NPORT-P false 0001028621 XXXXXXXX S000001152 C000003074 C000003075 TCW METROPOLITAN WEST FUNDS 811-07989 0001028621 549300KGDNJW6FXNDC82 515 South Flower Street Los Angeles 90071 800-241-4671 TCW MetWest Strategic Income Fund S000001152 549300W0V7N38CJDT435 2025-03-31 2024-09-30 N 77659063.58 9047316.76 68611746.82 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1398448.67000000 7123395.50000000 0.00000000 12374906.00000000 EUR USD N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -2.00000000 NC -2324.04000000 -0.00338723339 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION BUNDESOBLIGATION 2024-12-06 -262830.96000000 USD -2324.04000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 96.00000000 NC USD 28803.29000000 0.041980114681 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 2024-12-31 10519946.47000000 USD 28803.29000000 N N N Onslow Bay Financial LLC N/A 67114VAA1 215697.92000000 PA USD 194557.58000000 0.283563076320 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 40000.00000000 PA USD 35545.61000000 0.051806886790 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N GoldenTree Loan Management US 984500CF2B1A04F63R63 38139MAE5 90000.00000000 PA USD 90276.30000000 0.131575574422 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 7.13314000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 90000.00000000 PA USD 77515.77000000 0.112977403422 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RAW5 409603.99000000 PA USD 45894.92000000 0.066890761607 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 1.02540000 N N N N N N Banc of America Merrill Lynch N/A 05492PAQ1 100000.00000000 PA USD 97086.93000000 0.141501906743 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 3.28700000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 92000.00000000 PA USD 76221.28000000 0.111090714830 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N HARVEST COMMERCIAL CAPITAL LOA N/A 41753CAA4 8863.89000000 PA USD 8777.46000000 0.012792940577 Long ABS-MBS CORP US N 2 2046-09-25 Variable 3.29000000 N N N N N N SLC Student Loan Trust 25490083RPF52FIUZ551 784423AH8 83734.72000000 PA USD 73853.01000000 0.107639017257 Long ABS-O CORP US N 2 2031-08-15 Floating 5.91761000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAE5 70000.00000000 PA USD 79629.85000000 0.116058625076 Long DBT CORP US N 2 2038-04-15 Fixed 6.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -3874.34000000 -0.00564675901 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2053-12-20 0.00000000 USD 0.00000000 USD 157000.00000000 USD -3874.34000000 N N N Freddie Mac Multiclass Certifi N/A 3137FQKX0 535000.00000000 PA USD 31499.92000000 0.045910389197 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 1.13753300 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 4000.00000000 PA USD 3026.94000000 0.004411693536 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N AMSR Trust N/A 00180AAJ8 100000.00000000 PA USD 99843.63000000 0.145519731864 Long ABS-O CORP US N 2 2037-04-17 Fixed 8.19300000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AV2 65000.00000000 PA USD 66653.77000000 0.097146295043 Long DBT CORP US N 2 2053-04-15 Fixed 5.50000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 40000.00000000 PA USD 41254.31000000 0.060127182169 Long DBT CORP US N 2 2032-03-01 Fixed 6.87500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AS0 15000.00000000 PA USD 10660.57000000 0.015537528913 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N Structured Asset Mortgage Inve N/A 86359LRX9 282295.50000000 PA USD 248718.14000000 0.362500812947 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.13926000 N N N N N N GS Mortgage Securities Trust N/A 36253GAG7 324227.74000000 PA USD 4.73000000 0.000006893863 Long ABS-MBS CORP US N 2 2047-09-10 Variable 0.60854000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AX9 60000.00000000 PA USD 63412.99000000 0.092422934758 Long DBT CORP US N 2 2033-03-01 Fixed 5.62500000 N N N N N N Carrington Mortgage Loan Trust N/A 144526AC4 81556.11000000 PA USD 79977.34000000 0.116565083541 Long ABS-O CORP US N 2 2036-12-25 Floating 5.10926000 N N N N N N Carvana Auto Receivables Trust N/A 14686MAK9 1750.00000000 PA USD 197011.15000000 0.287139096628 Long ABS-O CORP US N 2 2029-09-10 None 0.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 25000.00000000 PA USD 22354.29000000 0.032580849542 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N Morgan Stanley Capital Inc N/A 61748BAC8 584149.59000000 PA USD 302768.88000000 0.441278489519 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.26926000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAF9 5000.00000000 PA USD 5173.92000000 0.007540866163 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 28000.00000000 PA USD 18710.47000000 0.027270067979 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 66000.00000000 PA USD 64175.59000000 0.093534406241 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Indymac Manufactured Housing C N/A 22540AFG8 16379.02000000 PA USD 16305.92000000 0.023765493163 Long ABS-O CORP US N 2 2028-09-25 Fixed 6.49000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AR2 5000.00000000 PA USD 3834.12000000 0.005588139316 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 30000.00000000 PA USD 26135.73000000 0.038092209004 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 5000.00000000 PA USD 4806.91000000 0.007005957759 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 74000.00000000 PA USD 71340.20000000 0.103976656048 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N COLT Funding LLC N/A 19685WAA9 94915.44000000 PA USD 79483.18000000 0.115844857016 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.92400000 N N N N N N Ellington Financial Mortgage T N/A 31573JAA8 77104.35000000 PA USD 64627.20000000 0.094192617146 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.24100000 N N N N N N DIGITAL INTREPID HOLDING 5493003H2CB2KXPP7461 000000000 100000.00000000 PA 91584.51000000 0.133482259590 Long DBT CORP NL N 2 2031-07-15 Fixed 0.62500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 80000.00000000 PA USD 80000.62000000 0.116599013591 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 97000.00000000 PA USD 99991.80000000 0.145735686138 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N APS RESECURITIZATION TRUST N/A 00214WAF8 388051.90000000 PA USD 216101.59000000 0.314962961906 Long ABS-MBS CORP US N 2 2046-09-27 Variable 1.63846100 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DE1 195000.00000000 PA USD 214505.17000000 0.312636217472 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 66000.00000000 PA USD 57907.17000000 0.084398332186 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N PRP Advisors, LLC N/A 693588AB1 170000.00000000 PA USD 165937.58000000 0.241850102483 Long ABS-O CORP US N 2 2027-08-25 Variable 5.00000000 N N N N N N Toorak Mortgage Corp. N/A 87267TAA9 223277.61000000 PA USD 197175.72000000 0.287378953515 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.96600000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 40000.00000000 PA USD 31900.26000000 0.046493875288 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N AMSR Trust N/A 00180AAH2 200000.00000000 PA USD 198478.94000000 0.289278365876 Long ABS-O CORP US N 2 2037-04-17 Fixed 5.30200000 N N N N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 26000.00000000 PA USD 24222.10000000 0.035303138489 Long DBT CORP US N 2 2030-01-15 Fixed 6.75000000 N N N N N N Progress Residential Trust N/A 74333EAG7 320000.00000000 PA USD 301635.62000000 0.439626789843 Long ABS-O CORP US N 2 2038-05-17 Fixed 3.40700000 N N N N N N Pretium Mortgage Credit Partne N/A 69391UAA3 217455.26000000 PA USD 220868.05000000 0.321909964746 Long ABS-O CORP US N 2 2054-04-27 Variable 7.52000000 N N N N N N FARMERS INS EXCH 549300UWG2TLX1GZVT44 309601AE2 25000.00000000 PA USD 20591.67000000 0.030011872535 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BQ1 12000.00000000 PA USD 12018.68000000 0.017516942152 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N GSAA Home Equity Trust N/A 362375AC1 566803.96000000 PA USD 142068.73000000 0.207061817523 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.98458000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0306A1 425000.00000000 PA USD 381445.58000000 0.555947920988 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 3.00000000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 300.00000000 PA 37449.45000000 0.054581688611 Long DBT CORP FR N 2 2025-07-30 None 0.00000000 N N N N N WORLDLINE SA/FRANCE EUR XXXX N N N Citigroup Commercial Mortgage N/A 17322YAJ9 622722.47000000 PA USD 9.47000000 0.000013802301 Long ABS-MBS CORP US N 2 2047-10-10 Variable 0.76946300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378NEU3 983486.69000000 PA USD 13830.75000000 0.020157991365 Long ABS-MBS USGA US N 2 2046-02-16 Variable 1.01277000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0506A9 825000.00000000 PA USD 824521.50000000 1.201720606477 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 5.00000000 N N N N N N Mid-State Trust N/A 59549WAD5 2417.26000000 PA USD 2455.28000000 0.003578512592 Long ABS-O CORP US N 2 2038-07-15 Fixed 8.22100000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 178000.00000000 PA USD 187925.99000000 0.273897690570 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AP6 110000.00000000 PA USD 101946.34000000 0.148584382011 Long DBT CORP US N 2 2027-10-15 Fixed 1.83200000 N N N N N N Towd Point Mortgage Trust N/A 89173UAB3 350000.00000000 PA USD 329317.63000000 0.479972665415 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358SZW4 3215.16000000 PA USD 56.80000000 0.000082784658 Long ABS-MBS USGSE US N 2 2030-12-18 Floating 2.49415000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXM1 625000.00000000 PA USD 599641.16000000 0.873962823848 Long DBT CORP US N 2 2026-12-09 Fixed 1.09300000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 66000.00000000 PA USD 65831.46000000 0.095947797645 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0526A1 375000.00000000 PA USD 378680.63000000 0.551918071687 Long ABS-MBS USGA US N 2 2054-10-15 Fixed 5.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 30000.00000000 PA USD 28569.96000000 0.041640041719 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N Residential Asset Securitizati N/A 45660LKE8 356361.83000000 PA USD 251708.52000000 0.366859221148 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 42000.00000000 PA USD 41120.94000000 0.059932798545 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600WAE9 30000.00000000 PA USD 31209.20000000 0.045486671665 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N GSAA Home Equity Trust N/A 3622EBAB4 1003364.42000000 PA USD 284274.61000000 0.414323527931 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.36926000 N N N N N N JP Morgan Chase Commercial Mor N/A 46646GAA5 225000.00000000 PA USD 216850.39000000 0.316054320215 Long ABS-MBS CORP US N 2 2038-09-06 Variable 2.94923700 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 200000.00000000 PA USD 161158.17000000 0.234884225324 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N Rad CLO Ltd N/A 74923VAJ9 100000.00000000 PA USD 103001.00000000 0.150121524044 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 10.28201000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 175000.00000000 PA USD 161351.11000000 0.235165430816 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAT4 56000.00000000 PA USD 53868.63000000 0.078512255549 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N SLM Student Loan Trust 549300SRMXHPGI3BJ386 78444YAE5 235000.00000000 PA USD 240663.17000000 0.350760884475 Long ABS-O CORP US N 2 2073-07-25 Floating 7.47075000 N N N N N N HELIOS SOFT/ION CORP SOL N/A 42329HAB4 25000.00000000 PA USD 25563.67000000 0.037258445069 Long DBT CORP US N 2 2029-05-01 Fixed 8.75000000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45660LR35 193852.73000000 PA USD 161353.55000000 0.235168987058 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.87736100 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 86000.00000000 PA USD 61542.01000000 0.089696025611 Long DBT CORP N/A N 2 2027-08-15 Fixed 5.25000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 70000.00000000 PA USD 67431.18000000 0.098279351751 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAQ8 265000.00000000 PA USD 259630.38000000 0.378405144939 Long ABS-O CORP US N 2 2037-08-17 Fixed 4.78100000 N N N N N N Credit Suisse Mortgage Trust N/A 22944BAJ7 427359.50000000 PA USD 254718.31000000 0.371245918965 Long ABS-MBS CORP US N 2 2037-08-25 Variable 7.00000000 N N N N N N First Franklin Mtg Loan Asset N/A 32029GAC8 506870.88000000 PA USD 244373.70000000 0.356168894287 Long ABS-O CORP US N 2 2037-03-25 Floating 5.16926000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 73000.00000000 PA USD 72789.40000000 0.106088830810 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17291DAF0 222000.00000000 PA USD 216735.38000000 0.315886695857 Long ABS-MBS CORP US N 2 2051-06-10 Variable 4.40800000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DL6 35000.00000000 PA USD 37561.74000000 0.054745348633 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N GLS Auto Receivables Trust N/A 379928AJ3 220000.00000000 PA USD 225894.88000000 0.329236450709 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.31000000 N N N N N N Residential Accredit Loans, In N/A 74922KAE5 282984.14000000 PA USD 205296.05000000 0.299214142643 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.51926000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAA0 32000.00000000 PA USD 31816.96000000 0.046372467506 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 79000.00000000 PA USD 72064.38000000 0.105032131289 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N N BCRED CLO LLC N/A 055978AA8 250000.00000000 PA USD 251427.50000000 0.366449641137 Long ABS-CBDO CORP US N 2 2036-01-20 Floating 7.58201000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 115000.00000000 PA USD 113068.39000000 0.164794507122 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N GSAA Home Equity Trust N/A 362341Z44 654341.43000000 PA USD 277886.57000000 0.405013110552 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.62926000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 89000.00000000 PA USD 86027.74000000 0.125383398597 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0526A5 525000.00000000 PA USD 531247.50000000 0.774280680236 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 5.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAQ0 50000.00000000 PA USD 43044.50000000 0.062736341800 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAN5 162000.00000000 PA USD 159069.87000000 0.231840577412 Long ABS-O CORP US N 2 2037-08-17 Fixed 4.28400000 N N N N N N Structured Receivables Finance N/A 86365LAB7 260027.45000000 PA USD 269231.43000000 0.392398448484 Long ABS-O CORP US N 2 2036-08-15 Fixed 7.97000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 65000.00000000 PA USD 56778.60000000 0.082753468074 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FMCG5 2200535.59000000 PA USD 42814.72000000 0.062401442878 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 1.39806000 N N N N N N Indymac Manufactured Housing C N/A 22540AFH6 39478.91000000 PA USD 39468.27000000 0.057524071065 Long ABS-O CORP US N 2 2028-09-25 Variable 6.96000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002NAQ0 135000.00000000 PA USD 130457.26000000 0.190138374325 Long ABS-MBS CORP US N 2 2031-09-15 Variable 4.70838300 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 80000.00000000 PA USD 71620.50000000 0.104385186676 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 36000.00000000 PA USD 32021.35000000 0.046670361103 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAL5 115000.00000000 PA USD 118034.12000000 0.172031941279 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N SG Mortgage Securities Trust N/A 78420MAF6 250000.00000000 PA USD 187271.40000000 0.272943641110 Long ABS-O CORP US N 2 2036-10-25 Floating 5.17926000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 799845.97000000 PA USD 690778.41000000 1.006793212556 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Luminent Mortgage Trust N/A 55027XAA8 243107.62000000 PA USD 153305.27000000 0.223438809103 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.34926000 N N N N N N GreenPoint Mortgage Funding Tr N/A 39538RAB5 56608.13000000 PA USD 49818.34000000 0.072609053564 Long ABS-MBS CORP US N 2 2045-06-25 Floating 5.40926000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 149000.00000000 PA USD 97692.55000000 0.142384583584 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 14000.00000000 PA USD 14540.37000000 0.021192245750 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -26056.74000000 -0.03797708294 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -924000.00000000 EUR 1005674.99000000 USD 2024-10-11 -26056.74000000 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAF9 75000.00000000 PA USD 74281.24000000 0.108263152364 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 50000.00000000 PA USD 46930.33000000 0.068399847220 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAM6 10000.00000000 PA USD 8246.58000000 0.012019195520 Long DBT CORP US N 2 2031-03-15 Fixed 2.05000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 8000.00000000 PA USD 7117.52000000 0.010373617244 Long DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N N OCP CLO Ltd 2549000M7NBNQ7XU2038 671000AE7 50000.00000000 PA USD 50008.50000000 0.072886207271 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.24362000 N N N N N N JETBLUE AIRWAYS CORP N/A 477164AA5 77097.05760000 PA USD 73625.03000000 0.107306741793 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAF0 70000.00000000 PA USD 72834.42000000 0.106154446396 Long DBT CORP GB N 2 2027-07-27 Fixed 6.12500000 N N N N N N Trestles CLO LTD N/A 89532UAA1 90000.00000000 PA USD 90126.90000000 0.131357827452 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.71362000 N N N N N N Merrill Lynch Mortgage Investo N/A 590216AA5 428753.78000000 PA USD 122988.41000000 0.179252701906 Long ABS-O CORP US N 2 2037-05-25 Floating 5.33926000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0406A0 75000.00000000 PA USD 72043.99000000 0.105002413346 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 4.00000000 N N N N N N New Residential Mortgage Loan N/A 64831MAB8 250000.00000000 PA USD 202208.18000000 0.294713645070 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.69900000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 170000.00000000 PA USD 142765.57000000 0.208077445360 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABD9 9221.85000000 PA USD 9250.34000000 0.013482152005 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.75000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAL0 50000.00000000 PA USD 50180.88000000 0.073137447049 Long DBT CORP US N 2 2025-02-15 Fixed 5.87500000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 40000.00000000 PA USD 41237.02000000 0.060101982402 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 205000.00000000 PA USD 189762.58000000 0.276574477104 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 85000.00000000 PA USD 97432.35000000 0.142005348232 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N Textainer Marine Containers Li 549300X48KLHDDGPK024 88315LAQ1 181666.67000000 PA USD 167735.00000000 0.244469799668 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.23000000 N N N N N N SLM Student Loan Trust 549300IZGFDRVV7YTH38 78444EAE9 215000.00000000 PA USD 215518.00000000 0.314112393269 Long ABS-O CORP US N 2 2070-10-27 Floating 6.37075000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AK5 25000.00000000 PA USD 25687.98000000 0.037439623957 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 20000.00000000 PA USD 19642.48000000 0.028628450535 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 5000.00000000 PA USD 4696.26000000 0.006844687998 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61754VAE1 293392.91000000 PA USD 158099.35000000 0.230426067441 Long ABS-MBS CORP US N 2 2037-06-25 Variable 2.91295300 N N N N N N Morgan Stanley Home Equity Loa N/A 61751QAC9 580627.02000000 PA USD 284706.57000000 0.414953099426 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.10926000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0426A2 650000.00000000 PA USD 641589.65000000 0.935101756967 Long ABS-MBS USGA US N 2 2054-10-15 Fixed 4.50000000 N N N N N N MODIVCARE ESCROW ISSUER N/A 60783XAA2 154000.00000000 PA USD 96794.69000000 0.141075973847 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N SREIT Trust N/A 85237AAE3 230000.00000000 PA USD 227031.97000000 0.330893732520 Long ABS-MBS CORP US N 2 2034-10-15 Floating 6.17148000 N N N N N N Banc of America Funding Corpor N/A 05951KAZ6 206061.86000000 PA USD 182108.69000000 0.265419113257 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.69480000 N N N N N N GREYSTAR REAL ESTATE PAR 254900HGC806SXAS4M46 39807UAD8 35000.00000000 PA USD 37235.02000000 0.054269161952 Long DBT CORP US N 2 2030-09-01 Fixed 7.75000000 N N N N N N SMRT N/A 78457JAN2 100000.00000000 PA USD 95486.41000000 0.139169186656 Long ABS-MBS CORP US N 2 2039-01-15 Floating 7.79700000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 154000.00000000 PA USD 133949.28000000 0.195227910974 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12598JAC5 307638.96000000 PA USD 306880.57000000 0.447271180553 Long ABS-MBS CORP US N 2 2061-07-27 Variable 1.92598000 N N N N N N FREMF Mortgage Trust N/A 35708QAQ6 41928411.35000000 PA USD 84095.81000000 0.122567656265 Long ABS-MBS CORP US N 2 2027-06-25 Fixed 0.10000000 N N N N N N ELO SACA 969500ASEC557H5A4F22 000000000 100000.00000000 PA 103536.54000000 0.150902060942 Long DBT CORP FR N 2 2029-03-22 Fixed 6.00000000 N N N N N N SHER Trust N/A 81130BAE8 113000.00000000 PA USD 111962.49000000 0.163182683999 Long ABS-MBS CORP US N 2 2037-04-15 Floating 7.98557600 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 5000.00000000 PA USD 4883.03000000 0.007116900860 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61750YAE9 415591.52000000 PA USD 94793.93000000 0.138159913416 Long ABS-MBS CORP US N 2 2036-11-25 Variable 6.69950000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378NER0 3392371.16000000 PA USD 14212.68000000 0.020714645317 Long ABS-MBS USGA US N 2 2055-06-16 Variable 0.23343000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 129000.00000000 PA USD 115527.48000000 0.168378572699 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N Intelsat SA/Luxembourg N/A 000000000 1042.00000000 NS USD 32953.77000000 0.048029341224 Long EC CORP US N 3 N N N Countrywide Alternative Loan T N/A 12667GBD4 287292.95000000 PA USD 240774.85000000 0.350923655437 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 45000.00000000 PA USD 42794.34000000 0.062371739510 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FPJQ9 1809408.92000000 PA USD 41394.03000000 0.060330820768 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.36186800 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAA6 220000.00000000 PA USD 191253.70000000 0.278747749276 Long ABS-MBS CORP US N 2 2043-01-05 Variable 3.87200000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 15000.00000000 PA USD 13843.85000000 0.020177084306 Long DBT CORP US N 2 N/A Fixed 3.70000000 N N N N N N MKT 2020-525M Mortgage Trust N/A 55316PAJ6 286000.00000000 PA USD 200105.42000000 0.291648922049 Long ABS-MBS CORP US N 2 2040-02-12 Variable 3.03862000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XDR9 833823.95000000 PA USD 4385.33000000 0.006391514869 Long ABS-MBS USGA US N 2 2055-05-16 Variable 0.18945000 N N N N N N BX Trust N/A 05609VAQ8 100000.00000000 PA USD 99379.08000000 0.144842661214 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.61099000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAN0 150000.00000000 PA USD 139160.27000000 0.202822805787 Long ABS-MBS CORP US N 2 2034-09-15 Floating 7.53689000 N N N N N N TRANSMONTAIGE PARTNERS N/A 89376VAA8 73000.00000000 PA USD 71858.84000000 0.104732561595 Long DBT CORP US N 2 2026-02-15 Fixed 6.12500000 N N N N N N Bear Mountain Park CLO, Ltd N/A 07403CAL5 200000.00000000 PA USD 199352.00000000 0.290550830199 Long ABS-CBDO CORP JE N 2 2037-07-15 Floating 7.05137000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313920B41 157.17000000 PA USD 157.62000000 0.000229727426 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 8.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 156000.00000000 PA USD 141816.39000000 0.206694037935 Long DBT CORP US N 2 2038-06-25 Fixed 4.62500000 N N N N N N Nomura Resecuritization Trust N/A 65540WBJ7 301715.69000000 PA USD 263807.44000000 0.384493111204 Long ABS-MBS CORP US N 2 2036-10-26 Floating 3.15584700 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BQJ1 2571302.17000000 PA USD 5223.60000000 0.007613273589 Long ABS-MBS USGA US N 2 2053-04-16 Variable 0.21799000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379KJU3 513281.01000000 PA USD 6216.50000000 0.009060401881 Long ABS-MBS USGA US N 2 2056-10-16 Variable 0.36278000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 75000.00000000 PA USD 72063.10000000 0.105030265719 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 200000.00000000 PA USD 204639.20000000 0.298256799286 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.78012000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 10000.00000000 PA USD 9535.37000000 0.013897576496 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 74341EAS1 100000.00000000 PA 114387.40000000 0.166716933034 Long DBT CORP US N 2 2034-05-05 Fixed 4.00000000 N N N N N N 1375209 BC LTD N/A 68251PAA5 104000.00000000 PA USD 103181.75000000 0.150384962899 Long DBT CORP CA N 2 2028-01-30 Fixed 9.00000000 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 57667.50000000 PA USD 57708.44000000 0.084108687906 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.73362000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAZ0 9000.00000000 PA USD 8627.04000000 0.012573706981 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 50000.00000000 PA USD 47574.78000000 0.069339117869 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 180000.00000000 PA USD 164725.26000000 0.240083174725 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N SHER Trust N/A 81130BAC2 113000.00000000 PA USD 112108.16000000 0.163394994583 Long ABS-MBS CORP US N 2 2037-04-15 Floating 7.33650900 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 549300GADFYEKC4OLM57 92890PAL8 60231.77000000 PA USD 0.55000000 0.000000801612 Long ABS-MBS CORP US N 2 2046-06-15 Variable 0.47614600 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAX4 10000.00000000 PA USD 10670.22000000 0.015551593560 Long DBT CORP LU N 2 2052-12-01 Fixed 6.50000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PMF7 284573.04000000 PA USD 161213.67000000 0.234965115263 Long ABS-MBS CORP US N 2 2035-06-19 Floating 5.59930000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 12000.00000000 PA USD 11408.40000000 0.016627473470 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 5000.00000000 PA USD 4070.21000000 0.005932234914 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 35000.00000000 PA USD 39409.97000000 0.057439100192 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N Option One Mortgage Loan Trust N/A 68389BAN3 173323.19000000 PA USD 110151.15000000 0.160542698743 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.24926000 N N N N N N 1211 Avenue of the Americas Tr N/A 90117PAC9 137000.00000000 PA USD 134567.28000000 0.196128631374 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 3.90050000 N N N N N N Credit Suisse Mortgage Trust N/A 12651DAG3 83405.96000000 PA USD 75086.41000000 0.109436668617 Long ABS-MBS CORP US N 2 2037-11-30 Variable 3.28652000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAD0 30000.00000000 PA USD 30938.53000000 0.045092176535 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 50000.00000000 PA USD 49690.95000000 0.072423385649 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N ANNINGTON FUNDING PLC 549300KK63W8VZIONZ83 000000000 100000.00000000 PA 105546.41000000 0.153831398983 Long DBT CORP GB N 2 2032-10-06 Fixed 2.30800000 N N N N N N CIM Trust N/A 12592SAC1 115000.00000000 PA USD 78642.15000000 0.114619075661 Long ABS-MBS CORP US N 2 2061-08-25 Variable 2.00000000 N N N N N N MASTR Alternative Loans Trust N/A 5764342H6 2399670.16000000 PA USD 234945.71000000 0.342427821603 Long ABS-MBS CORP US N 3 2036-03-25 Floating 5.36926000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED64 564330.13000000 PA USD 506903.91000000 0.738800472942 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Frost CMBS 635400USRLUMX8CQN243 000000000 97324.78000000 PA 106952.17000000 0.155880260971 Long ABS-MBS CORP IE N 2 2033-11-20 Floating 4.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393USG9 1856.51000000 PA USD 2053.36000000 0.002992723688 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.80000000 N N N N N N OCP CLO Ltd 2138002ZIH5ZX5JB4G62 670891AG5 250000.00000000 PA USD 255102.50000000 0.371805866813 Long ABS-CBDO CORP JE N 2 2036-07-16 Floating 10.63611000 N N N N N N HPS Loan Management Ltd N/A 442911AJ2 175000.00000000 PA USD 178927.00000000 0.260781875251 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 11.03201000 N N N N N N SLM Student Loan Trust 549300OORAXMFXOHG132 78444GAD6 340000.00000000 PA USD 347488.02000000 0.506455579554 Long ABS-O CORP US N 2 2083-04-26 Floating 6.82075000 N N N N N N Deutsche Alt-A Securities INC N/A 25150VAM8 269684.04000000 PA USD 231590.06000000 0.337537041007 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.36926000 N N N N N N COMM Mortgage Trust N/A 20049AAC2 1667987.25000000 PA USD 26.60000000 0.000038768871 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.72186700 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12591KAF2 128874.34000000 PA USD 2.62000000 0.000003818588 Long ABS-MBS CORP US N 2 2046-10-10 Variable 0.73865600 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 35000.00000000 PA USD 36609.85000000 0.053357991447 Long DBT CORP KY N 2 2027-02-15 Fixed 8.00000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 35000.00000000 PA USD 37335.78000000 0.054416017271 Long DBT CORP US N 2 2030-08-15 Fixed 7.25000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 58000.00000000 PA USD 40818.55000000 0.059492072264 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 65000.00000000 PA USD 68247.89000000 0.099469687281 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAC7 200000.00000000 PA USD 167692.62000000 0.244408031819 Long DBT CORP NL N 2 2031-09-24 Fixed 2.25000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 15000.00000000 PA USD 13075.41000000 0.019057101161 Long DBT CORP US N 2 2031-06-01 Fixed 2.55000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 50000.00000000 PA USD 43402.10000000 0.063257535351 Long DBT CORP US N 2 2048-06-25 Fixed 4.87500000 N N N N N N 1211 Avenue of the Americas Tr N/A 90117PAJ4 150000.00000000 PA USD 146514.96000000 0.213542092703 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.22957000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 367500.00000000 PA USD 371891.67000000 0.542023322880 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N SCRIPPS ESCROW INC N/A 81104PAA7 66000.00000000 PA USD 57569.56000000 0.083906273587 Long DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N CIM Trust N/A 12569PAA0 79072.35000000 PA USD 78300.30000000 0.114120837362 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0326A7 600000.00000000 PA USD 558930.60000000 0.814628144458 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 3.50000000 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40518JAA7 35000.00000000 PA USD 35307.64000000 0.051460051137 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N VASA Trust N/A 92230AAC0 300000.00000000 PA USD 259387.50000000 0.378051153078 Long ABS-MBS CORP US N 2 2039-07-15 Floating 6.46148000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 45669EAC0 185640.85000000 PA USD 148229.37000000 0.216040804774 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.43888500 N N N N N N Structured Adjustable Rate Mor N/A 863579AN8 59890.90000000 PA USD 58293.84000000 0.084961894576 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.59706800 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 68000.00000000 PA USD 72962.35000000 0.106340901349 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 75000.00000000 PA USD 63763.31000000 0.092933517881 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 90000.00000000 PA USD 78511.81000000 0.114429108190 Long DBT CORP US N 2 2031-09-01 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378KSP5 494743.62000000 PA USD 3558.05000000 0.005185773814 Long ABS-MBS USGA US N 2 2053-12-16 Variable 0.50962000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAM5 70000.00000000 PA USD 78480.20000000 0.114383037362 Long DBT CORP US N 2 2053-11-21 Fixed 6.87500000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -1.00000000 NC 1250.51000000 0.001822588781 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2024-12-27 -131063.82000000 USD 1250.51000000 N N N PRP Advisors, LLC N/A 69359XAA7 60321.33000000 PA USD 60366.76000000 0.087983126502 Long ABS-MBS CORP US N 2 2025-10-25 Variable 5.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PDC2 368977.49000000 PA USD 40567.79000000 0.059126595488 Long ABS-MBS USGSE US N 2 2037-01-25 Floating 1.80540000 N N N N N N MASTR Asset Backed Securities N/A 576457AC9 101847.04000000 PA USD 98382.08000000 0.143389557269 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.17926000 N N N N N N Vericrest Opportunity Loan Tra N/A 92873AAA6 42379.58000000 PA USD 42441.32000000 0.061857221200 Long ABS-O CORP US N 2 2051-02-27 Variable 5.23950000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AZ3 15000.00000000 PA USD 14211.69000000 0.020713202416 Long DBT CORP US N 2 2026-09-01 Fixed 1.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJD2 100000.00000000 PA USD 97542.39000000 0.142165728932 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N CIM Trust N/A 12569VAA7 224290.59000000 PA USD 227737.11000000 0.331921457410 Long ABS-O CORP US N 2 2062-06-25 Variable 6.00000000 N N N N N N Credit-Based Asset Servicing a N/A 17311YAC7 786181.00000000 PA USD 282467.13000000 0.411689168534 Long ABS-O CORP US N 2 2037-03-25 Variable 3.29995000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAM8 52000.00000000 PA USD 47838.10000000 0.069722900548 Long DBT CORP LU N 2 2031-12-01 Fixed 3.75000000 N N N N N N Merrill Lynch First Franklin M N/A 59024QAC4 338710.54000000 PA USD 243256.15000000 0.354540091565 Long ABS-O CORP US N 2 2037-05-25 Floating 5.30926000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AL7 70000.00000000 PA USD 69494.15000000 0.101286081787 Long DBT CORP US N 2 2025-11-15 Fixed 3.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 235000.00000000 PA USD 222782.05000000 0.324699574526 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 571339.34000000 PA USD 562657.48000000 0.820059984008 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 844109.57000000 PA USD 698385.08000000 1.017879754369 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0506A5 850000.00000000 PA USD 851491.75000000 1.241029108665 Long ABS-MBS USGA US N 2 2054-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQTB2 367240.34000000 PA USD 353055.74000000 0.514570399914 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971XQW1 75000.00000000 PA USD 62654.47000000 0.091317409778 Long DBT MUN US N 2 2032-08-01 Fixed 1.85000000 N N N N N N MASTR Asset Backed Securities N/A 576457AD7 300000.00000000 PA USD 252595.77000000 0.368152367061 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.24926000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 25000.00000000 PA USD 25120.60000000 0.036612681012 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N CIM Trust N/A 171936AA5 275842.94000000 PA USD 275071.49000000 0.400910197960 Long ABS-O CORP US N 2 2062-06-25 Variable 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177HAD4 210000.00000000 PA USD 216616.53000000 0.315713474790 Long ABS-MBS CORP US N 2 2058-05-25 Floating 6.86926000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAL0 25000.00000000 PA USD 25335.75000000 0.036926257054 Long DBT CORP LU N 2 2030-01-15 Fixed 5.50000000 N N N N N N Impac CMB Trust N/A 45254NHT7 27285.90000000 PA USD 27125.04000000 0.039534104956 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.58926000 N N N N N N Morgan Stanley Mortgage Loan T N/A 61748HCH2 64727.67000000 PA USD 63131.49000000 0.092012655158 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.76172500 N N N N N N CIM Trust N/A 12565YAA5 114839.14000000 PA USD 114617.96000000 0.167052968787 Long ABS-O CORP US N 2 2055-07-25 Variable 5.56900000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 50000.00000000 PA USD 44037.71000000 0.064183921909 Long DBT CORP GB N 2 2031-08-18 Fixed 2.35700000 N N N N N N Neuberger Berman CLO Ltd 2549001742TZTUKJHB13 64135UAC1 250000.00000000 PA USD 218677.50000000 0.318717289874 Long ABS-CBDO CORP KY N 2 2037-07-24 Variable 0.01000000 N N N N N N Progress Residential Trust N/A 74333PAN7 220000.00000000 PA USD 201289.37000000 0.293374501203 Long ABS-O CORP US N 2 2040-08-17 Fixed 3.83400000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 76169XAB0 5000.00000000 PA USD 4219.30000000 0.006149530066 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AE1 20000.00000000 PA USD 16829.99000000 0.024529312807 Long DBT CORP US N 2 2047-06-01 Fixed 4.37500000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 39000.00000000 PA USD 37656.96000000 0.054884129533 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 55000.00000000 PA USD 52729.59000000 0.076852131659 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N Tricon American Homes N/A 89613GAF3 244000.00000000 PA USD 242761.94000000 0.353819792166 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.88200000 N N N N N N PRP Advisors, LLC N/A 69360XAA4 100898.79000000 PA USD 100985.52000000 0.147184009561 Long ABS-O CORP US N 2 2026-10-25 Variable 2.36300000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAC0 120000.00000000 PA USD 91050.68000000 0.132704214977 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAE0 125000.00000000 PA USD 125133.75000000 0.182379484271 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.14362000 N N N N N N CIM Trust N/A 12565CAA3 73577.95000000 PA USD 73375.30000000 0.106942766218 Long ABS-O CORP US N 2 2059-07-25 Variable 5.56800000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBV3 1612571.79000000 PA USD 39.83000000 0.000058051283 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.05552400 N N N N N N JP Morgan Mortgage Acquisition N/A 46630KAF3 573466.30000000 PA USD 383283.94000000 0.558627287256 Long ABS-O CORP US N 2 2047-03-25 Variable 4.34117700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKFS2 126008.21000000 PA USD 108856.22000000 0.158655368862 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 65000.00000000 PA USD 66886.54000000 0.097485551818 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N WAMU Asset-Backed Certificates N/A 933631AE3 503959.36000000 PA USD 236005.38000000 0.343972265593 Long ABS-O CORP US N 2 2037-01-25 Floating 5.42926000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAB2 15000.00000000 PA USD 12464.26000000 0.018166364475 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N PRP Advisors, LLC N/A 693582AA6 160971.56000000 PA USD 159717.24000000 0.232784103892 Long ABS-O CORP US N 2 2027-02-25 Variable 3.72000000 N N N N N N MIAMI-DADE CNTY FL AVIATION RE N/A 59333P6L7 15000.00000000 PA USD 12759.52000000 0.018596698949 Long DBT MUN US N 2 2035-10-01 Fixed 2.85700000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 25000.00000000 PA USD 23769.79000000 0.034643907350 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46650RAJ5 72000.00000000 PA USD 70008.47000000 0.102035691036 Long ABS-MBS CORP US N 2 2034-01-05 Fixed 4.53640000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643TBC5 1541951.01000000 PA USD 30.22000000 0.000044044936 Long ABS-MBS CORP US N 2 2048-01-15 Variable 0.96541800 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0206A2 475000.00000000 PA USD 392466.61000000 0.572010811836 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 2.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAK7 160000.00000000 PA USD 157113.15000000 0.228988704240 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 185000.00000000 PA USD 172731.86000000 0.251752605065 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251WAD4 384144.77000000 PA USD 126237.58000000 0.183988290417 Long ABS-O CORP US N 2 2036-10-25 Floating 5.28926000 N N N N N N HSI Asset Securitization Corpo N/A 40431JAA1 186585.23000000 PA USD 161091.36000000 0.234786851328 Long ABS-O CORP US N 2 2036-12-25 Floating 5.10926000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAK1 9000.00000000 PA USD 8885.11000000 0.012949837909 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CG0 77000.00000000 PA USD 77564.03000000 0.113047741232 Long DBT CORP US N 2 2030-06-15 Fixed 9.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XBU9 388199.60000000 PA USD 383578.50000000 0.559056601497 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.50000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAG9 5000.00000000 PA USD 4597.56000000 0.006700835080 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 10000.00000000 PA USD 9971.29000000 0.014532919597 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397EBL8 5197243.69000000 PA USD 21574.59000000 0.031444455213 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 0.15000000 N N N N N N DROP Mortgage Trust 2021-FILE N/A 26210YAL0 150000.00000000 PA USD 123126.99000000 0.179454678982 Long ABS-MBS CORP US N 2 2043-10-15 Floating 7.96148000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKE8 165000.00000000 PA USD 163833.40000000 0.238783309846 Long DBT CORP US N 2 2025-12-06 Fixed 1.53000000 N N N N N N GoldenTree Loan Management US 549300TS068SCJRDSP12 38139FAJ9 175000.00000000 PA USD 178134.25000000 0.259626460855 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 10.28201000 N N N N N N Tricon American Homes N/A 89613GAD8 133000.00000000 PA USD 127716.28000000 0.186143460732 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.54800000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0426A6 700000.00000000 PA USD 688414.30000000 1.003347578084 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 4.50000000 N N N N N N Crystal River 5493002U1CTJPBWAAZ92 229395AA6 419900.13000000 PA USD 42445.06000000 0.061862672162 Long ABS-CBDO CORP KY N 3 2046-03-02 Floating 5.63730000 N N N N N N SKYAF 2020-1 A N/A 83084RAA3 59588.97000000 PA USD 55143.07000000 0.080369721739 Long ABS-MBS CORP US N 3 2038-05-10 Floating 3.22900000 N N N N N N Diamond Infrastructure Funding N/A 25265LAE0 215000.00000000 PA USD 199860.35000000 0.291291738314 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.47500000 N N N N N N CoreVest American Finance Ltd N/A 21872UAC8 140000.00000000 PA USD 132594.36000000 0.193253147085 Long ABS-O CORP US N 2 2050-03-15 Fixed 2.29600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH5W3 148837.71500000 PA USD 128627.44000000 0.187471454906 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 35000.00000000 PA USD 29710.31000000 0.043302074902 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 22499.99998000 PA USD 22513.01000000 0.032812180192 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N Impac CMB Trust N/A 45254NKD8 43195.06000000 PA USD 43031.99000000 0.062718108770 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.74926000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 47214BAA6 47000.00000000 PA USD 52087.94000000 0.075916941943 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAD8 5000.00000000 PA USD 4585.91000000 0.006683855480 Long DBT CORP US N 2 2028-02-15 Fixed 5.95000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 10000.00000000 PA USD 9062.38000000 0.013208204746 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 80000.00000000 PA USD 77343.33000000 0.112726076196 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Firstkey Homes Trust N/A 33767TAE0 250000.00000000 PA USD 234568.63000000 0.341878236412 Long ABS-O CORP US N 2 2038-09-17 Fixed 1.70700000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 100000.00000000 PA USD 90861.17000000 0.132428008630 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAP6 20000.00000000 PA USD 20565.25000000 0.029973366009 Long DBT CORP US N 2 2034-01-15 Fixed 5.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0406A6 725000.00000000 PA USD 701031.14000000 1.021736324304 Long ABS-MBS USGA US N 2 2054-10-15 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KFV6 110103.24000000 PA USD 112389.12000000 0.163804487145 Long ABS-MBS CORP US N 2 2033-12-25 Floating 7.33012000 N N N N N N SLM Student Loan Trust 549300MHMWVKFEDI8G73 784442AD7 340000.00000000 PA USD 350191.43000000 0.510395735760 Long ABS-O CORP US N 2 2083-01-25 Floating 6.82075000 N N N N N N H-FOOD HOLDNG/HEARTHSIDE N/A 577088AA5 66000.00000000 PA USD 4843.07000000 0.007058660104 Long DBT CORP US N 2 2026-06-01 Fixed 8.50000000 N N N N N N COLT Funding LLC N/A 19688KAA2 297402.97000000 PA USD 253918.49000000 0.370080200211 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.11000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBK9 30000.00000000 PA USD 31000.27000000 0.045182161126 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N Countrywide Alternative Loan T N/A 02151CAR7 452341.30000000 PA USD 291366.00000000 0.424659061318 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94989MAH2 2967976.02000000 PA USD 5227.20000000 0.007618520504 Long ABS-MBS CORP US N 2 2058-07-15 Variable 0.72131400 N N N N N N Rockford Tower CLO Ltd 5493000QG193Z8ZVLY16 77341KAE1 75000.00000000 PA USD 75000.75000000 0.109311821191 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.19362000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 35000.00000000 PA USD 35965.93000000 0.052419493260 Long DBT CORP US N 2 2030-01-15 Fixed 7.00000000 N N N N N N Mid-State Trust N/A 595481AA0 38837.94000000 PA USD 38867.23000000 0.056648069465 Long ABS-O CORP US N 2 2040-01-15 Fixed 5.74500000 N N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 35000.00000000 PA USD 35321.00000000 0.051479523022 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N N CALIFORNIA ST UNIV REVENUE N/A 13077DQP0 10000.00000000 PA USD 8177.86000000 0.011919037743 Long DBT MUN US N 2 2035-11-01 Fixed 2.37400000 N N N N N N PRP Advisors, LLC N/A 693583AA4 158233.55000000 PA USD 158109.45000000 0.230440787952 Long ABS-O CORP US N 2 2026-04-25 Variable 4.86700000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 85000.00000000 PA USD 79648.32000000 0.116085544664 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAX1 20000.00000000 PA USD 19753.30000000 0.028789968067 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAK4 10000.00000000 PA USD 10617.23000000 0.015474361887 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 00737WAA7 76000.00000000 PA USD 75341.21000000 0.109808033597 Long DBT CORP US N 2 2028-03-01 Fixed 5.50000000 N N N N N N Ace Securities Corp. N/A 00443LAA6 555824.69000000 PA USD 303663.54000000 0.442582435332 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.26926000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 60000.00000000 PA USD 56758.51000000 0.082724187374 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N Progress Residential Trust N/A 74333VAN4 200000.00000000 PA USD 191607.48000000 0.279263375268 Long ABS-O CORP US N 2 2026-05-17 Fixed 3.43600000 N N N N N N Countrywide Alternative Loan T N/A 12668AEV3 296012.84000000 PA USD 280392.30000000 0.408665152828 Long ABS-MBS CORP US N 2 2035-11-20 Floating 5.73534000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 50000.00000000 PA USD 48228.41000000 0.070291768152 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 3000.00000000 PA USD 3077.78000000 0.004485791635 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Residential Accredit Loans, In N/A 76110H2H1 108238.24000000 PA USD 58889.67000000 0.085830302724 Long ABS-MBS CORP US N 2 2035-03-25 Variable 3.63573700 N N N N N N Wells Fargo Commercial Mortgag 549300CFP9NBBMZH1008 95000KBE4 3193782.31000000 PA USD 62069.88000000 0.090465383665 Long ABS-MBS CORP US N 2 2049-11-15 Variable 1.73594400 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 93000.00000000 PA USD 54778.50000000 0.079838369577 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N Progress Residential Trust N/A 74331FAL5 292000.00000000 PA USD 279498.40000000 0.407362314697 Long ABS-O CORP US N 2 2038-04-17 Fixed 2.75700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 180000.00000000 PA USD 177230.59000000 0.258309397755 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3L3 25000.00000000 PA USD 24049.08000000 0.035050965927 Long DBT CORP US N 2 2027-03-08 Fixed 3.20500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378XLU3 486620.41000000 PA USD 13671.50000000 0.019925888253 Long ABS-MBS USGA US N 2 2054-11-16 Variable 0.89660000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD 21379.31000000 0.031159839227 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 2024-12-19 -2283973.06000000 USD 21379.31000000 N N N GSAA Home Equity Trust N/A 362334ME1 519919.98000000 PA USD 148173.03000000 0.215958690555 Long ABS-MBS CORP US N 2 2036-03-25 Variable 5.73434000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CD7 15000.00000000 PA USD 15577.26000000 0.022703488428 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394F3P8 1527.12000000 PA USD 2.33000000 0.000003395919 Long ABS-MBS USGSE US N 2 2025-10-25 Floating 0.70540000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 380376.77500000 PA USD 342004.51000000 0.498463493280 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 72000.00000000 PA USD 68449.57000000 0.099763631116 Long DBT CORP US N 2 2029-10-31 Fixed 4.37500000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBC8 28000.00000000 PA USD 26922.32000000 0.039238645345 Long DBT CORP LU N 2 2030-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378MKU8 1092186.45000000 PA USD 134031.71000000 0.195348050752 Long ABS-MBS USGA US N 2 2043-02-20 Floating 1.12466000 N N N N N N Elmwood CLO 30 Ltd N/A 29001JAC0 250000.00000000 PA USD 250482.50000000 0.365072325963 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 7.04990000 N N N N N N Starwood Mortgage Residential N/A 85573RAA6 182526.40000000 PA USD 161106.00000000 0.234808188782 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCD5 100000.00000000 PA 112995.09000000 0.164687674104 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N GS Mortgage Securities Trust N/A 36264LAJ7 150000.00000000 PA USD 147597.89000000 0.215120437593 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.61448000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576429AA2 212751.63000000 PA USD 191751.81000000 0.279473732833 Long ABS-MBS CORP US N 2 2047-03-25 Floating 5.26926000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378KPD5 3456191.44000000 PA USD 83473.28000000 0.121660333497 Long ABS-MBS USGA US N 2 2051-09-16 Variable 0.77500000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAF2 4287933.17000000 PA USD 13056.76000000 0.019029919226 Long ABS-MBS CORP US N 2 2048-07-10 Variable 0.82640400 N N N N N N HarborView Mortgage Loan Trust N/A 41161MAA8 308801.89000000 PA USD 102826.98000000 0.149867894006 Long ABS-MBS CORP US N 2 2047-07-19 Floating 6.03303000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 33000.00000000 PA USD 28881.41000000 0.042093972735 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N Conseco Financial Corp N/A 3935053P5 69545.22000000 PA USD 22423.65000000 0.032681940103 Long ABS-O CORP US N 2 2030-03-01 Variable 7.86000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 15000.00000000 PA USD 16035.99000000 0.023372076565 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAK0 75000.00000000 PA USD 77985.91000000 0.113662621365 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376GXY1 1323072.55000000 PA USD 13600.66000000 0.019822640626 Long ABS-MBS USGA US N 2 2050-09-16 Variable 0.29800000 N N N N N N Structured Receivables Finance N/A 86365FAC8 225557.15000000 PA USD 231467.84000000 0.337358908245 Long ABS-O CORP US N 2 2046-01-16 Fixed 7.61400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 95000.00000000 PA USD 86329.21000000 0.125822784000 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 125000.00000000 PA USD 122026.06000000 0.177850099517 Long DBT CORP US N 2 2052-03-16 Fixed 5.65000000 N N N N N N Neuberger Berman CLO Ltd 549300LCOEVXWN75LP18 64134AAA0 85000.00000000 PA USD 85000.85000000 0.123886730683 Long ABS-CBDO CORP KY N 2 2035-07-17 Floating 6.67738000 N N N N N N CIM Trust N/A 12570GAB5 220806.47000000 PA USD 209474.73000000 0.305304470019 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17328EAN8 200000.00000000 PA USD 153922.28000000 0.224338086601 Long ABS-MBS CORP US N 2 2041-12-10 Variable 3.61976700 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAD8 55000.00000000 PA USD 50055.07000000 0.072954081946 Long DBT CORP US N 2 2032-03-01 Fixed 3.60000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CB9 15000.00000000 PA USD 14715.30000000 0.021447202092 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAC9 76000.00000000 PA USD 71246.96000000 0.103840760951 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFD6 150000.00000000 PA USD 150492.27000000 0.219338928062 Long DBT CORP US N 2 2029-08-25 Fixed 4.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 110000.00000000 PA USD 108830.76000000 0.158618261513 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTP79 420247.52300000 PA USD 347636.82000000 0.506672452039 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 585000.00000000 PA USD 504749.07000000 0.735659844551 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N VT TOPCO INC 5493007T812R37X02Y38 91838PAA9 70000.00000000 PA USD 74802.35000000 0.109022657878 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AT5H3 238596.54000000 PA USD 4475.18000000 0.006522469121 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 3.09700000 N N N N N N PRP Advisors, LLC N/A 69358DAA2 76092.52000000 PA USD 75813.25000000 0.110496020745 Long ABS-O CORP US N 2 2026-06-25 Variable 4.79300000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GVL9 294425.76000000 PA USD 270004.94000000 0.393525821035 Long ABS-O CORP US N 2 2035-08-25 Variable 6.12900000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 100000.00000000 PA USD 99652.25000000 0.145240800035 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N GSAMP Trust N/A 3622MGAD0 240096.38000000 PA USD 119423.84000000 0.174057425346 Long ABS-O CORP US N 2 2046-12-25 Floating 5.26926000 N N N N N N Merrill Lynch Alternative Note N/A 59024HAE0 1696106.76000000 PA USD 71239.20000000 0.103829450934 Long ABS-MBS CORP US N 3 2037-04-25 Floating 5.62926000 N N N N N N Golub Capital Partners CLO Ltd 2549004WBNSFGOX1MY52 38179UAD0 250000.00000000 PA USD 252487.50000000 0.367994566094 Long ABS-CBDO CORP US N 2 2036-11-09 Floating 8.35416000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAM1 5000.00000000 PA USD 4937.35000000 0.007196070977 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 116000.00000000 PA USD 106404.74000000 0.155082394679 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 5000.00000000 PA USD 3461.44000000 0.005044967021 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 3000.00000000 PA USD 2365.95000000 0.003448316228 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAE1 7802041.52000000 PA USD 4050.04000000 0.005902837615 Long ABS-MBS CORP US N 2 2046-05-15 Variable 0.15674800 N N N N N N FRESENIUS MED CARE III 5299006ZHLMXOOUVTU44 35805BAC2 30000.00000000 PA USD 28241.67000000 0.041161566800 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LXH7 416110.18000000 PA USD 36957.28000000 0.053864362463 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 0.65540000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 20000.00000000 PA USD 18611.40000000 0.027125675795 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BKRL6 1676868.00000000 PA USD 14566.62000000 0.021230504505 Long ABS-MBS USGSE US N 2 2043-06-25 Variable 1.54549800 N N N N N N Golub Capital Partners CLO Ltd N/A 381742AC9 175000.00000000 PA USD 177649.50000000 0.258919949183 Long ABS-CBDO CORP US N 2 2036-01-20 Floating 8.07487000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 586632.52000000 NS USD 586632.52000000 0.855003038384 Long STIV RF US N 1 N N N Residential Asset Securities C N/A 76110W7F7 164736.00000000 PA USD 161231.77000000 0.234991495586 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.62926000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 41000.00000000 PA USD 41249.59000000 0.060120302880 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 36962GX74 325000.00000000 PA USD 306988.98000000 0.447429185566 Long DBT CORP US N 2 2036-08-15 Floating 5.85970000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 25000.00000000 PA USD 22550.48000000 0.032866791832 Long DBT CORP N/A N 2 2026-08-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FPJ5 438711.60000000 PA USD 33760.91000000 0.049205728704 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 0.66345000 N N N N N N Palmer Square CLO Ltd N/A 69688HAC0 250000.00000000 PA USD 235050.00000000 0.342579821814 Long ABS-CBDO CORP KY N 2 2037-07-20 Variable 0.01000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAD9 40000.00000000 PA USD 28214.62000000 0.041122142064 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 10000.00000000 PA USD 9066.91000000 0.013214807114 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAF1 150000.00000000 PA USD 146200.42000000 0.213083658084 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N Credit Suisse Mortgage Trust N/A 12662GAC2 189777.67000000 PA USD 189251.36000000 0.275829386032 Long ABS-MBS CORP US N 2 2060-12-27 Variable 4.07399300 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 124000.00000000 PA USD 116410.32000000 0.169665291142 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N HPS Loan Management Ltd N/A 442924AN6 250000.00000000 PA USD 253607.50000000 0.369626939633 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 8.21505000 N N N N N N First Franklin Mtg Loan Asset N/A 32029AAC1 251914.96000000 PA USD 229834.79000000 0.334978776452 Long ABS-O CORP US N 2 2037-12-25 Floating 5.18926000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 40000.00000000 PA USD 36392.90000000 0.053041791947 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 15000.00000000 PA USD 14598.18000000 0.021276502459 Long DBT CORP US N 2 N/A Fixed 4.37500000 N N N N N N Natixis Commercial Mortgage Se N/A 63874GAL9 180000.00000000 PA USD 149899.63000000 0.218475169264 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.45976600 N N N N N N Park Avenue Institutional Advi N/A 70015QAC2 40000.00000000 PA USD 40004.40000000 0.058305467874 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 7.29362000 N N N N N N KGS-Alpha SBA COOF Trust N/A 49374FAA9 640648.85000000 PA USD 22158.89000000 0.032296058659 Long ABS-MBS USGA US N 2 2035-10-25 Variable 1.66210700 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAD1 39000.00000000 PA USD 36904.82000000 0.053787903253 Long DBT CORP US N 2 2028-09-15 Fixed 2.86600000 N N N N N N Octagon Credit Partners 46, LT N/A 67577VAN3 125000.00000000 PA USD 125001.25000000 0.182186368651 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.21298000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BN62 6213426.03000000 PA USD 38672.36000000 0.056364051044 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.17279000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BD9 45000.00000000 PA USD 38166.22000000 0.055626363952 Long DBT CORP US N 2 2031-09-13 Fixed 2.62500000 N N N N N N OT MERGER CORP N/A 688777AA9 123000.00000000 PA USD 51021.55000000 0.074362703712 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643PBG4 2435367.70000000 PA USD 43.35000000 0.000063181600 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.89736300 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AJ6 75000.00000000 PA USD 75210.27000000 0.109617191641 Long DBT CORP US N 2 2024-12-15 Floating 7.49825000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46642NBF2 871360.84000000 PA USD 13.07000000 0.000019049216 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.53902900 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KND83 203244.97000000 PA USD 182424.72000000 0.265879719515 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 20754JAC8 61942.81000000 PA USD 64466.15000000 0.093957890576 Long ABS-MBS CORP US N 2 2039-09-25 Floating 9.14460000 N N N N N N SLM Student Loan Trust 549300EQOYJZL2D96G46 78445AAE6 340000.00000000 PA USD 353849.56000000 0.515727373810 Long ABS-O CORP US N 2 2073-04-25 Floating 7.47075000 N N N N N N Morgan Stanley Mortgage Loan T 549300E4V6DCTUJSC749 61749JAS5 884800.88000000 PA USD 257416.80000000 0.375178904386 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.96200000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BU7 100000.00000000 PA 119375.01000000 0.173986256774 Long DBT CORP US N 2 2030-07-06 Fixed 4.87500000 N N N N N N SFAVE Commercial Mortgage Secu 549300FIGODFFTOAAU64 78413MAQ1 200000.00000000 PA USD 145993.10000000 0.212781494082 Long ABS-MBS CORP US N 2 2043-01-05 Variable 4.53427700 N N N N N N Pretium Mortgage Credit Partne N/A 69377NAB5 197000.00000000 PA USD 192135.38000000 0.280032777046 Long ABS-O CORP US N 2 2052-06-25 Variable 6.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F0226A8 525000.00000000 PA USD 453058.73000000 0.660322395214 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 40000.00000000 PA USD 41634.54000000 0.060681358411 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576431AA8 425561.81000000 PA USD 182690.45000000 0.266267014712 Long ABS-MBS CORP US N 2 2047-01-25 Floating 5.35926000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KPV5 150000.00000000 PA USD 152195.13000000 0.221820806281 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.13012000 N N N N N N Progress Residential Trust N/A 74333VAJ3 225000.00000000 PA USD 216130.88000000 0.315005651389 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.53800000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 15000.00000000 PA USD 14472.95000000 0.021093982693 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BN5 45000.00000000 PA USD 41885.66000000 0.061047359878 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N FARMERS EXCHANGE CAP II N/A 30958PAA1 50000.00000000 PA USD 47449.06000000 0.069155883939 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 18538RAJ2 112000.00000000 PA USD 105536.90000000 0.153817538382 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N Flatiron CLO Ltd 5493000CIUZPG6SZO932 33883QAE5 250000.00000000 PA USD 250020.00000000 0.364398243140 Long ABS-CBDO CORP US N 2 2034-10-15 Floating 7.16298000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 75000.00000000 PA USD 72619.65000000 0.105841424195 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Fremont Home Loan Trust N/A 35729PHP8 286455.08000000 PA USD 256386.95000000 0.373677922342 Long ABS-O CORP US N 2 2035-01-25 Floating 5.98926000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU 5493000F7E2NMQ4HIO61 92939FBA6 135048.89000000 PA USD 1.73000000 0.000002521434 Long ABS-MBS CORP US N 2 2047-08-15 Variable 0.69744100 N N N N N N GSAA Home Equity Trust N/A 3622ECBU9 1739354.20000000 PA USD 350423.76000000 0.510734351246 Long ABS-MBS CORP US N 2 2047-04-25 Floating 5.24926000 N N N N N N Ajax Mortgage Loan Trust N/A 009733AA4 222708.85000000 PA USD 222867.49000000 0.324824101308 Long ABS-MBS CORP US N 2 2061-01-25 Variable 5.11500000 N N N N N N CIM Trust N/A 12560YAA0 285543.66000000 PA USD 252368.03000000 0.367820441391 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 54000.00000000 PA USD 34466.18000000 0.050233643067 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 14000.00000000 PA USD 14308.06000000 0.020853659414 Long DBT CORP US N 2 2030-06-15 Fixed 6.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373M8V5 4006554.97000000 PA USD 40.07000000 0.000058401078 Long ABS-MBS USGA US N 2 2049-10-16 Variable 0.01000000 N N N N N N GSAA Home Equity Trust N/A 362334NC4 663181.96000000 PA USD 249198.58000000 0.363201042896 Long ABS-MBS CORP US N 2 2046-03-25 Variable 6.72000000 N N N N N N CSAIL Commercial Mortgage Trus 549300UFJ8EKD81Y8R30 126281BB9 1084206.55000000 PA USD 571.81000000 0.000833399565 Long ABS-MBS CORP US N 2 2050-04-15 Variable 0.86985100 N N N N N N COGENT COMM GROUP LLC 549300KFWFYF8Q1U0Y26 19240CAE3 38000.00000000 PA USD 38681.04000000 0.056376701939 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N PAPA JOHN'S INTERNATIONA HZYLD3DK5XOX0WBVNB56 698813AA0 35000.00000000 PA USD 32418.50000000 0.047249197845 Long DBT CORP US N 2 2029-09-15 Fixed 3.87500000 N N N N N N Ace Securities Corp. N/A 00442JAE4 357985.54000000 PA USD 146894.71000000 0.214095569356 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.72926000 N N N N N N Stratus CLO N/A 86315XAG1 250000.00000000 PA USD 30000.00000000 0.043724291233 Long ABS-CBDO CORP KY N 2 2029-12-29 Variable 0.00001098 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -3.00000000 NC -2950.20000000 -0.00429984679 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2024-12-06 -445987.49000000 USD -2950.20000000 N N N Firstkey Homes Trust N/A 33768NAG7 350000.00000000 PA USD 348018.76000000 0.507229120565 Long ABS-O CORP US N 2 2039-05-19 Fixed 5.19700000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BEVK7 228277.26000000 PA USD 21.78000000 0.000031743835 Long ABS-MBS USGSE US N 2 2042-11-25 Variable 2.12304600 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 40000.00000000 PA USD 40619.10000000 0.059201378601 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 135000.00000000 PA USD 134561.36000000 0.196120003114 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Progress Residential Trust N/A 74333HAQ8 250000.00000000 PA USD 235260.95000000 0.342887276456 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.00300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 35000.00000000 PA USD 34064.46000000 0.049648145658 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 75000.00000000 PA USD 75358.88000000 0.109833787205 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N GS Mortgage Securities Trust N/A 36258PAC1 940000.00000000 PA USD 73.04000000 0.000106454074 Long ABS-MBS CORP US N 2 2037-02-10 Variable 0.44589700 N N N N N N GSAA Home Equity Trust N/A 3622ECAP1 669939.94000000 PA USD 236171.85000000 0.344214891685 Long ABS-MBS CORP US N 2 2037-05-25 Variable 5.90812000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 000000000 100000.00000000 PA 112483.16000000 0.163941548223 Long DBT CORP US N 2 2034-06-15 Fixed 3.85000000 N N N N N N HarborView Mortgage Loan Trust N/A 41161PL27 583327.96000000 PA USD 296143.06000000 0.431621513407 Long ABS-MBS CORP US N 2 2046-05-19 Floating 5.43930000 N N N N N N BXHPP Trust N/A 05609JAL6 120000.00000000 PA USD 112790.82000000 0.164389955405 Long ABS-MBS CORP US N 2 2036-08-15 Floating 6.31148000 N N N N N N Bank N/A 06539WBE5 258000.00000000 PA USD 229530.76000000 0.334535659909 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.84100000 N N N N N N Golub Capital Partners CLO, LT N/A 38179MAA4 250000.00000000 PA USD 251170.00000000 0.366074340970 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 7.23460000 N N N N N N KEDRION SPA 81560047FA58E1BEDF67 49272YAB9 70000.00000000 PA USD 66781.15000000 0.097331948383 Long DBT CORP IT N 2 2029-09-01 Fixed 6.50000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 591894CB4 75000.00000000 PA USD 74614.83000000 0.108749351908 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 100000.00000000 PA 99122.02000000 0.144468002337 Long DBT CORP LU N 2 2030-04-20 Fixed 1.62500000 N N N N N N CIM Trust N/A 12563RAC8 306053.51000000 PA USD 277587.56000000 0.404577310541 Long ABS-MBS CORP US N 2 2056-08-25 Variable 2.40000000 N N N N N N Terwin Mortgage Trust N/A 881561FV1 48749.02000000 PA USD 46921.36000000 0.068386773657 Long ABS-MBS CORP US N 2 2034-07-25 Floating 6.06926000 N N N N N N Credit-Based Asset Servicing a N/A 1248MBAJ4 209391.62000000 PA USD 127632.09000000 0.186020755796 Long ABS-O CORP US N 2 2037-02-25 Variable 3.55026300 N N N N N N Cedar Funding Ltd 254900Q56WTD2BRLBE32 15032TBG0 75000.00000000 PA USD 74992.50000000 0.109299797011 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.89362000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 15000.00000000 PA USD 14266.34000000 0.020792853499 Long DBT CORP US N 2 N/A Fixed 3.55000000 N N N N N N Residential Accredit Loans, In N/A 75114TAF8 238874.84000000 PA USD 198995.21000000 0.290030817204 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N American Home Mortgage Assets N/A 02660BAA0 700076.61000000 PA USD 250901.65000000 0.365683227185 Long ABS-MBS CORP US N 2 2047-02-25 Floating 5.82303000 N N N N N N FRTKL N/A 30322DAN9 300000.00000000 PA USD 277572.57000000 0.404555462970 Long ABS-O CORP US N 2 2038-09-17 Fixed 4.10500000 N N N N N N Citigroup Commercial Mortgage N/A 29429EAF8 1930184.61000000 PA USD 44438.45000000 0.064767990992 Long ABS-MBS CORP US N 2 2049-07-10 Variable 2.04639200 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 250000.00000000 PA USD 239024.14000000 0.348372036973 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 140000.00000000 PA USD 121521.43000000 0.177114613214 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 50000.00000000 PA USD 38266.88000000 0.055773073523 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 35000.00000000 PA USD 31155.57000000 0.045408507207 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 330000.00000000 PA USD 323720.23000000 0.471814587157 Long DBT CORP GB N 2 2026-06-04 Fixed 2.09900000 N N N N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 4500.00000000 NS USD 47070.00000000 0.068603412945 Long EC CORP US N 1 N N N Banc of America Commercial Mor N/A 06054AAA7 1500000.00000000 PA USD 15493.05000000 0.022580754343 Long ABS-MBS CORP US N 2 2048-09-15 Variable 1.25000000 N N N N N N FREMF Mortgage Trust N/A 35708TAQ0 4303859.20000000 PA USD 31.42000000 0.000045793907 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 0.10000000 N N N N N N CALIFORNIA ST HLTH FACS FING A 5493007RI8BUDOGHZ546 13032UB31 20000.00000000 PA USD 16234.10000000 0.023660817210 Long DBT MUN US N 2 2051-08-15 Fixed 3.00000000 N N N N N N CIM Trust N/A 12566LAB0 52989.50000000 PA USD 48763.64000000 0.071071853232 Long ABS-MBS CORP US N 2 2057-06-25 Variable 1.95100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCT1 505000.00000000 PA USD 501198.55000000 0.730485045534 Long DBT CORP US N 2 2025-12-10 Fixed 1.56100000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAE0 111000.00000000 PA USD 119827.90000000 0.174646333250 Long DBT CORP US N 2 2031-03-15 Fixed 8.62500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -3420.70000000 -0.00498558943 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -79000.00000000 GBP 102545.11000000 USD 2024-10-11 -3420.70000000 N N N COBALT CMBS Commercial Mortgag N/A 19075CBE2 852870.63000000 PA USD 3816.60000000 0.005562604330 Long ABS-MBS CORP US N 2 2047-04-15 Variable 0.64809000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 131983.69570000 PA USD 138743.14000000 0.202214848667 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABC1 21906.28000000 PA USD 21967.07000000 0.032016485540 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.61000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46591AAC9 1157000.00000000 PA USD 62851.07000000 0.091603949633 Long ABS-MBS CORP US N 2 2051-06-15 Variable 1.91559100 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 65000.00000000 PA USD 64496.22000000 0.094001716891 Long DBT CORP US N 2 2031-02-15 Fixed 8.50000000 N N N N N N Fannie Mae - CAS N/A 20753TAC7 156672.36000000 PA USD 166313.18000000 0.242397530609 Long ABS-MBS CORP US N 2 2039-06-25 Floating 10.64460000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AS8 36000.00000000 PA USD 35701.98000000 0.052034792371 Long DBT CORP US N 2 2027-01-15 Fixed 5.62500000 N N N N N N PRP Advisors, LLC N/A 69360MAA8 61327.76000000 PA USD 61025.57000000 0.088943326512 Long ABS-O CORP US N 2 2026-09-25 Variable 4.74300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378BQ77 1948881.10000000 PA USD 32067.47000000 0.046737579913 Long ABS-MBS USGA US N 2 2051-12-16 Variable 0.61684000 N N N N N N Structured Asset Mortgage Inve N/A 86361HAA2 346592.71000000 PA USD 285593.88000000 0.416246332787 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.38926000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 289.12000000 0.000421385569 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -93504.67000000 USD 84000.00000000 EUR 2024-10-11 289.12000000 N N N Banc of America Funding Corpor 54930023UHZHF7UJ8596 05990QAB9 362486.00000000 PA USD 312288.23000000 0.455152717244 Long ABS-MBS CORP US N 2 2036-03-27 Variable 3.59377700 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 400.00000000 PA 40675.86000000 0.059284104960 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 Ladder Capital Commercial Mort N/A 50184BAE8 1364353.75000000 PA USD 43373.49000000 0.063215836952 Long ABS-MBS CORP US N 2 2036-02-15 Variable 1.31227400 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MDN9 174066.70000000 PA USD 142316.32000000 0.207422674098 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.61808600 N N N N N N HSI Asset Loan Obligation N/A 40432BAR0 191583.52000000 PA USD 147254.39000000 0.214619794459 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 345000.00000000 PA USD 266255.36000000 0.388060896771 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CP7 50000.00000000 PA USD 52296.32000000 0.076220650870 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N HPS Loan Management Ltd 2549009NI8GVCM3ROT27 40436TAS5 85000.00000000 PA USD 85022.95000000 0.123918940911 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.68362000 N N N N N N TIF Funding II LLC N/A 872480AE8 378512.50000000 PA USD 340162.14000000 0.495778282532 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.65000000 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAB0 35000.00000000 PA USD 35411.05000000 0.051610768769 Long DBT CORP US N 2 2034-10-01 Fixed 6.15000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 38.00000000 NC USD 21095.88000000 0.030746746698 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 2024-12-31 7892107.25000000 USD 21095.88000000 N N N BXHPP Trust N/A 05609JAN2 100000.00000000 PA USD 92884.69000000 0.135377241223 Long ABS-MBS CORP US N 2 2036-08-15 Floating 6.71148000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 24000.00000000 PA USD 23936.82000000 0.034887349629 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAE9 9783816.76000000 PA USD 15504.41000000 0.022597311274 Long ABS-MBS CORP US N 2 2037-09-15 Variable 0.68591600 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 65000.00000000 PA USD 58772.16000000 0.085659034675 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQZ67 297829.20600000 PA USD 286187.25000000 0.417111155544 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Banc of America Funding Corpor 549300LENCFK8RITKD65 05990PAB1 232048.25000000 PA USD 168466.17000000 0.245535462669 Long ABS-MBS CORP US N 2 2045-09-26 Floating 4.29785800 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529537AA0 55000.00000000 PA USD 46123.74000000 0.067224261351 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 70000.00000000 PA USD 57242.30000000 0.083429299869 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508RAE6 11000.00000000 PA USD 10995.38000000 0.016025506578 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Fannie Mae - CAS N/A 20754AAF0 150000.00000000 PA USD 153636.06000000 0.223920927713 Long ABS-MBS CORP US N 2 2041-12-25 Floating 8.03012000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -19.00000000 NC USD 5513.84000000 0.008036291532 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 2024-12-19 -2253154.56000000 USD 5513.84000000 N N N CENTRAL GARDEN & PET CO 5493004DVZLD37DJ0H83 153527AN6 40000.00000000 PA USD 37248.12000000 0.054288254892 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N First Franklin Mtg Loan Asset N/A 32028TAE7 698431.63000000 PA USD 367376.71000000 0.535442875348 Long ABS-O CORP US N 2 2038-01-25 Floating 5.40926000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBC8 35000.00000000 PA USD 36498.79000000 0.053196124121 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 240000.00000000 PA USD 237437.86000000 0.346060071350 Long DBT CORP US N 2 2026-02-11 Fixed 2.16400000 N N N N N N Oak Hill Credit Partners N/A 67098WAN1 150000.00000000 PA USD 150043.50000000 0.218684856390 Long ABS-CBDO CORP KY N 2 2037-02-24 Floating 6.57947000 N N N N N N BX Trust N/A 05609BBF5 229334.83000000 PA USD 223709.82000000 0.326051777382 Long ABS-MBS CORP US N 2 2036-02-15 Floating 6.81148000 N N N N N N Carrington Mortgage Loan Trust N/A 14453MAD6 175000.00000000 PA USD 158589.60000000 0.231140595233 Long ABS-O CORP US N 2 2036-10-25 Floating 5.20926000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 5000.00000000 PA USD 5034.87000000 0.007338204073 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAF4 50000.00000000 PA USD 41433.22000000 0.060387939267 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JY7 130000.00000000 PA USD 133482.33000000 0.194547342381 Long DBT CORP US N 2 2053-02-01 Fixed 5.30000000 N N N N N N 2024-11-21 TCW METROPOLITAN WEST FUNDS Eric Chan Eric Chan Managing Director