NPORT-P false 0001028621 XXXXXXXX S000062248 C000201584 C000201583 METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 515 South Flower Street Los Angeles 90071 (213) 244-0000 Metropolitan West Flexible Income Fund S000062248 5493004ZM793OILX8W61 2024-03-31 2024-03-28 N 461203591.03 105632611.69 355570979.34 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 12327166.56000000 79171419.93000000 0.00000000 1454587.89000000 EUR USD N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAD8 350000.00000000 PA USD 364000.00000000 0.102370559227 Long DBT CORP US N 2 2030-09-01 Fixed 7.75000000 N N N N N N Buzz Merger Sub Ltd 254900OZZ8FOKG7P0L30 000000000 118598.42000000 PA USD 119006.40000000 0.033469098130 Long LON CORP US N 2 2027-01-29 Floating 8.17626000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 400000.00000000 PA USD 423440.00000000 0.119087334063 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFQ1 2031085.23000000 PA USD 1935441.73000000 0.544319374318 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Palmer Square CLO Ltd N/A 69701UAC4 625000.00000000 PA USD 390450.00000000 0.109809299039 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.01000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 769000.00000000 PA USD 733664.45000000 0.206334175911 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N Extended Stay America Trust N/A 30227FAN0 548553.45000000 PA USD 548917.14000000 0.154376248876 Long ABS-MBS CORP US N 2 2038-07-15 Floating 9.13948000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 5000.00000000 PA USD 5101.64000000 0.001434774010 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 150000.00000000 PA USD 129147.40000000 0.036321130661 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N Countrywide Alternative Loan T N/A 12668AMX0 186846.90000000 PA USD 124562.10000000 0.035031570976 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 305000.00000000 PA USD 242739.65000000 0.068267565156 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AQ5K2 64139.43000000 PA USD 570.39000000 0.000160415228 Long ABS-MBS USGSE US N 2 2036-04-25 Variable 2.03891000 N N N N N N TENNET HOLDING BV 724500LTUWK3JQG63903 000000000 215000.00000000 PA 217790.21000000 0.061250839538 Long DBT CORP NL N 2 2042-05-17 Fixed 2.75000000 N N N N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 43673.39000000 PA USD 43645.00000000 0.012274623784 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.47560000 N N N N N N ANNINGTON FUNDING PLC 549300KK63W8VZIONZ83 000000000 100000.00000000 PA 107733.12000000 0.030298625663 Long DBT CORP GB N 2 2034-07-12 Fixed 3.68500000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 192291.28000000 PA USD 191342.32000000 0.053812693137 Long LON CORP US N 2 2030-09-27 Floating 9.30942000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 375000.00000000 PA USD 379437.10000000 0.106712055270 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAC2 400000.00000000 PA USD 291970.96000000 0.082113270476 Long ABS-MBS CORP US N 2 2043-01-05 Variable 3.65900000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 305000.00000000 PA USD 192150.00000000 0.054039843284 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12648VAL8 990461.42000000 PA USD 779585.05000000 0.219248784433 Long ABS-MBS CORP US N 2 2036-02-27 Variable 5.09689000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 575000.00000000 PA USD 545959.17000000 0.153544355901 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N HOA Funding LLC N/A 40390GAA6 819000.00000000 PA USD 639654.48000000 0.179895018763 Long ABS-O CORP US N 2 2051-08-20 Fixed 4.72300000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 510000.00000000 PA USD 469401.72000000 0.132013507084 Long DBT CORP GB N 2 2027-05-24 Fixed 1.58900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 700000.00000000 PA USD 649282.45000000 0.182602767865 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 400000.00000000 PA USD 368000.00000000 0.103495510427 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 725000.00000000 PA USD 595689.25000000 0.167530334198 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 141120.54000000 0.039688430214 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -7380000.00000000 EUR 8116159.92000000 USD 2024-04-12 141120.54000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 535000.00000000 PA USD 464083.34000000 0.130517777592 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Lehman Mortgage Trust N/A 52521HBT9 5583132.72000000 PA USD 363575.28000000 0.102251111908 Long ABS-MBS CORP US N 3 2037-01-25 Floating 1.78611000 N N N N N N WESTFIELD GALLERIA AT ROSEVILLE N/A 000000000 495000.00000000 PA USD 494505.00000000 0.139073498325 Long DBT CORP US N 3 2025-03-29 Floating 3.25000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 80000.00000000 PA USD 64349.29000000 0.018097452755 Long DBT CORP US N 2 2048-06-25 Fixed 4.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 140000.00000000 PA USD 114720.71000000 0.032263800103 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 300000.00000000 PA USD 303430.80000000 0.085336210666 Long DBT CORP KY N 2 2032-10-13 Fixed 5.25000000 N N N N N N SCRIPPS ESCROW INC N/A 81104PAA7 400000.00000000 PA USD 336000.00000000 0.094495900825 Long DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N Carvana Auto Receivables Trust N/A 14686TAK4 2000.00000000 PA USD 420845.69000000 0.118357716026 Long ABS-O CORP US N 2 2030-06-10 None 0.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 22826.00000000 PA USD 1483.69000000 0.000417269711 Long DBT CORP KY N 3 2032-09-30 Fixed 1.00000000 N N Y N N N JP Morgan Mortgage Acquisition N/A 46630MAC6 392464.83000000 PA USD 203307.11000000 0.057177644355 Long ABS-O CORP US N 2 2037-01-25 Variable 4.46397000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 925000.00000000 PA USD 833656.25000000 0.234455649768 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N PRP Advisors, LLC N/A 69360HAA9 354583.91000000 PA USD 349454.50000000 0.098279814806 Long ABS-O CORP US N 2 2026-10-25 Variable 2.48700000 N N N N N N Deerfield Dakota Holding LLC 549300FDREJLOIGXY104 24440EAB3 10727.12000000 PA USD 10687.64000000 0.003005768361 Long LON CORP US N 2 2027-04-09 Floating 9.05942000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 190000.00000000 PA USD 169918.00000000 0.047787364513 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 000000000 570000.00000000 PA 322986.75000000 0.090836083023 Long DBT CORP GB N 2 2052-09-09 Fixed 2.25000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644YAX8 5933608.57000000 PA USD 49778.64000000 0.013999635204 Long ABS-MBS CORP US N 2 2048-08-15 Variable 0.80396300 N N N N N N First Horizon Alternative Mort N/A 32052FAK2 693036.72000000 PA USD 205186.20000000 0.057706115493 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 120000.00000000 PA USD 106409.44000000 0.029926356812 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GBQ2 880507.01000000 PA USD 28502.28000000 0.008015918524 Long ABS-MBS USGA US N 2 2051-09-16 Variable 0.18708000 N N N N N N PRP Advisors, LLC N/A 69360MAA8 539760.75000000 PA USD 520235.66000000 0.146309932538 Long ABS-O CORP US N 2 2026-09-25 Variable 1.74300000 N N N N N N Ontario Gaming Gta Ltd Partnership 894500EC9KLZLOC3V025 000000000 178033.08000000 PA USD 178860.04000000 0.050302204170 Long LON CORP CA N 2 2030-08-01 Floating 0.00000000 N N N N N N Commercial Mortgage Lease-Back N/A 201736AE5 517277.41000000 PA USD 1841.17000000 0.000517806600 Long ABS-MBS CORP US N 2 2031-06-20 Variable 1.56943800 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 123000.00000000 PA USD 114310.93000000 0.032148554477 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46628SAH6 1650649.15000000 PA USD 448222.22000000 0.126057031097 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.91000000 N N N N N N GLS Auto Receivables Trust N/A 379928AJ3 1110000.00000000 PA USD 1120526.57000000 0.315134427472 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.31000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46652BBC2 1450000.00000000 PA USD 11788.21000000 0.003315290247 Long ABS-MBS CORP US N 2 2037-01-16 Variable 0.56645300 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660L5S4 74874.23000000 PA USD 53487.62000000 0.015042740580 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.91750100 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 206497.92610000 PA USD 187249.22000000 0.052661558698 Long LON CORP US N 2 2027-04-15 Floating 7.93981000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AC6 250000.00000000 PA USD 257500.00000000 0.072418733519 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N 321 Henderson Receivables LLC N/A 46617LAA9 36461.41000000 PA USD 34180.72000000 0.009612910497 Long ABS-O CORP US N 2 2073-01-17 Fixed 4.08000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 55397.00000000 PA USD 4542.55000000 0.001277536768 Long DBT CORP KY N 3 2028-09-30 Fixed 6.75000000 N N Y N N N Residential Accredit Loans, In N/A 761118JL3 117958.56000000 PA USD 97418.12000000 0.027397657756 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GW48 203916.64000000 PA USD 193837.57000000 0.054514451758 Long ABS-MBS USGA US N 2 2051-09-16 Variable 3.63697000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 195000.00000000 PA USD 199272.75000000 0.056043029824 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N Residential Asset Securitizati N/A 76113WAD5 472278.79000000 PA USD 217437.29000000 0.061151585093 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 255000.00000000 PA USD 250123.50000000 0.070344182886 Long DBT CORP GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N JP Morgan Mortgage Acquisition N/A 46629BAE9 266024.83000000 PA USD 165476.27000000 0.046538182139 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.33700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042646 4725000.00000000 PA USD 4541297.67000000 1.277184566195 Long ABS-MBS USGA US N 2 2054-04-15 Fixed 4.50000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AS0 45000.00000000 PA USD 30015.07000000 0.008441372255 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 53000.00000000 PA USD 47832.50000000 0.013452307072 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 18538RAJ2 600000.00000000 PA USD 558619.01000000 0.157104781452 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N Rockford Tower CLO Ltd N/A 77341RAG1 850000.00000000 PA USD 873358.85000000 0.245621521649 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 10.67092000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 169000.00000000 PA USD 160012.67000000 0.045001611294 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 200000.00000000 PA 188407.08000000 0.052987192697 Long DBT CORP LU N 2 2029-03-12 Fixed 1.75000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46629BAD1 1399901.18000000 PA USD 848827.14000000 0.238722277497 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.08000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46651WAC8 2010000.00000000 PA USD 12516.97000000 0.003520245106 Long ABS-MBS CORP US N 2 2038-12-05 Variable 0.24711100 N N N N N N HPS Loan Management Ltd N/A 442911AJ2 850000.00000000 PA USD 872365.20000000 0.245342069709 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 11.06781000 N N N N N N Golub Capital Partners CLO Ltd N/A 381742AC9 800000.00000000 PA USD 808124.00000000 0.227275015947 Long ABS-CBDO CORP US N 2 2036-01-20 Floating 8.06848000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 6075000.00000000 PA USD 6050849.93000000 1.701727722895 Long DBT UST US N 1 2029-03-31 Fixed 4.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 115000.00000000 PA USD 109507.28000000 0.030797586519 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 60276.67992500 PA USD 55709.92000000 0.015667735343 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BLWA2 21124650.48000000 PA USD 68938.18000000 0.019388022084 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 0.28892200 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137B8G68 42940.84000000 PA USD 1.68000000 0.000000472479 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 5.01889000 N N N N N N Countrywide Home Loans N/A 12544QAA8 203517.72000000 PA USD 100777.23000000 0.028342366462 Long ABS-MBS CORP US N 2 2038-01-25 Fixed 6.50000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12768EAH9 344783.97000000 PA USD 345483.88000000 0.097163126372 Long LON CORP US N 2 2031-02-06 Floating 8.04046000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAN8 578041.65000000 PA USD 500407.13000000 0.140733400382 Long ABS-O CORP BM N 2 2046-02-20 Fixed 2.52000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAS1 200000.00000000 PA 228059.20000000 0.064138867694 Long DBT CORP US N 2 2031-03-17 Fixed 4.87500000 N N N N N N Banc of America Funding Corpor 549300R847L762RQF071 05990RAP6 3158.55000000 PA USD 3144.03000000 0.000884220080 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.58541000 N N N N N N bmo sba coof trust N/A 05588XAA4 2398541.78000000 PA USD 78906.75000000 0.022191560781 Long ABS-O USGA US N 2 2045-10-25 Variable 1.40002500 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GBE3 171731.59000000 PA USD 171850.08000000 0.048330738441 Long LON CORP US N 2 2028-12-01 Floating 7.32734000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 195000.00000000 PA USD 199062.99000000 0.055984037383 Long DBT CORP GB N 2 2027-07-27 Fixed 6.12500000 N N N N N N RAISING CANE'S RESTAURAN 254900V6ADXFWHYOED66 75103AAA3 320000.00000000 PA USD 346400.58000000 0.097420937063 Long DBT CORP US N 2 2029-05-01 Fixed 9.37500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 55.51000000 0.000015611510 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -11000.00000000 EUR 11942.43000000 USD 2024-04-12 55.51000000 N N N BRAVO Residential Funding Trus N/A 105693AA3 1467275.95000000 PA USD 1447917.30000000 0.407209076142 Long ABS-O CORP US N 2 2059-10-25 Variable 4.99100000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 982007.11000000 PA USD 1011458.29000000 0.284460304346 Long ABS-MBS CORP US N 2 2039-10-25 Floating 8.83487000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 500000.00000000 PA USD 466117.35000000 0.131089818090 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N Citigroup Commercial Mortgage N/A 17322YAJ9 13428335.23000000 PA USD 34934.89000000 0.009825011609 Long ABS-MBS CORP US N 2 2047-10-10 Variable 0.93630800 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3L3 130000.00000000 PA USD 121553.09000000 0.034185323623 Long DBT CORP US N 2 2027-03-08 Fixed 3.20500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 155000.00000000 PA 161008.26000000 0.045281608836 Long DBT CORP US N 2 2032-05-07 Fixed 2.95000000 N N N N N N Credit Suisse Mortgage Trust N/A 12597XAC5 172965.11000000 PA USD 174494.69000000 0.049074502740 Long ABS-MBS CORP US N 2 2060-08-25 Variable 4.68075400 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GYM6 100366.33000000 PA USD 98933.04000000 0.027823710524 Long ABS-MBS USGA US N 2 2044-09-16 Variable 4.55800000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 185000.00000000 PA USD 158582.93000000 0.044599514362 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CB9 200000.00000000 PA USD 191712.00000000 0.053916661127 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 17407000.00000000 NS USD 17407000.00000000 4.895506385900 Long STIV RF US N 1 N N N Merrill Lynch Mortgage Investo N/A 59023XAC0 763066.44000000 PA USD 236189.86000000 0.066425516626 Long ABS-MBS CORP US N 2 2037-11-25 Floating 4.69566000 N N N N N N Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) 549300O6QPZVWXV2DC15 74165UAJ8 155949.36000000 PA USD 155429.27000000 0.043712585962 Long LON CORP US N 2 2028-03-14 Floating 7.50311000 N N N N N N JPMorgan US Government Money Market Fund 549300NQ5E5B7ZV4T516 4812C2684 3212000.00000000 NS USD 3212000.00000000 0.903335813840 Long STIV RF US N 1 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -16.00000000 NC -8691.75000000 -0.00244444864 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2024-06-06 -2045880.97000000 USD -8691.75000000 N N N Taurus CMBS 635400SG2ZVJCYHITE32 000000000 471536.68000000 PA 586112.08000000 0.164836871976 Long ABS-MBS CORP IE N 2 2031-05-17 Floating 7.82109000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1223.44000000 0.000344077574 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -501000.00000000 EUR 542618.39000000 USD 2024-04-12 1223.44000000 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FMU91 3160000.00000000 PA USD 133099.99000000 0.037432748377 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 2.15349000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BGK32 22346370.50000000 PA USD 58173.19000000 0.016360499978 Long ABS-MBS USGSE US N 2 2024-12-25 Variable 0.49845800 N N N N N N Countrywide Alternative Loan T N/A 02147QAQ5 117463.07000000 PA USD 67924.31000000 0.019102883515 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.00000000 N N N N N N ANNINGTON FUNDING PLC 549300KK63W8VZIONZ83 000000000 100000.00000000 PA 99377.66000000 0.027948754474 Long DBT CORP GB N 2 2032-10-06 Fixed 2.30800000 N N N N N N ProAmpac PG Borrower LLC 549300ZI6LTXYFEY1578 74274NAJ2 345911.14000000 PA USD 346948.87000000 0.097575136937 Long LON CORP US N 2 2028-09-15 Floating 9.81024500 N N N N N N CIT Mortgage Loan Trust N/A 12559QAH5 1046000.00000000 PA USD 964522.67000000 0.271260233833 Long ABS-O CORP US N 2 2037-10-25 Floating 7.19389000 N N N N N N Artera Services LLC 549300J2G34D0WX8Z443 000000000 197113.61000000 PA USD 198099.18000000 0.055712977579 Long LON CORP US N 2 2031-02-15 Floating 9.80942000 N N N N N N Aoyuan New Shares N/A 000000000 30741.00000000 NS 620.60000000 0.000174536178 Long EC CORP HK N 1 N N N SREIT Trust N/A 85236WCJ3 1060000.00000000 PA USD 1052325.18000000 0.295953618586 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.81018000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAE0 546000.00000000 PA USD 558007.53000000 0.156932810162 Long DBT CORP US N 2 2031-03-15 Fixed 8.62500000 N N N N N N DEUTSCHE ALT-B SECURITIES INC N/A 251511AB7 209054.61000000 PA USD 184108.10000000 0.051778157019 Long ABS-MBS CORP US N 2 2036-06-25 Variable 4.78568300 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CP7 246000.00000000 PA USD 252252.87000000 0.070943042221 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 20000.00000000 PA USD 18912.15000000 0.005318811460 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 360000.00000000 PA USD 288262.63000000 0.081070347904 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N City Brewing Company LLC N/A 17776EAB1 433376.13000000 PA USD 340317.27000000 0.095710080342 Long LON CORP US N 2 2028-04-05 Floating 9.07814000 N N N N N N Merrill Lynch Mortgage Investo N/A 590216AA5 3477250.89000000 PA USD 943281.15000000 0.265286315477 Long ABS-O CORP US N 2 2037-05-25 Floating 5.81389000 N N N N N N GoldenTree Loan Management US 549300TS068SCJRDSP12 38139FAJ9 850000.00000000 PA USD 864314.00000000 0.243077767933 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 10.31781000 N N N N N N Pretium Mortgage Credit Partne N/A 69377NAA7 626101.01000000 PA USD 612215.78000000 0.172178219138 Long ABS-O CORP US N 2 2052-06-25 Variable 5.00000000 N N N N N N First Brands Group LLC(f/k/a TRICO GROUP LLC) N/A 31935HAD9 96025.11000000 PA USD 96289.18000000 0.027080157154 Long LON CORP US N 2 2027-03-30 Floating 10.57427000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 200000.00000000 PA USD 166780.00000000 0.046904840296 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAC7 750000.00000000 PA USD 597623.27000000 0.168074253728 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAF0 175000.00000000 PA USD 158200.96000000 0.044492089960 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 000000000 432603.65000000 PA USD 434565.51000000 0.122216248020 Long LON CORP US N 2 2028-08-24 Floating 0.00000000 N N N N N N 1011778 BC Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 209673.41000000 PA USD 209804.46000000 0.059004944776 Long LON CORP CA N 2 2030-09-20 Floating 7.58016000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 195000.00000000 PA USD 195218.40000000 0.054902793350 Long DBT CORP US N 2 2032-03-01 Fixed 6.87500000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBQ5 500000.00000000 PA USD 497760.00000000 0.139988927365 Long LON CORP US N 2 2031-01-31 Floating 7.32630000 N N N N N N Elmwood CLO VI Ltd. N/A 29001VAN9 440000.00000000 PA USD 440661.32000000 0.123930620214 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.22942000 N N N N N N Soundview Home Equity Loan Tru N/A 83613DAE6 253904.40000000 PA USD 193275.96000000 0.054356505797 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.69389000 N N N N N N Natixis Commercial Mortgage Se N/A 63874GAL9 100000.00000000 PA USD 54098.95000000 0.015214669684 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.31590200 N N N N N N AMSR Trust N/A 00180AAJ8 605000.00000000 PA USD 601195.58000000 0.169078922333 Long ABS-O CORP US N 2 2037-04-17 Fixed 8.19300000 N N N N N N Countrywide Alternative Loan T N/A 02151NBH4 311014.21000000 PA USD 191790.52000000 0.053938743919 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 510000.00000000 PA USD 321848.25000000 0.090515893787 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N Countrywide Home Loans N/A 12544TAJ3 601869.51000000 PA USD 291779.72000000 0.082059486559 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 5.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17328EAA6 1450000.00000000 PA USD 1236083.21000000 0.347633322689 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 2.64700000 N N N N N N Countrywide Alternative Loan T N/A 12668AL78 482766.75000000 PA USD 274362.38000000 0.077161072174 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163ABR3 529000.00000000 PA USD 481707.24000000 0.135474284457 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 4.13900000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 24513.21430000 PA USD 21032.55000000 0.005915148091 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Banc of America Funding Corpor 549300LENCFK8RITKD65 05990PAB1 1100496.24000000 PA USD 793312.63000000 0.223109498832 Long ABS-MBS CORP US N 2 2045-09-26 Floating 3.99247500 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 510000.00000000 PA USD 424974.85000000 0.119518991901 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AV2 305000.00000000 PA USD 303643.19000000 0.085395942763 Long DBT CORP US N 2 2053-04-15 Fixed 5.50000000 N N N N N N Credit-Based Asset Servicing a N/A 1248MGAL8 966351.78000000 PA USD 287576.06000000 0.080877258468 Long ABS-O CORP US N 2 2037-01-25 Variable 3.19430400 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BLN38 2925000.00000000 PA USD 54667.55000000 0.015374581497 Long ABS-MBS USGSE US N 2 2043-10-25 Variable 1.55036800 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 64000.00000000 PA USD 61891.84000000 0.017406324924 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650036EB8 100000.00000000 PA USD 80615.24000000 0.022672052750 Long DBT MUN US N 2 2033-03-15 Fixed 2.00000000 N N N N N N Bombardier Capital Mortgage Se N/A 09774XBC5 997491.89000000 PA USD 101907.16000000 0.028660145490 Long ABS-O CORP US N 2 2029-12-15 Variable 6.97500000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAC6 190000.00000000 PA USD 150643.34000000 0.042366601537 Long DBT CORP US N 2 2034-01-15 Fixed 2.70000000 N N N N N N Palmer Square CLO Ltd 549300UP5H2PFBIITY41 69688XAS0 284959.22000000 PA USD 285165.53000000 0.080199326314 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 6.70814000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 100000.00000000 PA 81702.59000000 0.022977856672 Long DBT CORP DE N 2 2033-06-16 Fixed 1.00000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 1000000.00000000 PA USD 1020939.25000000 0.287126708679 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.82039000 N N N N N N GS Mortgage Securities Trust N/A 36249KAE0 5178802.29000000 PA USD 4466.20000000 0.001256064262 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.44419100 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 255000.00000000 PA USD 248719.50000000 0.069949325015 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N Countrywide Alternative Loan T N/A 12667G7A5 516089.33000000 PA USD 371934.54000000 0.104602051801 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 2800.00000000 PA 273962.87000000 0.077048714860 Long DBT CORP FR N 2 2026-07-30 None 0.00000000 N N N N N Worldline SA/France EUR XXXX N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 184000.00000000 PA USD 157285.04000000 0.044234498634 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAY0 10000.00000000 PA USD 9316.80000000 0.002620236335 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Trugreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAH5 10728.24000000 PA USD 10463.41000000 0.002942706409 Long LON CORP US N 2 2027-11-02 Floating 9.43016000 N N N N N N JP Morgan Chase Commercial Mor N/A 46637WAL7 52057998.78000000 PA USD 958486.67000000 0.269562682471 Long ABS-MBS CORP US N 2 2045-06-15 Variable 0.46401300 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 40000.00000000 PA USD 36337.39000000 0.010219447624 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 733000.00000000 PA USD 687299.06000000 0.193294475627 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N Merrill Lynch First Franklin M N/A 59024VAF6 222009.24000000 PA USD 213237.57000000 0.059970465080 Long ABS-O CORP US N 2 2037-06-25 Floating 5.70389000 N N N N N N Vericrest Opportunity Loan Tra N/A 91835MAA9 696551.91000000 PA USD 680978.40000000 0.191516867114 Long ABS-O CORP US N 2 2051-02-27 Variable 4.89250000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAM8 385000.00000000 PA USD 333839.76000000 0.093888359679 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N Lehman Mortgage Trust N/A 52521RBU4 491614.71000000 PA USD 188480.26000000 0.053007773679 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 7.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 10000.00000000 PA USD 10015.29000000 0.002816678126 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNN93 2400413.62000000 PA USD 2069346.77000000 0.581978533186 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N SS&C Technologies Holdings, Inc. 549300KY09TR3J12JU49 78466DBF0 194217.66000000 PA USD 194458.49000000 0.054689077933 Long LON CORP US N 2 2025-04-16 Floating 7.19464000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 50000.00000000 PA USD 46444.58000000 0.013061971504 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AM8 400000.00000000 PA USD 318160.00000000 0.089478618471 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FG7J8 4850000.00000000 PA USD 123944.18000000 0.034857788515 Long ABS-MBS USGSE US N 2 2046-05-25 Variable 2.17298200 N N N N N N BB-UBS Trust N/A 05538UAN3 1395000.00000000 PA USD 957.39000000 0.000269254257 Long ABS-MBS CORP US N 2 2036-11-05 Variable 0.14380000 N N N N N N Wells Fargo Commercial Mortgag 5493001SKB2HKIF64L70 94989DAZ2 15586934.84000000 PA USD 61194.31000000 0.017210153121 Long ABS-MBS CORP US N 2 2048-02-15 Variable 0.81141000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BR5 120000.00000000 PA USD 121534.42000000 0.034180072914 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -4.00000000 NC -12941.14000000 -0.00363953774 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2024-06-26 -494042.21000000 USD -12941.14000000 N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 30944.40000000 PA USD 869.23000000 0.000244460332 Long DBT CORP VG N 2 2029-09-30 Fixed 8.50000000 N N Y N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCK0 280000.00000000 PA USD 276794.55000000 0.077845090314 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N ASP Blade Holdings Inc N/A 00217HAB7 198099.76000000 PA USD 179676.48000000 0.050531817960 Long LON CORP US N 2 2028-10-13 Floating 9.56352000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 57776DAB9 114110.83000000 PA USD 114538.75000000 0.032212626073 Long LON CORP US N 2 2027-01-29 Floating 9.44464000 N N N N N N Research Now Group LLC 549300XTHJNIVC5Q8K50 76100LAH5 153065.44000000 PA USD 92365.81000000 0.025976757206 Long LON CORP US N 2 2024-12-20 Floating 11.06804000 N N N N N N FirstKey Homes 2021-SFR3 Trus N/A 33768JAJ0 944000.00000000 PA USD 858431.03000000 0.241423254393 Long ABS-O CORP US N 2 2038-12-17 Fixed 2.98500000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 83000.00000000 PA USD 77304.06000000 0.021740823771 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Stratus CLO N/A 86315XAG1 975000.00000000 PA USD 634374.00000000 0.178409948184 Long ABS-CBDO CORP KY N 2 2029-12-29 Variable 0.01000000 N N N N N N Citigroup Commercial Mortgage N/A 17326CAN4 11628000.00000000 PA USD 281120.85000000 0.079061809409 Long ABS-MBS CORP US N 2 2050-08-15 Variable 0.81320500 N N N N N N Progress Residential Trust N/A 74333VAQ7 1211000.00000000 PA USD 1100540.45000000 0.309513575051 Long ABS-O CORP US N 2 2026-05-17 Fixed 4.25400000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAL8 325000.00000000 PA USD 266328.98000000 0.074901776431 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 25000.00000000 PA USD 23135.04000000 0.006506447754 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08579JBH4 228295.31000000 PA USD 228459.68000000 0.064251497808 Long LON CORP US N 2 2029-07-01 Floating 7.18219000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 100000.00000000 PA USD 94249.46000000 0.026506510788 Long DBT CORP US N 2 N/A Fixed 4.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 11900000.00000000 PA USD 11847472.69000000 3.331957155781 Long DBT UST US N 1 2027-03-15 Fixed 4.25000000 N N N N N N Residential Accredit Loans, In N/A 74923WAA6 45487.11000000 PA USD 34592.56000000 0.009728735473 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N JBS USA LUX SA/FOOD/LUX N/A 47214BAA6 185000.00000000 PA USD 194565.48000000 0.054719167565 Long DBT CORP N/A N 2 2034-03-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 2759104.43000000 PA USD 2628378.06000000 0.739199263359 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Residential Accredit Loans, In N/A 75116AAA8 511707.77000000 PA USD 177613.66000000 0.049951675001 Long ABS-MBS CORP US N 2 2047-02-25 Floating 5.59389000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 3197.62000000 PA USD 2981.95000000 0.000838637057 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.06347300 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 583000.00000000 PA USD 518820.43000000 0.145911916367 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N AthenaHealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 230809.65000000 PA USD 229205.52000000 0.064461256209 Long LON CORP US N 2 2029-02-15 Floating 8.58016000 N N N N N N Citimortgage Alternative Loan N/A 12566UAN4 223270.70000000 PA USD 196707.89000000 0.055321694240 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 5.75000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 236317.05000000 PA USD 236558.09000000 0.066529076821 Long LON CORP US N 2 2028-02-01 Floating 9.18016000 N N N N N N GSAA Home Equity Trust N/A 3622EAAD2 166316.24000000 PA USD 9027.81000000 0.002538961423 Long ABS-MBS CORP US N 2 2047-03-25 Floating 5.64389000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 426808.91000000 PA USD 419186.10000000 0.117890976585 Long LON CORP US N 2 2026-12-23 Floating 0.00000000 N N N N N N Residential Accredit Loans, In N/A 74922EAQ2 136152.23000000 PA USD 106746.17000000 0.030021058017 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N Octagon Investment Partners 44 N/A 67577LAL9 700000.00000000 PA USD 700667.10000000 0.197054073788 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 7.27560000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 150000.00000000 PA USD 161813.58000000 0.045508095261 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAE6 9017204.36000000 PA USD 86113.31000000 0.024218317861 Long ABS-MBS CORP US N 2 2048-11-10 Variable 0.75466800 N N N N N N Conseco Finance Securitization N/A 20846QDU9 1992157.56000000 PA USD 360204.00000000 0.101302980538 Long ABS-O CORP US N 2 2032-05-01 Fixed 7.97000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312LAW8 8594472.75000000 PA USD 163709.24000000 0.046041226509 Long ABS-MBS CORP US N 2 2049-05-10 Variable 1.36413600 N N N N N N MLCC Mortgage Investors Inc N/A 59020UBU8 3919.90000000 PA USD 3800.62000000 0.001068878007 Long ABS-MBS CORP US N 2 2029-05-25 Floating 5.94389000 N N N N N N Last Mile Logistics Pan Euro F 635400NOPX1IKIAX7N90 000000000 490928.12000000 PA 503520.19000000 0.141608910528 Long ABS-MBS CORP IE N 2 2033-08-17 Floating 7.56500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CH1 400000.00000000 PA USD 396280.00000000 0.111448915413 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.12500000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 380000.00000000 PA USD 294500.00000000 0.082824532122 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 65000.00000000 PA USD 63965.92000000 0.017989634620 Long DBT CORP US N 2 2054-09-15 Fixed 4.37500000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TEX5 40000.00000000 PA USD 33839.52000000 0.009516952160 Long DBT MUN US N 2 2034-03-15 Fixed 2.54000000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 220000.00000000 PA 197596.64000000 0.055571644335 Long DBT CORP NL N 2 2031-02-01 Fixed 1.25000000 N N N N N N DIGITAL INTREPID HOLDING 5493003H2CB2KXPP7461 000000000 100000.00000000 PA 84688.20000000 0.023817523060 Long DBT CORP NL N 2 2031-07-15 Fixed 0.62500000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBC8 115000.00000000 PA USD 107240.51000000 0.030160085111 Long DBT CORP LU N 2 2030-03-15 Fixed 6.50000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LSM2 9009.06000000 PA USD 8009.32000000 0.002252523536 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.90389000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 385000.00000000 PA USD 390951.00000000 0.109950199177 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N Countrywide Alternative Loan T N/A 02147XAT4 132818.10000000 PA USD 79050.98000000 0.022232123708 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46629QAD8 448524.73000000 PA USD 272332.82000000 0.076590283184 Long ABS-O CORP US N 2 2029-09-25 Variable 5.46200000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 32380.07000000 PA USD 32225.46000000 0.009063017476 Long LON CORP US N 2 2028-05-03 Floating 9.58016000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 05400KAJ9 58918.10000000 PA USD 59001.17000000 0.016593359252 Long LON CORP US N 2 2028-06-22 Floating 0.00000000 N N N N N N PRP Advisors, LLC N/A 69360XAA4 939662.09000000 PA USD 917900.36000000 0.258148277934 Long ABS-O CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N Certara Holdco Inc 5493003FMVRW75JYL446 15687EAC1 268125.00000000 PA USD 268795.31000000 0.075595401654 Long LON CORP US N 2 2026-08-15 Floating 9.10477000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92890NAC3 46428757.33000000 PA USD 1810.72000000 0.000509242909 Long ABS-MBS CORP US N 2 2045-12-15 Variable 0.40075400 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 250000.00000000 PA USD 185217.00000000 0.052090021616 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Xerox Corporation 4KF48RN45X1OO8UBLY20 98415LAY2 314362.22000000 PA USD 316229.53000000 0.088935697335 Long LON CORP US N 2 2029-11-15 Floating 9.32821000 N N N N N N GS Mortgage Securities Trust N/A 36252TAT2 247313.44000000 PA USD 6283.83000000 0.001767250525 Long ABS-MBS CORP US N 2 2049-05-10 Variable 1.72669800 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 745000.00000000 PA USD 559639.01000000 0.157391644008 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 323000.00000000 PA USD 277226.64000000 0.077966610355 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N PIPELINE FUNDING CO LLC N/A 724060AA6 144655.00000000 PA USD 151824.82000000 0.042698878373 Long DBT CORP US N 2 2030-01-15 Fixed 7.50000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 200000.00000000 PA USD 180850.00000000 0.050861856143 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Intelsat SA/Luxembourg N/A 000000000 11053.00000000 NS USD 297049.38000000 0.083541514144 Long EC CORP US N 3 N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 325000.00000000 PA USD 297516.40000000 0.083672857822 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -3.00000000 NC -63.44000000 -0.00001784172 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2024-06-06 -344417.77000000 USD -63.44000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 12687.51000000 0.003568207400 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -969000.00000000 GBP 1236875.21000000 USD 2024-04-12 12687.51000000 N N N CD Commercial Mortgage Trust N/A 12514MBD6 8895579.53000000 PA USD 206341.06000000 0.058030905779 Long ABS-MBS CORP US N 2 2049-08-10 Variable 1.35705800 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 400000.00000000 PA USD 386520.00000000 0.108704034484 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Jane Street Group LLC 5493002N1IVX6KHGYO08 47077DAH3 280845.47000000 PA USD 281301.84000000 0.079112710638 Long LON CORP US N 2 2028-01-26 Floating 7.94182000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNX21 2495000.00000000 PA USD 98806.24000000 0.027788049571 Long ABS-MBS USGSE US N 2 2047-09-25 Variable 2.01401700 N N N N N N CSAIL Commercial Mortgage Trus N/A 12596WAE4 558487.96000000 PA USD 32538.63000000 0.009151092718 Long ABS-MBS CORP US N 2 2052-06-15 Variable 1.54057000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FPJQ9 637981.76000000 PA USD 13145.10000000 0.003696899005 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.22510000 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 1197431.31000000 PA USD 1089227.59000000 0.306331971192 Long ABS-O CORP US N 2 2054-08-25 Variable 4.25000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAT4 234000.00000000 PA USD 217386.00000000 0.061137160407 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 685000.00000000 PA USD 643185.35000000 0.180888032874 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 185000.00000000 PA USD 152445.18000000 0.042873347055 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07387AET8 115241.45000000 PA USD 109563.81000000 0.030813484892 Long ABS-MBS CORP US N 2 2035-10-25 Variable 5.79980900 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 11823LAM7 250000.00000000 PA USD 250747.50000000 0.070519675274 Long LON CORP US N 2 2026-11-01 Floating 7.33016000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PSK0 14080.63000000 PA USD 12981.56000000 0.003650905375 Long ABS-MBS CORP US N 2 2035-06-20 Floating 6.12323000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2A2 220000.00000000 PA USD 214654.35000000 0.060368917170 Long DBT CORP NO N 2 2025-09-30 Fixed 0.85600000 N N N N N N COMM Mortgage Trust N/A 12592GAC7 1200000.00000000 PA USD 3096.66000000 0.000870897845 Long ABS-MBS CORP US N 2 2047-08-10 Variable 0.75476800 N N N N N N Citimortgage Alternative Loan N/A 12566QAA1 101371.22000000 PA USD 88857.31000000 0.024990034384 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384MQ88 5422.66000000 PA USD 5094.91000000 0.001432881279 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.22953200 N N N N N N MASTR Alternative Loans Trust N/A 576434J70 9795.52000000 PA USD 9615.78000000 0.002704320813 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAN3 1028501.79000000 PA USD 5226.54000000 0.001469900611 Long ABS-MBS CORP US N 2 2048-04-15 Variable 0.98867100 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BHD20 4900000.00000000 PA USD 52880.56000000 0.014872012361 Long ABS-MBS USGSE US N 2 2043-01-25 Variable 1.49728500 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAL5 255000.00000000 PA USD 256864.28000000 0.072239945024 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 00737WAA7 992000.00000000 PA USD 950963.61000000 0.267446913627 Long DBT CORP US N 2 2028-03-01 Fixed 5.50000000 N N N N N N Credit-Based Asset Servicing a N/A 1248P8AK5 36644.75000000 PA USD 36781.92000000 0.010344466263 Long ABS-O CORP US N 2 2036-10-25 Variable 6.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 60000.00000000 PA USD 50026.42000000 0.014069320306 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N Aveanna Healthcare LLC 5493006D6JRLPIY8YV18 05549DAJ7 263134.89000000 PA USD 253689.66000000 0.071347121880 Long LON CORP US N 2 2028-07-17 Floating 9.19316000 N N N N N N Greystar Real Estate Partners, LLC 254900HGC806SXAS4M46 39806LAC1 372824.66000000 PA USD 373756.72000000 0.105114517695 Long LON CORP US N 2 2030-08-21 Floating 8.57574000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 270000.00000000 PA USD 232674.09000000 0.065436749205 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N Firstkey Homes Trust N/A 33768NAG7 1600000.00000000 PA USD 1551720.32000000 0.436402409128 Long ABS-O CORP US N 2 2039-05-19 Fixed 5.19700000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 453000.00000000 PA USD 305727.93000000 0.085982250454 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 350000.00000000 PA USD 347375.00000000 0.097694980800 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBT2 270000.00000000 PA USD 252068.67000000 0.070891238218 Long DBT CORP US N 2 2026-11-19 Fixed 1.04500000 N N N N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAJ6 325000.00000000 PA USD 338189.80000000 0.095111755359 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BHXK8 26140396.80000000 PA USD 57184.73000000 0.016082507663 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 0.40809800 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 300000.00000000 PA USD 252270.00000000 0.070947859824 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 165000.00000000 PA USD 156842.59000000 0.044110064969 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 105000.00000000 PA USD 103879.56000000 0.029214858927 Long DBT CORP US N 2 2024-11-06 Fixed 3.95000000 N N N N N N Credit Suisse Mortgage Trust N/A 22944BAJ7 724308.28000000 PA USD 418340.98000000 0.117653296896 Long ABS-MBS CORP US N 2 2037-08-25 Variable 6.58561000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94985JAA8 1570696.99000000 PA USD 1400245.42000000 0.393801941485 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N NGL Energy Operating LLC 5493008CQD36WWZJ3O79 62922KAF7 203612.90000000 PA USD 204376.45000000 0.057478383185 Long LON CORP US N 2 2031-02-03 Floating 9.83016000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EAY4 550000.00000000 PA USD 513969.50000000 0.144547651485 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HVS7 132720.74000000 PA USD 78733.61000000 0.022142867268 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.86988600 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 380000.00000000 PA USD 363592.74000000 0.102256022320 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P6H6 100000.00000000 PA USD 84648.31000000 0.023806304484 Long DBT MUN US N 2 2032-10-01 Fixed 2.60700000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300UVB571ELWL8972 92890FAW6 4730174.54000000 PA USD 2652.73000000 0.000746047949 Long ABS-MBS CORP US N 2 2047-05-15 Variable 0.77603000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389284AA8 400000.00000000 PA USD 372707.89000000 0.104819547054 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378B7K9 335356.86000000 PA USD 769.13000000 0.000216308429 Long ABS-MBS USGA US N 2 2054-04-16 Variable 0.20792000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 150000.00000000 PA USD 138727.85000000 0.039015515343 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 100000.00000000 PA USD 77116.12000000 0.021687967939 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Banc of America Funding Corpor N/A 058931BF2 4666.50000000 PA USD 4064.60000000 0.001143119162 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.50000000 N N N N N N Fertitta Entertainment LLC 984500A0805D8V551D35 000000000 211800.21000000 PA USD 212551.04000000 0.059777386893 Long LON CORP US N 2 2029-01-27 Floating 0.00000000 N N N N N N Carestream Dental Equipment Inc N/A 14173MAF0 189295.94000000 PA USD 165239.27000000 0.046471528780 Long LON CORP US N 2 2024-09-01 Floating 0.00000000 N N N N N N COMM Mortgage Trust N/A 12592KBD5 25625156.85000000 PA USD 25320.22000000 0.007121002970 Long ABS-MBS CORP US N 3 2047-09-10 Variable 0.77789100 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAQ4 230000.00000000 PA USD 226582.98000000 0.063723698829 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N Countrywide Alternative Loan T N/A 12668AZ40 309730.59000000 PA USD 217913.47000000 0.061285504909 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -3.00000000 NC -8881.23000000 -0.00249773758 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2024-06-06 -433645.54000000 USD -8881.23000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCV9 10000.00000000 PA USD 9961.79000000 0.002801631904 Long DBT CORP US N 2 2024-06-15 Fixed 3.85000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AE1 115000.00000000 PA USD 89163.46000000 0.025076135337 Long DBT CORP US N 2 2047-06-01 Fixed 4.37500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 80000.00000000 PA USD 67767.42000000 0.019058760117 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N N Progress Residential Trust N/A 74333HAQ8 1250000.00000000 PA USD 1125346.75000000 0.316490044291 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.00300000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FQU9 6129046.59000000 PA USD 287518.48000000 0.080861064796 Long ABS-MBS CORP US N 3 2046-05-25 Fixed 1.15000000 N N N N N N AMSR Trust N/A 00180UAH8 600000.00000000 PA USD 534690.18000000 0.150375089944 Long ABS-O CORP US N 2 2038-10-17 Fixed 3.80400000 N N N N N N Residential Accredit Loans, In N/A 749228AD4 340031.29000000 PA USD 269434.06000000 0.075775042299 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Chemours Company (The) 549300M1BOLNXL8DOV14 16384YAJ6 66406.83000000 PA USD 66307.22000000 0.018648096681 Long LON CORP US N 2 2028-08-18 Floating 8.83016000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 200000.00000000 PA USD 182500.00000000 0.051325898513 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 12547WAC8 575000.00000000 PA USD 236963.25000000 0.066643023128 Long ABS-CBDO CORP KY N 2 2031-04-18 Variable 0.01000000 N N N N N N BB-UBS Trust N/A 05538UAL7 3109000.00000000 PA USD 6706.42000000 0.001886098807 Long ABS-MBS CORP US N 2 2036-11-05 Variable 0.59580000 N N N N N N Lehman XS Trust N/A 52523KAQ7 182961.83000000 PA USD 158849.03000000 0.044674351741 Long ABS-O CORP US N 2 2046-08-25 Floating 5.94389000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 12000.00000000 PA USD 10177.87000000 0.002862401768 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Pretium Mortgage Credit Partne N/A 74143FAA7 633920.63000000 PA USD 614528.93000000 0.172828764355 Long ABS-O CORP US N 2 2051-07-25 Variable 1.74360000 N N N N N N Countrywide Alternative Loan T N/A 02148AAE6 1254329.50000000 PA USD 613792.34000000 0.172621607404 Long ABS-MBS CORP US N 2 2046-11-25 Fixed 6.25000000 N N N N N N Countrywide Alternative Loan T N/A 02147QAS1 3895002.21000000 PA USD 1795216.26000000 0.504882671620 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.84389000 N N N N N N GoldenTree Loan Management US 549300LOEERRNVSKVY31 38136NAQ9 250000.00000000 PA USD 250326.75000000 0.070401344469 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.72942000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 5000.00000000 PA USD 4569.32000000 0.001285065504 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Credit-Based Asset Servicing a N/A 1248MGAP9 1706018.02000000 PA USD 524715.19000000 0.147569745701 Long ABS-O CORP US N 2 2037-01-25 Variable 3.19430400 N N N N N N PRP Advisors, LLC N/A 693582AA6 993798.44000000 PA USD 967880.97000000 0.272204714736 Long ABS-O CORP US N 2 2027-02-25 Variable 3.72000000 N N N N N N Carvana Auto Receivables Trust N/A 14688GAK0 2000.00000000 PA USD 427636.62000000 0.120267582240 Long ABS-O CORP US N 2 2030-08-12 None 0.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 775000.00000000 PA USD 691520.80000000 0.194481788497 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N Magnite Inc 54930018FR2YX1HHSB02 000000000 78999.87000000 PA USD 79230.55000000 0.022282625580 Long LON CORP US N 2 2031-02-06 Floating 9.73594000 N N N N N N Morgan Stanley BAML Trust N/A 61762XAA5 19087479.00000000 PA USD 34940.58000000 0.009826611852 Long ABS-MBS CORP US N 2 2046-10-15 Variable 2.33970000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAJ4 482490.74000000 PA USD 483923.74000000 0.136097648041 Long LON CORP US N 2 2031-01-25 Floating 7.34000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAP6 150000.00000000 PA USD 149354.68000000 0.042004181634 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GZ4 11592500.00000000 PA USD 11582358.88000000 3.257397131087 Long DBT UST US N 1 2024-04-04 None 0.00000000 N N N N N N Citimortgage Alternative Loan N/A 12566WAA8 801176.95000000 PA USD 700163.20000000 0.196912358061 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300VHRKFNCWVN9Y77 95002DBR9 1100000.00000000 PA USD 1062153.40000000 0.298717685557 Long ABS-MBS CORP US N 2 2061-09-15 Variable 4.67300000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AR2 55000.00000000 PA USD 39195.15000000 0.011023157759 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAH9 765000.00000000 PA USD 779051.80000000 0.219098814376 Long DBT CORP US N 2 2033-03-01 Fixed 5.40000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAD7 50968.71000000 PA USD 50935.74000000 0.014325055462 Long ABS-MBS CORP US N 2 2023-07-25 Floating 7.32250000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1L60 53786.40000000 PA USD 4094.85000000 0.001151626605 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 0.56513000 N N N N N N Navient Student Loan Trust N/A 63941NAD1 850000.00000000 PA USD 788199.14000000 0.221671392154 Long ABS-O CORP US N 2 2067-06-27 Floating 6.73487000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 385000.00000000 PA USD 331944.40000000 0.093355312803 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N Carvana Auto Receivables Trust N/A 14687AAK4 1300.00000000 PA USD 114052.32000000 0.032075823570 Long ABS-O CORP US N 2 2027-09-08 None 0.00000000 N N N N N N Residential Accredit Loans, In N/A 74922RAJ9 3977577.28000000 PA USD 397341.47000000 0.111747440901 Long ABS-MBS CORP US N 3 2036-12-25 Floating 1.10611000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030645 5200000.00000000 PA USD 4477359.74000000 1.259202803420 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 3.00000000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838PAA9 560000.00000000 PA USD 591535.53000000 0.166362151123 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N Golub Capital Partners CLO Ltd 2549004WBNSFGOX1MY52 38179UAD0 1200000.00000000 PA USD 1213128.00000000 0.341177449929 Long ABS-CBDO CORP US N 2 2036-11-09 Floating 8.65812000 N N N N N N TRANSMONTAIGE PARTNERS N/A 89376VAA8 725000.00000000 PA USD 693281.25000000 0.194976893583 Long DBT CORP US N 2 2026-02-15 Fixed 6.12500000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 18465.00000000 PA USD 1929.59000000 0.000542673646 Long DBT CORP KY N 3 2026-09-30 Fixed 6.25000000 N N Y N N N BX Trust N/A 05612AAL0 530000.00000000 PA USD 531515.99000000 0.149482387732 Long ABS-MBS CORP US N 2 2041-02-15 Floating 8.96433000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 18465.00000000 PA USD 2169.64000000 0.000610184780 Long DBT CORP KY N 3 2025-09-30 Fixed 6.00000000 N N Y N N N Park Place Securities Inc N/A 70069FFL6 3924.78000000 PA USD 3866.03000000 0.001087273772 Long ABS-O CORP US N 2 2036-01-25 Floating 6.68889000 N N N N N N Arches Buyer Inc 2549009ADY4208OH2Y47 03952HAD6 123721.23000000 PA USD 120121.56000000 0.033782723275 Long LON CORP US N 2 2027-12-06 Floating 8.68016000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 760000.00000000 PA USD 784624.00000000 0.220665927645 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508RAE6 122000.00000000 PA USD 122000.00000000 0.034311011609 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 311000.00000000 PA USD 297971.75000000 0.083800919454 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N PRP Advisors, LLC N/A 693588AA3 238240.62000000 PA USD 233286.05000000 0.065608855490 Long ABS-O CORP US N 2 2027-08-25 Variable 5.00000000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 680000.00000000 PA USD 670302.04000000 0.188514271115 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N OHIO ST HOSP FAC REVENUE 5493005LEB5E170OMX59 677561LK6 100000.00000000 PA USD 88066.54000000 0.024767639969 Long DBT MUN US N 2 2032-01-01 Fixed 2.88500000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BB3 5000.00000000 PA USD 4818.66000000 0.001355189337 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAQ3 200000.00000000 PA USD 206500.00000000 0.058075605715 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.62500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641WAX5 2425835.53000000 PA USD 629.63000000 0.000177075756 Long ABS-MBS CORP US N 2 2047-04-15 Variable 0.46605600 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 611499.38000000 PA USD 613003.67000000 0.172399803588 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.76942000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 396000.00000000 PA USD 395175.13000000 0.111138184205 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 170000.00000000 PA 153222.58000000 0.043091981320 Long DBT CORP LU N 2 2030-04-20 Fixed 1.62500000 N N N N N N First Franklin Mtg Loan Asset N/A 32029GAE4 672426.48000000 PA USD 330519.47000000 0.092954568624 Long ABS-O CORP US N 2 2037-03-25 Floating 5.88389000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 247000.00000000 PA USD 209389.31000000 0.058888188903 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N CHNGE Mortgage Trust N/A 12547QAB3 580000.00000000 PA USD 595355.33000000 0.167436423271 Long ABS-MBS CORP US N 2 2058-03-25 Variable 8.29658500 N N N N N N Pathway Vet Alliance LLC 2549001HRKTHAW7MOH74 70323KAE8 96506.92810000 PA USD 84956.50000000 0.023892979162 Long LON CORP US N 2 2027-03-31 Floating 9.19464000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 575000.00000000 PA USD 461650.62000000 0.129833604771 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 150000.00000000 PA USD 147978.75000000 0.041617218107 Long LON CORP US N 2 2031-03-31 Floating 8.78994000 N N N N N N JP Morgan Chase Commercial Mor N/A 46591PAC6 2000000.00000000 PA USD 3952.50000000 0.001111592404 Long ABS-MBS CORP US N 2 2037-01-10 Variable 0.34359800 N N N N N N CIM Trust N/A 12569VAA7 1531256.80000000 PA USD 1510221.16000000 0.424731276664 Long ABS-O CORP US N 2 2062-06-25 Variable 6.00000000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAP5 250000.00000000 PA USD 244081.51000000 0.068644946911 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N Residential Asset Securitizati N/A 45660NWU5 383418.54000000 PA USD 27259.87000000 0.007666505869 Long ABS-MBS CORP US N 3 2034-02-25 Floating 2.10611000 N N N N N N Spin Holdco Inc 549300QAS44U2GUXGK45 84850XAK8 267437.50000000 PA USD 248362.52000000 0.069848928745 Long LON CORP US N 2 2028-03-04 Floating 9.58537000 N N N N N N Residential Funding Mtg Sec I N/A 74958DAA6 672925.81000000 PA USD 505706.84000000 0.142223879164 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659QAC5 1354331.64000000 PA USD 1344262.05000000 0.378057301665 Long ABS-MBS CORP US N 2 2061-03-25 Variable 3.78407600 N N N N N N GS Mortgage Securities Trust N/A 36191YAA6 482271.47000000 PA USD 3.47000000 0.000000975895 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.01000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 480000.00000000 PA USD 412539.26000000 0.116021633926 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N WI TREAS. NT/BD 254900HROIFWPRGM1V77 91282CKH3 3540000.00000000 PA USD 3531978.36000000 0.993325823877 Long DBT UST US N 1 2026-03-31 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300FWFHJGIW2B2U59 95000DBG5 5880366.01000000 PA USD 150127.51000000 0.042221530643 Long ABS-MBS CORP US N 2 2049-06-15 Variable 2.05928300 N N N N N N Credit Suisse Mortgage Trust N/A 22942KBV1 404674.85000000 PA USD 173765.32000000 0.048869376326 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.50000000 N N N N N N SMRT N/A 78457JAQ5 570000.00000000 PA USD 544192.38000000 0.153047467768 Long ABS-MBS CORP US N 2 2039-01-15 Floating 8.67600000 N N N N N N Carvana Auto Receivables Trust N/A 14686RAG7 27286775.77000000 PA USD 459591.16000000 0.129254406772 Long ABS-O CORP US N 2 2030-09-10 None 0.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 48128YAU5 500000.00000000 PA USD 471963.35000000 0.132733934269 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 3.76290000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 560000.00000000 PA USD 512721.73000000 0.144196731395 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 18038.20000000 PA USD 274.00000000 0.000077059157 Long DBT CORP KY N 2 2031-09-30 Fixed 5.50000000 N N Y N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 210000.00000000 PA USD 197766.11000000 0.055619305705 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 208400.00000000 0.058609957535 Long DBT NUSS OM N 2 2027-10-28 Fixed 6.75000000 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAF9 5061318.26000000 PA USD 67463.07000000 0.018973165393 Long ABS-MBS CORP US N 2 2048-10-10 Variable 1.19302500 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXM1 2910000.00000000 PA USD 2702746.57000000 0.760114499506 Long DBT CORP US N 2 2026-12-09 Fixed 1.09300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394D6V7 1477.33000000 PA USD 1467.31000000 0.000412663036 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 6.00000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 835000.00000000 PA USD 691516.55000000 0.194480593237 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 200000.00000000 PA USD 166687.50000000 0.046878825799 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N Countrywide Alternative Loan T N/A 12667GBD4 1484738.24000000 PA USD 1216142.26000000 0.342025173780 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 15000.00000000 PA USD 15018.75000000 0.004223840209 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N OT MERGER CORP N/A 688777AA9 1350000.00000000 PA USD 973906.78000000 0.273899400285 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 38381CAE2 200000.00000000 PA USD 208020.00000000 0.058503087171 Long DBT NUSS AE N 2 2032-11-23 Fixed 6.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 141000.00000000 PA USD 114003.81000000 0.032062180724 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N TPGI Trust N/A 87267HAQ0 1056000.00000000 PA USD 1054713.16000000 0.296625208828 Long ABS-MBS CORP US N 2 2026-06-15 Floating 7.79448000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 10000.00000000 PA USD 9862.58000000 0.002773730302 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N J.P. Morgan Alternative Loan T N/A 46627MFV4 884608.52000000 PA USD 744671.86000000 0.209429875683 Long ABS-MBS CORP US N 2 2036-03-25 Variable 6.18000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 336000.00000000 PA USD 362468.62000000 0.101939877284 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 180000.00000000 PA USD 162587.50000000 0.045725750819 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N TENNET HOLDING BV 724500LTUWK3JQG63903 000000000 140000.00000000 PA 173957.75000000 0.048923494915 Long DBT CORP NL N 2 2042-10-28 Fixed 4.75000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 335000.00000000 PA USD 337045.18000000 0.094789844948 Long DBT CORP US N 2 2030-06-15 Fixed 6.37500000 N N N N N N Santander Consumer Auto Receiv N/A 802830BD0 2000.00000000 PA USD 401530.89000000 0.112925664165 Long ABS-O CORP US N 2 2028-08-15 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 105000.00000000 PA USD 103310.16000000 0.029054722123 Long DBT UST US N 1 2054-02-15 Fixed 4.25000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 140000.00000000 PA USD 136904.67000000 0.038502768210 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N Securitized Asset Backed Recei N/A 81378AAC5 868050.58000000 PA USD 420260.18000000 0.118193048482 Long ABS-O CORP US N 2 2036-12-25 Floating 5.74389000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381JN24 44842.43000000 PA USD 44339.56000000 0.012469960310 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 6.93700000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWGL8 3606784.58000000 PA USD 95245.26000000 0.026786567389 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 1.80700000 N N N N N N BLOOMIN' BRANDS INC/OSI N/A 094234AA9 743000.00000000 PA USD 692847.50000000 0.194854906687 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BUX94 3000000.00000000 PA USD 155143.95000000 0.043632343192 Long ABS-MBS USGSE US N 2 2045-01-25 Variable 2.07874300 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 420000.00000000 PA USD 394040.49000000 0.110819080547 Long DBT CORP GB N 2 2028-11-07 Fixed 3.57400000 N N N N N N CoreVest American Finance Ltd N/A 21872NAC4 435354.29000000 PA USD 6057.52000000 0.001703603598 Long ABS-O CORP US N 2 2052-10-15 Variable 2.01867200 N N N N N N Credit Suisse Mortgage Trust N/A 12656HAC8 1344054.57000000 PA USD 1335165.53000000 0.375499016392 Long ABS-MBS CORP US N 2 2059-03-25 Variable 3.40180800 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796CX5 10000000.00000000 PA USD 9975167.00000000 2.805394022458 Long DBT UST US N 1 2024-04-18 None 0.00000000 N N N N N N Oakwood Mortgage Investors Inc N/A 67087TAK7 272262.20000000 PA USD 214655.33000000 0.060369192783 Long ABS-O CORP US N 2 2027-08-15 Fixed 7.47500000 N N N N N N CINEWROLD WARRANTS N/A 000000000 152713.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N Residential Asset Securitizati N/A 76113XAA9 502764.63000000 PA USD 185397.93000000 0.052140905971 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 200000.00000000 PA USD 179655.22000000 0.050525838844 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 245000.00000000 PA USD 187766.76000000 0.052807110509 Long DBT CORP US N 2 2044-07-15 Fixed 4.40000000 N N N N N N Vericrest Opportunity Loan Tra N/A 92873JAA7 651030.72000000 PA USD 629013.38000000 0.176902339208 Long ABS-O CORP US N 2 2051-08-25 Variable 1.99180000 N N N N N N Progress Residential Trust N/A 74333TAQ2 1488000.00000000 PA USD 1327524.85000000 0.373350168358 Long ABS-O CORP US N 2 2038-10-17 Fixed 4.00500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384CLD9 2050060.23000000 PA USD 2061705.80000000 0.579829603593 Long ABS-MBS USGA US N 2 2053-08-20 Floating 6.51931000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 370000.00000000 PA USD 350411.10000000 0.098548846885 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCT1 710000.00000000 PA USD 690398.33000000 0.194166107504 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N N Voya CLO Ltd N/A 92917WAY4 800000.00000000 PA USD 799648.00000000 0.224891244354 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 7.22560000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAP8 49748.81000000 PA USD 49890.35000000 0.014031052278 Long LON CORP CA N 2 2030-01-31 Floating 8.17680000 N N N N N N Lehman XS Trust N/A 52523KAM6 7368950.53000000 PA USD 146261.14000000 0.041134161250 Long ABS-O CORP US N 3 2046-08-25 Fixed 0.60000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAN5 1688000.00000000 PA USD 1622562.65000000 0.456325950169 Long ABS-O CORP US N 2 2037-08-17 Fixed 4.28400000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 13782CAA8 118000.00000000 PA USD 102.66000000 0.000028871872 Long DBT CORP US N 3 2028-10-01 Fixed 6.25000000 Y N N N N N Blackstone Industrial Portfolio - Proj Foxtrot N/A 000000000 196053.42000000 PA USD 191544.19000000 0.053869466612 Long ABS-MBS CORP US N 3 2025-04-09 Floating 2.23000000 N N N N N N William Morris Endeavor Entertainment LLC 5493008R7J9HEQ30DZ33 96925HAF9 72484.74000000 PA USD 72523.52000000 0.020396355218 Long LON CORP US N 2 2025-05-18 Floating 8.19464000 N N N N N N Residential Asset Securitizati N/A 76114CAC0 141261.49000000 PA USD 77453.63000000 0.021782888509 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N First Franklin Mtg Loan Asset N/A 30247DAD3 359949.14000000 PA USD 231537.54000000 0.065117108384 Long ABS-O CORP US N 2 2036-10-25 Floating 5.76389000 N N N N N N GILBERT PARK CLO LTD N/A 375415AA4 224734.96000000 PA USD 224944.64000000 0.063262935692 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.76560000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 18449EAG5 336705.47000000 PA USD 337757.67000000 0.094990224069 Long LON CORP US N 2 2028-10-08 Floating 0.00000000 N N N N N N Santander Consumer Auto Receiv N/A 80281HAD6 5150.00000000 PA USD 477360.63000000 0.134251853423 Long ABS-O CORP US N 2 2028-06-15 None 0.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 425000.00000000 PA USD 353288.91000000 0.099358195839 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N MODIVCARE ESCROW ISSUER N/A 60783XAA2 709000.00000000 PA USD 514991.62000000 0.144835110265 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276RBF4 8088616.35000000 PA USD 237411.08000000 0.066768969852 Long ABS-MBS CORP US N 2 2050-10-15 Variable 1.08764700 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 530000.00000000 PA USD 329167.10000000 0.092574231060 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N GSAA Home Equity Trust N/A 362334NC4 2856647.59000000 PA USD 1086413.93000000 0.305540663643 Long ABS-MBS CORP US N 2 2046-03-25 Variable 6.72000000 N N N N N N Countrywide Alternative Loan T N/A 02151CAQ9 538120.60000000 PA USD 314056.87000000 0.088324663217 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.75000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAF1 40000.00000000 PA USD 39023.69000000 0.010974936726 Long DBT CORP US N 2 2027-08-15 Fixed 4.87500000 N N N N N N NORTHWEST FIBER LLC/NORT N/A 667449AD4 94000.00000000 PA USD 96350.00000000 0.027097262037 Long DBT CORP US N 2 2027-04-30 Fixed 4.75000000 N N N N N N TELE COLUMBUS AG 3912004GMFDLY04RUQ19 000000000 510000.00000000 PA 384458.40000000 0.108124234636 Long DBT CORP DE N 2 2029-03-19 Fixed 10.00000000 N N Y N N N OCP CLO Ltd 25490025Q5WQX513IQ05 67097QAA3 230910.82000000 PA USD 231206.39000000 0.065023976486 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 6.73070000 N N N N N N Wells Fargo Commercial Mortgag 549300W6NRTMFPYUPG47 94989EAQ0 415000.00000000 PA USD 8156.83000000 0.002294008924 Long ABS-MBS CORP US N 2 2050-04-15 Variable 1.73793500 N N N N N N Residential Accredit Loans, In N/A 74922EAB5 534854.24000000 PA USD 419336.80000000 0.117933359122 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 25500.00000000 NS USD 252450.00000000 0.070998482628 Long EC CORP US N 1 N N N Lehman XS Trust N/A 86359DKV8 31727.95000000 PA USD 31727.95000000 0.008923098858 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.37000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 418000.00000000 PA USD 381399.51000000 0.107263959141 Long DBT CORP US N 2 2028-09-15 Fixed 2.86600000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 000000000 12296.32000000 NS 248.24000000 0.000069814471 Long EC CORP CN N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 105000.00000000 PA USD 90985.62000000 0.025588595607 Long DBT CORP US N 2 N/A Fixed 3.70000000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 000000000 100000.00000000 PA 109034.37000000 0.030664586351 Long DBT CORP US N 2 2043-01-31 Fixed 4.25000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 55397.00000000 PA USD 4016.28000000 0.001129529751 Long DBT CORP KY N 3 2029-09-30 Fixed 7.00000000 N N Y N N N Soundview Home Equity Loan Tru N/A 83613AAA0 378243.87000000 PA USD 260104.28000000 0.073151155497 Long ABS-MBS CORP US N 2 2037-09-25 Floating 6.44389000 N N N N N N ANNINGTON FUNDING PLC 549300KK63W8VZIONZ83 000000000 100000.00000000 PA 113433.01000000 0.031901650188 Long DBT CORP GB N 2 2029-07-12 Fixed 3.18400000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAX4 437000.00000000 PA USD 432939.60000000 0.121758980669 Long DBT CORP N/A N 2 2052-12-01 Fixed 6.50000000 N N N N N N Countrywide Alternative Loan T N/A 02150MAA3 270421.92000000 PA USD 139881.88000000 0.039340072201 Long ABS-MBS CORP US N 2 2047-06-25 Fixed 6.00000000 N N N N N N Residential Asset Securitizati N/A 76114DAB0 506394.49000000 PA USD 180775.64000000 0.050840943300 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.25000000 N N N N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 30944.40000000 PA USD 699.96000000 0.000196855210 Long DBT CORP VG N 2 2031-09-30 Fixed 9.80000000 N N Y N N N CIM Trust N/A 12565CAA3 330152.45000000 PA USD 327106.53000000 0.091994720887 Long ABS-O CORP US N 2 2059-07-25 Variable 5.56800000 N N N N N N COMM Mortgage Trust N/A 12624QAS2 160043.12000000 PA USD 16.64000000 0.000004679796 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.14370600 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 15000.00000000 PA USD 13321.01000000 0.003746371547 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N Countrywide Alternative Loan T N/A 02151BBG2 237878.67000000 PA USD 91558.45000000 0.025749697056 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.50000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 300000.00000000 PA USD 291053.51000000 0.081855248856 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 427000.00000000 PA USD 391426.63000000 0.110083964311 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374EP35 231442.03000000 PA USD 14863.02000000 0.004180043047 Long ABS-MBS USGA US N 2 2033-10-20 Floating 1.15677000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 200000.00000000 PA USD 186655.99000000 0.052494719998 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1292.00000000 NC USD 125829.07000000 0.035387890832 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-28 138138364.89000000 USD 125829.07000000 N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAX3 1244423.81000000 PA USD 5168.47000000 0.001453569132 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.00665600 N N N N N N CCI Buyer Inc 254900TMV7DAFRQALU04 12510EAC1 159019.40000000 PA USD 158295.07000000 0.044518557249 Long LON CORP US N 2 2027-12-17 Floating 9.30191000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 450000.00000000 PA USD 393980.22000000 0.110802130345 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N Nationstar Home Equity Loan Tr N/A 63860KAE2 16515.09000000 PA USD 15748.65000000 0.004429115680 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.69389000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 595000.00000000 PA USD 579533.67000000 0.162986774420 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N Lehman ABS Manufactured Housin N/A 52519SAL7 488267.89000000 PA USD 489826.44000000 0.137757710404 Long ABS-O CORP US N 2 2040-04-15 Variable 6.63000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 580000.00000000 PA USD 516924.39000000 0.145378678248 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 5000.00000000 PA USD 3194.32000000 0.000898363529 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N EPHIOS SUBCO SARL 213800E4EG6VFUFVEH64 000000000 150000.00000000 PA 170496.90000000 0.047950173075 Long DBT CORP LU N 2 2031-01-31 Fixed 7.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 170000.00000000 PA USD 171800.47000000 0.048316786234 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAW5 425000.00000000 PA USD 416500.00000000 0.117135543731 Long DBT CORP US N 2 2030-07-15 Fixed 5.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042640 7325000.00000000 PA USD 6977348.91000000 1.962294257802 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 4.50000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 160000.00000000 PA USD 133919.18000000 0.037663135571 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659RAA7 1550000.00000000 PA USD 1418053.31000000 0.398810193293 Long ABS-MBS CORP US N 2 2031-07-15 Fixed 2.38870000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 480000.00000000 PA USD 501600.00000000 0.141068880517 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AL5 65000.00000000 PA USD 55633.47000000 0.015646234713 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ARP44 496267.78000000 PA USD 2690.37000000 0.000756633740 Long ABS-MBS USGSE US N 2 2039-01-25 Variable 2.67712600 N N N N N N Lehman Mortgage Trust N/A 52520MFB4 131733.34000000 PA USD 64062.44000000 0.018016779693 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAD9 675000.00000000 PA USD 450570.97000000 0.126717588380 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N Banc of America Alternative Lo N/A 05950BAH7 1654366.14000000 PA USD 1312040.07000000 0.368995262896 Long ABS-MBS CORP US N 2 2046-06-25 Floating 5.75389000 N N N N N N Progress Residential Trust N/A 74333EAG7 1530000.00000000 PA USD 1391978.55000000 0.391476985153 Long ABS-O CORP US N 2 2038-05-17 Fixed 3.40700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BT58 256783.90000000 PA USD 2411.71000000 0.000678264014 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.33708000 N N N N N N Frontier Communications Corporation N/A 35906EAQ3 121250.00000000 PA USD 121136.63000000 0.034068199329 Long LON CORP US N 2 2027-10-08 Floating 9.19464000 N N N N N N Progress Residential Trust N/A 74331CAG3 1400000.00000000 PA USD 1353536.94000000 0.380665751325 Long ABS-O CORP US N 2 2037-04-17 Fixed 4.02800000 N N N N N N HarborView Mortgage Loan Trust N/A 41161MAG5 2598376.21000000 PA USD 26.11000000 0.000007343118 Long ABS-MBS CORP US N 3 2046-07-19 Variable 0.06959000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 175000.00000000 PA USD 173250.00000000 0.048724448862 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N Central Parent LLC N/A 15477BAD9 171975.27000000 PA USD 172682.09000000 0.048564731103 Long LON CORP US N 2 2029-07-06 Floating 9.30942000 N N N N N N Banc of America Commercial Mor N/A 06054AAY5 5697141.30000000 PA USD 42566.19000000 0.011971221633 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.74247500 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAS6 122143.79000000 PA USD 573.64000000 0.000161329251 Long ABS-MBS CORP US N 2 2046-04-15 Variable 0.90002300 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GX74 52000.00000000 PA USD 48298.07000000 0.013583242954 Long DBT CORP US N 2 2036-08-15 Floating 6.04860000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DE1 675000.00000000 PA USD 721209.98000000 0.202831508167 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N PENNSYLVANIA ELECTRIC CO N/A 708696BX6 555000.00000000 PA USD 545653.72000000 0.153458451815 Long DBT CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 44000.00000000 PA USD 41673.53000000 0.011720171898 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Bausch & Lomb Corporation 549300NY6OZM39SO6475 000000000 341865.64000000 PA USD 342294.68000000 0.096266202780 Long LON CORP CA N 2 2028-09-29 Floating 9.33016000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWGK0 3078013.29000000 PA USD 40529.59000000 0.011398452729 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 1.66300000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PSP9 1032580.15000000 PA USD 162.12000000 0.000045594272 Long ABS-MBS CORP US N 3 2035-06-20 Variable 0.00041000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94984MAP9 28608.79000000 PA USD 26889.67000000 0.007562391635 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.37471500 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 760000.00000000 PA USD 642336.69000000 0.180649357602 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 970697.84000000 PA USD 1010281.03000000 0.284129214334 Long ABS-MBS CORP US N 2 2039-09-25 Floating 9.18487000 N N N N N N BCAP LLC Trust N/A 05530NBA4 2431642.27000000 PA USD 1073280.04000000 0.301846917313 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.50000000 N N N N N N Morgan Stanley BAML Trust N/A 553514AE0 972574.06000000 PA USD 10764.84000000 0.003027479919 Long ABS-MBS CORP US N 2 2030-10-15 Variable 1.00660700 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381AYA8 2422.54000000 PA USD 2243.66000000 0.000631002002 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N Natixis Commercial Mortgage Se N/A 63873VAL7 665000.00000000 PA USD 407311.57000000 0.114551409891 Long ABS-MBS CORP US N 2 2036-08-15 Variable 4.39750000 N N N N N N Michaels Companies Inc (The) 549300H9LWMBP7HYLR98 59408UAB3 165325.00000000 PA USD 148755.30000000 0.041835613321 Long LON CORP US N 2 2028-04-15 Floating 9.82103000 N N N N N N Residential Accredit Loans, In N/A 74922KAG0 6057045.95000000 PA USD 559962.39000000 0.157482590688 Long ABS-MBS CORP US N 3 2037-01-25 Floating 1.19611000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31282YJ42 198873.28000000 PA USD 39275.87000000 0.011045859274 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Carestream Dental Equipment Inc 549300E3FODU7LS3DY31 14173MAC7 749725.58000000 PA USD 654761.59000000 0.184143709145 Long LON CORP US N 2 2024-09-01 Floating 5.57103000 N N N N N N Countrywide Alternative Loan T N/A 12668BKH5 187173.53000000 PA USD 129078.98000000 0.036301888371 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 50000.00000000 PA USD 45532.50000000 0.012805460131 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040644 14275000.00000000 PA USD 13223333.63000000 3.718901259755 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 4.00000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAC0 245000.00000000 PA USD 222980.47000000 0.062710536842 Long DBT CORP US N 2 2026-03-15 Fixed 1.40000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 1107000.00000000 PA USD 1005504.12000000 0.282785766674 Long DBT CORP N/A N 2 2026-08-15 Fixed 4.12500000 N N N N N N Citimortgage Alternative Loan N/A 12567AAG2 190683.64000000 PA USD 165813.06000000 0.046632900218 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75000000 N N N N N N Match Group Inc 5493003RFFE030RC9167 57665VAF4 57652.79000000 PA USD 57652.79000000 0.016214143827 Long LON CORP US N 2 2027-02-13 Floating 7.23251000 N N N N N N Residential Asset Securitizati N/A 76114GAC1 331292.86000000 PA USD 133248.57000000 0.037474534689 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Residential Funding Mtg Sec I N/A 74957VAP4 68306.56000000 PA USD 56936.76000000 0.016012769125 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 200000.00000000 PA USD 207240.00000000 0.058283721687 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AT5H3 244933.02000000 PA USD 3592.65000000 0.001010388982 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 3.05300000 N N N N N N American Home Mortgage Assets N/A 02660BAA0 2237178.05000000 PA USD 869300.27000000 0.244480095539 Long ABS-MBS CORP US N 2 2047-02-25 Floating 5.78905000 N N N N N N MASTR Asset Backed Securities N/A 55275BAC1 697032.39000000 PA USD 271294.83000000 0.076298361160 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.66389000 N N N N N N Bombardier Capital Mortgage Se N/A 09774XBQ4 142143.88000000 PA USD 16983.22000000 0.004776323430 Long ABS-O CORP US N 2 2030-06-15 Variable 8.29000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PL27 2418921.64000000 PA USD 1278912.90000000 0.359678650483 Long ABS-MBS CORP US N 2 2046-05-19 Floating 5.80080000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 445000.00000000 PA USD 390699.93000000 0.109879588802 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAE5 10000.00000000 PA USD 9385.20000000 0.002639473001 Long ABS-O CORP US N 2 2083-07-26 Floating 7.47250000 N N N N N N Carvana Auto Receivables Trust N/A 14686RAF9 2200.00000000 PA USD 562623.16000000 0.158230899789 Long ABS-O CORP US N 2 2030-09-10 None 0.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 40000.00000000 PA USD 39678.20000000 0.011159009678 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Residential Accredit Loans, In N/A 74922YAC9 766422.66000000 PA USD 654281.54000000 0.184008700939 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.50000000 N N N N N N Carvana Auto Receivables Trust N/A 14686JAM2 3050.00000000 PA USD 426541.70000000 0.119959649348 Long ABS-O CORP US N 2 2029-05-10 None 0.00000000 N N N N N N Neuberger Berman CLO Ltd 549300UHUHCR3388B324 64131TAN4 1200000.00000000 PA USD 1200982.80000000 0.337761760599 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.61560000 N N N N N N Countrywide Alternative Loan T N/A 12667G6W8 242113.37000000 PA USD 174485.92000000 0.049072036284 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 430000.00000000 PA USD 426936.16000000 0.120070586410 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966MYR4 155000.00000000 PA USD 145577.95000000 0.040942022397 Long DBT MUN US N 2 2031-04-01 Fixed 3.62000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 200000.00000000 PA USD 143290.47000000 0.040298696554 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N THAMES WATER UTIL FIN 213800ESMPQ4RQ7G8351 000000000 300000.00000000 PA 302142.90000000 0.084974004504 Long DBT CORP GB N 2 2031-01-18 Fixed 4.37500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 370000.00000000 PA USD 320529.94000000 0.090145135183 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 495000.00000000 PA USD 542420.91000000 0.152549263442 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 430000.00000000 PA USD 389398.81000000 0.109513664676 Long DBT CORP US N 2 2052-03-16 Fixed 5.65000000 N N N N N N 8th Avenue Food & Provisions Inc 549300PBCACU45IZ2V05 28253PAC3 63840.32000000 PA USD 62873.78000000 0.017682483569 Long LON CORP US N 2 2025-10-01 Floating 9.19128000 N N N N N N Countrywide Alternative Loan T N/A 02152AAG4 6727.89000000 PA USD 5113.40000000 0.001438081366 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAK1 13000.00000000 PA USD 12487.71000000 0.003512016088 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N Residential Accredit Loans, In N/A 749228AB8 274488.43000000 PA USD 217499.20000000 0.061168996526 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Structured Adjustable Rate Mor N/A 86359BGF2 838.65000000 PA USD 799.46000000 0.000224838371 Long ABS-MBS CORP US N 2 2034-02-25 Variable 7.02014600 N N N N N N LOS ANGELES CA DEPT OF ARPTS A N/A 544445BD0 100000.00000000 PA USD 91047.38000000 0.025605964853 Long DBT MUN US N 2 2038-05-15 Fixed 3.88700000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 965000.00000000 PA USD 802066.34000000 0.225571372975 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FRUV1 9236427.38000000 PA USD 586869.94000000 0.165050010855 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.31766900 N N N N N N Vericrest Opportunity Loan Tra N/A 92873FAB3 937495.65000000 PA USD 847602.75000000 0.238377932747 Long ABS-O CORP US N 2 2051-03-27 Variable 4.82620000 N N N N N N Residential Asset Securitizati N/A 45660LSX8 230188.55000000 PA USD 132564.25000000 0.037282078038 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.37500000 N N N N N N Flatiron CLO Ltd N/A 33883PAC1 1290360.00000000 PA USD 1291069.70000000 0.363097602171 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 6.68118000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 425000.00000000 PA USD 347056.13000000 0.097605302503 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Mid-State Trust N/A 59549WAA1 1617.84000000 PA USD 1585.68000000 0.000445953154 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N Regatta XII Funding Ltd. 2549001ZYXDVCT6R4I31 75888HAN1 750000.00000000 PA USD 750485.25000000 0.211064820698 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 7.17560000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 150000.00000000 PA 128778.52000000 0.036217387661 Long DBT CORP NL N 2 2032-01-15 Fixed 1.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 385000.00000000 PA USD 314452.93000000 0.088436050260 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 328000.00000000 PA USD 333192.80000000 0.093706410072 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N NRTH PARK Mortgage Trust N/A 67021HAA4 701000.00000000 PA USD 703497.14000000 0.197849988012 Long ABS-MBS CORP US N 2 2041-03-15 Floating 6.94130000 N N N N N N First Horizon Alternative Mort 549300PO80CHJL6XUB79 32053LAD4 705792.03000000 PA USD 237298.93000000 0.066737429033 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75000000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 265000.00000000 PA USD 171317.76000000 0.048181029936 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AF2 160000.00000000 PA USD 157208.11000000 0.044212863010 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25000000 N N N N N N JP Morgan Mortgage Acquisition N/A 46630LAG9 2297.61000000 PA USD 2262.08000000 0.000636182402 Long ABS-O CORP US N 2 2036-11-25 Variable 4.55354100 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 000000000 200000.00000000 PA 214454.54000000 0.060312723045 Long DBT CORP US N 2 2034-06-15 Fixed 3.85000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 1240000.00000000 PA USD 1173970.00000000 0.330164740153 Long DBT CORP US N 2 2032-07-15 Fixed 5.62500000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 195000.00000000 PA 182191.74000000 0.051239204149 Long DBT CORP LU N 2 2028-05-04 Fixed 1.00000000 N N N N N N CoreVest American Finance Ltd N/A 21873LAE3 4459000.00000000 PA USD 210522.32000000 0.059206834143 Long ABS-O CORP US N 2 2053-04-15 Variable 1.48731800 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 252356.50000000 PA USD 206852.84000000 0.058174837660 Long LON CORP US N 2 2030-01-24 Floating 11.40191000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G4H8 29260.71000000 PA USD 13964.71000000 0.003927404319 Long ABS-O CORP US N 2 2036-03-25 Variable 4.57231600 N N N N N N Merrill Lynch Alternative Note N/A 59024BAC7 1961965.17000000 PA USD 211372.89000000 0.059446046579 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.96389000 N N N N N N Pennsylvania Higher Education N/A 69340JAA0 20678.41000000 PA USD 20472.19000000 0.005757553678 Long ABS-MBS CORP US N 2 2040-08-25 Floating 6.02487000 N N N N N N Countrywide Alternative Loan T N/A 12667G6X6 182949.94000000 PA USD 129271.22000000 0.036355953525 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.25000000 N N N N N N Deutsche Mortgage and Asset Re 529900JBPP7HAVCM8C23 25160HAC9 313966.00000000 PA USD 257257.40000000 0.072350505228 Long ABS-MBS CORP US N 2 2037-07-27 Variable 6.50000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68621XAE3 400000.00000000 PA USD 401918.00000000 0.113034534130 Long LON CORP US N 2 2028-06-02 Floating 8.43318000 N N N N N N Madison Park Funding Ltd N/A 55821UAA2 1000000.00000000 PA USD 1000080.00000000 0.281260299098 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 6.72118000 N N N N N N CIFC Funding Ltd N/A 12567VAC5 475000.00000000 PA USD 378490.45000000 0.106445821507 Long ABS-CBDO CORP KY N 2 2035-04-19 Variable 0.01000000 N N N N N N COMM Mortgage Trust N/A 12592XBE5 9713210.41000000 PA USD 40413.75000000 0.011365874142 Long ABS-MBS CORP US N 2 2048-03-10 Variable 0.81278500 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MX6 695000.00000000 PA USD 691971.73000000 0.194608607059 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 65000.00000000 PA USD 53700.28000000 0.015102548610 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 300000.00000000 PA USD 152250.00000000 0.042818455061 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Carvana Auto Receivables Trust N/A 14688EAH2 3100.00000000 PA USD 434631.63000000 0.122234843464 Long ABS-O CORP US N 2 2030-03-11 None 0.00000000 N N N N N N Credit-Based Asset Servicing a N/A 12479DAD0 34998.24000000 PA USD 22800.36000000 0.006412323087 Long ABS-O CORP US N 2 2036-10-25 Floating 5.76389000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KFV6 810265.96000000 PA USD 821601.54000000 0.231065409647 Long ABS-MBS CORP US N 2 2033-12-25 Floating 7.37039000 N N N N N N Triton Water Holdings Inc 5493005IYCEL7QJFZZ63 89678QAB2 143329.34000000 PA USD 142004.26000000 0.039936965683 Long LON CORP US N 2 2028-03-31 Floating 8.85975000 N N N N N N Fannie Mae - CAS N/A 20753TAC7 853459.82000000 PA USD 905984.08000000 0.254796969561 Long ABS-MBS CORP US N 2 2039-06-25 Floating 10.68487000 N N N N N N Wells Fargo Alternative Loan T N/A 949922AA6 296528.13000000 PA USD 253231.70000000 0.071218326217 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 315000.00000000 PA USD 312567.78000000 0.087905874821 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 310000.00000000 PA USD 304986.59000000 0.085773757623 Long DBT UST US N 1 2034-02-15 Fixed 4.00000000 N N N N N N AGL CLO 13 Ltd N/A 00120JAE3 600000.00000000 PA USD 600328.20000000 0.168834982290 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.22942000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 115000.00000000 PA USD 118811.68000000 0.033414335506 Long DBT CORP KY N 2 2027-02-15 Fixed 8.00000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XQW1 75000.00000000 PA USD 60143.81000000 0.016914712812 Long DBT MUN US N 2 2032-08-01 Fixed 1.85000000 N N N N N N Open Text Corporation 549300HP7ONDQODZJV16 68371YAJ2 27051.51000000 PA USD 27110.75000000 0.007624567688 Long LON CORP CA N 2 2025-05-30 Floating 7.17734000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -12.00000000 NC -12068.16000000 -0.00339402276 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2024-06-06 -1722178.96000000 USD -12068.16000000 N N N Bombardier Capital Mortgage Se N/A 09774XBP6 1658345.25000000 PA USD 169287.37000000 0.047610007519 Long ABS-O CORP US N 2 2030-06-15 Variable 7.83000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 500000.00000000 PA USD 408810.79000000 0.114973047226 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAL9 244274.83000000 PA USD 244427.50000000 0.068742252377 Long LON CORP US N 2 2027-02-15 Floating 8.94464000 N N N N N N Countrywide Alternative Loan T N/A 12668AJ89 60279.89000000 PA USD 46413.22000000 0.013053151887 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.50000000 N N N N N N Residential Asset Securitizati N/A 76112FAD3 208338.92000000 PA USD 81846.97000000 0.023018461785 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 94989VAG4 9074592.21000000 PA USD 88496.78000000 0.024888639720 Long ABS-MBS CORP US N 2 2057-09-15 Variable 0.86968200 N N N N N N Lehman Mortgage Trust N/A 52520QAQ7 182720.60000000 PA USD 17579.21000000 0.004943938347 Long ABS-MBS CORP US N 3 2036-11-25 Floating 1.10611000 N N N N N N AMSR Trust N/A 001807AJ5 635000.00000000 PA USD 619317.79000000 0.174175572806 Long ABS-O CORP US N 2 2037-09-17 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 550000.00000000 PA USD 546775.70000000 0.153773995002 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 31732FAT3 109530.40000000 PA USD 110003.02000000 0.030937007346 Long LON CORP US N 2 2028-10-21 Floating 9.69464000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 600000.00000000 PA USD 619860.00000000 0.174328062754 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N Countrywide Alternative Loan T N/A 12668BFH1 239869.11000000 PA USD 148291.93000000 0.041705296162 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N Citimortgage Alternative Loan N/A 17308FAE9 1501622.04000000 PA USD 1353073.63000000 0.380535451040 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Aimco N/A 00144FAC7 700000.00000000 PA USD 545808.90000000 0.153502094297 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.01000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 50000.00000000 PA USD 37690.13000000 0.010599889245 Long DBT CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N Patriot Container Corp 549300V4U8NYJ3YQD526 40435YAE6 184665.21000000 PA USD 160658.73000000 0.045183307788 Long LON CORP US N 2 2026-03-20 Floating 0.00000000 N N N N N N Mativ Holdings Inc 549300Z1FU4IDULG1R21 80854EAJ7 85260.19000000 PA USD 83981.29000000 0.023618713247 Long LON CORP US N 2 2027-05-06 Floating 7.93016000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 130000.00000000 PA USD 130087.44000000 0.036585505442 Long DBT CORP US N 2 2024-10-21 Floating 5.82346100 N N N N N N SLM Student Loan Trust 54930067BGNOZYMNWK87 78445FAD7 10616.75000000 PA USD 10464.20000000 0.002942928587 Long ABS-MBS CORP US N 2 2023-07-25 Floating 6.52250000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 62984CAD5 245625.00000000 PA USD 230356.95000000 0.064785081849 Long LON CORP US N 2 2029-01-24 Floating 8.65942000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BQ77 1461732.98000000 PA USD 17420.85000000 0.004899401529 Long ABS-MBS USGA US N 2 2051-12-16 Variable 0.62054000 N N N N N N HSI Asset Loan Obligation N/A 40431KAE0 248932.45000000 PA USD 83749.49000000 0.023553522324 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.49123600 N N N N N N Morgan Stanley BAML Trust N/A 61765LAV2 6696655.90000000 PA USD 40829.31000000 0.011482745322 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.67859400 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 145000.00000000 PA USD 134421.00000000 0.037804266323 Long DBT CORP US N 2 2026-12-10 Fixed 0.98500000 N N N N N N BX Trust N/A 05608VAE6 996140.38000000 PA USD 988058.56000000 0.277879415759 Long ABS-MBS CORP US N 2 2034-01-15 Floating 6.38948000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FLW0 20124.85000000 PA USD 18686.03000000 0.005255217969 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 6.00000000 N N N N N N WB Commercial Mortgage Trust N/A 92943PAC5 1049000.00000000 PA USD 1055177.19000000 0.296755711604 Long ABS-MBS CORP US N 2 2040-03-15 Variable 6.63436000 N N N N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XAX4 6141213.03000000 PA USD 4585.03000000 0.001289483750 Long ABS-MBS CORP US N 2 2050-08-15 Variable 0.96786900 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 65000.00000000 PA USD 51727.71000000 0.014547787363 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Citimortgage Alternative Loan N/A 17309AAE9 242879.68000000 PA USD 217687.06000000 0.061221829859 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 5.50000000 N N N N N N Wells Fargo Alternative Loan T N/A 94985FAA6 168988.34000000 PA USD 146501.42000000 0.041201737068 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 575000.00000000 PA USD 533489.45000000 0.150037399281 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N CIM Trust N/A 12592SAC1 681000.00000000 PA USD 444144.11000000 0.124910112412 Long ABS-MBS CORP US N 2 2061-08-25 Variable 2.00000000 N N N N N N NATL GAS TRANSMISSION FPCHGTHKVH9ZWXS7S453 000000000 100000.00000000 PA 111208.98000000 0.031276168883 Long DBT CORP GB N 2 2030-04-05 Fixed 4.25000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 95000.00000000 PA USD 83904.22000000 0.023597038249 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N PUBLIC SERVICE CO OF NEW OFZN1UT56PNG1CGSR346 744542AC5 40000.00000000 PA USD 39104.40000000 0.010997635429 Long DBT CORP US N 2 2025-08-01 Fixed 3.85000000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KBS7 857904.99000000 PA USD 878554.39000000 0.247082703889 Long ABS-MBS CORP US N 2 2033-08-25 Floating 7.57039000 N N N N N N Progress Residential Trust N/A 74331FAQ4 1400000.00000000 PA USD 1274641.62000000 0.358477405092 Long ABS-O CORP US N 2 2038-04-17 Fixed 5.00400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 125000.00000000 PA USD 116210.58000000 0.032682807864 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N NEW YORK ST URBAN DEV CORP SAL 54930039Y2EMGXN6LM88 64985TEY3 135000.00000000 PA USD 112292.82000000 0.031580985660 Long DBT MUN US N 2 2034-03-15 Fixed 2.54000000 N N N N N N BCRED CLO LLC N/A 055978AA8 1200000.00000000 PA USD 1213740.00000000 0.341349567462 Long ABS-CBDO CORP US N 2 2036-01-20 Floating 7.65751000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 190280.00000000 0.053513928598 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N ADD HERO HOLDINGS 254900WMSDP48LFA7478 000000000 23803.46000000 PA USD 595.09000000 0.000167361802 Long DBT CORP VG N 2 2030-09-30 Fixed 9.00000000 N N Y N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 115000.00000000 PA USD 100022.38000000 0.028130074109 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 15526000.00000000 NS USD 15526000.00000000 4.366498083960 Long STIV RF US N 1 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBK9 195000.00000000 PA USD 192899.40000000 0.054250602891 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N GSCG Trust N/A 36260TAQ8 285000.00000000 PA USD 5732.28000000 0.001612133816 Long ABS-MBS CORP US N 2 2034-09-06 Variable 3.98510000 N N N N N N Residential Asset Mortgage Pro N/A 749238AD3 26417.77000000 PA USD 25870.49000000 0.007275759694 Long ABS-O CORP US N 2 2036-12-25 Floating 5.88389000 N N N N N N Merrill Lynch Alternative Note N/A 59023MAT7 639915.73000000 PA USD 202888.42000000 0.057059892901 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.76389000 N N N N N N EagleView Technology Corportion 549300HLIL8HO4PPLG50 27004GAJ2 844336.48820000 PA USD 822096.67000000 0.231204658919 Long LON CORP US N 2 2025-08-14 Floating 9.11075000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797FH5 14000000.00000000 PA USD 13902560.00000000 3.909925389806 Long DBT UST US N 1 2024-05-16 None 0.00000000 N N N N N N Countrywide Alternative Loan T N/A 12667FG41 943926.69000000 PA USD 881763.17000000 0.247985134117 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Banc of America Funding Corpor N/A 05951KBB8 677172.47000000 PA USD 574354.87000000 0.161530300101 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.53630000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 73000.00000000 PA USD 65297.15000000 0.018364026817 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 000000000 628639.18000000 PA USD 632568.17000000 0.177902080528 Long LON CORP LU N 2 2028-05-05 Floating 8.44464000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAN5 192472.51000000 PA USD 192893.06000000 0.054248819844 Long LON CORP US N 2 2027-02-15 Floating 0.00000000 N N N N N N Residential Asset Securitizati N/A 761136AA8 325318.61000000 PA USD 106588.57000000 0.029976734939 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N 321 Henderson Receivables LLC 549300LO0ZO1XMWP1R84 46618AAA2 36134.41000000 PA USD 32421.01000000 0.009118013528 Long ABS-O CORP US N 2 2073-01-17 Fixed 3.61000000 N N N N N N COMM Mortgage Trust N/A 12593YBH5 13864972.16000000 PA USD 125780.25000000 0.035374160802 Long ABS-MBS CORP US N 2 2049-02-10 Variable 0.67352900 N N N N N N Countrywide Alternative Loan T N/A 12667F4M4 1304772.55000000 PA USD 43857.97000000 0.012334518998 Long ABS-MBS CORP US N 3 2038-03-01 Floating 0.01000000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 49185.20000000 PA USD 983.70000000 0.000276653623 Long DBT CORP KY N 2 2173-03-30 Floating 0.01000000 N N N N N N TENNET HOLDING BV 724500LTUWK3JQG63903 000000000 200000.00000000 PA 237504.96000000 0.066795372457 Long DBT CORP NL N 2 2034-10-28 Fixed 4.50000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAD8 155000.00000000 PA USD 137355.18000000 0.038629468652 Long DBT CORP US N 2 2032-03-01 Fixed 3.60000000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAE8 460000.00000000 PA USD 339051.00000000 0.095353957353 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.14400000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 435000.00000000 PA USD 410302.97000000 0.115392704646 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N Nortonlifelock Inc YF6ZV0M6AU4FY94MK914 66877AAC2 227094.06000000 PA USD 226786.35000000 0.063780894160 Long LON CORP US N 2 2027-09-10 Floating 7.17680000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAH8 1500.00000000 PA USD 158389.41000000 0.044545089223 Long ABS-O CORP US N 2 2028-06-12 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 6262068.91000000 PA USD 4959096.19000000 1.394685302834 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Countrywide Alternative Loan T N/A 12668BFA6 524713.20000000 PA USD 324388.30000000 0.091230251861 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89680EAA7 450000.00000000 PA USD 410859.00000000 0.115549081300 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N CT Technologies Intermediate Holdings Inc N/A 12650JAR7 72750.00000000 PA USD 72704.53000000 0.020447262072 Long LON CORP US N 2 2025-12-16 Floating 9.69464000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92890KBD6 1648372.44000000 PA USD 1220.78000000 0.000343329481 Long ABS-MBS CORP US N 2 2057-09-15 Variable 0.75806700 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAD0 275000.00000000 PA USD 282232.07000000 0.079374326477 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N First Horizon Alternative Mort N/A 32053DAD2 555329.29000000 PA USD 217387.43000000 0.061137562577 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.25000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 700000.00000000 PA USD 619939.45000000 0.174350407097 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N Residential Funding Mtg Sec I N/A 76200QAA8 137417.49000000 PA USD 91577.53000000 0.025755063073 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 199000.00000000 PA USD 143280.00000000 0.040295751994 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61761AAE8 24069383.36000000 PA USD 100218.89000000 0.028185340149 Long ABS-MBS CORP US N 2 2045-08-15 Variable 0.06078100 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAF9 60000.00000000 PA USD 59800.47000000 0.016818152626 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12591YBE4 1850457.25000000 PA USD 161.73000000 0.000045484589 Long ABS-MBS CORP US N 2 2047-06-10 Variable 0.99388500 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 200000.00000000 PA USD 165675.02000000 0.046594078152 Long DBT NUSS GT N 2 2033-10-07 Fixed 3.70000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 1400000.00000000 PA USD 1203095.22000000 0.338355852953 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N INDO ASAHAN/MINERAL IND N/A 000000000 200000.00000000 PA USD 197920.00000000 0.055662585390 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AF9 10808573.37000000 PA USD 37912.15000000 0.010662329662 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.46147300 N N N N N N Countrywide Alternative Loan T N/A 02147QAT9 3759971.64000000 PA USD 342270.97000000 0.096259534632 Long ABS-MBS CORP US N 3 2036-08-25 Floating 0.15611000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAL9 35000.00000000 PA USD 32242.29000000 0.009067750708 Long DBT CORP US N 2 2029-02-15 Fixed 3.87500000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAG9 1050000.00000000 PA USD 1050329.28000000 0.295392296061 Long ABS-MBS CORP US N 2 2037-12-15 Floating 6.87300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380Y2X2 24304.91000000 PA USD 21718.60000000 0.006108091284 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N H-FOOD HOLDNG/HEARTHSIDE N/A 577088AA5 932000.00000000 PA USD 69900.00000000 0.019658522225 Long DBT CORP US N 2 2026-06-01 Fixed 8.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46647TAU2 4149527.66000000 PA USD 71898.66000000 0.020220620966 Long ABS-MBS CORP US N 2 2050-03-15 Variable 0.80630600 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052649 2925000.00000000 PA USD 2910778.15000000 0.818620843411 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 5.50000000 N N N N N N Whatabrands LLC 254900HMMX4HTWIP0085 96244UAF4 96087.98000000 PA USD 96256.61000000 0.027070997239 Long LON CORP US N 2 2028-08-03 Floating 8.69128000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 410000.00000000 PA USD 414979.37000000 0.116707885095 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N CIM Trust N/A 12566DAA0 815423.98000000 PA USD 791573.48000000 0.222620384112 Long ABS-O CORP US N 2 2061-10-25 Variable 2.81600000 N N N N N N JP Morgan Mortgage Acquisition N/A 46630MAD4 602537.06000000 PA USD 314240.37000000 0.088376270353 Long ABS-O CORP US N 2 2030-10-25 Variable 4.46397000 N N N N N N Progress Residential Trust N/A 74333DAS3 819000.00000000 PA USD 758744.88000000 0.213387740869 Long ABS-O CORP US N 2 2038-04-19 Fixed 4.99800000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 169888.00000000 PA USD 146443.51000000 0.041185450587 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N Schweitzer-Mauduit International Inc 549300Z1FU4IDULG1R21 80854EAH1 118941.68000000 PA USD 119140.31000000 0.033506758684 Long LON CORP US N 2 2028-04-20 Floating 9.19464000 N N N N N N Banc of America Commercial Mor N/A 06054AAA7 500000.00000000 PA USD 6856.43000000 0.001928287289 Long ABS-MBS CORP US N 2 2048-09-15 Variable 1.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 550000.00000000 PA USD 457712.19000000 0.128725969382 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -1006.83000000 -0.00028315865 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -189036.21000000 USD 174000.00000000 EUR 2024-04-12 -1006.83000000 N N N Wells Fargo Commercial Mortgag N/A 94989WAV9 16807348.82000000 PA USD 179825.19000000 0.050573640833 Long ABS-MBS CORP US N 2 2048-11-15 Variable 0.94830000 N N N N N N COMM Mortgage Trust N/A 12592GBE2 700781.51000000 PA USD 958.67000000 0.000269614241 Long ABS-MBS CORP US N 2 2047-08-10 Variable 0.78693200 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 10195.88220300 PA USD 10195.88000000 0.002867466861 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N CIFC Funding Ltd 254900JEH56UBUEZJW15 12551JAN6 575000.00000000 PA USD 575005.75000000 0.161713352160 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 7.13019000 N N N N N N CPT MORTGAGE TRUST N/A 12654YAN9 450000.00000000 PA USD 271039.86000000 0.076226653958 Long ABS-MBS CORP US N 2 2039-11-13 Variable 2.99680000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BV5 285000.00000000 PA 336302.87000000 0.094581079317 Long DBT CORP US N 2 2034-07-06 Fixed 5.12500000 N N N N N N Countrywide Alternative Loan T N/A 02150EAD5 516831.48000000 PA USD 281497.59000000 0.079167762937 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GW75 57000.00000000 PA USD 57167.51000000 0.016077664748 Long DBT CORP US N 2 2026-05-05 Floating 5.91419000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 520000.00000000 PA USD 542750.00000000 0.152641815990 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 310000.00000000 PA USD 245781.04000000 0.069122918989 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N GSAA Home Equity Trust N/A 3622ECAH9 4300000.00000000 PA USD 261017.74000000 0.073408054978 Long ABS-MBS CORP US N 2 2037-05-25 Variable 5.99758000 N N N N N N U.S. Anesthesia Partners Inc 549300J001GMNRO7SQ51 90350HAL3 463125.00000000 PA USD 443893.73000000 0.124839696092 Long LON CORP US N 2 2028-10-01 Floating 9.69007000 N N N N N N Babson CLO Ltd 549300RW4E3G80IH3A51 06759UAA1 800000.00000000 PA USD 801281.60000000 0.225350674424 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 7.11399000 N N N N N N RealPage Inc 5493001RSFZX4122A604 75605VAD4 249362.22000000 PA USD 242937.40000000 0.068323179931 Long LON CORP US N 2 2028-04-24 Floating 8.44464000 N N N N N N Countrywide Alternative Loan T N/A 02150EAC7 175185.56000000 PA USD 95407.98000000 0.026832330404 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAQ0 71000.00000000 PA USD 58442.46000000 0.016436228881 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N SKYAF 2020-1 A N/A 000000000 453549.95000000 PA USD 405094.49000000 0.113927883189 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050649 4050000.00000000 PA USD 3981050.49000000 1.119621881794 Long ABS-MBS USGA US N 2 2054-04-15 Fixed 5.00000000 N N N N N N Credit-Based Asset Servicing a N/A 1248MBAH8 875365.30000000 PA USD 530545.52000000 0.149209454884 Long ABS-O CORP US N 2 2037-02-25 Variable 3.56946700 N N N N N N Mid-State Trust N/A 595481AA0 3276.88000000 PA USD 3225.56000000 0.000907149398 Long ABS-O CORP US N 2 2040-01-15 Fixed 5.74500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17316AAF7 515848.83000000 PA USD 359622.21000000 0.101139359198 Long ABS-MBS CORP US N 2 2035-12-25 Variable 7.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAL0 310000.00000000 PA USD 311261.20000000 0.087538415136 Long DBT CORP US N 2 2025-02-15 Fixed 5.87500000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887BF5 3000.00000000 PA USD 2961.90000000 0.000832998240 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939KAH1 5917325.76000000 PA USD 11134.63000000 0.003131478845 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.83244900 N N N N N N GLOBAL SWITCH FINANCE 635400GVJAKOJNEUMF33 000000000 285000.00000000 PA 285284.43000000 0.080232765488 Long DBT CORP NL N 2 2030-10-07 Fixed 1.37500000 N N N N N N PRIME HEALTHCARE SERVICE N/A 74165HAB4 450000.00000000 PA USD 451125.00000000 0.126873402558 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590LAV4 240082.88000000 PA USD 5223.71000000 0.001469104708 Long ABS-MBS CORP US N 2 2049-06-15 Variable 1.47633600 N N N N N N Banc of America Alternative Lo N/A 05950BAJ3 1654376.46000000 PA USD 129318.80000000 0.036369334820 Long ABS-MBS CORP US N 3 2046-06-25 Floating 1.24611000 N N N N N N Credit Suisse Mortgage Trust N/A 22942KCH1 1085988.34000000 PA USD 547180.22000000 0.153887761317 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.50000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAB1 525000.00000000 PA USD 459328.02000000 0.129180401857 Long DBT CORP US N 2 2030-02-15 Fixed 6.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 255000.00000000 PA USD 244493.02000000 0.068760679078 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAN8 925000.00000000 PA USD 536904.15000000 0.150997741996 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.38801000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 171.00000000 NC USD -25635.40000000 -0.00720964350 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-06-28 34992463.70000000 USD -25635.40000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -276.00000000 NC USD -197832.24000000 -0.05563790396 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-06-18 -31434356.64000000 USD -197832.24000000 N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 375000.00000000 PA USD 375034.78000000 0.105473956478 Long DBT CORP US N 2 2024-12-15 Floating 7.88088000 N N N N N N Renaissance Holding Corp 549300UKKEC0Y6TXNF09 75972JAJ3 172894.65000000 PA USD 173434.95000000 0.048776463794 Long LON CORP US N 2 2030-04-05 Floating 9.57680000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 100000.00000000 PA 82044.87000000 0.023074118746 Long DBT CORP DE N 2 2032-09-01 Fixed 0.75000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 26027.00000000 PA USD 1678.74000000 0.000472125144 Long DBT CORP KY N 3 2030-09-30 Fixed 7.25000000 N N Y N N N JPMBB Commercial Mortgage Secu N/A 46644UAJ7 44724406.14000000 PA USD 111909.41000000 0.031473156276 Long ABS-MBS CORP US N 2 2048-07-15 Variable 0.25000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BQYW1 6243936.00000000 PA USD 262394.79000000 0.073795333490 Long ABS-MBS USGSE US N 2 2044-06-25 Variable 2.11677000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 060335AB2 350000.00000000 PA USD 361266.50000000 0.101601795700 Long DBT CORP FR N 2 2029-05-01 Fixed 8.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAKX2 109589.43000000 PA USD 4034.40000000 0.001134625780 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.00000000 N N N N N N PRP Advisors, LLC N/A 69362QAA7 294690.21000000 PA USD 289515.13000000 0.081422598249 Long ABS-O CORP US N 2 2026-11-25 Variable 2.48700000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -11149.27000000 -0.00313559616 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1964925.85000000 USD 1808000.00000000 EUR 2024-04-12 -11149.27000000 N N N HPS Loan Management Ltd N/A 442924AN6 1000000.00000000 PA USD 1002679.00000000 0.281991236141 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 0.01000000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 40422KAB7 127113.39000000 PA USD 93031.75000000 0.026164044707 Long LON CORP US N 2 2025-05-23 Floating 9.29227000 N N N N N N Citimortgage Alternative Loan N/A 12566QAE3 193499.65000000 PA USD 169612.74000000 0.047701513862 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Residential Accredit Loans, In N/A 74922KAD7 432240.92000000 PA USD 330832.96000000 0.093042733862 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 1090000.00000000 PA USD 927294.71000000 0.260790324261 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N Rockford Tower CLO Ltd 549300G18KVCW7VUKI86 77340GAJ0 35015.49000000 PA USD 35009.54000000 0.009846006011 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 6.59560000 N N N N N N UPBOUND GROUP INC 529900QUHE15UQNCCJ63 76009NAL4 300000.00000000 PA USD 291750.00000000 0.082051128171 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 451000.00000000 PA USD 419430.00000000 0.117959570485 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N SK INVICTUS INTERMEDIATE N/A 29977LAA9 250000.00000000 PA USD 223097.40000000 0.062743421978 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362LAM6 5865.01000000 PA USD 5880.05000000 0.001653692326 Long LON CORP US N 2 2029-07-06 Floating 7.05942000 N N N N N N ELO SACA 969500ASEC557H5A4F22 000000000 600000.00000000 PA 657731.74000000 0.184979027596 Long DBT CORP FR N 2 2029-03-22 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12593FAG9 10015000.00000000 PA USD 125032.27000000 0.035163800553 Long ABS-MBS CORP US N 2 2048-07-10 Variable 1.07302000 N N N N N N CSAIL Commercial Mortgage Trus 549300D5DIOOMKWXVZ20 12634NAV0 16087427.30000000 PA USD 90461.21000000 0.025441111692 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.70691100 N N N N N N Countrywide Alternative Loan T N/A 12668AA62 2988508.17000000 PA USD 455777.38000000 0.128181827675 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6.00000000 N N N N N N Tricon Residential N/A 89614YAG1 900000.00000000 PA USD 823455.99000000 0.231586951085 Long ABS-O CORP US N 2 2038-07-17 Fixed 3.69200000 N N N N N N Gainwell Acquisition Corp N/A 59909TAC8 242481.16360000 PA USD 232387.89000000 0.065356258947 Long LON CORP US N 2 2027-10-01 Floating 9.40942000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 60000.00000000 PA USD 46950.00000000 0.013204114713 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Mid-State Trust N/A 59548PAA7 30015.78000000 PA USD 29488.01000000 0.008293143060 Long ABS-O CORP US N 2 2040-10-15 Fixed 5.78700000 N N N N N N 1375209 BC LTD N/A 68251PAA5 1000000.00000000 PA USD 981087.74000000 0.275918957677 Long DBT CORP CA N 2 2028-01-30 Fixed 9.00000000 N N N N N N Grifols Worldwide Operations USA Inc N/A 39843PAG8 278545.46000000 PA USD 270310.26000000 0.076021462860 Long LON CORP US N 2 2027-11-15 Floating 7.45942000 N N N N N N CAB 9695008EGX5O9K1MS743 000000000 385000.00000000 PA 377151.39000000 0.106069227218 Long DBT CORP FR N 2 2028-02-01 Fixed 3.37500000 N N N N N N DBUBS Mortgage Trust N/A 23305JAN2 380000.00000000 PA USD 296216.54000000 0.083307288055 Long ABS-MBS CORP US N 2 2034-10-10 Variable 3.53000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAM6 37000.00000000 PA USD 28713.49000000 0.008075318760 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N N Residential Accredit Loans, In N/A 749241AC9 10106615.06000000 PA USD 286244.10000000 0.080502660968 Long ABS-MBS CORP US N 3 2037-11-25 Variable 0.70876900 N N N N N N AmWINS Group Inc 549300SJE7MUB8NMRG61 03234TAW8 169315.26310000 PA USD 169526.91000000 0.047677375221 Long LON CORP US N 2 2028-02-19 Floating 7.69464000 N N N N N N Residential Accredit Loans, In N/A 75116BAA6 405928.65000000 PA USD 317447.37000000 0.089278199978 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.50000000 N N N N N N Patriot Container Corp 549300V4U8NYJ3YQD526 40435YAB2 65436.06000000 PA USD 63613.01000000 0.017890382988 Long LON CORP US N 2 2025-03-20 Floating 9.17680000 N N N N N N Conseco Finance Securitization N/A 20846QBP2 3422743.10000000 PA USD 617588.30000000 0.173689174843 Long ABS-O CORP US N 2 2029-09-01 Variable 8.06000000 N N N N N N COMM Mortgage Trust N/A 126192AJ2 1404407.10000000 PA USD 49.86000000 0.000014022516 Long ABS-MBS CORP US N 2 2044-12-10 Variable 0.43848800 N N N N N N Dryden Senior Loan Fund N/A 26252NAQ2 860000.00000000 PA USD 860068.80000000 0.241883857224 Long ABS-CBDO CORP KY N 2 2032-05-15 Floating 7.21860000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 36931.00000000 PA USD 3397.65000000 0.000955547611 Long DBT CORP KY N 3 2027-09-30 Fixed 6.50000000 N N Y N N N TREASURY BILL 254900HROIFWPRGM1V77 912797KN6 10000000.00000000 PA USD 9853048.00000000 2.771049543550 Long DBT UST US N 1 2024-07-09 None 0.00000000 N N N N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AN6 375000.00000000 PA USD 336758.10000000 0.094709107201 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N GSAA Home Equity Trust N/A 3622ECAC0 785457.49000000 PA USD 361804.97000000 0.101753233818 Long ABS-MBS CORP US N 2 2047-04-25 Floating 5.90389000 N N N N N N JP Morgan Chase Commercial Mor N/A 46652BBA6 450000.00000000 PA USD 4782.13000000 0.001344915720 Long ABS-MBS CORP US N 2 2037-01-16 Variable 1.87589000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 19768.03100000 PA USD 17877.97000000 0.005027960952 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N American Home Mortgage Assets N/A 026936AU8 12542.64000000 PA USD 127.16000000 0.000035762198 Long ABS-MBS CORP US N 3 2047-06-25 Variable 0.07068800 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 405000.00000000 PA USD 359466.17000000 0.101095474852 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 275000.00000000 PA USD 278264.76000000 0.078258568940 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N Countrywide Alternative Loan T N/A 02151CAR7 1916614.37000000 PA USD 1160632.49000000 0.326413728182 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BJ3 150000.00000000 PA USD 155246.87000000 0.043661288187 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N Progress Residential Trust N/A 74333QAJ4 1531000.00000000 PA USD 1305246.24000000 0.367084581093 Long ABS-O CORP US N 2 2040-11-17 Fixed 2.81100000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3941.11000000 -0.00110838910 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -577754.92000000 USD 531000.00000000 EUR 2024-04-12 -3941.11000000 N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAC0 510000.00000000 PA USD 393613.41000000 0.110698969508 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N Genesee & Wyoming Inc G617XSG94Z7G0RMW3L02 55316HAB1 266687.60480000 PA USD 267162.31000000 0.075136140327 Long LON CORP US N 2 2026-12-30 Floating 7.40191000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAE5 5000.00000000 PA USD 4741.19000000 0.001333401845 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N Residential Accredit Loans, In N/A 74922EAD1 892636.23000000 PA USD 699845.28000000 0.196822946939 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 135000.00000000 PA USD 100225.42000000 0.028187176632 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKE8 1100000.00000000 PA USD 1069289.89000000 0.300724736305 Long DBT CORP US N 2 2025-12-06 Fixed 1.53000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAG0 110000.00000000 PA USD 108361.44000000 0.030475332998 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N Progress Residential Trust N/A 74333XAN0 1250000.00000000 PA USD 1104715.88000000 0.310687863798 Long ABS-O CORP US N 2 2039-01-17 Fixed 4.42000000 N N N N N N Great Wolf Trust N/A 39152TAN0 732335.29000000 PA USD 730915.44000000 0.205561050386 Long ABS-MBS CORP US N 2 2036-12-15 Floating 8.37148000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GVL9 1541672.89000000 PA USD 1381137.10000000 0.388427959605 Long ABS-O CORP US N 2 2035-08-25 Variable 6.12900000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 475000.00000000 PA USD 454351.28000000 0.127780754448 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 64134KAC4 275000.00000000 PA USD 156848.73000000 0.044111791769 Long ABS-CBDO CORP KY N 2 2033-04-16 Variable 0.01000000 N N N N N N CIM Trust N/A 12569PAA0 298854.75000000 PA USD 290928.14000000 0.081819990073 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644UBC1 22311107.60000000 PA USD 92881.14000000 0.026121687482 Long ABS-MBS CORP US N 2 2048-07-15 Variable 0.41892400 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 65000.00000000 PA USD 53244.10000000 0.014974253550 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410346AU4 196312.42000000 PA USD 193613.12000000 0.054451327934 Long LON CORP US N 2 2026-11-19 Floating 7.93016000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 10000.00000000 PA USD 9994.51000000 0.002810834005 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAK0 250000.00000000 PA USD 259831.78000000 0.073074518196 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N OCP CLO Ltd N/A 670891AG5 900000.00000000 PA USD 915773.40000000 0.257550096382 Long ABS-CBDO CORP JE N 2 2036-07-16 Floating 10.66399000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61756HBN9 174001.02000000 PA USD 95328.22000000 0.026809898877 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 145000.00000000 PA USD 128854.92000000 0.036238874229 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NAN0 185000.00000000 PA USD 184965.59000000 0.052019315621 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 6.70814000 N N N N N N ASCENDAS REIT 549300ILIBAEMQZK3L20 000000000 100000.00000000 PA 93594.28000000 0.026322249406 Long DBT CORP SG N 2 2028-06-23 Fixed 0.75000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94983PAC2 6073.37000000 PA USD 5765.82000000 0.001621566532 Long ABS-MBS CORP US N 2 2036-04-25 Variable 6.18462800 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020646 7825000.00000000 PA USD 6198059.02000000 1.743128483518 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 2.00000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAF2 30446717.18000000 PA USD 198716.89000000 0.055886700981 Long ABS-MBS CORP US N 2 2048-07-10 Variable 0.68354500 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022642 12650000.00000000 PA USD 10466116.65000000 2.943467621971 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 2.50000000 N N N N N N American Home Mortgage Assets N/A 008684AF9 20730520.83000000 PA USD 137196.66000000 0.038584886836 Long ABS-MBS CORP US N 3 2046-12-25 Variable 0.04595700 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 123000.00000000 PA USD 109079.76000000 0.030677351735 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 325000.00000000 PA USD 298957.77000000 0.084078225550 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 1060000.00000000 PA USD 1016932.19000000 0.285999771940 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 550000.00000000 PA USD 474583.78000000 0.133470898238 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 500000.00000000 PA USD 508872.99000000 0.143114320225 Long DBT CORP US N 2 2033-11-21 Fixed 6.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 400000.00000000 PA USD 361024.00000000 0.101533595534 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N Residential Funding Mtg Sec I N/A 74957VAK5 213026.61000000 PA USD 182725.04000000 0.051389188268 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 25000.00000000 PA USD 21322.89000000 0.005996802674 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 65000.00000000 PA USD 64986.78000000 0.018276739041 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61763XAG1 83685.50000000 PA USD 23.72000000 0.000006670960 Long ABS-MBS CORP US N 2 2047-10-15 Variable 0.56211000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XMU2 4704484.18000000 PA USD 104878.15000000 0.029495700181 Long ABS-MBS USGA US N 2 2055-02-16 Variable 0.71131000 N N N N N N Residential Funding Mtg Sec I N/A 76111XP56 435156.48000000 PA USD 349185.92000000 0.098204279957 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61764XBK0 3032942.50000000 PA USD 10407.09000000 0.002926867096 Long ABS-MBS CORP US N 2 2048-03-15 Variable 0.82810700 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BLN20 12041139.24000000 PA USD 66400.86000000 0.018674431789 Long ABS-MBS USGSE US N 2 2025-07-25 Variable 0.54338300 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050643 6425000.00000000 PA USD 6269639.84000000 1.763259715862 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46630RAQ4 356525.62000000 PA USD 144491.67000000 0.040636519399 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N SLM Student Loan Trust 549300UECCCKC4WVNL14 78442GKV7 132717.63000000 PA USD 124876.37000000 0.035119955580 Long ABS-O CORP US N 2 2039-07-25 Floating 6.12250000 N N N N N N Allegro CLO Ltd 213800XPKDKUTQ6UKE25 01749FAE0 1000000.00000000 PA USD 1002845.00000000 0.282037921615 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 0.01000000 N N N N N N PRP Advisors, LLC N/A 693583AA4 1879599.74000000 PA USD 1837388.82000000 0.516743189618 Long ABS-O CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N Natixis Commercial Mortgage Se N/A 63873VAN3 395000.00000000 PA USD 202417.20000000 0.056927368025 Long ABS-MBS CORP US N 2 2036-08-15 Variable 4.39750000 N N N N N N Pre Paid Legal Services Inc 549300DKH5WJ2J8QU878 74006LAS1 10758.37000000 PA USD 10720.88000000 0.003015116706 Long LON CORP US N 2 2028-12-15 Floating 9.19070000 N N N N N N GSAA Home Equity Trust N/A 3622ECAN6 1987261.00000000 PA USD 132816.03000000 0.037352888091 Long ABS-MBS CORP US N 2 2037-05-25 Variable 6.44069000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -91.00000000 NC USD -104681.43000000 -0.02944037508 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-06-18 -11634318.57000000 USD -104681.43000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376G3S7 1102321.51000000 PA USD 1786.75000000 0.000502501639 Long ABS-MBS USGA US N 2 2051-08-16 Variable 0.17762000 N N N N N N PRP Advisors, LLC N/A 69357PAA6 622909.45000000 PA USD 610049.24000000 0.171568906194 Long ABS-O CORP US N 2 2026-04-25 Variable 1.86700000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 44496.69000000 NS USD 44496.69000000 0.012514151206 Long STIV RF US N 1 N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 95000.00000000 PA USD 88463.26000000 0.024879212629 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N MED Trust N/A 58403YBA3 417993.95000000 PA USD 418419.11000000 0.117675270005 Long ABS-MBS CORP US N 2 2038-11-15 Floating 10.68948000 N N N N N N Citigroup Commercial Mortgage N/A 17324TAG4 5365370.15000000 PA USD 88604.53000000 0.024918943093 Long ABS-MBS CORP US N 2 2049-02-10 Variable 1.20610400 N N N N N N KEDRION SPA 81560047FA58E1BEDF67 49272YAB9 800000.00000000 PA USD 729938.40000000 0.205286269806 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N HEALTHPEAK OP LLC N/A 40414LAM1 2000.00000000 PA USD 1963.03000000 0.000552078238 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 250000.00000000 PA USD 209273.57000000 0.058855638440 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 150000.00000000 PA USD 133974.80000000 0.037678778017 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N COMM Mortgage Trust N/A 12592PBG7 10712766.49000000 PA USD 19945.03000000 0.005609296359 Long ABS-MBS CORP US N 2 2047-12-10 Variable 0.81189300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNWD2 3894149.13000000 PA USD 3354810.18000000 0.943499434691 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FARMERS EXCHANGE CAP III N/A 30958QAA9 85000.00000000 PA USD 70364.27000000 0.019789092498 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 1115000.00000000 PA USD 1132210.27000000 0.318420325556 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N Citigroup Commercial Mortgage N/A 17323CAG2 1489106.09000000 PA USD 7503.31000000 0.002110214397 Long ABS-MBS CORP US N 2 2048-02-10 Variable 1.30112200 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 160000.00000000 PA 174639.22000000 0.049115150039 Long DBT CORP US N 2 2036-03-01 Fixed 3.75000000 N N N N N N Credit-Based Asset Servicing a N/A 81375WHK5 243481.07000000 PA USD 197619.05000000 0.055577946874 Long ABS-O CORP US N 2 2036-01-25 Variable 2.83912900 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 000000000 4395.88000000 PA USD 87.92000000 0.000024726427 Long DBT CORP KY N 2 2028-09-30 None 0.00000000 N N N Y N China Aoyuan Group Ltd HKD XXXX N N N GS Mortgage Securities Trust N/A 36251XAT4 14552956.18000000 PA USD 166061.89000000 0.046702880619 Long ABS-MBS CORP US N 2 2049-11-10 Variable 0.56192400 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CD7 285000.00000000 PA USD 297461.63000000 0.083657454427 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N TMS ISSUER SARL 21380092DY1X4BHPMA32 000000000 200000.00000000 PA USD 205940.00000000 0.057918112547 Long DBT CORP LU N 2 2032-08-23 Fixed 5.78000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FMCP5 253606.28000000 PA USD 23334.17000000 0.006562450637 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 4.10714700 N N N N N N COMM Mortgage Trust N/A 12593PAX0 7586974.93000000 PA USD 59797.88000000 0.016817424220 Long ABS-MBS CORP US N 2 2048-08-10 Variable 0.78730700 N N N N N N Great Wolf Trust N/A 39152TAJ9 675529.41000000 PA USD 672856.96000000 0.189232811195 Long ABS-MBS CORP US N 2 2036-12-15 Floating 7.27248000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3382.97000000 0.000951419040 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -154000.00000000 EUR 169799.78000000 USD 2024-04-12 3382.97000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 435000.00000000 PA USD 413282.23000000 0.116230585175 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N PRP Advisors, LLC N/A 693589AA1 918896.96000000 PA USD 907990.20000000 0.255361166337 Long ABS-O CORP US N 2 2027-06-25 Variable 5.56000000 N N N N N N Residential Accredit Loans, In N/A 761118MG0 375117.97000000 PA USD 313744.69000000 0.088236866400 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N FRTKL N/A 30322DAL3 1779000.00000000 PA USD 1586066.20000000 0.446061768860 Long ABS-O CORP US N 2 2038-09-17 Fixed 3.17100000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H052652 2575000.00000000 PA USD 2571776.98000000 0.723280900138 Long ABS-MBS USGA US N 2 2053-05-15 Fixed 5.50000000 N N N N N N Lehman Mortgage Trust N/A 52521RCJ8 8359105.24000000 PA USD 831264.12000000 0.233782892389 Long ABS-MBS CORP US N 3 2037-06-25 Floating 0.89611000 N N N N N N 2024-05-23 METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director