 Variable 4.03927920 N N N N N N Bear Stearns ALT-A Trust N/A 07386HVS7 16701.50980000 PA USD 8877.36000000 0.010379374814 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.79102040 N N N N N N Bear Stearns Asset-Backed Securities I Trust N/A 073879PU6 309016.45000000 PA USD 312624.96000000 0.365519888364 Long ABS-O CORP US N 2 2035-01-25 Floating 5.21111880 N N N N N N Bear Stearns ARM Trust N/A 07387AAB1 2728.59000000 PA USD 2504.63000000 0.002928403662 Long ABS-MBS CORP US N 2 2035-03-25 Variable 4.78314000 N N N N N N Bear Stearns ARM Trust N/A 07387AEG6 2938.97390000 PA USD 2844.86000000 0.003326199256 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.41999880 N N N N N N Bear Stearns ARM Trust N/A 07388DAS7 2342.28310000 PA USD 2006.03000000 0.002345442480 Long ABS-MBS CORP US N 2 2036-07-25 Variable 4.21435080 N N N N N N Beignet Investor LLC N/A 076912AA2 420000.00000000 PA USD 443100.00000000 0.518070798103 Long DBT CORP US Y 2 2049-05-30 Fixed 6.58100000 N N N N N N BlueMountain CLO Ltd. 549300EYIDIF4X8MHI21 09628VAW4 79471.43000000 PA USD 79485.26000000 0.092933857110 Long ABS-CBDO CORP KY Y 2 2030-11-15 Floating 5.05181160 N N N N N N C-Bass Trust N/A 12465MAA2 1488.21000000 PA USD 651.15000000 0.000761322049 Long ABS-O CORP US N 2 2036-11-25 Floating 3.96621000 N N N N N N Credit-Based Asset Servicing & Securitization LLC N/A 12489WLH5 19293.57000000 PA USD 18751.08000000 0.021923689868 Long ABS-O CORP US N 2 2035-06-25 Floating 3.48611400 N N N N N N CIT Mortgage Loan Trust N/A 12559QAF9 127581.32000000 PA USD 127792.56000000 0.149414564547 Long ABS-O CORP US Y 2 2037-10-25 Floating 5.34620880 N N N N N N CSMC Mortgage-Backed Trust N/A 12639PAA6 105388.40660000 PA USD 60199.27000000 0.070384752548 Long ABS-MBS CORP US N 2 2037-10-25 Variable 6.42049920 N N N N N N CSMC Trust N/A 12639QAA4 3346.26230000 PA USD 3040.03000000 0.003554391262 Long ABS-MBS CORP US Y 2 2036-10-26 Variable 4.12858800 N N N N N N Countrywide Asset-Backed Certificates N/A 12667CAD4 13114.61000000 PA USD 13034.86000000 0.015240307658 Long ABS-O CORP US N 2 2037-03-25 Floating 4.34621160 N N N N N N Alternative Loan Trust 549300QTQ6MX6ER06N64 126680AA5 2293.85000000 PA USD 2132.00000000 0.002492726114 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.20621120 N N N N N N Alternative Loan Trust N/A 12668ATT2 616.88000000 PA USD 536.44000000 0.000627203563 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.02926840 N N N N N N Alternative Loan Trust N/A 12668RAA6 5898.25090000 PA USD 4833.22000000 0.005650982041 Long ABS-MBS CORP US N 2 2047-02-20 Floating 4.02837840 N N N N N N CHL Mortgage Pass-Through Trust N/A 1266944F2 1513.13670000 PA USD 1412.63000000 0.001651641506 Long ABS-MBS CORP US N 2 2036-05-20 Variable 4.02695280 N N N N N N CHL Mortgage Pass-Through Trust N/A 126694AF5 654.09120000 PA USD 471.60000000 0.000551392887 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 126694K64 9884.40820000 PA USD 4789.91000000 0.005600344158 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N CWABS, Inc. Asset-backed Certificates 549300XF11BHS5IOB463 126697AA9 7661.08000000 PA USD 7584.98000000 0.008868329140 Long ABS-O CORP US N 2 2047-08-25 Floating 4.58620920 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GZQ7 121813.43000000 PA USD 108266.94000000 0.126585285520 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.30620840 N N N N N N CHL Mortgage Pass-Through Trust N/A 170255AA1 30635.66490000 PA USD 13191.87000000 0.015423883140 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G3C0 1924.93810000 PA USD 1954.61000000 0.002285322416 Long ABS-MBS CORP US N 2 2036-03-25 Floating 6.05000160 N N N N N N Citigroup Mortgage Loan Trust N/A 17311XAA3 2963.26000000 PA USD 2154.27000000 0.002518764112 Long ABS-O CORP US N 2 2037-01-25 Floating 4.00620960 N N N N N N Citigroup Mortgage Loan Trust N/A 17313QAL2 4575.37040000 PA USD 4297.23000000 0.005024304616 Long ABS-MBS CORP US N 2 2037-09-25 Variable 4.45682520 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4677.23000000 -0.00546859914 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 254716.81000000 CAD 180980.35000000 USD 2026-01-14 -4677.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 2933.71000000 0.003430082331 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 95358302.00000000 JPY 612215.00000000 USD 2026-01-14 2933.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -2757.74000000 -0.00322433889 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 88000.00000000 GBP 115860.80000000 USD 2026-01-14 -2757.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -27598.66000000 -0.03226824602 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1832183.30000000 EUR 2126510.72000000 USD 2026-01-14 -27598.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 3935.45000000 0.004601312846 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 110714584.00000000 JPY 711334.00000000 USD 2026-01-14 3935.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 686.08000000 0.000802162069 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 20684138.00000000 JPY 132845.08000000 USD 2026-01-14 686.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 1349.83000000 0.001578215990 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93400000.00000000 JPY 598118.76000000 USD 2026-01-14 1349.83000000 N N N Soundview Home Equity Loan Trust N/A N/A 490131.26000000 PA USD 125476.25000000 0.146706343896 Long ABS-O CORP US N 2 2037-02-25 Floating 4.06621080 N N N N N N Merrill Lynch Life Agency, Inc. N/A N/A 8199.60000000 PA USD 2277.77000000 0.002663159832 Long ABS-O CORP US N 2 2037-02-25 Floating 4.08620880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032621 2000000.00000000 PA USD 1820078.20000000 2.128028358574 Long ABS-MBS USGA US N 2 2056-02-15 Fixed 3.50000000 N N N N N N Canada Government Bond 4BFD7AQU0A75QLAHK410 135087VS0 263491.20000000 PA 198111.29000000 0.231630950403 Long DBT NUSS CA N 2 2026-12-01 Fixed 4.25000000 N Y N N N N Deutsche Alt-B Securities Mortgage Loan Trust N/A 251513AR8 118.98000000 PA USD 99.46000000 0.000116288245 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.94620840 N N N N N N Ellington Loan Acquisition Trust N/A 288542AA1 11863.72000000 PA USD 11730.66000000 0.013715442086 Long ABS-O CORP US Y 2 2037-05-25 Floating 4.94620920 N N N N N N Federal Agricultural Mortgage Corp. 549300MS654K78GYF580 31315LRN0 15000000.00000000 PA USD 14991153.00000000 17.52759783163 Long STIV USGA US N 2 2026-01-08 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFF5 80953.92000000 PA USD 79485.01000000 0.092933564811 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWK93 1023875.33000000 PA USD 1040512.69000000 1.216563393692 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HTBH8 38097.52000000 PA USD 37621.69000000 0.043987133749 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 4.54833000 N N N N N N FHLB 2549001DPIFGXC1TOL40 313385SB3 29000000.00000000 PA USD 28946338.40000000 33.84394637115 Long STIV USGA US N 2 2026-01-21 None 0.00000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 313385YK6 900000.00000000 PA USD 885037.50000000 1.034782405724 Long STIV USGA US N 2 2026-06-22 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313397SA0 1100000.00000000 PA USD 1098087.65000000 1.283879813186 Long STIV USGA US N 2 2026-01-20 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313397SR3 2400000.00000000 PA USD 2392234.08000000 2.796990790060 Long STIV USGA US N 2 2026-02-04 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNXV0 84109.60000000 PA USD 74481.76000000 0.087083784354 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TSQG1 249.82000000 PA USD 249.26000000 0.000291433823 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 4.10621040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313589UK7 5000000.00000000 PA USD 4963271.00000000 5.803037165816 Long STIV USGA US N 2 2026-03-18 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWNH5 373992.42000000 PA USD 376510.14000000 0.440214192561 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 4.90419000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4CZ3 94093.94000000 PA USD 93841.14000000 0.109718696219 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 2.92000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HNCM8 962079.10000000 PA USD 965710.37000000 1.129104811831 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.77419040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CX40 473.87000000 PA USD 472.26000000 0.000552164556 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 4.33866960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ANT9 93.42000000 PA USD 91.79000000 0.000107320511 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 4.33627920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394VL73 1279.08000000 PA USD 1310.31000000 0.001532009360 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 6.30905040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395B6R9 151.04000000 PA USD 150.00000000 0.000175379417 Long ABS-MBS USGSE US N 2 2036-05-25 Floating 4.42866960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395HHV5 21172.08000000 PA USD 19527.92000000 0.022831968178 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.22927000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395M2F5 6699.56000000 PA USD 6531.35000000 0.007636429039 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.22927000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WTU0 41.83820000 PA USD 41.41000000 0.000048416411 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.33866960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MSLX1 834367.54000000 PA USD 796104.70000000 0.930802521559 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N16S7 80398.15000000 PA USD 76711.21000000 0.089690448630 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMV27 801129.50000000 PA USD 709425.97000000 0.829458087278 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CUA0 82797.96000000 PA USD 77620.93000000 0.090754089719 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N First Franklin Mortgage Loan Trust N/A 32027NXX4 60229.91000000 PA USD 57596.41000000 0.067341498751 Long ABS-O CORP US N 2 2036-11-25 Floating 4.55121000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32051D3G5 1482.81000000 PA USD 1480.08000000 0.001730503784 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.69480040 N N N N N N First Horizon Mortgage Pass-Through Trust N/A 32051GQL2 2752.61000000 PA USD 1815.90000000 0.002123143223 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.99776200 N N N N N N Fremont Home Loan Trust N/A 35729TAA0 23048.02000000 PA USD 20976.14000000 0.024525221374 Long ABS-O CORP US N 2 2036-10-25 Floating 4.11621120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLE4 263182.24000000 PA USD 241992.54000000 0.282936737379 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.50000000 N N N N N N GSAMP Trust N/A 3622MAAB7 2435.22000000 PA USD 1113.86000000 0.001302320783 Long ABS-O CORP US N 2 2036-12-25 Floating 3.91620960 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 734.62000000 PA USD 706.42000000 0.000825943518 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.00139000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 1395.72000000 PA USD 1336.49000000 0.001562618914 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.95115920 N N N N N N GSR Mortgage Loan Trust N/A 36242DLF8 1719.36000000 PA USD 1611.97000000 0.001884709059 Long ABS-MBS CORP US N 2 2034-12-25 Variable 5.22345960 N N N N N N GSR Mortgage Loan Trust N/A 36242DUL5 661.38000000 PA USD 630.34000000 0.000736991078 Long ABS-MBS CORP US N 2 2035-01-25 Variable 6.44924160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZZ6 21741.79000000 PA USD 21999.65000000 0.025721905288 Long ABS-MBS USGA US N 2 2067-04-20 Floating 5.59185120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LJY0 80219.09000000 PA USD 80711.73000000 0.094367841068 Long ABS-MBS USGA US N 2 2068-08-20 Floating 4.92654960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381U6P2 890628.14000000 PA USD 894124.84000000 1.045407288338 Long ABS-MBS USGA US N 2 2055-09-20 Floating 5.08764960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383KCS9 1154281.68000000 PA USD 1163976.03000000 1.360916251038 Long ABS-MBS USGA US N 2 2073-08-20 Floating 4.81764960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XNS9 437693.31000000 PA USD 439194.42000000 0.513504409144 Long ABS-MBS USGA US N 2 2073-04-20 Floating 4.71764880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384AV59 397354.35000000 PA USD 400663.87000000 0.468454639815 Long ABS-MBS USGA US N 2 2073-03-20 Floating 4.91765040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384LA58 897782.88000000 PA USD 900688.28000000 1.053081236880 Long ABS-MBS USGA US N 2 2075-10-20 Floating 4.69765080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384LXG9 899130.05000000 PA USD 902159.76000000 1.054801685578 Long ABS-MBS USGA US N 2 2075-09-20 Floating 4.71764880 N N N N N N GreenPoint MTA Trust N/A 39538RAB5 1640.96000000 PA USD 1479.12000000 0.001729381356 Long ABS-MBS CORP US N 2 2045-06-25 Floating 4.28621040 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538WEA2 2767.36000000 PA USD 2664.24000000 0.003115019054 Long ABS-MBS CORP US N 2 2045-11-25 Floating 4.38621120 N N N N N N GreenPoint Mortgage Funding Trust N/A 39539FAK0 37182.49000000 PA USD 35046.84000000 0.040976629135 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.20621120 N N N N N N HarborView Mortgage Loan Trust N/A 41161PLR2 660.82000000 PA USD 644.12000000 0.000753102600 Long ABS-MBS CORP US N 2 2035-05-19 Floating 4.28551920 N N N N N N HarborView Mortgage Loan Trust N/A 41161PSK0 1262.22800000 PA USD 1190.52000000 0.001391951357 Long ABS-MBS CORP US N 2 2035-06-20 Floating 4.52837880 N N N N N N HarborView Mortgage Loan Trust N/A 41161PWB5 1632.62000000 PA USD 672.78000000 0.000786611761 Long ABS-MBS CORP US N 2 2036-02-19 Floating 4.40552160 N N N N N N Residential Asset Securitization Trust N/A 45660LJZ3 14918.78000000 PA USD 8797.88000000 0.010286447107 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.24621080 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LRU5 3112.55000000 PA USD 2275.41000000 0.002660400529 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.40620920 N N N N N N IndyMac INDA Mortgage Loan Trust N/A 45660LZK8 545.99000000 PA USD 640.66000000 0.000749057182 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.05148040 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660N2Y0 173.84000000 PA USD 165.06000000 0.000192987510 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.62620880 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660N6S9 1057.04000000 PA USD 998.93000000 0.001167945074 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.37265360 N N N N N N JP Morgan Mortgage Trust N/A 466247LZ4 785.54000000 PA USD 765.32000000 0.000894809169 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.55473880 N N N N N N JP Morgan Mortgage Trust N/A 466247TQ6 1292.51000000 PA USD 1231.08000000 0.001439373951 Long ABS-MBS CORP US N 2 2035-08-25 Variable 6.02161920 N N N N N N JP Morgan Mortgage Trust N/A 466247TZ6 180.91000000 PA USD 170.67000000 0.000199546700 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.19270840 N N N N N N JP Morgan Mortgage Trust N/A 466247UG6 1298.14570000 PA USD 1150.63000000 0.001345312124 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.09907960 N N N N N N JP Morgan Alternative Loan Trust N/A 46627MCS4 45037.96000000 PA USD 42950.74000000 0.050217838300 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.30620840 N N N N N N JP Morgan Alternative Loan Trust N/A 466286AD3 19503.75140000 PA USD 17678.79000000 0.020669972567 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.30620840 N N N N N N JP Morgan Mortgage Trust N/A 46630GAA3 383.87000000 PA USD 383.30000000 0.000448152870 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.23013840 N N N N N N JP Morgan Mortgage Trust N/A 46630GAJ4 1705.51000000 PA USD 1636.42000000 0.001913295904 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.19147000 N N N N N N JP Morgan Mortgage Trust N/A 46632TAA3 5978.84000000 PA USD 5569.43000000 0.006511755913 Long ABS-MBS CORP US Y 2 2037-07-27 Variable 4.05061920 N N N N N N Jamestown CLO XVIII Ltd. N/A 47047RAN6 400000.00000000 PA USD 399396.00000000 0.466972251138 Long ABS-CBDO CORP KY Y 2 2035-07-25 Floating 5.12798040 N N N N N N Alternative Loan Trust N/A 23246KAA9 94547.06810000 PA USD 31331.65000000 0.036632843424 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Residential Asset Securitization Trust N/A 76113LAE7 8442.15000000 PA USD 2407.44000000 0.002814769492 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.50000000 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A 81376YAD3 150190.11000000 PA USD 49768.51000000 0.058189148490 Long ABS-O CORP US N 2 2036-07-25 Floating 4.16621160 N N N N N N Lehman ABS Manufactured Housing Contract Trust N/A 52519SAM5 30227.85000000 PA USD 28640.62000000 0.033486501605 Long ABS-O CORP US N 2 2040-04-15 Variable 7.17000120 N N N N N N Lehman XS Trust N/A 52522EAA7 19351.95850000 PA USD 18585.87000000 0.021730526978 Long ABS-O CORP US N 2 2036-05-25 Floating 4.16621160 N N N N N N Lehman XS Trust N/A 52522HAM4 8488.99390000 PA USD 8377.53000000 0.009794975520 Long ABS-O CORP US N 2 2036-06-25 Variable 4.37655960 N N N N N N Lehman XS Trust N/A 52525AAA2 18609.27660000 PA USD 20575.77000000 0.024057110326 Long ABS-O CORP US N 2 2037-12-25 Floating 6.14621160 N N N N N N Morgan Stanley IXIS Real Estate Capital Trust N/A 617463AA2 303.27000000 PA USD 96.26000000 0.000112546817 Long ABS-O CORP US N 2 2036-11-25 Floating 3.89621160 N N N N N N Madison Park Funding XXXIX Ltd. 254900K0MU6TXERK4I83 55821LAJ3 400000.00000000 PA USD 398904.00000000 0.466397006650 Long ABS-CBDO CORP KY Y 2 2034-10-22 Floating 5.10734880 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 902.86000000 PA USD 896.43000000 0.001048102472 Long ABS-MBS CORP US N 2 2034-11-21 Variable 5.63256000 N N N N N N MRFC Mortgage Pass-Through Trust N/A 585525EN4 440.40000000 PA USD 431.50000000 0.000504508123 Long ABS-MBS CORP US N 2 2030-12-15 Floating 4.30459920 N N N N N N Mellon Residential Funding Corp. Mortgage Pass-Through Certificates N/A 585525FC7 414.84000000 PA USD 403.36000000 0.000471606944 Long ABS-MBS CORP US N 2 2031-11-15 Floating 4.56459840 N N N N N N Voya Euro CLO II DAC 635400URG3IUW6R6W254 N/A 400000.00000000 PA 469393.21000000 0.548812717059 Long ABS-CBDO CORP IE Y 2 2035-07-15 Floating 2.96899920 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61749LAP6 2578.88000000 PA USD 2513.91000000 0.002939253802 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.78221920 N N N N N N New Residential Mortgage Loan Trust N/A 64830HAA2 24576.43810000 PA USD 24019.33000000 0.028083307296 Long ABS-MBS CORP US Y 2 2059-02-25 Variable 3.25000080 N N N N N N New Residential Mortgage Loan Trust N/A 64830NAA9 108435.62000000 PA USD 105132.37000000 0.122920358457 Long ABS-MBS CORP US Y 2 2059-07-25 Variable 2.75000040 N N N N N N OZLM XXIV Ltd. N/A 67113DAW4 65365.21000000 PA USD 65365.21000000 0.076424749521 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.30605080 N N N N N N Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates N/A 68383NCY7 83014.98000000 PA USD 82426.77000000 0.096373059171 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.60621080 N N N N N N Park Place Securities, Inc. Asset-Backed Pass-Through Certificates N/A 70069FAZ0 34022.83000000 PA USD 33811.96000000 0.039532812237 Long ABS-O CORP US N 2 2034-10-25 Floating 4.89620880 N N N N N N Park Place Securities, Inc. Asset-Backed Pass-Through Certificates N/A 70069FMT1 4988.04000000 PA USD 4914.21000000 0.005745675235 Long ABS-O CORP US N 2 2035-09-25 Floating 4.58120880 N N N N N N RALI Trust N/A 74924EAA5 25303.55900000 PA USD 20089.83000000 0.023488951166 Long ABS-MBS CORP US N 2 2037-10-25 Variable 5.00700240 N N N N N N Regatta XVI Funding Ltd. 254900XPJFGKL5R4O429 75888TAL9 345989.70000000 PA USD 346537.75000000 0.405170590646 Long ABS-CBDO CORP KY Y 2 2033-01-15 Floating 5.10454080 N N N N N N Renaissance Home Equity Loan Trust N/A 75970NAA5 1351.59000000 PA USD 1268.98000000 0.001483686484 Long ABS-O CORP US N 2 2032-12-25 Floating 4.60621080 N N N N N N RALI Trust N/A 761118EN4 1210.44000000 PA USD 833.43000000 0.000974443117 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.14621000 N N N N N N Residential Asset Securitization Trust N/A 76114CAG1 196.41000000 PA USD 35.88000000 0.000041950756 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.50000000 N N N N N N RFMSI Trust N/A 762009AK4 3528.07270000 PA USD 2799.45000000 0.003273106061 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N IndyMac INDB Mortgage Loan Trust N/A 45661JAA1 16456.19000000 PA USD 4892.82000000 0.005720666130 Long ABS-O CORP US N 2 2036-07-25 Floating 3.98621160 N N N N N N Soundview Home Loan Trust N/A 83611DAA6 1571.02000000 PA USD 421.20000000 0.000492465403 Long ABS-O CORP US Y 2 2036-11-25 Floating 3.96621000 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A 81377JAB9 9661.85000000 PA USD 1945.16000000 0.002274273513 Long ABS-O CORP US N 2 2036-12-25 Floating 3.96621000 N N N N N N Residential Asset Securitization Trust N/A 76114CAG1 124767.83830000 PA USD 22792.14000000 0.026648481517 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.50000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59023QAB7 488.48000000 PA USD 93.43000000 0.000109237992 Long ABS-O CORP US N 2 2037-09-25 Floating 4.00620960 N N N N N N Saxon Asset Securities Trust N/A 80557BAA2 20598.91000000 PA USD 19985.83000000 0.023367354770 Long ABS-O CORP US N 2 2037-09-25 Floating 4.15621080 N N N N N N Sequoia Mortgage Trust N/A 81743WAA9 169.75000000 PA USD 168.29000000 0.000196764014 Long ABS-MBS CORP US N 2 2026-10-19 Floating 4.54551840 N N N N N N Sequoia Mortgage Trust N/A 81744MAA0 4208.18000000 PA USD 3643.90000000 0.004260433719 Long ABS-MBS CORP US N 2 2036-07-20 Floating 4.24838160 N N N N N N United States Small Business Administration N/A 83162CRY1 1240.96000000 PA USD 1261.97000000 0.001475490419 Long ABS-O CORP US N 2 2028-08-01 Fixed 6.02000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579JG4 1091.17020000 PA USD 1013.35000000 0.001184804882 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.42927160 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579VM7 1010.73000000 PA USD 872.79000000 0.001020462676 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.47316920 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BGG0 613.93000000 PA USD 593.27000000 0.000693648978 Long ABS-MBS CORP US N 2 2034-02-25 Variable 6.29839080 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LDX4 383.05000000 PA USD 371.01000000 0.000433783450 Long ABS-MBS CORP US N 2 2034-10-19 Floating 4.50551880 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LPD5 1002.72000000 PA USD 975.06000000 0.001140036362 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.34552040 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LPE3 489.31000000 PA USD 488.55000000 0.000571210761 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.34552040 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LPF0 2095.30000000 PA USD 2075.80000000 0.002427017293 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.34552040 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86360KAA6 1620.19870000 PA USD 1486.25000000 0.001737717724 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.26620880 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86360QAB1 413.85000000 PA USD 412.56000000 0.000482363548 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.22620920 N N N N N N 37 Capital CLO 1 Ltd. 549300GZ8MP9ZGVMJ424 88430TAQ4 400000.00000000 PA USD 399990.40000000 0.467667221308 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.18454000 N N N N N N Towd Point Mortgage Trust N/A 89177HAA0 10788.32000000 PA USD 10985.02000000 0.012843642695 Long ABS-MBS CORP US Y 2 2058-05-25 Floating 4.84620840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FD5 1300000.00000000 PA USD 2747005.43000000 3.211788073830 Long DBT UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FH6 591000.00000000 PA USD 1262100.58000000 1.475643093584 Long DBT UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PS1 20000.00000000 PA USD 32555.42000000 0.038063670552 Long DBT UST US N 2 2027-01-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PV4 1640000.00000000 PA USD 2568833.48000000 3.003470122270 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PZ5 670000.00000000 PA USD 1049515.79000000 1.227089783225 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QF8 570000.00000000 PA USD 851901.03000000 0.996039373769 Long DBT UST US N 2 2040-02-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QP6 240000.00000000 PA USD 349867.42000000 0.409063627871 Long DBT UST US N 2 2041-02-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QV3 1060000.00000000 PA USD 1191299.47000000 1.392862710907 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RA8 540000.00000000 PA USD 570641.53000000 0.667191859350 Long DBT UST US N 2 2043-02-15 Fixed 0.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RF7 1520000.00000000 PA USD 1781869.93000000 2.083355397769 Long DBT UST US N 2 2044-02-15 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RL4 1920000.00000000 PA USD 1939761.12000000 2.267961163548 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RR1 1470000.00000000 PA USD 1526308.73000000 1.784554235845 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RW0 1210000.00000000 PA USD 1179819.51000000 1.379440386286 Long DBT UST US N 2 2047-02-15 Fixed 0.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SB5 530000.00000000 PA USD 512663.06000000 0.599403657531 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 100000.00000000 PA USD 93366.58000000 0.109163842511 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SM1 550000.00000000 PA USD 401817.36000000 0.469803295840 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SV1 660000.00000000 PA USD 446877.23000000 0.522487120740 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TE8 300000.00000000 PA USD 185971.20000000 0.217436804351 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TP3 600000.00000000 PA USD 513721.19000000 0.600640819015 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TY4 700000.00000000 PA USD 669320.75000000 0.782567219904 Long DBT UST US N 2 2054-02-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UH9 1100000.00000000 PA USD 1079958.72000000 1.262683538679 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282L3 3270000.00000000 PA USD 4302798.64000000 5.030815449115 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283R9 3760000.00000000 PA USD 4877210.02000000 5.702415002435 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285W6 600000.00000000 PA USD 762367.42000000 0.891357024886 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287D6 1695000.00000000 PA USD 2080319.15000000 2.432301066012 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828S50 190000.00000000 PA USD 256609.43000000 0.300026748365 Long DBT UST US N 2 2026-07-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V49 1210000.00000000 PA USD 1610991.96000000 1.883565539280 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Y38 2010000.00000000 PA USD 2577690.12000000 3.013825271341 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z37 1910000.00000000 PA USD 2294459.17000000 2.682672745243 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZZ6 1350000.00000000 PA USD 1619617.87000000 1.893650919732 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBF7 520000.00000000 PA USD 606957.28000000 0.709652093126 Long DBT UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCA7 1500000.00000000 PA USD 1846690.15000000 2.159142947100 Long DBT UST US N 2 2026-04-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCM1 8030000.00000000 PA USD 9048987.19000000 10.58004065797 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDC2 1200000.00000000 PA USD 1416580.91000000 1.656260895106 Long DBT UST US N 2 2026-10-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDX6 1900000.00000000 PA USD 2041165.00000000 2.386522185986 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEJ6 400000.00000000 PA USD 452924.01000000 0.529556992419 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEZ0 6700000.00000000 PA USD 7053249.58000000 8.246631999848 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFR7 2900000.00000000 PA USD 3212102.51000000 3.755577772388 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGK1 2600000.00000000 PA USD 2730877.50000000 3.192931360748 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGW5 1700000.00000000 PA USD 1838499.38000000 2.149566330645 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHP9 3000000.00000000 PA USD 3139188.24000000 3.670326691251 Long DBT UST US N 2 2033-07-15 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJH5 1400000.00000000 PA USD 1533376.20000000 1.792817494305 Long DBT UST US N 2 2028-10-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJY8 1500000.00000000 PA USD 1581952.59000000 1.849612820724 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKL4 1500000.00000000 PA USD 1613506.91000000 1.886506009047 Long DBT UST US N 2 2029-04-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLE9 3200000.00000000 PA USD 3339472.43000000 3.904498187890 Long DBT UST US N 2 2034-07-15 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLV1 2800000.00000000 PA USD 2928606.12000000 3.424114894874 Long DBT UST US N 2 2029-10-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CML2 3500000.00000000 PA USD 3680414.62000000 4.303126471529 Long DBT UST US N 2 2035-01-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNB3 1900000.00000000 PA USD 1954609.46000000 2.285321784975 Long DBT UST US N 2 2030-04-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNS6 3000000.00000000 PA USD 3038447.40000000 3.552540892604 Long DBT UST US N 2 2035-07-15 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPH8 1300000.00000000 PA USD 1290037.02000000 1.508306270670 Long DBT UST US N 2 2030-10-15 Fixed 1.12500000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AC9 10000.00000000 PA USD 9998.84000000 0.011690604872 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 929227XB7 125.44000000 PA USD 121.53000000 0.000142092403 Long ABS-MBS CORP US N 2 2042-11-25 Floating 5.22927000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922F4F2 495.84000000 PA USD 459.84000000 0.000537643141 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.69666800 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92925CDA7 1258.99000000 PA USD 1165.44000000 0.001362627919 Long ABS-MBS CORP US N 2 2046-02-25 Floating 5.02926840 N N N N N N WSTN Trust N/A 92943AAA2 400000.00000000 PA USD 407559.40000000 0.476516866694 Long ABS-MBS CORP US Y 2 2037-07-05 Variable 6.29673840 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363CAC3 7145.51000000 PA USD 6621.16000000 0.007741434542 Long ABS-MBS CORP US N 2 2046-07-25 Floating 5.07727080 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93364CAA6 3205.75000000 PA USD 2863.82000000 0.003348367215 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.79927160 N N N N N N Australian Dollar N/A N/A 26375.46000000 OU Currencies 17601.66000000 0.020579792471 Long STIV AU N 1 N N N Eurosail-UK plc 213800YCKG3TNT5E1296 N/A 7683.04000000 PA 10348.60000000 0.012099542905 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 4.79884115 N N N N N N Eurosail-UK plc 213800YCKG3TNT5E1296 N/A 3413.26000000 PA 4597.45000000 0.005375320674 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 4.79884115 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 121649370.00000000 PA 790080.59000000 0.923759155556 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N Y N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 100486340.00000000 PA 651942.72000000 0.762248894759 Long DBT NUSS JP N 2 2029-03-10 Fixed 0.10000000 N Y N N N N CIFC European Funding CLO III DAC 5493000EF0244RPYUG32 N/A 250000.00000000 PA 293927.80000000 0.343659241549 Long ABS-CBDO CORP IE Y 2 2034-01-15 Floating 3.05899920 N N N N N N French Republic 969500KCGF3SUYJHPV70 N/A 122742.00000000 PA 143702.01000000 0.168015831662 Long DBT NUSS FR Y 2 2026-03-01 Fixed 0.10000000 N Y N N N N French Republic 969500KCGF3SUYJHPV70 N/A 122932.00000000 PA 136715.83000000 0.159847617155 Long DBT NUSS FR Y 2 2031-07-25 Fixed 0.10000000 N Y N N N N French Republic 969500KCGF3SUYJHPV70 N/A 241404.00000000 PA 228226.28000000 0.266841279683 Long DBT NUSS FR Y 2 2038-07-25 Fixed 0.10000000 N Y N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 94745700.00000000 PA 592696.29000000 0.692978199036 Long DBT NUSS JP N 2 2034-03-10 Fixed 0.00500000 N N N N N N Canadian Dollar N/A N/A 19054.42000000 OU Currencies 13882.50000000 0.016231365052 Long STIV CA N 1 N N N Chinese Renminbi (Yuan) N/A N/A 9640.78000000 OU Currencies 1379.59000000 0.001613011266 Long STIV CN N 1 N N N N/A N/A N/A 31.00000000 NC -5319.18000000 -0.00621916458 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Schatz 2026-03-06 3310490.00000000 EUR -5319.18000000 N N N EURO N/A N/A 25368.57000000 OU Currencies 29813.14000000 0.034857407433 Long STIV XX N 1 N N N N/A N/A N/A -39.00000000 NC USD 6351.23000000 0.007425833434 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2026-03-31 -4262882.83000000 USD 6351.23000000 N N N British Pound N/A N/A 58454.61000000 OU Currencies 78793.89000000 0.092125509993 Long STIV GB N 1 N N N Hungarian Forint N/A N/A 130930.52000000 OU Currencies 400.36000000 0.000468099356 Long STIV HU N 1 N N N N/A N/A N/A 10.00000000 NC -2884.94000000 -0.00337306063 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Republic of Italy Euro-BTP 2026-03-06 1201800.00000000 EUR -2884.94000000 N N N N/A N/A N/A -1.00000000 NC 5484.93000000 0.006412958841 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short Japan Japan 10 Year Bond 2026-03-13 -132410000.00000000 JPY 5484.93000000 N N N Japanese Yen N/A N/A 1072021.00000000 OU Currencies 6843.85000000 0.008001802824 Long STIV JP N 1 N N N New Mexican Pesos N/A N/A 499635.64000000 OU Currencies 27745.97000000 0.032440480302 Long STIV MX N 1 N N N New Zealand Dollar N/A N/A 23885.11000000 OU Currencies 13751.85000000 0.016078609579 Long STIV NZ N 1 N N N N/A N/A N/A -27.00000000 NC 14552.48000000 0.017014703064 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short French Republic Euro-OAT 2026-03-06 -3255930.00000000 EUR 14552.48000000 N N N N/A N/A N/A 3.00000000 NC -2889.03000000 -0.00337784264 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2026-03-06 348480.00000000 EUR -2889.03000000 N N N N/A N/A N/A -5.00000000 NC 10224.58000000 0.011954539203 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2026-03-06 -637850.00000000 EUR 10224.58000000 N N N Singapore Dollar N/A N/A 928.00000000 OU Currencies 721.95000000 0.000844101134 Long STIV SG N 1 N N N N/A N/A N/A -22.00000000 NC USD -2948.48000000 -0.00344735135 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2026-03-31 -4593359.36000000 USD -2948.48000000 N N N N/A N/A N/A 33.00000000 NC USD -6488.56000000 -0.00758639913 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-03-20 3710437.50000000 USD -6488.56000000 N N N N/A N/A N/A -28.00000000 NC USD 16586.36000000 0.019392707657 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-03-20 -3236625.00000000 USD 16586.36000000 N N N N/A N/A N/A 9.00000000 NC USD -7251.27000000 -0.00847815670 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2026-03-20 1035140.63000000 USD -7251.27000000 N N N Buoni Poliennali del Tesoro 815600DE60799F5A9309 N/A 104192.00000000 PA 122177.40000000 0.142849341295 Long DBT NUSS IT Y 2 2036-05-15 Fixed 1.80000000 N Y N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61750SAF9 636662.02000000 PA USD 273407.44000000 0.319666916380 Long ABS-O CORP US N 2 2036-10-25 Floating 4.06621080 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32052DAG6 9184.97740000 PA USD 3214.87000000 0.003758813510 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N N/A N/A N/A 27.00000000 NC USD -28751.48000000 -0.03361611868 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-03-20 3186000.00000000 USD -28751.48000000 N N N Arbour CLO VI DAC 635400HEJB8VLV1GBH66 N/A 400000.00000000 PA 470754.09000000 0.550403852666 Long ABS-CBDO CORP IE Y 2 2037-11-15 Floating 3.21400080 N N N N N N Palmer Square European Loan Funding DAC 54930004WJL9ZPQZOM50 N/A 172392.63000000 PA 202623.78000000 0.236906936175 Long ABS-CBDO CORP IE Y 2 2033-05-15 Floating 3.03400080 N N N N N N 2026-01-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer