NPORT-P false 0001028621 XXXXXXXX S000001147 C000218401 C000263829 C000102908 C000003066 C000058170 C000003065 TCW Metropolitan West Funds 811-07989 0001028621 549300KGDNJW6FXNDC82 METROPOLITAN WEST ASSET MANAGEMENT 865 S. FIGUEROA STREET, SUITE 2100 LOS ANGELES 90017 800-241-4671 TCW METWEST TOTAL RETURN BOND FUND S000001147 549300APUP7QV16M4J34 2026-03-31 2025-09-30 N 36065102341.06 3771320750.04 32293781591.02 0.00000000 181224780.33000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 87290656.26000000 0.00000000 0.00000000 131000353.45000000 AUD EUR USD N Bloomberg U.S. Aggregate Bond Index LBUSSTAT Progress Residential Trust N/A 74333VAQ7 3190000.00000000 PA USD 3171483.96000000 0.009820726479 Long ABS-O CORP US N 2 2026-05-17 Fixed 4.25000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78571YBH2 40317.28000000 PA USD 37780.72000000 0.000116990696 Long LON CORP US N 2 2028-06-30 Floating 8.51000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAE9 22470000.00000000 PA USD 22892211.30000000 0.070887366459 Long DBT CORP US N 2 2030-09-18 Fixed 7.88000000 N N N N N N NCFA LLC LOAN PARTICIPATION 1 N/A 000000000 13864591.32000000 PA USD 13864591.32000000 0.042932696751 Long ABS-O CORP US N 3 2028-06-12 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 5901886X1 50000000.00000000 PA USD 50117500.00000000 0.155192416406 Long DBT CORP US N 2 2026-12-01 Floating 5.08000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 655513000.00000000 NC USD 468101.83000000 0.001449510732 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 655513000.00000000 OU Notional Amount N/A 468101.83000000 0.00000000 DIR US N/A N/A 2031-02-27 0.00000000 N/A 0.00000000 N/A 655513000.00000000 USD 1.00000000 4.22000000 USD 2026-02-27 XXXX -2022847.57000000 N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CR1 4800000.00000000 PA USD 4957344.00000000 0.015350769577 Long DBT CORP US N 2 2032-03-25 Fixed 5.65000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86364RAA7 69308918.07000000 PA USD 59184479.25000000 0.183268964903 Long ABS-MBS CORP US N 2 2047-08-25 Floating 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133N3VW1 3196179.01000000 PA USD 2822027.42000000 0.008738609357 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXK1 10951494.39000000 PA USD 10259584.78000000 0.031769536655 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150RAF2 274382.23000000 PA USD 239087.51000000 0.000740351542 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.65000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39539GAA0 7659257.93000000 PA USD 7075516.01000000 0.021909840413 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -18359.16000000 -0.00005685044 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9147192.00000000 EUR 10734849.08000000 USD 2025-10-10 -18359.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -21000.48000000 -0.00006502948 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4959045.14000000 EUR 5808727.93000000 USD 2025-10-10 -21000.48000000 N N N COTIVITI CORPORATION 254900YAQHVRTG4IFI64 22164MAF4 2446811.51000000 PA USD 2407050.82000000 0.007453604692 Long LON CORP US N 2 2032-03-26 Floating 7.03000000 N N N N N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAE7 350996.71000000 PA USD 348051.85000000 0.001077767399 Long LON CORP US N 2 2032-08-16 Fixed 1.75000000 N N N N N N SLM Student Loan Trust 5493006Z6MTP02OKOJ80 78443VAJ1 1967321.40000000 PA USD 1809704.72000000 0.005603879851 Long ABS-O CORP US N 2 2042-01-27 Floating 4.82000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FG41 17982982.09000000 PA USD 17914055.12000000 0.055472150480 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 19179000.00000000 PA USD 18900520.92000000 0.058526812249 Long DBT CORP US N 2 2027-04-22 Fixed 1.58000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 8645000.00000000 PA USD 8645864.50000000 0.026772536612 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N Symphony CLO Ltd N/A 87166VAW8 28214875.61000000 PA USD 28224807.25000000 0.087400130487 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 5.42000000 N N N N N N JP Morgan Mortgage Trust N/A 46628LAA6 204075.94000000 PA USD 137092.44000000 0.000424516526 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.06000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 48235.73000000 0.000149365381 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5982459.68000000 USD 5129997.26000000 EUR 2025-10-10 48235.73000000 N N N JP Morgan Mortgage Trust N/A 46628KAC4 380059.86000000 PA USD 320742.25000000 0.000993201273 Long ABS-MBS CORP US N 2 2036-05-25 Variable 5.19000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NBG7 17489000.00000000 PA USD 13048717.79000000 0.040406286124 Long DBT CORP US N 2 2045-04-15 Fixed 3.95000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024VAH2 5497006.81000000 PA USD 5517884.99000000 0.017086524767 Long ABS-O CORP US N 2 2037-06-25 Floating 4.77000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333VAJ3 3055000.00000000 PA USD 3025769.45000000 0.009369511097 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.54000000 N N N N N N Farmers Exchange Capital N/A 309588AC5 13283000.00000000 PA USD 14017284.24000000 0.043405521278 Long DBT CORP US N 2 2028-07-15 Fixed 7.05000000 N N N N N N American Home Mortgage Assets N/A 026930AA5 19583303.00000000 PA USD 17631529.19000000 0.054597288769 Long ABS-MBS CORP US N 2 2047-03-25 Floating 4.40000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -329.00000000 NC -63005.32000000 -0.00019510047 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEZ5 Comdty 2025-12-08 -38705868.44000000 EUR -63005.32000000 N N N Impac CMB Trust N/A 45254NKR7 5886.20000000 PA USD 5882.71000000 0.000018216231 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.97000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925GAG8 299086.98000000 PA USD 268463.46000000 0.000831316268 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.21000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 4976000.00000000 PA USD 3990851.52000000 0.012357956620 Long DBT CORP US N 2 2031-03-15 Fixed 3.88000000 N N N N N N CCRR PARENT INC N/A 12510MAD1 3703147.12000000 PA USD 1268327.89000000 0.003927467851 Long LON CORP US N 2 2028-03-06 Floating 8.55000000 N N N N N N Impac Secured Assets Corp. N/A 452570AB0 24706526.45000000 PA USD 21074793.07000000 0.065259601173 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.77000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32029GAC8 18752116.26000000 PA USD 8942323.56000000 0.027690543254 Long ABS-O CORP US N 2 2037-03-25 Floating 4.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGV8 4857003.28000000 PA USD 4288432.03000000 0.013279435912 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FAV8 8922.61000000 PA USD 9122.24000000 0.000028247667 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.00000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 14435000.00000000 PA USD 12729216.05000000 0.039416926178 Long DBT CORP US N 2 2031-09-13 Fixed 2.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AAY4 7015851.05000000 PA USD 6659207.21000000 0.020620710495 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5E6 4683545.55000000 PA USD 4736289.11000000 0.014666257330 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -60853.35000000 -0.00018843674 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6202240.00000000 AUD 4050172.50000000 USD 2025-10-10 -60853.35000000 N N N Dryden Senior Loan Fund 549300BH0PFEW6WVTN52 26244GAS4 9877135.52000000 PA USD 9884355.71000000 0.030607613054 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 5.36000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 10505000.00000000 PA USD 10764788.65000000 0.033333936503 Long DBT CORP US N 2 2030-01-23 Fixed 5.01000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE43 9989423.08000000 PA USD 10164021.51000000 0.031473618168 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.00000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AW4 1700000.00000000 PA USD 1681266.00000000 0.005206160186 Long DBT CORP US N 2 2032-08-05 Fixed 4.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJX7 18407569.68000000 PA USD 17347059.89000000 0.053716409275 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAP2 1090000.00000000 PA USD 977828.10000000 0.003027914514 Long DBT US N 2 2030-10-15 Fixed 2.20000000 N N N N N N FRONTIER COMMUNICATIONS CORP N/A 35906EAU4 1985214.86000000 PA USD 1989761.00000000 0.006161436976 Long LON CORP US N 2 2031-07-01 Floating 6.65000000 N N N N N N Adjustable Rate Mortgage Trust N/A 00703RAE0 24298089.94000000 PA USD 15756451.17000000 0.048790975827 Long ABS-MBS CORP US N 2 2037-11-25 Variable 6.10000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 16916000.00000000 PA USD 16315143.68000000 0.050521007067 Long DBT NUSS RO Y 2 2035-03-24 Fixed 5.75000000 N N N N N N CIM Trust N/A 12560YAB8 36367086.25000000 PA USD 33574912.29000000 0.103967112663 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.25000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -2770.00000000 NC 560322.37000000 0.001735078217 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 10 Year Australian Bond Futures XMZ5 Comdty 2025-12-15 -314829521.32000000 AUD 560322.37000000 N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NVG5 3076000.00000000 PA USD 3123339.64000000 0.009671644156 Long DBT CORP US N 2 2031-07-18 Fixed 4.73000000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAS4 295914.28000000 PA USD 295144.49000000 0.000913935982 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.26000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 850000.00000000 PA USD 823157.00000000 0.002548964411 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5A4 528380.39000000 PA USD 534330.72000000 0.001654593217 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAT7 6734000.00000000 PA USD 6532384.04000000 0.020227993496 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.88000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971X7M4 820000.00000000 PA USD 835511.94000000 0.002587222365 Long DBT MUN US N 2 2031-05-01 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR49 65085910.62000000 PA USD 61175553.02000000 0.189434466965 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7DB7 21502214.20000000 PA USD 20386686.21000000 0.063128829160 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Mid-State Trust N/A 595481AA0 1603090.81000000 PA USD 1602920.08000000 0.004963556452 Long ABS-O CORP US N 2 2040-01-15 Fixed 5.75000000 N N N N N N CSAB Mortgage Backed Trust N/A 12628LAK6 5268015.76000000 PA USD 223988.13000000 0.000693595234 Long ABS-O CORP US N 2 2036-12-25 Variable 6.28000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 12080000.00000000 PA USD 13163334.40000000 0.040761204639 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FLF9 2330000.00000000 PA USD 2123645.88000000 0.006576021064 Long DBT MUN US N 2 2048-03-15 Fixed 4.00000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 16737000.00000000 PA USD 16127103.72000000 0.049938727908 Long DBT US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8RU0 3580608.90000000 PA USD 3496295.48000000 0.010826528538 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBU6 10440000.00000000 PA USD 7787613.60000000 0.024114901434 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AYE2 11617582.22000000 PA USD 11358463.67000000 0.035172293582 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N BX Trust N/A 05608MAA4 130165000.00000000 PA USD 120355921.80000000 0.372690703505 Long ABS-MBS CORP US N 2 2044-03-09 Fixed 2.84000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 085770AA3 38211000.00000000 PA USD 38215203.21000000 0.118336104746 Long DBT CORP US N 2 2026-07-15 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 149262287.11000000 PA USD 121692811.30000000 0.376830477276 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FMLW0 543434.19000000 PA USD 500940.41000000 0.001551197739 Long ABS-MBS USGSE US N 2 2049-01-15 Fixed 3.00000000 N N N N N N Countrywide Home Loans N/A 12669B2W1 3839.36000000 PA USD 3811.73000000 0.000011803294 Long ABS-MBS CORP US N 2 2031-06-19 Variable 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9XX6 3184122.40000000 PA USD 3139962.48000000 0.009723117966 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKY0 12329056.02000000 PA USD 11476899.04000000 0.035539037159 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 368284516.04000000 PA USD 348789106.34000000 1.080050366219 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 27750000.00000000 PA USD 28223415.00000000 0.087395819286 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6R34 59376.61000000 PA USD 61798.94000000 0.000191364829 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 75972JAK0 6981669.74000000 PA USD 6068956.05000000 0.018792955643 Long LON CORP US N 2 2030-04-05 Floating 8.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLY6 9552738.47000000 PA USD 8434474.37000000 0.026117951984 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4L1 5925875.12000000 PA USD 5992609.13000000 0.018556541955 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EK1 15935000.00000000 PA USD 16214977.95000000 0.050210836734 Long DBT CORP US N 2 2033-07-20 Fixed 4.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHY1 26593.69000000 PA USD 23480.58000000 0.000072709292 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1568682000.00000000 NC USD 351698.50000000 0.001089059511 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1568682000.00000000 OU Notional Amount N/A 351698.50000000 0.00000000 DIR US N/A N/A 2028-02-27 0.00000000 N/A 0.00000000 N/A 1568682000.00000000 USD 1.00000000 4.03000000 USD 2026-02-27 XXXX -1687588.10000000 N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAA0 2488645.37000000 PA USD 2488669.51000000 0.007706342792 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.56000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BS7 3915000.00000000 PA USD 3920246.10000000 0.012139321896 Long DBT CORP US N 2 2026-02-15 Fixed 5.88000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 000000000 9330000.00000000 PA 11004625.50000000 0.034076608429 Long DBT US N 2 2031-06-20 Fixed 3.38000000 N N N N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 000000000 2000000.00000000 PA 2474338.01000000 0.007661964279 Long DBT CORP NL Y 2 2032-09-14 Fixed 4.50000000 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07401NAA7 11221004.99000000 PA USD 10148774.00000000 0.031426403164 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.43000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 1430000.00000000 PA USD 1410437.60000000 0.004367520713 Long DBT US N 2 2029-04-01 Fixed 3.90000000 N N N N N N New York City Transitional Finance Authority 5493003476LG35QAKM08 64972JMK1 2980000.00000000 PA USD 3105952.68000000 0.009617804193 Long DBT MUN US N 2 2050-05-01 Fixed 5.00000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 44360000.00000000 PA 28527002.22000000 0.088335898784 Long DBT NUSS AU Y 2 2037-02-20 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVBM7 210271.11000000 PA USD 201118.75000000 0.000622778566 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4.00000000 N N N N N N COGENT COMMS GRP / FIN 549300KFWFYF8Q1U0Y26 19240CAE3 3000000.00000000 PA USD 3000120.00000000 0.009290085744 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 63195081.48000000 PA USD 60687500.65000000 0.187923177962 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N CPT MORTGAGE TRUST N/A 12654YAA7 27645000.00000000 PA USD 25474372.65000000 0.078883213408 Long ABS-MBS CORP US N 2 2039-11-13 Fixed 2.87000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 75070000.00000000 PA USD 73220275.20000000 0.226731809012 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N BX Trust N/A 05610MAC6 90170000.00000000 PA USD 91278207.33000000 0.282649484925 Long ABS-MBS CORP US N 2 2027-06-15 Floating 7.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWX2 10990647.61000000 PA USD 10604352.61000000 0.032837134852 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N27K1 76825310.01000000 PA USD 74840033.37000000 0.231747505813 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25151AAA9 1581581.51000000 PA USD 1446554.94000000 0.004479360634 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VED8 3214.28000000 PA USD 28.93000000 0.000000089583 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 2.13000000 N N N N N N Residential Asset Securitization Trust N/A 76113NAC7 1404038.07000000 PA USD 1051945.48000000 0.003257424272 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AEXB6 10253327.95000000 PA USD 10222923.35000000 0.031656011920 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TGYT0 27571.71000000 PA USD 27693.24000000 0.000085754094 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5B25 263388.81000000 PA USD 274237.63000000 0.000849196397 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N AURIZON NETWORK PTY LTD 549300FNL9A7DVZKZ444 000000000 17130000.00000000 PA 10248039.69000000 0.031733786460 Long DBT CORP AU Y 2 2030-09-02 Fixed 2.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 201000.00000000 PA USD 186128.01000000 0.000576358669 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HGR6 38080.61000000 PA USD 36260.78000000 0.000112284093 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.59000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630KAA4 90903.43000000 PA USD 61658.48000000 0.000190929884 Long ABS-O CORP US N 2 2047-03-25 Floating 4.10000000 N N N N N N Vantage Data Centers Jersey Borrower SPV Limited 213800S5S638C9IBQ379 000000000 12435000.00000000 PA 17167138.21000000 0.053159268949 Long ABS-O CORP JE N 2 2039-05-28 Fixed 6.17000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDZ9 1960000.00000000 PA USD 1976268.00000000 0.006119654938 Long DBT CORP US N 2 2056-02-15 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 7765000.00000000 PA USD 8032659.55000000 0.024873703710 Long DBT CORP US N 2 2035-06-15 Fixed 5.30000000 N N N N N N JP Morgan Mortgage Trust N/A 46628LAD0 657875.62000000 PA USD 441941.57000000 0.001368503619 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AWY1 1647645.23000000 PA USD 1621675.72000000 0.005021634630 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJYT9 58990.74000000 PA USD 55770.58000000 0.000172697582 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N CIM Trust N/A 12559PAA2 60020003.03000000 PA USD 56689540.48000000 0.175543208899 Long ABS-MBS CORP US N 2 2058-06-25 Variable 2.63000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NBF9 71213000.00000000 PA USD 57166947.88000000 0.177021534993 Long DBT CORP US N 2 2044-07-15 Fixed 4.40000000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 3070067.47000000 PA USD 3063666.38000000 0.009486861646 Long LON CORP CA N 2 2030-09-20 Floating 5.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMTX2 140396251.60000000 PA USD 113904951.68000000 0.352714814023 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Countrywide Home Loans N/A 12669FV75 305066.59000000 PA USD 295966.00000000 0.000916479846 Long ABS-MBS CORP US N 2 2034-09-20 Variable 5.22000000 N N N N N N Neuberger Berman CLO Ltd 549300N83MM16HCONB28 64134AAJ1 35000000.00000000 PA USD 35055650.00000000 0.108552322685 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 5.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNS0 15887609.43000000 PA USD 15202359.20000000 0.047075190488 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 11616000.00000000 PA USD 8650202.88000000 0.026785970715 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Popular ABS Mortgage Pass-Through Trust N/A 73316PJF8 14991353.51000000 PA USD 14327923.15000000 0.044367436838 Long ABS-O CORP US N 2 2036-01-25 Variable 3.30000000 N N N N N N CIM Trust N/A 12563RAC8 50704678.70000000 PA USD 46277374.33000000 0.143301193140 Long ABS-MBS CORP US N 2 2056-08-25 Variable 2.40000000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 92943EAG1 4205775.12000000 PA USD 4216731.16000000 0.013057409049 Long LON CORP US N 2 2031-01-31 Floating 6.00000000 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 57061000.00000000 PA USD 56144600.34000000 0.173855762855 Long DBT CORP US N 2 2053-11-01 Fixed 6.15000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CF2 11566000.00000000 PA USD 11649043.88000000 0.036072095945 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161VAA8 45021935.82000000 PA USD 38489572.59000000 0.119185709117 Long ABS-MBS CORP US N 2 2046-09-19 Floating 4.67000000 N N N N N N Madison Park Funding Ltd N/A 55822AAY3 33270000.00000000 PA USD 33306696.81000000 0.103136564282 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.82000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205AY0 4438000.00000000 PA USD 4544068.20000000 0.014071031561 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.88000000 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 49425000.00000000 PA USD 46367569.50000000 0.143580488922 Long DBT CORP US N 2 2054-10-15 Fixed 5.45000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 1248MBAL9 2731179.64000000 PA USD 1597616.91000000 0.004947134808 Long ABS-O CORP US N 2 2037-02-25 Variable 3.50000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 411640AB1 9736700.83000000 PA USD 9132889.06000000 0.028280642928 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.27000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 7438000.00000000 PA USD 7870965.98000000 0.024373008028 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N HELIOS SOFT/ION CORP SOL N/A 42329HAB4 5724000.00000000 PA USD 5934986.64000000 0.018378109801 Long DBT CORP US N 2 2029-05-01 Fixed 8.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8076.71000000 0.000025010109 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2482823.86000000 USD 2118878.87000000 EUR 2025-10-10 8076.71000000 N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 660029.58000000 PA USD 661834.76000000 0.002049418579 Long LON CORP US N 2 2027-12-06 Floating 7.51000000 N N N N N N Banc of America Funding Corporation N/A 05950PAH6 381060.99000000 PA USD 313501.35000000 0.000970779309 Long ABS-MBS CORP US N 2 2046-09-20 Variable 4.07000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 37199000.00000000 PA USD 38397261.63000000 0.118899861639 Long ABS-O CORP US N 2 2073-07-25 Floating 6.45000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 1239000.00000000 PA USD 1052493.33000000 0.003259120728 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 4000.00000000 PA USD 3570.24000000 0.000011055503 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJ22 2457433.39000000 PA USD 2500385.22000000 0.007742621324 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AM1 200000.00000000 PA USD 178786.00000000 0.000553623611 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N Octagon Credit Partners 46, LTD N/A 67577VAN3 7250000.00000000 PA USD 7257873.50000000 0.022474523398 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 12165034.10000000 PA USD 11018366.26000000 0.034119157674 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388SEP6 3144.06000000 PA USD 3294.93000000 0.000010202985 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Mid-State Trust N/A 59549WAA1 34628.91000000 PA USD 34593.52000000 0.000107121304 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86000000 N N N N N N MASTR Asset Backed Securities Trust N/A 576449AD4 3207222.04000000 PA USD 944255.24000000 0.002923953756 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.69000000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 000000000 3800000.00000000 PA 4337389.43000000 0.013431035996 Long DBT CORP DE Y 2 2044-05-21 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5MZ0 890872.12000000 PA USD 927581.33000000 0.002872321804 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAF4 885415.19000000 PA USD 848338.43000000 0.002626940507 Long LON CORP US N 2 2029-03-01 Floating 7.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VFV0 5263.14000000 PA USD 5281.60000000 0.000016354851 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 525000.00000000 PA USD 548745.75000000 0.001699230387 Long DBT CORP US N 2 2035-01-23 Fixed 5.47000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAQ0 14348000.00000000 PA USD 12652353.36000000 0.039178915372 Long DBT US N 2 2031-10-15 Fixed 2.40000000 N N N N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 3883840.12000000 PA USD 3892753.53000000 0.012054189191 Long LON CORP NL N 2 2031-07-01 Floating 6.50000000 N N N N N N Equity One ABS Inc N/A 294751BP6 18394.78000000 PA USD 19272.46000000 0.000059678548 Long ABS-O CORP US N 2 2032-11-25 Variable 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYKS9 3655684.95000000 PA USD 3599501.42000000 0.011146113098 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 2.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579DE5 901724.04000000 PA USD 874728.95000000 0.002708660636 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.97000000 N N N N N N Potomac Energy Center, LLC 549300BHYFK6M9HVNA29 73767TAB2 2222283.35000000 PA USD 2234794.81000000 0.006920201660 Long LON CORP US N 2 2032-08-05 Floating 7.32000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 526808.26000000 0.001631299383 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 42244000.00000000 GBP 57400513.54000000 USD 2025-10-10 526808.26000000 N N N Taurus CMBS 635400SG2ZVJCYHITE32 000000000 5761681.87000000 PA 7792710.34000000 0.024130683853 Long ABS-MBS CORP IE Y 2 2031-05-17 Floating 7.64000000 N N N N N N Chase Mortgage Finance Corporation N/A 16162XAH0 1301032.13000000 PA USD 108234.68000000 0.000335156412 Long ABS-MBS CORP US N 2 2049-11-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 28648136.94000000 PA USD 26624034.05000000 0.082443222002 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A2XC0 20177249.92000000 PA USD 20225942.47000000 0.062631074694 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ4X7 52752.42000000 PA USD 53013.22000000 0.000164159220 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.50000000 N N N N N N Chase Mortgage Finance Corporation N/A 16163LAF9 488160.57000000 PA USD 486960.04000000 0.001507906525 Long ABS-MBS CORP US N 2 2035-06-25 Variable 6.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEL7 1361433.13000000 PA USD 1391922.51000000 0.004310187415 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2R3 1138072.00000000 PA USD 1172611.92000000 0.003631076517 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAK2 43250.00000000 PA USD 5392642.86000000 0.016698703571 Long ABS-O CORP US N 2 2028-09-11 None 0.00000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971XEQ7 3135000.00000000 PA USD 3082510.70000000 0.009545214428 Long DBT MUN US N 2 2031-08-01 Fixed 3.88000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 11550000.00000000 PA USD 11003107.50000000 0.034071907834 Long DBT CORP US N 2 2036-08-15 Floating 4.95000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AF8 4015000.00000000 PA USD 4275533.35000000 0.013239494228 Long DBT US N 2 2028-11-15 Fixed 6.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 1130000.00000000 PA USD 1177154.90000000 0.003645144179 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N American Home Mortgage Assets N/A 02660BAA0 43372751.45000000 PA USD 14990338.55000000 0.046418653410 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DUX0 6292.88000000 PA USD 6383.98000000 0.000019768449 Long ABS-MBS USGA US N 2 2035-10-20 Floating 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FV94 19885.51000000 PA USD 19862.39000000 0.000061505308 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A 02376AAA7 12388723.12000000 PA USD 11934676.42000000 0.036956577495 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 3565000.00000000 PA USD 3155951.90000000 0.009772630347 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N N SLM Student Loan Trust N/A 78446YAA1 6640451.97000000 PA USD 6461596.71000000 0.020008795475 Long ABS-O CORP US N 2 2029-01-25 Floating 5.17000000 N N N N N N DSLA Mortgage Loan Trust N/A 23333YAC9 4581789.11000000 PA USD 3816440.18000000 0.011817879455 Long ABS-MBS CORP US N 2 2037-03-19 Floating 4.39000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JM8 806494.51000000 PA USD 750077.58000000 0.002322668771 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020UZ65 2676.83000000 PA USD 2634.30000000 0.000008157298 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.69000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 13777867.60000000 PA USD 12487202.29000000 0.038667513294 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Countrywide Home Loans N/A 22239EAA4 769804.06000000 PA USD 645603.18000000 0.001999156333 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.74000000 N N N N N N SFAVE Commercial Mortgage Securities Trust 549300FIGODFFTOAAU64 78413MAA6 56465000.00000000 PA USD 49173618.09000000 0.152269618692 Long ABS-MBS CORP US N 2 2043-01-05 Variable 3.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBBB3 13490535.74000000 PA USD 12579615.91000000 0.038953678665 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Octagon Investment Partners 27, LTD. 6354001JUH8Y4IJVGL43 67590XAL6 10000000.00000000 PA USD 10006050.00000000 0.030984448110 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.93000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XZA4 1690949.49000000 PA USD 884537.71000000 0.002739034162 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 10464000.00000000 PA USD 9535006.08000000 0.029525826986 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N Nyack Park CLO, Ltd. N/A 67080PAE6 20000000.00000000 PA USD 20001000.00000000 0.061934524278 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.19000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 27580000.00000000 PA USD 22187282.60000000 0.068704504418 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GXE0 5457068.75000000 PA USD 4737692.84000000 0.014670604080 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.30000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 2924416.84000000 PA USD 2820234.49000000 0.008733057421 Long LON CORP US N 2 2028-05-03 Floating 8.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 2000.00000000 PA USD 1888.28000000 0.000005847193 Long DBT CORP GB N 2 2029-08-17 Fixed 2.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5J5 715711.41000000 PA USD 706620.46000000 0.002188100696 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAD4 3126407.10000000 PA USD 3093167.14000000 0.009578212855 Long ABS-O CORP US N 2 2083-07-26 Floating 5.70000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78571YBJ8 966728.99000000 PA USD 910740.88000000 0.002820174148 Long LON CORP US N 2 2028-06-30 Floating 9.26000000 N N N N N N VOLKSWAGEN FIN SERV AUST 529900VBZRQG6COX9X61 000000000 6200000.00000000 PA 4121910.18000000 0.012763789116 Long DBT CORP AU Y 2 2029-06-13 Fixed 5.11000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 1449000.00000000 PA USD 1134103.32000000 0.003511831888 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020U6K6 26145950.95000000 PA USD 5140150.15000000 0.015916841870 Long ABS-O CORP US N 2 2037-03-25 Variable 3.86000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GAA3 283531.26000000 PA USD 279567.12000000 0.000865699544 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.21000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 213800LBQA1Y9L22JB70 81378PAB4 31166657.84000000 PA USD 13967540.29000000 0.043251485585 Long ABS-O CORP US N 2 2037-02-25 Floating 4.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MX62 25201.92000000 PA USD 25172.61000000 0.000077948783 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 4.50000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661LAG3 9713294.96000000 PA USD 8833660.91000000 0.027354061601 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.67000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 336000.00000000 PA USD 334491.36000000 0.001035776374 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 12512.14000000 0.000038744734 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1310211.92000000 GBP 1776469.31000000 USD 2025-10-10 12512.14000000 N N N United Natural Foods Inc 549300GKGW6WPZ282D40 91116KAD7 6443015.80000000 PA USD 6488664.57000000 0.020092613036 Long LON CORP US N 2 2031-05-01 Floating 8.91000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -93350.63000000 -0.00028906688 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10665495.89000000 EUR 12444737.38000000 USD 2025-10-10 -93350.63000000 N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 12140000.00000000 PA USD 12410964.80000000 0.038431438464 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GC6 27535000.00000000 PA USD 28155088.20000000 0.087184240472 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVA4 4370.88000000 PA USD 3970.48000000 0.000012294874 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.00000000 N N N N N N Palmer Square CLO Ltd 549300A8L0VCZ9626397 69703PAL3 22000000.00000000 PA USD 22113058.00000000 0.068474662645 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.85000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783LAC4 20267949.90000000 PA USD 9737027.15000000 0.030151399651 Long LON CORP US N 2 2031-07-01 Floating 6.00000000 N N N N N N BLACKSTONE INDUSTRIAL PORTFOLI N/A 000000000 61751027.61000000 PA USD 61201443.46000000 0.189514638561 Long ABS-MBS CORP US N 3 2027-04-09 Fixed 2.23000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 2845000.00000000 PA USD 2522348.55000000 0.007810632343 Long DBT US N 2 2031-07-15 Fixed 2.38000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32029GAA2 42049337.23000000 PA USD 21996311.06000000 0.068113147411 Long ABS-O CORP US N 2 2037-03-25 Floating 4.55000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GQ81 5303476.01000000 PA USD 3210490.49000000 0.009941512984 Long ABS-MBS CORP US N 2 2036-02-25 Variable 4.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DCE2 4019.36000000 PA USD 4085.10000000 0.000012649803 Long ABS-MBS USGA US N 2 2034-07-20 Floating 4.63000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAA1 42270000.00000000 PA USD 39982520.91000000 0.123808730164 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAH4 11282000.00000000 PA USD 10553408.44000000 0.032679382593 Long DBT CORP ID N 2 2030-08-27 Fixed 3.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SCB1 2150470.06000000 PA USD 2198629.97000000 0.006808214652 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 5.00000000 N N N N N N DCP RIGHTS, LLC N/A 82539LAA9 68000000.00000000 PA USD 61385377.52000000 0.190084203508 Long ABS-MBS CORP US N 2 2027-01-15 Floating 7.20000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538WBZ0 5904278.62000000 PA USD 5572108.63000000 0.017254432139 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.47000000 N N N N N N GSAA Home Equity Trust N/A 362341NY1 20436.08000000 PA USD 22427.14000000 0.000069447239 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.91000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -25108.50000000 -0.00007775026 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4649726.72000000 GBP 6234885.51000000 USD 2025-10-10 -25108.50000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 5000000.00000000 PA USD 5422150.00000000 0.016790074537 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 000000000 3859712.15000000 PA USD 3868493.00000000 0.011979064728 Long LON CORP LU N 2 2028-05-05 Floating 6.41000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HCH2 169698.08000000 PA USD 166368.96000000 0.000515173360 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.11000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 51125000.00000000 PA USD 50283993.75000000 0.155707976188 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N Soundview Home Equity Loan Trust N/A 83611MDH8 616526.84000000 PA USD 613962.33000000 0.001901178182 Long ABS-O CORP US N 2 2035-06-25 Floating 4.95000000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LCE7 7248050.46000000 PA USD 7253269.06000000 0.022460265421 Long LON CORP US N 2 2031-12-15 Floating 6.54000000 N N N N N N Mativ Holdings Inc 549300Z1FU4IDULG1R21 80854EAJ7 3121847.74000000 PA USD 3106238.50000000 0.009618689255 Long LON CORP US N 2 2027-05-06 Floating 6.76000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07389XAC7 24212947.89000000 PA USD 22900056.48000000 0.070911659619 Long ABS-MBS CORP US N 2 2037-02-25 Variable 6.55000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAR2 25000000.00000000 PA USD 27376250.00000000 0.084772512388 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 000000000 975832.75000000 PA 1317403.90000000 0.004079435219 Long ABS-MBS CORP IE Y 2 2031-05-17 Floating 5.64000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RKR0 535538821.43000000 PA USD 28697972.38000000 0.088865320089 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMSB1 127409966.24000000 PA USD 109042990.17000000 0.337659403135 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 21339846.03000000 PA USD 22035311.61000000 0.068233915399 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376FLM2 6812.70000000 PA USD 284.60000000 0.000000881284 Long ABS-MBS USGA US N 2 2039-07-16 Floating 2.54000000 N N N N N N HPS Loan Management Ltd 529900WV2JMUABMCHN18 40440XAQ4 17750000.00000000 PA USD 17765868.50000000 0.055013280033 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 5.91000000 N N N N N N Countrywide Alternative Loan Trust N/A 02149DAN9 563432.71000000 PA USD 499335.37000000 0.001546227618 Long ABS-MBS CORP US N 2 2037-02-25 Variable 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ADUY1 2217339.79000000 PA USD 203975.46000000 0.000631624572 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 1.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 42405760.82000000 PA USD 39439339.18000000 0.122126729162 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 11203000.00000000 PA USD 11010868.55000000 0.034095940479 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5MD2 15609144.89000000 PA USD 14867648.70000000 0.046038735532 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971XGJ1 6450000.00000000 PA USD 6255171.30000000 0.019369584458 Long DBT MUN US N 2 2033-08-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328EAA6 5000000.00000000 PA USD 4542521.50000000 0.014066242094 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7Z74 5704404.94000000 PA USD 5719084.09000000 0.017709552143 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 147667000.00000000 PA USD 136130486.09000000 0.421537767902 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.52000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 4009000.00000000 PA USD 4318174.08000000 0.013371534293 Long DBT NUSS CR Y 2 2034-04-03 Fixed 6.55000000 N N N N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 22722062.19000000 PA USD 21847717.24000000 0.067653016040 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAW1 23220000.00000000 PA USD 20334450.60000000 0.062967077865 Long DBT US N 2 2031-04-01 Fixed 2.10000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FR67 48971.48000000 PA USD 47358.86000000 0.000146650090 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.81000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2114.00000000 NC -1390751.89000000 -0.00430656250 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXZ5 Comdty 2025-12-08 -270613361.13000000 EUR -1390751.89000000 N N N Residential Asset Securitization Trust N/A 45660LAP4 9119.99000000 PA USD 8313.41000000 0.000025743067 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.87000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 1615000.00000000 PA USD 1537011.65000000 0.004759466294 Long DBT CORP US N 2 2027-10-15 Fixed 1.83000000 N N N N N N Saxon Asset Securities Trust N/A 80556YAD7 137969.40000000 PA USD 102059.99000000 0.000316036044 Long ABS-O CORP US N 2 2047-05-25 Floating 4.51000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 430888.57000000 0.001334277216 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 168961484.60000000 EUR 199057749.04000000 USD 2025-10-10 430888.57000000 N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 6037432.35000000 PA USD 5107305.52000000 0.015815136129 Long LON CORP US N 2 2028-02-01 Floating 8.01000000 N N N N N N CIM Trust N/A 12556FAA7 66775873.02000000 PA USD 62765093.73000000 0.194356593244 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.00000000 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07400HAA1 789073.40000000 PA USD 692873.12000000 0.002145531077 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.63000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DZ0 13496000.00000000 PA USD 13281008.72000000 0.041125591571 Long DBT CORP US N 2 2053-06-01 Fixed 5.88000000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 12500000.00000000 PA 16983593.48000000 0.052590909590 Long DBT CORP NL Y 2 2032-09-06 Fixed 7.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329NU48 95750.41000000 PA USD 89200.91000000 0.000276216985 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Hudson Yards N/A 44421MAA8 81025000.00000000 PA USD 75952932.23000000 0.235193676578 Long ABS-MBS CORP US N 2 2041-12-10 Variable 3.04000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CZ0 7445000.00000000 PA USD 7597994.75000000 0.023527733129 Long DBT CORP US N 2 2035-05-15 Fixed 5.05000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661ECY8 15993532.69000000 PA USD 10672022.15000000 0.033046678413 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.86000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 7310000.00000000 PA USD 6994281.10000000 0.021658290715 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 109117919.69000000 PA USD 96265716.49000000 0.298093663074 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CZ1 55025000.00000000 PA USD 55755181.75000000 0.172649900392 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNX1 1291149.81000000 PA USD 1283312.56000000 0.003973868951 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHZA8 3293806.43000000 PA USD 2790577.10000000 0.008641221196 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32028TAD9 46094014.49000000 PA USD 25335616.55000000 0.078453545239 Long ABS-O CORP US N 2 2038-01-25 Floating 4.55000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -128680.57000000 -0.00039846857 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14694240.00000000 AUD 9611090.95000000 USD 2025-10-10 -128680.57000000 N N N Residential Asset Securitization Trust N/A 45660LAN9 109928.72000000 PA USD 110318.45000000 0.000341608955 Long ABS-MBS CORP US N 2 2034-12-25 Variable 6.34000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 9365000.00000000 PA USD 9623942.25000000 0.029801224185 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N XEROX CORPORATION 4KF48RN45X1OO8UBLY20 984121CS0 4500000.00000000 PA USD 4576950.00000000 0.014172852402 Long DBT CORP US N 2 2030-10-15 Fixed 10.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPB1 192570000.00000000 PA USD 192171320.40000000 0.595072211838 Long DBT UST US N 2 2027-09-30 Fixed 3.50000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 251510KC6 192566.58000000 PA USD 156264.68000000 0.000483884736 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Voya CLO Ltd N/A 92918BAS2 17500000.00000000 PA USD 17521052.50000000 0.054255189812 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 6.33000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -45208.13000000 -0.00013999020 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6532417.85000000 EUR 7634137.56000000 USD 2025-10-10 -45208.13000000 N N N Indymac Manufactured Housing Contract N/A 22540ABC1 13566.26000000 PA USD 13611.46000000 0.000042148857 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 8511000.00000000 PA USD 7137409.71000000 0.022101498673 Long DBT CORP US N 2 2029-05-01 Fixed 7.88000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AX2 1120000.00000000 PA USD 1207640.00000000 0.003739543467 Long DBT CORP US N 2 2033-09-15 Fixed 6.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGYU7 173582768.68000000 PA USD 140768980.65000000 0.435901197427 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406N4F8 12181.38000000 PA USD 12226.23000000 0.000037859393 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.50000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333TAQ2 19482000.00000000 PA USD 19117571.66000000 0.059198925360 Long ABS-O CORP US N 2 2038-10-17 Fixed 4.01000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 5490039.88000000 PA USD 4997912.71000000 0.015476393484 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Pediatric Associates Holding Company LLC N/A 70533DAF7 4582513.90000000 PA USD 4392958.21000000 0.013603108690 Long LON CORP US N 2 2028-12-29 Floating 7.82000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 26040000.00000000 PA USD 26559758.40000000 0.082244187863 Long DBT US N 2 2030-03-15 Fixed 4.90000000 N N N N N N Wells Fargo Alternative Loan Trust N/A 949922AA6 59047.74000000 PA USD 53313.20000000 0.000165088129 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ASW9 24878.88000000 PA USD 24022.50000000 0.000074387386 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 000000000 2320000.00000000 PA 2819637.54000000 0.008731208923 Long DBT CORP IE N 2 2029-04-29 Fixed 5.00000000 N N N N N N Banc of America Funding Corporation N/A 05950DAD2 19762.97000000 PA USD 17842.29000000 0.000055249924 Long ABS-MBS CORP US N 2 2036-06-20 Variable 5.55000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05491YAA8 122930000.00000000 PA USD 119949783.42000000 0.371433067019 Long ABS-MBS CORP US N 2 2038-08-10 Variable 4.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1ZR9 5688811.47000000 PA USD 5643872.48000000 0.017476654024 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTV0 10114706.84000000 PA USD 10028880.11000000 0.031055143175 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Citicorp Mortgage Securities, Inc. 549300ISEJNGWSXAKR30 172973N96 60669.04000000 PA USD 59746.55000000 0.000185009457 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAK6 1884000.00000000 PA USD 1846696.80000000 0.005718428468 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AZ6 9507000.00000000 PA USD 9807611.34000000 0.030369968634 Long DBT CORP US N 2 2034-06-15 Fixed 5.38000000 N N N N N N MASTR Asset Backed Securities Trust N/A 576457AC9 8093792.63000000 PA USD 7869769.40000000 0.024369302733 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.69000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 139271.72000000 0.000431264822 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 38656653.00000000 AUD 25762030.57000000 USD 2025-10-10 139271.72000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 995104000.00000000 PA USD 1017416102.48000000 3.150501589949 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93363EAD7 5379363.86000000 PA USD 4720682.81000000 0.014617931308 Long ABS-MBS CORP US N 2 2036-09-25 Variable 4.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 40661.10000000 0.000125909998 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5122066.44000000 EUR 6062033.24000000 USD 2025-10-10 40661.10000000 N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32029AAE7 8119984.36000000 PA USD 7479847.83000000 0.023161882757 Long ABS-O CORP US N 2 2037-12-25 Floating 4.69000000 N N N N N N Residential Asset Securities Corporation N/A 76113ABL4 74926.58000000 PA USD 74477.05000000 0.000230623501 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.77000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAB5 2878000.00000000 PA USD 3029382.80000000 0.009380700093 Long DBT CORP CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036TP1 114311.39000000 PA USD 108115.75000000 0.000334788137 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.81000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M4F6 1473931.21000000 PA USD 1439460.82000000 0.004457393185 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.98000000 N N N N N N EQUINIX EU 2 FINANCING C 254900FSZR46BPMCKI50 000000000 20680000.00000000 PA 23856267.45000000 0.073872635147 Long DBT US N 2 2034-11-22 Fixed 3.63000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAF9 27796272.06000000 PA USD 27240346.62000000 0.084351677870 Long LON US N 2 2029-03-01 Floating 4.97000000 N N N N N N Oman Government International Bonds 549300SZ20F0QTKNQC75 000000000 7500000.00000000 PA USD 7686825.00000000 0.023802802339 Long DBT NUSS OM Y 2 2028-01-17 Fixed 5.63000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541SAL2 2157.96000000 PA USD 2163.64000000 0.000006699865 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4TL7 1195983.25000000 PA USD 1245060.32000000 0.003855418159 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQ29 2646115.28000000 PA USD 2583024.48000000 0.007998519692 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 31784.00000000 NC USD 1341908.20000000 0.004155314533 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ5 Comdty 2025-12-31 6622394045.19000000 USD 1341908.20000000 N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02072UAC6 7140060.57000000 PA USD 7139168.06000000 0.022106943529 Long LON CORP US N 2 2031-09-30 Floating 6.16000000 N N N N N N Rad CLO Ltd N/A 75009AAU4 22150000.00000000 PA USD 22205264.25000000 0.068760185881 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 11654276.39000000 PA USD 10857865.10000000 0.033622154374 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UEA3 35570000.00000000 PA USD 35853492.90000000 0.111022900179 Long DBT CORP US N 2 2056-02-15 Fixed 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3F4 65446563.47000000 PA USD 53346810.67000000 0.165192207421 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -26389.43000000 -0.00008171675 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2669294.68000000 GBP 3567320.42000000 USD 2025-10-10 -26389.43000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DXX2 353215.57000000 PA USD 384348.66000000 0.001190163062 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 11.12000000 N N N N N N Carrington Mortgage Loan Trust N/A 144528AD8 46429000.00000000 PA USD 39180634.52000000 0.121325631715 Long ABS-O CORP US N 2 2036-08-25 Floating 4.75000000 N N N N N N Fort Bend Independent School District N/A 346843VR3 2860000.00000000 PA USD 2942107.74000000 0.009110446640 Long DBT MUN US N 2 2053-08-15 Fixed 5.00000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCE2 5610846.20000000 PA USD 5611126.74000000 0.017375254502 Long LON CORP US N 2 2032-08-19 Floating 6.66000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 46628GAQ2 3564868.96000000 PA USD 1985000.67000000 0.006146696274 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 29167000.00000000 PA USD 24637073.23000000 0.076290455983 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Astrion Group, LLC N/A 29288KAE7 2992461.83000000 PA USD 2910169.13000000 0.009011546454 Long LON CORP US N 2 2031-08-29 Floating 9.29000000 N N N N N N X Corp. N/A 90184NAG3 4326358.74000000 PA USD 4250041.77000000 0.013160557731 Long LON CORP US N 2 2029-10-26 Floating 10.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXJ6 2785574.71000000 PA USD 2532697.06000000 0.007842677243 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Navarro Independent School District N/A 639285SV8 2250000.00000000 PA USD 2337851.25000000 0.007239323283 Long DBT MUN US N 2 2055-02-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 8100.00000000 NC USD 26761096.66000000 0.082867646158 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNZ5 Comdty 2025-12-19 945745153.34000000 USD 26761096.66000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKU23 7374861.88000000 PA USD 6011398.30000000 0.018614723961 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CIFC Funding Ltd 254900JEH56UBUEZJW15 12551JAN6 3475000.00000000 PA USD 3478391.60000000 0.010771087895 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 6.13000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 25524000.00000000 PA USD 23533893.72000000 0.072874381879 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKVC9 50782523.04000000 PA USD 43556219.27000000 0.134874942246 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJW8 437696.50000000 PA USD 447498.74000000 0.001385711793 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 5.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -136108.31000000 -0.00042146909 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 39798195.43000000 USD 33738463.70000000 EUR 2025-10-10 -136108.31000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSVF1 390452107.65000000 PA USD 316505538.72000000 0.980081994510 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N CIM Trust N/A 12560YAA0 60554271.61000000 PA USD 55031060.79000000 0.170407608148 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.25000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333PAN7 23777000.00000000 PA USD 22434812.13000000 0.069470997277 Long ABS-O CORP US N 2 2040-08-17 Fixed 3.83000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAB9 4997000.00000000 PA USD 4962620.64000000 0.015367109070 Long DBT CORP GB N 2 2026-07-26 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB71 1571575.48000000 PA USD 1423439.84000000 0.004407783077 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPA3 2135650000.00000000 PA USD 2124888331.51000000 6.579868404451 Long DBT UST US N 2 2030-09-30 Fixed 3.63000000 N N N N N N Cleanova US Holdings LLC 254900Q8HEK85N92G859 000000000 2121094.03000000 PA USD 2121094.03000000 0.006568119078 Long LON CORP US N 2 2032-06-14 Floating 8.81000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333HAL9 3973000.00000000 PA USD 3890130.37000000 0.012046066389 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.53000000 N N N N N N Credit-Based Asset Servicing and Securitization 213800LBQA1Y9L22JB70 81376WAC9 167664.93000000 PA USD 114282.68000000 0.000353884476 Long ABS-O CORP US N 2 2036-06-25 Floating 4.55000000 N N N N N N Northwest Independent School District N/A 667826HF1 11395000.00000000 PA USD 11855904.96000000 0.036712656046 Long DBT MUN US N 2 2055-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 5806.55000000 PA USD 5551.71000000 0.000017191266 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 22921.32000000 0.000070977503 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6149247.06000000 USD 5250340.92000000 EUR 2025-10-10 22921.32000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VYX2 18463.02000000 PA USD 18588.68000000 0.000057561174 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 4.50000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 9384000.00000000 PA USD 8360111.76000000 0.025887682854 Long DBT NUSS RO Y 2 2032-03-27 Fixed 3.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ELE3 34770433.44000000 PA USD 34761805.16000000 0.107642411162 Long ABS-MBS USGA US N 2 2053-08-20 Floating 5.39000000 N N N N N N HEARTLAND DENTAL LLC 5493008FRC0GRKBN1075 42236WAX5 5678407.15000000 PA USD 5675596.34000000 0.017574889221 Long LON CORP US N 2 2032-08-25 Floating 7.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UVX7 6789702.76000000 PA USD 6173325.80000000 0.019116144024 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 38874000.00000000 PA USD 40096252.98000000 0.124160909638 Long ABS-O CORP US N 2 2083-01-25 Floating 5.80000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAM9 928000.00000000 PA USD 921875.20000000 0.002854652365 Long DBT US N 2 2027-12-15 Fixed 3.88000000 N N N N N N CIM Trust N/A 12566LAB0 138237606.26000000 PA USD 128773085.60000000 0.398755052074 Long ABS-MBS CORP US N 2 2057-06-25 Variable 1.95000000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAF3 1314783.93000000 PA USD 1314816.80000000 0.004071424079 Long LON CORP US N 2 2027-08-01 Floating 6.13000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 9393366H1 2021565.47000000 PA USD 1759709.26000000 0.005449065341 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.77000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 000000000 23965000.00000000 PA 30220943.37000000 0.093581308478 Long DBT US N 2 2030-07-06 Fixed 4.88000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 2025000.00000000 PA USD 1909129.50000000 0.005911755780 Long DBT US N 2 2030-01-15 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCB6 3473330.55000000 PA USD 3320894.41000000 0.010283386603 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N SLM Student Loan Trust 5493007758ACJK074H95 78442GRX6 15739474.93000000 PA USD 15460544.68000000 0.047874680258 Long ABS-O CORP US N 2 2041-01-25 Floating 4.77000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5962.04000000 -0.00001846188 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 15100870.81000000 USD 12840449.62000000 EUR 2025-10-10 -5962.04000000 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 5900000.00000000 PA USD 5806249.00000000 0.017979464509 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N SLM Student Loan Trust GX18J72G8XB30P3MQA62 78442GKD7 23711.04000000 PA USD 22898.61000000 0.000070907180 Long ABS-O CORP US N 2 2068-12-15 Floating 5.22000000 N N N N N N X Corp. N/A 90184NAK4 3208791.59000000 PA USD 3223279.28000000 0.009981114385 Long LON CORP US N 2 2029-10-26 Fixed 9.50000000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAN3 2008072.68000000 PA USD 840047.08000000 0.002601265750 Long LON CORP US N 2 2030-01-24 Floating 10.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2TJ1 64417800.78000000 PA USD 52150504.47000000 0.161487759874 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCZ4 37037726.02000000 PA USD 29997425.80000000 0.092889170366 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Dave & Buster's, Inc. 549300JAVWTAY1FT5Z45 23833EAY0 4755680.21000000 PA USD 4407921.09000000 0.013649442316 Long LON CORP US N 2 2031-11-01 Floating 7.56000000 N N N N N N Residential Accredit Loans, Inc. N/A 74923HBG5 18389353.51000000 PA USD 226411.56000000 0.000701099558 Long ABS-MBS CORP US N 2 2037-03-25 Variable 0.39000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 86359DUR6 254788.59000000 PA USD 254521.16000000 0.000788142941 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.57000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAN2 4410000.00000000 PA USD 4513679.10000000 0.013976929543 Long DBT CORP IE N 2 2030-04-01 Fixed 5.10000000 N N N N N N CIM Trust N/A 12563GAB4 147628466.34000000 PA USD 137073355.78000000 0.424457431204 Long ABS-MBS CORP US N 2 2061-12-27 Variable 2.25000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BL2 27035000.00000000 PA USD 27608142.00000000 0.085490582520 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD55 6559755.40000000 PA USD 6218439.32000000 0.019255841259 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 820000.00000000 PA USD 734679.00000000 0.002274985968 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N UMBS, TBA N/A 01F0206A2 162200000.00000000 PA USD 130834412.80000000 0.405138098897 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 2.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -280.65000000 -0.00000086905 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 100000.00000000 EUR 117276.83000000 USD 2025-10-10 -280.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -42314.69000000 -0.00013103045 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4985700.00000000 AUD 3262352.91000000 USD 2025-10-10 -42314.69000000 N N N Fannie Mae - CAS N/A 20753WAE6 9820160.88000000 PA USD 10000111.40000000 0.030966058811 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 7.87000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 12700000.00000000 PA USD 11536934.00000000 0.035724939699 Long DBT CORP US N 2 2045-07-20 Fixed 5.13000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAA7 17969218.36000000 PA USD 17974566.90000000 0.055659529526 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.48000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660NT96 29599.19000000 PA USD 25845.32000000 0.000080031878 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.13000000 N N N N N N Residential Asset Securitization Trust N/A 45660LAR0 176507.67000000 PA USD 172658.41000000 0.000534649091 Long ABS-MBS CORP US N 2 2034-12-25 Variable 6.17000000 N N N N N N GLOBAL SWITCH FINANCE 635400GVJAKOJNEUMF33 000000000 63777000.00000000 PA 70945265.50000000 0.219687079074 Long DBT CORP NL Y 2 2030-10-07 Fixed 1.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNJX2 14370036.92000000 PA USD 11633502.94000000 0.036023972315 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9N25 13058512.68000000 PA USD 12878326.49000000 0.039878657300 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 525226AG1 5409531.19000000 PA USD 5665598.92000000 0.017543931496 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.67000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 3758000.00000000 PA USD 1435819.06000000 0.004446116215 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMY6 243723.41000000 PA USD 253516.11000000 0.000785030731 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAC8 5393.21000000 PA USD 5368.59000000 0.000016624222 Long ABS-O CORP US N 2 2021-10-25 Floating 5.60000000 N N N N N N CIT EDUCATION LOAN TRUST N/A 17284LAB0 4591540.78000000 PA USD 4289541.83000000 0.013282872487 Long ABS-O CORP US N 2 2042-06-25 Floating 4.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZV4 139880.62000000 PA USD 138945.91000000 0.000430255929 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MS2X7 1989.60000000 PA USD 2071.94000000 0.000006415910 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922UAU7 43522432.98000000 PA USD 754265.52000000 0.002335637026 Long ABS-MBS CORP US N 2 2037-06-25 Variable 0.45000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 13180000.00000000 PA USD 13440568.60000000 0.041619680129 Long DBT US N 2 2029-01-15 Fixed 5.30000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556CP8 1404000.00000000 PA USD 1541128.68000000 0.004772214971 Long DBT CORP US N 2 2036-05-15 Fixed 6.40000000 N N N N N N JP Morgan Mortgage Trust N/A 46630UAE4 955131.34000000 PA USD 807363.73000000 0.002500059423 Long ABS-MBS CORP US N 2 2037-05-25 Variable 5.23000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CB4 6685000.00000000 PA USD 5759060.65000000 0.017833342415 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 74169671.64000000 PA USD 60315560.21000000 0.186771437838 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N GUGGENHEIM PARTNERS LLC N/A 36173YAB6 2258778.44000000 PA USD 2268942.94000000 0.007025943783 Long LON CORP US N 2 2031-11-26 Floating 6.50000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UBV5 898178.98000000 PA USD 682802.76000000 0.002114347488 Long ABS-MBS CORP US N 2 2045-01-19 Floating 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417ACR8 4702884.03000000 PA USD 4486011.00000000 0.013891253297 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86362RAA9 11937280.91000000 PA USD 11545253.44000000 0.035750701439 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJE5 15625470.17000000 PA USD 14993673.35000000 0.046428979857 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DB0 18900000.00000000 PA USD 19755981.00000000 0.061175805454 Long DBT CORP US N 2 2034-04-01 Fixed 5.65000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 19060000.00000000 PA USD 20070370.60000000 0.062149335293 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BK8 16090000.00000000 PA USD 15982357.90000000 0.049490512143 Long DBT CORP US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Banc of America Mortgage Securities N/A 05949AHR4 11336.64000000 PA USD 10961.49000000 0.000033943036 Long ABS-MBS CORP US N 2 2034-07-25 Variable 5.84000000 N N N N N N NATL GAS TRANSMISSION FPCHGTHKVH9ZWXS7S453 000000000 19220000.00000000 PA 23674955.82000000 0.073311190742 Long DBT CORP GB Y 2 2030-04-05 Fixed 4.25000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205AU8 1248000.00000000 PA USD 1229866.56000000 0.003808369597 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N Chase Mortgage Finance Corporation N/A 16163CAB8 269235.19000000 PA USD 241954.64000000 0.000749229814 Long ABS-MBS CORP US N 2 2036-09-25 Variable 4.16000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1568682000.00000000 NC USD 584647.78000000 0.001810403586 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1568682000.00000000 OU Notional Amount N/A 584647.78000000 0.00000000 DIR US N/A N/A 2028-03-31 0.00000000 N/A 0.00000000 N/A 1568682000.00000000 USD 1.00000000 4.00000000 USD 2026-03-31 XXXX -2046031.93000000 N N N Xerox Holdings Corp 4KF48RN45X1OO8UBLY20 98415LAY2 9688587.82000000 PA USD 9016442.04000000 0.027920056418 Long LON CORP US N 2 2029-11-19 Floating 8.16000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4M7 1507846.09000000 PA USD 1492849.20000000 0.004622714115 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.85000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 995000.00000000 PA USD 718658.65000000 0.002225377811 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5G1 58271001.86000000 PA USD 57763153.18000000 0.178867727265 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N LONDON POWER NETWORKS 213800JDI3GTKPG4XI38 000000000 800000.00000000 PA 939417.01000000 0.002908971832 Long DBT CORP GB Y 2 2037-06-11 Fixed 3.84000000 N N N N N N CIM Trust N/A 12570GAB5 180744540.90000000 PA USD 175130145.52000000 0.542302997332 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.50000000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAP9 2814847.14000000 PA USD 2823587.24000000 0.008743439451 Long LON CORP US N 2 2028-07-31 Floating 7.28000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HTWM4 1591592.32000000 PA USD 1584368.62000000 0.004906110532 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 4.99000000 N N N N N N EUROGRID GMBH 967600Q53854Z2NBCC81 000000000 7300000.00000000 PA 7009788.92000000 0.021706311787 Long DBT CORP DE Y 2 2033-04-21 Fixed 0.74000000 N N N N N N ChaseFlex Trust N/A 16165MAD0 3331118.78000000 PA USD 2807865.31000000 0.008694755372 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.04000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCZ6 32629.63000000 PA USD 32335.13000000 0.000100128038 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N Barracuda Networks Inc 549300CXGRZWNMPU8080 06832FAB3 4811980.82000000 PA USD 4056812.61000000 0.012562209843 Long LON CORP US N 2 2029-08-15 Floating 8.81000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 7785156.87000000 PA USD 7804892.24000000 0.024168405976 Long LON CORP US N 2 2030-12-20 Floating 5.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5FW7 5140695.84000000 PA USD 5013752.11000000 0.015525441317 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5284.89000000 -0.00001636503 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2224835.95000000 USD 1888056.03000000 EUR 2025-10-10 -5284.89000000 N N N Equity One ABS Inc N/A 294751BE1 1944.48000000 PA USD 1909.11000000 0.000005911695 Long ABS-O CORP US N 2 2033-02-25 Variable 5.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B64Y6 21578801.33000000 PA USD 21217234.27000000 0.065700680517 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 4.92000000 N N N N N N Residential Funding Mtg Sec I N/A 74958CAB6 24164.72000000 PA USD 20416.86000000 0.000063222264 Long ABS-MBS CORP US N 2 2036-11-25 Variable 5.49000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 128645.33000000 0.000398359447 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9610694.20000000 USD 14694240.00000000 AUD 2025-10-07 128645.33000000 N N N Farmers Exchange Capital N/A 309588AE1 18415000.00000000 PA USD 19038163.60000000 0.058953032633 Long DBT CORP US N 2 2048-07-15 Fixed 7.20000000 N N N N N N New York City Transitional Finance Authority 5493003476LG35QAKM08 64972JWN4 5065000.00000000 PA USD 5305673.61000000 0.016429397080 Long DBT MUN US N 2 2054-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 40761609.97000000 PA USD 37857380.31000000 0.117228080592 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630KAU0 222869.38000000 PA USD 211541.04000000 0.000655051931 Long ABS-O CORP US N 2 2047-03-25 Floating 4.55000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAG0 2200000.00000000 PA USD 2178418.00000000 0.006745626844 Long DBT CORP GB N 2 2028-11-03 Fixed 3.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYG9 66470402.90000000 PA USD 60243674.24000000 0.186548837800 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DA0 24688.90000000 PA USD 23074.73000000 0.000071452548 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 40022000.00000000 PA USD 26645046.72000000 0.082508289234 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 2763706.39000000 PA USD 2651817.74000000 0.008211542932 Long LON CORP US N 2 2029-01-20 Floating 9.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AP78 4433735.07000000 PA USD 4232598.94000000 0.013106544763 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Medina Valley Independent School District N/A 584887WW9 1570000.00000000 PA USD 1594614.46000000 0.004937837507 Long DBT MUN US N 2 2050-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ATR9 11816.61000000 PA USD 11406.47000000 0.000035320948 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLS4 9320089.82000000 PA USD 8656041.44000000 0.026804050233 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696CA5 3000000.00000000 PA USD 3012210.00000000 0.009327523292 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N GSR Mortgage Loan Trust 784F5XWPLTWKTBV3E584 36242DBU6 3215.55000000 PA USD 3207.47000000 0.000009932159 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RLR8 20664.39000000 PA USD 20526.31000000 0.000063561184 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZ45 8319976.04000000 PA USD 7993003.31000000 0.024750905332 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVU1 25592.91000000 PA USD 25563.15000000 0.000079158118 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABR9 43937639.07000000 PA USD 41849878.00000000 0.129591134695 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N Grifols Worldwide Operations USA Inc N/A 39843PAG8 3113882.68000000 PA USD 3108137.57000000 0.009624569861 Long LON CORP US N 2 2027-11-15 Floating 6.26000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333TAJ8 17400000.00000000 PA USD 17008559.16000000 0.052668217601 Long ABS-O CORP US N 2 2038-10-17 Fixed 2.38000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86361XAA7 6969858.12000000 PA USD 6245483.55000000 0.019339585648 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.39000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 24498000.00000000 PA USD 25194723.12000000 0.078017258675 Long DBT US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HUQ3 894.87000000 PA USD 938.13000000 0.000002904986 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NQJ6 1312807.23000000 PA USD 116586.39000000 0.000361018079 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 2.13000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07389MAE7 1588573.61000000 PA USD 1578501.89000000 0.004887943784 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZF0 39012067.28000000 PA USD 35357545.17000000 0.109487162630 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RQU7 58406304.71000000 PA USD 4337001.04000000 0.013429833318 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XU6Q5 10024894.49000000 PA USD 9074917.94000000 0.028101131217 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3A6 31448.88000000 PA USD 29335.53000000 0.000090839562 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 29781580.45000000 PA USD 27746414.46000000 0.085918753063 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N INTELSAT EMERGENCE SA N/A 000000000 1305664.00000000 NS USD 731171.84000000 0.002264125797 Long EC CORP LU N 3 N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 98919XAB7 6475486.96000000 PA USD 6401148.37000000 0.019821612876 Long LON CORP US N 2 2027-03-09 Floating 7.28000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376T2W1 21291.27000000 PA USD 2199.62000000 0.000006811280 Long ABS-MBS USGA US N 2 2040-01-16 Floating 2.14000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 2325000.00000000 PA USD 2399376.75000000 0.007429841386 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579SU3 184245.73000000 PA USD 156327.90000000 0.000484080501 Long ABS-MBS CORP US N 2 2035-06-25 Variable 4.98000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2R7 1082669.56000000 PA USD 1072897.75000000 0.003322304472 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.50000000 N N N N N N Countrywide Alternative Loan Trust N/A 02149MAP4 517030.56000000 PA USD 138615.07000000 0.000429231459 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AEL7 19789.61000000 PA USD 19816.98000000 0.000061364693 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 4.50000000 N N N N N N LA FRANCAISE DES JEUX SA 969500R4CLSQFTYYI535 000000000 17900000.00000000 PA 20701654.63000000 0.064104151356 Long DBT CORP FR Y 2 2033-11-21 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9SR5 19514506.41000000 PA USD 18850328.43000000 0.058371387621 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 56833000.00000000 PA USD 52080056.21000000 0.161269611808 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 20340000.00000000 PA USD 8141288.40000000 0.025210080699 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 02557TAE9 58030000.00000000 PA USD 57859972.10000000 0.179167533962 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N GREAT CAN GAMING/RAPTOR 549300FU60SSFLTE0M84 389925AA6 4430000.00000000 PA USD 4383263.50000000 0.013573088328 Long DBT CORP XX N 2 2029-11-15 Fixed 8.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TC29 8645542.99000000 PA USD 8796652.64000000 0.027239462852 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 206275562.08000000 PA USD 174708464.03000000 0.540997230496 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433QR0 930433.23000000 PA USD 896761.32000000 0.002776885443 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.20000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 746815.14000000 PA USD 746930.90000000 0.002312924851 Long LON CORP US N 2 2028-01-31 Floating 6.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAW3 100875.53000000 PA USD 82137.81000000 0.000254345592 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NJA7 24064.36000000 PA USD 22605.19000000 0.000069998584 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161MAA8 32967530.55000000 PA USD 10311122.66000000 0.031929127379 Long ABS-MBS CORP US N 2 2047-07-19 Floating 5.06000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 94884.14000000 0.000293815512 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 24981291.88000000 USD 21330991.78000000 EUR 2025-10-10 94884.14000000 N N N WAMU Mortgage Pass-Through Certificates N/A 93363CAB5 3852867.54000000 PA USD 3643830.21000000 0.011283380361 Long ABS-MBS CORP US N 2 2046-07-25 Floating 5.13000000 N N N N N N SOUTH FIELD LLC 549300M3RBW5ZIH20760 83783XAE6 147322.67000000 PA USD 147875.13000000 0.000457905896 Long LON CORP US N 2 2031-08-29 Floating 7.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 4277.35000000 0.000013245119 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6953605.79000000 USD 5918707.38000000 EUR 2025-10-10 4277.35000000 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 2090000.00000000 PA USD 1986189.70000000 0.006150378190 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N MASTR Seasoned Securitization Trust N/A 55265WBD4 5753.15000000 PA USD 5664.43000000 0.000017540311 Long ABS-MBS CORP US N 2 2032-10-25 Variable 6.72000000 N N N N N N Residential Accredit Loans, Inc. N/A 75115AAG6 41041209.36000000 PA USD 1170437.83000000 0.003624344292 Long ABS-MBS CORP US N 2 2036-08-25 Variable 0.79000000 N N N N N N Equity One ABS Inc N/A 294751AG7 43668.26000000 PA USD 42469.45000000 0.000131509683 Long ABS-MBS CORP US N 2 2029-11-25 Variable 7.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83U7 60852.08000000 PA USD 60012.42000000 0.000185832742 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KD6 2105674.24000000 PA USD 1961780.04000000 0.006074791936 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CU77 15421865.35000000 PA USD 14343055.44000000 0.044414295054 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 525221EM5 200037.43000000 PA USD 187687.46000000 0.000581187618 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.81000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWZ6 27093376.28000000 PA USD 26913137.87000000 0.083338452618 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 59601316.48000000 PA USD 52059901.11000000 0.161207200102 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 3838479.03000000 PA USD 3845676.18000000 0.011908410816 Long LON CORP CA N 2 2031-01-15 Floating 8.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKQ7 11809226.43000000 PA USD 10992998.92000000 0.034040605895 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 25995000.00000000 PA 29913382.84000000 0.092628925341 Long DBT CORP ES Y 2 2028-10-15 Fixed 3.88000000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 27407200.00000000 PA 30696331.93000000 0.095053383090 Long DBT CORP FR Y 2 2026-07-30 None 0.00000000 N N N N N Worldline SA EUR XXXX N N N CASTLE US HOLDING CORPORATION 254900VXLMLPIE9ID612 14852DAG6 322893.24000000 PA USD 327274.90000000 0.001013430090 Long LON CORP US N 2 2030-04-29 Floating 9.20000000 N N Y N N N DSLA Mortgage Loan Trust N/A 23332UDU5 53453.91000000 PA USD 52165.06000000 0.000161532832 Long ABS-MBS CORP US N 2 2045-07-19 Floating 4.73000000 N N N N N N WERFEN SA/SPAIN 9598003BHZ02SG7LKD16 000000000 2800000.00000000 PA 3308390.44000000 0.010244667168 Long DBT CORP ES Y 2 2032-02-12 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 277589255.80000000 PA USD 270653765.97000000 0.838098707044 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Jersey City Municipal Utilities Authority N/A 476624BH3 125000.00000000 PA USD 127349.25000000 0.000394346043 Long DBT MUN US N 2 2027-05-15 Fixed 5.47000000 N N N N N N UMBS, TBA N/A 01F0526A5 277000000.00000000 PA USD 279354500.00000000 0.865041151073 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1213.41000000 0.000003757410 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 134241.30000000 GBP 181944.40000000 USD 2025-10-10 1213.41000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -30954.89000000 -0.00009585402 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5431433.80000000 AUD 3569158.10000000 USD 2025-10-10 -30954.89000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 2715000.00000000 PA USD 2862153.00000000 0.008862861080 Long DBT CORP US N 2 2035-01-23 Fixed 5.68000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAV2 7168000.00000000 PA USD 7583887.36000000 0.023484048588 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N Countrywide Home Loans N/A 12669FT52 492055.74000000 PA USD 467610.95000000 0.001447990687 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.58000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333TAL3 13425000.00000000 PA USD 13111757.16000000 0.040601492033 Long ABS-O CORP US N 2 2038-10-17 Fixed 2.53000000 N N N N N N Banc of America Mortgage Securities N/A 05952HAZ2 306249.11000000 PA USD 263701.83000000 0.000816571541 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118TB4 7178439.33000000 PA USD 4810809.86000000 0.014897016152 Long ABS-MBS CORP US N 2 2036-01-25 Variable 5.16000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027EAB7 771866.99000000 PA USD 770343.56000000 0.002385423824 Long ABS-O CORP US N 2 2036-04-25 Floating 4.57000000 N N N N N N Madison Park Funding Ltd N/A 55820NAW1 9422617.86000000 PA USD 9425143.12000000 0.029185628488 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGP6 99355.84000000 PA USD 101580.92000000 0.000314552570 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 5.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAR1 11840000.00000000 PA USD 10305062.40000000 0.031910361352 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFF5 213180438.15000000 PA USD 207788264.94000000 0.643431195427 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B72K6 63592.24000000 PA USD 62624.63000000 0.000193921637 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 4.97000000 N N N N N N SHOWTIME ACQUISITION LLC 54930002EOYTEFEJFW69 82540EAC8 7353990.92000000 PA USD 7390760.87000000 0.022886018626 Long LON CORP US N 2 2031-08-16 Floating 8.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395XW84 420428.00000000 PA USD 48584.76000000 0.000150446177 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 2.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0226A4 428675000.00000000 PA USD 369068384.26000000 1.142846597942 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 16250000.00000000 PA USD 17030812.50000000 0.052737126657 Long DBT CORP US N 2 2036-01-18 Fixed 5.59000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 000000000 9445000.00000000 PA 11274883.85000000 0.034913482703 Long DBT CORP NL Y 2 2043-02-20 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 66030000.00000000 PA USD 64191724.80000000 0.198774258192 Long DBT CORP US N 2 2028-06-02 Fixed 2.39000000 N N N N N N CIM Trust N/A 12555VAA3 32155166.60000000 PA USD 30043911.42000000 0.093033116407 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.25000000 N N N N N N WESTERN AUST TREAS CORP 213800FKHP5ME5Y3CF47 000000000 55745000.00000000 PA 36840434.13000000 0.114079034151 Long DBT NUSS AU Y 2 2037-10-21 Fixed 5.00000000 N N N N N N FEDERAL REALTY OP LP 549300LI6XZ51GOCJ427 313747AF4 18825000.00000000 PA USD 19209783.00000000 0.059484464356 Long DBT US N 2 2026-08-15 Fixed 7.48000000 N N N N N N OREGON TOOL INC N/A 000000000 12087161.16000000 PA USD 9431007.50000000 0.029203787959 Long LON CORP LU N 2 2029-10-15 Floating 8.45000000 N N N N N N Impac CMB Trust N/A 45254NML8 1062254.10000000 PA USD 1029922.59000000 0.003189228821 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.79000000 N N N N N N Banc of America Funding Corporation N/A 058933AG7 1994684.13000000 PA USD 1783110.98000000 0.005521530437 Long ABS-MBS CORP US N 2 2036-05-20 Variable 4.91000000 N N N N N N WAMU Asset-Backed Certificates N/A 933631AC7 2659419.36000000 PA USD 1212163.61000000 0.003753551149 Long ABS-O CORP US N 2 2037-01-25 Floating 4.49000000 N N N N N N BCPE FLAVOR DEBT/ISSUER N/A 072933AA2 5120000.00000000 PA USD 5362636.80000000 0.016605787664 Long DBT CORP US N 2 2032-07-01 Fixed 9.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNCD2 62961628.65000000 PA USD 51311654.02000000 0.158890199574 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N HSI Asset Securitization Corporation Trust N/A 44328AAA8 48868738.26000000 PA USD 13130037.94000000 0.040658099773 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.55000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 8117000.00000000 PA USD 5153564.47000000 0.015958380270 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Residential Accredit Loans, Inc. N/A 74923WAQ1 18489507.89000000 PA USD 175694.70000000 0.000544051180 Long ABS-MBS CORP US N 2 2037-06-25 Variable 0.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U3S9 2666114.33000000 PA USD 2355137.45000000 0.007292851236 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93364FAM3 120000.36000000 PA USD 109533.62000000 0.000339178673 Long ABS-MBS CORP US N 2 2037-07-25 Variable 4.66000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 000000000 2860582.28000000 PA USD 2831976.46000000 0.008769417270 Long LON CORP US N 2 2026-02-22 Floating 11.14000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 5605000.00000000 PA USD 5858850.45000000 0.018142348654 Long DBT CORP US N 2 2036-01-28 Fixed 5.54000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 17206000.00000000 PA USD 17119734.28000000 0.053012479296 Long ABS-O CORP US N 2 2083-07-26 Floating 6.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LPG9 7251683.73000000 PA USD 7302417.96000000 0.022612458498 Long ABS-MBS USGA US N 2 2052-11-20 Floating 5.64000000 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 921947.81000000 PA USD 922746.22000000 0.002857349540 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7N65 4650952.03000000 PA USD 4462928.88000000 0.013819777864 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.50000000 N N N N N N Taurus CMBS 6354001CXJE7XMMVG324 000000000 2795554.27000000 PA 3768923.54000000 0.011670740787 Long ABS-MBS CORP IE Y 2 2031-08-17 Floating 6.09000000 N N N N N N MVM ENERGETIKA ZRT 529900ELI5AQ9F74PF85 000000000 2988000.00000000 PA USD 3171015.00000000 0.009819274311 Long DBT CORP HU Y 2 2031-03-13 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 69.00000000 NC USD 81822.27000000 0.000253368499 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYZ5 Comdty 2025-12-19 7858568.36000000 USD 81822.27000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJF1 154105482.25000000 PA USD 155849085.61000000 0.482597818935 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Cordatus CLO PLC 6354005PH9S8HT3WW464 000000000 8200000.00000000 PA 9617472.01000000 0.029781188625 Long ABS-CBDO CORP IE Y 2 2034-07-15 Floating 3.43000000 N N N N N N Alta Wind Holdings LLC N/A 021345AA1 2923027.96000000 PA USD 2860387.47000000 0.008857393990 Long DBT CORP US N 2 2035-06-30 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKVT0 1680315.22000000 PA USD 1574105.89000000 0.004874331256 Long ABS-MBS USGSE US N 2 2049-02-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WL5 34338.41000000 PA USD 32108.43000000 0.000099426045 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MXT25 56132.25000000 PA USD 58455.23000000 0.000181010792 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 4879000.00000000 PA USD 1719408.39000000 0.005324270820 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12662KAA7 5265275.47000000 PA USD 4525676.97000000 0.014014081804 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.17000000 N N N N N N CCRR Parent Inc N/A 12510MAB5 4619774.75000000 PA USD 1570723.42000000 0.004863857196 Long LON CORP US N 2 2028-03-06 Floating 8.71000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYZ7 18159677.89000000 PA USD 17000451.58000000 0.052643111900 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WK4Q5 18782996.78000000 PA USD 18022582.56000000 0.055808213445 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 1248MBAK1 15018987.96000000 PA USD 8785430.60000000 0.027204713004 Long ABS-O CORP US N 2 2037-02-25 Variable 3.50000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17309BAL1 25772660.32000000 PA USD 12780927.71000000 0.039577055025 Long ABS-O CORP US N 2 2036-05-25 Variable 7.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -52671.23000000 -0.00016310022 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5129342.40000000 AUD 3347206.75000000 USD 2025-10-10 -52671.23000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DD56 31255999.49000000 PA USD 2374236.98000000 0.007351994294 Long ABS-MBS USGA US N 2 2063-11-16 Variable 1.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACJW1 1155166.95000000 PA USD 1081205.45000000 0.003348029858 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BQ4 17395000.00000000 PA USD 13125919.10000000 0.040645345491 Long DBT CORP US N 2 2048-02-01 Fixed 3.85000000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 1900000.00000000 PA 1501958.72000000 0.004650922394 Long DBT CORP DE Y 2 2041-06-14 Fixed 1.50000000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 000000000 19895000.00000000 PA 23979970.90000000 0.074255691710 Long DBT CORP US N 2 2035-07-18 Fixed 3.75000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 7561000.00000000 PA USD 5568147.23000000 0.017242165381 Long DBT CORP US N 2 2047-12-08 Fixed 3.73000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 213800LBQA1Y9L22JB70 81378KAC3 23849016.42000000 PA USD 10120196.56000000 0.031337911081 Long ABS-O CORP US N 2 2037-02-25 Floating 4.81000000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 13800000.00000000 PA 9088419.44000000 0.028142939576 Long DBT CORP DE Y 2 2035-09-03 Fixed 5.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERG38 12131365.17000000 PA USD 11382701.99000000 0.035247349270 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYU8 20652574.65000000 PA USD 19334213.83000000 0.059869773304 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAD8 4515000.00000000 PA USD 4178406.75000000 0.012938734778 Long DBT CORP US N 2 2032-03-01 Fixed 3.60000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024VAG4 3688409.88000000 PA USD 3693330.22000000 0.011436660675 Long ABS-O CORP US N 2 2037-06-25 Floating 4.63000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118VE5 37714648.20000000 PA USD 615714.26000000 0.001906603159 Long ABS-MBS CORP US N 2 2036-02-25 Variable 0.48000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 2710000.00000000 PA USD 2816394.60000000 0.008721166928 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKV52 1846818.55000000 PA USD 1807857.27000000 0.005598159091 Long ABS-MBS USGSE US N 2 2048-10-15 Fixed 3.50000000 N N N N N N Magnetite CLO Ltd 549300WFCL37N4TDUR08 55955GAA1 15932268.29000000 PA USD 15940122.90000000 0.049359728451 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 5.78000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AW9 8020000.00000000 PA USD 8576106.80000000 0.026556526914 Long DBT CORP US N 2 2034-05-15 Fixed 6.15000000 N N N N N N ELIA GROUP SA/NV 549300S1MP1NFDIKT460 000000000 10200000.00000000 PA 12275394.09000000 0.038011634083 Long DBT CORP BE Y 2 2031-06-11 Fixed 3.88000000 N N N N N N MKT 2020-525M Mortgage Trust N/A 55316PAA5 8500000.00000000 PA USD 7557604.15000000 0.023402660752 Long ABS-MBS CORP US N 2 2040-02-12 Fixed 2.69000000 N N N N N N DTI HOLDCO INC 549300QQVMUL3P8XVJ27 23358EAK5 5630332.97000000 PA USD 5032138.24000000 0.015582375281 Long LON CORP US N 2 2029-04-26 Floating 8.16000000 N N N N N N CIFC Funding Ltd N/A 12570LAA6 25000000.00000000 PA USD 25031050.00000000 0.077510433175 Long ABS-CBDO CORP KY N 2 2035-04-17 Floating 5.64000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 2451000.00000000 PA USD 1843887.30000000 0.005709728651 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04544NAR5 8211901.75000000 PA USD 8049937.59000000 0.024927206395 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 25440.45000000 PA USD 23642.98000000 0.000073212175 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JADM7 4598354.09000000 PA USD 4162606.01000000 0.012889806659 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52522CAG8 17491.12000000 PA USD 19777.81000000 0.000061243400 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.51000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 23000000.00000000 PA USD 19777470.00000000 0.061242347676 Long DBT CORP US N 2 2031-08-01 Fixed 2.63000000 N N N N N N BGME Trust N/A 05551XAA7 20000000.00000000 PA USD 17621032.00000000 0.054564783471 Long ABS-MBS CORP US N 2 2043-01-10 Variable 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRJV6 45421469.66000000 PA USD 44290566.82000000 0.137148901856 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRV9 17408964.04000000 PA USD 16354362.25000000 0.050642450169 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 213800LBQA1Y9L22JB70 81378KAB5 4817678.68000000 PA USD 2045465.44000000 0.006333929751 Long ABS-O CORP US N 2 2037-02-25 Floating 4.49000000 N N N N N N Element Materials Technology Group US Holdings Inc 213800EGOJGGUKUGEZ30 000000000 2233954.02000000 PA USD 2251758.63000000 0.006972731340 Long LON CORP US N 2 2029-07-06 Floating 7.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TVV8 34186.92000000 PA USD 36153.53000000 0.000111951986 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 18000.00000000 PA USD 12197.52000000 0.000037770491 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32029GAE4 31800587.73000000 PA USD 15210106.63000000 0.047099180958 Long ABS-O CORP US N 2 2037-03-25 Floating 4.71000000 N N N N N N BXHPP TRUST N/A 05609JAL6 15057000.00000000 PA USD 13787854.50000000 0.042695075710 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.36000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514HT4 39489.53000000 PA USD 38390.12000000 0.000118877747 Long ABS-O CORP US N 2 2034-10-25 Floating 5.17000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 19111000.00000000 PA USD 19970612.78000000 0.061840428082 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 5820000.00000000 PA 7219403.01000000 0.022355396780 Long DBT CORP ES Y 2 2030-05-01 Fixed 7.50000000 N N N N N N JP Morgan Mortgage Trust N/A 466247EF6 70220.06000000 PA USD 68331.72000000 0.000211594048 Long ABS-MBS CORP US N 2 2034-09-25 Variable 6.68000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 3000.00000000 PA USD 3064.32000000 0.000009488885 Long DBT CORP US N 2 2034-01-24 Fixed 5.07000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 6812000.00000000 PA USD 6249465.04000000 0.019351914616 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93934FPN6 2384594.11000000 PA USD 2253202.50000000 0.006977202386 Long ABS-MBS CORP US N 2 2046-05-25 Floating 4.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT76 132435.77000000 PA USD 135401.68000000 0.000419280967 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJT94 17324268.34000000 PA USD 15275557.02000000 0.047301852763 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N MortgageIT Trust N/A 61913PAP7 848180.93000000 PA USD 862872.27000000 0.002671945580 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.91000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150PAB5 23876922.78000000 PA USD 7553772.53000000 0.023390795867 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.65000000 N N N N N N OWNIT Mortgage Loan Asset-Backed Certificates N/A 69121QAA9 1377306.23000000 PA USD 1365965.49000000 0.004229809649 Long ABS-O CORP US N 2 2037-05-25 Floating 4.72000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 18695000.00000000 PA USD 18194347.90000000 0.056340097082 Long DBT CORP US N 2 2027-01-15 Fixed 2.20000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 15556.14000000 0.000048170697 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1198385.86000000 USD 1032636.99000000 EUR 2025-10-10 15556.14000000 N N N WAMU Mortgage Pass-Through Certificates N/A 92922FD62 841872.37000000 PA USD 841874.90000000 0.002606925725 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.03000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86361HAA2 8252952.96000000 PA USD 6865245.33000000 0.021258722242 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.69000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 213800LBQA1Y9L22JB70 81378GAC2 11618212.45000000 PA USD 10053297.32000000 0.031130752809 Long ABS-O CORP US N 2 2037-01-25 Floating 4.55000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 74274.45000000 0.000229996136 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4987438.36000000 GBP 6788934.51000000 USD 2025-10-10 74274.45000000 N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12661QAJ6 303642.66000000 PA USD 298410.02000000 0.000924047929 Long ABS-MBS CORP US N 2 2061-04-25 Variable 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 25430000.00000000 PA USD 26170521.60000000 0.081038888326 Long DBT CORP US N 2 2032-05-15 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DSW5 6060.25000000 PA USD 6153.42000000 0.000019054504 Long ABS-MBS USGA US N 2 2035-08-20 Floating 4.63000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024QAD2 13349034.81000000 PA USD 9761915.55000000 0.030228468358 Long ABS-O CORP US N 2 2037-05-25 Floating 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNY9 2331159.42000000 PA USD 2382999.72000000 0.007379128744 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 72371267.18000000 PA USD 70551902.01000000 0.218469000947 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3EM0 16160259.26000000 PA USD 15382735.21000000 0.047633737679 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 2000.00000000 PA USD 1774.34000000 0.000005494370 Long DBT CORP US N 2 2032-07-21 Fixed 2.30000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36256BAC4 11732326.66000000 PA USD 11521068.52000000 0.035675811107 Long ABS-MBS CORP US N 2 2057-10-25 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5RC6 615116.49000000 PA USD 640461.01000000 0.001983233237 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4FU2 264874.14000000 PA USD 269925.76000000 0.000835844384 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Madison Park Funding Ltd N/A 55821UAA2 27526297.58000000 PA USD 27573670.34000000 0.085383838564 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 5.74000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3990.86000000 -0.00001235798 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7550108.25000000 USD 6419087.50000000 EUR 2025-10-10 -3990.86000000 N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32029AAC1 4073893.13000000 PA USD 3754682.01000000 0.011626640873 Long ABS-O CORP US N 2 2037-12-25 Floating 4.49000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59023LAA0 115209260.21000000 PA USD 49930932.99000000 0.154614698341 Long ABS-O CORP US N 2 2037-04-25 Floating 4.55000000 N N N N N N Luminent Mortgage Trust N/A 55027XAA8 24337423.71000000 PA USD 14797856.97000000 0.045822620458 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.65000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAG1 30000.00000000 PA USD 6293170.32000000 0.019487251136 Long ABS-O CORP US N 2 2030-04-10 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9W23 19895576.14000000 PA USD 19218428.42000000 0.059511235517 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HC52 110.89000000 PA USD 113.99000000 0.000000352978 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 7.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CS1 29325000.00000000 PA USD 29622648.75000000 0.091728646477 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25151KAA7 16168241.15000000 PA USD 12658969.68000000 0.039199403279 Long ABS-MBS CORP US N 2 2047-10-25 Floating 6.09000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 29515000.00000000 PA USD 30187942.00000000 0.093479117380 Long DBT CORP US N 2 2028-06-15 Fixed 5.63000000 N N N N N N AMSPEC PARENT LLC 254900LUGRP5Z7OOV477 03218AAC3 230474.91000000 PA USD 232023.70000000 0.000718477950 Long LON CORP US N 2 2031-12-22 Fixed 1.00000000 N N N N N N SLM Student Loan Trust 549300IZGFDRVV7YTH38 78444EAD1 84395.09000000 PA USD 83172.10000000 0.000257548344 Long ABS-O CORP US N 2 2049-01-25 Floating 4.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WVQ6 1567.77000000 PA USD 1561.51000000 0.000004835327 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JH92 158.72000000 PA USD 167.61000000 0.000000519016 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BT0 3388000.00000000 PA USD 3515897.00000000 0.010887226044 Long DBT NUSS PA N 2 2035-02-14 Fixed 6.40000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 2578000.00000000 PA USD 2525511.92000000 0.007820427944 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Banc of America Funding Corporation N/A 05946XCR2 9410.67000000 PA USD 9584.26000000 0.000029678345 Long ABS-MBS CORP US N 2 2032-06-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SW29 473083.94000000 PA USD 483712.78000000 0.001497851153 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L7C4 7688.73000000 PA USD 7679.79000000 0.000023781017 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAD8 616958.51000000 PA USD 618710.67000000 0.001915881756 Long ABS-O CORP US N 2 2049-07-25 Floating 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3A34 1106354.32000000 PA USD 1022295.75000000 0.003165611766 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.25000000 N N N N N N SLM Student Loan Trust 5493006Z6MTP02OKOJ80 78443VAG7 16830501.59000000 PA USD 16178265.80000000 0.050097154941 Long ABS-O CORP US N 2 2042-01-27 Floating 4.74000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 7035000.00000000 PA 8362093.04000000 0.025893818029 Long DBT CORP DE Y 2 2033-04-16 Fixed 3.50000000 N N N N N N AA BOND CO LTD 2138002EPF6QVRZBMC58 000000000 12555000.00000000 PA 17986444.94000000 0.055696310725 Long DBT CORP JE Y 2 2028-01-31 Fixed 8.45000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 77013000.00000000 PA USD 76121959.59000000 0.235717081864 Long DBT CORP US N 2 2027-03-11 Fixed 1.66000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHY5 225210883.74000000 PA USD 220031893.72000000 0.681344465961 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N Banc of America Mortgage Securities N/A 05954CAA6 112606.33000000 PA USD 93092.77000000 0.000288268407 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 66046377.61000000 NS USD 66046377.61000000 0.204517323014 Long STIV RF US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 775000.00000000 PA USD 505927.75000000 0.001566641393 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGD0 33036.85000000 PA USD 29906.22000000 0.000092606745 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DBV2 58102.87000000 PA USD 54422.06000000 0.000168521793 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 187155891.39000000 PA USD 158529239.31000000 0.490897106191 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N CSMCM Trust Certificates N/A 12658QAA0 8181541.07000000 PA USD 6429478.78000000 0.019909340012 Long ABS-MBS CORP US N 2 2061-10-27 Fixed 3.78000000 N N N N N N ROLLINS INC 549300F2A0BXT4SGWD84 775711AC8 8000000.00000000 PA USD 8141520.00000000 0.025210797865 Long DBT CORP US N 2 2035-02-24 Fixed 5.25000000 N N N N N N Madison Park Funding Ltd N/A 55821KAC0 10500000.00000000 PA USD 10500525.00000000 0.032515625246 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.70000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12659AAJ5 143524.77000000 PA USD 139300.92000000 0.000431355242 Long ABS-MBS CORP US N 2 2061-10-25 Variable 0.00000000 N N N N N N Firstkey Homes Trust N/A 33767TAN0 12677000.00000000 PA USD 12293656.39000000 0.038068184598 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.91000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 30247DAE1 531151.64000000 PA USD 350325.84000000 0.001084808971 Long ABS-O CORP US N 2 2036-10-25 Floating 4.75000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 000000000 3655000.00000000 PA 4450776.67000000 0.013782147678 Long DBT US N 2 2032-07-23 Fixed 4.25000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAD7 7795312.05000000 PA USD 7829946.62000000 0.024245988652 Long ABS-O CORP US N 2 2023-07-25 Floating 6.30000000 N N N N N N BCAP LLC Trust N/A 05530NAT4 201933.33000000 PA USD 88423.68000000 0.000273810237 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F0426A6 169650000.00000000 PA USD 164584675.13000000 0.509648195477 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WYK2 11705072.43000000 PA USD 11416026.32000000 0.035350540437 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXE5 16411518.17000000 PA USD 15374647.15000000 0.047608692424 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBW2 8934879.47000000 PA USD 8935862.31000000 0.027670535532 Long LON CORP US N 2 2031-01-31 Floating 5.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376JDD3 9714526.68000000 PA USD 1068572.77000000 0.003308911862 Long ABS-MBS USGA US N 2 2037-05-20 Floating 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQY6 3398862.09000000 PA USD 3378231.07000000 0.010460933664 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8MJ0 8241.44000000 PA USD 8047.61000000 0.000024919998 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MABS7 5904079.86000000 PA USD 5617145.30000000 0.017393891403 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 3.50000000 N N N N N N Residential Accredit Loans, Inc. N/A 75116CEX0 49367524.87000000 PA USD 616896.59000000 0.001910264328 Long ABS-MBS CORP US N 2 2037-04-25 Variable 0.34000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 8185000.00000000 PA USD 8714978.75000000 0.026986553821 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CY1 9450000.00000000 PA USD 6898500.00000000 0.021361697701 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83V5 6002731.12000000 PA USD 5919903.21000000 0.018331402884 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N LEG IMMOBILIEN SE 391200SO40AKONBO0Z96 000000000 2800000.00000000 PA 2740569.45000000 0.008486368938 Long DBT CORP DE Y 2 2034-01-17 Fixed 1.50000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 9200000.00000000 PA 10728058.05000000 0.033220197578 Long DBT CORP FR Y 2 2031-01-06 Fixed 4.38000000 N N N N N N LCM Ltd Partnership 549300NGJ6CPPJRPGL08 50184VAS3 3385000.00000000 PA USD 3390229.83000000 0.010498088681 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 7826419.74000000 PA USD 7717876.77000000 0.023898956361 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQZ3 709761.52000000 PA USD 725545.19000000 0.002246702474 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 5.00000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBL3 3304568.99000000 PA USD 3302239.27000000 0.010225619631 Long LON CORP US N 2 2028-12-21 Floating 6.41000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 17235000.00000000 PA USD 15686607.60000000 0.048574700227 Long DBT CORP US N 2 2033-01-21 Fixed 2.94000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541SJE9 28871.66000000 PA USD 28545.14000000 0.000088392063 Long ABS-MBS CORP US N 2 2034-06-25 Variable 6.06000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 505000.00000000 PA USD 476593.75000000 0.001475806568 Long DBT CORP US N 2 2038-04-01 Fixed 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0406A6 299800000.00000000 PA USD 281980187.80000000 0.873171780781 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 4.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650ED8 17465000.00000000 PA USD 18234333.25000000 0.056463914573 Long DBT CORP US N 2 2034-06-01 Fixed 5.70000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 5853000.00000000 PA USD 6213076.56000000 0.019239235090 Long DBT NUSS GT Y 2 2036-06-13 Fixed 6.60000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BN3 13412000.00000000 PA USD 10902346.56000000 0.033759894391 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQU38 52744703.86000000 PA USD 42810726.78000000 0.132566471533 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N GSAMP Trust N/A 362440AA7 58559383.02000000 PA USD 44862677.12000000 0.138920482240 Long ABS-O CORP US N 2 2047-03-25 Floating 4.51000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 802250.00000000 PA USD 792221.88000000 0.002453171604 Long LON CORP US N 2 2031-03-31 Floating 7.37000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 8908000.00000000 PA USD 8930359.08000000 0.027653494388 Long DBT CORP CL Y 2 2033-02-02 Fixed 5.13000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 36185MBL5 107020.99000000 PA USD 93860.63000000 0.000290646141 Long ABS-MBS CORP US N 2 2035-11-19 Variable 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATJ96 11167572.65000000 PA USD 11102286.35000000 0.034379022223 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 4.97000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -169167.19000000 -0.00052383827 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 35041782.09000000 USD 29664310.11000000 EUR 2025-10-10 -169167.19000000 N N N Ace Securities Corp. N/A 00441TAD5 2113604.79000000 PA USD 1559870.35000000 0.004830249890 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.57000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051D4P4 1896652.67000000 PA USD 1855890.57000000 0.005746897633 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AXN3 16591715.13000000 PA USD 16221804.17000000 0.050231974611 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2712.90000000 0.000008400688 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 15740145.00000000 USD 13391626.07000000 EUR 2025-10-10 2712.90000000 N N N QUIDELORTHO CORP 549300YU8CMO9HF53113 74840YAH7 6000000.00000000 PA USD 5976270.00000000 0.018505946673 Long LON CORP US N 2 2032-08-20 Floating 8.00000000 N N N N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 000000000 5091000.00000000 PA USD 5057857.59000000 0.015662017084 Long DBT CORP KZ Y 2 2027-09-26 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2S5 96995199.99000000 PA USD 82713772.24000000 0.256129100294 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HTQF6 8988376.80000000 PA USD 6963441.30000000 0.021562793073 Long ABS-MBS USGSE US N 2 2043-08-15 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -13871.65000000 -0.00004295455 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7692746.80000000 AUD 5085105.65000000 USD 2025-10-10 -13871.65000000 N N N Bear Stearns Mortgage Funding Trust N/A 07400NAA8 1752369.85000000 PA USD 1567071.98000000 0.004852550252 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEB4 2859180.37000000 PA USD 2885026.22000000 0.008933689638 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 6499022E2 39746921.38000000 PA USD 40603586.78000000 0.125731904966 Long DBT MUN US N 2 2033-03-15 Fixed 5.29000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971XXC7 3090000.00000000 PA USD 2618138.46000000 0.008107252638 Long DBT MUN US N 2 2033-02-01 Fixed 1.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5K2 1660198.75000000 PA USD 1678895.01000000 0.005198818246 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 1880942.64000000 PA USD 1856353.53000000 0.005748331222 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45667SAN7 22513290.58000000 PA USD 20306526.58000000 0.062880609143 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG58 71319.89000000 PA USD 68243.78000000 0.000211321736 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 213800LBQA1Y9L22JB70 81379EAA0 9699494.36000000 PA USD 7525981.23000000 0.023304738123 Long ABS-O CORP US N 2 2037-05-25 Floating 4.53000000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 000000000 17000000.00000000 PA 20034721.24000000 0.062038944505 Long DBT CORP FR Y 2 2032-10-24 Fixed 4.32000000 N N N N N N SOUTH WEST WATER FIN PLC 213800OV68U446W4NV89 000000000 17935000.00000000 PA 24013164.85000000 0.074358479146 Long DBT CORP GB Y 2 2031-09-15 Fixed 5.25000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BGD7 2668.34000000 PA USD 2621.58000000 0.000008117909 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359VHQ9 4682.19000000 PA USD 4692.70000000 0.000014531280 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZG8 29513039.87000000 PA USD 27629069.66000000 0.085555386513 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402WNN4 699.07000000 PA USD 720.29000000 0.000002230429 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407SGS5 2816.46000000 PA USD 2849.09000000 0.000008822410 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 6.54000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 14844000.00000000 PA USD 15386251.32000000 0.047644625565 Long DBT CORP US N 2 2029-07-25 Fixed 5.57000000 N N N N N N SES S A 5493008JPA4HYMH1HX51 000000000 38764.00000000 NS USD 538335.05000000 0.001666992911 Long EC CORP LU N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 1587000.00000000 PA USD 1562258.67000000 0.004837645494 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 19321983.63000000 PA USD 19348841.19000000 0.059915067968 Long LON CORP US N 2 2030-06-24 Floating 5.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RGB9 213725.10000000 PA USD 212427.79000000 0.000657797815 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AP9 7831000.00000000 PA USD 8204303.77000000 0.025405212291 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCA0 2330675.47000000 PA USD 2332155.45000000 0.007221685832 Long LON CORP US N 2 2031-02-28 Floating 6.50000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52524HAD2 11669273.08000000 PA USD 10097116.26000000 0.031266441285 Long ABS-MBS CORP US N 2 2047-03-25 Floating 4.75000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990KHB2 5360000.00000000 PA USD 5539983.44000000 0.017154954195 Long DBT MUN US N 2 2054-03-15 Fixed 5.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AM8 11043000.00000000 PA USD 9496759.14000000 0.029407392606 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UD90 15971918.10000000 PA USD 15270948.95000000 0.047287583545 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.00000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59025CAC4 8721612.23000000 PA USD 8701067.60000000 0.026943476952 Long ABS-O CORP US N 2 2037-07-25 Floating 4.51000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAB0 6925000.00000000 PA USD 7060037.50000000 0.021861910102 Long DBT US N 2 2034-10-01 Fixed 6.15000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 21046000.00000000 PA USD 18754721.98000000 0.058075335423 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -699.74000000 -0.00000216679 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 118697.14000000 USD 100374.22000000 EUR 2025-10-10 -699.74000000 N N N BGME Trust N/A 05551XAE9 32137000.00000000 PA USD 27215829.05000000 0.084275757465 Long ABS-MBS CORP US N 2 2043-01-10 Variable 3.09000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S5N3 59311093.71000000 PA USD 58775771.94000000 0.182003373542 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BU3 10522000.00000000 PA USD 9203488.18000000 0.028499258143 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J97 28241882.58000000 PA USD 26310086.98000000 0.081471062488 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 144577.02000000 0.000447693063 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16950000.00000000 EUR 20070569.58000000 USD 2025-10-10 144577.02000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HNM1 3466.30000000 PA USD 3471.11000000 0.000010748539 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 23552750.38000000 PA USD 22536894.11000000 0.069787101416 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N EDGEWATER GENERATION LLC 5493004PLDT1L28SWG83 28031FAM2 2192041.01000000 PA USD 2200085.80000000 0.006812722733 Long LON CORP US N 2 2030-08-01 Floating 7.16000000 N N N N N N KEDRION SPA 81560047FA58E1BEDF67 49272YAB9 867000.00000000 PA USD 857844.48000000 0.002656376669 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -82686.19000000 -0.00025604368 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16009594.97000000 USD 13548188.53000000 EUR 2025-10-10 -82686.19000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TAG22 4970.22000000 PA USD 5037.17000000 0.000015597956 Long ABS-MBS USGSE US N 2 2027-07-15 Fixed 7.00000000 N N N N N N Credit-Based Asset Servicing and Securitization 969500V3L9W19NIA5E82 12479DAA6 29265879.11000000 PA USD 21236583.24000000 0.065760595983 Long ABS-O CORP US N 2 2036-10-25 Floating 4.55000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1164.00000000 NC USD 3098658.79000000 0.009595218142 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ5 Comdty 2025-12-19 132616466.21000000 USD 3098658.79000000 N N N CIM Trust N/A 12559NAB5 73380027.76000000 PA USD 71098070.33000000 0.220160250138 Long ABS-MBS CORP US N 2 2060-01-26 Variable 4.00000000 N N N N N N Dryden Senior Loan Fund N/A 262488AC3 22500000.00000000 PA USD 22531185.00000000 0.069769422749 Long ABS-CBDO CORP KY N 2 2034-11-20 Floating 6.12000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAQ4 1570000.00000000 PA USD 1636191.20000000 0.005066582850 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5SG9 120049727.69000000 PA USD 111752157.02000000 0.346048531681 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 2490000.00000000 PA USD 2414328.90000000 0.007476141786 Long DBT CORP US N 2 2028-06-01 Fixed 2.18000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AM6 4375000.00000000 PA USD 4501743.75000000 0.013939970880 Long DBT CORP US N 2 2028-06-01 Fixed 9.38000000 N N N N N N GRAND CANYON UNIVERSITY N/A 38528UAE6 5308000.00000000 PA USD 5223018.92000000 0.016173450932 Long DBT CORP US N 2 2028-10-01 Fixed 5.13000000 N N N N N N PREMIER HEALTH PARTNERS 549300KETC002I82TF46 74052BAA5 2229000.00000000 PA USD 2194762.56000000 0.006796238940 Long DBT CORP US N 2 2026-11-15 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1S96 11050499.30000000 PA USD 9952725.35000000 0.030819324525 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 81867691.03000000 PA USD 66416633.05000000 0.205663845414 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579CB2 14247.11000000 PA USD 13638.02000000 0.000042231102 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.36000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -37256.49000000 -0.00011536738 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11555659.97000000 USD 9798103.58000000 EUR 2025-10-10 -37256.49000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG74 190658.81000000 PA USD 193825.88000000 0.000600195673 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N Morgan Stanley Mortgage Loan Trust 549300M91PFQR7JLJ570 61745M4E0 453677.13000000 PA USD 453327.80000000 0.001403761893 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LDB2 79718.37000000 PA USD 83921.18000000 0.000259867924 Long ABS-MBS USGSE US N 2 2037-06-25 Fixed 6.75000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579XP8 8593075.91000000 PA USD 4622290.29000000 0.014313251846 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.43000000 N N N N N N DC Office Trust N/A 23312BAA8 31135000.00000000 PA USD 28409289.54000000 0.087971393068 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.97000000 N N N N N N CIM Trust N/A 12592SAA5 32134705.77000000 PA USD 28404977.01000000 0.087958039011 Long ABS-MBS CORP US N 2 2061-08-25 Variable 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 91269161.08000000 PA USD 82719366.35000000 0.256146422854 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAP1 3543000.00000000 PA USD 2287148.22000000 0.007082317732 Long DBT CORP US N 2 2050-06-27 Fixed 3.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPSK5 67331459.80000000 PA USD 65648988.02000000 0.203286777780 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNR2 4589463.16000000 PA USD 4265199.64000000 0.013207495158 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N First Horizon Mortgage Pass-Through Trust N/A 32051GBD6 54197.59000000 PA USD 53332.68000000 0.000165148450 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.47000000 N N N N N N Michaels Companies Inc 549300H9LWMBP7HYLR98 59408UAB3 27110400.00000000 PA USD 25673142.14000000 0.079498717323 Long LON CORP US N 2 2028-04-17 Floating 8.51000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32029AAD9 11203572.26000000 PA USD 10323089.12000000 0.031966182377 Long ABS-O CORP US N 2 2037-12-25 Floating 4.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNMH6 93735904.04000000 PA USD 82640110.43000000 0.255901001240 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 14837000.00000000 PA USD 12297053.97000000 0.038078705447 Long DBT CORP US N 2 2049-07-01 Fixed 5.13000000 N N N N N N Red Ventures LLC 9845004G68FBD7FP1585 75703UAL9 3940299.91000000 PA USD 3723583.41000000 0.011530341838 Long LON CORP US N 2 2030-03-04 Floating 6.91000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAH9 4375000.00000000 PA USD 4163162.50000000 0.012891529870 Long DBT CORP US N 2 2034-10-01 Fixed 4.28000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 1785000.00000000 PA USD 1788605.70000000 0.005538545230 Long DBT CORP US N 2 2026-05-05 Floating 4.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJX47 565.70000000 PA USD 529.59000000 0.000001639913 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630KAB2 5946721.37000000 PA USD 3918234.05000000 0.012133091440 Long ABS-O CORP US N 2 2047-03-25 Variable 4.23000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GWF8 6319490.00000000 PA USD 3506819.61000000 0.010859117257 Long ABS-MBS CORP US N 2 2035-10-25 Variable 5.07000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 2000000.00000000 PA USD 2009840.00000000 0.006223613033 Long DBT CORP US N 2 2028-10-01 Fixed 4.63000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PMG5 99238.51000000 PA USD 97212.40000000 0.000301025136 Long ABS-MBS CORP US N 2 2035-06-19 Floating 4.73000000 N N N N N N BCAP LLC Trust N/A 05531AAA2 10535711.29000000 PA USD 9390157.08000000 0.029077291718 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGVJ1 931020.80000000 PA USD 832870.35000000 0.002579042493 Long ABS-MBS USGSE US N 2 2048-04-15 Fixed 3.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAU8 22295000.00000000 PA USD 22702552.60000000 0.070300074755 Long DBT CORP US N 2 2035-03-15 Fixed 5.05000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GZG6 262813.83000000 PA USD 232695.26000000 0.000720557483 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.96000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CD2 49285000.00000000 PA USD 50238664.75000000 0.155567611703 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAL6 500000.00000000 PA USD 513535.00000000 0.001590197786 Long DBT CORP IE N 2 2029-04-03 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VAM0 13422.30000000 PA USD 13963.50000000 0.000043238974 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GRJ1 185880.61000000 PA USD 21480.76000000 0.000066516706 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 2.71000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07384YPJ9 319934.37000000 PA USD 266969.43000000 0.000826689897 Long ABS-MBS CORP US N 2 2034-01-25 Variable 5.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -33382.15000000 -0.00010337021 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9916000.00000000 GBP 13316671.38000000 USD 2025-10-10 -33382.15000000 N N N Bear Stearns Asset Backed Securities Trust N/A 073879B31 835137.79000000 PA USD 485349.18000000 0.001502918382 Long ABS-MBS CORP US N 2 2049-08-25 Floating 4.52000000 N N N N N N UMBS, TBA N/A 01F0406A0 357225000.00000000 PA USD 336747255.49000000 1.042761915450 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 4.00000000 N N N N N N GC Ferry Acquisition I Inc 549300ZKYR56QRODD510 32009UAD9 2055837.92000000 PA USD 2038589.44000000 0.006312637726 Long LON CORP US N 2 2032-08-16 Floating 7.71000000 N N N N N N DK CROWN HOLDINGS INC N/A 000000000 3252059.21000000 PA USD 3251051.07000000 0.010067111715 Long LON CORP US N 2 2032-03-04 Floating 6.00000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GA54 5279433.18000000 PA USD 4333645.96000000 0.013419444074 Long ABS-MBS CORP US N 2 2035-12-25 Variable 5.19000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118SZ2 73127.37000000 PA USD 52901.82000000 0.000163814262 Long ABS-MBS CORP US N 2 2036-01-25 Variable 5.08000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307G6K9 5480835.08000000 PA USD 4099042.57000000 0.012692977929 Long ABS-MBS CORP US N 2 2036-03-25 Variable 5.78000000 N N N N N N HDI Aerospace Intermediate Holding III Corporation 254900LKRYAGKIYOHW04 40415WAB0 3491250.00000000 PA USD 3506541.68000000 0.010858256627 Long LON CORP US N 2 2032-02-11 Floating 8.83000000 N N N N N N Residential Accredit Loans, Inc. N/A 74924DAJ8 32236046.99000000 PA USD 625521.15000000 0.001936970894 Long ABS-MBS CORP US N 2 2037-09-25 Variable 0.49000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020U6M2 20463536.18000000 PA USD 4018293.63000000 0.012442933072 Long ABS-O CORP US N 2 2037-03-25 Variable 3.86000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 533.42000000 0.000001651773 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 11658923.40000000 USD 9918090.28000000 EUR 2025-10-10 533.42000000 N N N GSAMP Trust N/A 362341C56 13623323.13000000 PA USD 13207427.60000000 0.040897742380 Long ABS-O CORP US N 2 2035-12-25 Floating 4.97000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 4240000.00000000 PA USD 3989670.40000000 0.012354299197 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TVPR1 2238.76000000 PA USD 2480.11000000 0.000007679837 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 9.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUY1 2038275.32000000 PA USD 2083602.47000000 0.006452023787 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 5.00000000 N N N N N N Carrington Mortgage Loan Trust N/A 144526AD2 22415000.00000000 PA USD 20379444.54000000 0.063106404812 Long ABS-O CORP US N 2 2036-10-25 Floating 4.49000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 4798000.00000000 PA USD 4186302.98000000 0.012963186018 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 45000000.00000000 PA USD 43949250.00000000 0.136091989958 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 5660000.00000000 PA USD 5769759.85000000 0.017866473251 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSTL5 31772971.47000000 PA USD 31009624.88000000 0.096023517074 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N CIFC Funding Ltd 54930034H2IEPBE5Q044 12549JBC4 8000000.00000000 PA USD 8017024.00000000 0.024825287114 Long ABS-CBDO CORP KY N 2 2031-01-18 Floating 5.99000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 655513000.00000000 NC USD 713001.49000000 0.002207860011 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 655513000.00000000 OU Notional Amount N/A 713001.49000000 0.00000000 DIR US N/A N/A 2031-03-31 0.00000000 N/A 0.00000000 N/A 655513000.00000000 USD 1.00000000 4.22000000 USD 2026-03-31 XXXX -2236807.01000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 10314000.00000000 PA USD 10687263.66000000 0.033093874837 Long DBT NUSS GT Y 2 2036-08-15 Fixed 6.25000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CBB7 4398100.51000000 PA USD 4431631.19000000 0.013722862333 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313921MN5 36417.85000000 PA USD 37816.43000000 0.000117101275 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AG4 2881000.00000000 PA USD 2728479.86000000 0.008448932660 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 44969CBP4 6219589.34000000 PA USD 6257684.32000000 0.019377366203 Long LON CORP US N 2 2031-01-02 Floating 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDKB9 47674928.58000000 PA USD 42800290.13000000 0.132534153701 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N CIM Trust N/A 12569RAB4 228314978.60000000 PA USD 227794671.60000000 0.705382461815 Long ABS-MBS CORP US N 2 2062-04-25 Variable 5.40000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -47432.46000000 -0.00014687799 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 56452961.50000000 AUD 37371239.53000000 USD 2025-10-10 -47432.46000000 N N N Residential Accredit Loans, Inc. N/A 74923JAR8 22060158.77000000 PA USD 253932.28000000 0.000786319432 Long ABS-MBS CORP US N 2 2037-03-25 Variable 0.28000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 1500000.00000000 PA USD 1351410.00000000 0.004184737535 Long DBT US N 2 2031-06-01 Fixed 2.55000000 N N N N N N UMBS, TBA N/A 01F0306A1 131700000.00000000 PA USD 115711949.25000000 0.358310310992 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QPF2 462681.27000000 PA USD 464507.23000000 0.001438379796 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RVK3 71028191.44000000 PA USD 51806130.31000000 0.160421380704 Long ABS-MBS USGA US N 2 2061-01-16 Fixed 1.25000000 N N N N N N Octagon 64 Ltd N/A 67579ABA4 18250000.00000000 PA USD 18290533.25000000 0.056637941885 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 6.03000000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 7513932.81000000 PA USD 7087592.26000000 0.021947235383 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RNX4 126537455.97000000 PA USD 10096777.92000000 0.031265393591 Long ABS-MBS USGA US N 2 2061-01-16 Variable 1.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KHMD5 1064218.34000000 PA USD 1082709.77000000 0.003352688092 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGZR6 7417357.74000000 PA USD 5253889.91000000 0.016269045157 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 21450000.00000000 PA USD 21399592.50000000 0.066265365793 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N United Auto Credit Securitization Trust N/A 90944KAG0 33600.00000000 PA USD 2.12000000 0.000000006564 Long ABS-O CORP US N 2 2029-04-10 None 0.00000000 N N N N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AF5 26430000.00000000 PA USD 26481538.50000000 0.082001974359 Long DBT CORP US N 2 2056-04-01 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 47405000.00000000 PA USD 41931144.65000000 0.129842782678 Long DBT CORP US N 2 2032-02-04 Fixed 1.95000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 66320000.00000000 PA 43642376.49000000 0.135141734228 Long DBT NUSS AU Y 2 2038-08-13 Fixed 5.25000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAE6 4120000.00000000 PA USD 4312692.40000000 0.013354559879 Long DBT CORP US N 2 2029-03-30 Fixed 5.95000000 N N N N N N Merrill Lynch Mortgage Backed Securities Trust N/A 59025GAA9 1243466.88000000 PA USD 1069859.75000000 0.003312897088 Long ABS-MBS CORP US N 2 2036-08-25 Floating 6.25000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 3496000.00000000 PA USD 2908637.04000000 0.009006802228 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333TAN9 61665000.00000000 PA USD 60390908.60000000 0.187004759506 Long ABS-O CORP US N 2 2038-10-17 Fixed 3.18000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 000000000 3098484.42000000 PA USD 2614346.23000000 0.008095509727 Long LON CORP LU N 2 2027-10-31 Floating 9.32000000 N N N N N N AMSR Trust N/A 00179DAH9 15250000.00000000 PA USD 14573031.15000000 0.045126431257 Long ABS-O CORP US N 2 2038-06-17 Fixed 4.61000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 13213000.00000000 PA USD 11737636.42000000 0.036346429069 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Luminent Mortgage Trust N/A 55027YAD0 7683817.79000000 PA USD 7055568.10000000 0.021848070285 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.67000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 213800LBQA1Y9L22JB70 81378AAC5 23208072.53000000 PA USD 11442229.58000000 0.035431680702 Long ABS-O CORP US N 2 2036-12-25 Floating 4.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292MCJ0 9753509.59000000 PA USD 9006064.50000000 0.027887921625 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LGD5 302393.99000000 PA USD 248899.65000000 0.000770735534 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPBW8 42073153.72000000 PA USD 41904444.16000000 0.129760102705 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N American Home Mortgage Assets N/A 02660UAF7 28561659.64000000 PA USD 18646076.78000000 0.057738907806 Long ABS-MBS CORP US N 2 2046-10-25 Floating 5.30000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 2016000.00000000 PA USD 1932456.96000000 0.005983990925 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N SLM Student Loan Trust 549300JQFJDGC1WO7674 78445CAE2 31424000.00000000 PA USD 31839054.48000000 0.098591905039 Long ABS-O CORP US N 2 2083-07-26 Floating 6.45000000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAK9 23140970.59000000 PA USD 23362776.79000000 0.072344506090 Long LON CORP US N 2 2029-01-24 Floating 9.50000000 N N N N N N KELSO INDUSTRIES LLC N/A 48825CAB1 5443935.59000000 PA USD 5471155.27000000 0.016941822853 Long LON CORP US N 2 2029-12-30 Floating 9.91000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 3061000.00000000 PA USD 3187235.64000000 0.009869502681 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 69777255.55000000 PA USD 56489340.42000000 0.174923275122 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 225747.64000000 PA USD 204310.55000000 0.000632662202 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERDL1 16592859.66000000 PA USD 16448248.08000000 0.050933174343 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Credit-Based Asset Servicing and Securitization 969500V3L9W19NIA5E82 1248MGAN4 10735423.22000000 PA USD 2993149.79000000 0.009268501991 Long ABS-O CORP US N 2 2037-01-25 Variable 3.11000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FJ25 39861.03000000 PA USD 40792.24000000 0.000126316083 Long ABS-MBS CORP US N 2 2045-04-25 Floating 4.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLUD4 574905.58000000 PA USD 523396.04000000 0.001620733200 Long ABS-MBS USGSE US N 2 2049-04-15 Fixed 3.00000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PCY7 2657.53000000 PA USD 2472.79000000 0.000007657170 Long ABS-MBS CORP US N 2 2034-04-19 Variable 5.93000000 N N N N N N City of Los Angeles Department of Airports 549300E7TO710PTXPJ65 544445NU9 185000.00000000 PA USD 187756.50000000 0.000581401405 Long DBT MUN US N 2 2044-05-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 32971681.19000000 PA USD 26824418.53000000 0.083063726849 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 28652000.00000000 PA USD 26680455.88000000 0.082617936226 Long DBT CORP US N 2 2029-04-01 Fixed 5.88000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAH0 5000000.00000000 PA USD 5154500.00000000 0.015961277205 Long DBT US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579CC0 1712291.09000000 PA USD 1687439.75000000 0.005225277644 Long ABS-MBS CORP US N 2 2034-10-25 Variable 5.54000000 N N N N N N UMBS, TBA N/A 01F0326A7 90350000.00000000 PA USD 82596750.28000000 0.255766733441 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 3.50000000 N N N N N N Advantage Sales & Marketing Inc 549300T4O24KQDED1182 00769EBA7 4430621.57000000 PA USD 3984103.53000000 0.012337060987 Long LON CORP US N 2 2027-10-28 Floating 8.80000000 N N N N N N JP Morgan Mortgage Trust N/A 466247VQ3 1497156.97000000 PA USD 760780.61000000 0.002355811467 Long ABS-MBS CORP US N 2 2049-09-25 Fixed 5.50000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 150547500.50000000 PA USD 151657035.58000000 0.469616836766 Long DBT CORP US N 2 2028-03-20 Fixed 5.15000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue RRR42I7GG51DB5HDQR14 913366KB5 17955000.00000000 PA USD 11961315.77000000 0.037039068144 Long DBT MUN US N 2 2050-05-15 Fixed 3.01000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 53870000.00000000 PA USD 51831020.50000000 0.160498454954 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 1813489.34000000 PA USD 1815756.20000000 0.005622618691 Long LON CORP CA N 2 2028-09-29 Floating 8.17000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 1248P1AA2 7150909.27000000 PA USD 6585188.68000000 0.020391506833 Long ABS-O CORP US N 2 2036-10-25 Floating 4.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNT4 689724000.00000000 PA USD 695381895.64000000 2.153299679940 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 34122667.15000000 PA USD 31790846.92000000 0.098442626889 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AQ8 3070000.00000000 PA USD 3196729.60000000 0.009898901406 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N Impac Secured Assets Corp. N/A 45257EAC8 5362055.11000000 PA USD 4948362.37000000 0.015322957319 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.81000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAK0 1150000.00000000 PA USD 1214319.50000000 0.003760227016 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 47195000.00000000 PA 31406093.72000000 0.097251211139 Long DBT NUSS AU Y 2 2038-02-24 Fixed 5.25000000 N N N N N N CELSIUS HOLDINGS INC N/A 15118XAB0 3560812.11000000 PA USD 3574165.16000000 0.011067657561 Long LON CORP US N 2 2032-04-01 Floating 7.29000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 740000.00000000 PA USD 731527.00000000 0.002265225575 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9R53 8994877.84000000 PA USD 8572879.64000000 0.026546533783 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSS2 101740372.00000000 PA USD 89416895.47000000 0.276885799880 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.00000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433GH3 9648.08000000 PA USD 9452.74000000 0.000029271084 Long ABS-MBS CORP US N 2 2034-01-25 Variable 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD97 554370.79000000 PA USD 550666.39000000 0.001705177786 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.50000000 N N N N N N Chemours Company (The) 549300M1BOLNXL8DOV14 16384YAJ6 4299278.69000000 PA USD 4303320.01000000 0.013325537605 Long LON CORP US N 2 2028-08-18 Floating 7.16000000 N N N N N N Carvana Auto Receivables Trust N/A 14686RAF9 30900.00000000 PA USD 6110583.89000000 0.018921859221 Long ABS-O CORP US N 2 2030-09-10 None 0.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCD0 975000.00000000 PA USD 1021195.50000000 0.003162204764 Long DBT US N 2 2033-07-15 Fixed 5.55000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 000000000 5618731.80000000 PA 7603053.25000000 0.023543397135 Long ABS-MBS CORP IE Y 2 2031-05-17 Floating 6.59000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GSQ9 3822035.96000000 PA USD 3393335.39000000 0.010507705269 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298EX91 1469.43000000 PA USD 1497.50000000 0.000004637115 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 70000.00000000 PA USD 70788.20000000 0.000219200714 Long DBT CORP US N 2 2029-02-01 Fixed 4.65000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 26605000.00000000 PA USD 25501424.60000000 0.078966981702 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TBA5 4100388.46000000 PA USD 4103033.21000000 0.012705335231 Long LON CORP US N 2 2032-01-30 Floating 6.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 3387000.00000000 PA USD 2920000.44000000 0.009041989807 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 361856AN7 6770.98000000 PA USD 6081.65000000 0.000018832263 Long ABS-O CORP US N 2 2030-06-25 Floating 2.45000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CS9 6475000.00000000 PA USD 6644191.75000000 0.020574214051 Long DBT CORP US N 2 2035-03-27 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES43 217247900.24000000 PA USD 216334116.47000000 0.669894034739 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 21759000.00000000 PA USD 21834286.14000000 0.067611425681 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -182060.75000000 -0.00056376410 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9200000.00000000 AUD 5915968.00000000 USD 2025-10-10 -182060.75000000 N N N Washington Mutual MSC Mortgage Pass-Through CTFS N/A 939335N68 17839.52000000 PA USD 17959.60000000 0.000055613183 Long ABS-MBS CORP US N 2 2030-11-25 Variable 6.72000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 37992000.00000000 PA USD 37676286.48000000 0.116667310620 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1Q80 12045.43000000 PA USD 11787.89000000 0.000036502042 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332QAC7 11767115.92000000 PA USD 7905333.22000000 0.024479428640 Long ABS-MBS CORP US N 2 2036-10-19 Floating 4.45000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -399.00000000 NC 100398.86000000 0.000310892236 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMZ5 Comdty 2025-12-15 -42780931.62000000 AUD 100398.86000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2M1 41454.92000000 PA USD 38669.17000000 0.000119741845 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 58242000.00000000 PA USD 56147617.68000000 0.173865106264 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYV7 1076841.89000000 PA USD 1117341.05000000 0.003459926323 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 2000.00000000 PA USD 1862.14000000 0.000005766249 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue RRR42I7GG51DB5HDQR14 913366KC3 8325000.00000000 PA USD 5329590.08000000 0.016503456137 Long DBT MUN US N 2 2060-05-15 Fixed 3.26000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966HTX8 2000000.00000000 PA USD 2088098.00000000 0.006465944516 Long DBT MUN US N 2 2036-12-01 Fixed 5.99000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 9292274D5 682775.76000000 PA USD 674305.04000000 0.002088033691 Long ABS-MBS CORP US N 2 2033-06-25 Variable 6.38000000 N N N N N N Citigroup Mortgage Loan Trust Inc 6SHGI4ZSSLCXXQSBB395 17311LAA9 39259.37000000 PA USD 35469.27000000 0.000109833126 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.24000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 94983JAA0 955892.58000000 PA USD 965499.01000000 0.002989736606 Long ABS-MBS CORP US N 2 2036-03-25 Variable 6.55000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17312VAH1 99870.34000000 PA USD 97160.50000000 0.000300864424 Long ABS-MBS CORP US N 2 2037-03-25 Variable 4.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ARC3 2579032.48000000 PA USD 2657304.83000000 0.008228534098 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389R7K6 12028.88000000 PA USD 12740.46000000 0.000039451743 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Credit-Based Asset Servicing and Securitization 213800LBQA1Y9L22JB70 81375WHH2 4995744.61000000 PA USD 4302981.71000000 0.013324490034 Long ABS-O CORP US N 2 2036-01-25 Variable 2.82000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CK1 437000.00000000 PA USD 439761.84000000 0.001361753930 Long DBT CORP US N 2 2029-11-15 Fixed 10.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAJ2 5203000.00000000 PA USD 4697944.79000000 0.014547521406 Long DBT CORP LU N 2 2027-07-15 Fixed 9.63000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAD4 13772696.41000000 PA USD 13669401.19000000 0.042328276580 Long LON US N 2 2027-08-20 Floating 5.10000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 16949000.00000000 PA USD 16420869.16000000 0.050848393563 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N HPS Loan Management 254900T9FXVALKHZXT96 40439DAN8 34710000.00000000 PA USD 34782543.90000000 0.107706630150 Long ABS-CBDO CORP JE N 2 2035-01-22 Floating 5.65000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAJ2 3310000.00000000 PA USD 3333865.10000000 0.010323551271 Long DBT CORP GB N 2 2028-06-30 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GMDH2 13856467.27000000 PA USD 13622499.99000000 0.042183043666 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630KAD8 2274950.80000000 PA USD 1498145.64000000 0.004639114919 Long ABS-O CORP US N 2 2047-03-25 Variable 4.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381XHZ2 5143825.00000000 PA USD 4690841.15000000 0.014525524478 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.00000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576431AA8 76046023.19000000 PA USD 30374576.35000000 0.094057043968 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.66000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376JFY5 3881873.77000000 PA USD 352472.97000000 0.001091457713 Long ABS-MBS USGA US N 2 2036-03-20 Floating 2.00000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783LAD2 3166082.12000000 PA USD 1424736.95000000 0.004411799671 Long LON CORP US N 2 2026-01-12 Floating 13.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AT2W3 8873927.55000000 PA USD 8823705.91000000 0.027323235233 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 4.97000000 N N N N N N JP Morgan Mortgage Trust N/A 466247SQ7 27067.25000000 PA USD 26005.69000000 0.000080528475 Long ABS-MBS CORP US N 2 2035-08-25 Variable 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 22355.00000000 NC USD 686934.01000000 0.002127140199 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ5 Comdty 2025-12-31 2440374288.11000000 USD 686934.01000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AXL7 6370611.91000000 PA USD 6032883.92000000 0.018681255717 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 9393365G4 922834.13000000 PA USD 737536.33000000 0.002283833895 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.82000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 11472000.00000000 PA USD 10762456.80000000 0.033326715763 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N MortgageIT Trust N/A 61915RAU0 230641.52000000 PA USD 228927.32000000 0.000708889788 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.79000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBP2 9015000.00000000 PA USD 9262912.50000000 0.028683269792 Long DBT CORP US N 2 2030-05-29 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5UN1 12060565.78000000 PA USD 11306790.31000000 0.035012283334 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N FannieMae Whole Loan N/A 31392JAQ2 12181.27000000 PA USD 12503.35000000 0.000038717515 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QLK5 3288.53000000 PA USD 3301.73000000 0.000010224042 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126698AD1 5570281.53000000 PA USD 5245903.43000000 0.016244314451 Long ABS-O CORP US N 2 2047-10-25 Floating 5.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GA7 11943521.68000000 PA USD 10811732.66000000 0.033479301981 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 160965.76000000 PA USD 142159.26000000 0.000440206296 Long ABS-O CORP US N 2 2031-08-15 Floating 4.90000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 35090.88000000 0.000108661414 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 9339111.72000000 USD 7974144.00000000 EUR 2025-10-10 35090.88000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QGE5 6332.27000000 PA USD 6293.83000000 0.000019489293 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.50000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45669FAA1 1999897.24000000 PA USD 1805125.25000000 0.005589699196 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYC9 6417.86000000 PA USD 6728.15000000 0.000020834196 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N TripAdvisor Inc 549300XVG45PT5BART17 89677NAE4 3382234.05000000 PA USD 3323044.95000000 0.010290045904 Long LON CORP US N 2 2031-07-08 Floating 6.91000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8W5 5000000.00000000 PA USD 4974700.00000000 0.015404513670 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GK31 84033.75000000 PA USD 72993.51000000 0.000226029614 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.53000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PKF9 131470.84000000 PA USD 132445.13000000 0.000410125799 Long ABS-MBS CORP US N 2 2035-01-19 Floating 4.93000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546JS6 2396.75000000 PA USD 2371.12000000 0.000007342342 Long ABS-O CORP US N 2 2035-02-26 Floating 4.77000000 N N N N N N CSMCM Trust Certificates N/A 12662JAA0 8112565.40000000 PA USD 6861323.88000000 0.021246579192 Long ABS-MBS CORP US N 2 2061-04-25 Fixed 4.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AE6P5 4500218.74000000 PA USD 4504076.78000000 0.013947195274 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1568682000.00000000 NC USD 195300.91000000 0.000604763209 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1568682000.00000000 OU Notional Amount N/A 195300.91000000 0.00000000 DIR US N/A N/A 2028-01-30 0.00000000 N/A 0.00000000 N/A 1568682000.00000000 USD 1.00000000 4.05000000 USD 2026-01-30 XXXX -1608683.39000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCC4 17656.41000000 PA USD 17425.59000000 0.000053959583 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389HCB2 1161.27000000 PA USD 1224.68000000 0.000003792309 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Lehman ABS Mortgage Loan Trust N/A 52521MAC6 158265.65000000 PA USD 105569.52000000 0.000326903554 Long ABS-O CORP US N 2 2037-06-25 Floating 4.47000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LRZ4 6173918.29000000 PA USD 5296955.80000000 0.016402401759 Long ABS-MBS CORP US N 2 2036-02-25 Floating 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC27 305086579.85000000 PA USD 258380814.32000000 0.800094636150 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNU7 4880928.16000000 PA USD 4420855.19000000 0.013689493680 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N GSR Mortgage Loan Trust 784F5XWPLTWKTBV3E584 36242DBK8 833.94000000 PA USD 796.74000000 0.000002467162 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJV0 2118284.99000000 PA USD 2105427.04000000 0.006519605126 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUX3 92164.35000000 PA USD 91551.23000000 0.000283494919 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YQ28 1279.67000000 PA USD 1282.91000000 0.000003972622 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 6.27000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 6290000.00000000 PA USD 6638088.60000000 0.020555315212 Long DBT CORP US N 2 2035-01-22 Fixed 5.68000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EQK8 342.43000000 PA USD 349.97000000 0.000001083707 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398MGB6 2784539.38000000 PA USD 291563.91000000 0.000902848460 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 1.88000000 N N N N N N Argent Securities Inc. N/A 040104PC9 6493145.25000000 PA USD 6352876.43000000 0.019672135367 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.93000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 3838000.00000000 PA USD 3570453.02000000 0.011056162654 Long DBT CORP US N 2 2031-01-29 Fixed 2.67000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEW2 5120000.00000000 PA USD 5360281.60000000 0.016598494620 Long DBT CORP US N 2 2036-01-24 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 45326.59000000 0.000140357021 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7932126.08000000 GBP 10724462.11000000 USD 2025-10-10 45326.59000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAX4 8325000.00000000 PA USD 8393348.25000000 0.025990602018 Long DBT CORP US N 2 2029-12-05 Fixed 4.45000000 N N N N N N Citicorp Residential Mortgage Securities, Inc. N/A 173109AE9 17202.63000000 PA USD 17133.78000000 0.000053055972 Long ABS-O CORP US N 2 2037-03-25 Variable 6.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UM8 1126421000.00000000 PA USD 1130557082.74000000 3.500850711935 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 3627000.00000000 PA USD 3508542.18000000 0.010864451318 Long DBT US N 2 2030-08-15 Fixed 4.13000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 30247DAD3 8423280.72000000 PA USD 5559373.70000000 0.017214997519 Long ABS-O CORP US N 2 2036-10-25 Floating 4.59000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 20371000.00000000 PA USD 18284805.89000000 0.056620206705 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JJZ8 64704813.97000000 PA USD 64947039.03000000 0.201113142624 Long ABS-MBS USGA US N 2 2054-02-20 Floating 5.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 3580330.10000000 PA USD 3425906.49000000 0.010608564005 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202C4Q3 337.08000000 PA USD 346.66000000 0.000001073457 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGGT5 7925381.15000000 PA USD 7913199.84000000 0.024503788191 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AR26 38423.80000000 PA USD 36386.82000000 0.000112674385 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DE1 2444000.00000000 PA USD 2675055.76000000 0.008283501120 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N New York City Transitional Finance Authority 5493003476LG35QAKM08 64972JPT9 19445000.00000000 PA USD 20268067.96000000 0.062761519281 Long DBT MUN US N 2 2053-11-01 Fixed 5.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020ULQ6 371757.62000000 PA USD 353562.95000000 0.001094832913 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.12000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 591894CC2 13381000.00000000 PA USD 13390366.70000000 0.041464226362 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 8890000.00000000 PA USD 8147151.60000000 0.025228236516 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4T4 3324865.15000000 PA USD 3365280.18000000 0.010420830309 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N GSR Mortgage Loan Trust 784F5XWPLTWKTBV3E584 362341MC0 1662290.99000000 PA USD 830753.53000000 0.002572487609 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.72000000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 000000000 3000000.00000000 PA 3661804.52000000 0.011339039095 Long DBT CORP DE Y 2 2034-09-07 Fixed 4.13000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 17260000.00000000 PA USD 17052534.80000000 0.052804391309 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAN5 176044.84000000 PA USD 179676.01000000 0.000556379591 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 466247AW3 34149.89000000 PA USD 32590.11000000 0.000100917602 Long ABS-MBS CORP US N 2 2033-11-25 Variable 5.86000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TTK67 1049.72000000 PA USD 1065.87000000 0.000003300542 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Madison Park Funding Ltd N/A 55820YAQ0 32300000.00000000 PA USD 32336014.50000000 0.100130777217 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376PW71 1682102.58000000 PA USD 191297.03000000 0.000592364909 Long ABS-MBS USGA US N 2 2039-12-20 Floating 2.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4Y3 1739067.92000000 PA USD 1758652.36000000 0.005445792574 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U3T7 1387332.86000000 PA USD 1261389.20000000 0.003905981702 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GY7 9780000.00000000 PA USD 10155258.60000000 0.031446483191 Long DBT CORP US N 2 2055-03-15 Fixed 5.70000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PA86 8357357.69000000 PA USD 7741437.98000000 0.023971915330 Long ABS-MBS CORP US N 2 2036-03-19 Floating 4.73000000 N N N N N N LEG IMMOBILIEN SE 391200SO40AKONBO0Z96 000000000 18600000.00000000 PA 17967866.11000000 0.055638780052 Long DBT CORP DE Y 2 2034-11-28 Fixed 1.63000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 14212000.00000000 PA USD 14164674.04000000 0.043861924315 Long DBT CORP US N 2 2028-12-15 Fixed 4.38000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAG8 1885000.00000000 PA USD 1979363.10000000 0.006129239136 Long DBT CORP FR N 2 2055-01-13 Fixed 6.38000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220GD9 50534.23000000 PA USD 48384.29000000 0.000149825407 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.37000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945ZB7 4086291.00000000 PA USD 4015450.90000000 0.012434130356 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRJH8 3002.80000000 PA USD 3060.07000000 0.000009475725 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Pelican Products Inc 5493008CRWH2WFODTF44 70468BAC7 4684436.81000000 PA USD 4019246.78000000 0.012445884569 Long LON CORP US N 2 2028-12-29 Floating 8.51000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAC0 24871000.00000000 PA USD 21387567.74000000 0.066228130266 Long DBT US N 2 2030-01-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERYU8 54863482.10000000 PA USD 54385330.94000000 0.168408059572 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSEH1 94647195.91000000 PA USD 83454528.02000000 0.258422903445 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 3.00000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4F2 937457.28000000 PA USD 877163.22000000 0.002716198527 Long ABS-MBS CORP US N 2 2035-12-25 Variable 5.05000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 42826000.00000000 PA USD 31679248.72000000 0.098097055096 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DXR7 1023.02000000 PA USD 1027.08000000 0.000003180426 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 4.50000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 40514000.00000000 PA USD 38958667.54000000 0.120638295116 Long DBT CORP US N 2 2028-09-15 Fixed 2.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN6U1 13984382.96000000 PA USD 12370149.13000000 0.038305049828 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Hudson Yards N/A 44421GAA1 84915000.00000000 PA USD 80797904.72000000 0.250196479753 Long ABS-MBS CORP US N 2 2039-07-10 Fixed 3.23000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F7P7 5049423.65000000 PA USD 4654868.76000000 0.014414133404 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.81000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41162CAA9 44238377.68000000 PA USD 35267971.61000000 0.109209791707 Long ABS-MBS CORP US N 2 2036-11-19 Floating 4.87000000 N N N N N N LEG IMMOBILIEN SE 391200SO40AKONBO0Z96 000000000 8100000.00000000 PA 7706318.21000000 0.023863164455 Long DBT CORP DE Y 2 2033-03-30 Fixed 0.88000000 N N N N N N American Home Mortgage Investment Trust N/A 02660TBL6 1299660.12000000 PA USD 1289445.70000000 0.003992860657 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.80000000 N N N N N N Cast and Crew Payroll LLC 549300XE7OZGFGN5F466 14835JAQ3 1894577.98000000 PA USD 1720958.85000000 0.005329071930 Long LON CORP US N 2 2028-12-29 Floating 7.91000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971X6S2 1250000.00000000 PA USD 1283683.75000000 0.003975018368 Long DBT MUN US N 2 2036-02-01 Fixed 5.15000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AN3 5050000.00000000 PA USD 5194531.00000000 0.016085236054 Long DBT CORP US N 2 2053-07-20 Fixed 6.12000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07384YPH3 354864.62000000 PA USD 296179.27000000 0.000917140252 Long ABS-MBS CORP US N 2 2034-01-25 Variable 5.50000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 1704000.00000000 PA USD 1548305.52000000 0.004794438569 Long DBT US N 2 2031-02-01 Fixed 3.38000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576438AH8 4287257.86000000 PA USD 1341715.35000000 0.004154717360 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.43000000 N N N N N N Residential Accredit Loans, Inc. N/A 751152AB5 11285097.74000000 PA USD 10290144.84000000 0.031864168062 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4WS3 2826731.04000000 PA USD 2543676.19000000 0.007876674903 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0326A3 297700000.00000000 PA USD 271500018.40000000 0.840719188103 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6RY6 1471819.14000000 PA USD 1532040.59000000 0.004744073052 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AEK0 58572677.51000000 PA USD 55372302.73000000 0.171464288175 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGKG5 2333620.64000000 PA USD 1976498.20000000 0.006120367769 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJY61 61153874.94000000 PA USD 55425181.13000000 0.171628029915 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -264032.90000000 -0.00081759672 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 13650605.00000000 AUD 8783986.86000000 USD 2025-10-10 -264032.90000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WXWK9 93617.08000000 PA USD 91473.65000000 0.000283254687 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 9200000.00000000 PA 6113456.14000000 0.018930753348 Long DBT CORP FR Y 2 2035-08-28 Fixed 5.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATE26 8674954.88000000 PA USD 8624974.56000000 0.026707849422 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 4.97000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PEC3 22760.79000000 PA USD 21787.23000000 0.000067465712 Long ABS-MBS CORP US N 2 2034-05-19 Variable 5.77000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 5266772.73000000 PA USD 5271307.42000000 0.016322979720 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 5.48000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CDA7 6903086.48000000 PA USD 6351708.66000000 0.019668519284 Long ABS-MBS CORP US N 2 2046-02-25 Floating 5.15000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CJ4 16598000.00000000 PA USD 16033833.98000000 0.049649911500 Long DBT CORP US N 2 2030-06-15 Fixed 9.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5R88 7318616.20000000 PA USD 6592075.95000000 0.020412833756 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N Credit-Based Asset Servicing and Securitization 969500V3L9W19NIA5E82 1248MGAM6 5712646.65000000 PA USD 1593245.15000000 0.004933597341 Long ABS-O CORP US N 2 2037-01-25 Variable 3.11000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BAT0 21336.04000000 PA USD 18473.84000000 0.000057205564 Long ABS-MBS CORP US N 2 2036-02-25 Variable 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 30390875.88000000 PA USD 28243641.67000000 0.087458452613 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329NVV7 332757.38000000 PA USD 309996.18000000 0.000959925300 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N WEC US Holdings Ltd 5493002M6GRSU1IWMG57 92943LAC4 3213510.84000000 PA USD 3218186.50000000 0.009965344228 Long LON CORP US N 2 2031-01-27 Floating 6.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 17387386.79000000 PA USD 16773239.77000000 0.051939534311 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N 321 Henderson Receivables LLC 549300LO0ZO1XMWP1R84 46618AAA2 25963265.82000000 PA USD 23654804.35000000 0.073248790276 Long ABS-O CORP US N 2 2073-01-17 Fixed 3.61000000 N N N N N N BCPE EMPIRE HOLDINGS INC 549300O2G0VI2955B626 05550HAQ8 3266643.87000000 PA USD 3264471.55000000 0.010108669190 Long LON CORP US N 2 2030-12-11 Floating 7.41000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 5899294H8 106715.00000000 PA USD 105162.42000000 0.000325642940 Long ABS-MBS CORP US N 2 2033-10-25 Variable 7.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 3000.00000000 PA USD 3048.90000000 0.000009441136 Long DBT CORP US N 2 2033-07-25 Fixed 4.90000000 N N N N N N ROBERT BOSCH FINANCE 549300VQST07EL5DYC58 000000000 100000.00000000 PA 117716.18000000 0.000364516554 Long DBT CORP US Y 2 2031-05-28 Fixed 3.25000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AN5 7272000.00000000 PA USD 6574251.60000000 0.020357639384 Long DBT CORP US N 2 2031-03-15 Fixed 2.50000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AU8 15980000.00000000 PA USD 16811599.20000000 0.052058317024 Long DBT CORP US N 2 2033-10-15 Fixed 5.70000000 N N N N N N LCM Loan Income Fund Ltd N/A 50189XAC9 7500000.00000000 PA USD 7507545.00000000 0.023247649021 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.04000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAD8 14000.00000000 PA USD 13822.20000000 0.000042801429 Long DBT US N 2 2028-02-15 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDQ3 10438240.74000000 PA USD 8456507.86000000 0.026186180259 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEK9 239406.74000000 PA USD 237953.55000000 0.000736840153 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 4.50000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSW2 4809.68000000 PA USD 4724.25000000 0.000014628977 Long ABS-MBS CORP US N 2 2035-05-25 Variable 4.93000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 83717000.00000000 PA USD 79282510.51000000 0.245503953405 Long DBT CORP US N 2 2030-10-30 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RTP5 65361356.95000000 PA USD 50737021.31000000 0.157110808367 Long ABS-MBS USGA US N 2 2063-06-16 Fixed 1.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EZF9 473.06000000 PA USD 483.72000000 0.000001497873 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 5.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 6903000.00000000 PA USD 6744852.27000000 0.020885916537 Long DBT US N 2 2029-02-15 Fixed 3.88000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAS9 2500000.00000000 PA USD 2583250.00000000 0.007999218031 Long DBT CORP US N 2 2034-07-01 Fixed 5.40000000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BDE0 25189709.54000000 PA USD 23129498.61000000 0.071622143553 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.15000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 18800000.00000000 PA 20022372.00000000 0.062000704202 Long DBT CORP JE Y 2 2030-10-08 Fixed 1.13000000 N N N N N N Residential Accredit Loans, Inc. N/A 751155AS1 10072425.41000000 PA USD 188049.16000000 0.000582307647 Long ABS-MBS CORP US N 2 2036-08-25 Variable 0.57000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAH5 5421388.66000000 PA USD 5333291.09000000 0.016514916579 Long LON CORP US N 2 2027-11-02 Floating 8.26000000 N N N N N N Residential Accredit Loans, Inc. N/A 751151AN1 103535.41000000 PA USD 75720.20000000 0.000234473004 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.65000000 N N N N N N Aames Mortgage Trust N/A 00253CHQ3 13740.68000000 PA USD 13581.44000000 0.000042055898 Long ABS-MBS CORP US N 2 2032-06-25 Variable 7.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HUR3 124228.71000000 PA USD 126292.89000000 0.000391074949 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 128197000.00000000 PA USD 121443582.04000000 0.376058721081 Long DBT CORP US N 2 2029-06-14 Fixed 2.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392TS40 1426.26000000 PA USD 1436.41000000 0.000004447946 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Banc of America Mortgage Securities N/A 05949AY87 61457.17000000 PA USD 60922.66000000 0.000188651365 Long ABS-MBS CORP US N 2 2035-04-25 Variable 5.89000000 N N N N N N IndyMac INDA Mortgage Loan Trust N/A 45670NAA1 1145116.06000000 PA USD 944956.30000000 0.002926124639 Long ABS-MBS CORP US N 2 2037-11-25 Variable 3.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2S8 36810.64000000 PA USD 34336.99000000 0.000106326940 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 8849000.00000000 PA USD 9088369.87000000 0.028142786079 Long ABS-O CORP US N 2 2073-04-25 Floating 6.45000000 N N N N N N Residential Funding Mtg Sec I N/A 74958XAC8 671916.79000000 PA USD 586703.29000000 0.001816768619 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.70000000 N N N N N N Sequoia Mortgage Trust N/A 81744FBF3 34924.50000000 PA USD 33034.22000000 0.000102292820 Long ABS-MBS CORP US N 2 2034-05-20 Floating 5.08000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -40104.29000000 -0.00012418579 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 48306076.50000000 AUD 31978574.34000000 USD 2025-10-10 -40104.29000000 N N N Trestles CLO LTD N/A 89533DAC4 20000000.00000000 PA USD 20038360.00000000 0.062050212185 Long ABS-CBDO CORP KY N 2 2035-06-11 Floating 5.63000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 19538000.00000000 PA USD 20061423.02000000 0.062121628473 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N Firstkey Homes Trust N/A 33767WAN3 12416000.00000000 PA USD 12190674.43000000 0.037749293608 Long ABS-O CORP US N 2 2038-08-17 Fixed 3.24000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QNF5 3398.13000000 PA USD 3319.81000000 0.000010280028 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.27000000 N N N N N N City & County of Denver CO Airport System Revenue MMTY7HA2MSCBUO4F7J71 249182PT7 6010000.00000000 PA USD 5420364.91000000 0.016784546878 Long DBT MUN US N 2 2031-11-15 Fixed 2.39000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971XUX4 3175000.00000000 PA USD 2792907.80000000 0.008648438375 Long DBT MUN US N 2 2032-11-01 Fixed 2.40000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -74745.00000000 -0.00023145322 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15381266.38000000 EUR 18007083.88000000 USD 2025-10-10 -74745.00000000 N N N CALI Mortgage Trust 2019-101C N/A 129890AC3 272551000.00000000 PA USD 2639056.82000000 0.008172027833 Long ABS-MBS CORP US N 2 2039-03-10 Variable 0.44000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 073882AC6 138713.14000000 PA USD 122458.18000000 0.000379200496 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.25000000 N N N N N N EOC BORROWER LLC N/A 26875YAC6 6921468.75000000 PA USD 6943098.34000000 0.021499799645 Long LON CORP US N 2 2028-03-24 Floating 7.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DMR2 5773.35000000 PA USD 5813.66000000 0.000018002413 Long ABS-MBS USGA US N 2 2035-03-20 Floating 5.63000000 N N N N N N BXHPP TRUST N/A 05609JAA0 17800000.00000000 PA USD 17280932.42000000 0.053511640844 Long ABS-MBS CORP US N 2 2036-08-15 Floating 4.91000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FYQ1 155000.00000000 PA USD 146277.69000000 0.000452959309 Long DBT MUN US N 2 2047-03-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 15176000.00000000 PA USD 15077659.52000000 0.046689049027 Long DBT CORP US N 2 2026-12-10 Fixed 0.99000000 N N N N N N GSR Mortgage Loan Trust 784F5XWPLTWKTBV3E584 362341SF7 25644.58000000 PA USD 23415.36000000 0.000072507333 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASXS0 5485842.82000000 PA USD 5454951.05000000 0.016891645330 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 4.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCT8 23398826.72000000 PA USD 18959231.61000000 0.058708614092 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376TY63 3871140.39000000 PA USD 353841.01000000 0.001095693946 Long ABS-MBS USGA US N 2 2040-01-16 Floating 1.54000000 N N N N N N Oregon Tool, Inc. N/A 000000000 369194.59000000 PA USD 376578.48000000 0.001166102145 Long LON CORP LU N 2 2029-10-15 Floating 9.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALZ9 54723.45000000 PA USD 53099.16000000 0.000164425339 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPL55 44010144.91000000 PA USD 42931392.00000000 0.132940120001 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 939336X40 242849.49000000 PA USD 242152.22000000 0.000749841635 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.91000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 48742000.00000000 PA USD 43573398.32000000 0.134928138400 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N BALCAN INNOVATIONS INC 549300C2CLNRVCUDIH93 000000000 3560224.57000000 PA USD 3373312.78000000 0.010445703828 Long LON CORP CA N 2 2031-10-18 Floating 9.06000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0526A1 242275000.00000000 PA USD 244101753.50000000 0.755878505005 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.50000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333HAQ8 8896000.00000000 PA USD 8780816.37000000 0.027190424711 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLCJ0 17020220.38000000 PA USD 16331170.71000000 0.050570635910 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 000000000 2290000.00000000 PA USD 2355814.60000000 0.007294948079 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.38000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59024QAE0 6592332.98000000 PA USD 4851543.73000000 0.015023151489 Long ABS-O CORP US N 2 2037-05-25 Floating 4.91000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TLMU9 3403.97000000 PA USD 3480.89000000 0.000010778824 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.00000000 N N N N N N TCW Central Cash Fund 2549003KPNUIFJCJM366 872365671 4493041839.29000000 NS USD 4493041839.29000000 13.91302479279 Long EC RF US N 1 N N N Paraguay Government International Bonds 529900UXKJTJPCU0HK83 000000000 9742000.00000000 PA USD 9865431.14000000 0.030549011772 Long DBT NUSS PY Y 2 2031-04-28 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ5D8 4175527.80000000 PA USD 4122490.33000000 0.012765585592 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YZE7 3400295.80000000 PA USD 3058667.64000000 0.009471382691 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSE6 45156333.00000000 PA USD 43618208.95000000 0.135066897715 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59023LAC6 23617359.26000000 PA USD 8898265.21000000 0.027554113428 Long ABS-O CORP US N 2 2037-04-25 Floating 4.61000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BP6 26488000.00000000 PA USD 26141801.84000000 0.080949955539 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N UNITED UTILITIES WAT FIN 213800313INX42GDLR44 000000000 16681000.00000000 PA 19667791.67000000 0.060902720898 Long DBT CORP GB Y 2 2034-05-23 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3SX9 294883.21000000 PA USD 294077.95000000 0.000910633365 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 11929780.01000000 PA USD 11447413.91000000 0.035447734350 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 23236000.00000000 PA USD 22873286.04000000 0.070828763040 Long DBT CORP US N 2 2028-02-24 Fixed 2.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7536.95000000 -0.00002333870 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1322918.40000000 AUD 869332.01000000 USD 2025-10-10 -7536.95000000 N N N Onslow Bay Financial LLC N/A 67115DAA0 4108500.82000000 PA USD 3530628.68000000 0.010932843742 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WC71 7897386.24000000 PA USD 6722991.52000000 0.020818223164 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 2.50000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAL2 4500000.00000000 PA USD 4973175.00000000 0.015399791399 Long DBT CORP US N 2 2034-05-15 Fixed 6.88000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 10000000.00000000 PA USD 9747600.00000000 0.030184139235 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FD21 237080.76000000 PA USD 236901.81000000 0.000733583365 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.89000000 N N N N N N Primo Brands Corporation 254900J0WS4AXV2LAX55 89678QAD8 920107.24000000 PA USD 920990.54000000 0.002851912952 Long LON CORP US N 2 2028-03-31 Floating 6.25000000 N N N N N N PACIFIC NATIONAL FINANCE 213800SSTRDXLWWVF948 000000000 26170000.00000000 PA 16133193.23000000 0.049957584510 Long DBT CORP AU N 2 2029-09-24 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375KPF3 4773445.94000000 PA USD 563478.75000000 0.001744852173 Long ABS-MBS USGA US N 2 2037-06-16 Floating 2.49000000 N N N N N N SLM Student Loan Trust 549300DP3T6QDZHB8271 78444CAF0 2444078.79000000 PA USD 2303954.13000000 0.007134358432 Long ABS-O CORP US N 2 2043-04-27 Floating 5.45000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AY0 10000000.00000000 PA USD 10568800.00000000 0.032727043657 Long DBT CORP US N 2 2054-07-18 Fixed 6.42000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17322TAE1 4481971.74000000 PA USD 4190176.56000000 0.012975180835 Long ABS-MBS CORP US N 2 2036-02-20 Floating 4.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 8393851.51000000 PA USD 8025465.51000000 0.024851426852 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N OREGON TOOL LUX LP N/A 68610BAA2 12270896.00000000 PA USD 4328313.15000000 0.013402930647 Long DBT CORP LU N 2 2029-10-15 Fixed 7.88000000 N N N N N N RESEARCH NOW GROUP INC 549300XTHJNIVC5Q8K50 76100MAB6 1604556.83000000 PA USD 1603890.94000000 0.004966562790 Long LON CORP US N 2 2028-07-15 Floating 9.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378CTK8 51.86000000 PA USD 52.25000000 0.000000161795 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 6.50000000 N N N N N N Wachovia Mortgage Loan Trust, LLC N/A 92978GAC3 8785481.15000000 PA USD 3013432.33000000 0.009331308324 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.62000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -36526.80000000 -0.00011310784 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 20541305.00000000 AUD 13578850.21000000 USD 2025-10-10 -36526.80000000 N N N PLANO HOLDCO INC 254900C53JLEP3CCOQ10 72712EAB3 995000.00000000 PA USD 975100.00000000 0.003019466757 Long LON CORP US N 2 2031-10-02 Floating 7.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 30582000.00000000 PA USD 27024701.76000000 0.083683918168 Long DBT CORP US N 2 2032-07-21 Fixed 2.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQA52 4171125.98000000 PA USD 4103315.32000000 0.012706208805 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 4.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403CZL8 7524.92000000 PA USD 7552.63000000 0.000023387257 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG5M2 4659047.26000000 PA USD 4918637.82000000 0.015230913128 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RH44 1311286.13000000 PA USD 1316114.09000000 0.004075441230 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 4.50000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 2617500.00000000 PA USD 2755232.85000000 0.008531775203 Long DBT CORP BM N 2 2030-02-15 Fixed 8.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RME6 5568671.18000000 PA USD 5156223.82000000 0.015966615137 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S5P8 10126315.91000000 PA USD 10303307.00000000 0.031904925630 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5.00000000 N N N N N N FLUTTER FINANCING BV 635400VFWPBIKJK6GN11 000000000 4641258.71000000 PA USD 4643532.93000000 0.014379031198 Long LON CORP NL N 2 2032-06-04 Floating 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WDY1 671136.09000000 PA USD 600582.66000000 0.001859747079 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 3336000.00000000 PA USD 2952093.12000000 0.009141367082 Long DBT US N 2 2030-10-15 Fixed 1.88000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 563000.00000000 PA USD 499831.40000000 0.001547763610 Long DBT CORP US N 2 2031-07-15 Fixed 2.38000000 N N N N N N JP Morgan Mortgage Trust N/A 466247K93 660.97000000 PA USD 654.33000000 0.000002026179 Long ABS-MBS CORP US N 2 2033-11-25 Variable 6.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSYC5 93555021.01000000 PA USD 75804284.25000000 0.234733377496 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46629CAE7 181030.06000000 PA USD 143183.10000000 0.000443376690 Long ABS-MBS CORP US N 2 2036-08-25 Variable 5.59000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FMV3 20195000.00000000 PA USD 20620488.46000000 0.063852814517 Long DBT MUN US N 2 2039-03-15 Fixed 5.43000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 000000000 700000.00000000 PA 893366.42000000 0.002766372892 Long DBT CORP DE Y 2 2030-11-23 Fixed 5.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 10055000.00000000 PA USD 10010255.25000000 0.030997469967 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 15825000.00000000 PA USD 15650450.25000000 0.048462736412 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 79549ARU5 2457.64000000 PA USD 2388.14000000 0.000007395045 Long ABS-O CORP US N 2 2033-01-25 Variable 3.95000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAQ9 33256000.00000000 PA USD 26232997.92000000 0.081232350711 Long DBT CORP LU N 2 2052-02-02 Fixed 4.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5XN5 4759.98000000 PA USD 5031.15000000 0.000015579315 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AJJ9 3661648.95000000 PA USD 3493951.51000000 0.010819270267 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3D80 1063473.63000000 PA USD 988031.19000000 0.003059509110 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYT1 9205945.80000000 PA USD 8343563.09000000 0.025836438716 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUNJ4 2581485.80000000 PA USD 2536182.14000000 0.007853469042 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMC87 80545274.81000000 PA USD 71001535.27000000 0.219861322434 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 330443.64000000 PA USD 319014.18000000 0.000987850181 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F5T1 11283871.65000000 PA USD 10923745.76000000 0.033826158541 Long ABS-MBS CORP US N 2 2045-11-25 Floating 4.79000000 N N N N N N DIAGEO INVESTMENT CORP S4G8DPIPDVCF6CB81Z61 25245BAE7 3595000.00000000 PA USD 3817818.10000000 0.011822146282 Long DBT CORP US N 2 2035-04-15 Fixed 5.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFGJ5 9215000.00000000 PA USD 9163278.79000000 0.028374746897 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.50000000 N N N N N N KFC Holding Co 549300G2LG4YUB3MM115 72584DAF1 8452051.27000000 PA USD 8494311.53000000 0.026303242022 Long LON CORP US N 2 2028-03-15 Floating 6.00000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696BY4 125000.00000000 PA USD 122251.25000000 0.000378559722 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB89 11495581.51000000 PA USD 10676531.21000000 0.033060641039 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N OPAL BIDCO SAS 969500R96XT7XY2UJ564 000000000 2323898.15000000 PA USD 2332903.26000000 0.007224001479 Long LON CORP US N 2 2032-04-28 Floating 7.25000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433HK5 218714.02000000 PA USD 217803.45000000 0.000674443930 Long ABS-MBS CORP US N 2 2033-11-25 Variable 6.45000000 N N N N N N Asset Backed Funding Certificates N/A 00075VAD3 37358330.70000000 PA USD 15214225.01000000 0.047111933816 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.59000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 10176000.00000000 PA USD 10086044.16000000 0.031232155737 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381JAA5 18726954.81000000 PA USD 16666716.37000000 0.051609676999 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.93000000 N N N N N N Blackhawk Network Holdings, Inc 549300LFU3K8UIR03132 09238FAM3 3886104.35000000 PA USD 3905845.76000000 0.012094730216 Long LON CORP US N 2 2029-03-12 Floating 8.16000000 N N N N N N GS Mortgage Securities Corp. N/A 36250FAB3 10112054.43000000 PA USD 9179946.49000000 0.028426359620 Long ABS-MBS CORP US N 2 2037-01-26 Floating 4.55000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59025CAD2 6393158.42000000 PA USD 6404061.31000000 0.019830633002 Long ABS-O CORP US N 2 2037-07-25 Floating 4.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYY0 99270022.87000000 PA USD 89970733.73000000 0.278600799588 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fillmore Park CLO, Ltd. N/A 31722PAJ5 8000000.00000000 PA USD 8020464.00000000 0.024835939319 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZY9 8288.60000000 PA USD 7962.86000000 0.000024657564 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N DYNO NOBEL LTD 254900UW2F3BKV6Z9V18 000000000 13480000.00000000 PA 9044200.77000000 0.028006013307 Long DBT CORP AU N 2 2035-08-08 Fixed 5.82000000 N N N N N N Residential Accredit Loans, Inc. N/A 748940AG8 16111230.83000000 PA USD 403412.33000000 0.001249195077 Long ABS-MBS CORP US N 2 2036-06-25 Variable 0.75000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514Y8A8 22400000.00000000 PA USD 23105152.00000000 0.071546752537 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q75Y9 1765274.83000000 PA USD 1644642.30000000 0.005092752285 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAH9 206673059.42000000 PA USD 2420554.87000000 0.007495420947 Long ABS-O CORP US N 2 2030-04-10 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBZ1 12949.41000000 PA USD 12870.81000000 0.000039855381 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.50000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 251510LF8 477196.21000000 PA USD 312720.85000000 0.000968362435 Long ABS-MBS CORP US N 2 2036-02-25 Variable 3.93000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 105579.68000000 0.000326935015 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 93265712.23000000 USD 79426075.92000000 EUR 2025-10-10 105579.68000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 122412908.97000000 PA USD 107922534.27000000 0.334189831456 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07387UGR6 55663.49000000 PA USD 55552.45000000 0.000172022127 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 6.00000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971MT44 13135000.00000000 PA USD 13415694.95000000 0.041542657096 Long DBT MUN US N 2 2027-05-01 Fixed 5.27000000 N N N N N N Dryden Senior Loan Fund 549300AS2O1RYPD2ED41 26249BAS0 813402.36000000 PA USD 814010.78000000 0.002520642488 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 5.72000000 N N N N N N JP Morgan Mortgage Acquisition Corp 8I5DZWZKVSZI1NUHU748 46628SAJ2 3687848.19000000 PA USD 975869.91000000 0.003021850839 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETE69 276372.65000000 PA USD 254216.13000000 0.000787198393 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Structured Asset Securities Corporation N/A 86359AS95 48543.79000000 PA USD 47161.20000000 0.000146038022 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.55000000 N N N N N N Artera Services LLC 549300J2G34D0WX8Z443 73937UAL2 4049145.72000000 PA USD 3635363.52000000 0.011257162651 Long LON CORP US N 2 2031-02-15 Floating 8.50000000 N N N N N N SG Mortgage Securities Trust N/A 78420RAB4 10901588.36000000 PA USD 6484838.18000000 0.020080764346 Long ABS-O CORP US N 2 2036-12-25 Floating 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQQ1 26203727.74000000 PA USD 25073531.88000000 0.077641981349 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Countrywide Home Loans N/A 12669FXJ7 35588.55000000 PA USD 32965.54000000 0.000102080147 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HVG7 164849.88000000 PA USD 167582.58000000 0.000518931421 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRY3 125376155.00000000 PA USD 117782674.20000000 0.364722458619 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12659AAH9 194765966.57000000 PA USD 162553584.41000000 0.503358778072 Long ABS-MBS CORP US N 2 2061-10-25 Variable 3.73000000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAM5 18392360.59000000 PA USD 13932213.15000000 0.043142092575 Long LON CORP US N 2 2029-01-24 Floating 7.35000000 N N N N N N CIFC Funding Ltd N/A 125488AA4 14000000.00000000 PA USD 14046214.00000000 0.043495104345 Long ABS-CBDO CORP KY N 2 2037-01-21 Floating 6.08000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 3368000.00000000 PA USD 3040293.60000000 0.009414486164 Long DBT CORP MX Y 2 2031-02-09 Fixed 3.35000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 411640AA3 13524255.22000000 PA USD 10951586.19000000 0.033912368420 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.27000000 N N N N N N VIRGIN MEDIA VENDOR FIN 635400SSKC2QCGEPIQ43 000000000 4715000.00000000 PA 6195862.57000000 0.019185930741 Long DBT CORP IE Y 2 2028-07-15 Fixed 4.88000000 N N N N N N TCP Sunbelt Acquisition Co 549300P5GYKSLPTV1Y23 87233DAB3 4952575.00000000 PA USD 4973202.47000000 0.015399876462 Long LON CORP US N 2 2031-10-24 Floating 8.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYY1 533.88000000 PA USD 536.00000000 0.000001659762 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 4.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FD47 20162.17000000 PA USD 20141.90000000 0.000062370831 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.93000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579GZ5 186634.49000000 PA USD 180070.97000000 0.000557602613 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.83000000 N N N N N N Popular ABS Mortgage Pass-Through Trust N/A 73316NAC9 15892806.41000000 PA USD 14882948.88000000 0.046086113631 Long ABS-O CORP US N 2 2047-06-25 Floating 4.58000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 655513000.00000000 NC USD 284951.50000000 0.000882372661 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 655513000.00000000 OU Notional Amount N/A 284951.50000000 0.00000000 DIR US N/A N/A 2031-01-30 0.00000000 N/A 0.00000000 N/A 655513000.00000000 USD 1.00000000 4.22000000 USD 2026-01-30 XXXX -1747138.80000000 N N N SLM Student Loan Trust 5493008U32QWNGB0TW72 78443HAF0 17041851.18000000 PA USD 16448389.16000000 0.050933611208 Long ABS-O CORP US N 2 2041-01-25 Floating 4.76000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AB5 17745000.00000000 PA USD 18036195.45000000 0.055850366731 Long DBT CORP IE N 2 2031-06-04 Fixed 5.88000000 N N N N N N Countrywide Home Loans N/A 12669GUJ8 187915.11000000 PA USD 165098.87000000 0.000511240436 Long ABS-MBS CORP US N 2 2035-04-25 Variable 4.49000000 N N N N N N Asset Backed Funding Certificates N/A 04545EAC7 13400064.27000000 PA USD 11316394.48000000 0.035042023332 Long ABS-O CORP US N 2 2037-06-25 Floating 5.27000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661ECW2 2070076.61000000 PA USD 1637391.68000000 0.005070300222 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNGQ0 110689427.02000000 PA USD 89765367.41000000 0.277964868118 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N GVC Holdings (Gibraltar) Limited 213800ATWJIEYQ8NF838 36270BAC6 2402401.41000000 PA USD 2404803.81000000 0.007446646665 Long LON CORP GI N 2 2029-10-31 Floating 6.61000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52522HAA0 20580944.39000000 PA USD 18756447.79000000 0.058080679517 Long ABS-O CORP US N 2 2036-06-25 Floating 4.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2S5 4481862.49000000 PA USD 4574307.13000000 0.014164668566 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RNG1 95139121.76000000 PA USD 70853728.78000000 0.219403629086 Long ABS-MBS USGA US N 2 2063-06-16 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AHP6 22593292.64000000 PA USD 21330066.63000000 0.066050073974 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380Y2X2 527976.06000000 PA USD 486555.07000000 0.001506652507 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 1000000.00000000 PA USD 978640.00000000 0.003030428620 Long DBT CORP US N 2 2027-07-20 Fixed 1.51000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAG3 23322000.00000000 PA USD 23876830.38000000 0.073936309727 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EBB6 1840144.25000000 PA USD 1842150.01000000 0.005704349008 Long LON CORP US N 2 2031-03-14 Floating 6.16000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 2409000.00000000 PA USD 2603285.85000000 0.008061260471 Long DBT CORP US N 2 2033-11-15 Fixed 5.88000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 9485000.00000000 PA USD 10113950.35000000 0.031318569246 Long DBT CORP US N 2 2035-04-19 Fixed 5.83000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 680000.00000000 PA USD 686181.20000000 0.002124809069 Long DBT CORP US N 2 2035-10-22 Fixed 4.95000000 N N N N N N Asset Backed Funding Certificates N/A 04545EAB9 18342808.81000000 PA USD 15490832.21000000 0.047968467756 Long ABS-O CORP US N 2 2037-06-25 Floating 5.02000000 N N N N N N Neuberger Berman CLO Ltd 549300JRWXK6DFJD7D06 64135DAA3 32050000.00000000 PA USD 32051602.50000000 0.099250075156 Long ABS-CBDO CORP KY N 2 2035-04-14 Floating 5.62000000 N N N N N N Suntrust Adjustable Rate Mortgage Loan Trust N/A 85554NAG5 962530.62000000 PA USD 447889.27000000 0.001386921097 Long ABS-MBS CORP US N 2 2037-06-25 Variable 6.57000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630KAC0 5004891.71000000 PA USD 3297119.06000000 0.010209764535 Long ABS-O CORP US N 2 2035-05-25 Variable 4.23000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UF1 1097439.97000000 PA USD 1055050.47000000 0.003267039095 Long ABS-MBS CORP US N 2 2034-11-21 Variable 5.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGN1 1936510.47000000 PA USD 1923570.38000000 0.005956472996 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.50000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CL2 6094000.00000000 PA USD 6347997.92000000 0.019657028713 Long DBT NUSS BR N 2 2035-03-15 Fixed 6.63000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 832248AZ1 24855000.00000000 PA USD 24705372.90000000 0.076501950786 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 10000000.00000000 PA USD 8558200.00000000 0.026501077230 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETJA5 116803.33000000 PA USD 117343.92000000 0.000363363824 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.50000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 225458YA0 2565.11000000 PA USD 2335.49000000 0.000007232011 Long ABS-MBS CORP US N 2 2049-07-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGZD7 4373915.34000000 PA USD 3111681.01000000 0.009635542375 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N Ace Securities Corp. N/A 004421FD0 102996.95000000 PA USD 97110.62000000 0.000300709967 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.91000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126670GR3 80635.01000000 PA USD 75556.27000000 0.000233965383 Long ABS-O CORP US N 2 2036-04-25 Variable 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374F2P3 59.11000000 PA USD 59.18000000 0.000000183255 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 7.50000000 N N N N N N Residential Funding Mtg Sec I N/A 749575AG1 40734.22000000 PA USD 35136.72000000 0.000108803361 Long ABS-MBS CORP US N 2 2036-09-25 Variable 5.58000000 N N N N N N BCRED MML CLO 2021-1 LLC 2549008X01GXURMQIW78 072917AA5 48400000.00000000 PA USD 48470615.60000000 0.150092721298 Long ABS-CBDO CORP US N 2 2035-04-20 Floating 5.98000000 N N N N N N Merrill Lynch First Franklin Mortgage Loan Trust N/A 59023LAD4 49474633.60000000 PA USD 18749263.37000000 0.058058432448 Long ABS-O CORP US N 2 2037-04-25 Floating 4.77000000 N N N N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 77340GAJ0 1147285.96000000 PA USD 1147618.67000000 0.003553683134 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 5.60000000 N N N N N N CIM Trust N/A 12570GAA7 32268527.42000000 PA USD 30891458.01000000 0.095657604925 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.50000000 N N N N N N Mid-State Trust N/A 59548PAA7 3625500.07000000 PA USD 3646722.66000000 0.011292337039 Long ABS-O CORP US N 2 2040-10-15 Fixed 5.79000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 66133.69000000 0.000204787692 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 36731365.58000000 USD 31301708.60000000 EUR 2025-10-10 66133.69000000 N N N Residential Accredit Loans, Inc. N/A 74922KAK1 7978431.53000000 PA USD 5481772.87000000 0.016974701010 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.82000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0506A5 391825000.00000000 PA USD 389789665.04000000 1.207011523074 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N SLM Student Loan Trust N/A 78446WAC1 290594.82000000 PA USD 284691.27000000 0.000881566840 Long ABS-O CORP US N 2 2028-09-25 Floating 5.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BZB3 4794528.45000000 PA USD 4499271.66000000 0.013932315877 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -80685.37000000 -0.00024984800 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8786182.00000000 AUD 5743052.72000000 USD 2025-10-10 -80685.37000000 N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 48565000.00000000 PA USD 43479273.20000000 0.134636673247 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2N5 6127.46000000 PA USD 6120.33000000 0.000018952038 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKHV1 30711.04000000 PA USD 30591.09000000 0.000094727493 Long ABS-MBS USGSE US N 2 2047-06-15 Fixed 4.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAL8 2000.00000000 PA USD 1808.66000000 0.000005600644 Long DBT US N 2 2030-03-15 Fixed 2.40000000 N N N N N N EagleView Technology Corporation 549300HLIL8HO4PPLG50 000000000 12418848.16000000 PA USD 12228715.59000000 0.037867090775 Long LON CORP US N 2 2028-08-14 Floating 9.50000000 N N N N N N MAGNITE INC 54930018FR2YX1HHSB02 55955NAG3 5026149.04000000 PA USD 5043966.74000000 0.015619003075 Long LON CORP US N 2 2031-02-06 Floating 7.16000000 N N N N N N Octagon Investment Partners 44, Ltd. N/A 67577LAU9 18750000.00000000 PA USD 18791062.50000000 0.058187866438 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.02000000 N N N N N N DAVIDE CAMPARI-MILANO SP 213800ED5AN2J56N6Z02 000000000 14300000.00000000 PA 16219113.96000000 0.050223644184 Long DBT CORP NL Y 2 2029-01-17 Fixed 2.38000000 N N N N N Davide Campari-Milano NV EUR XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKBE5 3996068.20000000 PA USD 3985779.32000000 0.012342250190 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 4.00000000 N N N N N N YORKSHIRE WATER FINANCE 213800O8BDOGHJMTCP32 000000000 10000000.00000000 PA 13419556.17000000 0.041554613640 Long DBT CORP GB Y 2 2033-07-22 Fixed 6.00000000 N N N N N N Ziggo Financing Partnership N/A 000000000 4010664.40000000 PA USD 4004949.20000000 0.012401611092 Long LON CORP US N 2 2028-04-30 Floating 6.76000000 N N N N N N JP Morgan Mortgage Trust N/A 46631JAE8 194501.22000000 PA USD 152072.96000000 0.000470904776 Long ABS-MBS CORP US N 2 2037-06-25 Variable 4.84000000 N N N N N N CBRE OPEN-ENDED FUNDS 529900J5H3JGJ83AUZ88 000000000 2765000.00000000 PA 3429511.76000000 0.010619727981 Long DBT CORP LU Y 2 2034-03-27 Fixed 4.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 1337000.00000000 PA USD 1305954.86000000 0.004043982450 Long DBT CORP US N 2 2027-10-21 Fixed 1.95000000 N N N N N N SFAVE Commercial Mortgage Securities Trust 549300FIGODFFTOAAU64 78413MAE8 8710000.00000000 PA USD 7627132.73000000 0.023617960964 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.14000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAD9 11823000.00000000 PA USD 8045196.81000000 0.024912526231 Long DBT US N 2 2051-07-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNZ0 1079695000.00000000 PA USD 1076236607.35000000 3.332643482202 Long DBT UST US N 2 2032-09-30 Fixed 3.88000000 N N N N N N CIM Trust N/A 12592SAB3 126601499.00000000 PA USD 112729141.01000000 0.349073832348 Long ABS-MBS CORP US N 2 2061-08-25 Variable 2.00000000 N N N N N N OWNIT Mortgage Loan Asset-Backed Certificates N/A 69121QAE1 13661486.62000000 PA USD 11367936.14000000 0.035201625761 Long ABS-O CORP US N 2 2037-05-25 Floating 4.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 2312268.08000000 PA USD 2148897.30000000 0.006654213889 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 15466000.00000000 PA USD 15111055.30000000 0.046792461444 Long DBT CORP GB N 2 2028-01-11 Fixed 2.47000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FNJ3 10152.00000000 PA USD 9641.20000000 0.000029854664 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.37000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPBS2 19490.51000000 PA USD 18457.25000000 0.000057154192 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKP9 5375800.68000000 PA USD 4995244.42000000 0.015468130933 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EP3A0 30344.90000000 PA USD 27604.43000000 0.000085479088 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYH7 4680548.10000000 PA USD 4381764.47000000 0.013568446475 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N AMCOR UK FINANCE PLC 549300DEUV6BE727FP17 000000000 4570000.00000000 PA 5468069.03000000 0.016932266091 Long DBT CORP GB N 2 2032-05-29 Fixed 3.95000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1660371.63000000 0.005141459278 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 644750000.00000000 EUR 759612212.50000000 USD 2025-10-10 1660371.63000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 4181000.00000000 PA USD 3474661.86000000 0.010759538489 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BBS8 8294.92000000 PA USD 3768.12000000 0.000011668252 Long ABS-MBS CORP US N 2 2031-12-25 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAM7 208272.02000000 PA USD 206392.23000000 0.000639108273 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBX0 6531351.30000000 PA USD 6531841.15000000 0.020226312398 Long LON CORP US N 2 2032-02-15 Floating 5.91000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546GR1 1941.10000000 PA USD 1958.93000000 0.000006065966 Long ABS-O CORP US N 2 2033-07-25 Floating 4.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298SNE0 102.23000000 PA USD 102.37000000 0.000000316996 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5RG2 11551852.71000000 PA USD 10407888.56000000 0.032228769896 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FRG2 1204.97000000 PA USD 1236.20000000 0.000003827981 Long ABS-MBS CORP US N 2 2031-11-25 Fixed 6.50000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660NQ24 427249.70000000 PA USD 408403.12000000 0.001264649415 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.39000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -156.00000000 NC -20391.48000000 -0.00006314367 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Futures G Z5 Comdty 2025-12-29 -14155893.13000000 GBP -20391.48000000 N N N GSR Mortgage Loan Trust 784F5XWPLTWKTBV3E584 3622N6AC3 1158652.09000000 PA USD 599355.20000000 0.001855946161 Long ABS-MBS CORP US N 2 2037-05-25 Variable 5.16000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AR2 10351000.00000000 PA USD 7905058.70000000 0.024478578570 Long DBT CORP US N 2 2040-11-15 Fixed 3.27000000 N N N N N N CIM Trust N/A 12568TAC9 26751816.13000000 PA USD 26916553.81000000 0.083349030320 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLU9 1134980.30000000 PA USD 1130366.24000000 0.003500259753 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAM2 1756000.00000000 PA USD 1568371.40000000 0.004856573998 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N Goal Capital Funding Trust 5493009VZI2B6V83UU74 38021BAG5 830419.15000000 PA USD 808299.77000000 0.002502957938 Long ABS-O CORP US N 2 2042-08-25 Floating 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRC0 19580163.88000000 PA USD 18242125.97000000 0.056488045286 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 35629.10000000 0.000110328051 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3989907.40000000 GBP 5407298.86000000 USD 2025-10-10 35629.10000000 N N N 321 Henderson Receivables LLC N/A 46617LAA9 401927.13000000 PA USD 382616.86000000 0.001184800420 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 86993.69000000 0.000269382171 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3417627.41000000 USD 2981197.92000000 EUR 2025-10-10 86993.69000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6HP6 1806619.74000000 PA USD 1880395.53000000 0.005822778991 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Wachovia Mortgage Loan Trust, LLC N/A 92978EAC8 14030933.73000000 PA USD 4616822.62000000 0.014296320816 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.67000000 N N N N N N Countrywide Home Loans N/A 12669GJY8 52022.96000000 PA USD 49368.93000000 0.000152874415 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2HP1 5619785.75000000 PA USD 5529274.94000000 0.017121794561 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -18344.26000000 -0.00005680431 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4853970.32000000 USD 4113414.25000000 EUR 2025-10-10 -18344.26000000 N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 000000000 1400000.00000000 PA 1759508.10000000 0.005448442434 Long DBT CORP NL Y 2 2035-09-14 Fixed 4.88000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971XYT9 3000000.00000000 PA USD 2524146.00000000 0.007816198276 Long DBT MUN US N 2 2034-11-01 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DNP3 11746981.39000000 PA USD 10249783.74000000 0.031739187035 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403MW54 2707.44000000 PA USD 2718.31000000 0.000008417440 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 868000.00000000 PA USD 798924.56000000 0.002473926931 Long DBT CORP US N 2 2031-06-03 Fixed 2.57000000 N N N N N N EUROGRID GMBH 967600Q53854Z2NBCC81 000000000 1200000.00000000 PA 1225106.45000000 0.003793629577 Long DBT CORP DE Y 2 2032-05-15 Fixed 1.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVRE7 11925179.00000000 PA USD 10795128.17000000 0.033427884992 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971X6R4 1250000.00000000 PA USD 1288363.75000000 0.003989510322 Long DBT MUN US N 2 2035-02-01 Fixed 5.13000000 N N N N N N FABBRICA ITA SINTETICI 8156004D7056C63EC525 000000000 5100000.00000000 PA 6056978.09000000 0.018755865035 Long DBT CORP IT Y 2 2027-08-01 Fixed 5.63000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BA1 7869000.00000000 PA USD 7783936.11000000 0.024103513823 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Bear Stearns Alt-A Trust N/A 073871BN4 1186238.35000000 PA USD 492152.02000000 0.001523983862 Long ABS-MBS CORP US N 2 2036-07-25 Variable 4.15000000 N N N N N N ANTYLIA SCIENTIFIC N/A 12592HAG6 3148291.15000000 PA USD 3116808.24000000 0.009651419209 Long LON CORP US N 2 2032-05-27 Floating 8.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAV9 138556890.45000000 PA USD 131221454.51000000 0.406336601181 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0426A2 155025000.00000000 PA USD 150372389.70000000 0.465638839094 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 4.50000000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 41635000.00000000 PA 19507563.37000000 0.060406562529 Long DBT NUSS AU N 2 2037-11-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLV5 745898.85000000 PA USD 758935.92000000 0.002350099253 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.00000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAG2 1086000.00000000 PA USD 1122978.30000000 0.003477382470 Long DBT US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 22683.26000000 0.000070240333 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3636650.74000000 USD 3112804.10000000 EUR 2025-10-10 22683.26000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8RT3 8208462.22000000 PA USD 8015331.06000000 0.024820044804 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 21283.07000000 0.000065904545 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2310355.22000000 USD 1983402.78000000 EUR 2025-10-10 21283.07000000 N N N CIM Trust N/A 12558VAA0 101673261.11000000 PA USD 93812095.02000000 0.290495849040 Long ABS-MBS CORP US N 2 2059-10-27 Variable 2.85000000 N N N N N N MortgageIT Trust N/A 61913PAZ5 891757.66000000 PA USD 892151.01000000 0.002762609288 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.83000000 N N N N N N SKYLINE CL A TR 2020 1 N/A 83084RAA3 23589148.76000000 PA USD 22114826.96000000 0.068480140356 Long ABS-O CORP US N 3 2038-07-03 Fixed 3.23000000 N N N N N N Impac Secured Assets Corp. N/A 45255RAA5 2998335.81000000 PA USD 2745576.10000000 0.008501872387 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.61000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 15189000.00000000 PA USD 13843254.60000000 0.042866626074 Long DBT CORP US N 2 2033-01-25 Fixed 3.06000000 N N N N N N Carvana Auto Receivables Trust N/A 14687D102 53821.00000000 PA USD 5358001.86000000 0.016591435242 Long ABS-O CORP US N 2 2028-01-10 None 0.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 25359000.00000000 PA USD 24946409.07000000 0.077248336493 Long DBT US N 2 2028-01-15 Fixed 3.63000000 N N N N N N Credit-Based Asset Servicing and Securitization 969500V3L9W19NIA5E82 12464YAB5 17762163.91000000 PA USD 10596226.70000000 0.032811972392 Long ABS-O CORP US N 2 2037-04-25 Floating 2.96000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 525221JT5 15933346.51000000 PA USD 13915007.37000000 0.043088813649 Long ABS-O CORP US N 2 2036-04-25 Floating 4.69000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQW0 29267496.83000000 PA USD 27182212.85000000 0.084171662502 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N RTE RESEAU DE TRANSPORT 969500JRJW0K2ET1UP76 000000000 4800000.00000000 PA 5317052.54000000 0.016464632749 Long DBT CORP FR Y 2 2044-04-30 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPE8 922800.34000000 PA USD 859739.49000000 0.002662244703 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 62396.15000000 0.000193214132 N/A DFE XX N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 26946889.33000000 USD 22975386.92000000 EUR 2025-10-10 62396.15000000 N N N Deutsche Alt-A Securities INC Mortgage Loan Trust 5299003GGM6YEXXXJ012 25150WAA2 23422293.21000000 PA USD 21974505.05000000 0.068045623545 Long ABS-MBS CORP US N 2 2047-07-25 Floating 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FDB0 54039399.13000000 PA USD 54543849.90000000 0.168898924848 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N KELSO INDUSTRIES LLC N/A 48825CAC9 962033.33000000 PA USD 966843.50000000 0.002993899916 Long LON CORP US N 2 2029-12-30 Floating 10.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7F3 129590832.69000000 PA USD 109791883.07000000 0.339978403459 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0QP1 121768673.40000000 PA USD 98707264.78000000 0.305654091645 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 39558.89000000 PA USD 37852.67000000 0.000117213494 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 33090000.00000000 PA USD 32946389.40000000 0.102020846667 Long DBT CORP US N 2 2054-07-15 Fixed 5.63000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333HAN5 10437000.00000000 PA USD 10272728.93000000 0.031810238454 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.42000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579AN8 982535.33000000 PA USD 959920.31000000 0.002972461764 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.93000000 N N N N N N First Horizon Mortgage Pass-Through Trust N/A 32056JAA2 65066.09000000 PA USD 25255.23000000 0.000078204622 Long ABS-MBS CORP US N 2 2037-11-25 Variable 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 244662785.37000000 PA USD 207221151.20000000 0.641675087248 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 1248MBAJ4 20513570.81000000 PA USD 11999513.76000000 0.037157350947 Long ABS-O CORP US N 2 2037-02-25 Variable 3.50000000 N N N N N N GALDERMA FINANCE EUROPE 7245004RN4I1ORSTHY93 000000000 6035000.00000000 PA 7191817.54000000 0.022269976403 Long DBT CORP NL Y 2 2030-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET5W2 13400070.57000000 PA USD 13283285.07000000 0.041132640451 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLYN8 13999.30000000 PA USD 13540.34000000 0.000041928629 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1ZL1 10809267.00000000 PA USD 10732393.01000000 0.033233621091 Long ABS-MBS USGSE US N 2 2046-11-25 Fixed 3.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 1443000.00000000 PA USD 1301355.12000000 0.004029739026 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N Morgan Stanley Mortgage Loan Trust 549300E4V6DCTUJSC749 61749JAS5 613808.78000000 PA USD 156077.21000000 0.000483304222 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBN53 13430345.50000000 PA USD 12186935.91000000 0.037737717014 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9SJ4 2563032.74000000 PA USD 2170802.54000000 0.006722045028 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PL27 28249064.19000000 PA USD 13905717.67000000 0.043060047429 Long ABS-MBS CORP US N 2 2046-05-19 Floating 4.61000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 18000000.00000000 PA USD 18101160.00000000 0.056051534097 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B53X1 3225378.07000000 PA USD 2883397.39000000 0.008928645850 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 3.00000000 N N N N N N Hilton Domestic Operating Company Inc 5493003EG7H0N1E4XV50 43289DAK9 16429503.54000000 PA USD 16464416.24000000 0.050983240205 Long LON CORP US N 2 2030-11-08 Floating 5.91000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5AN2 86050299.13000000 PA USD 69713378.78000000 0.215872453907 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N American Money Management Corporation N/A 03165UAA6 24070000.00000000 PA USD 24125240.65000000 0.074705529861 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.00000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAH1 19285000.00000000 PA USD 19880713.65000000 0.061562049009 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3WS5 2681802.56000000 PA USD 2481157.87000000 0.007683082462 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3.50000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GNK7 5164450.98000000 PA USD 4807151.54000000 0.014885687903 Long ABS-MBS CORP US N 2 2035-06-25 Variable 5.18000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 7747000.00000000 PA USD 7088427.53000000 0.021949821856 Long DBT CORP US N 2 2033-01-25 Fixed 2.96000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CF5 10519000.00000000 PA USD 10767879.54000000 0.033343507664 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.00000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 44360000.00000000 PA 28863921.42000000 0.089379193138 Long DBT NUSS AU Y 2 2037-07-21 Fixed 5.00000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAC2 50000.00000000 PA USD 42056.50000000 0.000130230954 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N LCM Ltd Partnership 549300NGJ6CPPJRPGL08 50184VAR5 114561.50000000 PA USD 114595.75000000 0.000354853920 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.63000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46628SAE3 26446124.42000000 PA USD 7001688.13000000 0.021681227112 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 2026349.58000000 PA USD 1649953.42000000 0.005109198547 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150PAA7 1300850.83000000 PA USD 446694.87000000 0.001383222552 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.53000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150VAL0 13186592.29000000 PA USD 11402124.60000000 0.035307492768 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.97000000 N N N N N N YORKSHIRE WATER FINANCE 213800O8BDOGHJMTCP32 000000000 11442000.00000000 PA 15722960.89000000 0.048687270785 Long DBT CORP GB Y 2 2034-11-18 Fixed 6.38000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966MYR4 3145000.00000000 PA USD 3064516.31000000 0.009489493515 Long DBT MUN US N 2 2031-04-01 Fixed 3.62000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RVN7 108619637.75000000 PA USD 7561556.08000000 0.023414898186 Long ABS-MBS USGA US N 2 2061-01-16 Variable 0.94000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7M5 3696801.74000000 PA USD 3779591.84000000 0.011703775940 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 5.00000000 N N N N N N Delivery Hero SE 529900KR9IO53KSCSQ67 000000000 5814578.38000000 PA USD 5886359.35000000 0.018227531927 Long LON CORP US N 2 2029-12-12 Floating 9.23000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 2876000.00000000 PA USD 2827395.60000000 0.008755232310 Long DBT CORP US N 2 2030-05-06 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RAW5 4947043.27000000 PA USD 529265.90000000 0.001638909641 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 1.95000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 1105206.18000000 PA USD 1106587.69000000 0.003426627776 Long LON CORP US N 2 2030-09-27 Floating 8.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 2671000.00000000 PA USD 2664269.08000000 0.008250099396 Long DBT CORP US N 2 2029-04-23 Fixed 4.01000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 45374.14000000 0.000140504263 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6309412.74000000 USD 5405684.93000000 EUR 2025-10-10 45374.14000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2EW8 12394747.32000000 PA USD 11163657.88000000 0.034569063547 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N Ajax Mortgage Loan Trust N/A 00969PAA1 62907.68000000 PA USD 61441.84000000 0.000190259043 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.86000000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921HAC9 6373532.97000000 PA USD 6394278.82000000 0.019800340824 Long LON CORP US N 2 2032-07-01 Floating 8.75000000 N N N N N N CIM Trust N/A 12564MAE4 43688149.61000000 PA USD 41771026.23000000 0.129346964561 Long ABS-MBS CORP US N 2 2057-01-25 Variable 2.50000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 8499000.00000000 PA USD 8606002.41000000 0.026649100805 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32029GAD6 10750288.30000000 PA USD 5139402.15000000 0.015914525635 Long ABS-O CORP US N 2 2037-03-25 Floating 4.57000000 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 67592000.00000000 PA USD 65516925.60000000 0.202877837070 Long DBT CORP US N 2 2026-12-01 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CWS7 329677.15000000 PA USD 339664.80000000 0.001051796300 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 2260000.00000000 PA USD 2284024.70000000 0.007072645529 Long ABS-O CORP US N 2 2083-04-26 Floating 5.80000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 97484000.00000000 PA USD 96231330.60000000 0.297987184711 Long DBT CORP US N 2 2027-03-09 Fixed 1.43000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BU5 29341000.00000000 PA USD 30020537.56000000 0.092960737581 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N KESTREL ACQUISITION LLC 549300ER0JUHJLPPMH08 44579UAB8 2415127.98000000 PA USD 2426201.34000000 0.007512905644 Long LON CORP US N 2 2031-11-06 Floating 9.75000000 N N N N N N Countrywide Home Loans N/A 12544BAA1 452519.63000000 PA USD 354110.82000000 0.001096529432 Long ABS-MBS CORP US N 2 2047-09-25 Variable 5.04000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 23060000.00000000 PA USD 19503456.20000000 0.060393844384 Long DBT CORP US N 2 2057-11-01 Fixed 4.75000000 N N N N N N CIFC Funding Ltd 2549009RG3XZEWMXDF59 12549BBA5 10500000.00000000 PA USD 10516905.00000000 0.032566347085 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 6.09000000 N N N N N N Ryan LLC 549300TG86D8HZC6TE67 78350LAZ8 2766060.64000000 PA USD 2774967.36000000 0.008592884522 Long LON CORP US N 2 2030-11-14 Floating 7.66000000 N N N N N N JP Morgan Mortgage Trust N/A 46630UAM6 161496.77000000 PA USD 140122.62000000 0.000433899695 Long ABS-MBS CORP US N 2 2037-05-25 Variable 5.02000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBA0 3820000.00000000 PA USD 3876727.00000000 0.012004561897 Long DBT CORP US N 2 2035-07-30 Fixed 5.50000000 N N N N N N Modena Buyer LLC 254900B0G2IU0VBDOY26 60753DAC8 1286290.17000000 PA USD 1272050.94000000 0.003938996541 Long LON CORP US N 2 2031-07-01 Floating 8.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XAD2 13193574.00000000 PA USD 12867773.47000000 0.039845979120 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSB2 54149.32000000 PA USD 52304.32000000 0.000161964060 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 36644000.00000000 PA USD 37357092.24000000 0.115678902870 Long DBT CORP US N 2 2035-02-15 Fixed 5.20000000 N N N N N N SREIT Trust N/A 85237AAN3 40000000.00000000 PA USD 39980404.00000000 0.123802175001 Long ABS-MBS CORP US N 2 2034-10-15 Floating 7.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 18342.06000000 0.000056797498 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10732240.30000000 USD 9147192.00000000 EUR 2025-10-06 18342.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -218866.40000000 -0.00067773543 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 79178587.45000000 AUD 52263014.33000000 USD 2025-10-10 -218866.40000000 N N N Structured Asset Securities Corporation N/A 863576AH7 674306.41000000 PA USD 650709.53000000 0.002014968510 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 85735.36000000 0.000265485662 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8767825.75000000 GBP 11889985.37000000 USD 2025-10-10 85735.36000000 N N N Structured Asset Mortgage Investments Inc N/A 86359LRW1 191391.47000000 PA USD 160940.34000000 0.000498363251 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUV7 7676.06000000 PA USD 7129.15000000 0.000022075921 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N MASTR Asset Backed Securities Trust N/A 576449AC6 11545999.33000000 PA USD 3401315.16000000 0.010532415197 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD63 4677099.34000000 PA USD 4562067.48000000 0.014126767616 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Argent Securities Inc. N/A 040104ND9 18005.24000000 PA USD 17883.48000000 0.000055377472 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.01000000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 000000000 3400000.00000000 PA 3217053.01000000 0.009961834295 Long DBT CORP DE Y 2 2033-09-23 Fixed 0.63000000 N N N N N N Dryden Senior Loan Fund N/A 26251YAE6 3500000.00000000 PA USD 3504889.50000000 0.010853140534 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.19000000 N N N N N N Ace Securities Corp. N/A 00442UAA7 22423722.83000000 PA USD 16307513.40000000 0.050497379360 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.65000000 N N N N N N MH SUB I LLC 2549005VFKP807SR8N49 000000000 6633087.57000000 PA USD 6119023.28000000 0.018947992395 Long LON CORP US N 2 2031-12-31 Floating 8.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSP3 84116324.21000000 PA USD 76187576.69000000 0.235920269898 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSQ1 33055499.40000000 PA USD 30700323.50000000 0.095065743271 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GX92 8469957.65000000 PA USD 8020936.14000000 0.024837401334 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N IndyMac INDA Mortgage Loan Trust N/A 45669AAB0 274275.77000000 PA USD 216377.55000000 0.000670028529 Long ABS-MBS CORP US N 2 2037-03-25 Variable 4.11000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAW8 32680000.00000000 PA USD 32729020.00000000 0.101347746803 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.67000000 N N N N N N JP Morgan Mortgage Trust N/A 46628KAJ9 245928.12000000 PA USD 200918.23000000 0.000622157641 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LDW3 6661598.94000000 PA USD 6660910.26000000 0.020625984111 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EWQ7 262721761.87000000 PA USD 9851803.35000000 0.030506812347 Long ABS-MBS USGA US N 2 2062-02-01 Variable 0.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASR20 7022230.14000000 PA USD 6892268.46000000 0.021342401293 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 18688000.00000000 PA USD 16601297.92000000 0.051407104099 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N NMLT Trust N/A 62916BAJ7 132342877.24000000 PA USD 127224212.07000000 0.393958854621 Long ABS-MBS CORP US N 2 2056-11-25 Variable 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4RD7 882921.10000000 PA USD 930643.97000000 0.002881805487 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Empire State Development Corp 54930039Y2EMGXN6LM88 650035TD0 120000.00000000 PA USD 124504.80000000 0.000385538001 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FXC5 21721.40000000 PA USD 21696.14000000 0.000067183646 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N CORNERSTONE GENERATION LLC 254900JBGAU2N55LVN75 21924NAB4 2106832.62000000 PA USD 2124213.99000000 0.006577780257 Long LON CORP US N 2 2032-08-11 Floating 7.48000000 N N N N N N LONSDALE FINANCE PTY LTD 549300VX4WC30OTQ1E62 000000000 14720000.00000000 PA 9768457.22000000 0.030248725106 Long DBT CORP AU Y 2 2032-10-07 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378AMF5 49704.85000000 PA USD 9408.15000000 0.000029133008 Long ABS-MBS USGA US N 2 2041-11-16 Fixed 5.00000000 N N N N N N BCPE North Star US Holdco 2 Inc 254900AGB0JDUDNIJC95 05552DAD4 4818813.45000000 PA USD 4824885.15000000 0.014940601293 Long LON CORP US N 2 2028-06-09 Floating 8.28000000 N N N N N N CIM Trust N/A 12598HAB1 130746407.71000000 PA USD 122923782.15000000 0.380642266386 Long ABS-MBS CORP US N 2 2061-05-01 Variable 2.00000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 36185MET5 1454195.95000000 PA USD 880224.81000000 0.002725678959 Long ABS-MBS CORP US N 2 2036-05-19 Variable 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -9563.54000000 -0.00002961418 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3816131.78000000 EUR 4476584.75000000 USD 2025-10-10 -9563.54000000 N N N Madison Park Funding Ltd N/A 55820VAL7 40000000.00000000 PA USD 40044120.00000000 0.123999476144 Long ABS-CBDO CORP KY N 2 2034-10-19 Floating 5.38000000 N N N N N N SLM Student Loan Trust N/A 78447KAC6 11401280.57000000 PA USD 11083532.58000000 0.034320949835 Long ABS-O CORP US N 2 2026-05-26 Floating 5.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PZH7 549819.08000000 PA USD 37599.05000000 0.000116428142 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.93000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 455000.00000000 PA USD 406046.55000000 0.001257352127 Long DBT CORP US N 2 2032-10-20 Fixed 2.51000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92926WAA5 6351980.54000000 PA USD 5882821.35000000 0.018216576257 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.85000000 N N N N N N Countrywide Home Loans N/A 12669FYX5 3777.00000000 PA USD 3725.10000000 0.000011535038 Long ABS-MBS CORP US N 2 2034-06-20 Variable 6.68000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 21726000.00000000 PA USD 21881992.68000000 0.067759152387 Long DBT CORP US N 2 2035-10-23 Fixed 5.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMDB4 22032946.63000000 PA USD 21528486.67000000 0.066664495792 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N VOLKSWAGEN FINANCIAL SER 529900SSGT49ZZSWYE62 000000000 40900000.00000000 PA 48712994.56000000 0.150843265049 Long DBT CORP DE Y 2 2031-11-19 Fixed 3.88000000 N N N N N N First Horizon Mortgage Pass-Through Trust N/A 32053AAB2 37016.68000000 PA USD 17735.01000000 0.000054917724 Long ABS-MBS CORP US N 2 2037-01-25 Variable 4.89000000 N N N N N N CIFC Funding Ltd N/A 12547LAQ1 9000000.00000000 PA USD 9019665.00000000 0.027930036544 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.19000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1673000.00000000 PA USD 1326103.45000000 0.004106373997 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N UMBS, TBA N/A 01F0226A8 154650000.00000000 PA USD 130362681.45000000 0.403677349097 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 2.50000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 9465000.00000000 PA 11042633.46000000 0.034194302791 Long DBT CORP JE Y 2 2036-01-16 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0KB7 83825696.99000000 PA USD 74180162.40000000 0.229704168249 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Credit-Based Asset Servicing and Securitization 969500V3L9W19NIA5E82 12465MAC8 21110160.57000000 PA USD 9613660.01000000 0.029769384495 Long ABS-O CORP US N 2 2036-11-25 Floating 4.57000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BG1 1135000.00000000 PA USD 783944.50000000 0.002427540106 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 3013000.00000000 PA USD 2858915.18000000 0.008852834939 Long DBT CORP US N 2 2029-06-01 Fixed 2.07000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAT8 7865000.00000000 PA USD 8198318.70000000 0.025386679094 Long DBT CORP NL N 2 2032-12-01 Fixed 6.00000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 25370000.00000000 PA USD 9659373.80000000 0.029910940509 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 2890000.00000000 PA USD 2522912.20000000 0.007812377726 Long DBT CORP US N 2 2032-04-28 Fixed 1.93000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAN3 46534000.00000000 PA USD 42170972.16000000 0.130585425683 Long DBT CORP US N 2 2038-06-25 Fixed 4.63000000 N N N N N N Cedar Funding Ltd 635400NWFWJ92O7QGD64 15032AAS6 7000000.00000000 PA USD 7005425.00000000 0.021692798597 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 6.33000000 N N N N N N NRTH PARK Mortgage Trust N/A 67021HAA4 21267000.00000000 PA USD 21248912.42000000 0.065798774169 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.79000000 N N N N N N PAPA JOHN'S INTERNATIONA HZYLD3DK5XOX0WBVNB56 698813AA0 9150000.00000000 PA USD 8792143.50000000 0.027225499978 Long DBT CORP US N 2 2029-09-15 Fixed 3.88000000 N N N N N N BXHPP Trust N/A 05609JAN2 11500000.00000000 PA USD 10370277.95000000 0.032112305958 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.76000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579DQ8 18732.55000000 PA USD 16695.26000000 0.000051698064 Long ABS-MBS CORP US N 2 2034-11-25 Variable 4.19000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118QM3 3025690.16000000 PA USD 2361838.91000000 0.007313602785 Long ABS-MBS CORP US N 2 2046-01-25 Floating 5.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR80 37131804.73000000 PA USD 35889402.02000000 0.111134095333 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 16111521.07000000 PA USD 14981026.71000000 0.046389818633 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBT2 13390000.00000000 PA USD 13330280.60000000 0.041278165464 Long DBT CORP US N 2 2026-11-19 Fixed 1.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 21580000.00000000 PA USD 22081735.00000000 0.068377668740 Long DBT CORP US N 2 2036-03-27 Fixed 5.33000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MCC6 2286450.58000000 PA USD 2286782.12000000 0.007081184077 Long LON CORP US N 2 2028-08-24 Floating 6.50000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CE0 16145000.00000000 PA 12182392.98000000 0.037723649507 Long DBT CORP US N 2 2049-10-01 Fixed 1.88000000 N N N N N N WAMU Asset-Backed Certificates N/A 933631AE3 8240829.53000000 PA USD 3759735.08000000 0.011642288065 Long ABS-O CORP US N 2 2037-01-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 16367751.20000000 PA USD 13276236.71000000 0.041110814701 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 12735000.00000000 PA USD 11484932.40000000 0.035563913032 Long DBT CORP KZ Y 2 2033-04-14 Fixed 3.50000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CH1 7531000.00000000 PA USD 7702706.80000000 0.023851981466 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.13000000 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 47077DAM2 5177989.05000000 PA USD 5147257.68000000 0.015938850844 Long LON CORP US N 2 2031-12-15 Floating 6.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSS7 11654198.34000000 PA USD 11583457.59000000 0.035869003316 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 4.50000000 N N N N N N Madison Park Funding Ltd N/A 55819PBG3 13350000.00000000 PA USD 13299924.15000000 0.041184164550 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.87000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783XAC8 44324700.00000000 PA USD 1108117.50000000 0.003431364942 Long DBT CORP US N 2 2029-10-01 None 0.00000000 Y N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 19039000.00000000 PA USD 17315208.94000000 0.053617780535 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CWX4 545248.04000000 PA USD 562427.73000000 0.001741597615 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DHE7 3136115.62000000 PA USD 3026082.78000000 0.009370481346 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 2.63000000 N N N N N N UMBS, TBA N/A 01F0506A9 96125000.00000000 PA USD 95343167.31000000 0.295236923682 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396P6P1 1155545.04000000 PA USD 105499.06000000 0.000326685370 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 1.64000000 N N N N N N SCOTTISH HYDRO ELECTRIC 549300ECJZDA7203MK64 000000000 6010000.00000000 PA 7074883.44000000 0.021907881615 Long DBT CORP GB Y 2 2032-09-04 Fixed 3.38000000 N N N N N N Rockford Tower CLO Ltd 5493009YDNBJVFWX7747 77341EBA2 22730000.00000000 PA USD 22741296.81000000 0.070420048967 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 5.42000000 N N N N N N Sequoia Mortgage Trust N/A 81743PDX1 251.22000000 PA USD 244.49000000 0.000000757080 Long ABS-MBS CORP US N 2 2034-01-20 Floating 4.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZX1 10684293.50000000 PA USD 9966315.28000000 0.030861406713 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Frost CMBS 635400USRLUMX8CQN243 000000000 2904827.42000000 PA 3412656.15000000 0.010567533382 Long ABS-MBS CORP IE Y 2 2033-11-20 Floating 3.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DCX9 169848.81000000 PA USD 156214.52000000 0.000483729412 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D5P2 465.54000000 PA USD 467.09000000 0.000001446377 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 4.50000000 N N N N N N CIFC Funding Ltd N/A 12553SAG9 20000000.00000000 PA USD 20041700.00000000 0.062060554734 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292MBP7 8197991.79000000 PA USD 7570968.31000000 0.023444043828 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBG8 47980000.00000000 PA USD 45165493.20000000 0.139858173849 Long DBT CORP US N 2 2028-07-06 Fixed 1.90000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAM6 14683000.00000000 PA USD 12989169.12000000 0.040221889416 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N New York State Thruway Authority N/A 650028C68 27365000.00000000 PA USD 28253213.17000000 0.087488091446 Long DBT MUN US N 2 2059-03-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9KZ6 5695430.34000000 PA USD 4614134.95000000 0.014287998254 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N TCW Private Asset Income Fund 254900JOZ7KOHWZ5ZD02 87807Y206 17949766.06000000 NS USD 180036153.57000000 0.557494801476 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4H9 6894.62000000 PA USD 7049.03000000 0.000021827824 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 5.00000000 N N N N N N SOUTH FIELD LLC 549300M3RBW5ZIH20760 83783XAD8 2290935.72000000 PA USD 2299526.73000000 0.007120648672 Long LON CORP US N 2 2031-08-29 Floating 7.00000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660GAB6 9450988.77000000 PA USD 5924470.45000000 0.018345545668 Long ABS-MBS CORP US N 2 2036-08-25 Variable 3.82000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBK5 1045284.51000000 PA USD 989100.47000000 0.003062820212 Long LON CORP US N 2 2029-11-15 Floating 10.26000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 25729000.00000000 PA USD 25491264.04000000 0.078935518803 Long DBT CORP US N 2 2026-04-01 Fixed 5.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 92295505.07000000 PA USD 89989527.72000000 0.278658996520 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GAM5 59274.30000000 PA USD 64918.35000000 0.000201024304 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 7.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 22971000.00000000 PA USD 22535240.13000000 0.069781979748 Long DBT CORP US N 2 2027-06-09 Fixed 1.46000000 N N N N N N PROJECT COLT N/A 000000000 98801413.30000000 PA USD 98821173.58000000 0.306006818376 Long ABS-MBS CORP US N 2 2027-03-10 Variable 7.05000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -191.00000000 NC -377285.28000000 -0.00116829080 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBZ5 Comdty 2025-12-08 -21544586.08000000 EUR -377285.28000000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 58755000.00000000 PA USD 57670382.70000000 0.178580456851 Long DBT CORP US N 2 2026-06-29 Fixed 1.61000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 14063000.00000000 PA USD 14536923.10000000 0.045014620102 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12661QAH0 194834062.64000000 PA USD 170752884.23000000 0.528748495275 Long ABS-MBS CORP US N 2 2061-04-25 Variable 4.59000000 N N N N N N TENNET NET BV 724500N24X9VLIRO3K10 000000000 14082000.00000000 PA 18307208.91000000 0.056689579256 Long DBT CORP NL Y 2 2042-10-28 Fixed 4.75000000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 13936000.00000000 PA 15587660.25000000 0.048268302694 Long DBT CORP LU Y 2 2028-05-04 Fixed 1.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 42299000.00000000 PA USD 41460633.82000000 0.128385812306 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 1295000.00000000 PA USD 1237579.70000000 0.003832253886 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Genesys Cloud Services Holdings II LLC 254900CRMBG6WX4HX396 39479UAY9 2415192.61000000 PA USD 2402863.05000000 0.007440636963 Long LON CORP US N 2 2032-01-30 Floating 6.66000000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46187CAJ0 36581794.07000000 PA USD 36581794.07000000 0.113278136742 Long LON US N 2 2028-09-09 Floating 5.13000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAK1 2727000.00000000 PA USD 2722773.15000000 0.008431261425 Long DBT US N 2 2028-01-15 Fixed 4.50000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 213800LBQA1Y9L22JB70 81379EAC6 7315274.79000000 PA USD 5675359.16000000 0.017574154776 Long ABS-O CORP US N 2 2037-05-25 Floating 4.97000000 N N N N N N Krum Independent School District N/A 501098VK0 8350000.00000000 PA USD 8674238.85000000 0.026860399812 Long DBT MUN US N 2 2057-08-15 Fixed 5.00000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAM8 24890000.00000000 PA USD 25505031.90000000 0.078978151964 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36267TAD0 83670215.56000000 PA USD 72245917.80000000 0.223714641768 Long ABS-MBS CORP US N 2 2053-02-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHY7 13325713.83000000 PA USD 12942241.50000000 0.040076574691 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SCA3 58561.80000000 PA USD 58170.48000000 0.000180129043 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYV3 2571318.84000000 PA USD 2628903.68000000 0.008140587910 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 5.00000000 N N N N N N Countrywide Alternative Loan Trust 549300WJBLP6N8ETXD40 02147HAC6 2334.86000000 PA USD 0.00000000 0.000000 Long ABS-MBS CORP US N 3 2046-06-25 Floating 4.61000000 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250UAE2 13772696.41000000 PA USD 13669401.19000000 0.042328276580 Long LON US N 2 2027-02-22 Floating 5.10000000 N N N N N N Nationstar Home Equity Loan Trust N/A 63860KAE2 3063544.04000000 PA USD 3005644.28000000 0.009307192072 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.77000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051D6B3 4312.36000000 PA USD 4401.99000000 0.000013631076 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.10000000 N N N N N N Magnetite CLO Ltd 549300WG00K34O9YA435 55954NAL3 20000000.00000000 PA USD 20035360.00000000 0.062040922471 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 6.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NZ28 61661587.44000000 PA USD 60111456.45000000 0.186139415975 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396EJS6 1121499.08000000 PA USD 1148688.73000000 0.003556996652 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BTM4 23285.57000000 PA USD 24079.06000000 0.000074562528 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBU9 2935000.00000000 PA USD 2592250.70000000 0.008027089341 Long DBT CORP US N 2 2031-11-19 Fixed 1.76000000 N N N N N N RR Ltd N/A 74989MAN1 34500000.00000000 PA USD 34528773.00000000 0.106920810443 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 5.44000000 N N N N N N New York State Thruway Authority N/A 650028C35 10435000.00000000 PA USD 10774304.46000000 0.033363402888 Long DBT MUN US N 2 2056-03-15 Fixed 5.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -154699.25000000 -0.00047903727 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16716631.45000000 AUD 10925572.40000000 USD 2025-10-10 -154699.25000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374CK26 2048057.12000000 PA USD 2089005.63000000 0.006468755057 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 5.00000000 N N N N N N Oakwood Mortgage Investors Inc. N/A 67087TBD2 20571004.70000000 PA USD 2538554.55000000 0.007860815379 Long ABS-O CORP US N 2 2029-09-15 Variable 8.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BFY7 23854.30000000 PA USD 23284.28000000 0.000072101435 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXH0 1479.49000000 PA USD 1306.92000000 0.000004046971 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC -61457.57000000 -0.00019030775 N/A DFE XX N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 18163191.57000000 USD 15398198.63000000 EUR 2025-10-10 -61457.57000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -151966.33000000 -0.00047057458 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 47665062.20000000 AUD 31441829.29000000 USD 2025-10-10 -151966.33000000 N N N IndyMac INDX Mortgage Loan Trust N/A 45660LXA2 15683118.22000000 PA USD 12607415.65000000 0.039039762545 Long ABS-MBS CORP US N 2 2035-10-25 Variable 3.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M96X5 70595822.17000000 PA USD 69036173.38000000 0.213775439043 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N University of California N/A 91412GXE0 6615000.00000000 PA USD 6050416.37000000 0.018735546200 Long DBT MUN US N 2 2045-05-15 Fixed 3.93000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971XQZ4 4055000.00000000 PA USD 3203295.91000000 0.009919234453 Long DBT MUN US N 2 2035-08-01 Fixed 2.00000000 N N N N N N 2025-10-22 TCW Metropolitan West Funds Richard Villa Richard Villa Treasurer