NPORT-P false 0000751199 XXXXXXXX S000007066 C000019273 C000150510 C000019276 C000019275 C000019277 C000019272 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Total Bond Fund S000007066 52O386XUF1CQJ82UNB64 2024-08-31 2024-08-31 N 46061569919.09 6659754377.03 39401815542.06 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4417090863.87000000 0.00000000 0.00000000 1068863.48000000 USD N Bloomberg US Universal Bond Index 19807815 SOLIANT LOWER INTERMEDIATE LLC N/A N/A 2040000.00000000 PA USD 2040000.00000000 0.005177426400 Long LON CORP US N 2 2031-07-18 Variable 0.08996740 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396NCS3 89769.58870000 PA USD 74688.75000000 0.000189556620 Long ABS-CBDO USGSE US N 2 2036-04-15 Fixed 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417N3E9 4454.11160000 PA USD 4443.56000000 0.000011277551 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJRY6 1952252.27500000 PA USD 1863457.59000000 0.004729369863 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.02500000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAB0 935000.00000000 PA USD 1008486.33000000 0.002559492033 Long DBT CORP GB N 2 2029-03-15 Fixed 0.09625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402TVQ5 63948.25080000 PA USD 63727.70000000 0.000161737978 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAJ2 1505000.00000000 PA USD 1507821.88000000 0.003826782749 Long DBT NUSS NG N 2 2025-11-21 Fixed 0.07625000 N N N N N N TRICON RESIDENTIAL 2022-SFR2 TR N/A 89616TAE5 2499000.00000000 PA USD 2574638.98000000 0.006534315600 Long ABS-MBS CORP US N 2 2040-07-17 Fixed 0.07507000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLHS2 3433037.81600000 PA USD 3117028.74000000 0.007910875925 Long ABS-CBDO USGSE US N 2 2048-06-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LPTT9 711291.31000000 PA USD 589923.25000000 0.001497198141 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW89 1420000.00000000 PA USD 1110255.40000000 0.002817777264 Long DBT NUSS EG N 2 2049-03-01 Fixed 0.08700200 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 4615000.00000000 PA USD 4829244.41000000 0.012256400735 Long DBT CORP US N 2 2030-05-15 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q75R4 2284539.32900000 PA USD 2134366.74000000 0.005416924856 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X72A6 173215.55500000 PA USD 153855.91000000 0.000390479240 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404Q2Z1 19281.70080000 PA USD 19216.68000000 0.000048771052 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36193VFQ0 105662.52980000 PA USD 99727.24000000 0.000253103159 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AG4U9 664.65210000 PA USD 661.90000000 0.000001679871 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AT3 430000.00000000 PA USD 484287.50000000 0.001229099454 Long DBT NUSS HU N 2 2052-09-25 Fixed 0.06750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0YY8 45981.40290000 PA USD 45808.10000000 0.000116258856 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4K33 10497.78000000 PA USD 10233.74000000 0.000025972762 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297F4N9 14431.40700000 PA USD 14649.18000000 0.000037178946 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KCG7 122080.97320000 PA USD 127731.16000000 0.000324175823 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201BC95 3226.93590000 PA USD 3256.80000000 0.000008265608 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 0.05000000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 1715000.00000000 PA USD 1607049.33000000 0.004078617464 Long DBT CORP US N 2 2029-03-15 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKP93 18459440.57800000 PA USD 15884751.03000000 0.040314769285 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N RENAISSANCE HOLDINGS CORP 549300UKKEC0Y6TXNF09 75972JAJ3 6825152.73000000 PA USD 6819692.61000000 0.017308066941 Long LON CORP US N 2 2030-04-08 Variable 0.09496740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374R3J0 428.13640000 PA USD 428.44000000 0.000001087361 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07500000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 2200000.00000000 PA 2444770.66000000 0.006204715763 Long DBT CORP NL N 2 2031-07-22 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407EJ61 6174.27610000 PA USD 6410.03000000 0.000016268362 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.06000000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 695847AS2 2270000.00000000 PA USD 2082725.00000000 0.005285860489 Long DBT NUSS PK N 2 2026-04-08 Fixed 0.06000000 N N N N N N PALMER SQUARE CLO 2024-2 LTD N/A 69703MAA4 500000.00000000 PA USD 499990.00000000 0.001268951679 Long ABS-CBDO CORP KY N 2 2037-07-20 Variable 0.10993880 N N N N N N BBCMS MTG TR 2022-C17 N/A 054976AE5 2520000.00000000 PA USD 2464572.85000000 0.006254972813 Long ABS-MBS CORP US N 2 2055-09-15 Fixed 0.04441000 N N N N N N COMM 2006 FL12 N/A 12592LBP6 1020000.00000000 PA USD 972287.66000000 0.002467621470 Long ABS-MBS CORP US N 2 2047-11-10 Variable 0.04534638 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69338CAH4 2290000.00000000 PA USD 2296686.80000000 0.005828885721 Long LON CORP US N 2 2027-06-23 Variable 0.07746740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MUB7 4565.55680000 PA USD 4670.46000000 0.000011853413 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05500000 N N N N N N HONDA AUTO RECEIVABLES 2023-3 OWNER TR N/A 43815QAC1 6100000.00000000 PA USD 6156701.94000000 0.015625427040 Long ABS-CBDO CORP US N 2 2028-02-18 Fixed 0.05410000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307TN31 19982.57150000 PA USD 19375.36000000 0.000049173774 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.03000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2Q7 615000.00000000 PA USD 622902.75000000 0.001580898599 Long DBT CORP SA N 2 2064-07-17 Fixed 0.05875000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAA9 28507610.45000000 PA USD 28471975.94000000 0.072260568576 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06778920 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X49 1997619.43500000 PA USD 1935224.79000000 0.004911511724 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 1665000.00000000 PA USD 1694918.72000000 0.004301625944 Long DBT CORP US N 2 2034-02-01 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FWL2 612.33720000 PA USD 623.23000000 0.000001581729 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WAU7 8593000.00000000 PA USD 7851308.09000000 0.019926259696 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04247500 N N N N N N CAMELOT US ACQUISITION LLC 549300U6VBJHQP2SFL81 N/A 8651349.93000000 PA USD 8651349.93000000 0.021956729178 Long LON CORP US N 2 2031-01-31 Variable 0.07996740 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CP3 2945000.00000000 PA USD 2874135.94000000 0.007294425143 Long DBT NUSS TR N 2 2028-02-17 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WUPU1 27939.78280000 PA USD 25740.65000000 0.000065328588 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5SZ3 1032.16480000 PA USD 1075.80000000 0.000002730331 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.06000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C3 N/A 46635TBK7 368000.00000000 PA USD 34934.24000000 0.000088661498 Long ABS-MBS CORP US N 2 2046-02-15 Variable 0.04409000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FMU67 2908164.84800000 PA USD 2835006.76000000 0.007195117080 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 0.02862000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HAYB0 123698.26000000 PA USD 119201.68000000 0.000302528394 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N MEDLINE BORROWER LP N/A 58503UAE3 14229669.73000000 PA USD 14257559.88000000 0.036185032805 Long LON CORP US N 2 2028-10-23 Variable 0.07996740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384VP48 1179.66820000 PA USD 1224.05000000 0.000003106582 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EEAV1 107090.78740000 PA USD 104741.19000000 0.000265828334 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N CAMB COML MTG TR 2019-LIFE N/A 12482HAS3 6423000.00000000 PA USD 6327272.89000000 0.016058328285 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.08884000 N N N N N N GS MTG SECS CORP TR 2023-SHIP N/A 36270GAJ0 4514000.00000000 PA USD 4520458.18000000 0.011472715451 Long ABS-MBS CORP US N 2 2038-09-10 Variable 0.07681387 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 92837TAA0 937000.00000000 PA USD 881905.99000000 0.002238236938 Long DBT CORP US N 2 2028-12-15 Fixed 0.07125000 N N N N N N AASET 2021-2 TR N/A 00258BAA2 31461460.03000000 PA USD 28518086.28000000 0.072377594503 Long ABS-CBDO CORP US N 2 2047-01-15 Fixed 0.02798000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 21621000.00000000 PA USD 20270517.96000000 0.051445644524 Long DBT CORP CH N 2 2027-08-10 Variable 0.01494000 N N N N N N RESTAURANT TECHNOLOGIES INC 5493001IZARCKDSJPT54 26972CAC6 3964587.93000000 PA USD 3747169.93000000 0.009510145353 Long LON CORP US N 2 2029-04-01 Variable 0.09584580 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 92769XAR6 4925000.00000000 PA USD 4349279.32000000 0.011038271359 Long DBT CORP GB N 2 2030-08-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFF28 5042.55220000 PA USD 5148.50000000 0.000013066656 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294Q4H1 2657.89920000 PA USD 2790.53000000 0.000007082237 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 0.06500000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AP6 82560000.00000000 PA USD 82038056.51000000 0.208208823328 Long DBT CORP DE N 2 2025-04-01 Fixed 0.04500000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HS2 21034258.56000000 PA USD 11957975.99000000 0.030348794403 Long DBT NUSS AR N 2 2030-07-09 Variable 0.00750000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 1700000.00000000 PA USD 1822060.97000000 0.004624307141 Long DBT CORP FR N 2 2034-01-10 Variable 0.06691000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9SS7 1654307.29800000 PA USD 1580046.60000000 0.004010085774 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAA8 490000.00000000 PA USD 486885.07000000 0.001235691968 Long DBT CORP US N 2 2027-02-15 Fixed 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379U3B5 20.04460000 PA USD 20.80000000 0.000000052789 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31395BTU7 128178.12570000 PA USD 108904.79000000 0.000276395360 Long ABS-CBDO USGSE US N 2 2036-03-25 Fixed 0.00000000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBT1 8000000.00000000 PA USD 7793328.56000000 0.019779110309 Long DBT CORP US N 2 2032-08-15 Fixed 0.04500000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AA0 6901000.00000000 PA USD 7124269.36000000 0.018081068757 Long DBT CORP US N 2 2034-04-16 Fixed 0.05875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207N4U5 74.37940000 PA USD 75.93000000 0.000000192706 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP6Q2 128137.61110000 PA USD 120653.18000000 0.000306212234 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N WELLS FARGO COML MTG TR 2021-SAVE N/A 95003LAN0 220800.01000000 PA USD 217805.01000000 0.000552779121 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0.09101480 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 20914UAH9 3570000.00000000 PA USD 3513686.82000000 0.008917575933 Long DBT CORP LU N 2 2031-02-15 Fixed 0.12000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7VR5 213792.83400000 PA USD 211258.90000000 0.000536165395 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMTG7 159818.57730000 PA USD 155993.75000000 0.000395904980 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180NCL7 534378.82710000 PA USD 504798.82000000 0.001281156243 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390ETV4 1343.34950000 PA USD 1399.80000000 0.000003552628 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.07000000 N N N N N N BMP 2024-MF23 N/A 05593JAC4 8722000.00000000 PA USD 8656633.84000000 0.021970139499 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.06978450 N N N N N N BELRON FINANCE US LLC N/A 08078UAK9 895950.00000000 PA USD 899309.81000000 0.002282407035 Long LON CORP US N 2 2029-04-13 Variable 0.07629240 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176QVE1 2508.84870000 PA USD 2453.01000000 0.000006225626 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWP0 35123407.62400000 PA USD 31157423.47000000 0.079076111192 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6CW5 371128.56200000 PA USD 358591.69000000 0.000910089256 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205NWJ1 214.13470000 PA USD 214.79000000 0.000000545127 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 4242000.00000000 PA USD 3869230.43000000 0.009819929302 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EJ83 60869.86370000 PA USD 60784.24000000 0.000154267612 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2022-LP2 N/A 05610HAN3 2630751.36000000 PA USD 2586350.59000000 0.006564039129 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.09442690 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 50118YAF6 12019326.38000000 PA USD 12066081.56000000 0.030623161379 Long LON CORP US N 2 2030-06-12 Variable 0.09834580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213BQD7 256.56130000 PA USD 264.26000000 0.000000670679 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N ARD FIN SA 6354006P6QPGGPVJW880 00191AAD8 1389000.00000000 PA USD 319993.90000000 0.000812129836 Long DBT CORP LU N 2 2027-06-30 Variable 0.06500000 N N Y N N N BAIDU INC 254900AL64IANZYI1E02 056752AT5 635000.00000000 PA USD 560216.05000000 0.001421802630 Long DBT CORP KY N 2 2030-10-09 Fixed 0.02375000 N N N N N N WEC US HOLDINGS LTD 5493002M6GRSU1IWMG57 92943LAC4 6790000.00000000 PA USD 6793938.20000000 0.017242703430 Long LON CORP US N 2 2031-01-20 Variable 0.07996740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RYC1 130577.06240000 PA USD 127440.35000000 0.000323437761 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N BX 2021-MFM1 N/A 05608VAQ9 142800.01000000 PA USD 138204.56000000 0.000350756832 Long ABS-MBS CORP US N 2 2034-01-15 Variable 0.09351480 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SYT8 6344472.88000000 PA USD 6146306.44000000 0.015599043738 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N BANK 2020-BN28 N/A 06540YBH1 441000.00000000 PA USD 299574.30000000 0.000760305828 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.02500000 N N N N N N AGPS BONDCO PLC 89450071QI2G8XS48K39 N/A 1800000.00000000 PA 618802.87000000 0.001570493291 Long DBT CORP GB N 2 2027-04-27 Variable 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404NXL5 36173.28560000 PA USD 36053.15000000 0.000091501240 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31300LCZ6 9245.47370000 PA USD 9469.55000000 0.000024033283 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 0.07635000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAA6 14236000.00000000 PA USD 13239480.00000000 0.033601192782 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03112000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU6Z7 459956.00700000 PA USD 419068.77000000 0.001063577310 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 6975000.00000000 PA USD 6742345.39000000 0.017111763245 Long DBT CORP US N 2 2030-02-01 Fixed 0.05000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 04302XAA2 12975000.00000000 PA USD 12989752.58000000 0.032967396048 Long DBT CORP US N 2 2031-02-15 Fixed 0.08500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 15141000.00000000 PA USD 15139673.95000000 0.038423797842 Long DBT CORP GB N 2 2026-04-05 Fixed 0.04800000 N N N N N N Morgan Stanley Capital I Trust N/A 61770KBC8 205000.00000000 PA USD 166052.34000000 0.000421433220 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.03536000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 1600000.00000000 PA USD 1663542.40000000 0.004221994284 Long DBT CORP US N 2 2030-01-15 Fixed 0.06250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CB4 2105000.00000000 PA USD 1544543.75000000 0.003919981170 Long DBT NUSS TR N 2 2043-04-16 Fixed 0.04875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M2P4 98772.58810000 PA USD 91302.49000000 0.000231721530 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03000000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 23-2 N/A 55361AAY0 1126000.00000000 PA USD 1221075.05000000 0.003099032451 Long ABS-MBS CORP US N 2 2056-12-15 Variable 0.07110102 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AC7F5 13312.55460000 PA USD 13263.82000000 0.000033662966 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WDV2 260.71110000 PA USD 264.49000000 0.000000671263 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ARUBA INVESTMENT HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAF5 935000.00000000 PA USD 890194.80000000 0.002259273558 Long LON CORP US N 2 2028-11-24 Variable 0.13096740 N N N N N N C AND S GROUP ENTERPRISES LLC N/A 12467AAF5 4516000.00000000 PA USD 3411402.66000000 0.008657983428 Long DBT CORP US N 2 2028-12-15 Fixed 0.05000000 N N N N N N BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA N/A 09228YAB8 11278055.99630000 PA USD 11185463.16000000 0.028388192285 Long ABS-CBDO CORP KY N 2 2041-12-16 Variable 0.04213000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379JDE3 1542.94740000 PA USD 1571.71000000 0.000003988927 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07500000 N N N N N N PROVINCE CORDOBA 5299006CLM2Z97AATT29 74408DAD6 1310721.00000000 PA USD 1137496.11000000 0.002886912936 Long DBT CORP AR N 2 2027-06-01 Variable 0.06990000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FX84 2062995.24260000 PA USD 2012400.90000000 0.005107381150 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKNL6 155019.47730000 PA USD 151754.12000000 0.000385144993 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J9PW2 7880.35120000 PA USD 7689.15000000 0.000019514709 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKE0 53570000.00000000 PA USD 54114070.31000000 0.137339027569 Long DBT UST US N 2 2027-03-15 Fixed 0.04250000 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 35039KAD8 6313125.00000000 PA USD 6106496.42000000 0.015498007733 Long LON CORP US N 2 2031-01-29 Variable 0.09250000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAC7 2070000.00000000 PA USD 1976203.13000000 0.005015512871 Long DBT CORP KY N 2 2030-01-30 Fixed 0.03749500 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 6600000.00000000 PA USD 6689496.00000000 0.016977633918 Long DBT CORP US N 2 2030-06-15 Fixed 0.05950000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 630000.00000000 PA USD 634095.00000000 0.001609304016 Long DBT NUSS CO N 2 2037-09-18 Fixed 0.07375000 N N N N N N POWER STOP LLC N/A 73931HAH6 3764565.58000000 PA USD 3613982.96000000 0.009172122934 Long LON CORP US N 2 2029-01-26 Variable 0.09907180 N N N N N N GRAHAM PACKAGING CO INC N/A 384701AA6 1200000.00000000 PA USD 1185991.56000000 0.003009992163 Long DBT CORP US N 2 2028-08-15 Fixed 0.07125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KRY6 110.50530000 PA USD 111.80000000 0.000000283743 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 19247G107 28000.00000000 NS USD 2182600.00000000 0.005539338657 Long EC CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNMM8 32729.19800000 PA USD 32016.77000000 0.000081257093 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UHAK1 9474.62020000 PA USD 9747.02000000 0.000024737489 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06130000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAC9 137000.00000000 PA USD 135463.22000000 0.000343799436 Long DBT CORP US N 2 2025-02-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WRD5 760.61230000 PA USD 778.09000000 0.000001974756 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05500000 N N N N N N LONDON CLEARING HOUSE N/A N/A -181306000.00000000 NC USD -2127105.57000000 -0.00539849634 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2026-09-18 0.00000000 USD 0.00000000 USD -179428561.86000000 USD -2127105.57000000 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAQ6 11887000.00000000 PA USD 10247348.59000000 0.026007300549 Long DBT CORP US N 2 2043-05-02 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941ZQ3 16386.71950000 PA USD 16385.23000000 0.000041584961 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04500000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AC1 10275000.00000000 PA USD 10598581.64000000 0.026898713915 Long DBT CORP US N 2 2026-11-27 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378R3Y3 2416.39060000 PA USD 2507.33000000 0.000006363488 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNLT7 2565425.13500000 PA USD 2122874.93000000 0.005387759169 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PK1 2120000.00000000 PA USD 2169412.96000000 0.005505870554 Long EP CORP US N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213WBX3 57.73930000 PA USD 59.67000000 0.000000151439 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EAL3 539.82820000 PA USD 551.70000000 0.000001400189 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N UBS COML MTG TR 2012-C1 N/A 90269GAS0 762700.00000000 PA USD 186871.11000000 0.000474270303 Long ABS-MBS CORP US N 3 2045-05-10 Variable 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YYU2 349999.85200000 PA USD 342383.96000000 0.000868954781 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 0.04500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 23850000.00000000 PA USD 23417129.89000000 0.059431601229 Long DBT CORP US N 2 2027-04-15 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNBA0 1833220.16000000 PA USD 1500365.86000000 0.003807859712 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP N/A 095796AK4 730000.00000000 PA USD 765392.59000000 0.001942531275 Long DBT CORP US N 2 2032-07-15 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A37A2 6648121.78700000 PA USD 6316970.20000000 0.016032180530 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 N/A 12532BAC1 4691805.09100000 PA USD 4535506.99000000 0.011510908641 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 0.03585300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384SE21 52.58660000 PA USD 54.85000000 0.000000139206 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A6RH5 33897.17480000 PA USD 33164.00000000 0.000084168710 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 36250LAV6 1016330.71000000 PA USD 741921.42000000 0.001882962522 Long LON CORP US N 2 2028-06-30 Variable 0.14434580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RUT8 322545.82350000 PA USD 314515.40000000 0.000798225654 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N DISCOVER CARD EXECUTION NT TR 549300CKCX1QE4RUW216 254683CX1 4500000.00000000 PA USD 4513594.05000000 0.011455294604 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 0.05030000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FU6H2 4665875.08700000 PA USD 4334521.44000000 0.011000816536 Long ABS-CBDO USGSE US N 2 2044-08-25 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BGK24 14028622.62000000 PA USD 13918286.10000000 0.035323971518 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 0.03062000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FMA1 1711828.04340000 PA USD 1670943.94000000 0.004240779052 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RPS2 3067.34300000 PA USD 3140.27000000 0.000007969861 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 0.06085000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 2150000.00000000 PA USD 2246765.05000000 0.005702186610 Long DBT CORP US N 2 2031-01-15 Fixed 0.07375000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410KPS7 20795.83030000 PA USD 21767.97000000 0.000055246109 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 0.06000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 6310000.00000000 PA USD 6192079.35000000 0.015715213283 Long DBT CORP US N 2 2029-04-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EKT6 103330.43100000 PA USD 100588.06000000 0.000255287881 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04500000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AG6 6942000.00000000 PA USD 7203953.18000000 0.018283302636 Long DBT CORP CA N 2 2035-02-01 Fixed 0.05850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JQXU2 303961.39700000 PA USD 312144.58000000 0.000792208622 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.05500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 1400000.00000000 NC USD 206657.36000000 0.000524486897 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 340215.33000000 USD 0.00000000 USD 1400000.00000000 USD -133557.97000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407VUQ6 14514.05870000 PA USD 15064.00000000 0.000038231740 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YSKV7 79840.23800000 PA USD 77387.05000000 0.000196404782 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N BANK 2017-BNK4 N/A 06541FAJ8 1426000.00000000 PA USD 950654.02000000 0.002412716284 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03357000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJW5 4704540.70000000 PA USD 4843143.53000000 0.012291676064 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N SISECAM UK PLC 789000T82YRLMLUOC889 829688AB6 2145000.00000000 PA USD 2220075.00000000 0.005634448487 Long DBT CORP GB N 2 2032-05-02 Fixed 0.08625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9U82 9961459.42000000 PA USD 9871409.82000000 0.025053185200 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAB9 885000.00000000 PA USD 928143.75000000 0.002355586252 Long DBT CORP LU N 2 2034-04-09 Fixed 0.06750000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAQ7 1967709.63000000 PA USD 1901450.94000000 0.004825795242 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.08567480 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KR5R1 6463883.29700000 PA USD 6617959.65000000 0.016796077944 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06000000 N N N N N N GS MTG SECS TR 2015-GC34 54930070360RBP384M53 36250VAF9 15029236.61070000 PA USD 128020.54000000 0.000324910256 Long ABS-MBS CORP US N 2 2048-10-10 Variable 0.01345752 N N N N N N MEGLOBAL BV 549300WBVLU2FILR7W19 29441WAC9 605000.00000000 PA USD 595546.88000000 0.001511470656 Long DBT CORP NL N 2 2026-11-03 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JHG2 36.49160000 PA USD 36.54000000 0.000000092736 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAR8 10301000.00000000 PA USD 10441075.88000000 0.026498971522 Long DBT CORP US N 2 2027-06-08 Fixed 0.05170000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7QC6 17049635.18700000 PA USD 15336891.92000000 0.038924328001 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.03000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AB6 13106000.00000000 PA USD 11344899.60000000 0.028792834654 Long DBT CORP US N 2 2026-09-30 Fixed 0.06500000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RTT7 227.50280000 PA USD 238.50000000 0.000000605302 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193GKX2 24745.82540000 PA USD 23371.27000000 0.000059315210 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QJA3 14200000.00000000 PA USD 14474559.84000000 0.036735768747 Long ABS-CBDO CORP US N 2 2029-04-15 Fixed 0.05290000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AH2 1210000.00000000 PA USD 1306112.72000000 0.003314854155 Long DBT CORP LU N 2 2033-09-13 Fixed 0.08875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297KCB5 2549.38280000 PA USD 2587.48000000 0.000006566905 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N ACNR HOLDINGS INC N/A N/A 39857.00000000 NS USD 3466761.86000000 0.008798482537 Long EC CORP US N 3 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180UE96 6833.95900000 PA USD 6366.45000000 0.000016157757 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N BMO 2022-C1 MORTGAGE TRUST N/A 05609MDC6 798000.00000000 PA USD 561626.81000000 0.001425383075 Long ABS-MBS CORP US N 2 2055-02-17 Variable 0.04069949 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402LK27 6087.52930000 PA USD 6068.27000000 0.000015400990 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAY6 495000.00000000 PA USD 507113.15000000 0.001287029907 Long DBT CORP US N 2 2032-08-01 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFL0 300000000.00000000 PA USD 301593750.00000000 0.765431099686 Long DBT UST US N 2 2029-09-30 Fixed 0.03875000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 6145000.00000000 PA USD 5857822.64000000 0.014866885089 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAD1 4600000.00000000 PA USD 4708260.54000000 0.011949349224 Long DBT CORP IE N 2 2030-03-20 Variable 0.05601000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 N/A 4158336.08400000 PA USD 4163534.00000000 0.010566858259 Long LON CORP US N 2 2028-07-09 Variable 0.08040000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASEM7 5869.52630000 PA USD 5968.12000000 0.000015146814 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200NS85 2330.29900000 PA USD 2354.09000000 0.000005974572 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 0.05000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 1410000.00000000 NC USD 208133.48000000 0.000528233222 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 312848.45000000 USD 0.00000000 USD 1410000.00000000 USD -104714.97000000 N N N BEAZER HOMES USA INC 549300DUPYT2T0F60I45 07556QBU8 1655000.00000000 PA USD 1684811.52000000 0.004275974334 Long DBT CORP US N 2 2031-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DBU4 120064.63680000 PA USD 113993.48000000 0.000289310221 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312943UM3 5232.98060000 PA USD 5233.23000000 0.000013281697 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VTU9 50.99440000 PA USD 51.54000000 0.000000130806 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJN2 12000000.00000000 PA USD 12289218.72000000 0.031189473253 Long DBT UST US N 2 2028-11-30 Fixed 0.04375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396HLM9 44400.45990000 PA USD 4363.75000000 0.000011074997 Long ABS-CBDO USGSE US N 2 2036-02-15 Variable 0.01131990 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A5SK9 17531.85490000 PA USD 17156.51000000 0.000043542435 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QUJ2 756.53750000 PA USD 760.63000000 0.000001930444 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N ION TRADING FINANCE LTD 2138006ZTGCXJPF5GD07 N/A 3141984.23900000 PA USD 3146477.28000000 0.007985614969 Long LON CORP IE N 2 2028-04-03 Variable 0.09346080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375DCY7 178.59700000 PA USD 178.48000000 0.000000452974 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNZ48 36940217.75300000 PA USD 34015594.22000000 0.086330017416 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YTFP4 44066.29470000 PA USD 42712.30000000 0.000108401857 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384VV58 52.16150000 PA USD 54.12000000 0.000000137354 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.07000000 N N N N N N BRE/EVERBRIGHT M6 BORROWER LLC N/A 05601QAB0 1092516.48900000 PA USD 1092516.49000000 0.002772756724 Long LON CORP US N 2 2026-09-09 Variable 0.10411450 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FA6N5 30366.82000000 PA USD 4615.84000000 0.000011714790 Long ABS-CBDO USGSE US N 2 2034-05-25 Fixed 0.05500000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AJ6 4039000.00000000 PA USD 4381052.81000000 0.011118911019 Long DBT NUSS OM N 2 2048-01-17 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSGT3 1969677.44600000 PA USD 1918633.65000000 0.004869404172 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GH58 16244.24390000 PA USD 15070.58000000 0.000038248440 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 1814000.00000000 PA USD 117347.66000000 0.000297822976 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.05800000 Y Y N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060697 321100000.00000000 PA USD 325756560.09000000 0.826755203049 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375MW41 43.90020000 PA USD 45.55000000 0.000000115603 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGAJ6 879711.16000000 PA USD 725206.96000000 0.001840541990 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.02000000 N N N N N N FLATIRON CLO LT N/A 33883PAC1 16641000.00000000 PA USD 16667409.27000000 0.042301119988 Long ABS-CBDO CORP KY N 2 2034-07-19 Variable 0.06651080 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 775000.00000000 PA USD 697956.55000000 0.001771381700 Long DBT CORP US N 2 2030-09-01 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SPQ1 13414.56800000 PA USD 13078.30000000 0.000033192125 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 526250AB1 1705000.00000000 PA USD 1557410.94000000 0.003952637508 Long DBT CORP HK N 2 2030-11-02 Fixed 0.03421000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RDC3 20118.40910000 PA USD 19631.55000000 0.000049823973 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RYX6 672.36980000 PA USD 683.24000000 0.000001734031 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAF7 5230000.00000000 PA USD 3844050.00000000 0.009756022526 Long DBT NUSS AE N 2 2049-09-30 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N1UX9 356847.41400000 PA USD 362719.70000000 0.000920565956 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GYHU6 26789.52100000 PA USD 25384.60000000 0.000064424950 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 5490000.00000000 PA 6607043.68000000 0.016768373713 Long DBT CORP GB N 2 2034-01-29 Variable 0.05262000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 N/A 8450000.00000000 PA 9066899.65000000 0.023011375301 Long DBT CORP IE N 2 2028-04-04 Variable 0.02250000 N N N N N N PRPM 2023-RCF2 LLC N/A 69380RAA3 6422505.49000000 PA USD 6274115.43000000 0.015923417090 Long ABS-CBDO CORP US N 2 2053-11-25 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSL8 14036145.79000000 PA USD 11614832.04000000 0.029477910802 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411XZ65 6641.09440000 PA USD 6939.47000000 0.000017612056 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 0.06000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 N/A 95001WBG2 2887000.00000000 PA USD 2713333.96000000 0.006886317096 Long ABS-MBS CORP US N 2 2052-03-15 Variable 0.04866000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AC1 4255000.00000000 PA USD 4243342.58000000 0.010769408773 Long DBT CORP US N 2 2026-02-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPE52 9930778.40800000 PA USD 9141437.44000000 0.023200548792 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QRZ6 599675.39840000 PA USD 582444.03000000 0.001478216224 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5J57 1419472.68100000 PA USD 1292070.04000000 0.003279214478 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403DLV9 70376.49090000 PA USD 73392.97000000 0.000186267990 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.06000000 N N N N N N BBCMS Mortgage Trust 2022-C14 N/A 07336AAE7 2455000.00000000 PA USD 2163501.89000000 0.005490868530 Long ABS-MBS CORP XX N 2 2055-02-15 Fixed 0.02946000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3D3 29117000.00000000 PA USD 29839900.86000000 0.075732299259 Long DBT CORP US N 2 2034-04-24 Variable 0.05389000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AF7 5512000.00000000 PA USD 4331126.04000000 0.010992199167 Long DBT CORP US N 2 2032-04-01 Fixed 0.02750000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 2500000.00000000 PA USD 2681003.23000000 0.006804263187 Long DBT CORP IT N 2 2033-06-20 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293HYQ0 1081.63630000 PA USD 1101.33000000 0.000002795125 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230MGS0 17678.48510000 PA USD 17617.01000000 0.000044711163 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04500000 N N N N N N LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP N/A 505742AR7 2130000.00000000 PA USD 2214615.10000000 0.005620591512 Long DBT CORP US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04V7 81014.29580000 PA USD 80735.19000000 0.000204902207 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 4545000.00000000 PA 4158621.87000000 0.010554391498 Long DBT NUSS DE N 2 2038-05-15 Fixed 0.01000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HLHW6 2203543.31700000 PA USD 2096701.43000000 0.005321332027 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03500000 N N N N N N CONNECT FINCO SARL / CONNECT US FINCO LLC N/A 20752TAA2 2285000.00000000 PA USD 2267695.01000000 0.005755305888 Long DBT CORP LU N 2 2026-10-01 Fixed 0.06750000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 33853000.00000000 PA USD 23033242.67000000 0.058457313078 Long DBT CORP MX N 2 2047-09-21 Fixed 0.06750000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAE5 475000.00000000 PA USD 421908.78000000 0.001070785125 Long DBT CORP US N 2 2032-01-15 Fixed 0.03750000 N N N N N N STILLWATER MINING COMPANY 6354007DPCY4ZN2MRR73 86074QAP7 1305000.00000000 PA USD 1220175.00000000 0.003096748165 Long DBT CORP US N 2 2026-11-16 Fixed 0.04000000 N N N N N N MAGNE 2023-36A N/A 559922AA7 11974000.00000000 PA USD 12035498.46000000 0.030545542875 Long ABS-CBDO CORP KY N 2 2036-04-22 Variable 0.07082010 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 14132000.00000000 PA USD 14043042.03000000 0.035640596345 Long DBT CORP US N 2 2030-01-23 Variable 0.04431000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BPJ5 132339.92540000 PA USD 132422.97000000 0.000336083421 Long ABS-CBDO USGA US N 2 2062-01-20 Variable 0.06146400 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 650000.00000000 PA USD 592598.50000000 0.001503987803 Long DBT CORP MX N 2 2028-02-12 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9CJ9 964979.96350000 PA USD 944027.93000000 0.002395899572 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 N/A 925000.00000000 PA USD 794316.00000000 0.002015937562 Long DBT CORP IL N 2 2032-02-22 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293J4H9 24.91110000 PA USD 25.36000000 0.000000064362 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.06000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 N/A 17327FAD8 4200000.00000000 PA USD 4082598.66000000 0.010361448080 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 0.04009000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AXEA6 27319548.79000000 PA USD 23543216.74000000 0.059751603869 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 1545000.00000000 PA USD 1180194.60000000 0.002995279744 Long DBT CORP GB N 2 2050-10-02 Fixed 0.04250000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BV3 4335000.00000000 PA USD 4440722.33000000 0.011270349523 Long DBT CORP LR N 2 2033-02-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L5FJ7 59943.62930000 PA USD 55436.68000000 0.000140695750 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.03000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 6245000.00000000 PA USD 5790626.91000000 0.014696345410 Long DBT CORP US N 2 2029-08-15 Fixed 0.05625000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAE8 485000.00000000 PA USD 479112.10000000 0.001215964527 Long EP CORP US N 2 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRX1 10759.63390000 PA USD 11136.48000000 0.000028263875 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 0.07000000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YAY4 735000.00000000 PA USD 581758.23000000 0.001476475695 Long ABS-MBS CORP US N 2 2039-12-13 Variable 0.03325825 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 5050000.00000000 NC 8861.30000000 0.000022489572 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 GENERALI GENERALI 4.125% 05/04/2026 REGS Y 2029-06-20 46552.18000000 EUR 0.00000000 EUR 5050000.00000000 EUR -38529.25000000 N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAA1 9126000.00000000 PA USD 9058826.43000000 0.022990885839 Long DBT CORP US N 2 2025-02-01 Fixed 0.03850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVN81 11470.24520000 PA USD 11427.20000000 0.000029001709 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EK7K5 9956.13120000 PA USD 9723.30000000 0.000024677289 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NHTD5 19608.04510000 PA USD 20171.78000000 0.000051195052 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 0.06450000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AC0 4915000.00000000 PA USD 4876613.85000000 0.012376622201 Long DBT CORP US N 2 2026-04-04 Fixed 0.07125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213D3E6 89.01010000 PA USD 88.87000000 0.000000225547 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N WFRBS COML MTG TR 2013-C11 N/A 92937EAJ3 801251.00000000 PA USD 640335.04000000 0.001625140951 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.04197428 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EDEA5 231247.27320000 PA USD 226097.23000000 0.000573824395 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 N/A 5300000.00000000 PA 6039100.76000000 0.015326960641 Long DBT CORP FI N 2 2028-05-05 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177ULL6 35421.52800000 PA USD 34498.42000000 0.000087555407 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.04000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCB8 2385996.50000000 PA USD 2394872.41000000 0.006078076294 Long LON CORP US N 2 2030-03-22 Variable 0.08084580 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBG2 900000.00000000 PA USD 933750.00000000 0.002369814657 Long DBT CORP CL N 2 2034-01-08 Fixed 0.05950000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 N/A 619.00000000 NS USD 46109.31000000 0.000117023313 Long EC CORP US Y 1 N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLS9 226404.55340000 PA USD 225762.76000000 0.000572975526 Long ABS-CBDO USGA US N 2 2061-02-20 Variable 0.05936400 N N N N N N BETHP 2021 N/A 087598AA6 23740000.00000000 PA USD 23764428.46000000 0.060313029064 Long ABS-CBDO CORP US N 2 2035-01-15 Variable 0.06692980 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAC0 670000.00000000 PA USD 697222.10000000 0.001769517699 Long DBT CORP ID N 2 2052-04-14 Fixed 0.06200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J4MR7 2300664.11000000 PA USD 2253991.69000000 0.005720527490 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6 N/A 61761DAU6 693000.00000000 PA USD 93565.40000000 0.000237464692 Long ABS-MBS CORP US N 3 2045-11-15 Variable 0.04504619 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E2W49 19489.48520000 PA USD 18872.38000000 0.000047897234 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.04000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAD3 3710000.00000000 PA USD 3579686.25000000 0.009085079458 Long DBT CORP US N 2 2028-01-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200NKA8 485.88030000 PA USD 496.70000000 0.000001260601 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230KL66 4755.06100000 PA USD 4643.56000000 0.000011785142 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N WELLS FARGO COML MTG TR 2018-C46 N/A 95001QAV3 41692000.32000000 PA USD 954142.27000000 0.002421569303 Long ABS-MBS CORP US N 2 2051-08-15 Variable 0.01078188 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945RC4 40292.56950000 PA USD 40283.11000000 0.000102236684 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 12541HAV5 1712500.00000000 PA USD 1717089.50000000 0.004357894366 Long LON CORP US N 2 2028-09-29 Variable 0.08861220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JAPS1 1293339.00900000 PA USD 1243898.80000000 0.003156958081 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.03000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042699 -16100000.00000000 PA USD -15667942.01000000 -0.03976451794 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378Y2R9 1124024.32640000 PA USD 1052362.04000000 0.002670846572 Long ABS-CBDO USGA US N 2 2044-02-20 Fixed 0.03000000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAJ8 4380000.00000000 PA USD 4234296.67000000 0.010746450669 Long DBT CORP CA N 2 2028-01-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411KKH5 11773.33070000 PA USD 12076.51000000 0.000030649628 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 0.06065000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QVXL0 316774.87280000 PA USD 306993.56000000 0.000779135569 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAA1 4561000.00000000 PA USD 4170083.99000000 0.010583481833 Long DBT CORP IE N 2 2027-10-15 Fixed 0.06750000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 35900000.00000000 NC USD 409142.25000000 0.001038384258 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2035-02-26 0.00000000 USD 0.00000000 USD 35900000.00000000 USD 1.00000000 3.82250000 USD 2025-02-24 XXXX -905246.50000000 N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAF9 992425.12100000 PA USD 942555.76000000 0.002392163272 Long LON CORP US N 2 2028-10-11 Variable 0.10154040 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DV7 520000.00000000 PA USD 471575.00000000 0.001196835713 Long DBT NUSS CL N 2 2034-01-31 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAGR7 1626176.39800000 PA USD 1441883.94000000 0.003659435282 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 N/A 3850000.00000000 PA 5096395.47000000 0.012934417868 Long DBT CORP JE N 2 2032-03-05 Fixed 0.06000000 N N N N N N BMO 2024-5C5 MTG TR N/A 05593RAC6 3600000.00000000 PA USD 3749062.32000000 0.009514948152 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 0.05857400 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TJR70 18209.33590000 PA USD 18543.58000000 0.000047062755 Long ABS-CBDO USGSE US N 2 2029-03-15 Fixed 0.06000000 N N N N N N MCAFEE CORP N/A 57906HAE7 9574065.16000000 PA USD 9536630.57000000 0.024203530824 Long LON CORP US N 2 2029-03-01 Variable 0.08592330 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292J4E7 415.42100000 PA USD 415.96000000 0.000001055687 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 0.07000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AL7 2040000.00000000 PA USD 2065308.99000000 0.005241659455 Long DBT CORP US N 2 2026-02-15 Fixed 0.06050000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 245000.00000000 PA USD 242787.45000000 0.000616183408 Long DBT CORP US N 2 2026-02-15 Fixed 0.04750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TSTH6 10086.06250000 PA USD 10355.72000000 0.000026282342 Long ABS-CBDO USGSE US N 2 2031-04-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QWE7 4346.87200000 PA USD 4104.06000000 0.000010415915 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LA48 63862.12870000 PA USD 64797.70000000 0.000164453589 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.05000000 N N N N N N PETRONAS CAP LTD 549300G7YFX3540OYR85 71675CAE8 2425000.00000000 PA USD 1716148.25000000 0.004355505517 Long DBT CORP MY N 2 2061-04-28 Fixed 0.03404000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMUX1 6376730.53300000 PA USD 5716718.52000000 0.014508769307 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374GZM7 45940.65520000 PA USD 3319.63000000 0.000008425068 Long ABS-CBDO USGA US N 2 2034-05-16 Variable 0.01046880 N N N N N N BLACKSTONE CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAD5 11755944.80400000 PA USD 11787215.62000000 0.029915412419 Long LON CORP US N 2 2030-12-31 Variable 0.07584580 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293SCX5 240.80820000 PA USD 245.19000000 0.000000622280 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 0.06000000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAW9 4585000.00000000 PA USD 3180843.75000000 0.008072835493 Long DBT NUSS SA N 2 2061-02-02 Fixed 0.03450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WVB91 32266.87170000 PA USD 29755.27000000 0.000075517510 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BJK9 256417.69170000 PA USD 255471.51000000 0.000648374970 Long ABS-CBDO USGA US N 2 2060-12-20 Variable 0.05826400 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206SYZ1 105.60730000 PA USD 105.50000000 0.000000267754 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AP8 1150000.00000000 PA USD 1043198.24000000 0.002647589268 Long DBT CORP US N 2 2031-02-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9GT5 19722850.43900000 PA USD 17711549.65000000 0.044951100365 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N COMMERCIAL MORTGAGE CD 2016-CD2 MTG TR N/A 12515AAN0 546000.00000000 PA USD 268218.02000000 0.000680725028 Long ABS-MBS CORP US N 3 2049-11-10 Variable 0.02858725 N N N N N N CSMC SER 2015-1R N/A 12649MBC6 442495.71360000 PA USD 436357.06000000 0.001107454197 Long ABS-CBDO CORP US N 2 2037-05-27 Variable 0.04181010 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCST6 1107914.97300000 PA USD 866414.10000000 0.002198919232 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A55Q8 6767.28000000 PA USD 6742.29000000 0.000017111622 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAM3 985000.00000000 PA USD 993313.40000000 0.002520983833 Long DBT CORP AE N 2 2033-04-24 Fixed 0.04696000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 13781HAN0 1154311.91000000 PA USD 1151426.13000000 0.002922266687 Long LON CORP US N 3 2029-06-28 Variable 0.13334580 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087Q23 2150000.00000000 PA 1551082.25000000 0.003936575583 Long DBT NUSS CA N 2 2033-06-01 Fixed 0.02750000 N N N N N N TRICON RESIDENTIAL 2022S-FR1 TR N/A 89616QAE1 1931000.00000000 PA USD 1906290.34000000 0.004838077417 Long ABS-CBDO CORP US N 2 2039-04-17 Fixed 0.05344000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBK6 10000000.00000000 PA USD 10293420.20000000 0.026124228181 Long DBT CORP US N 2 2033-03-15 Fixed 0.05300000 N N N N N N PK ALIFT LOAN FUNDING 3 LP N/A 69291VAB0 5378000.00000000 PA USD 5480975.79000000 0.013910465075 Long ABS-CBDO CORP US N 2 2039-09-15 Fixed 0.05842000 N N N N N N VOLKSWAGEN INTL FINANCE NV 5299004PWNHKYTR23649 N/A 9000000.00000000 PA 9351684.01000000 0.023734144940 Long EP CORP NL N 2 N N N MOFT TR 2020-ABC N/A 55317BAL1 349000.00000000 PA USD 130980.01000000 0.000332421255 Long ABS-MBS CORP US N 2 2042-02-10 Variable 0.03592590 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FKJ0 30967.06420000 PA USD 30269.92000000 0.000076823668 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04000000 N N N N N N TRICON AMERICAN HOMES 2019 N/A 89612LAF3 924000.00000000 PA USD 894713.73000000 0.002270742395 Long ABS-CBDO CORP US N 2 2038-03-17 Fixed 0.03745000 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 55916AAA2 1363000.00000000 PA USD 1070150.32000000 0.002715992411 Long DBT CORP US N 2 2028-05-01 Fixed 0.05250000 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAB8 1290000.00000000 PA USD 1298875.20000000 0.003296485662 Long DBT CORP NL N 2 2027-02-01 Fixed 0.05400000 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2021 N/A 12658RAA8 1394720.47000000 PA USD 1341444.24000000 0.003404523932 Long ABS-MBS CORP US N 2 2025-05-09 Variable 0.08910680 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAE5 1816213.88000000 PA USD 1813943.61000000 0.004603705654 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.07977050 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQF72 3528503.67000000 PA USD 3611508.19000000 0.009165842081 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DY1 915000.00000000 PA USD 823957.50000000 0.002091166329 Long DBT NUSS CL N 2 2042-03-07 Fixed 0.04340000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBE2 4241000.00000000 PA USD 3073395.45000000 0.007800136637 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.05350300 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GAS72 423887.32200000 PA USD 376511.05000000 0.000955567769 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TK2P4 109226.52880000 PA USD 111310.96000000 0.000282502109 Long ABS-CBDO USGSE US N 2 2029-03-15 Fixed 0.06000000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAL7 4350000.00000000 PA USD 4636947.71000000 0.011768360534 Long DBT CORP US N 2 2033-11-21 Fixed 0.06500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 3672000.00000000 PA USD 3706701.35000000 0.009407437954 Long DBT CORP US N 2 2029-02-15 Fixed 0.04800000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 1810000.00000000 PA USD 1812262.50000000 0.004599439074 Long DBT NUSS MX N 2 2040-01-11 Fixed 0.06050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417DU68 643184.87490000 PA USD 595524.81000000 0.001511414643 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 515000.00000000 PA USD 509815.50000000 0.001293888347 Long DBT CORP US N 2 2027-11-15 Fixed 0.05375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GRCZ2 57945.85070000 PA USD 56747.77000000 0.000144023236 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TDW6 794.10070000 PA USD 823.99000000 0.000002091248 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AWQD2 702093.81920000 PA USD 113093.06000000 0.000287024997 Long ABS-CBDO USGSE US N 2 2047-05-25 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABKS0 12148004.93000000 PA USD 10491035.28000000 0.026625766187 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36194GLR3 67312.02130000 PA USD 65062.85000000 0.000165126528 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 0.04000000 N N N N N N BX TRUST 2022-IND N/A 05609WAQ6 3086549.67000000 PA USD 3074405.95000000 0.007802701240 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.10122890 N N N N N N DBGS 2019-1735 MTG TR N/A 23307EAN1 1188000.00000000 PA USD 685170.80000000 0.001738932053 Long ABS-MBS CORP US N 2 2037-04-10 Variable 0.04334368 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 1153000.00000000 PA 1535577.25000000 0.003897224604 Long DBT CORP GB N 2 2031-06-20 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YNA49 45913.80540000 PA USD 44460.00000000 0.000112837440 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385HX98 812.49340000 PA USD 850.16000000 0.000002157667 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SAQ9 900000.00000000 PA USD 482625.00000000 0.001224880106 Long DBT NUSS LK N 2 2025-11-03 Fixed 0.06850000 Y Y N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCB7 3061000.00000000 PA USD 2903551.34000000 0.007369080079 Long DBT CORP US N 2 2029-06-01 Fixed 0.05375000 N N N N N N NATIXIS COML MTG SECS TR 2019-10K N/A 63874UAN4 1374000.00000000 PA USD 1143883.99000000 0.002903125082 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.04272420 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 5787000.00000000 PA USD 5765168.77000000 0.014631733819 Long DBT CORP US N 2 2039-01-25 Fixed 0.05476000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAM6 4234387.50000000 PA USD 4240993.14000000 0.010763446002 Long LON CORP US N 2 2031-02-24 Variable 0.08033360 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384GGC3 56.87540000 PA USD 58.67000000 0.000000148901 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07500000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632NBD1 11055291.21300000 PA USD 11044678.13000000 0.028030886338 Long LON CORP US N 2 2029-03-29 Variable 0.09334580 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAH2 4067387.16000000 PA USD 4080606.17000000 0.010356391231 Long LON CORP US N 2 2027-10-23 Variable 0.08611220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QY29 16261.57700000 PA USD 16202.05000000 0.000041120059 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020691 -27100000.00000000 PA USD -22816771.83000000 -0.05790792001 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AABN7 30935.34650000 PA USD 30827.73000000 0.000078239364 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P8EK3 4145927.29590000 PA USD 4085189.46000000 0.010368023411 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMMH9 19360.49790000 PA USD 18889.96000000 0.000047941851 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N SAFEHOLD OPERATING PARTNERSHIP LP 54930012UY5Z4Q8NL108 78646UAA7 4450000.00000000 PA USD 3862941.72000000 0.009803968844 Long DBT CORP US N 2 2031-06-15 Fixed 0.02800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KPY5 65367.45200000 PA USD 63887.09000000 0.000162142503 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 1340000.00000000 NC USD 197800.62000000 0.000502008898 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 373064.03000000 USD 0.00000000 USD 1340000.00000000 USD -175263.41000000 N N N BENCHMARK 2020-B21 MTG TR N/A 08163LBC2 798000.00000000 PA USD 521461.80000000 0.001323446122 Long ABS-MBS CORP US N 3 2053-12-17 Fixed 0.02000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 18000000.00000000 PA USD 18417931.02000000 0.046743863871 Long DBT CORP US N 2 2033-06-01 Fixed 0.05500000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282GAH0 178857.56200000 PA USD 179048.94000000 0.000454417994 Long LON CORP US N 2 2028-11-30 Variable 0.08086890 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FH45 23.22170000 PA USD 23.62000000 0.000000059946 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N BX 2021-VOLT N/A 05609VAQ8 4693000.00000000 PA USD 4616835.90000000 0.011717317683 Long ABS-MBS CORP US N 2 2036-09-15 Variable 0.07851370 N N N N N N SREIT TR 2021-FLWR N/A 78485GAA2 4344000.00000000 PA USD 4294794.64000000 0.010899991741 Long ABS-MBS CORP US N 2 2036-07-15 Variable 0.06028030 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAA6 11798809.07600000 PA USD 10796296.13000000 0.027400504219 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.03967000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FKS5 643.92100000 PA USD 667.83000000 0.000001694921 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 12747000.00000000 PA USD 12794294.56000000 0.032471332561 Long DBT CORP US N 2 2029-03-15 Fixed 0.04375000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CA6 5344000.00000000 PA USD 5116712.73000000 0.012985982142 Long DBT CORP US N 2 2052-08-15 Fixed 0.05300000 N N N N N N ALLEGRO CLO XII LTD N/A 01750TAN6 35274000.00000000 PA USD 35326911.00000000 0.089658079238 Long ABS-CBDO CORP KY N 2 2037-07-21 Variable 0.06723600 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WAW3 35039000.00000000 PA USD 693477.87000000 0.001760015015 Long ABS-MBS CORP US N 2 2033-07-05 Variable 0.01294783 N N N N N N GAINWELL ACQUISITION CORP N/A 59909TAC8 15574800.31300000 PA USD 14088652.87000000 0.035756354564 Long LON CORP US N 2 2027-10-01 Variable 0.09434580 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAR2 2455000.00000000 PA USD 2541771.98000000 0.006450900662 Long DBT CORP US N 2 2034-08-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408DU28 1704.21980000 PA USD 1700.18000000 0.000004314978 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379HZZ6 53.51620000 PA USD 54.83000000 0.000000139156 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N CAS CAPITAL NO 1 LTD 254900REJZW5L9QRTD85 N/A 2030000.00000000 PA USD 1939807.10000000 0.004923141416 Long EP CORP VG N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179KP24 55188.83340000 PA USD 53759.51000000 0.000136439169 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 0.04000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 1130000.00000000 PA USD 1081621.99000000 0.002745106983 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 1200000.00000000 NC USD 177134.88000000 0.000449560198 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 315204.20000000 USD 0.00000000 USD 1200000.00000000 USD -138069.32000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVS1 11197915.36800000 PA USD 10900724.93000000 0.027665539722 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04500000 N N N N N N CORELOGIC INC 54930086CD8K2UIL0516 21871DAD5 1925000.00000000 PA USD 1801436.18000000 0.004571962370 Long DBT CORP US N 2 2028-05-01 Fixed 0.04500000 N N N N N N GS MTG SECS CORP TR 2024-RVR N/A 36272JAE3 989000.00000000 PA USD 988235.60000000 0.002508096610 Long ABS-MBS CORP US N 2 2029-08-10 Variable 0.05722560 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181LT32 7668.92120000 PA USD 7472.19000000 0.000018964075 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RGC2 952.61650000 PA USD 973.99000000 0.000002471941 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DH5 3585000.00000000 PA USD 3688195.55000000 0.009360471083 Long DBT CORP US N 2 2027-05-01 Fixed 0.06259000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208E6U2 82.27250000 PA USD 83.87000000 0.000000212858 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9SW2 18187.29610000 PA USD 18120.42000000 0.000045988794 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HHHN8 439531.79500000 PA USD 423828.99000000 0.001075658530 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AA7 4668000.00000000 PA USD 4547185.62000000 0.011540548468 Long DBT CORP US N 2 2028-09-01 Fixed 0.05500000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 3925000.00000000 PA USD 3696976.58000000 0.009382756934 Long DBT CORP US N 2 2029-09-01 Fixed 0.10750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31398SE82 937772.90760000 PA USD 951037.05000000 0.002413688397 Long ABS-CBDO USGSE US N 2 2040-12-25 Fixed 0.04500000 N N N N N N CLUE OPCO LLC N/A 18948EAC0 4500466.67000000 PA USD 4418108.13000000 0.011212955720 Long LON CORP US N 2 2030-12-19 Variable 0.09752110 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AC0 2295000.00000000 PA USD 2175938.38000000 0.005522431771 Long DBT CORP CA N 2 2028-02-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AMMM4 4256.09910000 PA USD 4249.92000000 0.000010786101 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CJ8 2100000.00000000 PA USD 2115012.90000000 0.005367805698 Long DBT CORP US N 2 2032-04-15 Fixed 0.06500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 6532000.00000000 PA USD 6004805.28000000 0.015239920286 Long DBT CORP US N 2 2028-02-15 Fixed 0.01950000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 710000.00000000 PA USD 760729.50000000 0.001930696566 Long DBT CORP MA N 2 2054-05-02 Fixed 0.07500000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAP6 1760000.00000000 PA USD 1496000.00000000 0.003796779360 Long DBT CORP US N 2 2026-06-15 Fixed 0.00250000 N N N N Y ANYWHERE REAL ESTATE INC USD XXXX N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDT22 20380334.93200000 PA USD 16934670.43000000 0.042979416549 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 17100000.00000000 NC USD 660480.66000000 0.001676269610 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2034-08-03 0.00000000 USD 0.00000000 USD 17100000.00000000 USD 1.00000000 3.53000000 USD 2029-08-01 XXXX -14114.34000000 N N N PRAIRIE ACQUIROR LP 254900Q6KU2LVSIISH22 73943NAA4 645000.00000000 PA USD 674631.30000000 0.001712183285 Long DBT CORP US N 2 2029-08-01 Fixed 0.09000000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BF2 1203000.00000000 PA USD 1287923.70000000 0.003268691257 Long DBT CORP US N 2 2040-09-15 Fixed 0.06550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31387WL54 386.57230000 PA USD 403.70000000 0.000001024572 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 0.07000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 6753000.00000000 PA USD 5247081.00000000 0.013316850829 Long DBT CORP MX N 2 2035-06-15 Fixed 0.06625000 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600VAG6 2170000.00000000 PA USD 2167287.50000000 0.005500476234 Long LON CORP US N 2 2031-05-30 Variable 0.08496740 N N N N N N PROVINCE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 790752.82000000 PA USD 752085.01000000 0.001908757247 Long DBT CORP AR N 2 2025-12-10 Variable 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412D2G2 5975.34260000 PA USD 6395.11000000 0.000016230495 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J62X1 125991.56400000 PA USD 117007.91000000 0.000296960706 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N GTCR EVEREST BORROWER LLC N/A 36269YAC9 4245000.00000000 PA USD 4216685.85000000 0.010701755216 Long LON CORP US N 2 2031-06-03 Variable 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406KMX5 2008.78880000 PA USD 2096.93000000 0.000005321912 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.06500000 N N N N N N MAGYAR EXPORT-IMPORT BANK 529900O4UGETQ9Q3AA63 55977YAA6 540000.00000000 PA USD 549956.25000000 0.001395763729 Long DBT CORP HU N 2 2027-12-04 Fixed 0.06125000 N N N N N N CATALENT PHARMA SOLUTIONS 549300HALRZ339MSTH85 14879EAK4 2355000.00000000 PA USD 2299726.27000000 0.005836599756 Long DBT CORP US N 2 2030-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384DXC1 158.23380000 PA USD 164.60000000 0.000000417747 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07500000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 8975000.00000000 PA USD 8597896.80000000 0.021821067587 Long DBT CORP US N 2 2030-05-01 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XV6D7 298997.16310000 PA USD 305038.70000000 0.000774174224 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200NVW8 2963.44090000 PA USD 3075.17000000 0.000007804640 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L0JD0 363665.06900000 PA USD 321996.80000000 0.000817213104 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.01500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 11793000.00000000 PA USD 11428320.46000000 0.029004552969 Long DBT CORP CH N 2 2029-01-12 Variable 0.03869000 N N N N N N 1011778 BC UNLIMITED LIABILITY CO 549300RHSHNRWI5LLA86 N/A 4468450.36000000 PA USD 4430066.37000000 0.011243305185 Long LON CORP CA N 2 2030-09-23 Variable 0.06996740 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128LUB39 16420.87330000 PA USD 16892.97000000 0.000042873582 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 0.07239000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9 549300PFVBG5704L7K74 61762DAG6 1700000.00000000 PA USD 1445000.00000000 0.003667343700 Long ABS-MBS CORP US N 2 2046-05-15 Variable 0.03937349 N N N N N N STG LOGISTICS INC N/A 75620FAB4 1823037.50000000 PA USD 891465.34000000 0.002262498130 Long LON CORP US N 3 2028-03-24 Variable 0.11484580 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 13519000.00000000 PA USD 12963603.52000000 0.032901030933 Long DBT CORP AU N 2 2034-07-24 Variable 0.04110000 N N N N N N DLLAD 2023-1A N/A 233258AC6 6600000.00000000 PA USD 6615119.28000000 0.016788869215 Long ABS-CBDO CORP US N 2 2028-01-20 Fixed 0.04790000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 17100000.00000000 NC USD 683488.20000000 0.001734661691 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2034-08-03 0.00000000 USD 0.00000000 USD 17100000.00000000 USD 1.00000000 3.53000000 USD 2029-08-01 XXXX 8893.20000000 N N N ARES LOAN FUNDING VII LTD N/A 04021BAA0 150000.00000000 PA USD 150000.00000000 0.000380693117 Long ABS-CBDO CORP KY N 2 2037-10-22 Variable 0.06250000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 N/A 5002166.51100000 PA USD 5013771.54000000 0.012724722125 Long LON CORP US N 2 2030-12-20 Variable 0.07246740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180XDA8 23683.62960000 PA USD 22588.75000000 0.000057329211 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DL60 61.30130000 PA USD 61.55000000 0.000000156211 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N ONTARIO GAMING GTA LP 894500EC9KLZLOC3V025 N/A 3014850.00000000 PA USD 3013764.65000000 0.007648796403 Long LON CORP CA N 2 2030-08-01 Variable 0.09584580 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946FC5 53317.63390000 PA USD 52322.31000000 0.000132791622 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N TPGI 2021-DGWD G N/A 87267HAS6 984800.00000000 PA USD 973976.85000000 0.002471908557 Long ABS-MBS CORP US N 2 2026-06-15 Variable 0.08454480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQEX6 2924317.41600000 PA USD 2690509.17000000 0.006828388826 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.03500000 N N N N N N OTP BANK PLC 529900W3MOO00A18X956 N/A 650000.00000000 PA USD 684937.50000000 0.001738339948 Long DBT CORP HU N 2 2033-05-15 Variable 0.08750000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAD5 755000.00000000 PA USD 777083.75000000 0.001972202903 Long DBT CORP LU N 2 2036-02-23 Fixed 0.05852800 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B N/A 44934FAD7 21100000.00000000 PA USD 21389738.87000000 0.054286175841 Long ABS-CBDO CORP US N 2 2027-05-17 Fixed 0.05410000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410EM88 7984.63920000 PA USD 8214.20000000 0.000020847262 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 0.07428000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAN0 6352160.72400000 PA USD 6348195.07000000 0.016111427817 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.09151480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213JU86 1502.07920000 PA USD 1553.47000000 0.000003942635 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 0.07000000 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 00215NAM2 3309410.84000000 PA USD 3325957.89000000 0.008441128522 Long LON CORP US N 2 2028-03-27 Variable 0.07996740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNVR5 14150.55030000 PA USD 13846.10000000 0.000035140766 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN AB 549300HX9MRFY47AH564 N/A 2000000.00000000 PA 1702315.91000000 0.004320399673 Long DBT CORP SE N 2 2027-08-12 Variable 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371LHK8 1151.76180000 PA USD 1147.99000000 0.000002913545 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241K3M8 1898.68260000 PA USD 1956.68000000 0.000004965964 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409BJ32 3491.14420000 PA USD 3482.26000000 0.000008837816 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.04500000 N N N N N N WELLS FARGO COML MTG TR 2018-C44 N/A 95001JAC1 2676000.00000000 PA USD 1967504.92000000 0.004993437213 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 0.03000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 22704NAF9 3310154.34000000 PA USD 3319687.58000000 0.008425214763 Long LON CORP US N 2 2029-02-20 Variable 0.07570000 N N N N N N BBCMS MTG TR 2020-C8 N/A 05552AAC2 1476000.00000000 PA USD 881126.69000000 0.002236259111 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371LPM5 16940.67750000 PA USD 16887.49000000 0.000042859674 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFP4 6642000.00000000 PA USD 6499587.35000000 0.016495654478 Long DBT CORP US N 2 2027-07-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M4QA6 50957.58650000 PA USD 49742.03000000 0.000126242989 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.04000000 N N N N N N SREIT TR 2021-MFP N/A 78472UAN8 5465600.83900000 PA USD 5363241.61000000 0.013611661128 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.08425170 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210U6E8 748.36250000 PA USD 756.75000000 0.000001920596 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 0.07000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AM8 880000.00000000 PA USD 724680.00000000 0.001839204590 Long DBT NUSS HU N 2 2031-09-22 Fixed 0.02125000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCH1 1200000.00000000 PA USD 1239243.92000000 0.003145144209 Long DBT CORP US N 2 2034-02-15 Fixed 0.05450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XX2V2 105649.36300000 PA USD 99529.96000000 0.000252602471 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MAF45 18182.10390000 PA USD 17250.08000000 0.000043779911 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF5A5 6709000.35900000 PA USD 5989438.60000000 0.015200920357 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 3150000.00000000 NC -89874.50000000 -0.00022809735 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2029-06-20 0.00000000 EUR 77286.99000000 EUR 3150000.00000000 EUR -10964.25000000 N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRVG6 7507856.77000000 PA USD 7474210.31000000 0.018969202832 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMVN1 3513280.36200000 PA USD 3152938.30000000 0.008002012741 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390FKW8 3248.48420000 PA USD 3370.74000000 0.000008554783 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404R4X2 43823.92130000 PA USD 43690.21000000 0.000110883748 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAF5 3830000.00000000 PA USD 3902003.43000000 0.009903105672 Long DBT CORP US N 2 2029-01-15 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFUU3 3145457.96700000 PA USD 2704769.24000000 0.006864580230 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5BE8 3745.63750000 PA USD 3804.29000000 0.000009655113 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AA6 1845000.00000000 PA USD 1730142.11000000 0.004391021292 Long DBT CORP US N 2 2029-10-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AJA86 87141.36500000 PA USD 68908.97000000 0.000174887804 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.01500000 N N N N N N CARLYLE US CLO 2021-11 LTD N/A 143122AJ8 30219000.00000000 PA USD 30220450.51000000 0.076698116810 Long ABS-CBDO CORP KY N 2 2037-07-25 Variable 0.06732940 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAB7 2285000.00000000 PA USD 1427022.49000000 0.003621717604 Long DBT CORP KY N 2 2025-09-20 Fixed 0.08000000 N N N N N N AZZ INC 549300HD1X2NFLWPYC83 00247NAG7 505285.44000000 PA USD 508443.47000000 0.001290406198 Long LON CORP US N 2 2029-05-11 Variable 0.08496740 N N N N N N SYDNEY FUTURES EXCHANGE LTD N/A N/A 100.00000000 NC 202584.00000000 0.000514148896 N/A DIR CORP AU N 1 SYDNEY FUTURES EXCHANGE LTD N/A Long AUSTRALIA, COMMONWEALTH OF AUST 10YR BOND FUT UNDERLYING 2024-09-16 7556862.27000000 AUD 202584.00000000 N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAB8 1200000.00000000 PA USD 1158992.88000000 0.002941470752 Long DBT CORP US N 2 2027-09-15 Fixed 0.04500000 N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 2545000.00000000 PA USD 2372747.78000000 0.006021924998 Long DBT CORP NL N 2 2030-01-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412PG70 981.33870000 PA USD 980.01000000 0.000002487220 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XK3E7 371017.17200000 PA USD 352173.17000000 0.000893799346 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FXT4 55.34990000 PA USD 56.38000000 0.000000143089 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QK5L8 7423015.28200000 PA USD 6659348.83000000 0.016901121784 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQDM1 1226145.51330000 PA USD 1243453.17000000 0.003155827092 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 0.05000000 N N N N N N AMENTUM GOVERNMENT SERVICES HOLDINGS LLC 5493008CT6B5L54YSE94 02351UAB0 1590447.76000000 PA USD 1587473.62000000 0.004028935210 Long LON CORP US N 2 2028-01-31 Variable 0.14111220 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9UR1 4452.89700000 PA USD 4453.29000000 0.000011302245 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 3485000.00000000 PA USD 3384806.25000000 0.008590482959 Long DBT CORP KY N 2 2026-11-29 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7EX6 40536.79800000 PA USD 39671.46000000 0.000100684345 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.04000000 N N N N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919XAE1 1050812.50000000 PA USD 974187.25000000 0.002472442542 Long LON CORP US N 2 2027-03-09 Variable 0.09496740 N N N N N N WORLDWIDE PLAZA TR 2017-WWP N/A 98162JAN6 348000.00000000 PA USD 24360.03000000 0.000061824638 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03715394 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGX66 5405075.92480000 PA USD 4936421.79000000 0.012528412008 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GSS67 21831.00880000 PA USD 21339.44000000 0.000054158519 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179DV64 34608.48730000 PA USD 32173.38000000 0.000081654562 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N BANK5 2023-5YR1 N/A 06644EAG3 5100000.00000000 PA USD 5309885.91000000 0.013476246809 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 0.06260000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FAU4 123.64610000 PA USD 124.30000000 0.000000315467 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AH0 2783000.00000000 PA USD 2657616.75000000 0.006744909373 Long DBT CORP US N 2 2027-10-15 Fixed 0.07375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TZ1 5690000.00000000 PA USD 5832250.00000000 0.014801982902 Long DBT UST US N 2 2044-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TZ93 185.86840000 PA USD 192.86000000 0.000000489469 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPMY1 3620176.85700000 PA USD 3633366.97000000 0.009221318662 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BGB32 509289.02960000 PA USD 22621.14000000 0.000057411415 Long ABS-CBDO USGSE US N 2 2034-02-15 Fixed 0.03500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAD6 1775000.00000000 PA USD 1634273.21000000 0.004147710422 Long DBT CORP US N 2 2029-05-01 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291T2P2 507.18070000 PA USD 517.96000000 0.000001314558 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0JE5 750294.22050000 PA USD 702380.96000000 0.001782610649 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371KE72 259.74700000 PA USD 269.52000000 0.000000684029 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07000000 N N N N N N STS OPERATING INC 549300HW5C2VGPZCHL57 N/A 4872787.50000000 PA USD 4840286.01000000 0.012284423809 Long LON CORP US N 2 2031-03-25 Variable 0.09346740 N N N N N N RLG HOLDINGS LLC N/A 74970AAB4 1959750.00000000 PA USD 1895235.03000000 0.004810019548 Long LON CORP US N 2 2028-07-08 Variable 0.09611220 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAC3 6778279.82000000 PA USD 4066967.89000000 0.010321777902 Long LON CORP US N 2 2028-08-02 Variable 0.09690000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRTR5 5972400.65000000 PA USD 6084662.67000000 0.015442594678 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9X55 1507502.18800000 PA USD 1505380.53000000 0.003820586714 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AXLV2 601884.85600000 PA USD 536390.33000000 0.001361334046 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HRE6 5130.37940000 PA USD 5328.71000000 0.000013524021 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLRR3 11456398.50900000 PA USD 10465338.70000000 0.026560549446 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N ENSEMBLE RCM LLC 254900PDXJVVI20WAQ37 29359BAE1 5038071.46000000 PA USD 5048903.31000000 0.012813884945 Long LON CORP US N 2 2029-08-01 Variable 0.08252110 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360BAD7 3860873.62000000 PA USD 3871722.67000000 0.009826254492 Long LON CORP US N 2 2030-08-01 Variable 0.09311450 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178NAM1 102766.63630000 PA USD 94603.67000000 0.000240099773 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 1641700.00000000 PA USD 256105.20000000 0.000649983246 Long DBT NUSS VE N 2 2031-08-05 Fixed 0.11950000 Y Y N N N N BYJU'S ALPHA INC 254900EAJ040Y8AVVN71 N/A 56821.09000000 PA USD 56821.09000000 0.000144209319 Long LON CORP US N 3 2026-04-09 Variable 0.13246740 N N Y N N N BENCHMARK 2022-B37 MTG TR N/A 08161QAD2 1270000.00000000 PA USD 1355713.82000000 0.003440739471 Long ABS-MBS CORP US N 2 2055-11-15 Variable 0.05750631 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ET3R5 93094.54270000 PA USD 87149.59000000 0.000221181660 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N BX TRUST N/A 05608WAA2 14324142.29900000 PA USD 14167471.99000000 0.035956393874 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.06121480 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAX2 13200000.00000000 PA USD 14155693.46000000 0.035926500505 Long DBT CORP US N 2 2030-11-15 Fixed 0.06550000 N N N N N N ERO COPPER CORP 549300KL8A21SEIO8I47 296006AA7 7091000.00000000 PA USD 6910108.59000000 0.017537538549 Long DBT CORP CA N 2 2030-02-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCVQ6 6273155.40400000 PA USD 5652779.23000000 0.014346494323 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.03000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CD3 2690000.00000000 PA USD 1971854.74000000 0.005004476856 Long DBT CORP US N 2 2030-04-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178W7C7 203151.90420000 PA USD 192006.44000000 0.000487303535 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180MJG3 12295.91240000 PA USD 11639.07000000 0.000029539425 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.03500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 7663000.00000000 PA USD 2996188.55000000 0.007604189067 Long DBT CORP US N 2 2030-12-01 Fixed 0.04625000 N N N N N N CHARTER NEXT GENERATION INC 549300KRNU8RNVGYXG75 N/A 4495786.94000000 PA USD 4504913.39000000 0.011433263488 Long LON CORP US N 2 2027-12-01 Variable 0.08496740 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CY4 1055000.00000000 PA USD 999137.75000000 0.002535765766 Long DBT NUSS TR N 2 2030-03-13 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VWM6 1036.33760000 PA USD 1067.42000000 0.000002709062 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132AEFK7 2159141.99800000 PA USD 2115299.76000000 0.005368533736 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397R3R5 62684.18370000 PA USD 63296.68000000 0.000160644069 Long ABS-CBDO USGSE US N 2 2037-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MU24 191.15050000 PA USD 193.69000000 0.000000491576 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AW2 975000.00000000 PA USD 672750.00000000 0.001707408632 Long DBT NUSS UA N 2 2041-08-01 Variable 0.00000000 N N N N N N BANK5 2023-5YR4 N/A 06211FBL1 1068000.00000000 PA USD 1133109.12000000 0.002875778956 Long ABS-MBS CORP US N 2 2056-12-15 Variable 0.07858148 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TPS2 829.24040000 PA USD 840.33000000 0.000002132718 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N COTIVITI INC 254900YAQHVRTG4IFI64 22164MAD9 1300000.00000000 PA USD 1296750.00000000 0.003291092002 Long LON CORP US N 2 2031-05-01 Fixed 0.07625000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCC6 13823908.53300000 PA USD 13877545.30000000 0.035220573237 Long LON CORP US N 2 2028-08-24 Variable 0.08084580 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BJ9 5447000.00000000 PA USD 5377226.82000000 0.013647154949 Long DBT CORP US N 2 2035-11-15 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402TV28 60240.71060000 PA USD 60056.57000000 0.000152420819 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8S81 1417811.61700000 PA USD 1236146.56000000 0.003137283252 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 5805000.00000000 PA USD 5478521.58000000 0.013904236402 Long DBT CORP US N 2 2029-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378D7H7 751.74150000 PA USD 769.55000000 0.000001953082 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XQ52 9154.62430000 PA USD 8397.96000000 0.000021313637 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAD5 1445000.00000000 PA USD 1481162.57000000 0.003759122643 Long DBT CORP US N 2 2030-02-01 Fixed 0.07000000 N N N N N N PERRIGO INVESTMENTS LLC 549300POZGC78VHAAJ73 71429TAC4 2376219.78000000 PA USD 2364338.68000000 0.006000583088 Long LON CORP US N 2 2029-04-20 Variable 0.07596740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9VK4 6272.99710000 PA USD 6250.34000000 0.000015863076 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N COMM 2017-COR2 N/A 12595EAN5 368000.00000000 PA USD 296914.47000000 0.000753555301 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410YWC4 1628.57550000 PA USD 1714.26000000 0.000004350713 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.06500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040693 -33300000.00000000 PA USD -31579065.99000000 -0.08014622056 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.04000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 1974388.01000000 PA USD 1980567.84000000 0.005026590304 Long LON CORP PA N 2 2027-08-09 Variable 0.07996740 N N N N N N FORD CR FLOORPLN MAST OWN TR A 5493001DTG5N7T8BG747 34528QHV9 6100000.00000000 PA USD 6132990.02000000 0.015565247275 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04920000 N N N N N N CSAIL 2019-C18 COML MTG TR N/A 12597DAH8 849706.00000000 PA USD 753992.74000000 0.001913598979 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 0.03321400 N N N N N N JYSKE BANK 3M5E1GQGKL17HI6CPN30 N/A 1183000.00000000 PA 1365336.26000000 0.003465160783 Long DBT CORP DK N 2 2035-05-01 Variable 0.05125000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BC7 3000000.00000000 PA USD 2977195.86000000 0.007555986492 Long DBT CORP US N 2 2055-10-23 Fixed 0.06834000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAN8 21856000.00000000 PA USD 21418880.00000000 0.054360134692 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.07398980 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAD9 19538000.00000000 PA USD 19979072.89000000 0.050705970309 Long DBT CORP US N 2 2041-02-15 Fixed 0.05600000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WG36 8279739.97500000 PA USD 7235780.68000000 0.018364079371 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177Q2N2 23955.42750000 PA USD 23342.87000000 0.000059243133 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR6 N/A 74333HAN5 546000.00000000 PA USD 512347.95000000 0.001300315589 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.03422000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 9366000.00000000 PA USD 3570351.14000000 0.009061387377 Long DBT CORP US N 2 2029-12-01 Fixed 0.01875000 N N N N Y WOLFSPEED INC USD XXXX N N N ENFRAGEN ENERGIA SUR SA 2549002TO75PYMY3VY07 29280LAA1 3865000.00000000 PA USD 3304575.00000000 0.008386859728 Long DBT CORP ES N 2 2030-12-30 Fixed 0.05375000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31396WYX8 40125.77600000 PA USD 51139.63000000 0.000129790034 Long ABS-CBDO USGSE US N 2 2037-07-25 Variable 0.06820081 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178TRX6 23019.62320000 PA USD 21271.56000000 0.000053986243 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YQR3 677.72270000 PA USD 688.68000000 0.000001747838 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N WASH MULTIFAMILY ACQUISITION INC 549300AS7PRY5PHG6L12 93710WAA3 6510000.00000000 PA USD 6480098.27000000 0.016446192087 Long DBT CORP US N 2 2026-04-15 Fixed 0.05750000 N N N N N N COMM 2015-3BP MTG TR N/A 12592TAQ8 1538000.00000000 PA USD 1276867.44000000 0.003240630977 Long ABS-MBS CORP US N 2 2035-02-10 Variable 0.03346347 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QAZ5 380000.00000000 PA USD 267425.00000000 0.000678712379 Long DBT CORP MX N 2 2041-06-02 Fixed 0.06500000 N N N N N N BARINGS CLO LTD 2020-IV 549300Q89L7I93JSRH83 06762BAS9 28887000.00000000 PA USD 28887000.00000000 0.073313880598 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.00000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TN8 467854000.00000000 PA USD 419661384.06000000 1.065081337716 Long DBT UST US N 2 2053-02-15 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BJV1 81.52350000 PA USD 82.66000000 0.000000209787 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 2255000.00000000 PA USD 1815275.00000000 0.004607084661 Long DBT CORP US N 2 2029-09-01 Fixed 0.04750000 N N N N N N VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC N/A 92918HAF7 7846000.00000000 PA USD 7847624.12000000 0.019916909949 Long ABS-CBDO CORP KY N 2 2034-07-19 Variable 0.06701080 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 350392AA4 1250000.00000000 PA USD 1121416.88000000 0.002846104588 Long DBT CORP US N 2 2029-03-01 Fixed 0.06000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392B2Z8 3228.89770000 PA USD 3230.43000000 0.000008198683 Long ABS-CBDO USGSE US N 2 2032-01-25 Variable 0.06213320 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DS36 39917.49460000 PA USD 40942.74000000 0.000103910795 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 0.06000000 N N N N N N VASA TR 2021-VASA N/A 92230AAL0 1383000.00000000 PA USD 713011.74000000 0.001809591081 Long ABS-MBS CORP US N 2 2039-07-15 Variable 0.09351480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177TMR5 68539.44430000 PA USD 66753.26000000 0.000169416711 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201YN93 654.29100000 PA USD 667.52000000 0.000001694135 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 0.05500000 N N N N N N VFH PARENT LLC 549300FRO9M476YHHY64 91820UAU4 4000000.00000000 PA USD 4000000.00000000 0.010151816470 Long LON CORP US N 2 2031-06-23 Variable 0.07996740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7DA8 4177.43770000 PA USD 4216.87000000 0.000010702222 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.07000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAY2 15213355.79700000 PA USD 15219745.41000000 0.038627015533 Long LON CORP US N 2 2030-06-20 Variable 0.08255370 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP N/A 24665FAC6 6325000.00000000 PA USD 6374044.05000000 0.016177031343 Long DBT CORP US N 2 2028-06-01 Fixed 0.07125000 N N N N N N MAXIMUS INC 549300DQCDS8HJ7QF202 57779FAG0 1120000.00000000 PA USD 1122452.80000000 0.002848733705 Long LON CORP US N 2 2031-05-30 Variable 0.07246740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383SCB4 300.61380000 PA USD 309.80000000 0.000000786258 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N VIPER ENERGY INC 5299009LINL232255G03 92763MAB1 750000.00000000 PA USD 796393.50000000 0.002021210162 Long DBT CORP US N 2 2031-11-01 Fixed 0.07375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWVN1 718551.32700000 PA USD 697077.06000000 0.001769149594 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 2300000.00000000 PA 3211762.16000000 0.008151304999 Long DBT CORP GB N 2 2032-11-14 Variable 0.08407000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419J6M5 2235.36440000 PA USD 2188.16000000 0.000005553449 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AKT97 4850.46940000 PA USD 4916.31000000 0.000012477369 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNCP6 4766944.39300000 PA USD 4093866.62000000 0.010390045645 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.02500000 N N N N N N CPM HOLDINGS INC 549300FBUISJCXV8IB65 12620BAR1 2359069.48400000 PA USD 2265438.02000000 0.005749577751 Long LON CORP US N 2 2028-09-28 Variable 0.09842330 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAK6 1076000.00000000 PA USD 1020048.00000000 0.002588835021 Long DBT NUSS RO N 2 2027-02-27 Fixed 0.03000000 N N N N N N WOOF HOLDINGS INC 254900RX9Z723FXJSU14 98082EAB0 2700693.14000000 PA USD 1814541.71000000 0.004605223604 Long LON CORP US N 2 2027-12-21 Variable 0.09346190 N N N N N N TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC 5493000R4ICCD2N68609 89413GAG3 1638999.99980000 PA USD 1156809.48000000 0.002935929383 Long ABS-CBDO CORP KY N 2 2042-04-06 Variable 0.06135870 N N N N N N AFFINITY GAMING LLC N/A 00842XAA7 1170000.00000000 PA USD 1002929.85000000 0.002545389942 Long DBT CORP US N 2 2027-12-15 Fixed 0.06875000 N N N N N N LORCA CO-BORROWER LLC N/A N/A 1261837.50000000 PA USD 1264992.09000000 0.003210491883 Long LON CORP US N 2 2031-04-17 Variable 0.08834580 N N N N N N SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP N/A 86614RAP2 1620000.00000000 PA USD 1703025.00000000 0.004322199311 Long DBT CORP US N 2 2031-01-15 Fixed 0.07250000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BH6 6031000.00000000 PA USD 5822866.45000000 0.014778167883 Long DBT CORP US N 2 2028-01-15 Fixed 0.03400000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAG1 3271000.00000000 PA USD 3393245.87000000 0.008611902328 Long DBT CORP US N 2 2029-04-15 Fixed 0.08625000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGMY0 17695.89260000 PA USD 18204.65000000 0.000046202566 Long ABS-MBS USGSE US N 2 2041-05-01 Variable 0.07155000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386GRV7 133.54600000 PA USD 138.57000000 0.000000351684 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416TBZ1 1942.36540000 PA USD 1940.30000000 0.000004924392 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJQ5 3600000.00000000 PA USD 3589734.38000000 0.009110581151 Long DBT UST US N 2 2030-12-31 Fixed 0.03750000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAB5 2035000.00000000 PA USD 1944777.66000000 0.004935756470 Long DBT CORP US N 2 2029-01-15 Fixed 0.05625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FW57 110988.72530000 PA USD 114459.81000000 0.000290493746 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFH42 27887.14620000 PA USD 28321.87000000 0.000071879606 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137HA4B9 4614000.00000000 PA USD 4663651.72000000 0.011836134086 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 0.04412000 N N N N N N PRPM 2024-RCF3 LLC N/A 74390BAA6 10615834.11000000 PA USD 10377538.36000000 0.026337716212 Long ABS-CBDO CORP US N 2 2054-05-25 Fixed 0.04000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 3020000.00000000 PA USD 3015457.32000000 0.007653092322 Long DBT CORP US N 2 2027-02-15 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GM29 253024.78950000 PA USD 239866.67000000 0.000608770602 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJES6 110409.26800000 PA USD 109031.66000000 0.000276717350 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N AUNA SA 254900SOGP7YC0N9I368 05151AAA1 1037200.00000000 PA USD 1085160.13000000 0.002754086620 Long DBT CORP LU N 2 2029-12-15 Fixed 0.10000000 N N N N N N WELLS FARGO COML MTG TR 2015-SG1 549300ZJL46M82UL2Z22 95002XAC9 1034000.00000000 PA USD 785526.90000000 0.001993631230 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARHT1 10239.11450000 PA USD 9998.61000000 0.000025376013 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N ARES CLO N/A 04017WAL6 28190000.00000000 PA USD 28195468.86000000 0.071558806293 Long ABS-CBDO CORP KY N 2 2032-10-15 Variable 0.06571370 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179ST31 3445282.41700000 PA USD 3342184.41000000 0.008482310685 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31396VYS1 31659.46590000 PA USD 3765.63000000 0.000009556996 Long ABS-CBDO USGSE US N 2 2037-05-25 Variable 0.00976680 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PB53 18839.85070000 PA USD 18380.60000000 0.000046649119 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YGB9 55.07820000 PA USD 55.70000000 0.000000141364 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417E3V1 20958.27560000 PA USD 20885.68000000 0.000053006897 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XKD1 91209.21770000 PA USD 89224.67000000 0.000226448118 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BA6V1 14274979.18300000 PA USD 12062365.97000000 0.030613731382 Long ABS-CBDO USGSE US N 2 2040-07-25 Fixed 0.01500000 N N N N N N LONDON CLEARING HOUSE N/A N/A -321500000.00000000 NC USD -4498572.17000000 -0.01141716976 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2027-09-18 0.00000000 USD 0.00000000 USD -317023563.11000000 USD -4498572.17000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371KAG6 154.44460000 PA USD 161.12000000 0.000000408915 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 0.07000000 N N N N N N CATALENT PHARMA SOLUTIONS 549300HALRZ339MSTH85 14880BAJ0 1660837.50000000 PA USD 1662913.55000000 0.004220398291 Long LON CORP US N 2 2028-02-22 Variable 0.08311450 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2F1 640000.00000000 PA USD 550000.00000000 0.001395874764 Long DBT CORP SA N 2 2049-04-16 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AVK3 79.28810000 PA USD 81.02000000 0.000000205625 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4RB8 46011.80450000 PA USD 46754.38000000 0.000118660471 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ADY33 3498.75800000 PA USD 3492.93000000 0.000008864896 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0206A2 542750000.00000000 PA USD 444503728.83000000 1.128130068919 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVX1 8328547.15300000 PA USD 8580736.39000000 0.021777515253 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AXEN8 439756.87000000 PA USD 391904.42000000 0.000994635436 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210TSU1 88.79060000 PA USD 89.27000000 0.000000226563 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07500000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAA6 751000.00000000 PA USD 681380.95000000 0.001729313587 Long DBT CORP US N 2 2028-09-01 Fixed 0.03250000 N N N N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 N/A 5600000.00000000 PA 6626648.15000000 0.016818128958 Long DBT CORP FR N 2 2034-10-12 Fixed 0.04750000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAT4 2900000.00000000 PA USD 2784306.82000000 0.007066442958 Long DBT CORP US N 2 2029-05-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945WW4 5166.60040000 PA USD 5282.57000000 0.000013406920 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPYW8 142135.70700000 PA USD 138933.70000000 0.000352607356 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ECT7 96.63750000 PA USD 98.04000000 0.000000248821 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4J96 105720.33000000 PA USD 100176.03000000 0.000254242167 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409D4W0 102.84300000 PA USD 107.50000000 0.000000272830 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176Q6C3 17603.94090000 PA USD 17167.17000000 0.000043569489 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVKW4 31520017.24700000 PA USD 28491533.01000000 0.072310203522 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.03000000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BH6 2915000.00000000 PA USD 2071399.00000000 0.005257115621 Long DBT NUSS PA N 2 2050-04-16 Fixed 0.04500000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BA8 23000000.00000000 PA USD 20827008.99000000 0.052857993225 Long DBT CORP CA N 2 2030-07-15 Fixed 0.02950000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H56A0 5879400.72600000 PA USD 5234532.77000000 0.013285003997 Long ABS-CBDO USGSE US N 2 2049-04-25 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLHG8 9824661.56600000 PA USD 8869251.54000000 0.022509753466 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UM53 14.76680000 PA USD 15.32000000 0.000000038881 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N FLUTTER FINANCING BV 635400VFWPBIKJK6GN11 N/A 6776945.00000000 PA USD 6775725.15000000 0.017196479544 Long LON CORP NL N 2 2030-11-25 Variable 0.07584580 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0506A5 121550000.00000000 PA USD 121122192.62000000 0.307402567505 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.05000000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAA2 3005000.00000000 PA USD 2958545.40000000 0.007508652480 Long DBT CORP US N 2 2027-09-30 Fixed 0.05000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 2015000.00000000 PA USD 2020662.15000000 0.005128347824 Long DBT CORP US N 2 2029-08-06 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FYD5 793.97950000 PA USD 833.82000000 0.000002116196 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.06500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAG9 4350000.00000000 PA USD 4091821.37000000 0.010384854894 Long DBT CORP US N 2 2026-08-01 Fixed 0.05250000 N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 630000.00000000 PA USD 649530.00000000 0.001648477338 Long DBT NUSS CO N 2 2034-02-02 Fixed 0.07500000 N N N N N N DYNEX CAPITAL INC 5CIJ4S9HAEBWILA19B65 26817Q878 20200.00000000 NS USD 502374.00000000 0.001275002161 Long EP CORP US N 1 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383DXP3 1539.62300000 PA USD 1597.57000000 0.000004054559 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 0.07000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AD8 1784000.00000000 PA USD 1728250.00000000 0.004386219203 Long DBT CORP US N 2 2028-03-01 Fixed 0.07500000 N N N N N N ORGANON and CO 549300AMCKY57OK2CO56 68621XAF0 4085137.10000000 PA USD 4103030.00000000 0.010413301883 Long LON CORP US N 2 2031-05-17 Variable 0.07841570 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXR8 17728.33100000 PA USD 15384.77000000 0.000039045840 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48126HAC4 3287000.00000000 PA USD 3286442.20000000 0.008340839514 Long EP CORP US N 2 N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 683100000.00000000 PA 4669508.77000000 0.011850999010 Long DBT NUSS JP N 2 2025-02-01 Fixed 0.00005000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207LWE4 154.93200000 PA USD 155.41000000 0.000000394423 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384LWH3 203.71750000 PA USD 211.38000000 0.000000536472 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BKND0 11932424.80800000 PA USD 10603594.18000000 0.026911435511 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378KRN6 637.90190000 PA USD 653.05000000 0.000001657410 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFMN3 9694557.58900000 PA USD 9102735.87000000 0.023102325983 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 0.03500000 N N N N N N GEMINI HDPE LLC N/A 36866KAB8 1766993.90000000 PA USD 1768760.89000000 0.004489033984 Long LON CORP US N 2 2027-12-31 Variable 0.08513720 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDZH2 1970390.70600000 PA USD 1881949.52000000 0.004776301533 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02500000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 N/A 4431000.00000000 PA USD 4427765.37000000 0.011237465353 Long DBT CORP BM N 2 2025-10-20 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCSA4 4872898.24800000 PA USD 4713297.19000000 0.011962132011 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 0.04000000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A 36262MAC2 2930000.00000000 PA USD 2857842.01000000 0.007253071897 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06601480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5MX4 2461.35990000 PA USD 2498.32000000 0.000006340621 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YAA6 952000.00000000 PA USD 691457.78000000 0.001754888119 Long ABS-MBS CORP US N 3 2053-02-13 Fixed 0.02850000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052698 122000000.00000000 PA USD 122833979.80000000 0.311747004827 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389DG43 1805.55870000 PA USD 1873.51000000 0.000004754882 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZA4 511.54200000 PA USD 528.08000000 0.000001340242 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FCYM0 1070101.48900000 PA USD 1056854.60000000 0.002682248483 Long ABS-CBDO USGSE US N 2 2047-02-15 Fixed 0.04000000 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION N/A 14856CAA7 3428424.54000000 PA USD 3197243.82000000 0.008114458118 Long ABS-CBDO CORP US N 2 2043-06-15 Fixed 0.04125000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 59600000.00000000 NC USD 3238189.58000000 0.008218376578 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2035-05-19 0.00000000 USD 0.00000000 USD 59600000.00000000 USD 1.00000000 3.86500000 USD 2025-05-15 XXXX 1313109.58000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378LJ94 77.95800000 PA USD 79.81000000 0.000000202554 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RLL4 1420.30530000 PA USD 1470.48000000 0.000003732010 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DY22 177888.17700000 PA USD 157505.98000000 0.000399742950 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNGQ9 1577939.40900000 PA USD 1462873.23000000 0.003712705137 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407XFG1 2701.67460000 PA USD 2822.98000000 0.000007164593 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DW7 10678000.00000000 PA USD 10829428.46000000 0.027484592552 Long DBT CORP US N 2 2029-01-30 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AASQ2 1043.68450000 PA USD 1059.51000000 0.000002688987 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALQG2 12174.95570000 PA USD 12363.03000000 0.000031376802 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5J24 3401308.42900000 PA USD 3036086.81000000 0.007705449021 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213J4K8 2229.58140000 PA USD 2305.86000000 0.000005852166 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM4Y8 3147486.43600000 PA USD 2606494.58000000 0.006615163652 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 13445000.00000000 PA USD 14666115.24000000 0.037221927564 Long DBT CORP GB N 2 2028-11-30 Fixed 0.12000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 0.00000000 CAD 0.00000000 USD 2024-10-03 0.00000000 N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 22737000.00000000 PA USD 22270381.05000000 0.056521205288 Long DBT CORP US N 2 2045-08-15 Fixed 0.05850000 N N N N N N SAFEHOLD OPERATING PARTNERSHIP LP 54930012UY5Z4Q8NL108 78646UAB5 2770000.00000000 PA USD 2374281.07000000 0.006025816418 Long DBT CORP US N 2 2032-01-15 Fixed 0.02850000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 11773000.00000000 PA USD 9434112.83000000 0.023943345503 Long DBT CORP US N 2 2042-03-15 Fixed 0.05050000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 770000.00000000 PA USD 799793.61000000 0.002029839485 Long DBT CORP US N 2 2031-03-01 Fixed 0.07375000 N N N N N N IVC ACQUISITION LTD 5493000Y4FS5LU4IPV32 N/A 4193951.34000000 PA USD 4185227.92000000 0.010621916433 Long LON CORP GB N 2 2028-12-06 Variable 0.10084580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUH33 23523542.71900000 PA USD 23988697.25000000 0.060882212964 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N BYJU'S ALPHA INC 254900EAJ040Y8AVVN71 N/A 3386223.63000000 PA USD 757667.54000000 0.001922925452 Long LON CORP US N 2 2026-11-24 Variable 0.15500000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CG81 2524792.62300000 PA USD 2386354.96000000 0.006056459397 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VD22 253.80540000 PA USD 261.91000000 0.000000664715 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 4100000.00000000 NC -899074.15000000 -0.00228180894 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 HEIDELBERG MATERIALS AG HEIDELBERG MATERIALS AG 3.75% 05/31/2032 REGS Y 2029-06-20 0.00000000 EUR 831204.14000000 EUR 4100000.00000000 EUR -52901.16000000 N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 3095000.00000000 PA USD 3039589.60000000 0.007714338941 Long DBT CORP US N 2 2028-07-01 Fixed 0.04500000 N N N N N N SIRIUS REAL ESTATE LTD 213800NURUF5W8QSK566 N/A 2300000.00000000 PA 2421286.99000000 0.006145115286 Long DBT CORP GG N 2 2026-06-22 Fixed 0.01125000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AH6 875000.00000000 PA USD 453359.38000000 0.001150605305 Long DBT NUSS GH N 2 2049-06-16 Fixed 0.08627000 Y Y N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40467AAC3 1319584.73600000 PA USD 1317381.03000000 0.003343452609 Long LON CORP US N 2 2027-10-29 Variable 0.10350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQB76 453137.79470000 PA USD 430880.39000000 0.001093554660 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2017-H1 N/A 61691JAY0 1125000.00000000 PA USD 1066067.78000000 0.002705631112 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.03773000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 18569000.00000000 PA USD 18355495.49000000 0.046585405361 Long DBT CORP US N 2 2032-05-15 Fixed 0.05125000 N N N N N N RMF BUYOUT ISSUANCE TRUST 2020-2 N/A 76971EAA2 2482097.74300000 PA USD 2358829.07000000 0.005986599951 Long ABS-CBDO CORP US N 2 2050-10-25 Fixed 0.01718800 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9GN4 11697.59180000 PA USD 10798.31000000 0.000027405615 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAU3 1235000.00000000 PA USD 1326554.26000000 0.003366733846 Long DBT CORP CA N 2 2030-02-15 Fixed 0.09000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAC3 2470000.00000000 PA USD 2519632.18000000 0.006394710866 Long DBT CORP US N 2 2032-02-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379FBG8 416.39420000 PA USD 420.94000000 0.000001068326 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDH6 89141000.00000000 PA USD 89631757.75000000 0.227481288658 Long DBT CORP US N 2 2033-07-25 Variable 0.04912000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 8265000.00000000 PA USD 7152067.75000000 0.018151619796 Long DBT CORP US N 2 2041-09-01 Fixed 0.05500000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828TAB8 1000000.00000000 PA USD 995245.60000000 0.002525887668 Long DBT CORP US N 2 2029-04-01 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FTL0 522164.20270000 PA USD 521587.84000000 0.001323766006 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 0.04500000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 45173JAR5 5689518.14000000 PA USD 5700897.18000000 0.014468615472 Long LON CORP US N 2 2029-07-02 Variable 0.07746740 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 29280EAA7 4315000.00000000 PA USD 4259509.10000000 0.010810438659 Long DBT CORP GB N 2 2027-04-30 Fixed 0.06500000 N N N N N N CHILE ELECTRICITY LUX MPC SARL N/A 168829AA7 699625.00000000 PA USD 722803.58000000 0.001834442322 Long DBT CORP LU N 2 2033-01-20 Fixed 0.06010000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPGW8 42888.59150000 PA USD 41617.90000000 0.000105624320 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EDT3 6788.97280000 PA USD 6779.75000000 0.000017206694 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR8 N/A 74333TAQ2 2380000.00000000 PA USD 2194724.85000000 0.005570110970 Long ABS-CBDO CORP US N 2 2038-10-17 Fixed 0.04005000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAG5 11328000.00000000 PA USD 11158326.95000000 0.028319321829 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.06683300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133KT3P3 238225.56500000 PA USD 213485.08000000 0.000541815337 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKNE4 17703842.54200000 PA USD 15234542.45000000 0.038664569742 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128JPDH0 13694.89360000 PA USD 14088.62000000 0.000035756271 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 0.06936000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 N/A 1783834.54000000 PA USD 1787402.21000000 0.004536344798 Long LON CORP US N 2 2028-09-22 Variable 0.08496740 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BMRP5 4509054.07900000 PA USD 4279925.14000000 0.010862253632 Long ABS-CBDO USGSE US N 2 2047-05-25 Fixed 0.03000000 N N N N N N FLY LEASING LTD 549300LI58A0MHGHTZ98 14308CAA1 675000.00000000 PA USD 670815.00000000 0.001702497691 Long DBT CORP BM N 2 2024-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176YEQ6 27315.24130000 PA USD 26647.00000000 0.000067628863 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 553000.00000000 PA USD 538209.35000000 0.001365950636 Long DBT CORP US N 2 2029-07-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GSLX5 75889.37740000 PA USD 74236.17000000 0.000188407993 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JNAA8 355496.12800000 PA USD 365066.72000000 0.000926522585 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.05500000 N N N N N N INCEPTION FINCO SARL 549300V0LY56J9HGCK92 N/A 1105000.00000000 PA USD 1113055.45000000 0.002824883662 Long LON CORP LU N 2 2031-03-10 Variable 0.09834580 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAU4 1425000.00000000 PA USD 1529203.13000000 0.003881047380 Long DBT NUSS AE N 2 2054-04-30 Fixed 0.05500000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 922646AS3 10096000.00000000 PA USD 1607788.00000000 0.004080492174 Long DBT NUSS VE N 2 2027-09-15 Fixed 0.09250000 Y Y N N N N WFRBS COML MTG TR 2011-C3 N/A 92935VAS7 439833.19000000 PA USD 158251.98000000 0.000401636264 Long ABS-MBS CORP US N 2 2044-03-15 Variable 0.06049660 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56Z0 313574.37100000 PA USD 278037.40000000 0.000705646164 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N UBS-BAMLL TR 2012-WRM N/A 90269PAJ0 110000.00000000 PA USD 98064.18000000 0.000248882389 Long ABS-MBS CORP US N 2 2030-06-10 Variable 0.04379267 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200NN49 17060.58640000 PA USD 17723.93000000 0.000044982521 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945QT8 17384.98270000 PA USD 17380.99000000 0.000044112155 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207LGW2 2165.57820000 PA USD 2301.96000000 0.000005842268 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.08500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A 46652BBQ1 441000.00000000 PA USD 112446.18000000 0.000285383245 Long ABS-MBS CORP US N 3 2037-01-16 Variable 0.04688190 N N N N N N KITE REALTY GROUP TRUST N/A 76131VAB9 1467000.00000000 PA USD 1452959.50000000 0.003687544545 Long DBT CORP US N 2 2030-09-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404PNJ6 13145.61030000 PA USD 13108.57000000 0.000033268949 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N INSULET CORP 549300TZTYD2PYN92D43 N/A 7960000.00000000 PA USD 7979900.00000000 0.020252620063 Long LON CORP US N 2 2031-08-01 Variable 0.07746740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374NA93 20.30900000 PA USD 20.24000000 0.000000051368 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGVQ7 17100.47190000 PA USD 17592.11000000 0.000044647968 Long ABS-MBS USGSE US N 2 2041-06-01 Variable 0.07628000 N N N N N N FLEXERA SOFTWARE LLC FHBIRN3K4PSRU4ZOQQ49 N/A 4029738.56100000 PA USD 4042351.64000000 0.010259302989 Long LON CORP US N 2 2028-03-03 Variable 0.08835680 N N N N N N HORIZON AIRCRAFT FINANCE LTD N/A 44040HAA0 6159899.92000000 PA USD 5697895.11000000 0.014460996356 Long ABS-CBDO CORP KY N 2 2039-07-15 Fixed 0.03721000 N N N N N N VORNADO REALTY L P 549300BMOJ05INE4YK86 929043AK3 6904000.00000000 PA USD 6531330.50000000 0.016576217136 Long DBT CORP US N 2 2026-06-01 Fixed 0.02150000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 950000.00000000 PA USD 803415.00000000 0.002039030407 Long DBT CORP CO N 2 2031-11-02 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGZU6 11771605.31800000 PA USD 10974013.14000000 0.027851541836 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.02500000 N N N N N N ARGENTUM NETHERLANDS BV 724500RPEZI5VVQQWE89 N/A 14850000.00000000 PA USD 14816355.84000000 0.037603231313 Long DBT CORP NL N 2 2050-08-15 Variable 0.05750000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GFD1 6976000.00000000 PA USD 7862739.31000000 0.019955271608 Long DBT CORP US N 2 2037-10-01 Fixed 0.06750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376XNT6 424085.27840000 PA USD 423484.18000000 0.001074783418 Long ABS-CBDO USGA US N 2 2060-03-20 Variable 0.06011600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSP50 12898439.33900000 PA USD 11153047.03000000 0.028305921634 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAP4 9640000.00000000 PA USD 9476877.90000000 0.024051881289 Long DBT CORP CA N 2 2037-06-15 Fixed 0.05250000 N N N N N N BARINGS CLO LTD 2021-1 N/A 06762EAA2 28623000.00000000 PA USD 28634306.09000000 0.072672555048 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.06566210 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAD2 240000.00000000 PA USD 243996.24000000 0.000619251262 Long DBT CORP GB N 2 2032-04-15 Fixed 0.07750000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AS1 195000.00000000 PA USD 182690.63000000 0.000463660436 Long DBT NUSS SV N 2 2027-01-18 Fixed 0.06375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SFE6 31024.49500000 PA USD 31273.93000000 0.000079371799 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AC1 6970000.00000000 PA USD 6848025.00000000 0.017379973246 Long DBT CORP US N 2 2028-11-15 Fixed 0.05325000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXH6 207144862.51600000 PA USD 174240377.54000000 0.442214083648 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02000000 N N N N N N CENTURY DE BUYER LLC 254900PQRPPYRTQIDX74 15651FAB2 2719185.00000000 PA USD 2724297.07000000 0.006914140966 Long LON CORP US N 2 2030-10-30 Variable 0.09255370 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378FH99 352.66070000 PA USD 361.34000000 0.000000917064 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RCJ9 20798.45170000 PA USD 20307.51000000 0.000051539528 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKZR3 1622813.97000000 PA USD 1337798.18000000 0.003395270399 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMH6 509.30930000 PA USD 523.77000000 0.000001329304 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EGKE3 2327.95620000 PA USD 2377.00000000 0.000006032716 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FCNA8 992598.70500000 PA USD 918229.74000000 0.002330424949 Long ABS-CBDO USGSE US N 2 2047-09-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H42Q6 210287.07900000 PA USD 207663.26000000 0.000527039825 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BY0 2570000.00000000 PA USD 1959936.15000000 0.004974228022 Long DBT CORP US N 2 2038-03-01 Fixed 0.03550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HDEG5 28270.33300000 PA USD 27917.60000000 0.000070853587 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405QTT5 20004.72740000 PA USD 19953.42000000 0.000050640864 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193SW47 54315.66440000 PA USD 51264.64000000 0.000130107304 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LYR0 1679200.19560000 PA USD 1556650.99000000 0.003950708789 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGR6 46680000.00000000 PA USD 47044687.50000000 0.119397258356 Long DBT UST US N 2 2026-03-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296RNQ7 18712.40630000 PA USD 19016.11000000 0.000048262014 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136A7HT2 17562.43480000 PA USD 228.95000000 0.000000581064 Long ABS-CBDO USGSE US N 2 2027-07-25 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDR1 1500068.57600000 PA USD 1279825.66000000 0.003248138803 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38380GF25 1490870.91500000 PA USD 1373413.25000000 0.003485659813 Long ABS-CBDO USGA US N 2 2046-11-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCP6 4406359.46300000 PA USD 3769736.58000000 0.009567418475 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 65000000.00000000 PA USD 66596047.70000000 0.169017713483 Long DBT CORP CH N 2 2030-02-08 Variable 0.05428000 N N N N N N SITIOS LATINOAMERICA SAB DE CV 984500D2C0CDC0BFDD35 03217KAB4 4370000.00000000 PA USD 4147130.00000000 0.010525225660 Long DBT CORP MX N 2 2032-04-04 Fixed 0.05375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206YFN6 63.19960000 PA USD 63.13000000 0.000000160221 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07500000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBJ8 7502000.00000000 PA USD 6455700.64000000 0.016384272021 Long DBT CORP US N 2 2029-04-15 Fixed 0.06875000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 10072000.00000000 PA USD 9082747.60000000 0.023051596671 Long DBT CORP FR N 2 2029-09-15 Variable 0.02159000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307VFK7 44398.72700000 PA USD 42116.93000000 0.000106890835 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76Y9 41262.97700000 PA USD 38596.99000000 0.000097957389 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDA53 2698311.99400000 PA USD 2523918.47000000 0.006405589273 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5BQ9 19601513.63100000 PA USD 17487558.99000000 0.044382622347 Long ABS-CBDO USGSE US N 2 2048-10-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BU22 233.29900000 PA USD 235.91000000 0.000000598728 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAC2 2965000.00000000 PA USD 2956319.07000000 0.007503002156 Long DBT CORP US N 2 2027-06-15 Fixed 0.06000000 N N N N N N NEXTERA ENERGY PARTNERS LP 5493008F4ZOQFNG3WN54 65341BAG1 1705000.00000000 PA USD 1572971.24000000 0.003992128835 Long DBT CORP US N 2 2026-06-15 Fixed 0.02500000 N N N N N NEXTERA ENERGY PARTNERS LP USD XXXX N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129455M6 37332.94120000 PA USD 37331.57000000 0.000094745811 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LXCY3 15083.16640000 PA USD 14336.45000000 0.000036385252 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ANJ3 11560.09620000 PA USD 10852.37000000 0.000027542817 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407HAK2 964.58850000 PA USD 1002.66000000 0.000002544705 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 1010000.00000000 NC USD 149088.52000000 0.000378379823 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 276020.85000000 USD 0.00000000 USD 1010000.00000000 USD -126932.33000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CH4 235000.00000000 PA USD 157448.06000000 0.000399595952 Long DBT CORP US N 2 2031-04-15 Fixed 0.04000000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DU3 1130000.00000000 PA USD 959087.50000000 0.002434120069 Long DBT NUSS PE N 2 2034-01-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378RWA3 111.95460000 PA USD 113.18000000 0.000000287245 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N ACCELERATED HEALTH SYSTEMS LLC 549300FAKU4HJQC25564 04747LAM5 2508600.51000000 PA USD 1990423.99000000 0.005051604761 Long LON CORP US N 2 2029-02-15 Variable 0.09734580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290YXH6 8104.69210000 PA USD 8156.42000000 0.000020700619 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDJ4 2522000.00000000 PA USD 2564558.75000000 0.006508732439 Long DBT NUSS DO N 2 2026-01-29 Fixed 0.06875000 N N N N N N CHARTER COMM OPERATING LLC 549300TPZNMN50BJ3745 16117LBX6 15363340.31400000 PA USD 15348437.87000000 0.038953631092 Long LON CORP US N 2 2027-02-01 Variable 0.07081560 N N N N N N BENCHMARK 2022-B34 MORTGAGE TRUST N/A 08161YBG7 942000.00000000 PA USD 852658.08000000 0.002164007085 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 0.03786000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 N/A 2000000.00000000 PA 1959951.46000000 0.004974266878 Long DBT CORP HK N 2 2033-09-09 Variable 0.00880000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 3320000.00000000 PA USD 3109325.08000000 0.007891324390 Long DBT CORP US N 2 2031-04-30 Fixed 0.05125000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138APXW3 20864.77590000 PA USD 20374.90000000 0.000051710561 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31397SVY7 149669.51000000 PA USD 155592.14000000 0.000394885712 Long ABS-CBDO USGSE US N 2 2032-11-25 Fixed 0.06000000 N N N N N N REWE INT FINANCE 5299003XLG8J4YTHLX44 N/A 1100000.00000000 PA 1291123.17000000 0.003276811365 Long DBT CORP NL N 2 2030-09-13 Fixed 0.04875000 N N N N N N BX TR 2022-LBA6 N/A 12433EAS0 651000.00000000 PA USD 638641.48000000 0.001620842773 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.09536890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDS56 12864957.24800000 PA USD 10653720.68000000 0.027038654268 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CR3 11285000.00000000 PA USD 11689986.83000000 0.029668650211 Long DBT CORP US N 2 2034-06-01 Fixed 0.06550000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 2315000.00000000 PA USD 1950387.50000000 0.004949993986 Long DBT NUSS MX N 2 2034-02-12 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XDC1 42072.47120000 PA USD 42028.07000000 0.000106665313 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GRR1 109.01520000 PA USD 109.69000000 0.000000278388 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407HF84 1023.30600000 PA USD 1075.55000000 0.000002729696 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06500000 N N N N N N AIR CANADA INC 4B4HI3CGXMBDC0G6BM51 N/A 1640887.50000000 PA USD 1639525.56000000 0.004161040646 Long LON CORP CA N 2 2031-03-21 Variable 0.07847410 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QGD7 45500.43800000 PA USD 44273.15000000 0.000112363223 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 0.04000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 6235000.00000000 PA USD 6353047.26000000 0.016123742453 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJX0 600000000.00000000 PA USD 606585936.00000000 1.539487274012 Long DBT UST US N 2 2031-01-31 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNMC8 84842.37560000 PA USD 82777.08000000 0.000210084431 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QXBE6 71806.90790000 PA USD 69365.27000000 0.000176045872 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAJ9 4071157.98000000 PA USD 3908847.83000000 0.009920476445 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.07201480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378TQ40 6.76310000 PA USD 6.78000000 0.000000017207 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QJT9 396642.35600000 PA USD 385854.00000000 0.000979279748 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 0.04000000 N N N N N N BANK 2023-BNK46 N/A 06541DBT0 1491000.00000000 PA USD 1595157.98000000 0.004048437763 Long ABS-MBS CORP US N 2 2056-08-15 Variable 0.06999491 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAJ9 1665000.00000000 PA USD 1189043.10000000 0.003017736831 Long DBT NUSS RO N 2 2051-02-14 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LG34 204936.06590000 PA USD 208087.39000000 0.000528116248 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N SAPPHIRE AVIATION FINANCE N/A 80307AAA7 14182694.20000000 PA USD 13017018.56000000 0.033036595854 Long ABS-CBDO CORP US N 2 2040-03-15 Fixed 0.03228000 N N N N N N WIN WASTE INNOVATIONS HOLDINGS INC 549300DJBUN7Z75R2S83 38723BAJ0 1494000.00000000 PA USD 1395231.66000000 0.003541033936 Long LON CORP US N 2 2028-03-25 Variable 0.08111220 N N N N N N AMR HMS 15-SFR2 N/A 02666BAG1 733076.76890000 PA USD 7.33000000 0.000000018603 Long ABS-CBDO CORP US N 3 2052-10-17 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4JL8 1047282.42600000 PA USD 939500.62000000 0.002384409467 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAC9 5129000.00000000 PA USD 5206288.90000000 0.013213322351 Long DBT CORP US N 2 2026-04-15 Fixed 0.08000000 N N N N N CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 529900J5H3JGJ83AUZ88 N/A 1450000.00000000 PA 1681474.82000000 0.004267505943 Long DBT CORP LU N 2 2034-03-27 Fixed 0.04750000 N N N N N N CFMT 2024-HB15 LLC N/A 15723AAA9 6543000.00000000 PA USD 6418028.70000000 0.016288662366 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210GER1 96.32390000 PA USD 100.00000000 0.000000253795 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E5R91 6744.48660000 PA USD 6642.02000000 0.000016857142 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAE5 1675000.00000000 PA USD 1577807.62000000 0.004004403346 Long DBT CORP US N 2 2030-08-15 Fixed 0.04125000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 3305000.00000000 PA USD 3323968.58000000 0.008436079744 Long DBT CORP US N 2 2029-02-14 Fixed 0.04800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207V3U8 298.37990000 PA USD 302.70000000 0.000000768238 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N WFRBS COML MTG TR 2014-C21 5493000F7E2NMQ4HIO61 92939FBA6 4310698.15810000 PA USD 76.30000000 0.000000193645 Long ABS-MBS CORP US N 2 2047-08-15 Variable 0.00716210 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YPD5 654.12050000 PA USD 663.23000000 0.000001683247 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AH0 4775000.00000000 PA USD 4874976.56000000 0.012372466834 Long DBT NUSS OM N 2 2028-01-17 Fixed 0.05625000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 2885000.00000000 PA USD 2897898.84000000 0.007354734293 Long DBT CORP PA N 2 2029-05-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVW9 10828741.23800000 PA USD 9601534.07000000 0.024368252929 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.01500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3QP0 2539277.90500000 PA USD 2264552.16000000 0.005747329479 Long ABS-CBDO USGSE US N 2 2048-07-25 Fixed 0.02500000 N N N N N N BENCHMARK 2020-IG2 MTG TR N/A 08162NAP1 546000.00000000 PA USD 316770.31000000 0.000803948512 Long ABS-MBS CORP US N 3 2048-09-15 Variable 0.03402828 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AASL3 290993.98650000 PA USD 289938.23000000 0.000735849924 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402XY26 8676.51670000 PA USD 8647.88000000 0.000021947922 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410LUR1 17625.10600000 PA USD 17427.22000000 0.000044229484 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205PZA2 179.26870000 PA USD 180.12000000 0.000000457136 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N BBCMS MTG TR 2022-C16 N/A 05552YAK2 791000.00000000 PA USD 723290.64000000 0.001835678458 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 0.04600000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 5100000.00000000 NC USD -101753.67000000 -0.00025824614 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX AAA CDSI S17 PRC CORP CY885799 Y 2056-12-15 0.00000000 USD 115114.62000000 USD 5100000.00000000 USD 13360.95000000 N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622FAA9 510000.00000000 PA USD 528530.34000000 0.001341385752 Long DBT CORP US N 2 2034-05-15 Fixed 0.06750000 N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40467AAD1 166979.89400000 PA USD 166701.04000000 0.000423079590 Long LON CORP US N 2 2027-10-29 Variable 0.10350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293LSS4 115.96710000 PA USD 118.28000000 0.000000300189 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.06000000 N N N N N N BX 2021-LBA N/A 05609BCD9 5800000.00000000 PA USD 5743812.50000000 0.014577532585 Long ABS-MBS CORP US N 2 2036-02-15 Floating 0.06251480 N N N N N N GEORGIA REPUBLIC OF 254900MHQHBC58M2GR84 37311PAB6 1580000.00000000 PA USD 1484706.25000000 0.003768116340 Long DBT NUSS GE N 2 2026-04-22 Fixed 0.02750000 N N N N N N BMO 2023-C4 MTG TR N/A 05610CAL8 2333000.00000000 PA USD 2359899.49000000 0.005989316628 Long ABS-MBS CORP US N 2 2056-02-15 Variable 0.06058448 N N N N N N FIESTA PURCHASER INC N/A 31659AAA4 1895000.00000000 PA USD 1993541.90000000 0.005059517873 Long DBT CORP US N 2 2031-03-01 Fixed 0.07875000 N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 03852JAR2 2289287.50000000 PA USD 2289287.50000000 0.005810106637 Long LON CORP US N 2 2027-01-15 Variable 0.07111220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A4PM1 1732.95350000 PA USD 1730.88000000 0.000004392894 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 6660000.00000000 PA USD 6556503.60000000 0.016640105309 Long DBT CORP US N 2 2027-07-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9PH8 33483.89670000 PA USD 33979.39000000 0.000086238132 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 64439HAB5 7910250.00000000 PA USD 7398298.62000000 0.018776542446 Long LON CORP US N 2 2028-10-30 Variable 0.10252110 N N N N N N WATERBRIDGE MIDSTREAM OPERATING LLC 549300DVU86VSP486341 94120XAF2 1960000.00000000 PA USD 1947260.00000000 0.004942056535 Long LON CORP US N 2 2029-06-22 Variable 0.10089390 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 2510000.00000000 PA USD 2157596.00000000 0.005475879652 Long DBT CORP GB N 2 2030-10-14 Fixed 0.02375000 N N N N N N SYMP 2022-32A A1 N/A 87168NAC8 32177000.00000000 PA USD 32117440.37000000 0.081512590037 Long ABS-CBDO CORP KY N 2 2035-04-23 Variable 0.06602990 N N N N N N TEINE ENERGY LTD 5493002EE80G6ER7SM91 879068AB0 515000.00000000 PA USD 512714.53000000 0.001301245952 Long DBT CORP CA N 2 2029-04-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374VRU0 4.77280000 PA USD 4.79000000 0.000000012156 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LBA2 10719.09440000 PA USD 10507.62000000 0.000026667857 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N SPA HOLDINGS 3 OY 743700UEY0YM039XN974 84612JAA0 3940000.00000000 PA USD 3703127.20000000 0.009398366925 Long DBT CORP FI N 2 2028-02-04 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLZ83 4612013.64300000 PA USD 4127449.20000000 0.010475276692 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFWL1 1818955.16000000 PA USD 1626708.52000000 0.004128511586 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177L3E2 5118.17180000 PA USD 4992.07000000 0.000012669644 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N FEL Energy VI Sarl N/A 30260LAA3 1301867.43210000 PA USD 1229451.06000000 0.003120290380 Long DBT CORP LU N 2 2040-12-01 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76X1 12349.67800000 PA USD 11481.53000000 0.000029139596 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RW88 11040.57870000 PA USD 11003.07000000 0.000027925286 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A 95000GBE3 446000.00000000 PA USD 288029.03000000 0.000731004462 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 0.03071000 N N N N N N MIDOCEAN CREDIT CLO XV LTD N/A 59801GAA9 250000.00000000 PA USD 249400.00000000 0.000632965756 Long ABS-CBDO CORP JE N 2 2037-07-21 Variable 0.11592250 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAE3 3545000.00000000 PA USD 2800550.00000000 0.007107667404 Long DBT CORP QA N 2 2041-07-12 Fixed 0.03125000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CX3 805000.00000000 PA USD 841225.00000000 0.002134990452 Long DBT NUSS PH N 2 2048-01-17 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6NA9 21442.34660000 PA USD 20912.19000000 0.000053074178 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8W50 880765.28700000 PA USD 870050.95000000 0.002208149391 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04500000 N N N N N N WFCM 2022 N/A 95003MBX5 1923000.00000000 PA USD 1583158.21000000 0.004017982898 Long ABS-MBS CORP US N 2 2055-04-15 Variable 0.04351314 N N N N N N CARLYLE US CLO 2024-2 LTD N/A 14319AAA2 250000.00000000 PA USD 250685.50000000 0.000636228296 Long ABS-CBDO CORP KY N 2 2037-04-25 Variable 0.12174960 N N N N N N BX 2024-CNYN N/A 05612HAC5 7151007.07000000 PA USD 7063854.17000000 0.017927737777 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.07028410 N N N N N N BPR TRUST 2022 N/A 05592DAG9 17226000.00000000 PA USD 17247532.50000000 0.043773446128 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07783890 N N N N N N BMO 2023-5C1 MTG TR N/A 055986AC7 2600000.00000000 PA USD 2741138.40000000 0.006956883489 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 0.06534000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A1CA7 5841.80830000 PA USD 5832.70000000 0.000014803124 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F8YE1 85875.70800000 PA USD 77732.00000000 0.000197280249 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJXB9 998813.55100000 PA USD 944047.31000000 0.002395948757 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.03000000 N N N N N N WFRBS COML MTG TR 2013-C13 N/A 92937UAJ7 532364.41000000 PA USD 473277.28000000 0.001201156021 Long ABS-MBS CORP US N 2 2045-05-15 Variable 0.04142175 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MFGQ4 63635.35400000 PA USD 60387.33000000 0.000153260272 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03500000 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AS4 20324000.00000000 PA USD 20185519.38000000 0.051229922028 Long DBT CORP US N 2 2025-03-24 Fixed 0.03750000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 55300000.00000000 NC USD 1664339.22000000 0.004224016576 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2034-04-25 0.00000000 USD 0.00000000 USD 55300000.00000000 USD 1.00000000 4.05000000 USD 2029-04-23 XXXX -622315.78000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287NDD7 4786.43670000 PA USD 4930.38000000 0.000012513078 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GSQC6 25581.13850000 PA USD 25096.42000000 0.000063693562 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944NM9 11539.09220000 PA USD 11310.58000000 0.000028705733 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403Q5D8 17956.47550000 PA USD 17900.18000000 0.000045429835 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 16205000.00000000 PA USD 16702446.02000000 0.042390041652 Long DBT CORP US N 2 2029-07-20 Variable 0.05449000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD N/A 64131JAU0 22806000.00000000 PA USD 22829330.54000000 0.057939793448 Long ABS-CBDO CORP KY N 2 2038-07-18 Variable 0.06722980 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBE7 2800000.00000000 PA USD 2842473.48000000 0.007214067273 Long DBT CORP NL N 2 2034-06-26 Fixed 0.05500000 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 84302LAA0 4031000.00000000 PA USD 4099023.13000000 0.010403132631 Long DBT CORP AZ N 2 2026-03-24 Fixed 0.06875000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HV5 3950000.00000000 PA USD 1645175.00000000 0.004175378665 Long DBT NUSS AR N 2 2041-07-09 Variable 0.03500000 N N N N N N MODIVCARE ESCROW ISSUER INC N/A 60783XAA2 750000.00000000 PA USD 536602.27000000 0.001361871940 Long DBT CORP US N 2 2029-10-01 Fixed 0.05000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AU3 16606000.00000000 PA USD 16791208.71000000 0.042615317286 Long DBT CORP US N 2 2030-12-15 Fixed 0.04900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCRT7 4622576.41000000 PA USD 3614957.37000000 0.009174595942 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.01500000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAE0 21262000.00000000 PA USD 18323863.97000000 0.046505126014 Long DBT CORP US N 2 2031-04-01 Fixed 0.02500000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AL1 16274000.00000000 PA USD 13867271.99000000 0.035194500048 Long DBT CORP US N 2 2031-09-01 Fixed 0.02750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFTA5 1596.88300000 PA USD 1624.49000000 0.000004122881 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128E3WC4 1794.12380000 PA USD 1803.30000000 0.000004576692 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 213800VIPIONINOCLD68 87251LAA4 715000.00000000 PA USD 35750.00000000 0.000090731859 Long EP CORP IE N 3 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405WSY2 1427.00180000 PA USD 1463.16000000 0.000003713432 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 0.07480000 N N N N N N ROCKLAND PARK CLO LTD N/A 773663AA7 31749000.00000000 PA USD 31777002.62000000 0.080648574647 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06663620 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402N3Z9 24361.23170000 PA USD 24279.90000000 0.000061621272 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31396LMA5 95578.17240000 PA USD 10153.21000000 0.000025768381 Long ABS-CBDO USGSE US N 2 2036-11-25 Variable 0.01216680 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAA0 32166000.00000000 PA USD 30803538.30000000 0.078177966868 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 0.03170000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 2386200.92590000 PA USD 2338797.85000000 0.005935761633 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAR0 2495000.00000000 PA USD 2548081.13000000 0.006466912996 Long DBT CORP CA N 2 2029-06-15 Fixed 0.06125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QLN2 35.10610000 PA USD 36.36000000 0.000000092280 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BYU6 1930.98600000 PA USD 1947.53000000 0.000004942741 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EM23 17365107.76900000 PA USD 17746471.58000000 0.045039730621 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EQ28 4269.56210000 PA USD 4193.40000000 0.000010642656 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102CG0 660000.00000000 PA USD 667789.32000000 0.001694818654 Long DBT CORP US N 2 2030-06-15 Fixed 0.09000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXQ0 2098440.57700000 PA USD 1755785.59000000 0.004456103267 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYXS3 1079194.12500000 PA USD 1072810.91000000 0.002722744866 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04500000 N N N N N N OPG TR 2021-PORT N/A 67118AAU9 638299.99800000 PA USD 617853.53000000 0.001568083910 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.08797480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208T4W7 64.09760000 PA USD 65.21000000 0.000000165499 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9NZ9 14837.54030000 PA USD 13687.91000000 0.000034739287 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DH0 2305000.00000000 PA USD 2572956.25000000 0.006530044909 Long DBT NUSS TR N 2 2029-03-14 Fixed 0.09375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JP6T4 17978.99260000 PA USD 17536.71000000 0.000044507365 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAL5 5430000.00000000 PA USD 5345789.23000000 0.013567367788 Long DBT CORP KY N 2 2026-04-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207YQ29 36.48860000 PA USD 36.49000000 0.000000092609 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397CDM8 699042.19840000 PA USD 716885.32000000 0.001819422049 Long ABS-CBDO USGSE US N 2 2036-11-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419D6N6 68567.72600000 PA USD 67025.38000000 0.000170107339 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BTMV0 290435.98900000 PA USD 288632.58000000 0.000732536244 Long ABS-CBDO USGSE US N 2 2042-07-15 Fixed 0.04000000 N N N N N N ARES LVIII CLO LTD / ARES LVIII CLO LLC N/A 04018AAQ2 30273000.00000000 PA USD 30293706.73000000 0.076884037735 Long ABS-CBDO CORP KY N 2 2035-01-15 Variable 0.06631370 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNSG3 509434.74200000 PA USD 398389.28000000 0.001011093713 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GM80 30788.69620000 PA USD 30064.30000000 0.000076301813 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04000000 N N N N N N WEBER-STEPHEN PRODUCTS LLC 549300XU8TJBBGLK8V26 94767KAN1 2134028.60000000 PA USD 1977092.14000000 0.005017769137 Long LON CORP US N 2 2027-10-30 Variable 0.08611220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JAUL0 2585509.22000000 PA USD 2496263.65000000 0.006335402609 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.03000000 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 N/A 2608462.50000000 PA USD 2596828.76000000 0.006590632244 Long LON CORP US N 2 2031-01-17 Variable 0.07496740 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 3250000.00000000 PA USD 1795625.00000000 0.004557213862 Long DBT NUSS EC N 2 2035-07-31 Variable 0.05500000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 2365000.00000000 PA USD 2248819.38000000 0.005707400405 Long DBT CORP IL N 2 2026-03-30 Fixed 0.04875000 N N N N N N NBK TIER 1 LTD 5493000G4QCCEE8YHF19 62879NAA5 835000.00000000 PA USD 790703.25000000 0.002006768569 Long EP CORP AE N 2 N N N CITIGROUP COML MTG TR 2019-GC41 N/A 17328FAX3 9694680.47000000 PA USD 9216723.03000000 0.023391620165 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 0.02719800 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 1995000.00000000 PA USD 2061517.53000000 0.005232036903 Long DBT CORP US N 2 2028-04-15 Fixed 0.06050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408F5Z8 1228.20690000 PA USD 1222.72000000 0.000003103207 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022691 -212500000.00000000 PA USD -181147941.25000000 -0.45974516340 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.02500000 N N N N N N BENCHMARK 2022-B36 MTG TR N/A 08163QBH0 1094000.00000000 PA USD 1069111.61000000 0.002713356212 Long ABS-MBS CORP US N 2 2055-07-15 Fixed 0.04469900 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A2Y37 33197.94600000 PA USD 32437.76000000 0.000082325546 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAU1 28128000.00000000 PA USD 25742176.85000000 0.065332463735 Long DBT CORP US N 2 2030-01-15 Fixed 0.03000000 N N N N N N BENCHMARK 2021-B29 MORTGAGE TRUST N/A 08163JAE4 3032000.00000000 PA USD 2591023.80000000 0.006575899522 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 0.02387900 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AFB90 4536.51700000 PA USD 4632.35000000 0.000011756691 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.05000000 N N N N N N BMO 2023-C6 MTG TR N/A 055985AE5 1107000.00000000 PA USD 1193869.17000000 0.003029985176 Long ABS-MBS CORP US N 2 2056-09-15 Fixed 0.05956200 N N N N N N WORLDWIDE PLAZA TR 2017-WWP N/A 98162JAQ9 1960000.00000000 PA USD 98000.20000000 0.000248720011 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03715394 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP 549300KJEC5IUVJWR786 65342QAM4 640000.00000000 PA USD 670060.16000000 0.001700581942 Long DBT CORP US N 2 2029-01-15 Fixed 0.07250000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DRS2 379065.38760000 PA USD 347960.46000000 0.000883107682 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03000000 N N N N N N CAMB COML MTG TR 2019-LIFE N/A 12482HAA2 1538000.00000000 PA USD 1537038.75000000 0.003900933824 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.06704000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BC1 1674086.51600000 PA USD 1672211.54000000 0.004243996163 Long LON CORP US N 2 2026-03-24 Variable 0.08611220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MN3F5 91310.22910000 PA USD 86819.08000000 0.000220342841 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AQ6B9 25403.17360000 PA USD 56.64000000 0.000000143749 Long ABS-CBDO USGSE US N 2 2031-05-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386STX5 155.92330000 PA USD 161.79000000 0.000000410615 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 0.07000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDM9 4460000.00000000 PA USD 4279758.02000000 0.010861829489 Long DBT CORP US N 2 2029-06-01 Fixed 0.04250000 N N N N N N SMYRNA READY MIX LLC 549300S7RFWHQFOIOY93 83283WAE3 2540000.00000000 PA USD 2726433.46000000 0.006919563026 Long DBT CORP US N 2 2031-11-15 Fixed 0.08875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJZ5 383246000.00000000 PA USD 385641287.50000000 0.978739893567 Long DBT UST US N 2 2034-02-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293TDU8 130.56920000 PA USD 132.95000000 0.000000337420 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N GS MTG SECS TR 2012-GCJ9 N/A 36192PAK2 1572835.63000000 PA USD 1431280.42000000 0.003632524035 Long ABS-MBS CORP US N 2 2045-11-10 Variable 0.04754281 N N N N N N TRAVELPORT FIN (LUX) SARL 2221005SGFWYZHL40F77 N/A 3341263.68000000 PA USD 2874990.33000000 0.007296593546 Long LON CORP LU N 2 2028-09-29 Variable 0.13593170 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 3100000.00000000 PA USD 2205650.00000000 0.005597838499 Long DBT NUSS EC N 2 2030-07-31 Variable 0.06900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QS4H1 5212659.01500000 PA USD 5336910.56000000 0.013544834131 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EHB0 6531.37170000 PA USD 6044.55000000 0.000015340790 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DMD4 430.21340000 PA USD 437.90000000 0.000001111370 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J85G1 404928.69210000 PA USD 384741.82000000 0.000976457086 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178FBC9 78442.98750000 PA USD 72546.71000000 0.000184120221 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AABH0 40417.50320000 PA USD 40274.25000000 0.000102214198 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176TLV8 43953.82840000 PA USD 42837.21000000 0.000108718873 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC N/A 15033TAN5 14593000.00000000 PA USD 14603521.55000000 0.037063067650 Long ABS-CBDO CORP KY N 2 2034-10-25 Variable 0.06676210 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAN1 8844000.00000000 PA USD 9086078.06000000 0.023060049226 Long DBT CORP US N 2 2028-08-09 Variable 0.05974000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LNR6 9.68560000 PA USD 9.68000000 0.000000024567 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MXR8 131548.49180000 PA USD 136271.83000000 0.000345851652 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N MONG DUONG FINANCE HOLDINGS B.V 549300995KGQFMWSV879 60935DAA3 2116634.81200000 PA USD 2037917.16000000 0.005172140247 Long DBT CORP NL N 2 2029-05-07 Fixed 0.05125000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73937UAL2 3361575.00000000 PA USD 3326917.16000000 0.008443563105 Long LON CORP US N 2 2031-02-10 Variable 0.09834580 N N N N N N CUSHMAN and WAKEFIELD US BORROWER LLC 549300870CMN3WI5IF97 23340DAP7 18333.83680000 PA USD 18310.92000000 0.000046472274 Long LON CORP US N 2 2025-08-21 Variable 0.08111220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206QP93 668.05930000 PA USD 668.67000000 0.000001697053 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296X6L3 21516.96330000 PA USD 21825.72000000 0.000055392675 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLW0 214232.13460000 PA USD 213846.05000000 0.000542731463 Long ABS-CBDO USGA US N 2 2061-04-20 Variable 0.05946400 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GSB4 1076.96130000 PA USD 1114.61000000 0.000002828829 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N SYMPHONY CLO XXI LTD N/A 87166RDE4 3095000.00000000 PA USD 3097893.83000000 0.007862312402 Long ABS-CBDO CORP KY N 2 2032-07-15 Variable 0.06622980 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EZC0 122.09800000 PA USD 124.14000000 0.000000315061 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3G6 20000000.00000000 PA USD 21215126.40000000 0.053843017404 Long DBT CORP US N 2 2029-10-23 Variable 0.06303000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 37600000.00000000 NC USD -750183.92000000 -0.00190393236 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S17 PRC CORP CY885799 Y 2056-12-15 0.00000000 USD 944427.50000000 USD 37600000.00000000 USD 194243.58000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HJ33 13943.10540000 PA USD 13562.37000000 0.000034420672 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206HFA1 120.78690000 PA USD 121.12000000 0.000000307397 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07500000 N N N N N N CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 N/A 17326CAY0 3193234.55700000 PA USD 3069123.11000000 0.007789293634 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 0.03197000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EFA2 8954.39090000 PA USD 8726.16000000 0.000022146593 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N VALLOUREC SA 969500P2Q1B47H4MCJ34 92023RAA8 4205000.00000000 PA USD 4427965.92000000 0.011237974339 Long DBT CORP FR N 2 2032-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FV38 287.95270000 PA USD 298.85000000 0.000000758467 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 36156000.00000000 PA USD 38300631.10000000 0.097205244410 Long DBT CORP GB N 2 2029-09-13 Variable 0.06490000 N N N N N N M2S GROUP INTERMEDIATE HOLDINGS INC N/A N/A 5790000.00000000 PA USD 5428125.00000000 0.013776332195 Long LON CORP US N 2 2031-08-25 Variable 0.09851760 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RBH4 337.41570000 PA USD 348.32000000 0.000000884020 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378B3E2 223.61330000 PA USD 227.41000000 0.000000577156 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060691 -104700000.00000000 PA USD -106626312.48000000 -0.27061268881 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GN45 95.96530000 PA USD 97.75000000 0.000000248085 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNEQ1 19102223.46200000 PA USD 15777135.72000000 0.040041646566 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2L6 58414000.00000000 PA USD 57814751.22000000 0.146731185922 Long DBT CORP US N 2 2031-04-04 Variable 0.04478000 N N N N N N LONDON CLEARING HOUSE N/A N/A -75127000.00000000 NC USD -1517439.19000000 -0.00385119104 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2029-09-18 0.00000000 USD 0.00000000 USD -73964953.59000000 USD -1517439.19000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMDT9 12241646.94600000 PA USD 11421648.79000000 0.028987620577 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03500000 N N N N N N OAK HILL CREDIT PARTNERS N/A 67706JAA2 31144000.00000000 PA USD 31233539.00000000 0.079269288915 Long ABS-CBDO CORP KY N 2 2037-04-20 Variable 0.06791730 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXC21 25623.18110000 PA USD 23690.30000000 0.000060124894 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BE1 1080000.00000000 PA USD 1169775.00000000 0.002968835278 Long DBT NUSS UY N 2 2034-10-28 Fixed 0.05750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380T6K7 2762584.47200000 PA USD 2574621.82000000 0.006534272049 Long ABS-CBDO USGA US N 2 2045-11-16 Fixed 0.03000000 N N N N N N EMPIRE TODAY 254900NVZEWAL7SJT856 29210RAB1 1455000.00000000 PA USD 1050713.70000000 0.002666663161 Long LON CORP US N 2 2028-04-01 Variable 0.10513720 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FQ4A7 298.08490000 PA USD 307.59000000 0.000000780649 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N SEAWORLD PARKS and ENTERTAINMENT INC 549300UZV72O3371JJ53 78488CAJ9 412925.00000000 PA USD 412280.84000000 0.001046349855 Long LON CORP US N 2 2028-08-25 Variable 0.07746740 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H0UM8 6782212.22400000 PA USD 6062610.69000000 0.015386627764 Long ABS-CBDO USGSE US N 2 2040-03-25 Fixed 0.02000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAV3 1225000.00000000 PA USD 1254106.22000000 0.003182864045 Long DBT CORP KY N 2 2029-11-15 Fixed 0.05750000 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAP0 1752000.00000000 PA USD 1728285.98000000 0.004386310519 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.08201480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180B2W0 16532.88740000 PA USD 15248.17000000 0.000038699155 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133WAQY7 1991021.43400000 PA USD 2007167.22000000 0.005094098310 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 5185000.00000000 PA USD 5194540.40000000 0.013183505197 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUJ9 2273348.21900000 PA USD 2034497.30000000 0.005163460799 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBXE5 690016.15300000 PA USD 674711.32000000 0.001712386372 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGPP6 2207.98680000 PA USD 2271.47000000 0.000005764886 Long ABS-MBS USGSE US N 2 2041-04-01 Variable 0.07255000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178YJ55 1078331.19600000 PA USD 1017102.36000000 0.002581359122 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.03500000 N N N N N N BENCHMARK 2022-B36 MTG TR N/A 08163QBM9 1092000.00000000 PA USD 1050983.28000000 0.002667347343 Long ABS-MBS CORP US N 2 2055-07-15 Fixed 0.04950500 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 37363BAB4 520000.00000000 PA USD 467027.60000000 0.001185294620 Long DBT CORP GE N 2 2028-06-17 Fixed 0.04000000 N N N N N N SREIT TR 2021-IND N/A 78473JAS1 1487000.00000000 PA USD 1439545.82000000 0.003653501241 Long ABS-MBS CORP US N 2 2038-10-15 Variable 0.08717255 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L6BT7 62873.25510000 PA USD 61331.50000000 0.000155656532 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXPX3 335795.94000000 PA USD 316450.97000000 0.000803138042 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 3830000.00000000 PA USD 3803445.50000000 0.009652970168 Long EP CORP US N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WBB9 402.29080000 PA USD 407.23000000 0.000001033531 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291SF88 2388.85610000 PA USD 2419.00000000 0.000006139311 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 0.05000000 N N N N N N MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC N/A 55820BAJ6 16653000.00000000 PA USD 16652850.12000000 0.042264169533 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.06682980 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 3200000.00000000 PA USD 2390400.00000000 0.006066725522 Long DBT CORP CA N 2 2028-06-01 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A74T2 47053.96380000 PA USD 46042.46000000 0.000116853650 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUVD5 23792724.33900000 PA USD 24263201.67000000 0.061578892587 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6CY9 8280245.03700000 PA USD 7794586.31000000 0.019782302421 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HBFQ6 367733.31700000 PA USD 377748.28000000 0.000958707802 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHKM8 13099269.59200000 PA USD 10235732.58000000 0.025977819649 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.01500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCF3 794000.00000000 PA USD 887048.86000000 0.002251289306 Long DBT NUSS DO N 2 2044-04-30 Fixed 0.07450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQZZ1 3146750.82300000 PA USD 3089787.40000000 0.007841738654 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.04500000 N N N N N N GS MTG SECS TR 2017-GS6 N/A 36253PAB8 1809917.25900000 PA USD 1725833.75000000 0.004380086872 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03164000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMA4 31000000.00000000 PA USD 32085942.09000000 0.081432648847 Long DBT CORP US N 2 2035-01-23 Variable 0.05468000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 4600000.00000000 NC 64010.51000000 0.000162455737 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 UNICREDIT SPA UNICREDIT SPA 2%/VAR 09/23/2029 REGS Y 2029-06-20 96330.26000000 EUR 0.00000000 EUR 4600000.00000000 EUR -34903.00000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419G4G6 9933.47910000 PA USD 9717.12000000 0.000024661604 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFCG0 4706.24580000 PA USD 4811.80000000 0.000012212127 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QVB78 26845714.82500000 PA USD 27376561.99000000 0.069480458231 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208KRQ4 19.33950000 PA USD 19.52000000 0.000000049540 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128FGB29 47.74420000 PA USD 48.68000000 0.000000123547 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E0AY1 238342.06420000 PA USD 230795.27000000 0.000585747805 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A4P58 33079.11910000 PA USD 32448.99000000 0.000082354047 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJK8 57610000.00000000 PA USD 58485401.81000000 0.148433266349 Long DBT UST US N 2 2026-11-15 Fixed 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMD74 648058.87800000 PA USD 658070.03000000 0.001670151542 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BZ4 2910680.00000000 PA USD 1731854.60000000 0.004395367513 Long DBT NUSS UA N 2 2029-02-01 Variable 0.01750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31397U4B2 4478.59870000 PA USD 65.36000000 0.000000165880 Long ABS-CBDO USGSE US N 2 2026-07-25 Fixed 0.04000000 N N N N N N AMENTUM GOVERNMENT SERVICES HOLDINGS LLC 5493008CT6B5L54YSE94 57776DAE3 4813112.90200000 PA USD 4810128.77000000 0.012207886118 Long LON CORP US N 2 2029-02-15 Variable 0.09277950 N N N N N N GIP II Blue Holding LP N/A 31575AAB3 6384314.47800000 PA USD 6431047.66000000 0.016321703889 Long LON CORP US N 2 2028-09-29 Variable 0.08996740 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 10000000.00000000 PA USD 9007712.90000000 0.022861162045 Long DBT CORP US N 2 2031-01-29 Variable 0.02666000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAK0 10186237.58900000 PA USD 10162401.79000000 0.025791709468 Long LON CORP US N 2 2028-12-10 Variable 0.08846740 N N N N N N CROWN FINANCE US INC N/A 22834KAP6 658196.00000000 PA USD 668068.94000000 0.001695528317 Long LON CORP US N 2 2028-07-31 Variable 0.13861220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHHK6 1670556.74800000 PA USD 1521056.95000000 0.003860372749 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02000000 N N N N N N PRIMARY PRODUCTS FINANCE LLC 549300D4W5WVUVR3LC81 74167NAD5 4421839.85000000 PA USD 4423210.62000000 0.011225905606 Long LON CORP US N 2 2029-04-02 Variable 0.08970890 N N N N N N FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 529900E7PUVK6BC8PE80 34960PAE1 2535000.00000000 PA USD 2720534.12000000 0.006904590772 Long DBT CORP US N 2 2030-12-01 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374MZH0 60.53250000 PA USD 60.66000000 0.000000153952 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.07500000 N N N N N N WFRBS COML MTG TR 2013-C11 N/A 92937EAL8 1774872.00000000 PA USD 1116694.62000000 0.002834119709 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.04197428 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KAN8 2890.84180000 PA USD 2917.03000000 0.000007403288 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 0.05000000 N N N N N N TESLA AUTO LEASE TRUST 2023-B N/A 88167QAB2 14416931.11000000 PA USD 14439017.85000000 0.036645564808 Long ABS-CBDO CORP US N 2 2025-09-22 Fixed 0.06020000 N N N N N N MAGNETITE XXIII LTD N/A 55954NAJ8 19791000.00000000 PA USD 19821775.01000000 0.050306755506 Long ABS-CBDO CORP KY N 2 2035-01-25 Variable 0.06676210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XC4X3 984319.16700000 PA USD 954899.15000000 0.002423490229 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 895000.00000000 PA USD 849131.25000000 0.002155056152 Long DBT NUSS MX N 2 2033-05-19 Fixed 0.04875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 1245000.00000000 PA USD 992265.00000000 0.002518323042 Long DBT NUSS CO N 2 2032-04-22 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DL70 182779.42060000 PA USD 173447.36000000 0.000440201441 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 0.03500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SAT3 635000.00000000 PA USD 331590.65000000 0.000841561855 Long DBT NUSS LK N 2 2027-05-11 Fixed 0.06200000 Y Y N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201T7E1 148.20040000 PA USD 149.86000000 0.000000380337 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 1995000.00000000 PA USD 2106830.12000000 0.005347038178 Long DBT CORP US N 2 2030-02-15 Fixed 0.06300000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050494 85200000.00000000 PA USD 85795735.44000000 0.217745640041 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 0.05000000 N N N N N N MAGNETITE XXIX LTD / MAGNETITE XXIX LLC N/A 55955KAL8 29129000.00000000 PA USD 29131359.45000000 0.073934053670 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.06591650 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAS0 23134000.00000000 PA USD 24047308.57000000 0.061030965804 Long DBT CORP KY N 2 2028-05-04 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBS1 57997.86000000 PA USD 45355.61000000 0.000115110457 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2014-DSTY N/A 46642MAN8 1519000.00000000 PA USD 3697.09000000 0.000009383044 Long ABS-MBS CORP US N 3 2027-06-10 Variable 0.03931420 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DJB8 29784.05670000 PA USD 28234.70000000 0.000071658373 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402UU34 44766.25480000 PA USD 44618.61000000 0.000113239984 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A83J0 31148.81530000 PA USD 31043.08000000 0.000078785912 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAE3 490000.00000000 PA USD 516768.33000000 0.001311534311 Long DBT CORP KR N 2 2033-01-17 Fixed 0.05875000 N N N N N N NEXUS BUYER LLC N/A 65343UAG7 9408874.38000000 PA USD 9316761.50000000 0.023645513212 Long LON CORP US N 2 2031-07-18 Variable 0.09343710 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJLU3 46431.86200000 PA USD 44744.01000000 0.000113558244 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297S4C6 42308.61960000 PA USD 43051.77000000 0.000109263416 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M6EF1 59322.18200000 PA USD 60513.47000000 0.000153580410 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LCNB8 3433.63000000 PA USD 3505.03000000 0.000008895605 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 0.05000000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 N/A 14856GAA8 3137900.07300000 PA USD 3014664.38000000 0.007651079876 Long ABS-CBDO CORP US N 2 2046-01-15 Fixed 0.03474000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FSS7 692.53760000 PA USD 711.92000000 0.000001806820 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05962GAJ8 2633000.00000000 PA USD 2655215.94000000 0.006738816228 Long EP CORP KY N 2 N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 1880000.00000000 PA USD 1986118.18000000 0.005040676813 Long DBT CORP AU N 2 2028-10-01 Fixed 0.09250000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379WN73 994816.93400000 PA USD 932627.35000000 0.002366965423 Long ABS-CBDO USGA US N 2 2046-02-20 Fixed 0.03000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 800000.00000000 PA USD 514750.00000000 0.001306411882 Long DBT NUSS MX N 2 2061-05-24 Fixed 0.03771000 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A 46637WAS2 1124000.00000000 PA USD 931490.05000000 0.002364079007 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DMQB4 4259854.98900000 PA USD 3680341.33000000 0.009340537433 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N CFMT 2022-HB10 N/A 12529GAA9 8410123.39000000 PA USD 8292183.18000000 0.021045180446 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 0.03250000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 54000000.00000000 PA USD 45993174.84000000 0.116728567471 Long DBT CORP US N 2 2032-02-12 Fixed 0.03250000 N N N N N N BX TRUST 2022-IND N/A 05609WAL7 2058934.60000000 PA USD 2055091.19000000 0.005215727147 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.08175890 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RXC5 45.39730000 PA USD 45.35000000 0.000000115096 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 8092.93000000 0.000020539485 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 677750000.00000000 JPY 4663765.07000000 USD 2024-10-03 8092.93000000 N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAE8 1050000.00000000 PA USD 871500.00000000 0.002211827013 Long DBT CORP LU N 2 2032-04-08 Fixed 0.05875000 N N N N N N JOANN INC N/A 47768J200 945558.00000000 NS USD 2184238.98000000 0.005543498313 Long EC CORP US N 3 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 22700000.00000000 NC USD 304319.61000000 0.000772349207 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2035-02-28 0.00000000 USD 0.00000000 USD 22700000.00000000 USD 1.00000000 3.73750000 USD 2025-02-26 XXXX -515150.39000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KEJ2 22544.53680000 PA USD 22002.97000000 0.000055842528 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178QFJ6 13422.51930000 PA USD 12806.93000000 0.000032503400 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209QYM1 69.96350000 PA USD 72.70000000 0.000000184509 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131Y0CN0 29009.05700000 PA USD 27328.80000000 0.000069359240 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFJ5 239780000.00000000 PA USD 232942524.64000000 0.591197439598 Long DBT UST US N 2 2029-08-31 Fixed 0.03125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ANTU8 887061.77000000 PA USD 735701.89000000 0.001867177641 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132ADR75 876637.98900000 PA USD 855755.60000000 0.002171868448 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RW91 118.96450000 PA USD 120.62000000 0.000000306128 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N BANK MUSCAT SAOG 549300HC6W6OEXV7SY67 N/A 825000.00000000 PA USD 816492.19000000 0.002072219715 Long DBT CORP OM N 2 2026-03-17 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208T5S5 627.40700000 PA USD 637.19000000 0.000001617158 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416CAH9 7675.94130000 PA USD 7889.86000000 0.000020024102 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 0.07061000 N N N N N N BCPE EMPIRE HLDGS INC 549300O2G0VI2955B626 05550HAN5 7162070.42000000 PA USD 7166582.52000000 0.018188457616 Long LON CORP US N 2 2028-12-25 Variable 0.09246740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AENH9 4282.49610000 PA USD 4468.68000000 0.000011341304 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQAZ5 32133.37970000 PA USD 30256.49000000 0.000076789583 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJSE0 5425.68410000 PA USD 5425.07000000 0.000013768578 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 24512000.00000000 PA USD 23618450.09000000 0.059942542659 Long DBT CORP US N 2 2027-12-01 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELW8 12658257.88100000 PA USD 12322310.25000000 0.031273458038 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JB78 121.51560000 PA USD 124.91000000 0.000000317015 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08000000 N N N N N N SWISS RE FINANCE LUXEMBOURG 549300CLQZ6TM98LW631 87089NAA8 2600000.00000000 PA USD 2595580.00000000 0.006587462948 Long DBT CORP LU N 2 2049-04-02 Variable 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373YB40 83.16920000 PA USD 86.30000000 0.000000219025 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 48715000.00000000 PA USD 50732105.47000000 0.128755755977 Long DBT UST US N 2 2044-05-15 Fixed 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295CKW0 12863.51670000 PA USD 12184.28000000 0.000030923143 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFJL2 4658.10080000 PA USD 4762.99000000 0.000012088250 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N BENCHMARK 2019-B13 MTG TR N/A 08162DAR9 1197000.00000000 PA USD 855072.64000000 0.002170135127 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GWG2 1666.97810000 PA USD 1724.63000000 0.000004377031 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N WELLS FARGO COML MTG TR 2016-LC25 N/A 95000JBB3 575000.00000000 PA USD 515801.34000000 0.001309080134 Long ABS-MBS CORP US N 2 2059-12-15 Variable 0.04475182 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SH34 371459.58400000 PA USD 360653.68000000 0.000915322492 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBHW6 80194.93340000 PA USD 78488.29000000 0.000199199678 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X80 2037278.76000000 PA USD 1962822.33000000 0.004981553014 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 13000000.00000000 NC USD -259372.10000000 -0.00065827448 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S17 PRC CORP CY885799 Y 2056-12-15 0.00000000 USD 324454.64000000 USD 13000000.00000000 USD 65082.54000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31388HBC2 206.25400000 PA USD 215.95000000 0.000000548071 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.07000000 N N N N N N PEDIATRIX MEDICAL GROUP INC N/A 58502BAE6 3235000.00000000 PA USD 3093558.36000000 0.007851309178 Long DBT CORP US N 2 2030-02-15 Fixed 0.05375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050698 -121550000.00000000 PA USD -121293116.23000000 -0.30783636378 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJL33 389301.47600000 PA USD 374784.70000000 0.000951186372 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N ASTON MARTIN CAPITAL HOLDINGS LTD 213800H4GKEF3CJ8C774 04625HAJ8 2095000.00000000 PA USD 2133504.07000000 0.005414735439 Long DBT CORP JE N 2 2029-03-31 Fixed 0.10000000 N N N N N N ARUBA INVESTMENT HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAG3 1773000.00000000 PA USD 1758230.91000000 0.004462309377 Long LON CORP US N 2 2027-11-24 Variable 0.09996740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HSW6 504.60150000 PA USD 523.49000000 0.000001328593 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390DNW0 580.13860000 PA USD 609.60000000 0.000001547136 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5B73 44044.98840000 PA USD 44737.74000000 0.000113542331 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HTJ0 111.84280000 PA USD 114.57000000 0.000000290773 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N VB-S1 ISSUER LLC N/A 91823ABG5 2537000.00000000 PA USD 2629168.45000000 0.006672708893 Long ABS-CBDO CORP US N 2 2054-05-15 Fixed 0.08871000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HUA1 1474.71670000 PA USD 1521.42000000 0.000003861294 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396JPR0 82507.02990000 PA USD 68088.18000000 0.000172804676 Long ABS-CBDO USGSE US N 2 2036-03-15 Fixed 0.00000000 N N N N N N CONNECT US FINCO LLC N/A N/A 249352.33200000 PA USD 249457.06000000 0.000633110572 Long LON CORP US N 2 2026-12-12 Variable 0.08746740 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHZ7 1176000.00000000 PA USD 1228598.43000000 0.003118126444 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208SRN4 1087.69570000 PA USD 1105.28000000 0.000002805149 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHF1 546000.00000000 PA USD 545104.22000000 0.001383449499 Long DBT UST US N 2 2030-05-31 Fixed 0.03750000 N N N N N N BMO 2023-C4 MTG TR N/A 05610CAK0 835000.00000000 PA USD 844069.77000000 0.002142210348 Long ABS-MBS CORP US N 2 2056-02-15 Variable 0.05591308 N N N N N N TMK CAPITAL SA 222100TBRQIOGYHYB529 N/A 990000.00000000 PA USD 148500.00000000 0.000376886186 Long DBT CORP LU N 3 2027-02-12 Fixed 0.04300000 Y Y N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176YET0 15391.20010000 PA USD 15025.62000000 0.000038134334 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N COMM 2018-HCLV MTG TR N/A 20048KAL1 468000.00000000 PA USD 164437.14000000 0.000417333916 Long ABS-MBS CORP US N 2 2033-09-15 Variable 0.08683010 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BASY1 7763513.63400000 PA USD 6865316.25000000 0.017423857646 Long ABS-CBDO USGSE US N 2 2046-06-25 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDA61 2526461.87200000 PA USD 2362385.61000000 0.005995626286 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.02500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3E1 33000000.00000000 PA USD 34076947.74000000 0.086485729835 Long DBT CORP US N 2 2029-07-25 Variable 0.05574000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GNL0 662332.92460000 PA USD 646749.62000000 0.001641420861 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04000000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3133TDZM1 28839.18670000 PA USD 29361.29000000 0.000074517606 Long ABS-CBDO USGSE US N 2 2028-05-15 Fixed 0.06000000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAG7 4265000.00000000 PA USD 3977721.54000000 0.010095274761 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03283000 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAM4 8525346.90000000 PA USD 8540266.26000000 0.021674803920 Long LON CORP US N 2 2030-07-29 Variable 0.07496740 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RMM1 46000000.00000000 PA USD 38100047.86000000 0.096696173351 Long DBT CORP US N 2 2033-12-01 Fixed 0.02550000 N N N N N N ENTERPRISE FLEET FINANCING 2024-2 N/A 29375RAB2 9600000.00000000 PA USD 9689351.04000000 0.024591128369 Long ABS-CBDO CORP US N 2 2026-12-20 Fixed 0.05740000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNLS9 2566548.08100000 PA USD 2125408.26000000 0.005394188645 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 4453823.05000000 PA USD 4456985.26000000 0.011311624093 Long LON CORP PA N 2 2028-10-18 Variable 0.07996740 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WNE4 11756327.31900000 PA USD 10270345.18000000 0.026065664839 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BZ2 23596000.00000000 PA USD 23211723.33000000 0.058910288804 Long DBT CORP US N 2 2032-08-15 Fixed 0.04650000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 13710000.00000000 PA USD 12949892.51000000 0.032866233019 Long DBT CORP US N 2 2060-05-01 Fixed 0.05930000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWE5 1297080.14100000 PA USD 1118319.02000000 0.002838242361 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02000000 N N N N N N CHARIOT BUYER LLC 25490092IFNOZBRVE539 15963CAC0 442729.60000000 PA USD 441968.11000000 0.001121694784 Long LON CORP US N 2 2028-10-22 Variable 0.08596740 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4R85 6726294.85500000 PA USD 5975854.25000000 0.015166443900 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO II LTD N/A 64135QAA4 613000.00000000 PA USD 617153.08000000 0.001566306200 Long ABS-CBDO CORP KY N 2 2038-04-20 Variable 0.12823520 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QWC80 187254.80870000 PA USD 181004.66000000 0.000459381522 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ARU6 48.71450000 PA USD 48.92000000 0.000000124156 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376JRX9 93.72330000 PA USD 95.39000000 0.000000242095 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AMQ7 75.36530000 PA USD 76.67000000 0.000000194584 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQY80 4832.47000000 PA USD 4815.26000000 0.000012220908 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A3UW2 18767.04170000 PA USD 19040.58000000 0.000048324118 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384LXP4 1417.14180000 PA USD 1470.48000000 0.000003732010 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31394FCS2 64521.24950000 PA USD 66329.62000000 0.000168341532 Long ABS-CBDO USGSE US N 2 2035-09-25 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KKZN2 19487.71800000 PA USD 16781.79000000 0.000042591413 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620APKN4 13760.72470000 PA USD 13980.00000000 0.000035480598 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSLS8 7265202.39200000 PA USD 7381331.57000000 0.018733480852 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AG80 26711.37910000 PA USD 26035.03000000 0.000066075711 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T7K5 10585591.82400000 PA USD 10215260.19000000 0.025925861662 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 0.04000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 245000.00000000 PA USD 250475.27000000 0.000635694742 Long DBT CORP US N 2 2030-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36194PRG1 43899.08600000 PA USD 41433.18000000 0.000105155509 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N BENCHMARK 2024-V9 MORTGAGE TRUST N/A 081919AN2 8900000.00000000 PA USD 9171996.46000000 0.023278106183 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 0.05601900 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJM4 205750000.00000000 PA USD 212260057.57000000 0.538706287133 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 976657AH9 2459000.00000000 PA USD 2392156.24000000 0.006071182779 Long DBT CORP US N 2 2067-05-15 Variable 0.07492200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGLQ0 2545672.85200000 PA USD 2475691.29000000 0.006283190903 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DUH6 594.70250000 PA USD 603.98000000 0.000001532873 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N AMAZON HOLDCO INC N/A N/A 9260000.00000000 PA USD 9236850.00000000 0.023442701492 Long LON CORP US N 2 2031-07-30 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128K74S4 21564.73310000 PA USD 21859.75000000 0.000055479042 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297R6J1 750.06630000 PA USD 763.61000000 0.000001938007 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A83N1 2474.64990000 PA USD 2509.40000000 0.000006368742 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N DM ESCROW CORP N/A 24521WAE9 379666.78000000 PA USD 360683.44000000 0.000915398021 Long LON CORP US N 3 2024-09-03 Variable 0.15500000 N N N N N N AIMCO 2019 N/A 00901AAS6 13287000.00000000 PA USD 13336387.78000000 0.033847140281 Long ABS-CBDO CORP KY N 2 2037-07-22 Variable 0.06692010 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-SOAR N/A 05608WAU8 2618815.85000000 PA USD 2574695.61000000 0.006534459325 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.09201480 N N N N N N ELLUCIAN HOLDINGS INC. 549300RP8NIJ7FY7OS79 83578BAQ6 6739014.50000000 PA USD 6751683.85000000 0.017135463828 Long LON CORP US N 2 2029-10-07 Variable 0.08846740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297RYJ0 2448.07830000 PA USD 2490.56000000 0.000006320927 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213S3Q6 1627.04230000 PA USD 1683.32000000 0.000004272188 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179N2H0 26208.66690000 PA USD 24174.88000000 0.000061354736 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AX6L7 17617.15030000 PA USD 17894.24000000 0.000045414760 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QVF3 5006.59020000 PA USD 5079.19000000 0.000012890751 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404ARW6 4134.75260000 PA USD 4116.59000000 0.000010447716 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 N/A 5150000.00000000 PA 6687608.27000000 0.016972842946 Long DBT CORP GB N 2 2078-10-03 Variable 0.04875000 N N N N N N STONEMOR INC N/A 86184WAA4 995000.00000000 PA USD 885360.15000000 0.002247003438 Long DBT CORP US N 2 2029-05-15 Fixed 0.08500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 11839000.00000000 PA USD 12142407.05000000 0.030816871971 Long DBT CORP US N 2 2063-03-02 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401H5M0 83828.36430000 PA USD 84937.33000000 0.000215567046 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKQZ4 1187110.43700000 PA USD 1073099.52000000 0.002723477345 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 27762000.00000000 PA USD 27120454.60000000 0.068830469426 Long DBT CORP FR N 2 2026-06-09 Variable 0.02219000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAS7 1428000.00000000 PA USD 1382314.71000000 0.003508251310 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.08397580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FHXU6 925961.97800000 PA USD 865673.24000000 0.002197038964 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 2371000.00000000 PA USD 2275613.96000000 0.005775403820 Long DBT CORP US N 2 2028-02-15 Fixed 0.04500000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 1225000.00000000 PA USD 1223468.75000000 0.003105107551 Long DBT CORP US N 2 2029-04-15 Fixed 0.09290000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPXP2 22878.57810000 PA USD 22350.81000000 0.000056725330 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N BANK 2018-BNK14 N/A 06035RAS5 19100000.00000000 PA USD 18735073.49000000 0.047548756909 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 0.04231000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BXS6 8.46020000 PA USD 8.45000000 0.000000021445 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 0.08000000 N N N N N N CUSHMAN and WAKEFIELD US BORROWER LLC 549300870CMN3WI5IF97 23340DAT9 749082.72320000 PA USD 747210.02000000 0.001896384747 Long LON CORP US N 2 2030-01-31 Variable 0.08246740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378CW73 45.69750000 PA USD 46.70000000 0.000000118522 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07500000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 9389000.00000000 PA USD 9358690.24000000 0.023751926430 Long DBT CORP US N 2 2024-11-06 Fixed 0.03950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FU30 13087.29670000 PA USD 12093.14000000 0.000030691834 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03000000 N N N N N N CSAIL 2018-CX11 COML MTG TR N/A 12652UBA6 495000.00000000 PA USD 451592.96000000 0.001146122212 Long ABS-MBS CORP US N 2 2051-04-15 Variable 0.04980558 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAE0 18311603.36600000 PA USD 18151534.32000000 0.046067761270 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06831480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6T35 1723164.13700000 PA USD 1552753.89000000 0.003940818128 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.03000000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906EAT7 6200000.00000000 PA USD 6200000.00000000 0.015735315529 Long LON CORP US N 2 2031-07-01 Variable 0.08762950 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390XJE1 11069.91360000 PA USD 11637.88000000 0.000029536405 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QHML6 1344858.81800000 PA USD 1215697.64000000 0.003085384831 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.02500000 N N N N N N TESLA AUTO LEASE TRUST 2023-B N/A 88167QAC0 14800000.00000000 PA USD 14930689.92000000 0.037893405962 Long ABS-CBDO CORP US N 2 2026-09-21 Fixed 0.06130000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392DPW6 6407.07130000 PA USD 6459.62000000 0.000016394219 Long ABS-CBDO USGSE US N 2 2032-03-18 Variable 0.06467670 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RF41 260.33510000 PA USD 264.25000000 0.000000670654 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KTR9 583.44250000 PA USD 601.19000000 0.000001525792 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KV62 106.05170000 PA USD 107.65000000 0.000000273210 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ATUM0 13328.67570000 PA USD 13037.95000000 0.000033089718 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAJ5 16274000.00000000 PA USD 16223463.37000000 0.041174405663 Long DBT CORP US N 2 2042-08-15 Fixed 0.05750000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BNE8 406055.79220000 PA USD 405742.89000000 0.001029756838 Long ABS-CBDO USGA US N 2 2061-10-20 Variable 0.06046400 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJH92 1272276.84000000 PA USD 1202516.25000000 0.003051931068 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FDT6 12.37610000 PA USD 12.84000000 0.000000032587 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 0.07000000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 104931AA8 7987000.00000000 PA USD 8702411.56000000 0.022086321252 Long DBT CORP US N 2 2030-08-01 Fixed 0.10375000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 N/A 435000.00000000 PA USD 345825.00000000 0.000877687982 Long DBT CORP NL N 2 2026-04-23 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402KL44 51872.36640000 PA USD 51691.16000000 0.000131189792 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406MXG6 30820.55250000 PA USD 30742.83000000 0.000078023891 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293TF28 78.24770000 PA USD 79.67000000 0.000000202198 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N TRICON RESIDENTIAL 2022S-FR1 TR N/A 89616QAF8 2399000.00000000 PA USD 2376755.99000000 0.006032097651 Long ABS-CBDO CORP US N 2 2039-04-17 Fixed 0.05739000 N N N N N N ECO MATERIAL TECHNOLOGIES INC N/A 27900QAA4 5395000.00000000 PA USD 5464347.33000000 0.013868262806 Long DBT CORP US N 2 2027-01-31 Fixed 0.07875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5FL1 36675.46630000 PA USD 35831.80000000 0.000090939464 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AV7 6175000.00000000 PA USD 6570224.70000000 0.016674928831 Long DBT CORP CA N 2 2029-03-01 Fixed 0.09375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CXV8 20513.99050000 PA USD 21330.73000000 0.000054136414 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06500000 N N N N N N VFH PARENT LLC / VALOR CO-ISSUER INC N/A 91824YAA6 2505000.00000000 PA USD 2598706.89000000 0.006595398852 Long DBT CORP US N 2 2031-06-15 Fixed 0.07500000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 9300000.00000000 PA 10472397.78000000 0.026578465067 Long DBT CORP DE N 2 2033-06-07 Fixed 0.02875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WGS7 983.31090000 PA USD 1006.14000000 0.000002553537 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAH4 7786000.00000000 PA USD 7552867.62000000 0.019168831476 Long DBT CORP US N 2 2045-06-01 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375VUR2 7.97390000 PA USD 7.97000000 0.000000020227 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404RYV3 19980.26550000 PA USD 19916.47000000 0.000050547087 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B0Y64 1012035.11000000 PA USD 838085.91000000 0.002127023586 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36192XMK2 53582.58310000 PA USD 50572.74000000 0.000128351293 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TWP1 334.88730000 PA USD 341.63000000 0.000000867041 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAB9 15159013.47900000 PA USD 15029100.73000000 0.038143168083 Long LON CORP US N 2 2029-02-15 Variable 0.08496740 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJG7 705000000.00000000 PA USD 746639062.50000000 1.894935683110 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNRU9 1250799.98800000 PA USD 1160371.15000000 0.002944968738 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410GER0 154499.21420000 PA USD 160279.71000000 0.000406782549 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N OCWEN LN INVT TR 2023-HB1 N/A 67578KAA4 1836527.53000000 PA USD 1788953.57000000 0.004540282079 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180M2R7 509940.82100000 PA USD 482240.33000000 0.001223903831 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128HD5G0 49331.82220000 PA USD 49942.06000000 0.000126750656 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 0.07127000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403DJU4 548.91980000 PA USD 575.36000000 0.000001460237 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNN47 9713.02340000 PA USD 9226.78000000 0.000023417144 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376KAQ9 15897.17020000 PA USD 15845.12000000 0.000040214187 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FOUR SEASONS HOTELS LTD 5493009FUVX8LHYY2202 35100DAU0 5153644.95900000 PA USD 5166529.07000000 0.013112413727 Long LON CORP CA N 2 2029-11-30 Variable 0.07246740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206V2E6 588.07190000 PA USD 597.91000000 0.000001517468 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 5400000.00000000 PA USD 3111750.00000000 0.007897478725 Long DBT CORP CA N 2 2028-11-24 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945NL8 39296.63760000 PA USD 39274.08000000 0.000099675813 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N J and J VENTURES GAMING LLC 549300BYPH8FLKS5ZS70 46604BAD0 1692472.50000000 PA USD 1686836.57000000 0.004281113818 Long LON CORP US N 2 2028-04-26 Variable 0.09611220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KD87 18232.53140000 PA USD 17807.94000000 0.000045195734 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAH6 1110000.00000000 PA USD 889387.50000000 0.002257224667 Long DBT NUSS NG N 2 2038-02-23 Fixed 0.07696000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286DB0 1075000.00000000 PA USD 1136140.63000000 0.002883472790 Long DBT NUSS PH N 2 2049-05-14 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379EAY3 271.81040000 PA USD 282.04000000 0.000000715804 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31377KJ89 34.58690000 PA USD 34.76000000 0.000000088219 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LN6Z5 1754454.34600000 PA USD 1590319.00000000 0.004036156654 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QK29 886.75750000 PA USD 918.08000000 0.000002330044 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 6900000.00000000 PA USD 4790389.17000000 0.012157787919 Long DBT CORP FR N 2 2029-01-15 Fixed 0.05125000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31396LZK9 64537.77330000 PA USD 6915.41000000 0.000017550993 Long ABS-CBDO USGSE US N 2 2036-12-25 Variable 0.01176680 N N N N N N PLANO HOLDCO INC 254900C53JLEP3CCOQ10 N/A 1605000.00000000 PA USD 1609012.50000000 0.004083599899 Long LON CORP US N 2 2031-08-04 Variable 0.00000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A3TM6 7291.24540000 PA USD 7402.32000000 0.000018786748 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GK4R4 29688.42700000 PA USD 29135.33000000 0.000073944130 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBRL4 3275759.79300000 PA USD 3196960.08000000 0.008113737999 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAS5 32955000.00000000 PA USD 31289042.36000000 0.079410153896 Long DBT CORP LU N 2 2027-01-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KM5A9 25287884.12500000 PA USD 20925582.50000000 0.053108168271 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210LDF7 213.66190000 PA USD 218.11000000 0.000000553553 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N BENCHMARK 2020-B21 MTG TR N/A 08163LAQ2 592000.00000000 PA USD 487289.05000000 0.001236717250 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 0.02254300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375AL98 55.02780000 PA USD 55.39000000 0.000000140577 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M8TQ9 17524.80150000 PA USD 17032.96000000 0.000043228870 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940EJ4 114829.64660000 PA USD 117344.59000000 0.000297815185 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.05000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAT8 700000.00000000 PA USD 737800.00000000 0.001872502548 Long DBT CORP CL N 2 2034-02-26 Fixed 0.06125000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BXV9 136547.64580000 PA USD 136307.94000000 0.000345943297 Long ABS-CBDO USGA US N 2 2062-10-20 Variable 0.05966400 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BJ4 660000.00000000 PA USD 676912.50000000 0.001717972866 Long DBT NUSS ID N 2 2042-01-17 Fixed 0.05250000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE N/A 05492JAA0 333000.00000000 PA USD 255225.79000000 0.000647751344 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGZM4 7158580.36600000 PA USD 6864801.53000000 0.017422551310 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.04000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR2 TR N/A 74332VAL9 1225000.00000000 PA USD 1169260.66000000 0.002967529906 Long ABS-CBDO CORP US N 2 2027-04-17 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DSQJ4 79545337.45900000 PA USD 65624457.95000000 0.166551863276 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MLF1 231.67630000 PA USD 234.95000000 0.000000596292 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M54H2 19494.95840000 PA USD 19010.72000000 0.000048248335 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 0.04000000 N N N N N N WHITE CAP BUYER LLC N/A 96350TAH3 2049345.47000000 PA USD 2035573.87000000 0.005166193085 Long LON CORP US N 2 2029-10-19 Variable 0.08496740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JAN8 310.00840000 PA USD 322.03000000 0.000000817297 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293TDP9 60.76920000 PA USD 61.98000000 0.000000157302 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 2050000.00000000 NC -25949.89000000 -0.00006585963 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 AXA SA AXA SA 8.6% 12/15/2030 Y 2029-06-20 0.00000000 EUR 24376.63000000 EUR 2050000.00000000 EUR -919.59000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NXL2 112.98490000 PA USD 114.13000000 0.000000289656 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419K5S0 4201.06370000 PA USD 4193.81000000 0.000010643697 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKT7 3890000.00000000 PA USD 4018400.38000000 0.010198515791 Long DBT UST US N 2 2029-05-31 Fixed 0.04500000 N N N N N N BENCHMARK 2020-IG2 MTG TR N/A 08162NAR7 2679000.00000000 PA USD 1016543.34000000 0.002579940355 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.03402828 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAA6 2070000.00000000 PA USD 2193235.38000000 0.005566330763 Long DBT CORP GB N 2 2028-05-01 Fixed 0.08375000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BZ1 2255000.00000000 PA USD 2288166.54000000 0.005807261692 Long DBT CORP KY N 2 2031-05-15 Fixed 0.08500000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 42804VBD2 2094475.00000000 PA USD 1887268.59000000 0.004789801089 Long LON CORP US N 2 2028-06-30 Variable 0.09097460 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291E7J4 1464.59540000 PA USD 1497.47000000 0.000003800510 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVZ9 2532207.77300000 PA USD 2252612.28000000 0.005717026611 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMH23 19322053.13500000 PA USD 16651200.51000000 0.042259982899 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N EPIC Y-GRADE SERVICES,LP 549300TTOB7LU4ZHIL80 29427BAM1 4075000.00000000 PA USD 4072188.25000000 0.010335026937 Long LON CORP US N 2 2029-06-29 Variable 0.11068170 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 220000.00000000 PA USD 204220.98000000 0.000518303477 Long DBT CORP US N 2 2030-05-15 Fixed 0.04800000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXH2 70690000.00000000 PA USD 68156653.49000000 0.172978459373 Long DBT CORP US N 2 2030-03-15 Fixed 0.03800000 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AA5 248123.75000000 PA USD 247149.15000000 0.000627253202 Long DBT CORP US N 2 2025-10-20 Fixed 0.04500000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAA8 18868663.23000000 PA USD 18521940.22000000 0.047007834449 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06151480 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TJA60 15493.80860000 PA USD 15777.87000000 0.000040043510 Long ABS-CBDO USGSE US N 2 2029-02-15 Fixed 0.06000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CL6 36711000.00000000 PA USD 29432456.51000000 0.074698224193 Long DBT CORP US N 2 2063-04-01 Fixed 0.05500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDU7 35000000.00000000 PA USD 35913769.15000000 0.091147498296 Long DBT CORP US N 2 2029-07-24 Variable 0.05299000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128KMYZ2 1663.12040000 PA USD 1757.48000000 0.000004460403 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31377AXW2 354.96760000 PA USD 361.28000000 0.000000916912 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFVK4 4822083.08800000 PA USD 4142443.75000000 0.010513332172 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02000000 N N N N N N SPGN 2022-TFLM MTG TR N/A 78473HAG1 7618000.00000000 PA USD 7456754.36000000 0.018924900432 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.07336890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKVJ1 18610.13900000 PA USD 18476.80000000 0.000046893270 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAG3 4838000.00000000 PA USD 4744263.75000000 0.012040723719 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06350280 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3L4 361356.39500000 PA USD 319952.65000000 0.000812025145 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.01500000 N N N N N N GS MORTGAGE SECURITIES TRUST 2018-3PCK N/A 36255YAA9 13429816.08900000 PA USD 13356404.69000000 0.033897942280 Long ABS-MBS CORP US N 2 2031-09-15 Variable 0.07401480 N N N N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 890000.00000000 PA USD 883325.00000000 0.002241838321 Long DBT NUSS AE N 2 2043-01-30 Fixed 0.05250000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2021-L5 N/A 61691YAJ0 3345000.00000000 PA USD 2951779.53000000 0.007491481012 Long ABS-MBS CORP US N 2 2054-05-15 Fixed 0.02728000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKDD4 181489.63270000 PA USD 184435.15000000 0.000468087948 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 0.05000000 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAL0 1210000.00000000 PA USD 1114575.77000000 0.002828742164 Long DBT CORP US N 2 2030-08-01 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AKWL9 4645.24100000 PA USD 4778.79000000 0.000012128349 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.07635000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376LFF6 212.67720000 PA USD 215.58000000 0.000000547132 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07500000 N N N N N N BARBADOS GOVT OF 529900UD1KUUS4SFD905 067070AH5 1880000.00000000 PA USD 1800100.00000000 0.004568571207 Long DBT NUSS BB N 2 2029-10-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUHG4 14369389.63500000 PA USD 14482322.98000000 0.036755471241 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.05500000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAD5 1650000.00000000 PA USD 1492734.38000000 0.003788491366 Long DBT NUSS NG N 2 2030-02-23 Fixed 0.07143000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM5Y6 123012.90400000 PA USD 109819.38000000 0.000278716547 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KH6N1 11661570.07600000 PA USD 9671749.38000000 0.024546456164 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNCD9 13410.74860000 PA USD 13170.04000000 0.000033424957 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 20399228.81900000 PA USD 20228487.27000000 0.051338972561 Long LON CORP US N 2 2028-06-02 Variable 0.09513720 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWE41 502383.43900000 PA USD 462255.61000000 0.001173183528 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.03500000 N N N N N N DLLMT 2024-1 LLC N/A 23347AAE1 12300000.00000000 PA USD 12330582.72000000 0.031294453187 Long ABS-CBDO CORP US N 2 2028-08-21 Fixed 0.04840000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EFL8 1712.11550000 PA USD 1707.59000000 0.000004333785 Long ABS-MBS USGA US N 2 2035-10-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YEC2 10243.25090000 PA USD 10207.10000000 0.000025905151 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P76P3 36122.05370000 PA USD 35174.79000000 0.000089272003 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 36268NAA8 4925000.00000000 PA USD 5251281.25000000 0.013327510871 Long DBT CORP US N 2 2031-01-15 Fixed 0.07500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCM5 17584000.00000000 PA USD 17336132.42000000 0.043998308660 Long DBT CORP US N 2 2026-03-03 Variable 0.02636000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30 N/A 61766NBG9 266000.00000000 PA USD 221443.14000000 0.000562012529 Long ABS-MBS CORP US N 2 2049-09-15 Variable 0.04172145 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 12769GAC4 4105000.00000000 PA USD 4218425.26000000 0.010706169758 Long DBT CORP US N 2 2032-02-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLWK8 9026656.27800000 PA USD 7784559.49000000 0.019756854812 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QK2W7 781384.56600000 PA USD 617653.01000000 0.001567575000 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179Y2E3 389903.24000000 PA USD 340284.97000000 0.000863627640 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 0.02500000 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAC5 4169286.06100000 PA USD 4016064.80000000 0.010192588196 Long LON CORP US N 2 2028-02-10 Variable 0.09565700 N N N N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 N/A 9250000.00000000 PA 9832311.76000000 0.024953956117 Long EP CORP GB N 2 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339WJT4 3451.12370000 PA USD 3473.34000000 0.000008815177 Long ABS-CBDO USGSE US N 2 2032-03-15 Variable 0.06468010 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210UYW7 206.02360000 PA USD 208.89000000 0.000000530153 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N BANK 2022-BNK42 N/A 06541MAL8 943000.00000000 PA USD 659483.94000000 0.001673739981 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 0.02500000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040DC0 230000.00000000 PA USD 244989.10000000 0.000621771095 Long DBT CORP US N 2 2029-07-15 Fixed 0.12625000 N N N N N FLEET US BIDCO INC N/A 33902UAD5 1887754.17000000 PA USD 1887754.17000000 0.004791033468 Long LON CORP US N 2 2031-02-10 Variable 0.07577680 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 N/A 1958862.50000000 PA USD 1960821.36000000 0.004976474644 Long LON CORP US N 2 2031-02-03 Variable 0.08798370 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NAD6 34.29970000 PA USD 34.49000000 0.000000087534 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.07500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4HQ6 2525686.88100000 PA USD 2241934.29000000 0.005689926362 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339WBA3 3689.88960000 PA USD 3709.20000000 0.000009413779 Long ABS-CBDO USGSE US N 2 2032-03-15 Variable 0.06368010 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 1141000.00000000 PA USD 1136522.15000000 0.002884441070 Long DBT CORP US N 2 2027-10-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419HQ54 268106.94760000 PA USD 262698.21000000 0.000666716003 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N ASP LS ACQUISITION CORP 254900NGHREGOQUFUT53 51809EAB1 2134512.82000000 PA USD 1469078.45000000 0.003728453701 Long LON CORP US N 2 2028-05-07 Variable 0.10096190 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178UUV3 27536.61300000 PA USD 25985.30000000 0.000065949499 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMT0 101.11270000 PA USD 102.75000000 0.000000260774 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207H3D7 114.98020000 PA USD 117.51000000 0.000000298234 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CA7 2955000.00000000 PA USD 3222442.28000000 0.008178410653 Long DBT CORP CA N 2 2030-11-15 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN4S9 4743886.99100000 PA USD 4764136.27000000 0.012091159263 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205SQA6 120.68650000 PA USD 122.57000000 0.000000311077 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CD2 424979.00000000 PA USD 179553.63000000 0.000455698874 Long DBT NUSS UA N 2 2030-02-01 Variable 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EH3 2441000.00000000 PA USD 2437742.00000000 0.006186877346 Long EP CORP US N 2 N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 28470RAK8 4035000.00000000 PA USD 4120703.40000000 0.010458156161 Long DBT CORP US N 2 2027-07-01 Fixed 0.08125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209N3S9 503.80040000 PA USD 511.94000000 0.000001299280 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAB2 9954000.00000000 PA USD 10509686.23000000 0.026673101443 Long DBT CORP US N 2 2033-11-15 Fixed 0.06036000 N N N N N N SOVOS COMPLIANCE LLC 549300M9XYG5WP2QHH07 84611YAB6 1346549.91000000 PA USD 1347155.86000000 0.003419019762 Long LON CORP US N 2 2028-08-11 Variable 0.09861220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWDW7 88201.85520000 PA USD 83935.80000000 0.000213025209 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2E6 495000.00000000 PA USD 418584.38000000 0.001062347950 Long DBT NUSS UZ N 2 2031-10-19 Fixed 0.03900000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FBN1 35.27110000 PA USD 35.23000000 0.000000089412 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AASH2 227618.01550000 PA USD 226781.09000000 0.000575560001 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N REGIONS BANK OF ALABAMA EQTWLK1G7ODGC2MGLV11 75913MAA7 15683000.00000000 PA USD 16699202.73000000 0.042381810330 Long DBT CORP US N 2 2037-06-26 Fixed 0.06450000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0306A1 -18700000.00000000 PA USD -16595518.83000000 -0.04211866535 Short ABS-MBS USGA US N 2 2054-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404MCS5 40032.06770000 PA USD 39914.37000000 0.000101300839 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFCD9 45937.40200000 PA USD 44296.23000000 0.000112421799 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04000000 N N N N N N BX TR 2022-LBA6 N/A 12433EAQ4 2072000.00000000 PA USD 2032321.41000000 0.005157938491 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.08686890 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAE4 1240000.00000000 PA USD 1324251.80000000 0.003360890308 Long DBT CORP US N 2 2031-02-01 Fixed 0.09375000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 18481000.00000000 PA USD 16977260.17000000 0.043087507355 Long DBT CORP US N 2 2038-03-25 Fixed 0.04780000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 42017000.00000000 PA USD 38348466.32000000 0.097326648004 Long DBT CORP US N 2 2030-05-15 Fixed 0.02850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FRU8 31.50030000 PA USD 31.96000000 0.000000081113 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07500000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 1900000.00000000 PA 2215751.85000000 0.005623476531 Long DBT CORP LU N 2 2028-10-20 Fixed 0.02625000 N N N N N N NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC N/A 67052NAB1 3605000.00000000 PA USD 3341223.23000000 0.008479871254 Long DBT CORP AU N 2 2030-01-27 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQTW2 1200380.06830000 PA USD 1130266.71000000 0.002868565050 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-SOAR N/A 05608WAS3 3466621.30900000 PA USD 3391708.66000000 0.008608000959 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.08251480 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 N/A 78474PAN7 2884000.00000000 PA USD 2838374.83000000 0.007203665087 Long ABS-CBDO CORP US N 2 2039-05-17 Variable 0.09836890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3K6 22289.28100000 PA USD 20663.91000000 0.000052444055 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03500000 N N N N N N PRAIRIE ECI ACQUIROR LP 549300EXIECHUG4F3335 73955HAD6 1426425.00000000 PA USD 1425241.07000000 0.003617196442 Long LON CORP US N 2 2029-08-01 Variable 0.09996740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDBQ6 731409.77400000 PA USD 685488.72000000 0.001739738919 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 69346VAA7 2247000.00000000 PA USD 2234195.47000000 0.005670285592 Long DBT CORP US N 2 2027-10-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNFQ7 211688.83090000 PA USD 199324.23000000 0.000505875750 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 19587000.00000000 PA USD 19864850.61000000 0.050416079403 Long DBT CORP US N 2 2027-08-23 Fixed 0.05625000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 285000.00000000 PA USD 274507.90000000 0.000696688455 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N JPMDB COML MTG SECS TR 2016-C4 N/A 46646RAB9 1242000.00000000 PA USD 905852.82000000 0.002299012894 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.03166665 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 1400000.00000000 PA USD 1437531.90000000 0.003648390004 Long DBT CORP US N 2 2045-12-15 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AP3X4 6871.35970000 PA USD 7068.91000000 0.000017940569 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06068000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAA4 3692000.00000000 PA USD 3878261.70000000 0.009842850251 Long DBT CORP US N 2 2030-08-15 Fixed 0.05927000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291BZC4 1073.83480000 PA USD 1084.29000000 0.000002751878 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 19581000.00000000 PA USD 18757478.16000000 0.047605618933 Long DBT CORP US N 2 2030-07-01 Fixed 0.04050000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 39119000.00000000 PA USD 36304340.22000000 0.092138749751 Long DBT CORP US N 2 2028-03-25 Fixed 0.02300000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AZ5 1110000.00000000 PA USD 1135885.20000000 0.002882824520 Long DBT NUSS PL N 2 2054-03-18 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D55E8 7048936.83300000 PA USD 6571331.89000000 0.016677738829 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.02500000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 N/A 3700000.00000000 PA 4127081.98000000 0.010474344705 Long DBT CORP LU N 2 2029-07-18 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133L75R4 8442791.16000000 PA USD 7485980.61000000 0.018999075314 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB82 1558013.94300000 PA USD 1275128.31000000 0.003236217144 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FWJ7 182603.10120000 PA USD 185278.20000000 0.000470227570 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A1S69 6236.38010000 PA USD 6093.88000000 0.000015465987 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CC4 945870.00000000 PA USD 401994.75000000 0.001020244231 Long DBT NUSS UA N 2 2036-02-01 Variable 0.01750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A94B7 24251.95750000 PA USD 23815.60000000 0.000060442900 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329JLH8 932220.89000000 PA USD 885969.12000000 0.002248548976 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03500000 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 47077DAH3 2372706.18000000 PA USD 2373750.17000000 0.006024469018 Long LON CORP US N 2 2028-01-26 Variable 0.07958190 N N N N N N ARES LV CLO LTD N/A 04018BAL1 16637000.00000000 PA USD 16655367.25000000 0.042270557894 Long ABS-CBDO CORP KY N 2 2034-07-15 Variable 0.06692980 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AC8 1490000.00000000 PA USD 1542540.38000000 0.003914896709 Long DBT CORP US N 2 2032-07-15 Fixed 0.07375000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BX7 32834000.00000000 PA USD 30764498.92000000 0.078078886713 Long DBT CORP US N 2 2030-11-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFAC5 4870866.60300000 PA USD 4356061.30000000 0.011055483713 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAQ8 1310000.00000000 PA USD 1312637.03000000 0.003331412555 Long DBT CORP US N 2 2031-08-15 Fixed 0.08875000 N N N N N N BULLDOG PURCHASER INC N/A 12021GAB0 1465000.00000000 PA USD 1467930.00000000 0.003725538988 Long LON CORP US N 2 2031-06-30 Variable 0.09584580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230UD63 6534.67490000 PA USD 6379.22000000 0.000016190167 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCEA0 13152788.35200000 PA USD 12645896.99000000 0.032094706337 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297AV35 6327.76860000 PA USD 6421.04000000 0.000016296304 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WY93 2693685.59700000 PA USD 2353207.78000000 0.005972333375 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193SW54 107752.20650000 PA USD 101699.54000000 0.000258108766 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MER4 5678.70710000 PA USD 5914.47000000 0.000015010653 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3R0 46561000.00000000 PA USD 47120638.54000000 0.119590018611 Long DBT CORP US N 2 2027-01-15 Fixed 0.05339000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAH0 15757000.00000000 PA USD 16344891.31000000 0.041482584203 Long DBT CORP US N 2 2047-04-01 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NYAN5 70099.12620000 PA USD 65215.44000000 0.000165513794 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NPK8 1837796.33000000 PA USD 1732496.48000000 0.004396996575 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HTG9 45586.73760000 PA USD 43350.43000000 0.000110021402 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7Q44 2952846.44200000 PA USD 2688860.79000000 0.006824205313 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379DY78 46.27880000 PA USD 47.22000000 0.000000119842 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CP7 37000000.00000000 PA USD 38535643.19000000 0.097801694312 Long DBT CORP US N 2 2034-02-01 Fixed 0.06650000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DMA6 1864.97130000 PA USD 1907.43000000 0.000004840969 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WFG1 130.33020000 PA USD 135.12000000 0.000000342928 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAM0 6667000.00000000 PA USD 6562466.11000000 0.016655237886 Long DBT CORP CA N 2 2027-10-15 Fixed 0.05125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XAB0 402.94780000 PA USD 416.88000000 0.000001058022 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFL8 9380000.00000000 PA USD 9331577.06000000 0.023683114424 Long DBT CORP US N 2 2026-10-22 Fixed 0.04250000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAY2 30595000.00000000 PA USD 31318847.11000000 0.079485796984 Long DBT CORP LU N 2 2033-04-01 Fixed 0.05750000 N N N N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 07014QAN1 60543542.75100000 PA USD 60518114.46000000 0.153592197789 Long LON CORP US N 2 2028-03-05 Variable 0.09111220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418VG55 9465.95930000 PA USD 9455.08000000 0.000023996559 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.04500000 N N N N N N NATIXIS COML MTG SECS TR 2019-10K N/A 63874UAL8 1321000.00000000 PA USD 1131563.32000000 0.002871855787 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.04272420 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TJWJ8 5903.38620000 PA USD 6039.88000000 0.000015328938 Long ABS-CBDO USGSE US N 2 2029-03-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LLZ8 52.62630000 PA USD 53.51000000 0.000000135805 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W4LJ8 6440.09740000 PA USD 5967.00000000 0.000015143972 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAG6 2595000.00000000 PA USD 2587670.68000000 0.006567389457 Long DBT CORP US N 2 2027-03-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FYV8 24649.63490000 PA USD 25026.92000000 0.000063517174 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 2850000.00000000 PA USD 3067621.53000000 0.007785482693 Long DBT CORP GB N 2 2028-11-03 Variable 0.07390000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 4105000.00000000 PA USD 3911691.86000000 0.009927694463 Long DBT CORP US N 2 2029-06-30 Fixed 0.05875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205VMG0 4.79530000 PA USD 4.81000000 0.000000012207 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 2300000.00000000 PA USD 2307387.60000000 0.005856043860 Long DBT CORP US N 2 2030-06-15 Fixed 0.05875000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 N/A 4675000.00000000 PA USD 4689632.75000000 0.011902072748 Long LON CORP US N 2 2031-08-18 Variable 0.08345530 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFXP9 50148.31300000 PA USD 48325.36000000 0.000122647546 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKPB5 112211.63700000 PA USD 110862.38000000 0.000281363633 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.04500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 12029000.00000000 PA USD 11920264.34000000 0.030253083965 Long DBT CORP CH N 2 2025-09-24 Fixed 0.04125000 N N N N N N BANK 2023-BNK46 N/A 06541DBH6 2191000.00000000 PA USD 2315802.21000000 0.005877399754 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 0.05745000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307RAA3 2082990.24900000 PA USD 1995731.70000000 0.005065075485 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYLE5 151190.24100000 PA USD 149803.95000000 0.000380195551 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416NHS4 29596.91340000 PA USD 28976.43000000 0.000073540849 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPX49 177450.14000000 PA USD 173227.39000000 0.000439643167 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 1040000.00000000 PA USD 1108120.00000000 0.002812357716 Long DBT NUSS CO N 2 2033-04-20 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW73 2476758.68600000 PA USD 2220313.36000000 0.005635053434 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JC6 5384000.00000000 PA USD 5350225.95000000 0.013578627980 Long DBT CORP US N 2 2026-11-20 Fixed 0.04300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 1959000.00000000 PA USD 2167826.40000000 0.005501843938 Long DBT CORP FR N 2 2034-10-19 Variable 0.07003000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YEHA8 88223.55030000 PA USD 85512.78000000 0.000217027512 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N HILTON GRAND VACATIONS BORROWER ESCROW LLC N/A 43284MAB4 1425000.00000000 PA USD 1277615.81000000 0.003242530305 Long DBT CORP US N 2 2031-07-01 Fixed 0.04875000 N N N N N N SUNNOVA ENERGY INTERNATIONAL INC 549300JK1Y1VVC3JU540 86745KAF1 3664000.00000000 PA USD 2775167.06000000 0.007043246667 Long DBT CORP US N 2 2026-12-01 Fixed 0.00250000 N N N N Y SUNNOVA ENERGY INTERNATIONAL INC USD XXXX N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAC0 5356000.00000000 PA USD 5939987.98000000 0.015075416952 Long DBT CORP US N 2 2053-11-15 Fixed 0.06544000 N N N N N N HELIOS SOFTWARE HLDGS INC 2138002XO5EAYFHPPT53 42328DAJ7 1356097.94000000 PA USD 1356097.94000000 0.003441714350 Long LON CORP US N 2 2030-07-15 Variable 0.09084580 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 N/A 1150000.00000000 PA 1281544.94000000 0.003252502257 Long DBT CORP LU N 2 2029-05-07 Fixed 0.07000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 812127AC2 1220000.00000000 PA USD 1247959.96000000 0.003167265119 Long DBT CORP US N 2 2032-07-15 Fixed 0.06500000 N N N N N N DISCOVERY PURCHASER CORP 2549001LSO1ZBIPA5D65 25471NAC0 10276584.00700000 PA USD 10265588.06000000 0.026053591487 Long LON CORP US N 2 2029-10-04 Variable 0.09693170 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404PCG4 37842.79930000 PA USD 37736.12000000 0.000095772541 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31 N/A 61766RBE5 603000.00000000 PA USD 511310.65000000 0.001297682969 Long ABS-MBS CORP US N 2 2049-11-15 Variable 0.04398992 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6WW1 2690879.55600000 PA USD 2556934.84000000 0.006489383305 Long ABS-CBDO USGSE US N 2 2046-11-25 Fixed 0.03500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BD1 6808000.00000000 PA USD 6778945.43000000 0.017204652467 Long DBT CORP US N 2 2025-01-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389FXP2 1449.66640000 PA USD 1508.26000000 0.000003827894 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.07000000 N N N N N N ENLINK MIDSTRM PRTNRS LP 88CPW63VL7KHJWS0NY83 29336UAE7 1015000.00000000 PA USD 1003111.51000000 0.002545850987 Long DBT CORP US N 2 2025-06-01 Fixed 0.04150000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632QAE3 1269000.00000000 PA USD 1250909.01000000 0.003174749672 Long DBT CORP US N 2 2029-03-31 Fixed 0.06500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 10838000.00000000 PA USD 9855798.66000000 0.025013564792 Long DBT CORP US N 2 2032-04-15 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178MPX3 9964.95420000 PA USD 9451.35000000 0.000023987092 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ELB36 12875.20410000 PA USD 12213.47000000 0.000030997226 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L9NK7 1731125.83600000 PA USD 1664689.03000000 0.004224904378 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213BRH7 534.17290000 PA USD 552.25000000 0.000001401585 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVK79 11422694.50400000 PA USD 10310908.80000000 0.026168613446 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.03000000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AE4 850000.00000000 PA USD 782957.30000000 0.001987109703 Long DBT CORP US N 2 2032-01-31 Fixed 0.04375000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAD7 690000.00000000 PA USD 606736.73000000 0.001539869982 Long DBT CORP US N 2 2031-03-18 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QC2Z8 2152664.33100000 PA USD 2095499.47000000 0.005318281508 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03500000 N N N N N N JONES DESLAURIERS INSURANCE MANAGMENT INC 549300JQIWNFU00E5424 N/A 1955150.00000000 PA USD 1954543.90000000 0.004960542739 Long LON CORP CA N 2 2030-03-15 Variable 0.08396860 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DE2 735000.00000000 PA USD 848559.71000000 0.002153605610 Long DBT CORP US N 2 2031-09-15 Fixed 0.07875000 N N N N N N COMM 2014-UBS6 MTG TR N/A 12592PBG7 48611140.97950000 PA USD 1035.42000000 0.000002627848 Long ABS-MBS CORP US N 2 2047-12-10 Variable 0.00861206 N N N N N N HEALTHPEAK OP LLC N/A 40414LAQ2 2056000.00000000 PA USD 2006053.32000000 0.005091271283 Long DBT CORP US N 2 2026-07-15 Fixed 0.03250000 N N N N N N HOMESERVE USA CORP N/A 43761EAD0 3700725.00000000 PA USD 3704906.82000000 0.009402883519 Long LON CORP US N 2 2030-10-21 Variable 0.07835680 N N N N N N SCIH SALT HLDGS INC N/A 78397GAF8 1609933.53000000 PA USD 1610384.31000000 0.004087081490 Long LON CORP US N 2 2027-03-16 Variable 0.08755370 N N N N N N PROJECT ALPHA INTERMEDIATE HOLDING INC N/A 74339DAK4 5187000.00000000 PA USD 5210030.28000000 0.013222817802 Long LON CORP US N 2 2030-10-28 Variable 0.09002110 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DU2 19550000.00000000 PA USD 19535370.93000000 0.049579875092 Long DBT CORP US N 2 2031-09-15 Fixed 0.04900000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAK9 1030000.00000000 PA USD 1060120.29000000 0.002690536655 Long DBT CORP US N 2 2029-02-01 Fixed 0.08250000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05350NAP9 1420420.56000000 PA USD 1427920.38000000 0.003623996408 Long LON CORP US N 2 2027-11-08 Variable 0.07346740 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 5115000.00000000 PA USD 4935968.35000000 0.012527261198 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZZ8 353012.63300000 PA USD 312564.90000000 0.000793275375 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291H3Y8 411.06280000 PA USD 423.62000000 0.000001075128 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WXH9 155.77200000 PA USD 161.50000000 0.000000409879 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N RECKITT BENCKISER TREAS SVCS PLC 213800LAXWIUOOBZ3908 N/A 830000.00000000 PA 931564.54000000 0.002364268060 Long DBT CORP GB N 2 2033-09-14 Fixed 0.03875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MK62 195.11940000 PA USD 199.37000000 0.000000505991 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N BX 2024-CNYN N/A 05612HAJ0 5100656.08000000 PA USD 5017996.89000000 0.012735445869 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.09025530 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYC0 71589.83000000 PA USD 61403.26000000 0.000155838656 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KNK6 1697.56870000 PA USD 1737.94000000 0.000004410811 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 0.07000000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AG6 4107669.00000000 PA USD 408713.07000000 0.001037295018 Long DBT CORP VE N 2 2049-12-31 Fixed 0.06000000 Y Y N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAG3 1115000.00000000 PA USD 1052532.01000000 0.002671277948 Long DBT CORP CA N 2 2029-10-01 Fixed 0.04500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 4469000.00000000 PA USD 3909857.94000000 0.009923040058 Long DBT CORP IT N 2 2032-06-01 Variable 0.04198000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AQCV0 1061286.94600000 PA USD 1012149.89000000 0.002568789981 Long ABS-CBDO USGSE US N 2 2045-10-25 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FY59 4243.74700000 PA USD 4042.63000000 0.000010260009 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q6R5 8306.05450000 PA USD 8276.33000000 0.000021004945 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N NISSAN MASTER OWNER TR RECEIVABLE N/A 65479VAB2 5826000.00000000 PA USD 5898636.82000000 0.014970469606 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05050000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3SE3 2385927.71000000 PA USD 2126443.04000000 0.005396814869 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02000000 N N N N N N MORGAN STANLEY CAP I TR 2017-HR2 N/A 61691NAE5 3580000.00000000 PA USD 3436515.39000000 0.008721718384 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 0.03587000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 N/A 78397XAC8 8257000.00000000 PA USD 8413859.05000000 0.021353988221 Long ABS-CBDO CORP US N 2 2029-11-20 Fixed 0.05330000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C7 N/A 61690KAK8 50349.93000000 PA USD 48084.18000000 0.000122035442 Long ABS-MBS CORP US N 2 2046-02-15 Variable 0.04177147 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137B6MF5 3818.87080000 PA USD 26.26000000 0.000000066646 Long ABS-CBDO USGSE US N 2 2028-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKDW5 1229731.26700000 PA USD 1074470.81000000 0.002726957616 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N MSC 2021-L6 N/A 61692CBK3 25921278.98000000 PA USD 1308604.66000000 0.003321178585 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.01314822 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C3 N/A 46635TBD3 1156000.00000000 PA USD 439280.00000000 0.001114872484 Long ABS-MBS CORP US N 2 2046-02-15 Variable 0.05709295 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E5GU6 53455.02770000 PA USD 52219.18000000 0.000132529882 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N BX COML MTG TR 2024-MF N/A 05612EAJ7 2111000.00000000 PA USD 2085276.20000000 0.005292335318 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.09075190 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209W5W8 860.92310000 PA USD 886.97000000 0.000002251089 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRQ94 42359.50220000 PA USD 38916.72000000 0.000098768849 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N COMM 2015-DC1 MTG TR N/A 12629NAL9 1690000.00000000 PA USD 1485153.41000000 0.003769251212 Long ABS-MBS CORP US N 2 2048-02-10 Variable 0.04416281 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7LH0 400524.51030000 PA USD 379007.61000000 0.000961903924 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A8L38 7185.99070000 PA USD 7171.59000000 0.000018201166 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N CEC ENTERTAINMENT CO LLC 549300MWTY75LB8TRO50 N/A 65301.00000000 NS USD 857402.13000000 0.002176047266 Long EC CORP US N 3 N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AN5 3860000.00000000 PA USD 3406203.73000000 0.008644788782 Long DBT CORP US N 2 2030-02-01 Fixed 0.04750000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 91908.00000000 NS USD 6846226.92000000 0.017375409802 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 2250000.00000000 PA USD 2305023.14000000 0.005850042969 Long DBT CORP FR N 2 2030-01-18 Variable 0.05716000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 5655000.00000000 PA USD 5207610.90000000 0.013216677527 Long DBT CORP US N 2 2028-09-15 Fixed 0.03875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TB4 400075000.00000000 PA USD 245483519.53000000 0.623025909219 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQF84 8624691.67900000 PA USD 8757160.91000000 0.022225272590 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030690 -98650000.00000000 PA USD -89210655.02000000 -0.22641254925 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A 95000GAJ3 487000.00000000 PA USD 215588.81000000 0.000547154508 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402G2B8 37397.15550000 PA USD 37278.69000000 0.000094611604 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AA6 39753000.00000000 PA USD 40786713.16000000 0.103514806612 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06028000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAB9 2965000.00000000 PA USD 2797299.60000000 0.007099418038 Long DBT CORP QA N 2 2026-09-12 Fixed 0.01375000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022691 303375000.00000000 PA USD 258615325.54000000 0.656353830355 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.02500000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55276VAJ1 1925000.00000000 PA USD 1790423.25000000 0.004544012059 Long DBT CORP AE N 2 2029-11-07 Fixed 0.02875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FJQ0 8043.47350000 PA USD 8033.26000000 0.000020388045 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZ21 2775750.02300000 PA USD 2516068.89000000 0.006385667399 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02000000 N N N N N N PINE STREET TRUST II N/A 72284LAA7 19200000.00000000 PA USD 18536534.21000000 0.047044873326 Long DBT CORP US N 2 2049-02-15 Fixed 0.05568000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAG5 5494830.41000000 PA USD 5446839.11000000 0.013823827747 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.07151480 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UA4 130450000.00000000 PA USD 139418437.50000000 0.353837597537 Long DBT UST US N 2 2054-05-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403RPL6 24680.15120000 PA USD 24604.27000000 0.000062444508 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AZ5 20750000.00000000 PA USD 20157118.55000000 0.051157842025 Long DBT CORP US N 2 2030-04-15 Fixed 0.04000000 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 N/A 13676319.96000000 PA USD 13657036.35000000 0.034660931640 Long LON CORP US N 2 2028-08-02 Variable 0.07746740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G6U6 83.90240000 PA USD 85.35000000 0.000000216614 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAG4 5078000.00000000 PA USD 5127931.97000000 0.013014456058 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.06955181 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X55G4 767511.72800000 PA USD 694758.75000000 0.001763265830 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BPQ95 8433553.20000000 PA USD 6826331.33000000 0.017324915707 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEQJ2 19189.10610000 PA USD 19185.32000000 0.000048691461 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMRZ7 4929.89470000 PA USD 4697.53000000 0.000011922115 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.03500000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 111144.00000000 NS USD 5831725.68000000 0.014800652202 Long EC CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNNR0 666270.28500000 PA USD 617892.87000000 0.001568183753 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 1455000.00000000 PA USD 1189462.50000000 0.003018801249 Long DBT NUSS CO N 2 2031-04-15 Fixed 0.03125000 N N N N N N EMRLD BORROWER LP / EMERALD CO-ISSUER INC N/A 29103CAA6 6650000.00000000 PA USD 6809826.10000000 0.017283026191 Long DBT CORP US N 2 2030-12-15 Fixed 0.06625000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAL4 7862000.00000000 PA USD 7685359.73000000 0.019505090372 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.07283300 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVS99 698812.08200000 PA USD 676903.48000000 0.001717949974 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04000000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAC5 4215000.00000000 PA USD 4096453.13000000 0.010396610089 Long DBT CORP US N 2 2029-10-15 Fixed 0.09500000 N N N N N N WHITBREAD GROUP PLC 2138006LIAYQKUCYBB20 N/A 1850000.00000000 PA 2246219.75000000 0.005700802663 Long DBT CORP GB N 2 2027-05-31 Fixed 0.02375000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAB5 950000.00000000 PA USD 989602.65000000 0.002511566120 Long DBT CORP US N 2 2029-05-01 Fixed 0.07000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 25152R2Y8 5495000.00000000 PA USD 5442996.09000000 0.013814074339 Long DBT CORP DE N 2 2026-01-13 Fixed 0.04100000 N N N N N N JPMBB COML MTG SECS TR 2014-C23 N/A 46643ABE2 1433973.16000000 PA USD 1430367.00000000 0.003630205817 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 0.03934200 N N N N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAB9 500000.00000000 PA USD 533245.00000000 0.001353351343 Long DBT NUSS PL N 2 2028-10-31 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYUS4 5318305.08000000 PA USD 5130819.93000000 0.013021785568 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407MSE6 1981.24480000 PA USD 2015.01000000 0.000005114002 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.07315000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 500000.00000000 NC USD 73806.20000000 0.000187316749 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 114739.02000000 USD 0.00000000 USD 500000.00000000 USD -40932.82000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQ4W9 1555164.96300000 PA USD 1567387.47000000 0.003977957483 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329JLL9 422128.51600000 PA USD 401460.22000000 0.001018887618 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MLK86 23052.90670000 PA USD 22571.09000000 0.000057284390 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAR20 106207.17400000 PA USD 94038.09000000 0.000238664357 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLP59 3029750.67100000 PA USD 2703739.80000000 0.006861967558 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 2250000.00000000 PA 2909868.21000000 0.007385112005 Long DBT CORP GB N 2 2030-08-14 Variable 0.03622000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ARFF6 46262.10180000 PA USD 45233.85000000 0.000114801435 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208KNR6 237.92450000 PA USD 242.36000000 0.000000615098 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N AEA INTERNATIONAL HOLDINGS LUXEMBOURG SARL N/A 46033XAE1 1482152.00000000 PA USD 1481233.07000000 0.003759301569 Long LON CORP LU N 2 2028-09-07 Variable 0.08033360 N N N N N N JOHN LEWIS PLC 213800JSUFNZLZLCVJ25 N/A 14058000.00000000 PA 18487028.42000000 0.046919229902 Long DBT CORP GB N 2 2025-01-21 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YR5Y0 17092.33470000 PA USD 16048.90000000 0.000040731371 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YJM2 125.11940000 PA USD 128.61000000 0.000000326406 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383XLP2 55.27340000 PA USD 57.65000000 0.000000146313 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 12541HAT0 1412446.27000000 PA USD 1415977.39000000 0.003593685647 Long LON CORP US N 2 2028-09-30 Variable 0.08611220 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLD1 368000000.00000000 PA USD 374810539.20000000 0.951251951321 Long DBT UST US N 2 2031-07-31 Fixed 0.04125000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BWC2 11221.30480000 PA USD 11187.83000000 0.000028394199 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.06096400 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAC6 820000.00000000 PA USD 859462.50000000 0.002181276390 Long DBT CORP NL N 2 2028-01-17 Fixed 0.06950000 N N N N N N PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD N/A 74167UAE7 3045000.00000000 PA USD 2458228.50000000 0.006238871143 Long ABS-MBS CORP US N 2 2070-12-26 Fixed 0.03000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI N/A 95003PAJ0 1215000.00000000 PA USD 1215500.34000000 0.003084884092 Long ABS-MBS CORP US N 2 2035-07-15 Variable 0.07574300 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAW4 13022000.00000000 PA USD 13700623.95000000 0.034771554969 Long DBT CORP US N 2 2028-11-15 Fixed 0.06350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FNE5 18623.82810000 PA USD 19539.09000000 0.000049589313 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 10000000.00000000 PA USD 9783131.40000000 0.024829138620 Long DBT CORP US N 2 2033-04-27 Variable 0.04571000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HWZ4 9423.38950000 PA USD 9721.85000000 0.000024673609 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQV93 26511387.64100000 PA USD 26777742.25000000 0.067960681206 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBR9 1750000.00000000 PA USD 1732019.31000000 0.004395785539 Long DBT CORP FR N 2 2025-11-24 Fixed 0.04750000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 22661000.00000000 PA USD 22431076.96000000 0.056929044135 Long DBT CORP US N 2 2032-09-01 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM6R0 817614.37300000 PA USD 759014.48000000 0.001926343924 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177RAD3 3060.65760000 PA USD 2903.40000000 0.000007368695 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWFD4 144095.69290000 PA USD 139533.09000000 0.000354128580 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.04000000 N N N N N N BENCHMARK 2018-B7 MTG TR N/A 08162TBB8 2200000.00000000 PA USD 2164292.90000000 0.005492876077 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 0.04510000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGQP3 10876.22320000 PA USD 11048.79000000 0.000028041322 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5AS8 35717.46220000 PA USD 36271.74000000 0.000092056011 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945X52 19493.53620000 PA USD 19497.92000000 0.000049484826 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31288AFU4 6444.08240000 PA USD 6627.87000000 0.000016821229 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AB4 21453000.00000000 PA USD 23261957.08000000 0.059037779757 Long DBT CORP US N 2 2033-08-02 Fixed 0.06421000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DF4 3115000.00000000 PA USD 3469331.25000000 0.008805003531 Long DBT NUSS TR N 2 2028-01-15 Fixed 0.09875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EFBS4 43504.81850000 PA USD 42466.40000000 0.000107777774 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBRJ4 70680.66020000 PA USD 69013.13000000 0.000175152157 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 8532000.00000000 PA USD 8518257.76000000 0.021618947357 Long DBT CORP US N 2 2024-12-01 Fixed 0.04875000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AR8 3335000.00000000 PA USD 2966082.30000000 0.007527780786 Long DBT CORP LU N 2 2031-04-27 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201T6Z5 597.18090000 PA USD 619.14000000 0.000001571348 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419ATJ6 1374.04000000 PA USD 1369.02000000 0.000003474509 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4CR9 8461.34380000 PA USD 8276.78000000 0.000021006087 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209M4L5 555.16910000 PA USD 566.39000000 0.000001437471 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GO DADDY OPER CO LLC 5493005GJOH8HLL11157 38017BAV8 2433567.03800000 PA USD 2433907.74000000 0.006177146170 Long LON CORP US N 2 2029-11-12 Variable 0.07246740 N N N N N N OSCAR ACQUISITIONCO LLC N/A N/A 6578419.18000000 PA USD 6520858.01000000 0.016549638437 Long LON CORP US N 2 2029-04-29 Variable 0.09551910 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNEF6 7685691.99000000 PA USD 6623312.62000000 0.016809663536 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N GS MTG SECS TR 2013-GC10 N/A 36192CAQ8 586000.00000000 PA USD 530217.08000000 0.001345666621 Long ABS-MBS CORP US N 2 2046-02-10 Variable 0.04688131 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 2035000.00000000 PA USD 2125042.65000000 0.005393260743 Long DBT CORP US N 2 2030-06-15 Fixed 0.07250000 N N N N N N DEL MONTE FOODS CORP II INC N/A 24521WAB5 3180194.90000000 PA USD 3021185.16000000 0.007667629317 Long LON CORP US N 2 2028-08-02 Variable 0.13442550 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204NUL9 11.44160000 PA USD 11.42000000 0.000000028983 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946QN9 166910.95980000 PA USD 166903.53000000 0.000423593501 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ABDB9 38013.77700000 PA USD 37136.63000000 0.000094251063 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404NMS2 11317.58250000 PA USD 11278.30000000 0.000028623807 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FPF7 1815079.70360000 PA USD 1771746.13000000 0.004496610386 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 0.04000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A 46639YAE7 1851000.00000000 PA USD 79778.10000000 0.000202473157 Long ABS-MBS CORP US N 3 2046-04-15 Variable 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205AVX9 154.50120000 PA USD 155.34000000 0.000000394245 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMME0 693.36720000 PA USD 690.84000000 0.000001753320 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31393UNH2 129685.45690000 PA USD 19442.77000000 0.000049344858 Long ABS-CBDO USGSE US N 2 2033-12-25 Variable 0.02636680 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941SD0 31648.96100000 PA USD 31640.36000000 0.000080301781 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLLH1 1585228.07400000 PA USD 1458298.86000000 0.003701095596 Long ABS-CBDO USGSE US N 2 2052-02-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FG86 15157.62760000 PA USD 15452.32000000 0.000039217279 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 0.07177000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPB72 2878565.60800000 PA USD 2897149.63000000 0.007352832833 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGCN7 906644.67500000 PA USD 778629.26000000 0.001976125336 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.02500000 N N N N N N GRAND CITY PROPERTIES SA 5299002QLUYKK2WBMB18 N/A 10500000.00000000 PA 9413032.95000000 0.023889845735 Long EP CORP LU N 2 N N N SABERT CORPORATION 54930029JPYBTHDWT603 78516EAD4 2118967.53800000 PA USD 2129562.38000000 0.005404731611 Long LON CORP US N 2 2026-12-10 Variable 0.08425930 N N N N N N BBCMS MORTGAGE TRUST 2023-C21 N/A 05553WAC3 5900000.00000000 PA USD 6359535.66000000 0.016140209714 Long ABS-MBS CORP US N 2 2056-09-15 Variable 0.06506414 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307TD99 16653.54800000 PA USD 16117.59000000 0.000040905703 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213PKC4 432.72210000 PA USD 447.04000000 0.000001134567 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 46124CAN7 4265412.34500000 PA USD 4268611.40000000 0.010833539879 Long LON CORP US N 2 2028-08-17 Variable 0.08496740 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BU9 4090000.00000000 PA USD 4142474.70000000 0.010513410722 Long DBT NUSS ID N 2 2045-01-15 Fixed 0.05125000 N N N N N N CLUBCORP HLDGS INC 549300XWSO7KBICXNW37 18948TAF0 8557618.79200000 PA USD 8566176.41000000 0.021740562692 Long LON CORP US N 2 2026-09-18 Variable 0.10596190 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04W5 3017.63990000 PA USD 3007.35000000 0.000007632516 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383SCJ7 827.90460000 PA USD 859.06000000 0.000002180254 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YPA36 109028.69350000 PA USD 105883.08000000 0.000268726398 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396JG74 23007.93600000 PA USD 19829.45000000 0.000050326234 Long ABS-CBDO USGSE US N 2 2036-03-15 Fixed 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E5RF7 40499.51530000 PA USD 39601.92000000 0.000100507855 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N CSAIL 2018-CX12 COML MTG TR N/A 12595XAS2 3580000.00000000 PA USD 3474413.99000000 0.008817903292 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 0.03958500 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 3155000.00000000 PA USD 2869093.90000000 0.007281628677 Long DBT CORP PA N 2 2030-01-30 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5Z28 30019.75300000 PA USD 28984.79000000 0.000073562067 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.04000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102CD7 395000.00000000 PA USD 414833.74000000 0.001052828998 Long DBT CORP US N 2 2029-01-15 Fixed 0.09750000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RCQ7 10682.77540000 PA USD 10293.43000000 0.000026124253 Long ABS-CBDO USGA US N 2 2064-08-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379AM36 361.26900000 PA USD 369.83000000 0.000000938611 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 2270000.00000000 PA USD 2156476.62000000 0.005473038717 Long DBT CORP US N 2 2029-06-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406AZV7 545.82700000 PA USD 544.19000000 0.000001381129 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.04500000 N N N N N N HORIZON 2018 N/A 440405AE8 6307607.55000000 PA USD 5834524.37000000 0.014807755149 Long ABS-CBDO CORP US N 2 2038-12-15 Fixed 0.04458000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WEQE2 135442.58000000 PA USD 131526.61000000 0.000333808501 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECZ1 17772639.27500000 PA USD 15765829.27000000 0.040012951314 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 14844000.00000000 PA USD 14312620.43000000 0.036324773955 Long DBT CORP US N 2 2028-12-20 Variable 0.03419000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HJS3 17.09120000 PA USD 17.73000000 0.000000044997 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.07000000 N N N N N N SEASPAN CORPORATION 5493007Z8Q1H45KT7W98 81254UAK2 4217000.00000000 PA USD 4016657.08000000 0.010194091375 Long DBT CORP MH N 2 2029-08-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFF3 770411000.00000000 PA USD 712479706.03000000 1.808240803699 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E76B1 249124.38370000 PA USD 240535.52000000 0.000610468113 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FA24 9502.89770000 PA USD 9468.67000000 0.000024031050 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NJZ9 28.47650000 PA USD 28.67000000 0.000000072763 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07500000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 1032000.00000000 PA USD 980033.43000000 0.002487279879 Long DBT CORP US N 2 2028-03-01 Fixed 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARQ38 11698.27780000 PA USD 11876.49000000 0.000030141986 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.05000000 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 2780000.00000000 PA USD 2592866.25000000 0.006580575575 Long DBT CORP US N 2 2030-04-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378XP75 127.28950000 PA USD 130.63000000 0.000000331532 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07500000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAA1 4065000.00000000 PA USD 4270790.63000000 0.010839070665 Long DBT CORP LU N 2 2038-02-23 Fixed 0.06129000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A1SQ5 24869.19590000 PA USD 24340.44000000 0.000061774919 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQQ2 167092.63730000 PA USD 163004.87000000 0.000413698881 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJL5 1956242.78400000 PA USD 1944672.00000000 0.004935488309 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04500000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAS6 11039000.00000000 PA USD 11395531.66000000 0.028921336499 Long DBT CORP US N 2 2032-06-08 Fixed 0.05670000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AU9 725000.00000000 PA USD 725226.56000000 0.001840591734 Long DBT CORP CA N 2 2031-06-01 Fixed 0.08625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295T7A6 3941.07190000 PA USD 4114.70000000 0.000010442919 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.06000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAD0 1895000.00000000 PA USD 1966017.02000000 0.004989660991 Long DBT CORP US N 2 2030-05-15 Fixed 0.06500000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129462H8 5961.92390000 PA USD 5958.16000000 0.000015121536 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296XZ64 28514.37490000 PA USD 28938.43000000 0.000073444407 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N BBCMS MORTGAGE TRUST 2022-C18 N/A 054975AK3 1323000.00000000 PA USD 1359883.39000000 0.003451321649 Long ABS-MBS CORP US N 2 2055-12-15 Variable 0.06348348 N N N N N N AASET 2018-1 TR N/A 000367AA0 7004960.81570000 PA USD 5022517.68000000 0.012746919427 Long ABS-CBDO CORP US N 2 2038-01-16 Fixed 0.03844000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EB1 1160000.00000000 PA 1647884.36000000 0.004182254896 Long DBT CORP GB N 2 2031-09-14 Variable 0.06800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206H5L8 214.87530000 PA USD 221.49000000 0.000000562131 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWQ1 27494675.73300000 PA USD 21510038.89000000 0.054591491772 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.01500000 N N N N N N TELSTRA GROUP LTD 894500WRW54CVN62K416 N/A 4825000.00000000 PA 5319634.42000000 0.013500988080 Long DBT CORP AU N 2 2036-09-03 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292GQ41 96.68470000 PA USD 98.24000000 0.000000249328 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PPQ3 3111.27720000 PA USD 3035.44000000 0.000007703807 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N ECL ENTERTAINMENT LLC 254900UPSGHOBB360Z85 26826TAK9 1388025.00000000 PA USD 1391495.06000000 0.003531550617 Long LON CORP US N 2 2030-08-30 Variable 0.09246740 N N N N N N MATTRESS FIRM INC N/A 57723CAR0 5230077.54000000 PA USD 5227253.30000000 0.013266529037 Long LON CORP US N 2 2028-09-24 Variable 0.09846190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQL83 862494.88160000 PA USD 874420.51000000 0.002219239133 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MUU6 1458.76670000 PA USD 1500.60000000 0.000003808453 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07500000 N N N N N N ADVANTAGE SALES and MARKETING INC DEL 549300T4O24KQDED1182 00769EBA7 3405446.33300000 PA USD 3323613.46000000 0.008435178466 Long LON CORP US N 2 2027-10-28 Variable 0.09832500 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201DAV4 248.77640000 PA USD 257.38000000 0.000000653218 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAH7 1375000.00000000 PA USD 1375000.00000000 0.003489686911 Long LON CORP US N 2 2031-05-14 Variable 0.07301370 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 92472000.00000000 PA USD 77518707.05000000 0.196738921756 Long DBT CORP US N 2 2033-02-15 Fixed 0.02600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CAW4 2383133.12000000 PA USD 2359047.51000000 0.005987154341 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9 549300PFVBG5704L7K74 61762DAJ0 722000.00000000 PA USD 577600.00000000 0.001465922298 Long ABS-MBS CORP US N 2 2046-05-15 Variable 0.03937349 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417AJS9 697980.05760000 PA USD 682760.46000000 0.001732814720 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSBR2 19277.67300000 PA USD 19133.53000000 0.000048560021 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390J6F3 853.56110000 PA USD 897.77000000 0.000002278499 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BBV3 286683.24170000 PA USD 285719.50000000 0.000725142981 Long ABS-CBDO USGA US N 2 2060-05-20 Variable 0.05791600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404FR62 38765.58650000 PA USD 38652.30000000 0.000098097763 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 0.04500000 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAC1 2770000.00000000 PA USD 2339198.05000000 0.005936777323 Long DBT CORP US N 2 2031-07-15 Fixed 0.02375000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BN3 1515000.00000000 PA USD 1133977.50000000 0.002877982865 Long DBT NUSS PA N 2 2032-09-29 Fixed 0.02252000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEHF0 12485.42430000 PA USD 12216.72000000 0.000031005474 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N METALSA S A DE C V 549300F2FONGJR575V67 59132VAB4 1525000.00000000 PA USD 1277187.50000000 0.003241443274 Long DBT CORP MX N 2 2031-05-04 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374F5Z8 25.33480000 PA USD 26.29000000 0.000000066722 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GD2M3 22625.91960000 PA USD 22623.47000000 0.000057417328 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N CALI MTG TR 2019-101C N/A 129890AQ2 1743000.00000000 PA USD 1015494.98000000 0.002577279665 Long ABS-MBS CORP US N 2 2039-03-10 Variable 0.04468583 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E2H8 1231.47220000 PA USD 1270.33000000 0.000003224039 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LTY2 328947.33140000 PA USD 321158.02000000 0.000815084319 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N MOFT TR 2020-ABC N/A 55317BAJ6 475000.00000000 PA USD 250239.17000000 0.000635095531 Long ABS-MBS CORP US N 2 2042-02-10 Variable 0.03592590 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31414AHA3 16794.27610000 PA USD 17599.57000000 0.000044666901 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 0.06000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 3812000.00000000 PA USD 3597937.03000000 0.009131399100 Long DBT CORP US N 2 2050-05-01 Fixed 0.05805000 N N N N N N EAB GLOBAL INC N/A 26835CAC3 2872920.70800000 PA USD 2862147.26000000 0.007263998423 Long LON CORP US N 2 2028-08-16 Variable 0.08593710 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BL48 235.08780000 PA USD 245.01000000 0.000000621824 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SHV6 30252.26960000 PA USD 30535.19000000 0.000077496911 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 0.05000000 N N N N N N ARCHKEY HOLDINGS INC N/A 03957NAB2 2522830.14900000 PA USD 2524091.56000000 0.006406028568 Long LON CORP US N 2 2028-06-30 Variable 0.10611220 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAG9 192379.80000000 PA USD 192860.75000000 0.000489471734 Long LON CORP US N 2 2028-02-14 Variable 0.07251630 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJD88 1940419.32800000 PA USD 1853392.49000000 0.004703825101 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056BB6 1235000.00000000 PA USD 1009549.02000000 0.002562189092 Long DBT CORP US N 2 2029-02-01 Fixed 0.05125000 N N N N N N VS BUYER LLC N/A 91834WAD2 4326032.32000000 PA USD 4326032.32000000 0.010979271539 Long LON CORP US N 2 2031-04-14 Variable 0.08586890 N N N N N N BRAEMAR HOTELS and RESORTS TRUST 2018-PRIME N/A 10482TAN2 294000.00000000 PA USD 287742.21000000 0.000730276526 Long ABS-MBS CORP US N 2 2035-06-15 Variable 0.07909000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT N/A 17291NAG6 2143000.00000000 PA USD 2094246.96000000 0.005315102695 Long ABS-MBS CORP US N 2 2040-10-12 Variable 0.06047503 N N N N N N SEDGWICK CLAIMS MGMT SVCS INC 549300BIN4DWJG5VWF64 81527CAP2 3293706.16200000 PA USD 3296439.94000000 0.008366213319 Long LON CORP US N 2 2031-07-31 Variable 0.08252110 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RG71 87.20480000 PA USD 90.16000000 0.000000228821 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TBK4 90.56580000 PA USD 90.54000000 0.000000229786 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 0.07000000 N N N N N N CELTIC RESOURCES HOLDINGS DAC 213800BMR8PHADXZAB66 15119CAA7 1205000.00000000 PA USD 172748.80000000 0.000438428528 Long DBT CORP IE N 3 2024-10-09 Fixed 0.04125000 Y Y N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BGB34 2695269.61000000 PA USD 2240505.66000000 0.005686300565 Long ABS-CBDO USGSE US N 2 2048-06-25 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M74W3 2750.01260000 PA USD 2750.41000000 0.000006980414 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWEQ2 61914.07100000 PA USD 56992.87000000 0.000144645289 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N CVR PARTNERS LP / CVR NITROGEN FIN CORP N/A 12663QAC9 2505000.00000000 PA USD 2431658.86000000 0.006171438616 Long DBT CORP US N 2 2028-06-15 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CCJW7 4504166.12800000 PA USD 4720783.19000000 0.011981131135 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N MANCHESTER ACQUISITION SUB LLC N/A N/A 2068129.47400000 PA USD 1923360.41000000 0.004881400472 Long LON CORP US N 2 2026-12-01 Variable 0.11246080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374CQS8 1125024.92890000 PA USD 1142072.54000000 0.002898527705 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.05000000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAB6 8960000.00000000 PA USD 7878147.20000000 0.019994376126 Long DBT CORP US N 2 2028-04-15 Fixed 0.04750000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11132VAY5 4699188.44000000 PA USD 4695805.02000000 0.011917737686 Long LON CORP US N 2 2031-06-14 Variable 0.08496740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0ZB7 57913.29250000 PA USD 57710.85000000 0.000146467489 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GS MTG SECS TR 2019-GSA1 N/A 36261PAT9 2087000.00000000 PA USD 1933747.42000000 0.004907762227 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 0.03047900 N N N N N N AASET 2019-2 TR N/A 00038RAB2 3803418.27000000 PA USD 2282085.95000000 0.005791829433 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.04458000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 695847AT0 2260000.00000000 PA USD 1799525.00000000 0.004567111883 Long DBT NUSS PK N 2 2031-04-08 Fixed 0.07375000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAC2 3205000.00000000 PA USD 3335479.52000000 0.008465293982 Long DBT CORP GB N 2 2029-03-26 Fixed 0.06400000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030690 312250000.00000000 PA USD 282372296.30000000 0.716647932120 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H062693 71200000.00000000 PA USD 72694310.00000000 0.184494823398 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.06500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BFK42 69784.11500000 PA USD 69533.26000000 0.000176472223 Long ABS-CBDO USGSE US N 2 2043-03-15 Fixed 0.04500000 N N N N N N BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L N/A 09229CAA7 24356629.19000000 PA USD 22178367.13000000 0.056287678181 Long ABS-CBDO CORP US N 2 2046-07-15 Fixed 0.02443000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43117LAM5 4526815.17000000 PA USD 4532473.69000000 0.011503210264 Long LON CORP US N 2 2028-04-21 Variable 0.08747680 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 1919321.14000000 PA USD 1959377.37000000 0.004972809864 Long LON CORP KY N 2 2027-10-20 Variable 0.09032010 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36194A5E3 37651.97600000 PA USD 35485.21000000 0.000090059834 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DRQ2 6008.21710000 PA USD 5698.55000000 0.000014462658 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5YQ0 1647901.36800000 PA USD 1543971.36000000 0.003918528470 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZR0 29540.61230000 PA USD 28810.22000000 0.000073119016 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ATG3 349032.06000000 PA USD 338472.86000000 0.000859028588 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N PANTHER ESCROW ISSUER LLC N/A 69867RAA5 3450000.00000000 PA USD 3593561.40000000 0.009120293952 Long DBT CORP US N 2 2031-06-01 Fixed 0.07125000 N N N N N N CALPINE CONSTR FIN CO LP V0Q3DOB0FIB2XI1KWU77 13134NAH4 1605000.00000000 PA USD 1602383.85000000 0.004066776690 Long LON CORP US N 2 2030-07-31 Variable 0.07246740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W1SW8 13103.72260000 PA USD 12090.49000000 0.000030685108 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N BANK 2022-BNK44 N/A 06540KBB4 3642000.00000000 PA USD 3549356.99000000 0.009008105187 Long ABS-MBS CORP US N 2 2055-11-15 Variable 0.05936057 N N N N N N PETRONAS CAP LTD 549300G7YFX3540OYR85 716743AP4 625000.00000000 PA USD 592343.75000000 0.001503341259 Long DBT CORP MY N 2 2030-04-21 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128KDFJ9 1832.35400000 PA USD 1864.77000000 0.000004732700 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F12A9 155466.47950000 PA USD 145538.50000000 0.000369370035 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AS5 615000.00000000 PA USD 658265.25000000 0.001670647001 Long DBT NUSS HU N 2 2032-09-22 Fixed 0.06250000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 N/A 4673287.50000000 PA USD 4677166.33000000 0.011870433546 Long LON CORP CA N 2 2030-05-06 Variable 0.07746740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409VR88 29907.00040000 PA USD 30311.20000000 0.000076928434 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.06320000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7CX5 560428.73920000 PA USD 531022.03000000 0.001347709547 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G7XF5 2298104.57500000 PA USD 2148858.54000000 0.005453704379 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183DE1 11161647.68000000 PA USD 11271462.67000000 0.028606455095 Long ABS-CBDO CORP US N 2 2036-05-15 Fixed 0.05520000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEX96 7353.45120000 PA USD 7519.15000000 0.000019083257 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.05000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DJ6 1120000.00000000 PA USD 1250200.00000000 0.003172950237 Long DBT NUSS TR N 2 2030-07-13 Fixed 0.09125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HRW7 107.79650000 PA USD 112.50000000 0.000000285519 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZU9 905199.95000000 PA USD 707886.46000000 0.001796583356 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76V5 53140.46700000 PA USD 49507.81000000 0.000125648550 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AL5 6392550.00000000 PA USD 6198293.19000000 0.015730983724 Long ABS-CBDO CORP US N 2 2049-05-20 Fixed 0.04352000 N N N N N N PMHC II INC 549300GYZ1T3S8OPH343 69357VAA3 3870000.00000000 PA USD 3530476.54000000 0.008960187472 Long DBT CORP US N 2 2030-02-15 Fixed 0.09000000 N N N N N N RUNNER BUYER INC 254900E5ZZEMZBPZV203 78158EAB1 1779050.00000000 PA USD 890645.80000000 0.002260418175 Long LON CORP US N 2 2028-10-21 Variable 0.10671660 N N N N N N ANGLIAN WATER SVCS FINANC PLC 213800DL377MH46PDY63 N/A 2044000.00000000 PA 2802605.51000000 0.007112884194 Long DBT CORP GB N 2 2030-07-30 Fixed 0.06293000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 34229000.00000000 PA USD 35870030.34000000 0.091036491203 Long DBT CORP US N 2 2049-01-23 Fixed 0.05550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941NQ6 1428.67140000 PA USD 1460.33000000 0.000003706250 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339DTC2 2544.74870000 PA USD 2551.51000000 0.000006475615 Long ABS-CBDO USGSE US N 2 2032-01-15 Variable 0.06268010 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 N/A 800000.00000000 PA 901272.76000000 0.002287388912 Long DBT CORP US N 2 2032-07-23 Fixed 0.04250000 N N N N N N MH SUB I LLC 2549005VFKP807SR8N49 45567YAN5 17103328.29000000 PA USD 17048939.71000000 0.043269426739 Long LON CORP US N 2 2028-05-03 Variable 0.09496740 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 3804000.00000000 PA USD 3167000.04000000 0.008037700792 Long EP CORP US N 2 N N N BANK 2021-BNK33 N/A 06541CBL9 1238000.00000000 PA USD 1079628.35000000 0.002740047216 Long ABS-MBS CORP US N 2 2064-05-15 Fixed 0.02556000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYJE8 462552.21500000 PA USD 458310.98000000 0.001163172238 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 2005000.00000000 PA USD 1834575.00000000 0.004656067175 Long DBT CORP CA N 2 2028-09-30 Fixed 0.11000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RTF3 1614.88770000 PA USD 1609.06000000 0.000004083720 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04500000 N N N N N N CREST 2004-1 LTD/CORP 549300MJZTHEPDTYM573 22608WAS8 407341.23030000 PA USD 0.04000000 0.000000000101 Long ABS-CBDO CORP KY N 3 2040-01-28 Variable 0.08962710 Y Y N N N N WELLS FARGO COML MTG TR 2016-C34 549300FWFHJGIW2B2U59 95000DBG5 15789426.72330000 PA USD 300760.16000000 0.000763315486 Long ABS-MBS CORP US N 2 2049-06-15 Variable 0.02216084 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3BQ0 3481941.65800000 PA USD 3331428.46000000 0.008455012577 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N BRISTOL PARK CLO LTD 2016 549300XRS6MFERKEPO61 11014PAJ4 3276551.75000000 PA USD 3278622.53000000 0.008320993550 Long ABS-CBDO CORP KY N 2 2029-04-15 Variable 0.06552980 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 5147000.00000000 PA USD 4638798.34000000 0.011773057348 Long DBT CORP US N 2 2040-04-15 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KL2V8 1419077.87500000 PA USD 1168070.53000000 0.002964509411 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PPL5 241.86170000 PA USD 246.75000000 0.000000626240 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397CDA4 195506.17190000 PA USD 18261.96000000 0.000046348016 Long ABS-CBDO USGSE US N 2 2036-11-15 Variable 0.01191990 N N N N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 3300000.00000000 PA USD 2539350.00000000 0.006444753788 Long DBT NUSS AE N 2 2050-09-09 Fixed 0.03900000 N N N N N N ENDO FINANCE HOLDINGS INC N/A 29280UAB9 3170000.00000000 PA USD 3162075.00000000 0.008025201266 Long LON CORP US N 2 2031-04-23 Variable 0.09782990 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FQ66 152587.21050000 PA USD 148937.28000000 0.000377995983 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 0.04000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TR 2023-B N/A 98164QAD0 12950000.00000000 PA USD 12938610.48000000 0.032837599745 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04660000 N N N N N N CONGRUEX GROUP LLC 254900DY0KADNJ4ZCJ32 20729MAJ8 2695000.00000000 PA USD 2065879.20000000 0.005243106622 Long LON CORP US N 2 2029-05-03 Variable 0.11152110 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AJ3 490000.00000000 PA USD 491071.88000000 0.001246317899 Long DBT NUSS BM N 2 2032-07-15 Fixed 0.05000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 N/A 11670599.36100000 PA USD 11313829.14000000 0.028713979252 Long LON CORP US N 2 2031-06-06 Variable 0.09139520 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AGC6 44614.37900000 PA USD 43665.00000000 0.000110819766 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGBW3 414880.11500000 PA USD 400576.63000000 0.001016645107 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407YEG0 461.85080000 PA USD 482.52000000 0.000001224613 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HT0 13968323.00000000 PA USD 6194951.25000000 0.015722502033 Long DBT NUSS AR N 2 2035-07-09 Variable 0.04125000 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA S.A K8MS7FD7N5Z2WQ51AZ71 05946KAR2 4800000.00000000 PA USD 4994298.24000000 0.012675299783 Long DBT CORP ES N 2 2035-03-13 Variable 0.06033000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GGB87 25359.92120000 PA USD 25346.05000000 0.000064327111 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205DKQ0 801.42300000 PA USD 823.08000000 0.000002088939 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312935RE1 119035.27990000 PA USD 118959.37000000 0.000301913422 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04500000 N N N N N N HAT HOLDINGS I LLC / HAT HOLDINGS II LLC N/A 418751AL7 905000.00000000 PA USD 948245.43000000 0.002406603393 Long DBT CORP US N 2 2027-06-15 Fixed 0.08000000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAF6 1355000.00000000 PA USD 1213995.31000000 0.003081064395 Long DBT NUSS SA N 2 2047-10-04 Fixed 0.04625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDK9 41000000.00000000 PA USD 42886701.10000000 0.108844479651 Long DBT CORP US N 2 2033-09-14 Variable 0.05717000 N N N N N N NOURYON USA LLC 213800XPQ78J7OIF6Y69 N/A 1637625.00000000 PA USD 1643766.09000000 0.004171802916 Long LON CORP US N 2 2028-04-03 Variable 0.08820890 N N N N N N AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 3924666.67000000 PA USD 3904341.49000000 0.009909039561 Long DBT CORP US N 2 2026-04-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9FD8 4861.22820000 PA USD 4933.88000000 0.000012521961 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AF4 6226000.00000000 PA USD 5631033.42000000 0.014291304455 Long DBT CORP US N 2 2028-11-01 Fixed 0.02300000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TAW8 6272072.39000000 PA USD 6279912.48000000 0.015938129737 Long LON CORP US N 2 2028-02-19 Variable 0.07611220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207TTL5 506.70960000 PA USD 513.87000000 0.000001304178 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGXF9 6955.19880000 PA USD 7155.16000000 0.000018159467 Long ABS-MBS USGSE US N 2 2041-06-01 Variable 0.07785000 N N N N N N TANGER PROPERTIES LP PQPGJDNFN35EXH363L31 875484AJ6 8723000.00000000 PA USD 8389531.31000000 0.021292245533 Long DBT CORP US N 2 2026-09-01 Fixed 0.03125000 N N N N N N CROWN SUBSEA COMMUNICATIONS HOLDING INC 5493003AYLUE132FIO27 22860EAJ1 6270000.00000000 PA USD 6306554.10000000 0.016005744946 Long LON CORP US N 2 2031-01-30 Variable 0.09252110 N N N N N N BLERIOT US BIDCO INC 254900ALCQ2A2VYD5Z08 09353TAJ9 1555000.00000000 PA USD 1561810.90000000 0.003963804404 Long LON CORP US N 2 2030-10-31 Variable 0.00000000 N N N N N N DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC N/A 26253MAN0 41704000.00000000 PA USD 41716469.50000000 0.105874485543 Long ABS-CBDO CORP JE N 2 2037-07-18 Variable 0.06638630 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404MCH9 15490.57470000 PA USD 15446.40000000 0.000039202254 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296XDM4 71.80340000 PA USD 73.04000000 0.000000185372 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.05000000 N N N N N N INTERCONTINENTAL HOTELS GROUP PLC NEW 2138007ZFQYRUSLU3J98 N/A 2700000.00000000 PA 3339643.39000000 0.008475861693 Long DBT CORP GB N 2 2028-10-08 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404R4W4 13199.57150000 PA USD 13161.57000000 0.000033403460 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AXL66 28845.52150000 PA USD 28200.37000000 0.000071571245 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N MHC COML MTG TR 2021-MHC N/A 55316VAN4 4040868.91000000 PA USD 3940004.38000000 0.009999550339 Long ABS-MBS CORP US N 2 2038-04-15 Variable 0.08652442 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNFX6 5694635.18400000 PA USD 5083867.34000000 0.012902622049 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.03000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 2636000.00000000 PA USD 1695060.29000000 0.004301985242 Long DBT CORP US N 2 2031-02-15 Fixed 0.03375000 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 1400000.00000000 PA 1528646.35000000 0.003879634298 Long DBT CORP DE N 2 2030-08-27 Fixed 0.03125000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAF1 2000000.00000000 PA USD 1992246.80000000 0.005056230969 Long DBT CORP CA N 2 2026-12-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378P2C6 50.63260000 PA USD 51.87000000 0.000000131643 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FV86 17020.87050000 PA USD 16605.71000000 0.000042144530 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 0.04000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR4 TR N/A 74332XAJ0 1423000.00000000 PA USD 1435317.20000000 0.003642769197 Long ABS-CBDO CORP US N 2 2041-05-17 Fixed 0.06121000 N N N N N N CEDF 2016-6A N/A 15032DAR2 23812000.00000000 PA USD 23806856.61000000 0.060420709762 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06593620 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B5F1 130902.60510000 PA USD 132139.43000000 0.000335363810 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDGH9 62972.15770000 PA USD 62949.45000000 0.000159762815 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLPD4 788189.21300000 PA USD 672712.08000000 0.001707312393 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.02500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021 N/A 95003EAA4 17572000.00000000 PA USD 17124342.76000000 0.043460796220 Long ABS-MBS CORP US N 2 2031-05-15 Variable 0.06651480 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 2650000.00000000 NC USD 391172.86000000 0.000992778770 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 641576.12000000 USD 0.00000000 USD 2650000.00000000 USD -250403.26000000 N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AK6 1045000.00000000 PA USD 880412.50000000 0.002234446529 Long DBT NUSS PY N 2 2033-01-29 Fixed 0.02739000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUZ90 14110667.86400000 PA USD 14780467.40000000 0.037512148099 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAC0 2630000.00000000 PA USD 2630815.30000000 0.006676888523 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.06350000 N N N N N N SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 549300ECJZDA7203MK64 N/A 3275000.00000000 PA 3594264.48000000 0.009122078337 Long DBT CORP GB N 2 2032-09-04 Fixed 0.03375000 N N N N N N SWITCH ABS ISSUER LLC N/A 871044AJ2 2160000.00000000 PA USD 2206317.96000000 0.005599533751 Long ABS-CBDO CORP US N 2 2054-06-25 Fixed 0.10033000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVW2 4897338.79300000 PA USD 4928956.01000000 0.012509464201 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AD2 2115000.00000000 PA USD 2186042.85000000 0.005548076452 Long DBT CORP US N 2 2031-06-15 Fixed 0.07250000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q123 6440.00000000 NS USD 109802.00000000 0.000278672438 Long EC CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293HR88 297.08900000 PA USD 302.69000000 0.000000768213 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H8HT1 7824998.52500000 PA USD 7712140.92000000 0.019573059804 Long ABS-CBDO USGSE US N 2 2048-04-15 Fixed 0.04000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1500000.00000000 PA 1691623.40000000 0.004293262573 Long DBT CORP DE N 2 2035-07-12 Variable 0.04500000 N N N N N N CSMC SER 2014-3R N/A 12648GAJ6 153097.82830000 PA USD 15.31000000 0.000000038856 Long ABS-CBDO CORP US N 3 2037-05-27 Variable 0.00000000 N N N N N N MADISON PK FDG L LTD / MADISON PK FDG L LLC N/A 55821FAA5 33250000.00000000 PA USD 33259509.50000000 0.084411109088 Long ABS-CBDO CORP KY N 2 2034-04-19 Variable 0.06681080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GN6Y4 62132.21100000 PA USD 61531.72000000 0.000156164682 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ETWB8 181832.00600000 PA USD 187886.63000000 0.000476847646 Long ABS-MBS USGSE US N 2 2039-02-01 Variable 0.06723000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E0LM9 149441.75600000 PA USD 142130.06000000 0.000360719571 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.03500000 N N N N N N BANK OF AMER MERRILL LYNCH COML MTG TR 2017-BNK3 N/A 06427DAX1 610000.00000000 PA USD 568817.62000000 0.001443633020 Long ABS-MBS CORP US N 2 2050-02-15 Variable 0.04352000 N N N N N N CAPITAL TR RE CDO 05-1 LTD COR 549300EO21RSSTCI1873 140558AE7 330000.00000000 PA USD 0.03000000 0.000000000076 Long ABS-CBDO CORP KY N 3 2050-03-20 Variable 0.07559610 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M17E2 157003.04660000 PA USD 149387.36000000 0.000379138265 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03500000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 29290WAA5 800000.00000000 PA USD 770096.00000000 0.001954468314 Long DBT CORP IL N 2 2033-09-30 Fixed 0.08500000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428104AA1 3922000.00000000 PA USD 3877182.13000000 0.009840110351 Long DBT CORP US N 2 2028-06-15 Fixed 0.05125000 N N N N N N TORY BURCH 549300GGL74W33KY2650 89148GAF7 3938487.76700000 PA USD 3943410.88000000 0.010008195880 Long LON CORP US N 2 2028-04-16 Variable 0.08611220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2S7 89051.17570000 PA USD 86919.98000000 0.000220598921 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31359VSD6 26962.47780000 PA USD 27426.75000000 0.000069607833 Long ABS-CBDO USGSE US N 2 2029-04-25 Fixed 0.06000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128HD4K2 267.67380000 PA USD 275.37000000 0.000000698876 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 0.06158000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180STA2 8234.08850000 PA USD 7606.71000000 0.000019305480 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJC31 263006.90360000 PA USD 262969.21000000 0.000667403789 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CDJ0 219016.10600000 PA USD 207007.17000000 0.000525374699 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBHZ9 30834.09240000 PA USD 30096.48000000 0.000076383485 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.04000000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAC7 17033380.00000000 PA USD 15870528.18000000 0.040278672344 Long ABS-CBDO CORP US N 2 2049-12-05 Fixed 0.03858000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168AAB6 880000.00000000 PA USD 875606.07000000 0.002222248030 Long DBT CORP US N 2 2026-07-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPBN1 85833.78150000 PA USD 83775.16000000 0.000212617512 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375UQK9 2988657.41450000 PA USD 2981900.06000000 0.007567925535 Long ABS-CBDO USGA US N 2 2064-09-20 Variable 0.05946400 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411HT42 2521.35660000 PA USD 2652.44000000 0.000006731771 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TRH4 591.00100000 PA USD 601.53000000 0.000001526655 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.07500000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 07336UAA1 885000.00000000 PA USD 951065.25000000 0.002413759967 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGL7 20736000.00000000 PA USD 20268984.64000000 0.051441753028 Long DBT CORP US N 2 2028-04-24 Variable 0.03705000 N N N N N N BANK 2020-BN28 N/A 06540YAH2 1473000.00000000 PA USD 1254821.74000000 0.003184680002 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.01844000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 2100000.00000000 PA 2312272.75000000 0.005868442147 Long DBT NUSS DE N 2 2029-11-15 Fixed 0.02100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBKV1 17910285.74800000 PA USD 15507339.72000000 0.039356916697 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FA69 2.65420000 PA USD 2.65000000 0.000000006725 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292L6J8 1319.85670000 PA USD 1331.94000000 0.000003380402 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 2520000.00000000 PA USD 2617506.36000000 0.006643111044 Long DBT CORP US N 2 2032-04-15 Fixed 0.06875000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7LX1 191072.69330000 PA USD 178870.92000000 0.000453966187 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRM84 4749326.53300000 PA USD 4889248.82000000 0.012408689175 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 9000000.00000000 PA 9225206.19000000 0.023413150036 Long DBT CORP DE N 2 2029-01-15 Fixed 0.00750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5QS4 84026.75680000 PA USD 83623.92000000 0.000212233672 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04500000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAD2 810400.00000000 PA USD 713405.25000000 0.001810589791 Long DBT CORP JE N 2 2034-03-31 Fixed 0.02160000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375NPP0 1521.50990000 PA USD 1525.60000000 0.000003871902 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SXD8 333.80400000 PA USD 344.17000000 0.000000873487 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N COMM 2018-HCLV MTG TR N/A 20048KAN7 544000.00000000 PA USD 136531.05000000 0.000346509540 Long ABS-MBS CORP US N 2 2033-09-15 Variable 0.10689337 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MB2W1 446894.37000000 PA USD 398963.52000000 0.001012551108 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210C6C2 597.18390000 PA USD 612.43000000 0.000001554319 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.07000000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48667QAP0 460000.00000000 PA USD 418457.40000000 0.001062025681 Long DBT CORP KZ N 2 2047-04-19 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L3J3 484480.77290000 PA USD 491826.66000000 0.001248233496 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKQX9 1204503.20300000 PA USD 1076400.43000000 0.002731854903 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N UBS-BAMLL TR 2012-WRM N/A 90269PAL5 746000.00000000 PA USD 608657.30000000 0.001544744300 Long ABS-MBS CORP US N 2 2030-06-10 Variable 0.04379267 N N N N N N BENCHMARK 2022-B36 MTG TR N/A 08163QAN8 1259000.00000000 PA USD 776659.98000000 0.001971127394 Long ABS-MBS CORP US N 2 2055-07-15 Fixed 0.02500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658AH5 450000.00000000 PA USD 459543.60000000 0.001166300571 Long DBT CORP PA N 2 2028-01-15 Fixed 0.06650000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 1055000.00000000 PA USD 1053378.57000000 0.002673426479 Long DBT CORP US N 2 2029-09-15 Fixed 0.06625000 N N N N N MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2013-C12 N/A 61762XAC1 1299000.00000000 PA USD 1138248.75000000 0.002888823102 Long ABS-MBS CORP US N 2 2046-10-15 Variable 0.04964141 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F8N25 1895949.41500000 PA USD 1671170.20000000 0.004241353290 Long ABS-CBDO USGSE US N 2 2044-11-25 Fixed 0.01500000 N N N N N N PARK PL SECS INC N/A 70069FFL6 102876.01000000 PA USD 101788.99000000 0.000258335786 Long ABS-CBDO CORP US N 2 2036-01-25 Variable 0.06637430 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFS0 4526032.05300000 PA USD 4044674.06000000 0.010265197185 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BM7C6 6512679.16400000 PA USD 6431567.65000000 0.016323023600 Long ABS-CBDO USGSE US N 2 2048-07-25 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2RD8 6972673.12800000 PA USD 6176246.04000000 0.015675029069 Long ABS-CBDO USGSE US N 2 2040-01-25 Fixed 0.02000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAB8 940000.00000000 PA USD 982010.48000000 0.002492297541 Long DBT CORP US N 2 2031-06-01 Fixed 0.07125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307U5S3 440750.30200000 PA USD 425902.44000000 0.001080920851 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407G6Q6 4476.16540000 PA USD 4703.94000000 0.000011938383 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06500000 N N N N N N PLAINS ALL AMERN PIPELINE MLP 5521FA2ITF25TVH63740 726503AE5 6233000.00000000 PA USD 6201821.29000000 0.015739937880 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5M30 2099077.26100000 PA USD 2026709.05000000 0.005143694578 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XWUS8 122128.99500000 PA USD 117899.94000000 0.000299224638 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 2350000.00000000 PA USD 2195985.23000000 0.005573309756 Long DBT CORP US N 2 2029-11-01 Fixed 0.03875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RWU4 335.72540000 PA USD 338.96000000 0.000000860264 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36192XPH6 71135.60710000 PA USD 67139.77000000 0.000170397655 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAB0 810000.00000000 PA USD 855309.38000000 0.002170735962 Long DBT CORP AE N 2 2033-04-28 Fixed 0.05500000 N N N N N N BANK 2017-BNK8 N/A 06650AAU1 1738000.00000000 PA USD 856511.77000000 0.002173787573 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.02600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VH70 1300.17990000 PA USD 1330.05000000 0.000003375605 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A9KH6 23703.58390000 PA USD 23160.71000000 0.000058780819 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H060697 -133950000.00000000 PA USD -135892529.51000000 -0.34488900483 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9BS9 1500346.20000000 PA USD 1498587.79000000 0.003803347052 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H53G0 7078662.05800000 PA USD 6232116.37000000 0.015816825403 Long ABS-CBDO USGSE US N 2 2040-11-25 Fixed 0.02000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 25160PAE7 10000000.00000000 PA USD 10130263.00000000 0.025710142694 Long DBT CORP US N 2 2031-07-08 Variable 0.05882000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A 08162YBM3 719000.00000000 PA USD 14991.01000000 0.000038046495 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.03404110 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417CEQ4 175313.74640000 PA USD 162446.56000000 0.000412281915 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.03000000 N N N N N N STAR HOLDING LLC N/A 85513AAA6 835000.00000000 PA USD 818007.75000000 0.002076066137 Long DBT CORP US N 2 2031-08-01 Fixed 0.08750000 N N N N N N CONSOLIDATED COMMUNICATIONS INC 549300WW675Y48HDVX34 20903XAH6 1385000.00000000 PA USD 1209064.00000000 0.003068548957 Long DBT CORP US N 2 2028-10-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31356N5T7 11.12410000 PA USD 11.12000000 0.000000028222 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329NP36 2804606.59600000 PA USD 2643035.17000000 0.006707901992 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N TESLA AUTO LEASE TRUST 23-A N/A 88167PAC2 12465000.00000000 PA USD 12507960.62000000 0.031744630159 Long ABS-CBDO CORP US N 2 2026-06-22 Fixed 0.05890000 N N N N N N CAMB COML MTG TR 2019-LIFE N/A 12482HAN4 4468000.00000000 PA USD 4459622.50000000 0.011318317287 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.07784000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FV82 83071.95400000 PA USD 82773.29000000 0.000210074812 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 3665000.00000000 PA USD 3487872.38000000 0.008852060068 Long DBT CORP IE N 2 2029-01-15 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KDJ4 16940.35990000 PA USD 17111.69000000 0.000043428684 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 0.05000000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FCJB3 12181.78400000 PA USD 1930.06000000 0.000004898403 Long ABS-CBDO USGSE US N 2 2034-04-25 Variable 0.05500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042699 19375000.00000000 PA USD 18855054.44000000 0.047853263055 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.04500000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 3875000.00000000 PA USD 3534399.90000000 0.008970144779 Long DBT CORP CA N 2 2029-05-15 Fixed 0.04250000 N N N N N N JEFFERIES FIN LLC/JFIN N/A 47232MAF9 680000.00000000 PA USD 646182.10000000 0.001639980521 Long DBT CORP US N 2 2028-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A8RD0 8321.83500000 PA USD 8144.13000000 0.000020669428 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 82556FAA0 1235000.00000000 PA USD 1246584.30000000 0.003163773757 Long DBT CORP IN N 2 2027-04-22 Fixed 0.06625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211QX97 1001.08970000 PA USD 1033.83000000 0.000002623813 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N FEDERAL NATL MTG AS GTD RE PTT B1V7KEBTPIMZEU4LTD58 3136AUR94 939010.15500000 PA USD 921396.86000000 0.002338462954 Long ABS-CBDO USGSE US N 2 2044-12-25 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P75Z2 282228.45450000 PA USD 274827.30000000 0.000697499077 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.03500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 22874000.00000000 PA USD 22934797.03000000 0.058207462561 Long DBT CORP US N 2 2025-11-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HPQ7 80547.53560000 PA USD 77856.11000000 0.000197595234 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QUSU8 67791.97500000 PA USD 65529.23000000 0.000166310179 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAN4 5045127.59100000 PA USD 4945489.35000000 0.012551425059 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.08118480 N N N N N N BMO 2023-C7 MTG TR N/A 05593FAJ7 2200000.00000000 PA USD 2356802.58000000 0.005981456812 Long ABS-MBS CORP US N 2 2056-12-15 Variable 0.06673800 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297APH1 805.48940000 PA USD 818.55000000 0.000002077442 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403R2C1 197.42740000 PA USD 204.86000000 0.000000519925 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 0.07000000 N N N N N N WINDSTREAM SERVICES LLC 549300L3SXBFJVGRCF66 97381JAE3 4310246.56400000 PA USD 4334513.25000000 0.011000795751 Long LON CORP US N 2 2027-09-21 Variable 0.11596740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200X4K2 335.04710000 PA USD 347.13000000 0.000000881000 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AC3 2070000.00000000 PA USD 2122416.54000000 0.005386595797 Long DBT CORP US N 2 2029-02-15 Fixed 0.06375000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AJ1 220000.00000000 PA USD 226149.66000000 0.000573957460 Long DBT CORP US N 2 2030-05-01 Fixed 0.10250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BS74 162.06070000 PA USD 164.87000000 0.000000418432 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 03852JAV3 2228546.33000000 PA USD 2235231.97000000 0.005672916182 Long LON CORP US N 2 2030-06-24 Variable 0.07246740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFQ35 1381570.76100000 PA USD 1331499.32000000 0.003379284181 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XJ5X1 69684.14390000 PA USD 67960.41000000 0.000172480402 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 0.04000000 N N N N N N CPI ACQUISITION INC 254900H3R50WH1B1LB48 12598FAC3 1140000.00000000 PA USD 1198977.90000000 0.003042950898 Long DBT CORP US N 2 2029-07-15 Fixed 0.10000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296JR31 50055.05080000 PA USD 49867.79000000 0.000126562162 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2BS2 6485411.75600000 PA USD 5732478.15000000 0.014548766525 Long ABS-CBDO USGSE US N 2 2040-08-25 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MRU2 53.65090000 PA USD 54.11000000 0.000000137328 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AE1 3815000.00000000 PA USD 3728638.70000000 0.009463113942 Long DBT CORP US N 2 2030-02-15 Fixed 0.04875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137A7WV8 608880.84000000 PA USD 620175.70000000 0.001573977471 Long ABS-CBDO USGSE US N 2 2041-03-15 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FFWL7 6166101.84600000 PA USD 5826099.91000000 0.014786374256 Long ABS-CBDO USGSE US N 2 2038-08-15 Fixed 0.01000000 N N N N N N EASTERN POWER LLC 5493000R3E1L1VM1V279 87264NAB3 939887.76500000 PA USD 939718.59000000 0.002384962664 Long LON CORP US N 2 2028-04-03 Variable 0.10593710 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GMT4 682.83200000 PA USD 701.33000000 0.000001779943 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407NH97 8115.48320000 PA USD 8529.11000000 0.000021646489 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LH99 753160.51070000 PA USD 737169.63000000 0.001870902697 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A3TX5 10986.09110000 PA USD 10741.40000000 0.000027261180 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N ACURIS FIN US/ACURIS FIN N/A 00511BAE7 2500000.00000000 PA USD 2500000.00000000 0.006344885294 Long DBT CORP US Y 2 2029-08-01 Fixed 0.09000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNGP1 1312770.60800000 PA USD 1217861.49000000 0.003090876583 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03500000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAK7 14454000.00000000 PA USD 14472006.07000000 0.036729287396 Long DBT CORP KY N 2 2026-01-15 Fixed 0.05500000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 950000.00000000 PA USD 839665.58000000 0.002131032716 Long DBT CORP US N 2 2030-08-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410LKM3 20745.87340000 PA USD 20286.79000000 0.000051486942 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407XKE0 6541.37730000 PA USD 6828.84000000 0.000017331282 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXGT2 223554.59600000 PA USD 210675.77000000 0.000534685437 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AAXE6 1789.77290000 PA USD 1783.70000000 0.000004526948 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N Arc Falcon I Inc N/A 03880YAC8 7304935.79000000 PA USD 7290764.21000000 0.018503625047 Long LON CORP US N 2 2028-09-30 Variable 0.08846740 N N N N N N COMM 2015-LC19 MTG TR N/A 200474BF0 177000.00000000 PA USD 169264.27000000 0.000429584951 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 0.03829000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKF7 302457000.00000000 PA USD 308033550.94000000 0.781775018999 Long DBT UST US N 2 2031-03-31 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BXM5 342.88360000 PA USD 353.84000000 0.000000898029 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU67 16218.45200000 PA USD 14099.83000000 0.000035784721 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAL0 6484000.00000000 PA USD 6216742.94000000 0.015777808343 Long DBT CORP US N 2 2026-03-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371HTB4 95.45380000 PA USD 99.05000000 0.000000251384 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412RL54 10678.56420000 PA USD 10451.00000000 0.000026524158 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 4036000.00000000 PA USD 4112263.13000000 0.010436735143 Long DBT CORP US N 2 2042-02-01 Fixed 0.05800000 N N N N N N TOYOTA LEASE OWNER TRUST 2024-A N/A 89238GAD3 10400000.00000000 PA USD 10498106.32000000 0.026643712162 Long ABS-CBDO CORP US N 2 2027-04-20 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASAU3 16086.91910000 PA USD 16335.43000000 0.000041458571 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.05000000 N N N N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 58405FAA3 288000.00000000 PA USD 291330.00000000 0.000739382173 Long DBT CORP SG N 2 2026-05-14 Fixed 0.07375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMVB8 3721877.63500000 PA USD 3457450.14000000 0.008774849819 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03500000 N N N N N N NATIONAL STORAGE AFFILIATES TRUST 529900FS06O8GOYNR108 637870205 12600.00000000 NS USD 288288.00000000 0.000731661716 Long EP CORP US N 1 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NVN5 46961.33500000 PA USD 44542.53000000 0.000113046897 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAJE3 103060.26000000 PA USD 84959.72000000 0.000215623871 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414BAF3 6066940.32000000 PA USD 6058628.61000000 0.015376521428 Long LON CORP US N 2 2027-08-01 Variable 0.07192330 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307VJ80 371903.63900000 PA USD 358424.96000000 0.000909666103 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 2265000.00000000 PA USD 2192095.31000000 0.005563437318 Long DBT NUSS MX N 2 2028-01-11 Fixed 0.03750000 N N N N N N TAIT LLC 254900DLIMQQFZUFLD11 N/A 1315000.00000000 PA USD 1308425.00000000 0.003320722616 Long LON CORP US N 2 2031-08-14 Variable 0.00000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 50218KAK4 1029032.26000000 PA USD 1031388.74000000 0.002617617299 Long LON CORP US N 2 2026-01-15 Variable 0.09513720 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31400PHL2 2059.31380000 PA USD 2165.44000000 0.000005495787 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.07000000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBB6 3480000.00000000 PA USD 3420187.50000000 0.008680278948 Long DBT NUSS QA N 2 2049-03-14 Fixed 0.04817000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CAG9 1642506.89000000 PA USD 1608446.22000000 0.004082162707 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MCY4 22276.51790000 PA USD 20639.84000000 0.000052382966 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140K5JZ1 968940.83400000 PA USD 906317.61000000 0.002300192510 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N COTIVITI INC 254900YAQHVRTG4IFI64 22164MAB3 7760550.00000000 PA USD 7757290.57000000 0.019687647544 Long LON CORP US N 2 2031-05-01 Variable 0.08592330 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJC3 50517.76330000 PA USD 52300.17000000 0.000132735431 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXQ1 5316841.87000000 PA USD 4932451.22000000 0.012518334884 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N BBCMS MTG TR 2022-C16 N/A 05552YAE6 3210000.00000000 PA USD 3174574.12000000 0.008056923459 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 0.04600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B0Y56 955731.05000000 PA USD 789368.76000000 0.002003381694 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUAP1 2885067.64700000 PA USD 2973329.37000000 0.007546173517 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AA1 2699000.00000000 PA USD 2673539.25000000 0.006785319948 Long DBT CORP US N 2 2025-05-15 Fixed 0.04375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W5B0 110619243.14800000 PA USD 96637136.74000000 0.245260619112 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 0.02500000 N N N N N N TOUCHDOWN ACQUIRER INC 2549001J7IO9BK03IC64 89157NAF0 3420000.00000000 PA USD 3415725.00000000 0.008668953328 Long LON CORP US N 2 2031-02-21 Variable 0.08560170 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAL7 1060000.00000000 PA USD 1087986.12000000 0.002761258853 Long DBT CORP US N 2 2030-11-06 Fixed 0.07500000 N N N N N N STWD TR 2021-LIH N/A 78486EAU2 525000.00000000 PA USD 510367.41000000 0.001295289069 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.09651000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 18703000.00000000 PA USD 17691528.85000000 0.044900288493 Long DBT CORP US N 2 2030-05-15 Fixed 0.03750000 N N N N N N NATIXIS COML MTG SECS TR 2020-2PAC N/A 63875DAQ4 735000.00000000 PA USD 453910.94000000 0.001152005139 Long ABS-MBS CORP US N 2 2037-01-15 Variable 0.03616667 N N N N N N RAND PARENT LLC N/A 75223LAB2 2481600.81700000 PA USD 2477580.62000000 0.006287985936 Long LON CORP US N 2 2030-03-18 Variable 0.09070890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQNK7 5421229.26400000 PA USD 5444369.78000000 0.013817560701 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395RA81 274730.37460000 PA USD 286168.20000000 0.000726281761 Long ABS-CBDO USGSE US N 2 2035-03-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XX43 9784726.39500000 PA USD 9580986.87000000 0.024316105078 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 0.04500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 2178000.00000000 PA USD 2064684.98000000 0.005240075746 Long DBT CORP US N 2 2027-01-15 Fixed 0.03500000 N N N N N N ENDEAVOUR MINING PLC 529900NI5MXQ91GHXR07 29261HAA3 2080000.00000000 PA USD 1997382.40000000 0.005069264886 Long DBT CORP GB N 2 2026-10-14 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386L4T6 14227.31830000 PA USD 14564.46000000 0.000036963931 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417JPV6 20782.77840000 PA USD 20754.29000000 0.000052673435 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N TABERNA PFD FDG VI LTD / INC BUHFNQJBNOAUZ24NY591 87331AAL8 919143.15490000 PA USD 0.09000000 0.000000000228 Long ABS-CBDO CORP KY N 3 2036-12-05 Variable 0.10003730 Y Y N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DQRR9 4622653.37000000 PA USD 4697279.17000000 0.011921479011 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWA79 1291268.02600000 PA USD 1250401.07000000 0.003173460544 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBA5 3820000.00000000 PA USD 2775468.75000000 0.007044012342 Long DBT CORP CL N 2 2050-01-30 Fixed 0.03700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209WHQ8 101.89700000 PA USD 102.99000000 0.000000261383 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052694 132800000.00000000 PA USD 133649468.48000000 0.339196218857 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.05500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396HSG5 149911.39810000 PA USD 122588.37000000 0.000311123658 Long ABS-CBDO USGSE US N 2 2036-02-15 Fixed 0.00000000 N N N N N N SCIH SALT HLDGS INC N/A 78433BAB4 2660000.00000000 PA USD 2545553.77000000 0.006460498672 Long DBT CORP US N 2 2029-05-01 Fixed 0.06625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AN6B1 15814.61030000 PA USD 15755.45000000 0.000039986609 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A57F3 73942.40410000 PA USD 73803.94000000 0.000187311013 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AK0 3701000.00000000 PA USD 3683343.64000000 0.009348157158 Long DBT CORP US N 2 2028-08-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413DVA2 15232.56100000 PA USD 15670.50000000 0.000039771010 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 0.07703000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJZB7 285608.79050000 PA USD 271221.05000000 0.000688346580 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C50 2490000.00000000 PA USD 2556607.50000000 0.006488552531 Long DBT CORP US N 2 2026-03-06 Variable 0.08316504 N N N N N N CONNECTWISE LLC N/A 20786NAC1 5290188.04000000 PA USD 5293520.86000000 0.013434713063 Long LON CORP US N 2 2028-09-30 Variable 0.09096190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YKDQ3 461544.98430000 PA USD 447363.46000000 0.001135387935 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4N34 94159.67200000 PA USD 89422.69000000 0.000226950684 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N CHROMALLOY CORP N/A 17110EAB6 1755000.00000000 PA USD 1697962.50000000 0.004309350918 Long LON CORP US N 2 2031-03-21 Variable 0.09081560 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 418097AJ0 640000.00000000 PA USD 580800.00000000 0.001474043751 Long DBT NUSS JO N 2 2047-10-10 Fixed 0.07375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRJD3 125275.55840000 PA USD 114506.51000000 0.000290612268 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208STE2 553.12320000 PA USD 570.48000000 0.000001447852 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.08000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BML3 236593.86170000 PA USD 236261.59000000 0.000599621075 Long ABS-CBDO USGA US N 2 2061-06-20 Variable 0.05976400 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJMS6 15404.78970000 PA USD 15406.16000000 0.000039100127 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J92P2 97024.22410000 PA USD 94791.84000000 0.000240577340 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N BLUEBERRY PARK CLO LTD N/A 09609QAA6 30827000.00000000 PA USD 30837481.18000000 0.078264112340 Long ABS-CBDO CORP JE N 2 2037-10-20 Variable 0.01350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WH3U4 2241474.17500000 PA USD 2141641.16000000 0.005435387000 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371F3Y6 16.21550000 PA USD 16.48000000 0.000000041825 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLM6 18573.68300000 PA USD 17719.70000000 0.000044971785 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.03500000 N N N N N N CORELOGIC INC 54930086CD8K2UIL0516 21870FBA6 14671629.49900000 PA USD 14469894.59000000 0.036723928557 Long LON CORP US N 2 2028-06-02 Variable 0.08861220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KXY9 912.86690000 PA USD 939.23000000 0.000002383722 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N6ZU9 166668.05800000 PA USD 166181.55000000 0.000421761149 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BFP49 3622703.73800000 PA USD 3230146.47000000 0.008197963534 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QSBV7 23915.54360000 PA USD 24412.72000000 0.000061958363 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 0.05824000 N N N N N N BANK 2022-BNK44 N/A 06540KAR0 1097000.00000000 PA USD 1124366.75000000 0.002853591222 Long ABS-MBS CORP US N 2 2055-11-15 Variable 0.05936057 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2V4 33177000.00000000 PA USD 32305236.17000000 0.081989207161 Long DBT CORP US N 2 2028-03-24 Variable 0.03526000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36182EMJ9 115368.74900000 PA USD 108999.82000000 0.000276636541 Long ABS-MBS USGA US N 2 2044-02-15 Fixed 0.03500000 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 27154000.00000000 PA USD 22447744.75000000 0.056971346221 Long DBT CORP US N 2 2029-04-01 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DRR5 6267677.18400000 PA USD 5706776.49000000 0.014483536891 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02000000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AF7 795000.00000000 PA USD 721963.35000000 0.001832309856 Long DBT NUSS AO N 2 2032-04-14 Fixed 0.08750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E1D46 12554.14680000 PA USD 12255.36000000 0.000031103541 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405ULM9 14205.85520000 PA USD 14168.48000000 0.000035958952 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AA4A0 1103427.11080000 PA USD 1023456.89000000 0.002597486628 Long ABS-CBDO USGSE US N 2 2043-01-25 Fixed 0.01750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ETH5 565.57190000 PA USD 571.02000000 0.000001449222 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6W84 4389077.81300000 PA USD 4111211.00000000 0.010434064886 Long ABS-CBDO USGSE US N 2 2042-01-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371HYA0 226.93590000 PA USD 235.48000000 0.000000597637 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQN4 1468.75970000 PA USD 1506.37000000 0.000003823097 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402UKZ4 18280.20470000 PA USD 18224.94000000 0.000046254061 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36219CTU8 49.83620000 PA USD 50.04000000 0.000000126999 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 24897000.00000000 PA USD 16958093.61000000 0.043038863505 Long DBT CORP MX N 2 2060-01-28 Fixed 0.06950000 N N N N N N HOME PARTNERS AMER 2019-1 TR N/A 43731QAJ7 543435.03000000 PA USD 507589.02000000 0.001288237643 Long ABS-MBS CORP US N 2 2039-09-17 Fixed 0.03604000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BWH7 416.03230000 PA USD 429.00000000 0.000001088782 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARDQ1 53224.40510000 PA USD 54076.16000000 0.000137242812 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410LKA9 11499.22510000 PA USD 11484.13000000 0.000029146195 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 2380000.00000000 NC USD 351317.51000000 0.000891627721 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 598421.58000000 USD 0.00000000 USD 2380000.00000000 USD -247104.07000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDZS4 57004.12170000 PA USD 56981.22000000 0.000144615721 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CJ7 1435000.00000000 PA USD 1469468.70000000 0.003729444138 Long DBT NUSS BR N 2 2054-05-13 Fixed 0.07125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129414T1 1787.75100000 PA USD 1750.86000000 0.000004443602 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ANDC5 8366780.61000000 PA USD 7218099.44000000 0.018319205195 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N AJAX MTG LN TR 2021-E N/A 009740AA9 10364101.93000000 PA USD 9050641.67000000 0.022970113294 Long ABS-CBDO CORP US N 2 2060-12-25 Fixed 0.01740000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213TCS0 157.76890000 PA USD 163.17000000 0.000000414117 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 1260000.00000000 PA USD 1237556.25000000 0.003140860980 Long DBT NUSS MX N 2 2053-05-04 Fixed 0.06338000 N N N N N N SUPPLYONE INC MPDV78HPQUU2Y5NDOP54 86859CAN4 952612.50000000 PA USD 960471.55000000 0.002437632725 Long LON CORP US N 2 2031-04-21 Variable 0.09496740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945ZD3 2562.35460000 PA USD 2510.40000000 0.000006371280 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1680000.00000000 NC USD 247988.83000000 0.000629384272 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 414930.96000000 USD 0.00000000 USD 1680000.00000000 USD -166942.13000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WQR5 6547.41330000 PA USD 6805.56000000 0.000017272199 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389DTC1 3304.49180000 PA USD 3438.10000000 0.000008725740 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MHK69 19696.21190000 PA USD 18261.25000000 0.000046346214 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N BENCHMARK 2023-B39 C MTG TR N/A 081925AH2 1638000.00000000 PA USD 1692526.89000000 0.004295555589 Long ABS-MBS CORP US N 2 2056-07-15 Variable 0.06793279 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC N/A -1855.31000000 -0.00000470869 N/A DFE CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 258000.00000000 AUD 172898.44000000 USD 2024-10-03 -1855.31000000 N N N BMP 2024-MF23 N/A 05593JAE0 6167000.00000000 PA USD 6113038.75000000 0.015514611867 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.07178170 N N N N N N LIMETREE BAY CAYMAN, LTD. N/A N/A 809.00000000 NS USD 57196.30000000 0.000145161585 Long EC CORP KY N 3 N N N RMF BUYOUT ISSUANCE TRUST 2021 N/A 74969TAA8 1740560.33850000 PA USD 1720767.73000000 0.004367229545 Long ABS-CBDO CORP US N 2 2031-11-25 Fixed 0.01258600 N N N N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 26872NAD1 1625000.00000000 PA USD 1623846.25000000 0.004121247276 Long LON CORP US N 2 2031-06-18 Variable 0.07557180 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PDC7 89633000.00000000 PA USD 88477651.25000000 0.224552219314 Long DBT CORP US N 2 2033-04-26 Variable 0.04586000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 4630000.00000000 PA USD 4349659.98000000 0.011039237456 Long DBT CORP US N 2 2026-09-01 Fixed 0.05875000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAE6 7706000.00000000 PA USD 7511879.70000000 0.019064806016 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 0.04310000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJMF3 110792.39690000 PA USD 108499.92000000 0.000275367818 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHAP7 259360.24610000 PA USD 271295.15000000 0.000688534643 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.06000000 N N N N N N ORCHARD PARK CLO LTD N/A 68563KAA9 285000.00000000 PA USD 285000.00000000 0.000723316923 Long ABS-CBDO CORP KY N 2 2037-10-20 Variable 0.00000000 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAG1 2650000.00000000 PA USD 2598013.36000000 0.006593638704 Long DBT CORP US N 2 2027-12-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNAB9 11212734.89900000 PA USD 9260955.44000000 0.023503879992 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RZU6 98199.80000000 PA USD 95255.33000000 0.000241753657 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944WL1 1193616.67500000 PA USD 1193605.34000000 0.003029315587 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B5JV5 6046730.83000000 PA USD 5379303.57000000 0.013652425645 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVA77 53854.01840000 PA USD 51010.33000000 0.000129461877 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RE44 76.76480000 PA USD 77.13000000 0.000000195752 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 23-2 N/A 55361AAE4 369000.00000000 PA USD 284267.45000000 0.000721457745 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 0.04000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 16951000.00000000 PA USD 15971722.93000000 0.040535499977 Long DBT CORP US N 2 2032-04-15 Fixed 0.04150000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05608KAL4 1441901.47000000 PA USD 1413323.70000000 0.003586950704 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.08253810 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FJN8 2344.98190000 PA USD 2432.90000000 0.000006174588 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 2550000.00000000 PA USD 2713251.00000000 0.006886106547 Long DBT CORP US N 2 2031-10-15 Fixed 0.07750000 N N N N N N REDFIN CORPORATION 549300HXWD3JEMZU3O57 75737FAE8 6297000.00000000 PA USD 4313445.00000000 0.010947325499 Long DBT CORP US N 2 2027-04-01 Fixed 0.00500000 N N N N Y REDFIN CORPORATION USD XXXX N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GVP2 765.48250000 PA USD 787.56000000 0.000001998791 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 0.07500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AP8 15790000.00000000 PA USD 14467956.99000000 0.036719011017 Long DBT CORP US N 2 2029-10-01 Fixed 0.04550000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMMF3 37587.49200000 PA USD 36673.44000000 0.000093075508 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N ENTAIN HOLDINGS GIBRALTAR LTD 213800ATWJIEYQ8NF838 N/A 1843000.00000000 PA USD 1847220.47000000 0.004688160798 Long LON CORP GI N 2 2027-03-16 Variable 0.07863980 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KLDQ2 1426947.57000000 PA USD 1182574.81000000 0.003001320608 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP N/A 505742AP1 1900000.00000000 PA USD 1831342.17000000 0.004647862401 Long DBT CORP US N 2 2029-06-15 Fixed 0.04750000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAJ9 7490000.00000000 PA USD 7349765.48000000 0.018653367564 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.06983300 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ADSD5 28030.07970000 PA USD 27934.46000000 0.000070896377 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AS5 2219000.00000000 PA USD 2281553.45000000 0.005790477973 Long DBT CORP US N 2 2033-10-15 Fixed 0.05600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYC1 59895.98850000 PA USD 59674.79000000 0.000151451879 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AYM29 4464.31830000 PA USD 4448.28000000 0.000011289530 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CES6 246000000.00000000 PA USD 235333592.52000000 0.597265860170 Long DBT UST US N 2 2029-05-31 Fixed 0.02750000 N N N N N N WESTERN ALLIANCE BANCORPORATN 5493003VJXZ5JXT9S762 957638AD1 4737000.00000000 PA USD 4283669.10000000 0.010871755631 Long DBT CORP US N 2 2031-06-15 Variable 0.03000000 N N N N N N BENCHMARK 2024-V5 MTG TR N/A 08163XBC6 977000.00000000 PA USD 999250.88000000 0.002536052885 Long ABS-MBS CORP US N 2 2057-01-10 Variable 0.07204981 N N N N N N TKC HOLDINGS INC N/A 87256YAA1 4516000.00000000 PA USD 4504630.07000000 0.011432544434 Long DBT CORP US N 2 2029-05-15 Fixed 0.10500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392JY37 6828.15390000 PA USD 745.27000000 0.000001891461 Long ABS-CBDO USGSE US N 2 2033-03-25 Variable 0.02636680 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSFM8 48937.83300000 PA USD 47604.62000000 0.000120818341 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XW5K3 7210.64100000 PA USD 6697.09000000 0.000016996907 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.03500000 N N N N N N TELENET FINANCE LUXEMBOURG NOTES SARL 2138007RI9GLJPCC3E25 N/A 1800000.00000000 PA USD 1739250.00000000 0.004414136699 Long DBT CORP LU N 2 2028-03-01 Fixed 0.05500000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAE6 2975000.00000000 PA USD 3233758.60000000 0.008207130954 Long DBT CORP US N 2 2043-08-15 Fixed 0.06497000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AG9 385000.00000000 PA USD 336875.00000000 0.000854973293 Long DBT NUSS BM N 2 2030-08-20 Fixed 0.02375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPWH3 88500.72660000 PA USD 83331.46000000 0.000211491422 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N AMERICAN EXPRESS CR ACC MST TR N/A 02582JJZ4 3490000.00000000 PA USD 3513025.97000000 0.008915898726 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04870000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CA8 2514930.00000000 PA USD 1100281.88000000 0.002792464927 Long DBT NUSS UA N 2 2034-02-01 Variable 0.01750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MXA8 222.08800000 PA USD 226.39000000 0.000000574567 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336RAW8 3717523.02000000 PA USD 3720608.56000000 0.009442733815 Long LON CORP US N 2 2026-09-19 Variable 0.07861220 N N N N N N CONE TR 2024-DFW1 N/A 20682AAN0 2124000.00000000 PA USD 2117826.17000000 0.005374945648 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.09225370 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371NA70 3240.59630000 PA USD 3272.12000000 0.000008304490 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 8055000.00000000 PA USD 8016997.64000000 0.020346772172 Long DBT CORP US N 2 2029-02-01 Fixed 0.04569000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958667AC1 19000000.00000000 PA USD 18186809.50000000 0.046157288058 Long DBT CORP US N 2 2030-02-01 Variable 0.04050000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AF4 850000.00000000 PA USD 842100.44000000 0.002137212279 Long DBT CORP US N 2 2030-10-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W7C36 294569.17580000 PA USD 272688.28000000 0.000692070343 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BQ6H4 68364.34300000 PA USD 68116.72000000 0.000172877110 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136BBLA8 15694798.55700000 PA USD 13255486.28000000 0.033641815986 Long ABS-CBDO USGSE US N 2 2040-08-25 Fixed 0.01500000 N N N N N N GOLDENTREE LN MGMT US CLO 21 LTD/LLC N/A 38139AAQ4 390000.00000000 PA USD 391424.28000000 0.000993416863 Long ABS-CBDO CORP JE N 2 2037-07-20 Variable 0.09575060 N N N N N N HEALTHPEAK OP LLC N/A 40414LAR0 2351000.00000000 PA USD 2234214.45000000 0.005670333763 Long DBT CORP US N 2 2029-07-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293KTW6 113.94140000 PA USD 116.02000000 0.000000294453 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QV3Y5 159465.41770000 PA USD 154142.81000000 0.000391207379 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L65K3 997456.56770000 PA USD 946676.75000000 0.002402622155 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03500000 N N N N N N FERTITTA ENTERTAINMENT LLC NV N/A N/A 28407882.09000000 PA USD 28341407.65000000 0.071929192246 Long LON CORP US N 2 2029-01-27 Variable 0.09086890 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BK2 13507000.00000000 PA USD 13374623.30000000 0.033944180276 Long DBT CORP US N 2 2028-04-15 Fixed 0.04550000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAA8 17515538.62000000 PA USD 18093097.74000000 0.045919451911 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CE0 1055000.00000000 PA USD 997190.86000000 0.002530824649 Long DBT NUSS SV N 2 2030-04-17 Fixed 0.09250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416WYH9 21281.25930000 PA USD 20302.64000000 0.000051527168 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.03500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 5700000.00000000 NC USD -84465.45000000 -0.00021436943 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S16 PRC INDX CY873245 Y 2065-04-17 0.00000000 USD 90130.63000000 USD 5700000.00000000 USD 5665.18000000 N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAJ7 6475000.00000000 PA USD 6329312.50000000 0.016063504721 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06550080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW65 17312.35200000 PA USD 15023.78000000 0.000038129664 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4JX9 9616.94300000 PA USD 9377.51000000 0.000023799690 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230UDD8 12910.65340000 PA USD 12299.83000000 0.000031216404 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.03500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 2760000.00000000 PA USD 1863706.56000000 0.004730001738 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 167.00000000 NC USD -408690.75000000 -0.00103723837 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2024-12-19 20970565.75000000 USD -408690.75000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H4N30 14931660.59100000 PA USD 13260253.81000000 0.033653915758 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N COSAN LUXEMBOURG SA 222100ZY943WERK7RZ38 22112EAE8 1655000.00000000 PA USD 1714993.75000000 0.004352575449 Long DBT CORP LU N 2 2031-06-27 Fixed 0.07250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295LZ53 17531.03330000 PA USD 17796.85000000 0.000045167588 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N OAK HILL CREDIT PARTNERS N/A 67116CAL7 38437000.00000000 PA USD 38450030.14000000 0.097584412319 Long ABS-CBDO CORP KY N 2 2037-07-20 Variable 0.06632010 N N N N N N VASA TR 2021-VASA N/A 92230AAN6 315000.00000000 PA USD 143499.64000000 0.000364195502 Long ABS-MBS CORP US N 3 2039-07-15 Variable 0.10451480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BM21 118.71420000 PA USD 120.43000000 0.000000305645 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2017-H1 N/A 61691JBA1 1985000.00000000 PA USD 1807939.19000000 0.004588466711 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.04281000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 18782000.00000000 PA USD 18619843.54000000 0.047256308583 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CUH5 2899228.86000000 PA USD 2791118.65000000 0.007083731070 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N WESTERN GAS PARTNERS LP L6D8A6MLSY454J2JXJ60 958254AF1 5039000.00000000 PA USD 5013107.60000000 0.012723037075 Long DBT CORP US N 2 2026-07-01 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ADJ97 11583.20740000 PA USD 11826.46000000 0.000030015012 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.05000000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 N/A 196812.00000000 NS USD 2182645.08000000 0.005539453068 Long EC CORP US N 3 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYWB1 5101453.59800000 PA USD 4538173.03000000 0.011517674928 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.02500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SBB1 615000.00000000 PA USD 324412.50000000 0.000823344040 Long DBT NUSS LK N 2 2030-03-28 Fixed 0.07550000 Y Y N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 24192.00000000 NC USD -11381670.72000000 -0.02888615807 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2024-12-31 2657948670.72000000 USD -11381670.72000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202WKA6 2571.78470000 PA USD 2593.82000000 0.000006582996 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GGT1 393.29610000 PA USD 401.94000000 0.000001020105 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48126PAA0 1415000.00000000 PA USD 1205848.85000000 0.003060389054 Long DBT CORP KZ N 2 2033-04-14 Fixed 0.03500000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 1545000.00000000 PA USD 1503546.11000000 0.003815931041 Long DBT CORP US N 2 2028-07-15 Fixed 0.04625000 N N N N N N HARBOURVEST PARTNERS LP 54930029KR62LTFQ8M21 N/A 3684905.51300000 PA USD 3680299.38000000 0.009340430965 Long LON CORP US N 2 2030-04-22 Variable 0.07491100 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NWL3 385.88740000 PA USD 388.83000000 0.000000986832 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N AMER SPORTS CO 549300NRKH9WF70VFC95 02352NAA7 4735000.00000000 PA USD 4811876.28000000 0.012212321218 Long DBT CORP US N 2 2031-02-16 Fixed 0.06750000 N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAG8 615000.00000000 PA USD 571015.20000000 0.001449210378 Long DBT CORP US N 2 2028-10-01 Fixed 0.11750000 N N N N N N LONDON CLEARING HOUSE N/A N/A 4235000.00000000 NC USD 121624.88000000 0.000308678365 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2054-09-18 0.00000000 USD 0.00000000 USD 4200564.03000000 USD 121624.88000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J4AD1 4673483.88530000 PA USD 4562610.15000000 0.011579695217 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VB4 3634716.18000000 PA USD 3518223.16000000 0.008929088955 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AL8 605000.00000000 PA USD 464337.50000000 0.001178467270 Long DBT NUSS KE N 2 2034-01-23 Fixed 0.06300000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 9654000.00000000 PA USD 9815849.31000000 0.024912175175 Long DBT CORP US N 2 2027-11-15 Fixed 0.11750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKV2 22070000.00000000 PA USD 22545884.38000000 0.057220420099 Long DBT UST US N 2 2027-06-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ACA4 2496909.55620000 PA USD 2448302.97000000 0.006213680604 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N PROJECT SILVER 2019 N/A 827304AA4 12558550.92000000 PA USD 11554118.02000000 0.029323821405 Long ABS-CBDO CORP KY N 2 2044-07-15 Fixed 0.03967000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946SE7 1796.52150000 PA USD 1806.97000000 0.000004586006 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.05000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BJ0 5135000.00000000 PA USD 5142276.30000000 0.013050861309 Long DBT CORP LR N 2 2026-08-31 Fixed 0.05500000 N N N N N N UBS COML MTG TR 2017-C7 N/A 90276WAT4 41420145.61680000 PA USD 1083666.99000000 0.002750297099 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.01132453 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FC3C0 211371.81200000 PA USD 197609.54000000 0.000501523945 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-WPT N/A 46645WBC6 2322000.00000000 PA USD 1793945.85000000 0.004552952256 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 0.04949800 N N N N N N HUDSON YDS 2019-30HY MTG TR N/A 44421GAL7 861000.00000000 PA USD 701734.46000000 0.001780969862 Long ABS-MBS CORP US N 2 2039-07-10 Variable 0.03557897 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCKF4 8096320.21700000 PA USD 7013392.05000000 0.017799667232 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N NORTHERN POWERGRID YORKSHIRE PLC 213800VZL2QT3Q7NOP46 N/A 147000.00000000 PA 189748.45000000 0.000481572860 Long DBT CORP GB N 2 2025-04-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASLJ6 29004.39980000 PA USD 29468.56000000 0.000074789853 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GYN1 137.36820000 PA USD 138.98000000 0.000000352724 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBJ8 20531000.00000000 PA USD 20572073.09000000 0.052210977608 Long DBT CORP US N 2 2025-05-01 Fixed 0.05800000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCV5 35910000.00000000 PA USD 36278082.17000000 0.092072108025 Long DBT CORP US N 2 2030-07-26 Variable 0.05247000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFS2 34037.84100000 PA USD 33298.75000000 0.000084510699 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390UFB7 2804.85800000 PA USD 2947.32000000 0.000007480162 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JTBE6 109862.76900000 PA USD 112597.31000000 0.000285766806 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.05500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAE6 3180000.00000000 PA USD 3380238.24000000 0.008578889560 Long DBT CORP US N 2 2028-09-15 Fixed 0.09000000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DX80 2150492.38700000 PA USD 1904091.76000000 0.004832497522 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6V50 31543.17440000 PA USD 29129.08000000 0.000073928268 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BLFH6 396456.07100000 PA USD 392934.75000000 0.000997250366 Long ABS-CBDO USGSE US N 2 2041-08-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDCX0 2388509.04360000 PA USD 2240040.99000000 0.005685121254 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEKV1 38206.07580000 PA USD 38209.91000000 0.000096974998 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M2NJ7 4245263.56000000 PA USD 3660189.40000000 0.009289392759 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407MMS1 749.06410000 PA USD 778.35000000 0.000001975416 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291LF26 11326.58520000 PA USD 11454.60000000 0.000029071249 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNCB6 8002809.83900000 PA USD 6577264.52000000 0.016692795571 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 2230000.00000000 NC USD 329175.65000000 0.000835432696 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 567595.70000000 USD 0.00000000 USD 2230000.00000000 USD -238420.05000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFKA8 8048361.37100000 PA USD 6647398.40000000 0.016870792141 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XF7L9 25103901.24100000 PA USD 22411427.50000000 0.056879174707 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HS89 7765.36990000 PA USD 8049.47000000 0.000020429185 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293S6F1 146.77750000 PA USD 149.82000000 0.000000380236 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHC8 1126000000.00000000 PA USD 1083511088.12000000 2.749901427672 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 N/A 06054MAF0 14955142.64440000 PA USD 268377.51000000 0.000681129806 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.01884236 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 3300000.00000000 PA 4221988.53000000 0.010715213174 Long EP CORP GB N 2 N N N AXALTA COATING SYSTEMS US HOLDINGS INC 549300NZ43V4QV4UGN28 90347BAL2 1011063.06000000 PA USD 1013489.61000000 0.002572190128 Long LON CORP US N 2 2029-12-20 Variable 0.07334580 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HU7 5332281.00000000 PA USD 2594154.71000000 0.006583845628 Long DBT NUSS AR N 2 2038-01-09 Variable 0.05000000 N N N N N N OPTICS BIDCO SPA 254900QZ5RQ7MPFWE741 683879AF7 1640000.00000000 PA USD 1722488.79000000 0.004371597517 Long DBT CORP IT N 2 2036-07-18 Fixed 0.07200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATYB7 25168.40390000 PA USD 25566.00000000 0.000064885334 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAC9 3475000.00000000 PA USD 3231085.23000000 0.008200346064 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP N/A 03959KAD2 2175000.00000000 PA USD 2202128.19000000 0.005588900307 Long DBT CORP US N 2 2032-09-01 Fixed 0.06625000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 1397000.00000000 PA USD 1174949.09000000 0.002981966881 Long DBT CORP US N 2 2029-09-01 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8JX2 787377.04500000 PA USD 758754.94000000 0.001925685224 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR N/A 12515DAF1 312000.00000000 PA USD 255681.66000000 0.000648908321 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03300000 N N N N N N MFA FINANCIAL INC YW72IMH2RRC8Z1TGLG58 55272X409 24975.00000000 NS USD 555444.00000000 0.001409691386 Long EP CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 32320000.00000000 PA USD 34323052.36000000 0.087110332069 Long DBT CORP US N 2 2027-11-15 Fixed 0.07100000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDH2 1060000.00000000 PA USD 1059006.25000000 0.002687709272 Long DBT CORP MX N 2 2025-10-16 Fixed 0.06875000 N N N N N N GS MTG SECS TR 2019-GC38 N/A 36252SAA5 1000000.00000000 PA USD 760826.20000000 0.001930941987 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 0.03000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 600000.00000000 PA USD 375570.00000000 0.000953179427 Long DBT NUSS CO N 2 2051-05-15 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FXB7 315627.68510000 PA USD 307905.22000000 0.000781449320 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JQ92 90797.47400000 PA USD 88795.84000000 0.000225359767 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4W71 6640.03090000 PA USD 6484.33000000 0.000016456932 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GN BONDCO LLC N/A 36267QAA2 2397000.00000000 PA USD 2439840.24000000 0.006192202583 Long DBT CORP US N 2 2031-10-15 Fixed 0.09500000 N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAH6 12689000.00000000 PA USD 9774396.72000000 0.024806970403 Long DBT CORP LU N 2 2029-08-15 Fixed 0.05750000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AS6 2850000.00000000 PA USD 2876790.00000000 0.007301161026 Long DBT CORP LU N 2 2032-04-02 Fixed 0.07375000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AN6 2490000.00000000 PA USD 2276015.63000000 0.005776423240 Long DBT NUSS CI N 2 2033-06-15 Fixed 0.06125000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 24155000.00000000 PA USD 23650275.48000000 0.060023314039 Long DBT CORP US N 2 2027-04-05 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9RL3 722109.50100000 PA USD 700033.60000000 0.001776653157 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 31307SFA6 249165.82800000 PA USD 241203.61000000 0.000612163695 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412P3P4 53028.62610000 PA USD 52964.12000000 0.000134420506 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BT57 18895.22570000 PA USD 19429.77000000 0.000049311864 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 0.06413000 N N N N N N COMM 2014-UBS2 MTG TR N/A 12591UAP8 994000.00000000 PA USD 775329.94000000 0.001967751813 Long ABS-MBS CORP US N 2 2047-03-10 Variable 0.04986928 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 08883CAE8 2619529.27000000 PA USD 2557682.18000000 0.006491280020 Long LON CORP US N 2 2027-01-15 Variable 0.10062980 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAX8 16622792.10000000 PA USD 16540675.51000000 0.041979475520 Long LON CORP US N 2 2026-12-23 Variable 0.08611220 N N N N N N C and W SENIOR FINANCE LTD N/A 12674TAA4 11737000.00000000 PA USD 11554592.94000000 0.029325026730 Long DBT CORP KY N 2 2027-09-15 Fixed 0.06875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200J7A2 21871.50280000 PA USD 22063.21000000 0.000055995414 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC N/A 33883MAJ3 41926000.00000000 PA USD 41959331.17000000 0.106490857319 Long ABS-CBDO CORP KY N 2 2036-05-20 Variable 0.06508410 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FUC30 21734.53100000 PA USD 21578.81000000 0.000054766029 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JM6T1 10008.45860000 PA USD 9765.54000000 0.000024784492 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296PYK2 16637.03450000 PA USD 16887.22000000 0.000042858989 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.05000000 N N N N N N BMO 2022-C1 MORTGAGE TRUST N/A 05609MDE2 966000.00000000 PA USD 636699.29000000 0.001615913584 Long ABS-MBS CORP US N 2 2055-02-17 Variable 0.04069949 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312943FB4 63510.27510000 PA USD 63492.92000000 0.000161142117 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 11255000.00000000 PA USD 10091621.30000000 0.025612071832 Long DBT CORP US N 2 2030-05-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292LE83 9822.91310000 PA USD 9939.97000000 0.000025227187 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 0.05000000 N N N N N N FUGUE FINANCE LLC 254900Y4DWBRGAFENC88 N/A 389025.00000000 PA USD 391359.15000000 0.000993251566 Long LON CORP US N 2 2031-02-26 Variable 0.08807180 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 6355000.00000000 PA USD 6549215.16000000 0.016621607583 Long DBT CORP US N 2 2029-03-01 Fixed 0.06375000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAD3 7900000.00000000 PA USD 7996464.53000000 0.020294660080 Long ABS-CBDO CORP US N 2 2028-08-15 Fixed 0.05330000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABDY5 11576411.89300000 PA USD 9982936.16000000 0.025336233934 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AL5 2915000.00000000 PA USD 2693648.89000000 0.006836357292 Long DBT CORP US N 2 2031-05-01 Fixed 0.04000000 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAS6 11506400.25000000 PA USD 11405719.25000000 0.028947192135 Long LON CORP US N 2 2030-08-01 Variable 0.09747680 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AWWB6 968281.84400000 PA USD 864430.52000000 0.002193884997 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C3 N/A 46635TBN1 828000.00000000 PA USD 57243.78000000 0.000145282087 Long ABS-MBS CORP US N 3 2046-02-15 Variable 0.04409000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAN1 2400000.00000000 PA USD 2401368.00000000 0.006094561803 Long DBT CORP KY N 2 2034-12-01 Fixed 0.05750000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAA7 5523000.00000000 PA USD 5649843.43000000 0.014339043397 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.06038046 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KPZ2 2005.42860000 PA USD 1959.99000000 0.000004974364 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC N/A 053773BC0 243000.00000000 PA USD 237430.03000000 0.000602586522 Long DBT CORP US N 2 2027-07-15 Fixed 0.05750000 N N N N N N BEECHWOOD PARK CLO LTD N/A 07355TAU6 31025000.00000000 PA USD 31029964.00000000 0.078752624906 Long ABS-CBDO CORP KY N 2 2035-01-17 Variable 0.06585770 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVQW5 9571.96400000 PA USD 9538.60000000 0.000024208529 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 1800000.00000000 PA USD 1957500.00000000 0.004968045185 Long EP CORP MX N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379AWX9 1189.47570000 PA USD 1213.66000000 0.000003080213 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BKD3 178648.71790000 PA USD 178289.31000000 0.000452490088 Long ABS-CBDO USGA US N 2 2060-12-20 Variable 0.05946400 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 870000.00000000 PA USD 881153.40000000 0.002236326899 Long DBT CORP CO N 2 2036-01-19 Fixed 0.08375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSLY5 4892923.52600000 PA USD 5000185.22000000 0.012690240668 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M82Z1 6705546.71500000 PA USD 5781401.01000000 0.014672930499 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XCSD8 2935906.11500000 PA USD 2919995.85000000 0.007410815491 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N GARDA WORLD SECURITY CORP 549300ZF1NDXLMCHNO20 36485MAN9 1740000.00000000 PA USD 1768452.48000000 0.004488251253 Long DBT CORP CA N 2 2032-08-01 Fixed 0.08250000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAM5 17795000.00000000 PA USD 14953239.40000000 0.037950635508 Long DBT CORP US N 2 2042-08-09 Fixed 0.04250000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AE2 1500000.00000000 PA USD 1610025.00000000 0.004086169578 Long DBT NUSS PL N 2 2032-11-16 Fixed 0.05750000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AD6 5800000.00000000 PA USD 5398840.68000000 0.013702009934 Long DBT CORP US N 2 2030-01-31 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7M5 1425433.22300000 PA USD 1382505.87000000 0.003508736465 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQM6 8403.15070000 PA USD 8601.72000000 0.000021830770 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.06000000 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AC3 950000.00000000 PA USD 1008267.30000000 0.002558936145 Long DBT CORP US N 2 2031-02-15 Fixed 0.07125000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392ED23 8518.06350000 PA USD 8588.96000000 0.000021798386 Long ABS-CBDO USGSE US N 2 2032-10-25 Variable 0.06463320 N N N N N N WP GLIMCHER MALL TR 15-WPG N/A 92939VAL8 528000.00000000 PA USD 436737.89000000 0.001108420726 Long ABS-MBS CORP US N 2 2035-06-05 Variable 0.03633200 N N N N N N AMPRION GMBH 529900ZIV0ETYHYZM863 N/A 1000000.00000000 PA 1119438.20000000 0.002841082789 Long DBT CORP DE N 2 2031-05-21 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201CVW1 454.97040000 PA USD 472.35000000 0.000001198802 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335GLB9 12.82820000 PA USD 12.86000000 0.000000032638 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.08000000 N N N N N N CITIGROUP COML MTG TR 2020-420K N/A 17328QAG6 496000.00000000 PA USD 429210.08000000 0.001089315489 Long ABS-MBS CORP US N 2 2042-11-10 Variable 0.03422162 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5S42 11237.75430000 PA USD 11730.41000000 0.000029771242 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.06000000 N N N N N N CARNELIAN POINT HOLDINGS LP N/A 155371529 1766.00000000 NS USD 5156.72000000 0.000013087518 Long EC CORP US N 3 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EYN2 13826.98350000 PA USD 13781.69000000 0.000034977296 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N SMRT 2022-MINI N/A 78457JAN2 2039000.00000000 PA USD 1942992.05000000 0.004931224673 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.08037000 N N N N N N HOME PARTNERS AMER 2021-3 TR N/A 43730XAG9 579679.29000000 PA USD 512824.12000000 0.001301524087 Long ABS-CBDO CORP US N 2 2041-01-17 Fixed 0.04242000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374PBH9 22.29150000 PA USD 22.27000000 0.000000056520 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A1MG3 5658.45880000 PA USD 5538.40000000 0.000014056205 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 93369PAL8 3515000.00000000 PA USD 3517917.45000000 0.008928313077 Long LON CORP US N 2 2031-01-30 Variable 0.08596700 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178EMH9 6542.20540000 PA USD 6366.55000000 0.000016158011 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31397QAV0 1545647.41120000 PA USD 1550719.14000000 0.003935654026 Long ABS-CBDO USGSE US N 2 2041-01-25 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KTTW5 3443049.22800000 PA USD 2693616.88000000 0.006836276052 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XVAL4 97990.67570000 PA USD 99970.68000000 0.000253720998 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137B9ED3 7820.42600000 PA USD 102.09000000 0.000000259099 Long ABS-CBDO USGSE US N 2 2034-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193YPG5 70890.31270000 PA USD 66908.25000000 0.000169810068 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QR6J4 55413.16140000 PA USD 50718.95000000 0.000128722367 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N OPEN TR 2023-AIR N/A 68373BAC5 8767559.36000000 PA USD 8800348.28000000 0.022334880154 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.09174887 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FGD2 41915.20740000 PA USD 41858.22000000 0.000106234241 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 0.04500000 N N N N N N BANK 2022-BNK39 N/A 06539VAJ7 1626000.00000000 PA USD 1430479.35000000 0.003630490956 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.02928000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDWH3 1135583.11310000 PA USD 1064286.32000000 0.002701109848 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLC7 23327039.37800000 PA USD 20241089.01000000 0.051370955199 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 0.02500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 13710000.00000000 PA USD 13326182.24000000 0.033821239089 Long DBT CORP US N 2 2040-05-01 Fixed 0.05705000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402TWQ4 54794.16150000 PA USD 54623.67000000 0.000138632368 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAA3 4332428.21000000 PA USD 4137508.80000000 0.010500807495 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.03351000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376P4J1 41.16900000 PA USD 42.72000000 0.000000108421 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKT73 109890.50300000 PA USD 94769.22000000 0.000240519932 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFQ9 23200000.00000000 PA USD 23166921.90000000 0.058796584830 Long DBT UST US N 2 2024-10-31 Fixed 0.04375000 N N N N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 N/A 2600000.00000000 PA 3845696.02000000 0.009760200049 Long DBT CORP GB N 2 2034-01-06 Fixed 0.08500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 1235000.00000000 PA USD 1201107.90000000 0.003048356740 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAQ3 634483.30700000 PA USD 584686.33000000 0.001483907078 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 17201000.00000000 PA USD 15487780.40000000 0.039307276040 Long DBT CORP MX N 2 2030-01-23 Fixed 0.06840000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAT0 185000.00000000 PA USD 206679.69000000 0.000524543570 Long DBT NUSS OM N 2 2051-01-25 Fixed 0.07000000 N N N N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAL8 3805620.01000000 PA USD 520114.09000000 0.001320025696 Long LON CORP US N 2 2025-11-01 Variable 0.14646190 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2017-H1 N/A 61691JAC8 3406000.00000000 PA USD 2769374.32000000 0.007028544958 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.02546000 N N N N N N BANK 2017-BNK8 N/A 06650AAW7 1092000.00000000 PA USD 446471.95000000 0.001133125323 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.02800000 N N N N N N CARGO AIRCRAFT MANAGEMENT INC 549300GH5J7LOMV44F11 14180LAA4 4206000.00000000 PA USD 4016730.00000000 0.010194276443 Long DBT CORP US N 2 2028-02-01 Fixed 0.04750000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQNK4 4098844.49420000 PA USD 3976745.25000000 0.010092796982 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N PEACE PARK CLO LTD N/A 70470MAC9 21089000.00000000 PA USD 21100134.99000000 0.053551174481 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06673620 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM3U6 485972.82000000 PA USD 399406.19000000 0.001013674584 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032696 205550000.00000000 PA USD 191290400.41000000 0.485486259397 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03500000 N N N N N N COMM 2012-CCRE1 MTG TR N/A 12624BAL0 1491616.55000000 PA USD 1178377.07000000 0.002990666937 Long ABS-MBS CORP US N 2 2045-05-15 Variable 0.05308407 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DC6 14762000.00000000 PA USD 14883491.26000000 0.037773617929 Long DBT CORP US N 2 2026-03-15 Fixed 0.05550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404VZY7 5750.64760000 PA USD 5730.29000000 0.000014543213 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622FAB7 1015000.00000000 PA USD 1069484.19000000 0.002714301803 Long DBT CORP US N 2 2034-05-15 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D2Q4 251711.93000000 PA USD 222871.10000000 0.000565636625 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.01500000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 N/A 3600000.00000000 PA 4012468.98000000 0.010183462169 Long EP CORP IE N 2 N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 1700000.00000000 PA USD 1802318.17000000 0.004574200820 Long DBT CORP IE N 2 2029-09-13 Variable 0.06608000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAF2 295000.00000000 PA USD 307813.92000000 0.000781217605 Long DBT CORP US N 2 2029-05-03 Fixed 0.08750000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAA6 1800000.00000000 PA USD 1510884.00000000 0.003834554269 Long DBT CORP MX N 2 2029-11-15 Fixed 0.07450000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAB9 1930000.00000000 PA USD 1419765.90000000 0.003603300712 Long LON CORP US N 2 2030-01-24 Variable 0.11434580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AZL4 121480.30720000 PA USD 125973.82000000 0.000319715775 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2M6 1580000.00000000 PA USD 1066500.00000000 0.002706728066 Long DBT CORP SA N 2 2070-11-24 Fixed 0.03500000 N N N N N N BAMLL COML MTG SECS TR 2021-JACX N/A 05493LAN6 1120000.00000000 PA USD 860550.21000000 0.002184036948 Long ABS-MBS CORP US N 2 2038-09-15 Variable 0.09201480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GDDD9 2835579.42900000 PA USD 2570301.05000000 0.006523306133 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.02000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAG2 3540000.00000000 PA USD 3502774.46000000 0.008889880864 Long DBT CORP US N 2 2026-01-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402LLF7 32609.55740000 PA USD 32507.51000000 0.000082502568 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LLS4 270.38540000 PA USD 274.60000000 0.000000696922 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMYC7 80078.41250000 PA USD 78174.70000000 0.000198403801 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206HNT1 236.96290000 PA USD 240.31000000 0.000000609895 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N GS MTG SECS TR 2017-GS5 N/A 36252HAK7 1155000.00000000 PA USD 793013.64000000 0.002012632233 Long ABS-MBS CORP US N 3 2050-03-10 Variable 0.04299000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAR1 1515000.00000000 PA USD 1695501.65000000 0.004303105394 Long DBT CORP US N 2 2030-11-15 Fixed 0.09750000 N N N N N N MISC CAPITAL TWO LABUAN LIMITED 9845000ED8376T875113 60475DAA9 915000.00000000 PA USD 907279.69000000 0.002302634225 Long DBT CORP MY N 2 2025-04-06 Fixed 0.03625000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CG3 1020000.00000000 PA USD 904612.50000000 0.002295865019 Long DBT NUSS TR N 2 2045-02-17 Fixed 0.06625000 N N N N N N MAGNETITE XXI LTD 2019-21A A N/A 55954PAN4 23008000.00000000 PA USD 23037427.23000000 0.058467933299 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06563620 N N N N N N RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC N/A 76954LAA7 14947000.00000000 PA USD 14948212.05000000 0.037937876324 Long DBT CORP US N 2 2026-10-15 Variable 0.11359470 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QU7A5 334445.93970000 PA USD 323700.93000000 0.000821538108 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QYB3 417.13190000 PA USD 429.81000000 0.000001090838 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N PLANET US BUYER LLC 254900ZE51SEX2EFFH74 72706RAB2 2750000.00000000 PA USD 2765125.00000000 0.007017760379 Long LON CORP US N 2 2031-02-10 Variable 0.08604160 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAB2 2370000.00000000 PA USD 2370740.63000000 0.006016830943 Long DBT CORP ZA N 2 2025-02-11 Fixed 0.07125000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AF4 325000.00000000 PA USD 343281.25000000 0.000871232061 Long DBT NUSS OM N 2 2047-03-08 Fixed 0.06500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 1169040.15200000 PA USD 982578.25000000 0.002493738515 Long LON CORP US N 2 2027-04-15 Variable 0.07951370 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378HD73 259.75200000 PA USD 263.53000000 0.000000668827 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BT3 7606000.00000000 PA USD 7562365.14000000 0.019192935746 Long DBT CORP US N 2 2026-05-15 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378YKK9 62.35310000 PA USD 63.03000000 0.000000159967 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AT3 3221000.00000000 PA USD 3654617.72000000 0.009275252091 Long DBT CORP US N 2 2037-06-15 Fixed 0.07250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFV8 221500000.00000000 PA USD 225644473.21000000 0.572675319920 Long DBT UST US N 2 2032-11-15 Fixed 0.04125000 N N N N N N GIP III STETSON I LP 549300MLKSDQYN3TMQ54 36173DAC0 3550908.29000000 PA USD 3557584.00000000 0.009028984961 Long LON CORP US N 2 2028-10-31 Variable 0.08843710 N N N N N N GENERATION BRIDGE NORTHEAST LLC 254900T9J93GNTVC6J73 37147YAB7 2009670.62000000 PA USD 2023075.12000000 0.005134471831 Long LON CORP US N 2 2029-08-22 Variable 0.08746740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AM2Z4 55429.57090000 PA USD 56346.25000000 0.000143004197 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N BPR TRUST 2022 N/A 05592DAL8 2373000.00000000 PA USD 2370035.89000000 0.006015042346 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.09031890 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FRC8 2794.69620000 PA USD 2784.79000000 0.000007067669 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04500000 N N N N N N SUNNOVA ENERGY INTERNATIONAL INC 549300JK1Y1VVC3JU540 86745KAH7 287000.00000000 PA USD 185258.50000000 0.000470177572 Long DBT CORP US N 2 2028-02-15 Fixed 0.02625000 N N N N Y SUNNOVA ENERGY INTERNATIONAL INC USD XXXX N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 12768EAH9 4847850.00000000 PA USD 4839754.09000000 0.012283073821 Long LON CORP US N 2 2031-02-06 Variable 0.07996740 N N N N N N GABONESE REPUBLIC N/A 362420AE1 1245000.00000000 PA USD 949312.50000000 0.002409311568 Long DBT NUSS GA N 2 2031-11-24 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MY63 115407.68750000 PA USD 120770.66000000 0.000306510393 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295WJM0 166478.49050000 PA USD 162555.19000000 0.000412557613 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KRNY1 8590370.52400000 PA USD 7630257.45000000 0.019365243314 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQN35 13248723.09200000 PA USD 13468775.11000000 0.034183133250 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378DTK6 30.99630000 PA USD 31.68000000 0.000000080402 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N FIESTA PURCHASER INC N/A 31659LAB8 3350000.00000000 PA USD 3366750.00000000 0.008544657025 Long LON CORP US N 2 2031-02-12 Variable 0.09246740 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBD5 1576000.00000000 PA USD 1786934.94000000 0.004535158889 Long DBT CORP US N 2 2054-03-15 Fixed 0.06200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQBX9 43289.27030000 PA USD 42281.13000000 0.000107307567 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 490000.00000000 PA USD 449748.02000000 0.001141439839 Long DBT CORP US N 2 2031-03-15 Fixed 0.03625000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 35000000.00000000 PA USD 29702506.40000000 0.075383598424 Long DBT CORP US N 2 2031-11-15 Fixed 0.02250000 N N N N N N VODAFONE GRP PLC 213800TB53ELEUKM7Q61 N/A 739000.00000000 PA USD 738933.49000000 0.001875379293 Long DBT CORP GB N 2 2078-10-03 Variable 0.06250000 N N N N N N CHASE AUTO OWNER TRUST 2024-1 N/A 16144BAC2 5800000.00000000 PA USD 5881213.92000000 0.014926251085 Long ABS-CBDO CORP US N 2 2029-05-25 Fixed 0.05130000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 1210000.00000000 PA USD 1245039.18000000 0.003159852313 Long DBT CORP US N 2 2029-06-15 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287NUQ9 3159.50770000 PA USD 3250.73000000 0.000008250203 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.06000000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAH9 862000.00000000 PA USD 918417.90000000 0.002330902491 Long DBT CORP US N 2 2028-12-15 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEQM5 6705.03900000 PA USD 6608.94000000 0.000016773186 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292AUR7 50701.65400000 PA USD 51251.90000000 0.000130074970 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 0.05000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDH0 4010000.00000000 PA USD 3918420.02000000 0.009944770224 Long DBT CORP US N 2 2028-06-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6M9 3428813.40400000 PA USD 3050218.57000000 0.007741314779 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M4AJ7 1485504.30500000 PA USD 1323858.11000000 0.003359891141 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178WGJ2 15802.30890000 PA USD 15396.93000000 0.000039076701 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.04000000 N N N N N N EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC N/A 27830BBN3 6600000.00000000 PA USD 6600792.00000000 0.016752507236 Long ABS-CBDO CORP KY N 2 2034-01-15 Variable 0.06812980 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31394KF41 599793.70250000 PA USD 608374.05000000 0.001544025425 Long ABS-CBDO USGSE US N 2 2033-10-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XKFP9 1222385.98300000 PA USD 1161063.65000000 0.002946726271 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFQ4 1226234.28700000 PA USD 1102717.91000000 0.002798647460 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAC9 3353391.26000000 PA USD 3352337.96000000 0.008508079929 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.07527700 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208T3T5 56.02110000 PA USD 56.86000000 0.000000144308 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 7395000.00000000 PA USD 7114433.70000000 0.018056106304 Long DBT CORP US N 2 2029-01-15 Fixed 0.04625000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAC9 3149000.00000000 PA USD 3121345.17000000 0.007921830826 Long DBT CORP US N 2 2025-04-29 Fixed 0.04750000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2014-150E N/A 61764BAL7 418000.00000000 PA USD 244530.00000000 0.000620605920 Long ABS-MBS CORP US N 2 2032-09-09 Variable 0.04438198 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AV6 1415000.00000000 PA USD 1063768.70000000 0.002699796152 Long DBT NUSS ZA N 2 2046-10-12 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AF73 165892.74890000 PA USD 161970.68000000 0.000411074154 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAD8 3206000.00000000 PA USD 3564284.64000000 0.009045990878 Long DBT CORP US N 2 2063-08-15 Fixed 0.06714000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AA8 2325000.00000000 PA USD 2183633.26000000 0.005541961023 Long DBT CORP US N 2 2028-10-01 Fixed 0.04250000 N N N N N N NGP XI MIDSTREAM HOLDINGS LLC 2549002U9Q0WZYCHRJ82 N/A 1450000.00000000 PA USD 1448187.50000000 0.003675433428 Long LON CORP US N 2 2031-07-25 Variable 0.09284600 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 7372000.00000000 PA USD 5225259.89000000 0.013261469853 Long DBT CORP US N 2 2050-06-22 Fixed 0.04000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 N/A 20700000.00000000 PA 23324308.22000000 0.059196024089 Long DBT CORP LU N 2 2028-11-15 Fixed 0.03000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032690 -38500000.00000000 PA USD -35436543.45000000 -0.08993632136 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207YB66 311.84050000 PA USD 318.36000000 0.000000807983 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 2515000.00000000 PA USD 2413997.60000000 0.006126615149 Long DBT CORP US N 2 2030-06-30 Fixed 0.07375000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183CZ5 6932752.49000000 PA USD 7033185.20000000 0.017849901338 Long ABS-CBDO CORP US N 2 2035-10-15 Fixed 0.06160000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R5Q7 73986.03870000 PA USD 73728.94000000 0.000187120666 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HP40 2070.25790000 PA USD 2145.12000000 0.000005444216 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BG6Y2 3070379.19900000 PA USD 2564162.71000000 0.006507727308 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211LE57 228.20310000 PA USD 239.08000000 0.000000606774 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.08000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW55 1891000.00000000 PA USD 1392248.75000000 0.003533463447 Long DBT NUSS EG N 2 2048-02-21 Fixed 0.07903000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XG7B9 8917962.96500000 PA USD 8429834.69000000 0.021394533663 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.03500000 N N N N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 038923850 40700.00000000 NS USD 761497.00000000 0.001932644446 Long EP CORP US N 1 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EPH64 468242.61300000 PA USD 473084.66000000 0.001200667160 Long ABS-MBS USGSE US N 2 2041-08-01 Variable 0.05288000 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 1267800.00000000 PA USD 1268719.93000000 0.003219952970 Long DBT CORP KY N 2 2027-02-01 Fixed 0.06875000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 29340000.00000000 NC USD -434774.79000000 -0.00110343846 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S16 PRC INDX CY873245 Y 2065-04-17 0.00000000 USD 590661.73000000 USD 29340000.00000000 USD 155886.94000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FNWX4 15000000.00000000 PA USD 14477184.00000000 0.036742428745 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02282000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D7D7 2075.64800000 PA USD 2001.24000000 0.000005079055 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 0.03500000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AC2 23633000.00000000 PA USD 24499423.59000000 0.062178412981 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06268000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BKUC4 7847540.15300000 PA USD 7009494.28000000 0.017789774870 Long ABS-CBDO USGSE US N 2 2048-09-25 Fixed 0.02500000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC N/A 23344MAF5 600000.00000000 PA USD 570936.00000000 0.001449009372 Long LON CORP US N 2 2029-03-31 Variable 0.12111220 N N N N N N BENCHMARK 2020-IG3 MTG TR N/A 08162QCC1 1400000.00000000 PA USD 1021889.82000000 0.002593509476 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.03076300 N N N N N N MCAFEE CORP N/A 579063AB4 1722000.00000000 PA USD 1651824.37000000 0.004192254461 Long DBT CORP US N 2 2030-02-15 Fixed 0.07375000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1500000.00000000 NC USD 165082.20000000 0.000418971049 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S17 PRC INDX CY885802 Y 2056-12-15 208858.32000000 USD 0.00000000 USD 1500000.00000000 USD -43776.12000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU56 2098960.64900000 PA USD 1756220.73000000 0.004457207633 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 95.00000000 NC USD -26139.72000000 -0.00006634141 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2024-12-31 19743092.85000000 USD -26139.72000000 N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAB1 470000.00000000 PA USD 457210.13000000 0.001160378332 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RQ36 14752.01400000 PA USD 14309.68000000 0.000036317311 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LX84 2744.18260000 PA USD 2613.38000000 0.000006632638 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295DN96 13442.04620000 PA USD 13640.96000000 0.000034620130 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N ADT SECURITY CORP/THE 5493009JEEDYLVRA0J13 00109LAA1 2555000.00000000 PA USD 2426340.19000000 0.006157940076 Long DBT CORP US N 2 2029-08-01 Fixed 0.04125000 N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 N/A 3450000.00000000 PA 4240205.88000000 0.010761447973 Long DBT CORP DK N 2 2028-01-14 Variable 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CZT1 5881.70410000 PA USD 6129.09000000 0.000015555349 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.06000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 256000.00000000 PA USD 268989.44000000 0.000682682856 Long DBT CORP US N 2 2030-01-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31400D6K3 37119.40760000 PA USD 37007.18000000 0.000093922524 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BQA3 132838.47370000 PA USD 132604.41000000 0.000336543908 Long ABS-CBDO USGA US N 2 2062-03-20 Variable 0.06076400 N N N N N N DBGS 2018-C1 MTG TR N/A 23307DBE2 355000.00000000 PA USD 309505.05000000 0.000785509616 Long ABS-MBS CORP US N 2 2051-10-15 Variable 0.04795717 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AAGN8 4287093.04000000 PA USD 4380731.30000000 0.011118095041 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31394EWW4 520597.63640000 PA USD 528911.06000000 0.001342352002 Long ABS-CBDO USGSE US N 2 2035-08-25 Fixed 0.05500000 N N N N N N BENCHMARK 2019-B12 MTG TR N/A 08162FAH6 840000.00000000 PA USD 732097.55000000 0.001858029991 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 0.03570200 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BER9 102978.46490000 PA USD 102403.38000000 0.000259895079 Long ABS-CBDO USGA US N 2 2060-09-20 Variable 0.05746400 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213JUY9 522.33390000 PA USD 540.40000000 0.000001371510 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDL2 7060385.50200000 PA USD 6118225.77000000 0.015527776286 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XVS35 2507.38520000 PA USD 2502.74000000 0.000006351839 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178EAJ8 123779.86770000 PA USD 117167.63000000 0.000297366069 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03500000 N N N N N N KRONOS ACQUISITION HOLDINGS INC N/A 50106GAJ1 1065000.00000000 PA USD 1061702.23000000 0.002694551546 Long DBT CORP US N 2 2032-06-30 Fixed 0.10750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R5H7 93900.18760000 PA USD 93576.68000000 0.000237493320 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 907000.00000000 PA USD 0.09000000 0.000000000228 Long LON CORP US N 3 2055-12-31 Variable 0.00000000 Y Y N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3VQ2 11380.57940000 PA USD 11564.25000000 0.000029349535 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GKM1 61.97730000 PA USD 63.29000000 0.000000160627 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07500000 N N N N N N COMM 2006 FL12 N/A 12592LBL5 276000.00000000 PA USD 270984.61000000 0.000687746506 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 0.03938000 N N N N N N GALAXY US OPCO INC N/A 36321DAB3 3054830.67000000 PA USD 2506488.56000000 0.006361352961 Long LON CORP US N 2 2029-04-29 Variable 0.10002110 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206KHA2 17.31500000 PA USD 17.31000000 0.000000043931 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GWG8 61.36500000 PA USD 63.67000000 0.000000161591 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSW73 126388.90300000 PA USD 122031.49000000 0.000309710322 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29082KAA3 750000.00000000 PA USD 676206.60000000 0.001716181324 Long DBT CORP US N 2 2030-02-15 Fixed 0.05000000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 23900000.00000000 PA 28980576.53000000 0.073551373537 Long DBT NUSS DE N 2 2042-07-04 Fixed 0.03250000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 18497000.00000000 PA USD 17941744.11000000 0.045535323342 Long DBT CORP US N 2 2029-05-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EBP66 21953.26330000 PA USD 21456.83000000 0.000054456450 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AB8 4515000.00000000 PA USD 4413459.46000000 0.011201157609 Long DBT CORP US N 2 2025-10-01 Fixed 0.05625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FX76 1694.30400000 PA USD 1613.81000000 0.000004095775 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941P35 73385.57450000 PA USD 73392.82000000 0.000186267609 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MAD30 7514466.12000000 PA USD 7140732.64000000 0.018122851807 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.03500000 N N N N N N MEDCO LAUREL TREE PTE LTD 254900SX7FFGRREZD046 58406RAA6 2195000.00000000 PA USD 2195768.25000000 0.005572759071 Long DBT CORP SG N 2 2028-11-12 Fixed 0.06950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WFHL3 218190.09080000 PA USD 198862.53000000 0.000504703976 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAE5 36435022.48000000 PA USD 33929334.98000000 0.086111095423 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 0.01530000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207TTJ0 240.63110000 PA USD 245.11000000 0.000000622077 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XB6C9 4301778.35800000 PA USD 3726391.41000000 0.009457410423 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A8KR3 43379.11360000 PA USD 43218.91000000 0.000109687610 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201SEY1 64.86420000 PA USD 67.36000000 0.000000170956 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAWT5 4039366.28500000 PA USD 3661469.43000000 0.009292641416 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DSA3 1005.07670000 PA USD 1039.46000000 0.000002638101 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31300LKD6 261658.03700000 PA USD 269167.36000000 0.000683134409 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 0.06000000 N N N N N N STONEX GROUP INC 549300JUF07L8VF02M60 861896AA6 1405000.00000000 PA USD 1477368.74000000 0.003749494077 Long DBT CORP US N 2 2031-03-01 Fixed 0.07875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201BKE5 3836.00560000 PA USD 3902.39000000 0.000009904086 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 680617AC1 1503000.00000000 PA USD 1434895.31000000 0.003641698460 Long DBT CORP CO N 2 2027-07-14 Fixed 0.04000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAR0 4350000.00000000 PA USD 4294017.24000000 0.010898018735 Long DBT CORP CA N 2 2027-06-01 Fixed 0.05250000 N N N N N N ACCESS BANK NIGERIA PLC 029200328C3N9YI2D660 00434G2B5 940000.00000000 PA USD 892708.60000000 0.002265653467 Long DBT CORP NG N 2 2026-09-21 Fixed 0.06125000 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 55916AAB0 430000.00000000 PA USD 251730.60000000 0.000638880712 Long DBT CORP US N 2 2029-05-01 Fixed 0.07875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NPR7 48.33170000 PA USD 48.72000000 0.000000123649 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XBQ8 240211.85600000 PA USD 210018.33000000 0.000533016885 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 0.02500000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 40800000.00000000 NC USD 1837263.98000000 0.004662891683 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2034-03-21 0.00000000 USD 0.00000000 USD 40800000.00000000 USD 1.00000000 3.75500000 USD 2029-03-19 XXXX 158343.98000000 N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 1280000.00000000 NC USD 188943.87000000 0.000479530872 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 385169.12000000 USD 0.00000000 USD 1280000.00000000 USD -196225.25000000 N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123BJ8 3615000.00000000 PA USD 3110029.69000000 0.007893112657 Long DBT NUSS TR N 2 2041-01-14 Fixed 0.06000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AY2 760000.00000000 PA USD 658970.08000000 0.001672435827 Long DBT CORP US N 2 2046-04-01 Variable 0.07000000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAD8 645000.00000000 PA USD 668819.85000000 0.001697434092 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.08450000 N N N N N N STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC 2549002HARR1VE257O76 N/A 950000.00000000 PA USD 1002155.00000000 0.002543423408 Long DBT CORP AZ N 2 2030-03-18 Fixed 0.06950000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 6576000.00000000 PA USD 6722838.53000000 0.017062255729 Long DBT CORP US N 2 2029-04-15 Fixed 0.05250000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FAZ78 32554.77070000 PA USD 4906.84000000 0.000012453334 Long ABS-CBDO USGSE US N 2 2033-07-25 Fixed 0.05500000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AG9 640000.00000000 PA USD 587200.00000000 0.001490286657 Long DBT NUSS KE N 2 2028-02-28 Fixed 0.07250000 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A 61760RAS1 1123200.00000000 PA USD 960128.21000000 0.002436761344 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05107594 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YXHC2 343987.14730000 PA USD 333095.24000000 0.000845380435 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVX5 74794263.28200000 PA USD 62995169.07000000 0.159878848736 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 668247000.00000000 PA USD 423658159.98000000 1.075224971620 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TUUS5 96594.30550000 PA USD 99300.53000000 0.000252020189 Long ABS-CBDO USGSE US N 2 2031-09-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A56L8 7549.54290000 PA USD 7522.03000000 0.000019090567 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N BIRCH GROVE CLO 4 LTD N/A 09077EAE8 462000.00000000 PA USD 452814.98000000 0.001149223643 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.11801370 N N N N N N GREYSTAR REAL ESTATE PARTNERS LLC 254900HGC806SXAS4M46 39807UAD8 935000.00000000 PA USD 994912.93000000 0.002525043367 Long DBT CORP US N 2 2030-09-01 Fixed 0.07750000 N N N N N N HOME PARTNERS AMER 2019-2 TR N/A 43732TAL5 884712.33000000 PA USD 816179.68000000 0.002071426579 Long ABS-CBDO CORP US N 2 2039-10-19 Fixed 0.03866000 N N N N N N OWENS BROCKWAY GLASS CONT INC V2UQUCDZJ9WY98W8QU33 69073TAV5 765000.00000000 PA USD 768457.04000000 0.001950308708 Long DBT CORP US N 2 2032-06-01 Fixed 0.07375000 N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBH4 3376560.22000000 PA USD 3386824.96000000 0.008595606353 Long LON CORP US N 2 2029-07-01 Variable 0.07316240 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLV5 27585467.38600000 PA USD 23910305.22000000 0.060683257588 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBG8 16978000.00000000 PA USD 17745693.55000000 0.045037756016 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133TGPD5 3377.31300000 PA USD 3442.07000000 0.000008735815 Long ABS-CBDO USGSE US N 2 2028-11-15 Fixed 0.06000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2014-150E N/A 61764BAS2 734000.00000000 PA USD 254573.22000000 0.000646095151 Long ABS-MBS CORP US N 2 2032-09-09 Variable 0.04438198 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419HC42 755517.92420000 PA USD 739616.99000000 0.001877113985 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N CREDIT SUISSE GRP AG 549300506SI9CRFV9Z86 N/A 15540000.00000000 PA USD 1709400.00000000 0.004338378768 Long EP CORP CH N 2 N N N VOLKSWAGEN AUTO LEASE TR 2024-A N/A 92866EAD1 9800000.00000000 PA USD 9928528.96000000 0.025198150956 Long ABS-CBDO CORP US N 2 2027-06-21 Fixed 0.05210000 N N N N N N LIQUID TELECOMMUNICATIONS FINANCING PLC 635400MXAVJRJJCWVI87 536333AB3 7260000.00000000 PA USD 4514122.80000000 0.011456636548 Long DBT CORP GB N 2 2026-09-04 Fixed 0.05500000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282GAD9 142830.40000000 PA USD 142874.68000000 0.000362609382 Long LON CORP US N 2 2028-11-30 Variable 0.07587690 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 36074000.00000000 PA USD 31288877.69000000 0.079409735971 Long DBT CORP US N 2 2031-12-01 Fixed 0.03200000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020691 182050000.00000000 PA USD 153276505.97000000 0.389008739473 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.02000000 N N N N N N PNC FINANCIAL SERVICES GRP INC CFGNEKW0P8842LEUIA51 693475BE4 25000000.00000000 PA USD 24128939.75000000 0.061238141994 Long DBT CORP US N 2 2033-06-06 Variable 0.04626000 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AG2 910000.00000000 PA USD 938932.54000000 0.002382967706 Long DBT CORP US N 2 2029-06-01 Fixed 0.06500000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 8500000.00000000 PA 8447863.61000000 0.021440290234 Long DBT CORP LU N 2 2028-05-04 Fixed 0.01000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 845000.00000000 PA USD 690998.75000000 0.001753723122 Long DBT CORP ID N 2 2050-01-21 Fixed 0.04175000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BHV89 4707177.71400000 PA USD 4245940.20000000 0.010776001414 Long ABS-CBDO USGSE US N 2 2051-07-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BP42 2310566.81460000 PA USD 2227668.76000000 0.005653721102 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDDT6 66183.58450000 PA USD 66140.55000000 0.000167861681 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FEM0 30.98240000 PA USD 32.15000000 0.000000081595 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A3C2 69.03290000 PA USD 71.04000000 0.000000180296 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378NAA6 99.99130000 PA USD 101.69000000 0.000000258084 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.07500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 3840000.00000000 PA USD 3715378.06000000 0.009429459046 Long DBT CORP US N 2 2049-01-25 Fixed 0.05576000 N N N N N N CAMPOSOL SA RGS 5493008B0STMH3JFSW17 134638AE5 1395000.00000000 PA USD 1258387.65000000 0.003193730117 Long DBT CORP PE N 2 2027-02-03 Fixed 0.06000000 N N N N N N THUNDERBOLT III AIRCRAFT LEASE LTD N/A 88607AAA7 19356277.67900000 PA USD 17420649.91000000 0.044212810172 Long ABS-CBDO CORP KY N 2 2039-11-15 Fixed 0.03671000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJUV3 1620592.82100000 PA USD 1626497.45000000 0.004127975900 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEKZ2 17680.82380000 PA USD 17675.69000000 0.000044860090 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HJZ2 4066.58630000 PA USD 3955.85000000 0.000010039765 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QBD7 847.22020000 PA USD 859.01000000 0.000002180127 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N FS 2023-4SZN N/A 30334RAE4 2396000.00000000 PA USD 2500588.75000000 0.006346379514 Long ABS-MBS CORP US N 2 2039-11-10 Variable 0.08391607 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 6910000.00000000 PA USD 6297279.94000000 0.015982207554 Long DBT CORP US N 2 2029-03-15 Fixed 0.04625000 N N N N N PERTAMINA GEOTHERMAL ENERGY PT 2549009CVV6Y7H26NV14 69379VAA7 775000.00000000 PA USD 782023.44000000 0.001984739609 Long DBT CORP ID N 2 2028-04-27 Fixed 0.05150000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 900000.00000000 NC USD 132851.16000000 0.000337170148 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 149616.04000000 USD 0.00000000 USD 900000.00000000 USD -16764.88000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419LPA5 7966.88430000 PA USD 7785.38000000 0.000019758937 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAA9 12651000.00000000 PA USD 12587745.00000000 0.031947119255 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.06679040 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMCJ1 4338548.08600000 PA USD 3880003.90000000 0.009847271874 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378HZ38 55.67230000 PA USD 56.90000000 0.000000144409 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087R48 700000.00000000 PA 512420.31000000 0.001300499235 Long DBT NUSS CA N 2 2034-06-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419L2D4 71442.49500000 PA USD 69877.00000000 0.000177344619 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N ICE FUTURES EUROPE FINANCIALS N/A N/A -18.00000000 NC 15950.36000000 0.000040481281 N/A DIR CORP GB N 1 ICE FUTURES EUROPE FINANCIALS N/A Short UNITED KINGDOM,G.B. and N.IRELAND LONG GILT FUTURE UNDERLYING 2024-12-27 -2340409.03000000 GBP 15950.36000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178TSJ6 12294.63510000 PA USD 11653.13000000 0.000029575109 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03500000 N N N N N N AP CORE HOLDINGS II LLC N/A 00187GAC3 2187000.00000000 PA USD 1918305.18000000 0.004868570530 Long LON CORP US N 2 2027-09-01 Variable 0.10861220 N N N N N N COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR N/A 12515DAV6 1316000.00000000 PA USD 1178880.17000000 0.002991943781 Long ABS-MBS CORP US N 2 2050-05-10 Variable 0.04349700 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBB3 1100000.00000000 PA USD 998937.50000000 0.002535257541 Long DBT CORP CL N 2 2030-01-14 Fixed 0.03150000 N N N N N N FIRSTKEY HOMES 2020-SFR1 TR N/A 33767MAN5 756000.00000000 PA USD 738328.12000000 0.001873842892 Long ABS-CBDO CORP US N 2 2037-08-17 Fixed 0.04284000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJTS8 21726.43810000 PA USD 21311.91000000 0.000054088649 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BDY1 69.18510000 PA USD 70.15000000 0.000000178037 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N VOLCAN CIA MINERA SAA 549300XKJ91C4SZLG750 92863UAB2 1890000.00000000 PA USD 1617726.60000000 0.004105715885 Long DBT CORP PE N 2 2026-02-11 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BUF3 378.69000000 PA USD 385.24000000 0.000000977721 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31388LYN4 127.62270000 PA USD 133.37000000 0.000000338486 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07000000 N N N N N N API GROUP DE INC 549300PF7K5YYDIK7Y13 00186XAM5 3936140.88000000 PA USD 3942123.81000000 0.010004929356 Long LON CORP US N 2 2029-01-03 Variable 0.07246740 N N N N N N LANDSEA HOMES CORP 549300RP8AZAKHNILS36 51509PAA1 1313000.00000000 PA USD 1359011.46000000 0.003449108730 Long DBT CORP US N 2 2029-04-01 Fixed 0.08875000 N N N N N N CEDAR REALTY TRUST INC 54930056URX93R2RSN82 150602407 1166.00000000 NS USD 16953.64000000 0.000043027560 Long EP CORP US N 1 N N N MONGOLIA GOVERNMENT OF N/A 60937LAH8 245000.00000000 PA USD 255718.75000000 0.000649002454 Long DBT NUSS MN N 2 2029-06-05 Fixed 0.07875000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 4530000.00000000 PA USD 4484869.42000000 0.011382392811 Long DBT CORP US N 2 2025-09-15 Fixed 0.05625000 N N N N N N FORD CR AUTO OWNER TR 2020-REV2 N/A 34532JAA2 7100000.00000000 PA USD 6805217.94000000 0.017271330892 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.01060000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 2605000.00000000 PA USD 2414797.75000000 0.006128645893 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HGSC2 88889.07800000 PA USD 85713.41000000 0.000217536701 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBP0 16800000.00000000 PA USD 15280680.07000000 0.038781664904 Long DBT CORP US N 2 2031-05-13 Variable 0.02956000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M3DT4 383378.71400000 PA USD 364200.92000000 0.000924325224 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.04000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 1365000.00000000 PA USD 1381707.23000000 0.003506709553 Long DBT CORP US N 2 2030-06-15 Fixed 0.06000000 N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAN4 7088000.00000000 PA USD 6987262.15000000 0.017733350745 Long DBT CORP US N 2 2026-06-15 Fixed 0.03950000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 857305AA4 1650000.00000000 PA USD 1704140.63000000 0.004325030729 Long DBT NUSS ME N 2 2031-03-12 Fixed 0.07250000 N N N N N N JPMCC COML MTG SECS TR 2016-JP4 N/A 46645UAC1 1251000.00000000 PA USD 911600.07000000 0.002313599151 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.03512262 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 825547AE2 1640000.00000000 PA USD 1610283.20000000 0.004086824878 Long DBT CORP IN N 2 2025-07-18 Fixed 0.04150000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810UD8 1300000.00000000 PA USD 1268515.63000000 0.003219434466 Long DBT UST US N 2 2044-08-15 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXBW9 415.10700000 PA USD 414.45000000 0.000001051855 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M73F1 73945.57180000 PA USD 75554.68000000 0.000191754311 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.05000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 4105000.00000000 PA USD 4355405.00000000 0.011053818054 Long DBT CORP CO N 2 2033-01-13 Fixed 0.08875000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AD2 1030000.00000000 PA USD 865843.75000000 0.002197471710 Long DBT NUSS AM N 2 2031-02-02 Fixed 0.03600000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HMF8 3671.47700000 PA USD 3780.59000000 0.000009594963 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.06000000 N N N N N N CARDENAS MERGER SUB LLC 254900WQ0CLAIQ6DHO57 14141NAB6 4368115.36000000 PA USD 4383403.76000000 0.011124877622 Long LON CORP US N 2 2029-08-01 Variable 0.12184580 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 3610000.00000000 NC USD 532880.76000000 0.001352426919 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 806861.39000000 USD 0.00000000 USD 3610000.00000000 USD -273980.63000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6DM3 45745.12290000 PA USD 44655.98000000 0.000113334828 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AAXS2 5725.44990000 PA USD 5703.87000000 0.000014476160 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04500000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAF0 12116000.00000000 PA USD 12538351.89000000 0.031821761808 Long DBT CORP GB N 2 2027-07-27 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P76T5 470928.45870000 PA USD 458578.83000000 0.001163852029 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128L1YB0 65293.82660000 PA USD 68504.98000000 0.000173862496 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 0.06000000 N N N N N N BANCO DEL ESTADO DE CHILE 5493004R4EJC0W0XVQ72 05957AAC3 935000.00000000 PA USD 984087.50000000 0.002497568922 Long EP CORP CL N 2 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 18160000.00000000 PA USD 19609075.93000000 0.049766935000 Long DBT CORP US N 2 2046-03-15 Fixed 0.06600000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918374AA7 2080000.00000000 PA USD 1903200.00000000 0.004830234276 Long DBT CORP NL N 2 2028-07-15 Fixed 0.06375000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 79588YAA7 6768590.00000000 PA USD 6309611.91000000 0.016013505528 Long DBT CORP BR N 2 2031-06-30 Variable 0.09000000 N N Y N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H5XH9 264769.67200000 PA USD 255310.46000000 0.000647966233 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.04000000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAC4 5325103.19000000 PA USD 5195737.80000000 0.013186544144 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06331480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERSD3 684708.05700000 PA USD 640983.08000000 0.001626785647 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N JANUS INTERNATIONAL GROUP LLC 549300EG57ZJJG8NC776 47102DAN9 907200.00000000 PA USD 905503.54000000 0.002298126437 Long LON CORP US N 2 2030-08-05 Variable 0.07746740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQD66 221656.01270000 PA USD 208709.24000000 0.000529694475 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AQ2 890000.00000000 PA USD 866637.50000000 0.002199486211 Long DBT NUSS GT N 2 2030-06-01 Fixed 0.04900000 N N N N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DS8 1735000.00000000 PA USD 1355468.75000000 0.003440117495 Long DBT NUSS PE N 2 2041-03-11 Fixed 0.03300000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2UY8 2639172.50600000 PA USD 2212834.51000000 0.005616072456 Long ABS-CBDO USGSE US N 2 2051-10-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAPT3 1110117.27700000 PA USD 1060658.00000000 0.002691901338 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WVT2 9707862.49400000 PA USD 8165790.86000000 0.020724402537 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 1685000.00000000 PA USD 1546830.00000000 0.003925783567 Long DBT NUSS DO N 2 2060-01-30 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DN73 7307425.47700000 PA USD 6812306.48000000 0.017289321281 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940TF6 107777.54880000 PA USD 110154.28000000 0.000279566508 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31388GVM0 286.81470000 PA USD 298.47000000 0.000000757503 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180KJU6 16879.52580000 PA USD 16466.58000000 0.000041791424 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JJS8 12853.52510000 PA USD 12605.04000000 0.000031991013 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181TPZ8 23140.25700000 PA USD 21383.03000000 0.000054269149 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.03000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 24761000.00000000 PA USD 23641083.00000000 0.059999983946 Long DBT CORP US N 2 2026-03-25 Fixed 0.01650000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASAG4 17087.06140000 PA USD 16683.09000000 0.000042340916 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N AHLSTROM-MUNKSJO OYJ 213800F2MJ5Z2TAQ1726 N/A 2255400.53900000 PA USD 2246942.79000000 0.005702637706 Long LON CORP FI N 2 2028-02-04 Variable 0.09346190 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 2915000.00000000 PA USD 2558114.51000000 0.006492377254 Long DBT CORP US N 2 2029-05-01 Fixed 0.04500000 N N N N N N SEQUOIA MTG TR N/A 81744FCU9 2300.42300000 PA USD 2125.32000000 0.000005393964 Long ABS-CBDO CORP US N 2 2034-07-20 Variable 0.06577180 N N N N N N MORGAN STANLEY CAP I TR 2017-HR2 N/A 61691NAN5 2054000.00000000 PA USD 1729215.56000000 0.004388669750 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 0.02730000 N N N N N N CTR PARTNERSHIP LP / CARETRUST CAP CORP N/A 126458AE8 2860000.00000000 PA USD 2690409.72000000 0.006828136427 Long DBT CORP US N 2 2028-06-30 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M8T25 2371698.75600000 PA USD 1941073.92000000 0.004926356548 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AG2B3 9158.82700000 PA USD 9422.14000000 0.000023912959 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.07640000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 1230000.00000000 PA USD 1100475.34000000 0.002792955920 Long DBT CORP US N 2 2031-02-15 Fixed 0.03625000 N N N N N N SEADRILL FINANCE LTD 213800WMN3OHFUDHD642 81172QAA2 925000.00000000 PA USD 976410.58000000 0.002478085252 Long DBT CORP BM N 2 2030-08-01 Fixed 0.08375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A55Z8 53962.20610000 PA USD 53755.27000000 0.000136428408 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BPFB2 8525162.61700000 PA USD 8387999.57000000 0.021288358047 Long ABS-CBDO USGSE US N 2 2044-01-25 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2020-VKNG N/A 12433YAN7 463400.00000000 PA USD 456757.90000000 0.001159230593 Long ABS-MBS CORP US N 2 2037-10-15 Variable 0.07551480 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAL0 35000000.00000000 PA USD 763147.00000000 0.001936832071 Long ABS-MBS CORP US N 2 2042-10-10 Variable 0.00516169 N N N N N N BX TR 2019-OC11 N/A 05606FAA1 3131000.00000000 PA USD 2876978.53000000 0.007301639506 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 0.03202000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179KV27 9949.64390000 PA USD 9446.53000000 0.000023974859 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TRN1 25.65420000 PA USD 26.55000000 0.000000067382 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9EH3 2964136.06800000 PA USD 2589897.29000000 0.006573040491 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128CUKL9 5776.15000000 PA USD 5830.68000000 0.000014797998 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07000000 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR6 N/A 74333HAQ8 273000.00000000 PA USD 253074.60000000 0.000642291723 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.04003000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 12225000.00000000 PA USD 11969295.79000000 0.030377523536 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N VESTEL ELEKTONIK SANAYI TIC 789000X20ITI3ANQEL70 92548MAA5 1165000.00000000 PA USD 1172118.15000000 0.002974782085 Long DBT CORP TR N 2 2029-05-15 Fixed 0.09750000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAR4 4410000.00000000 PA USD 3969000.00000000 0.010073139893 Long DBT NUSS NG N 2 2028-09-28 Fixed 0.06125000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 2355000.00000000 PA USD 2436759.59000000 0.006184384035 Long DBT CORP US N 2 2032-07-15 Fixed 0.06625000 N N N N N N OPEN TR 2023-AIR N/A 68373BAG6 3704893.64000000 PA USD 3723368.46000000 0.009449738314 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.12020636 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180XDB6 44255.54340000 PA USD 41864.66000000 0.000106250586 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q95S8 1625645.99300000 PA USD 1669411.31000000 0.004236889308 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 0.05500000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAK0 1010000.00000000 PA USD 1049966.71000000 0.002664767335 Long DBT CORP US N 2 2032-01-15 Fixed 0.08250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941XC6 4233.39400000 PA USD 4233.54000000 0.000010744530 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DL1 880000.00000000 PA USD 886600.00000000 0.002250150120 Long DBT NUSS TR N 2 2032-07-17 Fixed 0.07125000 N N N N N N GOLUB CAP PARTNERS CLO 76 B LTD N/A 38180CAA3 175000.00000000 PA USD 175000.00000000 0.000444141970 Long ABS-CBDO CORP JE N 2 2037-10-25 Variable 0.00000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HQJ2 92112.79480000 PA USD 89034.93000000 0.000225966567 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATYD3 2057.31340000 PA USD 2090.24000000 0.000005304933 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNQ47 6688999.56900000 PA USD 6171961.31000000 0.015664154621 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A56H0 34052.86400000 PA USD 33323.89000000 0.000084574503 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 630000.00000000 PA USD 591688.57000000 0.001501678442 Long DBT CORP US N 2 2028-10-15 Fixed 0.06750000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AJ3 8054000.00000000 PA USD 9189785.15000000 0.023323253062 Long DBT CORP US N 2 2031-08-15 Fixed 0.07300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ER2J8 4769089.58290000 PA USD 4458577.50000000 0.011315665125 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 3450000.00000000 PA USD 3096660.66000000 0.007859182673 Long DBT CORP US N 2 2030-07-01 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EWS8 180.41220000 PA USD 183.91000000 0.000000466755 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 N/A 785000.00000000 PA USD 807814.06000000 0.002050195019 Long DBT CORP KY N 2 2032-10-13 Fixed 0.05250000 N N N N N N OPTICS BIDCO SPA 254900QZ5RQ7MPFWE741 683879AH3 407000.00000000 PA USD 440886.41000000 0.001118949479 Long DBT CORP IT N 2 2038-06-04 Fixed 0.07721000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AE3 2405000.00000000 PA USD 2343383.90000000 0.005947400818 Long DBT CORP GB N 2 2025-03-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSDM1 104786.80900000 PA USD 103544.84000000 0.000262792053 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200N4E8 1830.13130000 PA USD 1905.21000000 0.000004835335 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AABG2 62372.65100000 PA USD 60886.65000000 0.000154527524 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L65D9 478827.69870000 PA USD 454450.92000000 0.001153375583 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.03500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 1775000.00000000 PA USD 1771257.41000000 0.004495370037 Long DBT CORP US N 2 2026-09-01 Fixed 0.05500000 N N N N N N MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC N/A 60672JAA7 1650000.00000000 PA USD 1695624.15000000 0.004303416293 Long DBT CORP US N 2 2032-04-01 Fixed 0.06750000 N N N N N N KBC GROUPE SA/NV 213800X3Q9LSAKRUWY91 48241FAC8 4450000.00000000 PA USD 4775470.64000000 0.012119925374 Long DBT CORP BE N 2 2034-09-21 Variable 0.06324000 N N N N N N ROBLOX CORP N/A 771049AA1 5810000.00000000 PA USD 5352448.56000000 0.013584268862 Long DBT CORP US N 2 2030-05-01 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPPE8 148769.10790000 PA USD 145593.24000000 0.000369508962 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBD5 15144000.00000000 PA USD 13332645.85000000 0.033837643434 Long DBT CORP US N 2 2031-01-30 Fixed 0.03250000 N N N N N N BBCMS MTG TR 2022-C17 N/A 054976AK1 1050000.00000000 PA USD 994035.74000000 0.002522817099 Long ABS-MBS CORP US N 2 2055-09-15 Fixed 0.04889000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404QQX0 14088.96890000 PA USD 14044.34000000 0.000035643890 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 14265000.00000000 PA USD 14140181.25000000 0.035887131228 Long DBT CORP US N 2 2027-11-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MU93 702.13920000 PA USD 712.30000000 0.000001807784 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297KCG4 41032.88380000 PA USD 40884.01000000 0.000103761741 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875BZ4 1000000.00000000 PA USD 692810.00000000 0.001758319992 Long DBT NUSS SV N 2 2050-01-20 Fixed 0.07124600 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GSB5 241.58870000 PA USD 244.56000000 0.000000620682 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 N/A 4650000.00000000 PA 5155672.92000000 0.013084861316 Long DBT CORP GB N 2 2032-04-12 Fixed 0.04125000 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A 46637WAQ6 1393675.81600000 PA USD 1276603.42000000 0.003239960906 Long ABS-MBS CORP US N 2 2045-06-15 Variable 0.04845912 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207Q4Q7 90.68180000 PA USD 92.65000000 0.000000235141 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASAF6 23385.60010000 PA USD 23779.92000000 0.000060352345 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213CPZ7 164.86060000 PA USD 170.25000000 0.000000432086 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FPG5 169854.15240000 PA USD 169653.84000000 0.000430573661 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBDL4 97738.86430000 PA USD 95535.23000000 0.000242464030 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N EATON VANCE CLO 2020-1 LTD N/A 278300AY4 200000.00000000 PA USD 200029.00000000 0.000507664424 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 0.09801370 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 2945000.00000000 PA USD 2911155.77000000 0.007388379773 Long DBT CORP US N 2 2029-06-15 Fixed 0.05250000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AR4 22792000.00000000 PA USD 24252465.78000000 0.061551645390 Long DBT CORP US N 2 2028-03-15 Fixed 0.08050000 N N N N N N JDE PEETS BV 724500EHG519SE5ZRT89 47216QAC7 3931000.00000000 PA USD 3257767.11000000 0.008268063451 Long DBT CORP NL N 2 2031-09-24 Fixed 0.02250000 N N N N N N TELEFONICA CELULAR DEL PARAGUAY SA 254900R8A8IKGF4THL54 87936VAB3 1565000.00000000 PA USD 1552284.38000000 0.003939626534 Long DBT CORP PY N 2 2027-04-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412U7G9 32347.29680000 PA USD 32302.81000000 0.000081983049 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YTHM9 134721.00340000 PA USD 130455.24000000 0.000331089413 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.04000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 19550000.00000000 PA USD 19489237.04000000 0.049462789396 Long DBT CORP US N 2 2034-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410F5B7 61127.79620000 PA USD 63271.00000000 0.000160578894 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B5FG2 4636928.14000000 PA USD 4125112.36000000 0.010469345900 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAT6 1290000.00000000 PA USD 1375315.44000000 0.003490487484 Long DBT CORP CA N 2 2028-11-15 Fixed 0.08500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 89841EAB1 18823784.16700000 PA USD 18863878.83000000 0.047875658952 Long LON CORP US N 2 2031-02-10 Variable 0.08554630 N N N N N N BENCHMARK 2020-B21 MTG TR N/A 08163LAG4 1502000.00000000 PA USD 1270434.41000000 0.003224304242 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 0.01977500 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 N/A 1264436.25000000 PA USD 1268710.04000000 0.003219927870 Long LON CORP US N 2 2028-09-22 Variable 0.07311450 N N N N N N GENESEE and WYOMING INC G617XSG94Z7G0RMW3L02 37156QAZ9 3505000.00000000 PA USD 3503913.45000000 0.008892771568 Long LON CORP US N 2 2031-04-10 Variable 0.07334580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQDD4 953906.36900000 PA USD 878085.79000000 0.002228541446 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAQ1 11600000.00000000 PA USD 11223000.00000000 0.028483459062 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03287000 N N N N N N INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT N/A 74445PAF9 3310000.00000000 PA USD 3340816.10000000 0.008478837977 Long DBT CORP ID N 2 2030-05-15 Fixed 0.05450000 N N N N N N TRICON RESIDENTIAL 2021-SFR1 TR N/A 89614YAH9 315000.00000000 PA USD 292479.48000000 0.000742299500 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.04133000 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AA3 10276417.76000000 PA USD 10396995.08000000 0.026387096475 Long ABS-CBDO CORP US N 2 2036-05-20 Fixed 0.07210000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AHQ94 85667.84780000 PA USD 989.15000000 0.000002510417 Long ABS-CBDO USGSE US N 2 2032-04-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402XZC3 30857.02780000 PA USD 30756.09000000 0.000078057545 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N HAMILTON PROJECTS ACQUIROR LLC 5493005K6XILIQ2EZY52 N/A 1270000.00000000 PA USD 1279067.80000000 0.003246215389 Long LON CORP US N 2 2031-05-22 Variable 0.09093710 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 870000.00000000 PA USD 879072.99000000 0.002231046914 Long DBT CORP US N 2 2031-11-15 Fixed 0.07125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E9CL8 281863.84100000 PA USD 272498.58000000 0.000691588893 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HX75 49609.96620000 PA USD 51260.29000000 0.000130096264 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397KMB4 158415.63300000 PA USD 154375.13000000 0.000391796996 Long ABS-CBDO USGSE US N 2 2037-05-15 Variable 0.05718010 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VF41 62.92250000 PA USD 63.60000000 0.000000161413 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384DJC7 2232.27940000 PA USD 2331.22000000 0.000005916529 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176W2N0 105520.92970000 PA USD 102884.75000000 0.000261116774 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ARP33 2032032.48500000 PA USD 1587824.49000000 0.004029825702 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTE4 6316243.34600000 PA USD 5230603.65000000 0.013275032071 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418MYV8 180508.25170000 PA USD 187340.04000000 0.000475460425 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.06500000 N N N N N N PALMER SQUARE LN FDG 2024-3 N/A 69690RAA8 800000.00000000 PA USD 780181.60000000 0.001980065104 Long ABS-CBDO CORP KY N 2 2032-08-08 Variable 0.10736610 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFY9 24172.68500000 PA USD 23721.65000000 0.000060204459 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GESV3 26914.83850000 PA USD 26901.77000000 0.000068275457 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404YHA3 12445.70160000 PA USD 12407.99000000 0.000031490909 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04500000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAA1 952000.00000000 PA USD 979072.50000000 0.002484841082 Long DBT CORP LU N 2 2028-01-18 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSAU1 9057317.12400000 PA USD 8030863.15000000 0.020381962200 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AW4 1010000.00000000 PA USD 996647.80000000 0.002529446387 Long DBT NUSS ZA N 2 2027-09-27 Fixed 0.04850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407KN96 134.43480000 PA USD 138.77000000 0.000000352191 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FUF1 1029537.10610000 PA USD 1028450.43000000 0.002610160003 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 0.04500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AC5 172000.00000000 PA USD 21199.00000000 0.000053802089 Long DBT CORP VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBF81 139476.14630000 PA USD 136333.00000000 0.000346006898 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390DRP1 1727.30590000 PA USD 1785.17000000 0.000004530679 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 0.06000000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAK9 745937.50000000 PA USD 716100.00000000 0.001817428943 Long LON CORP US N 2 2026-12-30 Variable 0.14013720 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LT4K1 90235.46830000 PA USD 90133.32000000 0.000228754230 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCQ4 300000.00000000 PA USD 261400.47000000 0.000663422399 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N APRO LLC 549300HALLMPVGYAKP14 03834XAP8 3140000.00000000 PA USD 3140000.00000000 0.007969175929 Long LON CORP US N 2 2031-07-09 Variable 0.09075010 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBA5 992000.00000000 PA USD 1139451.12000000 0.002891874661 Long DBT CORP NL N 2 2032-10-14 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379ED20 50.35440000 PA USD 52.25000000 0.000000132608 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176WZW4 15412.52790000 PA USD 14661.74000000 0.000037210823 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKN87 101317.18800000 PA USD 87185.65000000 0.000221273179 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NVM7 7035.53440000 PA USD 6489.19000000 0.000016469266 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193SYD5 74279.82120000 PA USD 70107.37000000 0.000177929288 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AABL1 22252.74860000 PA USD 21736.40000000 0.000055165985 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04000000 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 5172000.00000000 PA USD 4474392.57000000 0.011355803047 Long DBT CORP US N 2 2030-10-01 Fixed 0.02532000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMQ6 182.51800000 PA USD 188.28000000 0.000000477846 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HYT5 21002.51500000 PA USD 21311.68000000 0.000054088066 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.05000000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 04009DAG9 5431567.91000000 PA USD 5311313.00000000 0.013479868698 Long LON CORP US N 2 2030-08-09 Variable 0.09246740 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBP5 1045000.00000000 PA USD 1136342.41000000 0.002883984898 Long DBT CORP KY N 2 2031-07-15 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGF41 3786819.34600000 PA USD 3668098.02000000 0.009309464474 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.04000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 3086000.00000000 PA USD 2805633.14000000 0.007120568180 Long DBT CORP US N 2 2032-03-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375MXW8 55.32160000 PA USD 55.23000000 0.000000140171 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAB6 5030000.00000000 PA USD 4256637.50000000 0.010803150670 Long DBT CORP JE N 2 2036-03-31 Fixed 0.02625000 N N N N N N SMRT 2022-MINI N/A 78457JAQ5 800000.00000000 PA USD 752160.24000000 0.001908948178 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.08687000 N N N N N N BX TR 2022-VAMF N/A 05609TAL4 783000.00000000 PA USD 770453.60000000 0.001955375886 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.08635890 N N N N N N MHP 2022-MHIL F N/A 55293DAN1 1033770.16000000 PA USD 1020422.53000000 0.002589785561 Long ABS-MBS CORP US N 2 2027-01-15 Variable 0.09294390 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 1585000.00000000 PA USD 1359632.81000000 0.003450685688 Long DBT CORP NL N 2 2031-07-13 Fixed 0.03061000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AVY3 48.72350000 PA USD 49.22000000 0.000000124918 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07000000 N N N N N N GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 N/A 36267KAD9 10757000.00000000 PA USD 10881544.55000000 0.027616860797 Long ABS-CBDO CORP US N 2 2028-06-16 Fixed 0.05450000 N N N N N N LBA TR 2024-BOLT N/A 50177BAQ0 1570000.00000000 PA USD 1542298.92000000 0.003914283894 Long ABS-MBS CORP US N 2 2026-06-15 Variable 0.09773890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31395N6X0 62263.04190000 PA USD 51987.57000000 0.000131942067 Long ABS-CBDO USGSE US N 2 2036-04-25 Fixed 0.00000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BL6J4 4894963.31700000 PA USD 4590337.51000000 0.011650065985 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAJ8 2493409.09000000 PA USD 2131091.82000000 0.005408613259 Long LON CORP US N 2 2029-02-19 Variable 0.12246740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HMK9 71.10600000 PA USD 72.38000000 0.000000183697 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N DH CORPORATION/SOCIETE DH N/A N/A 84001.08000000 PA USD 84001.08000000 0.000213190886 Long LON CORP CA N 3 2029-09-13 Variable 0.12459210 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAB2 1905000.00000000 PA USD 1954699.55000000 0.004960937771 Long DBT CORP KY N 2 2026-05-15 Fixed 0.07750000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAC6 4710000.00000000 PA USD 4931525.43000000 0.012515985271 Long DBT CORP US N 2 2032-06-30 Fixed 0.08250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940LA5 30496.04000000 PA USD 31150.05000000 0.000079057397 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.05000000 N N N N N N MORGAN STANLEY CAP I TR 2020-CNP N/A 61770YAJ4 462000.00000000 PA USD 311030.97000000 0.000789382331 Long ABS-MBS CORP US N 2 2042-04-05 Variable 0.02508520 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213DZ27 1943.20230000 PA USD 2026.31000000 0.000005142681 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07500000 N N N N N N OREILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAJ6 4640000.00000000 PA USD 4556655.67000000 0.011564583020 Long DBT CORP US N 2 2030-04-01 Fixed 0.04200000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 N/A 621100.00000000 PA USD 63383.26000000 0.000160863805 Long DBT CORP VE N 2 2027-04-12 Fixed 0.05375000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLM60 14333953.82400000 PA USD 12325721.02000000 0.031282114416 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WJK8 1864.44010000 PA USD 1905.28000000 0.000004835513 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05500000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 2305000.00000000 PA USD 2310762.50000000 0.005864609201 Long DBT CORP ID N 2 2032-04-14 Fixed 0.05315000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MPA9 5573.07830000 PA USD 5558.54000000 0.000014107319 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BJGM9 351441.95000000 PA USD 347189.54000000 0.000881151122 Long ABS-CBDO USGSE US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205A7M0 1.10330000 PA USD 1.10000000 0.000000002791 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L66G1 180784.91130000 PA USD 171581.28000000 0.000435465416 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.03500000 N N N N N N INDEPENDENCE PLAZA TR 2018-INDP N/A 45378YAS3 1064000.00000000 PA USD 978005.07000000 0.002482131994 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 0.04996000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M4WF8 66965.07260000 PA USD 65368.31000000 0.000165901771 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N SMYRNA READY MIX LLC 549300S7RFWHQFOIOY93 83283EAJ2 1639519.56000000 PA USD 1649766.56000000 0.004187031834 Long LON CORP US N 2 2029-04-02 Variable 0.08777950 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WMWJ6 541071.38880000 PA USD 513042.75000000 0.001302078959 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC N/A 23344MAC2 2551184.57000000 PA USD 2547638.42000000 0.006465789418 Long LON CORP US N 2 2028-03-31 Variable 0.09111220 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BB3 4727406.70000000 PA USD 4579675.24000000 0.011623005633 Long LON CORP US N 2 2029-01-31 Variable 0.08611220 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 43892000.00000000 PA USD 36603319.06000000 0.092897544329 Long DBT CORP US N 2 2047-05-01 Fixed 0.05375000 N N N N N N INEOS US PETROCHEM LLC N/A N/A 4934512.77400000 PA USD 4940680.91000000 0.012539221459 Long LON CORP US N 2 2029-04-02 Variable 0.09596740 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 2265000.00000000 PA USD 1939406.25000000 0.004922124078 Long DBT NUSS MX N 2 2110-10-12 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MPF4 1932.96450000 PA USD 1949.72000000 0.000004948299 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56P2 8954333.94900000 PA USD 7939550.92000000 0.020150215950 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CU93 255681.26300000 PA USD 252491.05000000 0.000640810700 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04500000 N N N N N N AEROPUERTO INTERNACIONAL DE TOCUMEN SA 254900FO1PHX49ZIGB14 00787CAE2 545000.00000000 PA USD 428168.35000000 0.001086671626 Long DBT CORP PA N 2 2061-08-11 Fixed 0.05125000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 18912UAA0 10923000.00000000 PA USD 10993584.43000000 0.027901212872 Long DBT CORP US N 2 2029-09-30 Fixed 0.09000000 N N N N N N WFRBS COML MTG TR 2014-C24 N/A 92939KAH1 9997101.86550000 PA USD 248.93000000 0.000000631772 Long ABS-MBS CORP US N 2 2047-11-15 Variable 0.00958368 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 N/A 1691732.76600000 PA USD 1505642.16000000 0.003821250719 Long LON CORP LU N 2 2027-10-31 Variable 0.10301370 N N N N N N KOBE US MIDCO 2 INC N/A 499894AA1 4711287.00000000 PA USD 3863255.34000000 0.009804764797 Long DBT CORP US N 2 2026-11-01 Variable 0.09250000 N N Y N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EZ22 361.81940000 PA USD 368.83000000 0.000000936073 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZP4 51937.96580000 PA USD 50658.30000000 0.000128568441 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N VASA TR 2021-VASA N/A 92230AAC0 1019000.00000000 PA USD 852194.18000000 0.002162829728 Long ABS-MBS CORP US N 2 2039-07-15 Variable 0.06701480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419C6V0 11100.84660000 PA USD 10869.77000000 0.000027586977 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWA45 34297411.41300000 PA USD 26832055.07000000 0.068098524651 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYC54 1413972.99200000 PA USD 1359707.82000000 0.003450876060 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 7070000.00000000 PA USD 6666298.05000000 0.016918758585 Long DBT CORP US N 2 2030-06-01 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKU45 102768.86700000 PA USD 101647.17000000 0.000257975853 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UQH3 1069.31740000 PA USD 1109.56000000 0.000002816012 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 0.07000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AB9 1235000.00000000 PA USD 1298299.93000000 0.003295025653 Long DBT CORP US N 2 2032-05-15 Fixed 0.07500000 N N N N N N BX COML MTG TR 2021-MC N/A 05608GAN9 709000.00000000 PA USD 593929.80000000 0.001507366581 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.08538260 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMAB0 17352590.30700000 PA USD 14370016.67000000 0.036470442979 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AG8 4694000.00000000 PA USD 4542383.80000000 0.011528361669 Long DBT CORP GB N 2 2026-05-15 Fixed 0.10250000 N N N N N N AKUMIN INC N/A 01021XAA8 1255000.00000000 PA USD 1041650.00000000 0.002643659906 Long DBT CORP US N 2 2028-08-01 Fixed 0.08000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRM76 5377609.71400000 PA USD 5544444.68000000 0.014071546205 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193PJB2 57225.11910000 PA USD 54010.66000000 0.000137076576 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AXLK6 30353.16700000 PA USD 27145.12000000 0.000068893069 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TVC0 9.48230000 PA USD 9.84000000 0.000000024973 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 22700000.00000000 NC USD 963622.49000000 0.002445629666 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2035-02-28 0.00000000 USD 0.00000000 USD 22700000.00000000 USD 1.00000000 3.73750000 USD 2025-02-26 XXXX 144152.49000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CB6 1408520.00000000 PA USD 605663.60000000 0.001537146427 Long DBT NUSS UA N 2 2035-02-01 Variable 0.01750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLRV4 3598469.84400000 PA USD 3346101.60000000 0.008492252333 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8YQ1 204194.20010000 PA USD 204144.01000000 0.000518108130 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293TGM3 194.15440000 PA USD 197.69000000 0.000000501728 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307TPN5 45245.44930000 PA USD 43832.17000000 0.000111244036 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.03000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 14275000.00000000 PA USD 14710362.95000000 0.037334226221 Long DBT CORP US N 2 2049-02-14 Fixed 0.05950000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 1750000.00000000 NC USD 258321.70000000 0.000655608622 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 417548.58000000 USD 0.00000000 USD 1750000.00000000 USD -159226.88000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FLVU9 124268.98690000 PA USD 116177.92000000 0.000294854230 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375NC66 85.86340000 PA USD 89.09000000 0.000000226106 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178D6X4 40881.41680000 PA USD 37776.96000000 0.000095876191 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZX4 77591000.00000000 PA USD 77358220.79000000 0.196331614992 Long DBT CORP US N 2 2024-11-01 Fixed 0.04063000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HLG23 21353.04720000 PA USD 19817.32000000 0.000050295448 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03000000 N N N N N N RAND PARENT LLC N/A 753272AA1 10635000.00000000 PA USD 10635170.16000000 0.026991573900 Long DBT CORP US N 2 2030-02-15 Fixed 0.08500000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGP2 393794.71600000 PA USD 323647.83000000 0.000821403342 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FU62 1257.83400000 PA USD 1301.80000000 0.000003303908 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAS0 2120000.00000000 PA USD 2334577.92000000 0.005925051645 Long DBT CORP NL N 2 2029-09-15 Fixed 0.07875000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BL0 8801000.00000000 PA USD 9393261.01000000 0.023839665459 Long DBT CORP US N 2 2030-04-01 Fixed 0.05950000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCK7 7195000.00000000 PA USD 6243141.79000000 0.015844807413 Long DBT CORP US N 2 2031-02-01 Fixed 0.04250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QT50 412162.00180000 PA USD 400318.73000000 0.001015990569 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GCK4 30213.39780000 PA USD 30102.31000000 0.000076398281 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 5650000.00000000 NC 68827.40000000 0.000174680783 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 SOCIETE GENERALE SOCIETE GENERALE FRANCE 2.625% 02/27/2025 REGS Y 2029-06-20 37167.13000000 EUR 0.00000000 EUR 5650000.00000000 EUR 30663.56000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374N5Y4 39.01510000 PA USD 38.89000000 0.000000098701 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7DP5 525.16140000 PA USD 532.62000000 0.000001351765 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KN5B5 3941685.64000000 PA USD 3261722.79000000 0.008278102785 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CLK1 484.45810000 PA USD 494.59000000 0.000001255246 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N CORE and MAIN LP 549300ZSLF8Q660SCD17 40416VAF2 1198975.00000000 PA USD 1198231.64000000 0.003041056924 Long LON CORP US N 2 2031-02-10 Variable 0.07589390 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 3383000.00000000 PA USD 3139138.81000000 0.007966990268 Long DBT CORP US N 2 2029-12-01 Fixed 0.04875000 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAE5 385000.00000000 PA USD 393475.39000000 0.000998622486 Long DBT CORP US N 2 2028-11-01 Fixed 0.09500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPBC5 104735.08340000 PA USD 102307.10000000 0.000259650725 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFD55 5307832.16400000 PA USD 4432010.13000000 0.011248238359 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293L6C3 237.10290000 PA USD 241.58000000 0.000000613118 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.06000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-C10 N/A 46651EAL8 876000.00000000 PA USD 759753.57000000 0.001928219701 Long ABS-MBS CORP US N 2 2039-06-05 Variable 0.03908893 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 N/A 2091000.00000000 PA 2266289.00000000 0.005751737499 Long DBT CORP IT N 2 2199-12-31 Variable 0.03375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HJG4 10426.21540000 PA USD 10152.83000000 0.000025767416 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371J7G3 98.25430000 PA USD 102.34000000 0.000000259734 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.07000000 N N N N N N TRANSUNION LLC X8NPN6PWJOM1QCTYFV34 89334GBF0 2839091.37400000 PA USD 2839091.37000000 0.007205483633 Long LON CORP US N 2 2031-06-06 Variable 0.06996740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HR32 77.14790000 PA USD 78.35000000 0.000000198848 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292K2T3 29325.34730000 PA USD 29326.78000000 0.000074430022 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N AVIS BUDGET CAR RENT LLC XN8R4HH1TVC1XOCL5P21 05377JAT9 1140012.97000000 PA USD 1138941.36000000 0.002890580914 Long LON CORP US N 2 2029-03-16 Variable 0.08346740 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCY9 6428000.00000000 PA USD 6568515.31000000 0.016670590478 Long DBT CORP US N 2 2034-02-01 Variable 0.05817000 N N N N N N GCM MINING CORP 5493001GJ5TILX6L1F82 38501DAR6 2340000.00000000 PA USD 2274199.20000000 0.005771813224 Long DBT CORP CA N 2 2026-08-09 Fixed 0.06875000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 1185000.00000000 PA USD 1088234.91000000 0.002761890270 Long DBT CORP US N 2 2030-04-01 Fixed 0.04375000 N N N N N BX 2024-CNYN N/A 05612HAA9 44865398.56000000 PA USD 44668614.44000000 0.113366893950 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.06778768 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JP6N7 66353.86160000 PA USD 64709.69000000 0.000164230224 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X0PV4 70117.45460000 PA USD 66370.82000000 0.000168446095 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZT6 197521.61690000 PA USD 192689.43000000 0.000489036932 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GRB6 110.62970000 PA USD 110.86000000 0.000000281357 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAM1 7930000.00000000 PA USD 6589268.79000000 0.016723261858 Long DBT CORP US N 2 2052-04-05 Fixed 0.04400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMP81 5497623.10300000 PA USD 5097640.24000000 0.012937577037 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.02500000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAF0 760000.00000000 PA USD 710859.77000000 0.001804129480 Long DBT CORP US N 2 2029-02-15 Fixed 0.04250000 N N N N N N MFA 2022-RPL1 TR N/A 55285TAA4 6990208.02000000 PA USD 6561644.66000000 0.016653153083 Long ABS-CBDO CORP US N 2 2061-08-25 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402NRL4 25897.72470000 PA USD 25813.74000000 0.000065514087 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CE0 1588089.00000000 PA USD 488337.37000000 0.001239377839 Long DBT NUSS UA N 2 2034-02-01 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133L7V46 1890068.24000000 PA USD 1720924.14000000 0.004367626507 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.02000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BMB5 219140.61150000 PA USD 218755.03000000 0.000555190229 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.05946400 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5AQ6 2213956.72150000 PA USD 2072575.00000000 0.005260100255 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03500000 N N N N N N VIRGIN MEDIA BRISTOL LLC 213800IQ982XX69LE276 N/A 4580000.00000000 PA USD 4384067.60000000 0.011126562417 Long LON CORP US N 2 2031-03-06 Variable 0.08656210 N N N N N N DBJPM 2020-C9 N/A 233063BS4 377000.00000000 PA USD 254000.88000000 0.000644642579 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 0.02250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KCX1 37928.17800000 PA USD 37065.16000000 0.000094069675 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNVT7 1749607.66400000 PA USD 1561956.64000000 0.003964174286 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N BULLDOG PURCHASER INC N/A 12021GAE4 430000.00000000 PA USD 426418.10000000 0.001082229572 Long LON CORP US N 2 2032-06-14 Variable 0.12084580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RLZ0 3263.97330000 PA USD 3395.96000000 0.000008618790 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G6V4 30.17330000 PA USD 30.87000000 0.000000078346 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.08500000 N N N N N N WWEX UNI TOPCO HOLDINGS LLC 254900XFGYPZZSG8I385 00435UAB4 2912147.67000000 PA USD 2920447.29000000 0.007411961225 Long LON CORP US N 2 2028-07-26 Variable 0.09846190 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H052694 -70150000.00000000 PA USD -70598721.49000000 -0.17917631591 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.05500000 N N N N N N WFRBS COML MTG TR 2013-C16 N/A 92938EBR3 127352.66000000 PA USD 117801.21000000 0.000298974065 Long ABS-MBS CORP US N 2 2046-09-15 Variable 0.04766157 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 N/A 1600000.00000000 PA 1711159.05000000 0.004342843156 Long DBT CORP NL N 2 2026-02-23 Fixed 0.02000000 N N N N N N NATIXIS COML MTG SECS TR 2018-285M N/A 63874FAN7 307000.00000000 PA USD 201085.00000000 0.000510344503 Long ABS-MBS CORP US N 2 2032-11-15 Variable 0.03916747 N N N N N N COMM 2013-LC6 MTG TR N/A 20048EAE1 493135.64000000 PA USD 459750.36000000 0.001166825319 Long ABS-MBS CORP US N 2 2046-01-10 Variable 0.04068023 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31380MAU0 551.43960000 PA USD 572.19000000 0.000001452191 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 0.07000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBA7 5814000.00000000 PA USD 5361612.66000000 0.013607526927 Long LON CORP US N 2 2029-01-20 Variable 0.10611220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYJ5 2312153.42400000 PA USD 2072751.44000000 0.005260548052 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02500000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AB6 4229000.00000000 PA USD 3972202.01000000 0.010081266447 Long DBT CORP US N 2 2029-10-01 Fixed 0.06250000 N N N N N N HOME PARTNERS AMER 2019-1 TR N/A 43731QAL2 88412.98000000 PA USD 81601.90000000 0.000207101878 Long ABS-MBS CORP US N 2 2039-09-17 Fixed 0.04101000 N N N N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAQ7 165847.84000000 PA USD 166262.46000000 0.000421966494 Long LON CORP US N 2 2025-07-31 Variable 0.13096190 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 12566000.00000000 PA USD 12696219.07000000 0.032222421467 Long DBT CORP US N 2 2028-06-15 Fixed 0.04950000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAL2 623936.00000000 PA USD 322251.09000000 0.000817858480 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05295796 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XJZ4 881323.91330000 PA USD 862624.60000000 0.002189301655 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JJF6 9830.00260000 PA USD 10172.58000000 0.000025817541 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.06500000 N N N N N N APTIV PLC 254900HTTDFIJZ32GX53 N/A 22300.00000000 NS USD 1595119.00000000 0.004048338834 Long EC CORP JE N 1 N N N BBCMS 2016-ETC MTG TR N/A 05491LAJ7 637000.00000000 PA USD 533900.98000000 0.001355016190 Long ABS-MBS CORP US N 2 2036-08-14 Variable 0.03729197 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ES33 58399.97810000 PA USD 58217.92000000 0.000147754409 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N LIFE 2021-BMR MTG TR N/A 53218CAG5 4659663.58000000 PA USD 4533629.47000000 0.011506143581 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06851480 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAC7 850000.00000000 PA USD 908171.88000000 0.002304898562 Long DBT CORP LU N 2 2042-02-23 Fixed 0.06510000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLA49 42240.13200000 PA USD 36374.95000000 0.000092317954 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECG3 12682191.91000000 PA USD 10894724.47000000 0.027650310829 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY CAP I TR 2018-L1 N/A 61691QAD0 5038740.00000000 PA USD 4957554.31000000 0.012582045374 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 0.04139000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 79970YAE5 7883000.00000000 PA USD 0.79000000 0.000000002004 Long DBT CORP US N 3 2049-12-31 Fixed 0.07250000 Y Y N N N N REPUBLICA ORIENTAL DEL URUGUAY 549300RDR012H2V82H43 760942BA9 2260000.00000000 PA USD 2243050.00000000 0.005692757983 Long DBT NUSS UY N 2 2050-06-18 Fixed 0.05100000 N N N N N N ALPHA STAR HOLDING VIII LTD 254900TMRVHA9YMIFC14 N/A 900000.00000000 PA USD 930093.75000000 0.002360535262 Long DBT CORP AE N 2 2027-04-12 Fixed 0.08375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J67F5 55226.31750000 PA USD 53941.94000000 0.000136902168 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N BBCMS MORTGAGE TRUST 2023-C21 N/A 05553WAH2 1105000.00000000 PA USD 1180370.17000000 0.002995725333 Long ABS-MBS CORP US N 2 2056-09-15 Variable 0.06506414 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407FM23 4731.53830000 PA USD 4938.64000000 0.000012534041 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B4HM0 1452646.17000000 PA USD 1292305.70000000 0.003279812572 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HLA2 77.63380000 PA USD 78.60000000 0.000000199483 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N AIT WORLDWIDE LOGISTICS HOLDINGS INC N/A 00145AAB9 3055988.94000000 PA USD 3055347.18000000 0.007754330956 Long LON CORP US N 2 2028-04-06 Variable 0.09968090 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BNX6 284374.71880000 PA USD 284565.68000000 0.000722214639 Long ABS-CBDO USGA US N 2 2061-11-20 Variable 0.06146400 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q2U2 2185.13760000 PA USD 2216.82000000 0.000005626187 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.05000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BMM70 8473189.78000000 PA USD 7999415.61000000 0.020302149786 Long ABS-CBDO USGSE US N 2 2052-02-25 Fixed 0.02500000 N N N N N N DLLAA 2023-1A N/A 23292HAB7 4425006.17000000 PA USD 4440193.23000000 0.011269006691 Long ABS-CBDO CORP US N 2 2026-07-20 Fixed 0.05930000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402TFJ9 33934.72580000 PA USD 33829.12000000 0.000085856754 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAN8 1735000.00000000 PA USD 1753172.89000000 0.004449472355 Long DBT CORP CA N 2 2032-08-15 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CA61 514251.21400000 PA USD 502282.33000000 0.001274769507 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419FET9 55528.97800000 PA USD 54449.12000000 0.000138189368 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAQ1 1339218.00000000 PA USD 4017.65000000 0.000010196611 Long ABS-MBS CORP US N 3 2044-08-10 Fixed 0.04500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BR4 1135000.00000000 PA USD 920655.25000000 0.002336580782 Long DBT NUSS PA N 2 2033-01-19 Fixed 0.03298000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 55306NAA2 2110000.00000000 PA USD 2172245.00000000 0.005513058142 Long DBT CORP US N 2 2030-06-01 Fixed 0.01250000 N N N N Y MKS INSTRUMENTS INC USD XXXX N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FM60 1489439.98500000 PA USD 1421467.31000000 0.003607618812 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312938F24 763.26420000 PA USD 763.07000000 0.000001936636 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04500000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAC7 600000.00000000 PA USD 558750.00000000 0.001418081863 Long DBT NUSS NG N 2 2027-11-28 Fixed 0.06500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDS6 1120000.00000000 PA USD 1122110.08000000 0.002847863898 Long DBT CORP US N 2 2027-02-01 Fixed 0.06250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NBF4 94.59860000 PA USD 96.65000000 0.000000245293 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BV4 2119796.00000000 PA USD 2323947.19000000 0.005898071340 Long DBT CORP US N 2 2029-11-15 Fixed 0.11000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180C4V8 813808.05690000 PA USD 773471.17000000 0.001963034340 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 0.03500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 5480000.00000000 PA 6199526.88000000 0.015734114772 Long DBT CORP CH N 2 2033-06-09 Variable 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J7N84 527496.09600000 PA USD 479945.59000000 0.001218079886 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7JB4 2200134.54300000 PA USD 2073386.33000000 0.005262159373 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389GLG3 225.14850000 PA USD 236.06000000 0.000000599109 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307UGP7 103820.39850000 PA USD 100442.48000000 0.000254918405 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4XH4 2784889.81200000 PA USD 2715287.34000000 0.006891274685 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 49021171.01800000 PA USD 41287885.21000000 0.104786758280 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DM53 32096.70050000 PA USD 30473.71000000 0.000077340877 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 0.03500000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BW5 985000.00000000 PA USD 1085962.50000000 0.002756122998 Long DBT NUSS ID N 2 2046-01-08 Fixed 0.05950000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R6H7 1155918.75000000 PA USD 1123135.51000000 0.002850466392 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 0.03000000 N N N N N N HEIMSTADEN AB 549300WD2QBD89VBPV88 N/A 4100000.00000000 PA 3641574.47000000 0.009242148921 Long DBT CORP SE N 2 2027-03-06 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LDHM9 133998.25560000 PA USD 136250.39000000 0.000345797238 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3BW1 5412.05560000 PA USD 5497.55000000 0.000013952529 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.05000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918VBB9 3570000.00000000 PA USD 3569250.30000000 0.009058593496 Long LON CORP US N 2 2031-05-09 Variable 0.07246740 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A 46637WAU7 1233000.00000000 PA USD 695344.92000000 0.001764753502 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 0.04000000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAT4 63655000.00000000 PA USD 63307266.74000000 0.160670938303 Long DBT CORP US N 2 2025-03-24 Fixed 0.04700000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 13965000.00000000 PA USD 13804227.52000000 0.035034496076 Long DBT CORP US N 2 2025-12-15 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GRHH7 3658767.91000000 PA USD 3579273.49000000 0.009084031892 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNN88 8866.60360000 PA USD 8659.21000000 0.000021976677 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CLB1 65.58560000 PA USD 66.71000000 0.000000169306 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31377ZC59 6.30200000 PA USD 6.28000000 0.000000015938 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 0.07500000 N N N N N N SAFEHOLD OPERATING PARTNERSHIP LP 54930012UY5Z4Q8NL108 785931AA4 4551000.00000000 PA USD 4733848.03000000 0.012014289100 Long DBT CORP US N 2 2034-04-01 Fixed 0.06100000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36193VFY3 27486.29890000 PA USD 25942.34000000 0.000065840468 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QSBU9 31340.92500000 PA USD 31940.99000000 0.000081064767 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 0.05625000 N N N N N N NEON MAPLE US DEBT MERGERSUB INC 254900L3D6CI0XH2P605 N/A 6275000.00000000 PA USD 6251468.75000000 0.015865940855 Long LON CORP US N 2 2031-07-21 Variable 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378FBW4 46.23240000 PA USD 47.21000000 0.000000119816 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N Red Planet Borrower LLC 254900LGTHBRY5NA0C90 57165KAB2 2028912.19000000 PA USD 1947755.70000000 0.004943314599 Long LON CORP US N 2 2028-09-30 Variable 0.08846740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294NEZ7 4041.51590000 PA USD 4219.43000000 0.000010708719 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419DK42 15607.89550000 PA USD 15585.77000000 0.000039555969 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04500000 N N N N N N VB-S1 ISSUER LLC N/A 91823ABE0 1980000.00000000 PA USD 2040175.57000000 0.005177871988 Long ABS-CBDO CORP US N 2 2054-05-15 Fixed 0.06644000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5ME9 113466.83840000 PA USD 112993.77000000 0.000286773003 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 3090000.00000000 PA USD 2823168.61000000 0.007165072398 Long DBT CORP US N 2 2032-02-01 Fixed 0.04250000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AC4 7730000.00000000 PA USD 6684006.32000000 0.016963701362 Long DBT CORP US N 2 2030-11-18 Fixed 0.02750000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DN2 10000000.00000000 PA USD 10770205.20000000 0.027334286635 Long DBT CORP US N 2 2064-05-01 Fixed 0.07008000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ATCR9 17202.22760000 PA USD 16429.61000000 0.000041697596 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.03500000 N N N N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAS3 378725.03000000 PA USD 378725.03000000 0.000961186749 Long LON CORP US N 3 2025-07-31 Variable 0.13096190 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAD5 4521288.88400000 PA USD 3903635.61000000 0.009907248070 Long LON CORP US N 2 2029-01-24 Variable 0.08680000 N N N N N N CHARLOTTE BUYER INC N/A 12568YAG9 2971238.84000000 PA USD 2986926.98000000 0.007580683628 Long LON CORP US N 2 2028-02-11 Variable 0.10076660 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAN6 3196000.00000000 PA USD 3319720.36000000 0.008425297957 Long DBT CORP US N 2 2029-01-15 Fixed 0.08375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NYA5 125.21600000 PA USD 126.62000000 0.000000321355 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MHEQ8 2071715.36000000 PA USD 1849517.26000000 0.004693989945 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RCR1 146.65220000 PA USD 150.05000000 0.000000380820 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FLATIRON CLO LTD N/A 33883JAN1 15169000.00000000 PA USD 15131547.74000000 0.038403173893 Long ABS-CBDO CORP KY N 2 2034-11-16 Variable 0.06437140 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374H2N9 44450.87490000 PA USD 4114.57000000 0.000010442589 Long ABS-CBDO USGA US N 2 2034-08-17 Variable 0.01746880 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419ESB6 247800.72840000 PA USD 242772.28000000 0.000616144907 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N INSIGHT ENTERPRISES INC 529900S8991TYW6YP792 45765UAC7 1735000.00000000 PA USD 1795914.12000000 0.004557947635 Long DBT CORP US N 2 2032-05-15 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKJK7 5576080.97600000 PA USD 5389329.10000000 0.013677869981 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416WQ96 8650.74120000 PA USD 8639.36000000 0.000021926299 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CK8 33312000.00000000 PA USD 27278417.30000000 0.069231371510 Long DBT CORP US N 2 2053-04-01 Fixed 0.05250000 N N N N N N WELLS FARGO COML MTG TR 2020-C55 N/A 95002EAZ0 4000000.00000000 PA USD 3791169.60000000 0.009621814497 Long ABS-MBS MUN US N 2 2053-02-15 Fixed 0.02651000 N N N N N N REXFORD INDL RLTY INC 549300MSLO0DF0EMX355 76169C308 30100.00000000 NS USD 690193.00000000 0.001751678166 Long EP CORP US N 1 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R4W5 16060.71420000 PA USD 15686.70000000 0.000039812124 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MDV6 576.81090000 PA USD 605.80000000 0.000001537492 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06500000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 2520000.00000000 PA USD 2258550.00000000 0.005732096272 Long DBT CORP GT N 2 2032-02-03 Fixed 0.05125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201DAT9 209.79780000 PA USD 217.36000000 0.000000551649 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GERN2 60585.11550000 PA USD 60596.28000000 0.000153790578 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46514BRM1 955000.00000000 PA USD 916800.00000000 0.002326796335 Long DBT NUSS IL N 2 2054-03-12 Fixed 0.05750000 N N N N N N TRICON RESIDENTIAL 2023-SFR1 TRUST N/A 89616WAE8 476000.00000000 PA USD 489195.86000000 0.001241556647 Long ABS-CBDO CORP US N 2 2040-07-17 Fixed 0.07977000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 32000000.00000000 PA USD 33848914.88000000 0.085906992899 Long DBT CORP US N 2 2035-04-19 Variable 0.05831000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A83H4 26171.19760000 PA USD 26081.03000000 0.000066192457 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05608KAN0 2545677.06000000 PA USD 2492933.94000000 0.006326951958 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.09403810 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAD5 1535000.00000000 PA USD 1584018.84000000 0.004020167137 Long DBT CORP KR N 2 2028-01-17 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NXH42 23646.80380000 PA USD 21877.94000000 0.000055525207 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CT2 825000.00000000 PA USD 873984.38000000 0.002218132256 Long DBT NUSS PH N 2 2033-04-13 Fixed 0.05609000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AD9 16432000.00000000 PA USD 17235973.72000000 0.043744110475 Long DBT CORP US N 2 2028-11-27 Fixed 0.07350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EEX79 58497.80800000 PA USD 57142.17000000 0.000145024205 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGS4 2688000.00000000 PA USD 2667315.01000000 0.006769523112 Long DBT UST US N 2 2030-03-31 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEJ27 4458.21260000 PA USD 4456.58000000 0.000011310595 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCC7 28974000.00000000 PA USD 27354388.17000000 0.069424182093 Long DBT CORP US N 2 2030-07-15 Fixed 0.03950000 N N N N N N BELRON FINANCE US LLC N/A 08078UAJ2 815784.06000000 PA USD 817570.63000000 0.002074956746 Long LON CORP US N 2 2028-04-28 Variable 0.07319020 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M7PU9 1971597.01900000 PA USD 1620395.26000000 0.004112488822 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N ZAMBIA REPUBLIC 213800DMLAZ6LGMMD849 988895AQ1 184199.68000000 PA USD 161002.03000000 0.000408615764 Long DBT NUSS ZM N 2 2033-06-30 Variable 0.05750000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 1015000.00000000 PA USD 910687.64000000 0.002311283445 Long DBT CORP US N 2 2032-05-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQYT6 9049941.47900000 PA USD 8998071.74000000 0.022836693223 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WJN53 3496714.44500000 PA USD 3337686.67000000 0.008470895627 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406B5Q9 7846.26830000 PA USD 7824.04000000 0.000019857054 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QXCM7 154351.00000000 PA USD 149488.51000000 0.000379394979 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAV2 8417000.00000000 PA USD 8411112.90000000 0.021347018619 Long DBT CORP US N 2 2024-09-30 Fixed 0.05125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MQN3 3303.34210000 PA USD 3056.15000000 0.000007756368 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AVP90 1142696.17580000 PA USD 1117633.88000000 0.002836503507 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFNE3 3386.13270000 PA USD 3433.89000000 0.000008715055 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N BX COML MTG TR 2024-XL5 N/A 05612GAA1 67802943.51000000 PA USD 67591059.31000000 0.171543007295 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.06728540 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPD50 48520.35340000 PA USD 47082.80000000 0.000119493986 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04000000 N N N N N N SOUTHERN WTR SERVICES FIN LTD 213800BTY35K1724Z452 N/A 930000.00000000 PA 976699.09000000 0.002478817477 Long DBT CORP KY N 2 2028-05-28 Fixed 0.02375000 N N N N N N LEIA FINCO US LLC N/A N/A 6440000.00000000 PA USD 6376952.40000000 0.016184412601 Long LON CORP US N 2 2031-07-02 Variable 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMSJ4 9176978.70100000 PA USD 7911329.26000000 0.020078590671 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KYF82 901771.79800000 PA USD 809810.73000000 0.002055262476 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297TTR4 1918.25590000 PA USD 1951.26000000 0.000004952208 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.05000000 N N N N N N CEDAR FUNDING LTD 549300ZKTUZSV15HAV29 15033XAJ5 18972000.00000000 PA USD 18975471.88000000 0.048158876993 Long ABS-CBDO CORP KY N 2 2032-10-20 Variable 0.06643620 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295SB54 1523.38120000 PA USD 1584.33000000 0.000004020956 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 0.06000000 N N N N N N TERWIN MORTGAGE TRUST N/A 881561BU7 12132.20700000 PA USD 12324.02000000 0.000031277797 Long ABS-CBDO CORP US N 2 2034-09-25 Variable 0.06252430 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531TAF6 4965000.00000000 PA USD 4756616.47000000 0.012072074356 Long DBT CORP FR N 2 2027-04-01 Fixed 0.08750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395MT74 832743.86630000 PA USD 863238.70000000 0.002190860213 Long ABS-CBDO USGSE US N 2 2035-02-15 Fixed 0.05750000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLZ3 200831.80300000 PA USD 200329.24000000 0.000508426419 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.05946400 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419FCX2 28279.37860000 PA USD 27679.38000000 0.000070248996 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HZM9 446.12170000 PA USD 452.69000000 0.000001148906 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QT3J3 210220.93590000 PA USD 203467.00000000 0.000516389910 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FB59 9657.19590000 PA USD 9623.12000000 0.000024423037 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378FCV5 25.57060000 PA USD 25.64000000 0.000000065073 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413CRM3 8117.04700000 PA USD 8103.33000000 0.000020565879 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 37443GAL5 1150000.00000000 PA USD 602312.50000000 0.001528641489 Long DBT NUSS GH N 2 2029-04-07 Fixed 0.07750000 Y Y N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MSM8 24.73590000 PA USD 25.15000000 0.000000063829 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297F2V3 3082.94720000 PA USD 3129.91000000 0.000007943567 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N CITIGROUP COML MTG TR 2015-GC27 N/A 17323CAE7 12200000.00000000 PA USD 12143189.48000000 0.030818857742 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 0.03137000 N N N N N N BANCO ESPIRITO SANTO SA UBGVXZLX4SCS302CM391 N/A 1300000.00000000 PA 402365.60000000 0.001021185431 Long DBT CORP PT N 3 2049-12-31 Fixed 0.04000000 Y Y N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 16500000.00000000 PA USD 16219371.63000000 0.041164021014 Long DBT CORP GB N 2 2026-05-07 Variable 0.02852000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 57080000.00000000 PA USD 42364776.00000000 0.107519857694 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 27350000.00000000 PA USD 27735127.11000000 0.070390480053 Long DBT CORP GB N 2 2027-05-09 Variable 0.05829000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 59600000.00000000 NC USD 853095.92000000 0.002165118302 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2035-05-19 0.00000000 USD 0.00000000 USD 59600000.00000000 USD 1.00000000 3.86500000 USD 2025-05-15 XXXX -1071984.08000000 N N N NEEDLE HOLDINGS LLC N/A 63988HAH9 1425306.01000000 PA USD 1318408.06000000 0.003346059164 Long LON CORP US N 3 2028-04-28 Variable 0.14843710 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCB6 1895000.00000000 PA USD 1867768.85000000 0.004740311643 Long DBT CORP MX N 2 2026-08-04 Fixed 0.06875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PAF2 31352.17000000 PA USD 29061.32000000 0.000073756296 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203M4K3 885.08380000 PA USD 902.91000000 0.000002291544 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DB38 1.01620000 PA USD 1.01000000 0.000000002563 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AX93 312.41760000 PA USD 317.65000000 0.000000806181 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GE5T3 39369.13350000 PA USD 39349.65000000 0.000099867606 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BKXA5 28344082.04600000 PA USD 25547819.31000000 0.064839193216 Long ABS-CBDO USGSE US N 2 2049-03-25 Fixed 0.02500000 N N N N N N CITIGROUP COML MTG TR 2015-GC33 N/A 29425AAK9 49483047.05050000 PA USD 288436.68000000 0.000732039059 Long ABS-MBS CORP US N 2 2058-09-10 Variable 0.01018153 N N N N N N ANGLIAN WATER (OSPREY) FINANCING PLC 21380072JDZ74GW9ZY87 N/A 1450000.00000000 PA 1482886.14000000 0.003763496985 Long DBT CORP GB N 2 2028-07-31 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129342K7 1130.26090000 PA USD 1130.36000000 0.000002868801 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BJ2 3122000.00000000 PA USD 2872903.80000000 0.007291298028 Long DBT CORP US N 2 2028-06-15 Fixed 0.02200000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAK1 2095000.00000000 PA USD 2169760.08000000 0.005506751529 Long DBT CORP CA N 2 2032-03-15 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407HAS5 660.23310000 PA USD 689.51000000 0.000001749944 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 18151000.00000000 PA USD 19671464.07000000 0.049925273237 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 2000000.00000000 PA 2300595.29000000 0.005838805289 Long DBT CORP FR N 2 2034-09-06 Fixed 0.04250000 N N N N N N BBCMS MTG TR 2023-C19 N/A 05553RAC4 1796000.00000000 PA USD 1874156.71000000 0.004756523739 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 0.05451000 N N N N N N WFRBS COML MTG TR 2011-C4 N/A 92936CBD0 372000.00000000 PA USD 27915.51000000 0.000070848283 Long ABS-MBS CORP US N 3 2044-06-15 Variable 0.05000000 N N N N N N INVESCO US CLO 2024-3 LTD 254900GU4U8LUX3GA959 46148HAB4 19593000.00000000 PA USD 19749646.04000000 0.050123695490 Long ABS-CBDO CORP JE N 2 2037-07-20 Variable 0.06829210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FF3W9 91228.47770000 PA USD 85402.69000000 0.000216748108 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH QE0Q0253K88YAGNPE356 05958AAK4 1895000.00000000 PA USD 1916906.20000000 0.004865019983 Long EP CORP KY N 2 N N N DELTA 2 SARL 549300BBG8Z3D6QSYP53 N/A 6040000.00000000 PA USD 6062650.00000000 0.015386727531 Long LON CORP LU N 2 2030-01-15 Variable 0.07584580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7L0 12436160.49000000 PA USD 11531360.17000000 0.029266063026 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M83H5 96086.38360000 PA USD 94106.92000000 0.000238839045 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KVE1 7776.58870000 PA USD 7936.90000000 0.000020143488 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213J4L6 1365.47930000 PA USD 1413.21000000 0.000003586662 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUZ0 2733717.02800000 PA USD 2372338.50000000 0.006020886264 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HX1 1948999.00000000 PA USD 1172322.90000000 0.002975301731 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.01000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AHTW0 217341.86230000 PA USD 24407.73000000 0.000061945698 Long ABS-CBDO USGSE US N 2 2044-01-25 Variable 0.00586680 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WRB58 11266.63600000 PA USD 10397.87000000 0.000026389316 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.03000000 N N N N N N WEBPROS INVESTMENTS SARL 549300TH5VH623DTW562 N/A 947625.00000000 PA USD 948222.00000000 0.002406543929 Long LON CORP US N 2 2031-03-19 Variable 0.09246750 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408DGG3 1426.76200000 PA USD 1475.98000000 0.000003745969 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N USI INC 2549006D7UF7072T7I27 90351NAN5 1389517.50000000 PA USD 1388530.94000000 0.003524027816 Long LON CORP US N 2 2030-09-27 Variable 0.08084580 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKGW0 111069.64670000 PA USD 108683.03000000 0.000275832543 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376JS59 920.32820000 PA USD 955.73000000 0.000002425598 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A15M9 15104.41570000 PA USD 14769.92000000 0.000037485379 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 1975000.00000000 PA USD 1936950.97000000 0.004915892690 Long DBT CORP US N 2 2029-08-15 Fixed 0.04500000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417N7H8 8180.19170000 PA USD 8020.92000000 0.000020356726 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FPV8 52.18240000 PA USD 52.75000000 0.000000133877 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XUX5 6020.65360000 PA USD 5712.28000000 0.000014497504 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.03500000 N N N N N N JONES DESLAURIERS INSURANCE MANAGMENT INC 549300JQIWNFU00E5424 48020RAA3 500000.00000000 PA USD 543436.06000000 0.001379215786 Long DBT CORP CA N 2 2030-12-15 Fixed 0.10500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8KM6 13718.52600000 PA USD 13228.42000000 0.000033573123 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N KRONOS ACQUISITION HOLDINGS INC N/A 50106GAG7 1065000.00000000 PA USD 1095854.12000000 0.002781227476 Long DBT CORP US N 2 2031-06-30 Fixed 0.08250000 N N N N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAD5 1805000.00000000 PA USD 1949273.65000000 0.004947167086 Long DBT NUSS PL N 2 2054-07-09 Fixed 0.06250000 N N N N N N MORGAN STANLEY CAP I TR 2016-BNK2 N/A 61690YAC6 1456000.00000000 PA USD 739284.87000000 0.001876271079 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 0.03000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAM5 3460000.00000000 PA USD 3572228.56000000 0.009066152183 Long DBT CORP US N 2 2029-06-15 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293S6T1 438.48950000 PA USD 446.48000000 0.000001133145 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442PGD2 1255000.00000000 PA USD 1240432.46000000 0.003148160669 Long DBT CORP US N 2 2025-10-29 Fixed 0.04200000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293JRN1 193.59850000 PA USD 197.12000000 0.000000500281 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GPS3 8105.72790000 PA USD 8244.27000000 0.000020923578 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.05000000 N N N N N N SG COML MTG SECS TR 2019-PRES N/A 78430EAN5 1360000.00000000 PA USD 1078498.50000000 0.002737179709 Long ABS-MBS CORP US N 2 2039-09-15 Variable 0.03592964 N N N N N N GS MTG SECS TR 2019-GC42 N/A 36257UAA5 408000.00000000 PA USD 289634.83000000 0.000735079909 Long ABS-MBS CORP US N 2 2052-09-10 Fixed 0.02800000 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 N/A 12213339.65760000 PA USD 12172669.24000000 0.030893676021 Long LON CORP US N 2 2028-02-07 Variable 0.11071610 N N N N N N MEDLINE BORROWER LP N/A 62482BAA0 950000.00000000 PA USD 897339.79000000 0.002277407215 Long DBT CORP US N 2 2029-04-01 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ETM0 22553.37680000 PA USD 22483.76000000 0.000057062751 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A 05530SAJ5 2271000.00000000 PA USD 2223994.16000000 0.005644395136 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.07487000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407WSB0 2489.15920000 PA USD 2526.98000000 0.000006413359 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.06785000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205XYH1 4.78230000 PA USD 4.78000000 0.000000012131 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GL73 10104.77080000 PA USD 9865.87000000 0.000025039125 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CDM0 1194.16740000 PA USD 1232.77000000 0.000003128713 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKY91 3777.87870000 PA USD 3698.92000000 0.000009387689 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1800000.00000000 NC USD 265702.32000000 0.000674340297 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 301488.64000000 USD 0.00000000 USD 1800000.00000000 USD -35786.32000000 N N N TRITON WATER HOLDINGS 5493005IYCEL7QJFZZ63 89680EAA7 4595000.00000000 PA USD 4544089.24000000 0.011532689997 Long DBT CORP US N 2 2029-04-01 Fixed 0.06250000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAA8 1140000.00000000 PA USD 1088380.12000000 0.002762258807 Long DBT CORP US N 2 2029-04-15 Fixed 0.06750000 N N N N N N PITNEY-BOWES INC 549300N2O26NW4ST6W55 72448FAS4 1698107.43700000 PA USD 1701826.29000000 0.004319157040 Long LON CORP US N 2 2028-03-19 Variable 0.09361220 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AP1 1305000.00000000 PA USD 1317723.75000000 0.003344322417 Long DBT NUSS HU N 2 2029-06-16 Fixed 0.05250000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CF5 1900000.00000000 PA USD 1902470.00000000 0.004828381570 Long DBT NUSS BR N 2 2033-10-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032696 -6900000.00000000 PA USD -6421326.99000000 -0.01629703327 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MEX6 17490.39740000 PA USD 17604.89000000 0.000044680403 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NHMK6 7688.68600000 PA USD 7803.53000000 0.000019805001 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 0.05575000 N N N N N N US ACUTE CARE SOLUTIONS N/A 90367UAD3 1356000.00000000 PA USD 1387198.85000000 0.003520647033 Long DBT CORP US N 2 2029-05-15 Fixed 0.09750000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 2705000.00000000 PA USD 871215.85000000 0.002211105853 Long DBT CORP LU N 2 2028-02-15 Fixed 0.06000000 N N N N N N LSF11 TRINITY BIDCO INC 2549000M6VOEWVW5JU51 50221BAE3 756276.13000000 PA USD 752494.75000000 0.001909797149 Long LON CORP US N 2 2030-06-17 Variable 0.08811450 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 N/A 16342301.88500000 PA USD 16219734.62000000 0.041164942266 Long LON CORP US N 2 2029-02-25 Variable 0.08571310 N N N N N N CEDAR FDG XVII CLO LTD N/A 15033PAA1 17958000.00000000 PA USD 18032399.99000000 0.045765403806 Long ABS-CBDO CORP KY N 2 2036-07-20 Variable 0.07132010 N N N N N N MTN MAURITIUS INVESTMENTS LTD 2549009PQD415OQIR074 55377XAB2 1019000.00000000 PA USD 1028553.13000000 0.002610420651 Long DBT CORP MU N 2 2026-10-13 Fixed 0.06500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAF7 905000.00000000 PA USD 886338.90000000 0.002249487460 Long DBT NUSS MX N 2 2029-04-22 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201Q3Q4 986.90010000 PA USD 1018.80000000 0.000002585667 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UUS4 71.42180000 PA USD 72.50000000 0.000000184001 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJX3 5577048.35000000 PA USD 5729156.77000000 0.014540337015 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FPH6 2837.04790000 PA USD 2910.44000000 0.000007386563 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 0.06418000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HJK1 2604.81680000 PA USD 2674.91000000 0.000006788798 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 0.06000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2E4 4395000.00000000 PA USD 3989121.75000000 0.010124207971 Long DBT CORP SA N 2 2039-04-16 Fixed 0.04250000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AU0 1505000.00000000 PA USD 1499356.25000000 0.003805297368 Long DBT NUSS CI N 2 2037-01-30 Fixed 0.08250000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A 36262MAA6 18953000.00000000 PA USD 18669061.32000000 0.047381221050 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06401480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GPBF4 40650.09300000 PA USD 40358.84000000 0.000102428884 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HLS38 15884.09650000 PA USD 14691.94000000 0.000037287469 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780AZ9 2648000.00000000 PA USD 3352202.50000000 0.008507736138 Long DBT NUSS ID N 2 2038-01-17 Fixed 0.07750000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AS9 13754000.00000000 PA USD 12686112.34000000 0.032196771050 Long DBT CORP US N 2 2040-06-01 Fixed 0.04350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QM83 1502.18680000 PA USD 1553.02000000 0.000003941493 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N DAVE and BUSTERS INC 549300JAVWTAY1FT5Z45 23833EAX2 2973058.78000000 PA USD 2967499.16000000 0.007531376712 Long LON CORP US N 2 2029-06-29 Variable 0.08500000 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 800000.00000000 PA USD 753326.80000000 0.001911908854 Long DBT CORP US N 2 2029-11-15 Fixed 0.04125000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BMUF3 4496326.72100000 PA USD 4411099.30000000 0.011195167632 Long ABS-CBDO USGSE US N 2 2047-09-25 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BMER5 3337202.06000000 PA USD 3119884.13000000 0.007918122774 Long ABS-CBDO USGSE US N 2 2049-06-25 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LVY6 9191.63550000 PA USD 8970.83000000 0.000022767554 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.04000000 N N N N N N BANK 2021-BNK38 N/A 06540EBC6 260000.00000000 PA USD 204637.26000000 0.000519359976 Long ABS-MBS CORP US N 2 2064-12-15 Variable 0.03324871 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783LAC4 1990000.00000000 PA USD 1937762.50000000 0.004917952316 Long LON CORP US N 2 2031-07-01 Variable 0.10081560 N N N N N N CONSOLIDATED ENERGY FINANCE SA 549300PUNIS0USNSL750 N/A 4418925.00000000 PA USD 4094885.23000000 0.010392630831 Long LON CORP LU N 2 2030-11-15 Variable 0.09557180 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E2VY8 246543.83980000 PA USD 241047.00000000 0.000611766226 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EKF83 9296.57730000 PA USD 8600.35000000 0.000021827293 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129434H3 2001.61360000 PA USD 2000.67000000 0.000005077608 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMTD4 5091.24640000 PA USD 4968.94000000 0.000012610941 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCHL5 6487925.05800000 PA USD 5620128.75000000 0.014263628903 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 3545000.00000000 PA USD 3363197.51000000 0.008535640969 Long DBT CORP US N 2 2029-01-15 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPDN1 9241.47700000 PA USD 8455.72000000 0.000021460229 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ANNB5 33292.41980000 PA USD 33997.90000000 0.000086285110 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401WEM7 2789.95330000 PA USD 2776.34000000 0.000007046223 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.04500000 N N N N N N INTELSAT JACKSON HLDGS SA 8XJ8KF85PBKK1TLMFN29 45824TBC8 7795000.00000000 PA USD 7484744.97000000 0.018995939316 Long DBT CORP LU N 2 2030-03-15 Fixed 0.06500000 N N N N N N DAYFORCE INC 549300T64GVCHFJ8L449 N/A 1775000.00000000 PA USD 1773899.50000000 0.004502075540 Long LON CORP US N 2 2031-03-03 Variable 0.07746740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HB23 19452.91230000 PA USD 18431.79000000 0.000046779037 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03500000 N N N N N N BX TRUST 2022-GPA N/A 05608UAN8 2501762.37000000 PA USD 2493942.36000000 0.006329511281 Long ABS-MBS CORP US N 2 2043-08-15 Variable 0.09397890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402WLA4 40986.83900000 PA USD 40844.48000000 0.000103661416 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 7715000.00000000 PA USD 7357436.75000000 0.018672836895 Long DBT CORP US N 2 2030-12-31 Fixed 0.06000000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAM8 6131000.00000000 PA USD 5258786.65000000 0.013346559232 Long DBT CORP US N 2 2031-04-15 Fixed 0.02750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FWL7 721.72030000 PA USD 744.77000000 0.000001890192 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N BANK 2021-BNK33 N/A 06541CBY1 1016000.00000000 PA USD 856321.48000000 0.002173304626 Long ABS-MBS CORP US N 2 2064-05-15 Fixed 0.02893000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LHQ2 11338.91470000 PA USD 11450.39000000 0.000029060564 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AW6X6 327479.05030000 PA USD 320207.28000000 0.000812671384 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KZH1 8995.66710000 PA USD 8981.91000000 0.000022795675 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDTN2 9374.33800000 PA USD 9585.24000000 0.000024326899 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.05000000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597BT3 980000.00000000 PA USD 906500.00000000 0.002300655407 Long DBT NUSS CR N 2 2043-04-30 Fixed 0.05625000 N N N N N N BANK 2023-BNK45 N/A 06541BBX5 1465000.00000000 PA USD 1502474.26000000 0.003813210734 Long ABS-MBS CORP US N 2 2056-02-15 Variable 0.06148000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31394VS43 85593.83490000 PA USD 75580.31000000 0.000191819358 Long ABS-CBDO USGSE US N 2 2035-10-25 Fixed 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUZQ2 17371981.85600000 PA USD 17970646.41000000 0.045608676054 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BWYF5 199809.96300000 PA USD 198486.98000000 0.000503750848 Long ABS-CBDO USGSE US N 2 2037-08-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128Q2KJ1 85874.11540000 PA USD 87284.62000000 0.000221524360 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.06899000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RJB2 7.42630000 PA USD 7.56000000 0.000000019186 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07500000 N N N N N N GENESYS CLOUD SERVICES HOLDINGS II LLC 549300CVRD4OUCPHWQ42 39479UAU7 4101250.00000000 PA USD 4115481.34000000 0.010444902813 Long LON CORP US N 2 2027-12-01 Variable 0.08746740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406PCX5 5902.46230000 PA USD 5990.58000000 0.000015203817 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.06583000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378U2T8 545.01610000 PA USD 555.65000000 0.000001410214 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404M2J6 22485.86730000 PA USD 22421.14000000 0.000056903824 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFT3 330700000.00000000 PA USD 334317031.25000000 0.848481286079 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208KEL9 50.96810000 PA USD 51.76000000 0.000000131364 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 N/A 2447157.14100000 PA USD 2455061.46000000 0.006230833341 Long LON CORP US N 2 2030-04-11 Variable 0.08587690 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AP1 730000.00000000 PA USD 746790.00000000 0.001895318755 Long DBT CORP US N 2 2030-07-15 Fixed 0.01375000 N N N N Y ITRON INC USD XXXX N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B6P8 4437.72960000 PA USD 4477.07000000 0.000011362598 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLP9 35786.99090000 PA USD 35742.30000000 0.000090712317 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407JQ47 2162.46510000 PA USD 2259.25000000 0.000005733872 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QMNZ0 3383.39900000 PA USD 3185.78000000 0.000008085363 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 202394000.00000000 PA USD 204751774.74000000 0.519650609808 Long DBT CORP US N 2 2033-07-22 Variable 0.05015000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 2100000.00000000 NC -59916.34000000 -0.00015206492 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2029-06-20 0.00000000 EUR 51501.43000000 EUR 2100000.00000000 EUR -7397.66000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AYKN5 20943.22190000 PA USD 21300.59000000 0.000054059920 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 N/A 95003DBJ6 2113000.00000000 PA USD 1812876.03000000 0.004600996185 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 0.02342000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYB2 32001243.78600000 PA USD 26340844.58000000 0.066851854965 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417KTC1 2815.78970000 PA USD 2812.19000000 0.000007137209 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AR2T1 3473394.88600000 PA USD 2986761.15000000 0.007580262759 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N SOUTHERN COMPANY 549300FC3G3YU2FBZD92 N/A 7100000.00000000 PA 7201636.75000000 0.018277423643 Long DBT CORP US N 2 2081-09-15 Variable 0.01875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6QM6 3673413.62300000 PA USD 3344676.16000000 0.008488634632 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9P96 6593.52060000 PA USD 6688.63000000 0.000016975436 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FFD4 393.52700000 PA USD 401.25000000 0.000001018354 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAV6 2321000.00000000 PA USD 2325328.67000000 0.005901577473 Long DBT CORP US N 2 2027-02-15 Fixed 0.06750000 N N N N N N HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL N/A 42329HAB4 2435000.00000000 PA USD 2535380.44000000 0.006434679227 Long DBT CORP US N 2 2029-05-01 Fixed 0.08750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177LQG2 29977.26990000 PA USD 29220.74000000 0.000074160897 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AH37 1.67650000 PA USD 1.68000000 0.000000004263 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N ROPER INDUSTRIAL PRODUCTS INVESTMENT CO N/A 77669LAG8 2161270.40000000 PA USD 2165506.49000000 0.005495956113 Long LON CORP US N 2 2029-11-23 Variable 0.08584580 N N N N N N WELLS FARGO COML MORTAGE TR 2024-MGP N/A 95003TAS2 12400000.00000000 PA USD 12367664.52000000 0.031388565094 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.07041150 N N N N N N OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP N/A 69007TAG9 3030000.00000000 PA USD 3220565.79000000 0.008173648208 Long DBT CORP US N 2 2031-02-15 Fixed 0.07375000 N N N N N N GENM CAPITAL LABUAN LTD 254900DWSHIWTSE0YG58 37231BAA6 1985000.00000000 PA USD 1774714.06000000 0.004504142856 Long DBT CORP MY N 2 2031-04-19 Fixed 0.03882000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 5914000.00000000 PA USD 6321711.16000000 0.016044212869 Long DBT CORP KY N 2 2028-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180BZL8 34945.77790000 PA USD 32392.35000000 0.000082210298 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KML37 4744037.14300000 PA USD 4408471.00000000 0.011188497127 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAY55 11491866.61900000 PA USD 11020255.35000000 0.027968902443 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.04000000 N N N N N N VERITAS US INC / VERITAS BERMUDA LTD N/A 92346LAE3 1475000.00000000 PA USD 1348330.54000000 0.003422001046 Long DBT CORP US N 2 2025-09-01 Fixed 0.07500000 N N N N N N BENCHMARK 2023-V4 MTG TR N/A 081926AH0 1070000.00000000 PA USD 1112427.85000000 0.002823290842 Long ABS-MBS CORP US N 2 2056-11-15 Variable 0.07709003 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNF49 8044264.45400000 PA USD 7201602.01000000 0.018277335475 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N DRYDEN 58 CLO LTD / DRYDEN 58 CLO LLC N/A 26245RAA8 5889622.43000000 PA USD 5890081.82000000 0.014948757408 Long ABS-CBDO CORP KY N 2 2031-07-17 Variable 0.06547380 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 15195000.00000000 PA USD 15786063.01000000 0.040064303618 Long DBT CORP US N 2 2029-02-01 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9E75 11046835.93700000 PA USD 9903038.81000000 0.025133458125 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419LLU5 26081.50950000 PA USD 25539.57000000 0.000064818256 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NDR6 3548842.82180000 PA USD 3355359.91000000 0.008515749499 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295CHT1 42022.91960000 PA USD 38684.95000000 0.000098180628 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7G1 479510.07200000 PA USD 427331.85000000 0.001084548628 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAP4 1650000.00000000 PA USD 1640026.74000000 0.004162312617 Long DBT CORP CA N 2 2025-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERMV9 1119275.47300000 PA USD 1018379.73000000 0.002584601029 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.03000000 N N N N N N LCPR LOAN FINANCING LLC N/A 50183CAC1 960000.00000000 PA USD 881280.00000000 0.002236648204 Long LON CORP US N 2 2028-09-25 Variable 0.09201370 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M5J43 16473.31730000 PA USD 17334.94000000 0.000043995282 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.07000000 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 950000.00000000 PA USD 892653.82000000 0.002265514438 Long DBT CORP US N 2 2031-06-15 Fixed 0.04375000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 18842000.00000000 PA USD 18793614.31000000 0.047697330824 Long DBT CORP US N 2 2030-05-01 Fixed 0.05150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407SFD9 1076.88520000 PA USD 1121.21000000 0.000002845579 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.06000000 N N N N N N BX 2024 VLT4 N/A 05612TAL9 6050000.00000000 PA USD 5959314.74000000 0.015124467383 Long ABS-MBS CORP US N 2 2029-07-15 Variable 0.09274767 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DRN6 239.07880000 PA USD 247.17000000 0.000000627306 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418M4E9 20326.17750000 PA USD 20910.56000000 0.000053070041 Long ABS-MBS USGSE US N 2 2040-03-01 Variable 0.06028000 N N N N N N NYMT LN TR 2022-CP1 N/A 62955VAA4 2756505.77900000 PA USD 2538905.56000000 0.006443625820 Long ABS-CBDO CORP US N 2 2061-07-25 Fixed 0.02042400 N N N N N N VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC N/A 92918NAQ0 31775000.00000000 PA USD 31776747.63000000 0.080647927494 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06693620 N N N N N N SREIT TR 2021-MFP N/A 78472UAE8 10139876.51000000 PA USD 9987961.89000000 0.025348989006 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06780370 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RXZ1 7655.81840000 PA USD 7475.99000000 0.000018973719 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N PRPM 2024-RCF4 LLC N/A 74448JAA1 3273836.35000000 PA USD 3181006.72000000 0.008073249103 Long ABS-CBDO CORP US N 2 2054-07-25 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNSS9 309600.47170000 PA USD 291516.92000000 0.000739856567 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AF6 305000.00000000 PA USD 299948.44000000 0.000761255378 Long DBT NUSS GT N 2 2028-02-13 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XYYB9 194905.40800000 PA USD 183616.14000000 0.000466009338 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VTY4 1528.09030000 PA USD 1584.29000000 0.000004020855 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAG6 1230000.00000000 PA USD 1279479.21000000 0.003247259529 Long DBT CORP US N 2 2028-09-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404NTT3 28356.64890000 PA USD 28260.96000000 0.000071725019 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAJ9 11101212.75000000 PA USD 11045759.97000000 0.028033631999 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.07701480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EL98 52125.04900000 PA USD 50978.88000000 0.000129382058 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N GS MTG SECS TR 2016-GS2 N/A 36252TAA3 703000.00000000 PA USD 611132.38000000 0.001551025940 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 0.02753000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178MST9 21288.96610000 PA USD 20184.91000000 0.000051228375 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VE8 276050.18400000 PA USD 266451.45000000 0.000676241554 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 0.03000000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 N/A 700000.00000000 PA 992707.61000000 0.002519446366 Long DBT CORP DE N 2 2033-02-28 Variable 0.08625000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAF9 2192000.00000000 PA USD 2233674.81000000 0.005668964181 Long DBT CORP US N 2 2033-08-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417DGB3 21775.06440000 PA USD 20154.94000000 0.000051152312 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DX63 7220.33470000 PA USD 7196.68000000 0.000018264843 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 0.04500000 N N N N N N AOT PACKAGING PRODUCTS ACQUISITIONCO LLC 2549009AB5YVVW5J1U62 00184NAB3 4703660.30300000 PA USD 4686680.09000000 0.011894579032 Long LON CORP US N 2 2028-03-03 Variable 0.08611220 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SR0 207334000.00000000 PA USD 134200170.06000000 0.340593874200 Long DBT UST US N 2 2040-05-15 Fixed 0.01125000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAA1 1840000.00000000 PA USD 1637600.00000000 0.004156153663 Long DBT NUSS NG N 2 2032-02-16 Fixed 0.07875000 N N N N N N COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC N/A 19240WAA7 3730000.00000000 PA USD 3773244.13000000 0.009576320476 Long DBT CORP US N 2 2027-06-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5ZJ9 7877443.69900000 PA USD 7325501.94000000 0.018591787812 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MRLJ8 385349.37410000 PA USD 366061.67000000 0.000929047722 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177WTW0 2110.04820000 PA USD 2055.57000000 0.000005216942 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31414RTX3 20309.18200000 PA USD 21243.42000000 0.000053914825 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J66H2 136241.33400000 PA USD 130333.96000000 0.000330781610 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E0VU3 30456.43900000 PA USD 29667.17000000 0.000075293916 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.04500000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAJ6 3249358.51000000 PA USD 3186887.64000000 0.008088174608 Long ABS-MBS CORP US N 2 2041-05-15 Variable 0.09025190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376H2Y8 467.95410000 PA USD 475.13000000 0.000001205858 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 0.07500000 N N N N N N BANK5 2023-5YR3 N/A 06211EAF8 6700000.00000000 PA USD 7135471.19000000 0.018109498488 Long ABS-MBS CORP US N 2 2056-09-15 Fixed 0.06724000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAN4 490000.00000000 PA USD 424888.31000000 0.001078347035 Long EP CORP US N 2 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179N5V6 13838.60400000 PA USD 13121.43000000 0.000033301587 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A4CV8 4600700.15400000 PA USD 4372925.01000000 0.011098283035 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N RACKSPACE FINANCE LLC N/A 75008WAA1 3657300.00000000 PA USD 1652971.96000000 0.004195166992 Long DBT CORP US N 2 2028-05-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NDW1 68788.45640000 PA USD 69796.19000000 0.000177139527 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 0.05000000 N N N N N N CAST and CREW PAYROLL LLC 549300XE7OZGFGN5F466 14835JAQ3 648643.28000000 PA USD 649895.16000000 0.001649404097 Long LON CORP US N 2 2028-12-30 Variable 0.08996740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFDY0 12312.64670000 PA USD 12501.98000000 0.000031729451 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 36762000.00000000 PA USD 32604489.47000000 0.082748698306 Long DBT CORP US N 2 2050-05-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408G5Y9 5222.51170000 PA USD 5207.81000000 0.000013217182 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.04500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109880 18100.00000000 NS USD 457387.00000000 0.001160827220 Long EP CORP US N 1 N N N BX TR 2021-LGCY N/A 05608UAA6 17159008.04000000 PA USD 17180437.93000000 0.043603163188 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.07501890 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HNU0 15220.78870000 PA USD 14712.20000000 0.000037338888 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 0.04000000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 2018969.55000000 PA USD 1838695.76000000 0.004666525475 Long LON CORP US N 2 2026-05-25 Variable 0.15442330 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EA9 4355000.00000000 PA USD 5136979.45000000 0.013037418147 Long DBT CORP US N 2 2030-07-15 Fixed 0.08875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WH6K6 5346.76000000 PA USD 5004.38000000 0.000012700886 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BFT0 189.95810000 PA USD 197.40000000 0.000000500992 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180ULZ0 26559.84570000 PA USD 25212.47000000 0.000063988092 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N4R58 285805.26800000 PA USD 278220.05000000 0.000706109721 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N UNISYS CORP 549300T21W22FIJJOW08 909214BV9 490000.00000000 PA USD 458652.84000000 0.001164039863 Long DBT CORP US N 2 2027-11-01 Fixed 0.06875000 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAB2 2499000.00000000 PA USD 2495774.29000000 0.006334160636 Long DBT CORP NL N 2 2027-08-15 Fixed 0.08500000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAG9 4838000.00000000 PA USD 4401435.09000000 0.011170640310 Long DBT CORP US N 2 2030-02-15 Fixed 0.03100000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 55314NAX2 3743772.83000000 PA USD 3750324.43000000 0.009518151329 Long LON CORP US N 2 2029-08-17 Variable 0.07558580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390JGZ8 2271.58780000 PA USD 2390.07000000 0.000006065887 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.07000000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAV1 2285000.00000000 PA USD 1892265.63000000 0.004802483347 Long DBT NUSS SA N 2 2033-02-02 Fixed 0.02250000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AA1 1768000.00000000 PA USD 1621591.92000000 0.004115525890 Long DBT CORP CL N 2 2028-01-15 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WQF56 10529.52390000 PA USD 9994.32000000 0.000025365125 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7BY2 130713.57500000 PA USD 129368.56000000 0.000328331469 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAA8 10114867.57000000 PA USD 10020179.26000000 0.025430755213 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.06383300 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMK84 17995.73530000 PA USD 18283.72000000 0.000046403242 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.05000000 N N N N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AM8 3770000.00000000 PA USD 3743685.40000000 0.009501301776 Long DBT NUSS CI N 2 2028-03-03 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EEXW4 14274.38320000 PA USD 13935.12000000 0.000035366695 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4B5 373585.68300000 PA USD 330780.72000000 0.000839506290 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7KK4 2484167.24600000 PA USD 2061068.60000000 0.005230897540 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7RS0 334182.90800000 PA USD 297270.30000000 0.000754458381 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAB1 3125000.00000000 PA USD 3118004.38000000 0.007913352055 Long DBT CORP US N 2 2030-04-15 Fixed 0.08750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208JV41 812.53690000 PA USD 830.77000000 0.000002108456 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SKA1 111150.10580000 PA USD 105493.29000000 0.000267737129 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUUP9 8608445.77100000 PA USD 8676102.13000000 0.022019549126 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABKC5 6258387.05400000 PA USD 5404752.45000000 0.013717013735 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AR7 610000.00000000 PA USD 632684.38000000 0.001605723927 Long DBT NUSS HU N 2 2028-05-22 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413BAH4 3058.04500000 PA USD 3257.61000000 0.000008267664 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GEVS6 36061.20420000 PA USD 35280.40000000 0.000089540036 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 42441000.00000000 PA USD 48438059.30000000 0.122933572054 Long DBT CORP US N 2 2031-11-01 Fixed 0.08000000 N N N N N N FLYNN RESTAURANT GROUP LP 5493008VE8TQONGO3817 34410JAF8 1484071.57000000 PA USD 1485555.64000000 0.003770272053 Long LON CORP US N 2 2028-12-01 Variable 0.09611220 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 1985000.00000000 PA USD 1868951.94000000 0.004743314271 Long DBT CORP NL N 2 2029-04-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407JPK2 1685.57750000 PA USD 1753.29000000 0.000004449769 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBU7 160094.11350000 PA USD 159575.23000000 0.000404994612 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N GREYSTAR REAL ESTATE PARTNERS LLC 254900HGC806SXAS4M46 39806LAD9 2408584.06000000 PA USD 2411594.79000000 0.006120516927 Long LON CORP US N 2 2030-08-21 Variable 0.08058580 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLCL9 13712025.31000000 PA USD 11808066.72000000 0.029968331554 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N SREIT TR 2021-MFP N/A 78472UAC2 16326951.32000000 PA USD 16123110.97000000 0.040919715876 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06531170 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200TKN7 1352.43450000 PA USD 1399.21000000 0.000003551130 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SJ96 137195.84320000 PA USD 130146.71000000 0.000330306378 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N MHC COML MTG TR 2021-MHC N/A 55316VAL8 2031759.29000000 PA USD 1986116.22000000 0.005040671838 Long ABS-MBS CORP US N 2 2038-04-15 Variable 0.08052442 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAQ7 405000.00000000 PA USD 423054.09000000 0.001073691869 Long DBT CORP CA N 2 2031-01-15 Fixed 0.06750000 N N N N N N TERMOCANDELARIA POWER LTD 549300YDORW43JL6G659 880879AA9 1267000.00000000 PA USD 1279277.23000000 0.003246746913 Long DBT CORP KY N 2 2029-01-30 Fixed 0.07875000 N N N N N N BX TR 2019-OC11 N/A 05606FAN3 10841000.00000000 PA USD 9562618.44000000 0.024269486845 Long ABS-MBS CORP US N 2 2041-12-09 Variable 0.04075457 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297RYP6 858.90200000 PA USD 873.68000000 0.000002217359 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WQAX0 937579.44900000 PA USD 866784.89000000 0.002199860280 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176W7H8 1769.60230000 PA USD 1682.19000000 0.000004269321 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N ACCENTRO REAL ESTATE AG 391200VKLY50XNAFCM46 N/A 4086000.00000000 PA 1831507.42000000 0.004648281798 Long DBT CORP DE N 2 2026-02-13 Variable 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402QPF2 13490.58010000 PA USD 13447.49000000 0.000034129112 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAE3 9752381.06000000 PA USD 9587809.63000000 0.024333420930 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06898590 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TX21 1153.60420000 PA USD 1171.63000000 0.000002973543 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXX3 25996622.15300000 PA USD 21903674.97000000 0.055590522082 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.02000000 N N N N N N BLP COML MTG 2024-INDS N/A 05625AAG6 1116000.00000000 PA USD 1104840.00000000 0.002804033227 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.07927250 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCE1 1185000.00000000 PA USD 1056791.06000000 0.002682087222 Long DBT CORP US N 2 2030-08-15 Fixed 0.04500000 N N N N N N COLOMBIA TELECOMUNICACIONES S A ESP 549300CK4YN0V1C3MN55 19533PAC4 760000.00000000 PA USD 649176.80000000 0.001647580932 Long DBT CORP CO N 2 2030-07-17 Fixed 0.04950000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAC7 15162000.00000000 PA USD 14979770.20000000 0.038017969461 Long DBT CORP US N 2 2026-06-15 Fixed 0.04125000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 41809JAA3 825000.00000000 PA USD 844486.50000000 0.002143267990 Long DBT NUSS JO N 2 2028-01-15 Fixed 0.07750000 N N N N N N MILOS CLO LTD 254900GFWI4EEB8IJS18 60162PAE2 15249079.47000000 PA USD 15272151.33000000 0.038760019354 Long ABS-CBDO CORP KY N 2 2030-10-20 Variable 0.06613620 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRFA7 2920435.36500000 PA USD 2967116.48000000 0.007530405488 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKN5 372381.56290000 PA USD 371916.68000000 0.000943907469 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417SBL3 800164.79000000 PA USD 799275.09000000 0.002028523505 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 0.04500000 N N N N N N OPG TR 2021-PORT N/A 67118AAS4 602549.99500000 PA USD 588946.04000000 0.001494718027 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.07849480 N N N N N N GS MTG SECS CORP TR 2023-SHIP N/A 36270GAG6 1752000.00000000 PA USD 1730293.60000000 0.004391405766 Long ABS-MBS CORP US N 2 2038-09-10 Variable 0.06272974 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F2CV0 35507.51510000 PA USD 33295.51000000 0.000084502476 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXWA5 49959.53700000 PA USD 47081.40000000 0.000119490432 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MXM4 415.54150000 PA USD 416.52000000 0.000001057108 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FT44 6712.88040000 PA USD 6816.11000000 0.000017298974 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N MSJP 2015-HAUL N/A 553697AN3 311000.00000000 PA USD 261600.85000000 0.000663930954 Long ABS-MBS CORP US N 2 2047-09-05 Variable 0.05012700 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327TAB7 810000.00000000 PA USD 831105.36000000 0.002109307270 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N SOUTHERN WTR SERVICES FIN LTD 213800BTY35K1724Z452 N/A 1765000.00000000 PA 1924845.80000000 0.004885170324 Long DBT CORP KY N 2 2027-03-30 Fixed 0.01625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRQJ2 13145.09210000 PA USD 12015.10000000 0.000030493772 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.03000000 N N N N N N VOYA CLO 2023-1 LTD N/A 92920FAA8 23148000.00000000 PA USD 23376817.98000000 0.059329291451 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.07082010 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAD5 5580000.00000000 PA USD 4141755.00000000 0.010511584156 Long DBT CORP QA N 2 2051-07-12 Fixed 0.03300000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 42000000.00000000 PA USD 40408039.14000000 0.102553749323 Long DBT CORP US N 2 2030-04-15 Fixed 0.03875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 8500000.00000000 PA USD 9018500.00000000 0.022888539210 Long DBT NUSS CO N 2 2035-11-14 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QS4U2 8778689.91800000 PA USD 9173446.53000000 0.023281786394 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N OHA CR FDG 2 LTD N/A 67707FAG6 445000.00000000 PA USD 447211.21000000 0.001135001531 Long ABS-CBDO CORP KY N 2 2034-04-21 Variable 0.11903620 N N N N N N DUQUESNE LIGHT HLDGS INC 4CUJ1D8WDXK9X7QI6B93 266233AJ4 16845000.00000000 PA USD 14242030.75000000 0.036145620586 Long DBT CORP US N 2 2032-01-07 Fixed 0.02775000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3WF8 777721.49400000 PA USD 674912.08000000 0.001712895892 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.02000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 3310000.00000000 PA USD 3241317.50000000 0.008226315095 Long EP CORP MX N 2 N N N BARINGS CLO LTD 2020-IV 549300Q89L7I93JSRH83 06762BAC4 18225713.48400000 PA USD 18225713.48000000 0.046256024574 Long ABS-CBDO CORP KY N 2 2032-01-20 Variable 0.06763620 N N N N N N KNS ACQUISITIONS CORP 984500B138MS5CF9RB14 48262HAC8 2754394.29000000 PA USD 1662965.55000000 0.004220530265 Long LON CORP US N 2 2027-04-21 Variable 0.11611220 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXR9 107458.87300000 PA USD 101869.03000000 0.000258538924 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FK27 19224.38300000 PA USD 18774.35000000 0.000047648438 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTC8 3627080.20600000 PA USD 3016123.57000000 0.007654783233 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406YZX1 2672.33000000 PA USD 2784.68000000 0.000007067390 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N INVESCO CLO LTD N/A 46146JAA4 16712000.00000000 PA USD 16730149.23000000 0.042460351128 Long ABS-CBDO CORP KY N 2 2034-10-22 Variable 0.06673620 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGM7 9000000.00000000 PA USD 8755312.50000000 0.022220581411 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAW5 15819000.00000000 PA USD 14794699.82000000 0.037548269328 Long DBT CORP IE N 2 2028-10-29 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNFU3 1632312.04400000 PA USD 1404640.10000000 0.003564912125 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N SWEETWATER BORROWER LLC 254900JJU57789DC8283 87168EAB0 2970686.85000000 PA USD 2970686.85000000 0.007539466923 Long LON CORP US N 2 2028-08-05 Variable 0.09611220 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B4JY2 5036033.96000000 PA USD 4480165.60000000 0.011370454732 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 1800000.00000000 NC USD 265702.32000000 0.000674340297 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 505441.20000000 USD 0.00000000 USD 1800000.00000000 USD -239738.88000000 N N N MODENA BUYER LLC N/A 60753DAC8 9625000.00000000 PA USD 9211895.00000000 0.023379366847 Long LON CORP US N 2 2031-07-01 Variable 0.09831560 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 N/A 3596773.92000000 PA USD 3596773.92000000 0.009128447180 Long LON CORP US N 3 2029-09-13 Variable 0.12459210 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297JT46 53081.79540000 PA USD 52888.34000000 0.000134228180 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQGK2 11327.51750000 PA USD 10665.89000000 0.000027069539 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASKR9 3969.23090000 PA USD 4035.39000000 0.000010241634 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXFN5 37178.47700000 PA USD 37825.58000000 0.000095999586 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.05000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AU4 9533000.00000000 PA USD 8675030.00000000 0.022016828109 Long LON CORP US N 2 2029-09-10 Variable 0.11084440 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941W45 5734.42920000 PA USD 5859.45000000 0.000014871015 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B6A1 3887.38140000 PA USD 3923.74000000 0.000009958272 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AA2T1 1328563.84580000 PA USD 1229695.05000000 0.003120909615 Long ABS-CBDO USGSE US N 2 2042-06-25 Fixed 0.01750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371G6V7 56.59910000 PA USD 57.80000000 0.000000146693 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403Q5H9 284.58770000 PA USD 288.57000000 0.000000732377 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.06058000 N N N N N N US RADIOLOGY SPECIALISTS INC 254900QCDFUYXJEFMY06 N/A 1155000.00000000 PA USD 1156155.00000000 0.002934268342 Long LON CORP US N 2 2027-12-15 Variable 0.10036110 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 505000.00000000 PA USD 480606.48000000 0.001219757194 Long DBT CORP US N 2 2028-03-15 Fixed 0.04875000 N N N N N N DBUBS 2011 LC3 N/A 23305YAM1 679636.63000000 PA USD 612094.34000000 0.001553467350 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05532782 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLED6 9227076.63500000 PA USD 9368798.07000000 0.023777579639 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWC68 2763261.79200000 PA USD 2261541.60000000 0.005739688816 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 4378000.00000000 PA USD 4451575.62000000 0.011297894675 Long DBT CORP US N 2 2031-01-30 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AB2D0 18633.37690000 PA USD 18220.37000000 0.000046242463 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AB6 2170000.00000000 PA USD 2074384.38000000 0.005264692378 Long DBT NUSS AO N 2 2028-05-09 Fixed 0.08250000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 N/A 1880000.00000000 PA 2255434.99000000 0.005724190520 Long DBT CORP IE N 2 2031-10-23 Variable 0.05250000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380HES7 4737481.47200000 PA USD 4324700.45000000 0.010975891314 Long ABS-CBDO USGA US N 2 2047-09-20 Fixed 0.03000000 N N N N N N WELLS FARGO COML MTG TR 2015-C31 N/A 94989WAV9 19557689.79210000 PA USD 133268.05000000 0.000338228196 Long ABS-MBS CORP US N 2 2048-11-15 Variable 0.01098511 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402NYC6 57853.51680000 PA USD 57665.31000000 0.000146351910 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BMW5 112286.98140000 PA USD 117349.70000000 0.000297828154 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 0.06000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAC0 645000.00000000 PA USD 621215.63000000 0.001576616766 Long EP CORP MU N 2 N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAE6 2505000.00000000 PA USD 2359183.95000000 0.005987500620 Long DBT CORP KY N 2 2030-01-14 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L13J2 14908.01900000 PA USD 12289.71000000 0.000031190720 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7DY6 2533.99150000 PA USD 2563.91000000 0.000006507085 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ER69 4886504.02000000 PA USD 4753763.12000000 0.012064832684 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXD48 23933.11000000 PA USD 23104.36000000 0.000058637805 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 0.04000000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABF4 5717000.00000000 PA USD 5551520.29000000 0.014089503779 Long DBT CORP US N 2 2028-05-01 Fixed 0.05000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 1425000.00000000 PA USD 1312759.88000000 0.003331724343 Long DBT CORP US N 2 2029-02-01 Fixed 0.04125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31394YPA6 38341.64340000 PA USD 39308.18000000 0.000099762357 Long ABS-CBDO USGSE US N 2 2034-05-15 Fixed 0.06000000 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBA7 3700000.00000000 PA USD 3589275.65000000 0.009109416915 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 0.03953000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CUZ2 1264.51880000 PA USD 1315.33000000 0.000003338247 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206E4N2 20.09980000 PA USD 20.18000000 0.000000051215 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ECHT3 28162.17470000 PA USD 27515.55000000 0.000069833203 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP N/A 24665FAD4 3060000.00000000 PA USD 3217520.11000000 0.008165918411 Long DBT CORP US N 2 2029-03-15 Fixed 0.08625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4FY1 6342.61260000 PA USD 6196.82000000 0.000015727244 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKQ3 515126000.00000000 PA USD 533799317.50000000 1.354758175876 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282GAG2 3271426.38200000 PA USD 3274926.81000000 0.008311613982 Long LON CORP US N 2 2028-11-30 Variable 0.08086890 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291SYT1 713.20110000 PA USD 737.21000000 0.000001871005 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 0.06500000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 2600000.00000000 PA 2899181.33000000 0.007357989194 Long DBT CORP FR N 2 2036-03-06 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389PQQ6 394.68700000 PA USD 414.76000000 0.000001052641 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133G8TH4 40809653.00000000 PA USD 37285086.51000000 0.094627838837 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.02000000 N N N N N N MAGNE 2020-27A AR N/A 55955EAL2 5653000.00000000 PA USD 5661688.66000000 0.014369106047 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06683620 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 2625000.00000000 PA USD 2437315.05000000 0.006185793767 Long DBT CORP US N 2 2030-02-15 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHVQ2 1361154.08000000 PA USD 1274231.73000000 0.003233941666 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7HH8 17282.42760000 PA USD 16874.17000000 0.000042825869 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQZ2 68876.30050000 PA USD 67161.49000000 0.000170452780 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJL50 9270977.65000000 PA USD 9304756.46000000 0.023615044971 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D4Y5 21366602.06100000 PA USD 18299625.04000000 0.046443608722 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMUA0 8038116.04700000 PA USD 6929533.65000000 0.017586838460 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N SAPPHIRE AVIATION FINANCE N/A 80307AAB5 1557155.38000000 PA USD 1230538.61000000 0.003123050532 Long ABS-CBDO CORP US N 2 2040-03-15 Fixed 0.04335000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 2480000.00000000 PA USD 2543267.28000000 0.006454695665 Long DBT CORP US N 2 2032-02-15 Fixed 0.06250000 N N N N N N WH BORROWER LLC 2549009H920CQUE3R944 92942LAB7 6083827.13000000 PA USD 6089545.93000000 0.015454988167 Long LON CORP US N 2 2027-02-09 Variable 0.10785770 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBN0 850000.00000000 PA USD 921332.00000000 0.002338298343 Long DBT CORP KY N 2 2029-12-15 Fixed 0.08250000 N N N N N N GABONESE REPUBLIC N/A 362420AD3 1880000.00000000 PA USD 1436437.50000000 0.003645612467 Long DBT NUSS GA N 2 2031-02-06 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293LG40 100.50530000 PA USD 102.34000000 0.000000259734 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CU39 258.99770000 PA USD 262.85000000 0.000000667101 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412PE31 8304.70400000 PA USD 8294.32000000 0.000021050603 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N TKC HOLDINGS INC N/A 87256YAC7 3464000.00000000 PA USD 3441565.75000000 0.008734535966 Long DBT CORP US N 2 2028-05-15 Fixed 0.06875000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AN6 1660000.00000000 PA USD 1097675.00000000 0.002785848786 Long DBT NUSS HU N 2 2051-09-21 Fixed 0.03125000 N N N N N N BPR TRUST 2021-TY N/A 05592DAA2 55733000.00000000 PA USD 55802666.25000000 0.141624606588 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07234890 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AUD0 968.62730000 PA USD 983.76000000 0.000002496737 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31396WYZ3 9151.80510000 PA USD 10310.06000000 0.000026166459 Long ABS-CBDO USGSE US N 2 2037-07-25 Variable 0.06820081 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LYNN9 897993.20500000 PA USD 805575.61000000 0.002044513936 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNWJ8 4972462.67300000 PA USD 4609861.74000000 0.011699617585 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 3605000.00000000 PA USD 3688124.81000000 0.009360291548 Long DBT CORP US N 2 2032-09-01 Fixed 0.06875000 N N N N N N TOWD PT MTG TR 2018-1 N/A 89176EAA8 599097.37300000 PA USD 586197.37000000 0.001487742028 Long ABS-CBDO CORP US N 2 2058-01-25 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179KVU5 30446.73670000 PA USD 28839.04000000 0.000073192160 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QM4P6 14917732.41900000 PA USD 12851019.33000000 0.032615297425 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HFYZ6 95962.40000000 PA USD 92474.05000000 0.000234694895 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBU1 18170000.00000000 PA USD 19119913.25000000 0.048525462562 Long DBT CORP US N 2 2039-01-23 Fixed 0.05450000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F2L9 10564.28800000 PA USD 10062.14000000 0.000025537249 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DZF1 299729.45280000 PA USD 302497.51000000 0.000767724801 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EEC0 4414970.40800000 PA USD 3792710.79000000 0.009625725966 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NB69 92.95130000 PA USD 93.59000000 0.000000237527 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BNBG0 9253247.71700000 PA USD 8939619.99000000 0.022688345364 Long ABS-CBDO USGSE US N 2 2047-03-25 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUAN6 5838380.69200000 PA USD 5953828.83000000 0.015110544395 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AJ3F8 3684049.45900000 PA USD 2882159.73000000 0.007314789154 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.01500000 N N N N N N ANTICIMEX GLOBAL AB 54930005SBU6WYFBEB41 N/A 4143650.50700000 PA USD 4147794.16000000 0.010526911267 Long LON CORP SE N 2 2028-11-16 Variable 0.08480000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 05675M2J2 790000.00000000 PA USD 740625.00000000 0.001879672268 Long DBT NUSS BH N 2 2034-05-18 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGG92 25315617.07000000 PA USD 22008622.82000000 0.055856874911 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FE44 2917.44600000 PA USD 2783.09000000 0.000007063354 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 0.03500000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 N/A 1275000.00000000 PA USD 1272348.00000000 0.003229160845 Long LON CORP US N 2 2031-07-08 Variable 0.07996740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFM3 6594238.21700000 PA USD 5718404.03000000 0.014513047054 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AECL5 7.43050000 PA USD 7.40000000 0.000000018780 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3S94 2491340.88200000 PA USD 2220820.63000000 0.005636340862 Long ABS-CBDO USGSE US N 2 2048-08-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ATA8 604.82520000 PA USD 613.37000000 0.000001556704 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F0H80 751287.85700000 PA USD 727264.53000000 0.001845764008 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 0.04000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 17378000.00000000 PA USD 10819343.82000000 0.027458998198 Long DBT CORP US N 2 2026-08-15 Fixed 0.03375000 N N N N Y DISH NETWORK CORP USD XXXX N N N CIA DE SEGUROS FIDELIDADE SA 529900FNLE8ZOPUOT704 N/A 2400000.00000000 PA 2589872.59000000 0.006572977804 Long DBT CORP PT N 2 2031-09-04 Variable 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QVL7 28.47290000 PA USD 28.44000000 0.000000072179 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLF6 183920000.00000000 PA USD 183229913.77000000 0.465029114139 Long DBT UST US N 2 2034-08-15 Fixed 0.03875000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404BBS0 66071.64150000 PA USD 65848.57000000 0.000167120649 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XCE7 50926.43820000 PA USD 49671.70000000 0.000126064495 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 549300ZWL4J1LYMOWK56 91740PAG3 2100000.00000000 PA USD 2157042.30000000 0.005474474387 Long DBT CORP US N 2 2029-03-15 Fixed 0.07125000 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CN4 500000.00000000 PA USD 487897.80000000 0.001238262230 Long DBT CORP US N 2 2028-03-15 Fixed 0.05125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDLP5 5241.50330000 PA USD 5359.19000000 0.000013601378 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.05000000 N N N N N N WELLS FARGO COML MTG TR 2016-NXS6 549300CFP9NBBMZH1008 95000KBH7 1323000.00000000 PA USD 1213659.47000000 0.003080212049 Long ABS-MBS CORP US N 2 2049-11-15 Variable 0.04537945 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFPA1 3229422.25400000 PA USD 2674347.22000000 0.006787370539 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N AIMCO CLO 22 LTD / AIMCO CLO 22 LLC N/A 00901UAA1 41979000.00000000 PA USD 42140829.05000000 0.106951490610 Long ABS-CBDO CORP JE N 2 2037-04-19 Variable 0.06826560 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBM3 4919000.00000000 PA USD 4630284.07000000 0.011751448521 Long DBT CORP US N 2 2029-12-15 Fixed 0.03550000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206MZW0 16.81930000 PA USD 16.91000000 0.000000042916 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210L3D3 388.86880000 PA USD 396.73000000 0.000001006882 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCS56 300972.74400000 PA USD 288150.76000000 0.000731313407 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.03000000 N N N N N N BANK 2018-BNK10 N/A 065404BE4 2308000.00000000 PA USD 2064776.50000000 0.005240308020 Long ABS-MBS CORP US N 2 2061-02-15 Variable 0.04163000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371KYJ4 240.52830000 PA USD 252.48000000 0.000000640782 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.07000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAK7 5080000.00000000 PA USD 4814352.58000000 0.012218605954 Long DBT CORP US N 2 2031-09-01 Fixed 0.06000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAC3 1445000.00000000 PA USD 1528310.03000000 0.003878780733 Long DBT CORP US N 2 2032-05-01 Fixed 0.07250000 N N N N N TRAVIS PERKINS PLC 2138001I27OUBAF22K83 N/A 3353000.00000000 PA 4232120.85000000 0.010740928537 Long DBT CORP GB N 2 2026-02-17 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371KLV1 8089.17720000 PA USD 8456.30000000 0.000021461701 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.07000000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AJ1 1215000.00000000 PA USD 1230643.13000000 0.003123315799 Long DBT NUSS RS N 2 2034-06-12 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HTS4 2792.01430000 PA USD 2881.78000000 0.000007313825 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.06000000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AD5 1600000.00000000 PA USD 1093008.00000000 0.002774004154 Long DBT NUSS GH N 2 2030-10-14 Fixed 0.10750000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AS7 5478000.00000000 PA USD 5970178.36000000 0.015152038752 Long DBT CORP US N 2 2032-11-29 Fixed 0.06700000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 N/A 8000000.00000000 PA 9488434.72000000 0.024081211968 Long DBT CORP NL N 2 2034-05-23 Variable 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207D5J1 16.87210000 PA USD 16.89000000 0.000000042866 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 68163YAG0 9645535.86900000 PA USD 9668299.33000000 0.024537700095 Long LON CORP US N 2 2031-06-23 Variable 0.08847410 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 17178HAM4 1106041.98000000 PA USD 1108807.08000000 0.002814101494 Long LON CORP US N 2 2030-10-24 Variable 0.07335680 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CLG4 47650000.00000000 PA USD 47597882.81000000 0.120801242671 Long DBT UST US N 2 2027-08-15 Fixed 0.03750000 N N N N N N KREDITANSTALT FUR WIEDERAUFB 549300GDPG70E3MBBU98 N/A 3400000.00000000 PA 3226551.81000000 0.008188840452 Long DBT CORP DE N 2 2030-09-17 Fixed 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417LYR0 43012.50580000 PA USD 42196.98000000 0.000107093999 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DP0 4855000.00000000 PA USD 4296675.00000000 0.010904764008 Long DBT NUSS CL N 2 2031-01-31 Fixed 0.02450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QL7M2 13045481.63500000 PA USD 10848060.27000000 0.027531879231 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N UNIVERSAL MUSIC GROUP NV 724500GJBUL3D9TW9Y18 N/A 1800000.00000000 PA 2060908.09000000 0.005230490173 Long DBT CORP NL N 2 2031-06-13 Fixed 0.04000000 N N N N N N EMERA US FINANCE LP N/A 29103DAJ5 5152000.00000000 PA USD 5016810.70000000 0.012732435373 Long DBT CORP US N 2 2026-06-15 Fixed 0.03550000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 3770000.00000000 PA USD 3828902.48000000 0.009717578815 Long DBT CORP US N 2 2030-06-15 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EBS8 289205.22100000 PA USD 247150.24000000 0.000627255969 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ENDS5 90037.50000000 PA USD 89504.95000000 0.000227159456 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 0.04500000 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 71424VAA8 660000.00000000 PA USD 692347.26000000 0.001757145579 Long DBT CORP US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201P2H7 271.76510000 PA USD 282.34000000 0.000000716565 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BYNZ9 2221191.75700000 PA USD 2164219.74000000 0.005492690400 Long ABS-CBDO USGSE US N 2 2046-10-15 Fixed 0.04000000 N N N N N N NOVAE LLC 549300IO3D43N4TFUV08 66988QAB5 1751560.63800000 PA USD 1743906.32000000 0.004425954225 Long LON CORP US N 2 2028-12-22 Variable 0.10497460 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAC9 2840000.00000000 PA USD 2733500.00000000 0.006937497580 Long DBT CORP US N 2 2026-09-18 Fixed 0.04375000 N N N N N N BAYER US FIN LLC 54930093Q75GSEM74I71 07274EAK9 4640000.00000000 PA USD 4933067.36000000 0.012519898619 Long DBT CORP US N 2 2030-11-21 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AVXR1 17711.93170000 PA USD 17289.48000000 0.000043879906 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EJ43 7263352.93400000 PA USD 6683193.34000000 0.016961638056 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.03500000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AD2 7899000.00000000 PA USD 6628537.72000000 0.016822924600 Long DBT CORP US N 2 2031-12-01 Fixed 0.02700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VCC6 550568.72590000 PA USD 557447.53000000 0.001414776254 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXK3 36977797.09100000 PA USD 30437142.15000000 0.077248070250 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DNY3 266.32770000 PA USD 273.06000000 0.000000693013 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 0.06500000 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 00400YAK7 1458236.93000000 PA USD 1453381.00000000 0.003688614293 Long LON CORP US N 2 2027-11-06 Variable 0.09206810 N N N N N N BX 2021-LBA N/A 05609BAR0 2779000.00000000 PA USD 2603610.92000000 0.006607845055 Long ABS-MBS CORP US N 2 2036-02-15 Variable 0.08451480 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXG4 10000000.00000000 PA USD 9075709.50000000 0.023033734296 Long DBT CORP US N 2 2030-02-07 Fixed 0.02600000 N N N N N N TEMPO ACQUISITION LLC 549300VV0B2RPMHQGA61 88023HAH3 1545937.72300000 PA USD 1549586.14000000 0.003932778524 Long LON CORP US N 2 2028-08-31 Variable 0.07496740 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AX2 760000.00000000 PA USD 613152.80000000 0.001556153673 Long DBT NUSS ZA N 2 2047-09-27 Fixed 0.05650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW40 2058851.06700000 PA USD 1722660.66000000 0.004372033715 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CL2 440000.00000000 PA USD 443162.50000000 0.001124726091 Long DBT NUSS TR N 2 2027-03-25 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XTCF6 6243029.21300000 PA USD 5346900.43000000 0.013570187963 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FVD1 67.87080000 PA USD 68.80000000 0.000000174611 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFG50 4838.92020000 PA USD 4947.98000000 0.000012557746 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 26639000.00000000 PA USD 30220160.69000000 0.076697381260 Long DBT CORP US N 2 2031-05-01 Fixed 0.07500000 N N N N N N BROCK HOLDINGS III LLC 5493000L6QAVHKOAM302 11163AAB3 1250000.00000000 PA USD 1254687.50000000 0.003184339307 Long LON CORP US N 2 2030-05-02 Variable 0.11334580 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 18490879.71700000 PA USD 14014607.56000000 0.035568430964 Long LON CORP FR N 2 2028-08-15 Variable 0.10801370 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYY2 8151213.27600000 PA USD 6986276.92000000 0.017730850276 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213PTT8 449.61360000 PA USD 462.38000000 0.000001173499 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N A-GAS FINCO INC 254900YJ1VCSP18B5452 N/A 2618437.50000000 PA USD 2511238.67000000 0.006373408523 Long LON CORP US N 2 2029-12-14 Variable 0.10584580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XGN8 447.23770000 PA USD 462.04000000 0.000001172636 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395WMR5 149002.34640000 PA USD 151714.17000000 0.000385043602 Long ABS-CBDO USGSE US N 2 2035-07-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WEQ28 96212.96690000 PA USD 87780.50000000 0.000222782881 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DW5 455000.00000000 PA USD 370683.95000000 0.000940778857 Long DBT NUSS CL N 2 2052-01-31 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKPG4 50638.63200000 PA USD 50149.22000000 0.000127276419 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M4JL8 9700.09470000 PA USD 9864.97000000 0.000025036841 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.05000000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A 05530SAA4 16838000.00000000 PA USD 16598765.70000000 0.042126905757 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06487000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384HLW1 234.03160000 PA USD 243.44000000 0.000000617839 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 0.07500000 N N N N N N AIMCO CLO 14 LTD / AIMCO CLO 14 LLC N/A 00144GAC5 39309000.00000000 PA USD 39329873.08000000 0.099817413332 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06533620 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138APD47 7183.83960000 PA USD 6626.62000000 0.000016818057 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03000000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 N/A 4975000.00000000 PA 4966083.72000000 0.012603692626 Long DBT CORP LU N 2 2029-03-12 Fixed 0.01750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CTD6 110158.87700000 PA USD 106051.13000000 0.000269152902 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJBR3 10145222.90900000 PA USD 8982796.46000000 0.022797925264 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GXJ51 51638.46200000 PA USD 51123.25000000 0.000129748462 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GLZ8 1377.33070000 PA USD 1429.17000000 0.000003627167 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EZZ4 6710.94640000 PA USD 6688.14000000 0.000016974192 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHR5 7173928.17100000 PA USD 7385282.86000000 0.018743509044 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205YQS4 176.95480000 PA USD 177.80000000 0.000000451248 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QRGJ6 2165755.80000000 PA USD 2194282.70000000 0.005568988813 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 0.05500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BKP6 181015.82690000 PA USD 180581.90000000 0.000458308576 Long ABS-CBDO USGA US N 2 2061-02-20 Variable 0.05946400 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FHP1 377.95710000 PA USD 381.16000000 0.000000967366 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128K8UH7 41203.55920000 PA USD 43235.31000000 0.000109729233 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.07000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCY5 84070000.00000000 PA USD 76158881.85000000 0.193287747790 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200A3J6 964.08120000 PA USD 975.40000000 0.000002475520 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 0.05000000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92841HAA0 1745000.00000000 PA USD 1631889.80000000 0.004141661437 Long DBT CORP MT N 2 2028-06-01 Fixed 0.09500000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 4350000.00000000 NC -55064.42000000 -0.00013975097 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 AXA SA AXA SA 8.6% 12/15/2030 Y 2029-06-20 0.00000000 EUR 51736.99000000 EUR 4350000.00000000 EUR -2029.42000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HHT62 137215.25400000 PA USD 135803.34000000 0.000344662645 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A5AB8 16041.21970000 PA USD 15698.28000000 0.000039841514 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAB1 1515000.00000000 PA USD 1527120.00000000 0.003875760492 Long DBT CORP MA N 2 2044-04-25 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407UHN0 7648.48500000 PA USD 7945.17000000 0.000020164476 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 1174080.00000000 PA USD 1253393.80000000 0.003181055955 Long DBT CORP US N 2 2030-06-01 Variable 0.13000000 N N Y N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAY7 29620000.00000000 PA USD 27100810.11000000 0.068780612611 Long DBT CORP US N 2 2028-07-15 Fixed 0.02450000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAM1 2910000.00000000 PA USD 2665505.58000000 0.006764930862 Long DBT CORP CA N 2 2030-10-15 Fixed 0.04000000 N N N N N N CENTRAL PARENT LLC / CDK GLO N/A 154915AA0 2140000.00000000 PA USD 2209530.74000000 0.005607687639 Long DBT CORP US N 2 2029-06-15 Fixed 0.08000000 N N N N N N AMERITEX HOLDCO INTERMEDIATE LLC N/A 030727AA9 490000.00000000 PA USD 521303.65000000 0.001323044745 Long DBT CORP US N 2 2028-10-15 Fixed 0.10250000 N N N N N N GRAHAM PACKAGING CO INC N/A 38469EAE3 4253837.77000000 PA USD 4251923.54000000 0.010791186856 Long LON CORP US N 2 2027-08-04 Variable 0.07746740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312938HW6 833.70020000 PA USD 833.79000000 0.000002116120 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XR4 53456.77760000 PA USD 53268.13000000 0.000135192069 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WXJ2 26394243.53000000 PA USD 23058050.74000000 0.058520274821 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 0.02500000 N N N N N N FS 2023-4SZN N/A 30334RAG9 555000.00000000 PA USD 581075.23000000 0.001474742272 Long ABS-MBS CORP US N 2 2039-11-10 Variable 0.09382749 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAD6 885000.00000000 PA USD 940162.94000000 0.002386090404 Long DBT CORP US N 2 2029-02-01 Fixed 0.09000000 N N N N N N ALIXPARTNERS LLP 5493005G2MHUFTGARL57 01642PBB1 4490175.48600000 PA USD 4506205.41000000 0.011436542575 Long LON CORP US N 2 2028-02-04 Variable 0.07861220 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SJ88 168071.03820000 PA USD 159354.77000000 0.000404435094 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 995000.00000000 PA USD 898783.50000000 0.002281071284 Long DBT CORP IL N 2 2028-03-30 Fixed 0.05375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARH79 27028.31620000 PA USD 27445.85000000 0.000069656308 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FRZ7 1.80830000 PA USD 1.81000000 0.000000004593 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 1915000.00000000 PA USD 1901296.26000000 0.004825402672 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140L3GJ4 324602.35600000 PA USD 287409.84000000 0.000729432986 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207XCK6 377.97330000 PA USD 383.66000000 0.000000973711 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N MORGAN STANLEY CAP I TR 2024-BPR2 3IFG42XD94UUZ7FL2766 61776EAC7 65918100.92000000 PA USD 2394962.81000000 0.006078305725 Long ABS-MBS CORP US N 2 2029-05-05 Variable 0.01072702 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BZ6 865000.00000000 PA USD 947719.95000000 0.002405269749 Long DBT NUSS PA N 2 2057-03-01 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E6TA4 23727.93340000 PA USD 24410.11000000 0.000061951739 Long ABS-MBS USGSE US N 2 2042-02-01 Variable 0.06297000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BEU6 899961.95300000 PA USD 895928.59000000 0.002273825654 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137BE3R3 1557524.46590000 PA USD 1531512.41000000 0.003886908227 Long ABS-CBDO USGSE US N 2 2040-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KYU6 8801.69460000 PA USD 8886.55000000 0.000022553656 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293LSQ8 648.65470000 PA USD 661.29000000 0.000001678323 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 0.06000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 2840000.00000000 PA USD 2646010.11000000 0.006715452254 Long DBT CORP NL N 2 2029-07-15 Fixed 0.04125000 N N N N N N HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST N/A 437927AC0 11200000.00000000 PA USD 11232915.68000000 0.028508624603 Long ABS-CBDO CORP US N 2 2027-11-15 Fixed 0.04930000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J2SA2 83172.39030000 PA USD 81355.16000000 0.000206475663 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384HGY3 555.49880000 PA USD 576.40000000 0.000001462876 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.07000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 2355000.00000000 PA USD 1652915.63000000 0.004195024029 Long DBT CORP NL N 2 2050-08-03 Fixed 0.04027000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210CMH3 79.79640000 PA USD 80.36000000 0.000000203949 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A 46652BBL2 723000.00000000 PA USD 269411.49000000 0.000683754000 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 0.03972000 N N N N N N BIFM CA BUYER INC 5493004RP2P0NY84N260 N/A 2264325.00000000 PA USD 2271412.34000000 0.005764740301 Long LON CORP CA N 2 2028-05-31 Variable 0.09496740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9CN8 94261.20540000 PA USD 89393.31000000 0.000226876119 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YFK94 24262.37110000 PA USD 24851.18000000 0.000063071154 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TZ28 717.90830000 PA USD 744.93000000 0.000001890598 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07000000 N N N N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919VAA3 3914000.00000000 PA USD 3416271.49000000 0.008670340295 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BKXM7 259097.87200000 PA USD 257410.68000000 0.000653296495 Long ABS-CBDO USGSE US N 2 2044-04-15 Fixed 0.04000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 5000000.00000000 PA 5317388.21000000 0.013495287303 Long DBT CORP FR N 2 2032-03-31 Variable 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3Y6 391621.64500000 PA USD 335408.00000000 0.000851250114 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSMX6 13188774.15200000 PA USD 13399587.47000000 0.034007538195 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J82T9 2142856.38400000 PA USD 2140191.10000000 0.005431706814 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297J4Z4 92354.80990000 PA USD 92027.35000000 0.000233561191 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAC0 1600000.00000000 PA USD 1306300.00000000 0.003315329463 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02453000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AFYF1 15708.69590000 PA USD 15380.83000000 0.000039035840 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BPQ9 264713.70610000 PA USD 264589.45000000 0.000671515884 Long ABS-CBDO USGA US N 2 2062-01-20 Variable 0.06076400 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNMF1 89504.65000000 PA USD 87399.67000000 0.000221816352 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6AF7 353684.53900000 PA USD 313159.82000000 0.000794785254 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.01500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2014-DSTY N/A 46642MAL2 945000.00000000 PA USD 2359.48000000 0.000005988251 Long ABS-MBS CORP US N 3 2027-06-10 Variable 0.03931420 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 2450000.00000000 PA USD 2460426.47000000 0.006244449490 Long DBT CORP US N 2 2032-03-15 Fixed 0.07000000 N N N N N N DISCOVER CARD EXECUTION NT TR 549300CKCX1QE4RUW216 254683CY9 14700000.00000000 PA USD 14649411.42000000 0.037179534035 Long ABS-CBDO CORP US N 2 2028-03-15 Fixed 0.04310000 N N N N N N TOWD PT MTG TR 2022 N/A 89170VAA6 6918797.29800000 PA USD 6554377.33000000 0.016634708933 Long ABS-CBDO CORP US N 2 2062-07-25 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200Q6R0 328.26120000 PA USD 339.25000000 0.000000861000 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBA4 2768000.00000000 PA USD 2841110.71000000 0.007210608625 Long DBT CORP US N 2 2034-04-01 Fixed 0.05500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 950000.00000000 PA USD 955908.05000000 0.002426050771 Long DBT CORP US N 2 2028-02-15 Fixed 0.07250000 N N N N N WFRBS COML MTG TR 2011-C4 N/A 92936CAW9 351791.71000000 PA USD 313094.62000000 0.000794619780 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.04555157 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 42031000.00000000 PA USD 41342843.25000000 0.104926239263 Long DBT CORP US N 2 2031-03-31 Variable 0.04412000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944YF2 33184.41780000 PA USD 33181.30000000 0.000084212616 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04500000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BD9 2845500.00000000 PA USD 2808167.04000000 0.007126999102 Long LON CORP US N 2 2029-06-24 Variable 0.09584580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295HAJ9 845.85280000 PA USD 863.60000000 0.000002191777 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMNE8 17169.40390000 PA USD 16764.13000000 0.000042546592 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230NNW1 17546.45670000 PA USD 17152.33000000 0.000043531826 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N CITIGROUP COML MTG TR 2023-PRM3 N/A 17331LAG2 1195000.00000000 PA USD 1168598.51000000 0.002965849400 Long ABS-MBS CORP US N 2 2028-07-10 Variable 0.06571721 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 N/A 17291EBB6 36430076.08970000 PA USD 354894.52000000 0.000900706008 Long ABS-MBS CORP US N 2 2049-12-10 Variable 0.00691952 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHD6 19065432.76300000 PA USD 19370180.36000000 0.049160629005 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 5010000.00000000 PA USD 4789833.55000000 0.012156377781 Long DBT CORP US N 2 2030-01-15 Fixed 0.04375000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 123292000.00000000 PA USD 101985909.48000000 0.258835558912 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178GFN9 41450.49800000 PA USD 39354.52000000 0.000099879966 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAX7 3670000.00000000 PA USD 2669785.91000000 0.006775794143 Long DBT CORP CA N 2 2052-02-15 Fixed 0.03750000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAA2 57379211.53000000 PA USD 56626109.38000000 0.143714467470 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06152480 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 879369AG1 1370000.00000000 PA USD 1316594.11000000 0.003341455442 Long DBT CORP US N 2 2028-06-01 Fixed 0.04250000 N N N N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAA7 1135000.00000000 PA USD 1065185.47000000 0.002703391849 Long DBT CORP US N 2 2027-09-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128E37F5 343.92440000 PA USD 345.92000000 0.000000877929 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TDA4 40.78300000 PA USD 41.89000000 0.000000106314 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 0.07500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377WN83 209347.97500000 PA USD 21342.36000000 0.000054165930 Long ABS-CBDO USGA US N 2 2041-07-20 Variable 0.00649840 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UBT3 201.61430000 PA USD 201.46000000 0.000000511296 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR5 N/A 74332YAL3 1544000.00000000 PA USD 1554720.76000000 0.003945809954 Long ABS-CBDO CORP US N 2 2039-06-17 Fixed 0.06863000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BC7 1415000.00000000 PA USD 1376129.95000000 0.003492554673 Long DBT NUSS ZA N 2 2032-04-20 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJCD0 48759.28120000 PA USD 49581.16000000 0.000125834709 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N SREIT TR 2021-PALM N/A 85237AAN3 798000.00000000 PA USD 777576.63000000 0.001973453809 Long ABS-MBS CORP US N 2 2034-10-15 Variable 0.09067580 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 1060000.00000000 PA USD 1094681.08000000 0.002778250354 Long DBT CORP LR N 2 2032-03-15 Fixed 0.06250000 N N N N N N EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 26885BAL4 780000.00000000 PA USD 749421.04000000 0.001901996214 Long DBT CORP US N 2 2031-01-15 Fixed 0.04750000 N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AF8 4175000.00000000 PA USD 4069537.41000000 0.010328299226 Long DBT CORP US N 2 2028-06-15 Fixed 0.06125000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AF9 1512000.00000000 PA USD 1404047.89000000 0.003563409123 Long DBT CORP US N 2 2027-04-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407PH92 677.13040000 PA USD 706.93000000 0.000001794155 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ADKZ8 357022.12100000 PA USD 281988.46000000 0.000715673773 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPNB0 12455784.94800000 PA USD 12458350.84000000 0.031618722814 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290WF64 11192.12690000 PA USD 11302.16000000 0.000028684363 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGX6 26362000.00000000 PA USD 25994207.13000000 0.065972105022 Long DBT CORP US N 2 2035-02-15 Fixed 0.04780000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373URG4 3.94680000 PA USD 3.96000000 0.000000010050 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FJE3 35.80190000 PA USD 35.79000000 0.000000090833 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FPU5 662.43300000 PA USD 686.56000000 0.000001742457 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 12184000.00000000 PA USD 12621372.22000000 0.032032463596 Long DBT CORP US N 2 2030-03-02 Fixed 0.05250000 N N N N N N GS MTG SECS TR 2010-C1 N/A 36249KAG5 30064.22000000 PA USD 29914.74000000 0.000075922237 Long ABS-MBS CORP US N 2 2043-08-10 Fixed 0.05148000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 2140000.00000000 PA USD 2155622.00000000 0.005470869731 Long DBT CORP US N 2 2033-03-01 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMU76 5347.61500000 PA USD 5183.79000000 0.000013156221 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.03000000 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92537EAE8 5379622.68200000 PA USD 5392211.00000000 0.013685184110 Long LON CORP US N 2 2027-03-02 Variable 0.07342550 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UKZ2 19.20820000 PA USD 19.86000000 0.000000050403 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200YEA1 1081.81320000 PA USD 1117.61000000 0.000002836442 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LGU3 3009057.57030000 PA USD 2867400.47000000 0.007277330829 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212UCW9 75.05110000 PA USD 78.47000000 0.000000199153 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209C6V3 172.22670000 PA USD 173.98000000 0.000000441553 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 3200000.00000000 PA 4619874.18000000 0.011725028698 Long DBT CORP GB N 2 2034-11-16 Variable 0.08201000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 179725000.00000000 PA USD 138893726.56000000 0.352505905246 Long DBT UST US N 2 2052-05-15 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M2RE4 1655858.62700000 PA USD 1501464.71000000 0.003810648543 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.02000000 N N N N N N SYMPHONY CLO 43 LTD N/A 87170BAA4 19181000.00000000 PA USD 19265895.11000000 0.048895957825 Long ABS-CBDO CORP KY N 2 2037-04-15 Variable 0.06846520 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1990000.00000000 NC USD 293748.68000000 0.000745520671 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 467859.96000000 USD 0.00000000 USD 1990000.00000000 USD -174111.28000000 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAG2 5384000.00000000 PA USD 5482892.07000000 0.013915328505 Long DBT CORP US N 2 2034-02-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J5JM2 1186565.79200000 PA USD 1159348.23000000 0.002942372614 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLMF4 2526436.51500000 PA USD 2349134.48000000 0.005961995526 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382DWE0 252.68570000 PA USD 262.20000000 0.000000665451 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295T7K4 6476.22290000 PA USD 6758.40000000 0.000017152509 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395UZR5 562606.57270000 PA USD 578409.35000000 0.001467976391 Long ABS-CBDO USGSE US N 2 2035-06-15 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKP5 14100000.00000000 PA USD 14626546.88000000 0.037121504881 Long DBT UST US N 2 2029-04-30 Fixed 0.04625000 N N N N N N AROUNDTOWN FINANCE SARL 8945006LEXV2KWSWVP51 N/A 13000000.00000000 PA USD 10010000.00000000 0.025404920718 Long EP CORP LU N 2 N N N KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 49456BAJ0 3092000.00000000 PA USD 2807363.03000000 0.007124958561 Long DBT CORP US N 2 2046-02-15 Fixed 0.05050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPMY1 7064172.73800000 PA USD 7114194.15000000 0.018055498337 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.05000000 N N N N N N BX COML MTG TR 2019 N/A 05608FAN1 265300.00000000 PA USD 264305.13000000 0.000670794293 Long ABS-MBS CORP US N 2 2032-11-15 Variable 0.07451480 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95001RAX7 6748000.00000000 PA USD 6632343.33000000 0.016832583064 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 0.04302000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298CD48 144.29220000 PA USD 145.32000000 0.000000368815 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVT51 25960.05790000 PA USD 25871.94000000 0.000065661796 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 4319000.00000000 PA USD 4321608.68000000 0.010968044544 Long DBT CORP US N 2 2025-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403DH36 2283.21930000 PA USD 2379.38000000 0.000006038757 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLW3 13521861.69500000 PA USD 11256874.14000000 0.028569430076 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N CHAMPIONS FINANCING INC 391200ZDD75EGEUJ7625 15870LAA6 3798000.00000000 PA USD 3895443.73000000 0.009886457454 Long DBT CORP US N 2 2029-02-15 Fixed 0.08750000 N N N N N N MSWF COML MTG TR 2023-1 N/A 55376CAJ2 1625000.00000000 PA USD 1727265.15000000 0.004383719699 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 0.05752000 N N N N N N JPMDB COML MTG SECS TR 2018-C8 N/A 46591AAG0 406000.00000000 PA USD 294365.23000000 0.000747085447 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.03415735 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XXS51 61188.49400000 PA USD 57663.47000000 0.000146347241 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GN89 526.94020000 PA USD 538.96000000 0.000001367855 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 0.07500000 N N N N N N MADISON PK FDG LII LTD / MADISON PK FDG LII LLC N/A 55822BAC9 26843000.00000000 PA USD 26854059.32000000 0.068154370428 Long ABS-CBDO CORP KY N 2 2035-01-22 Variable 0.06643620 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945HN1 2306.29950000 PA USD 2357.63000000 0.000005983556 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31400TSM0 16284.55700000 PA USD 16234.81000000 0.000041203202 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKL9 143566.17700000 PA USD 136931.85000000 0.000347526752 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.03500000 N N N N N N CSAIL 2019-C16 COML MTG TR N/A 12596WAJ3 1113000.00000000 PA USD 970401.88000000 0.002462835447 Long ABS-MBS CORP US N 2 2052-06-15 Variable 0.04237100 N N N N N N BENCHMARK 2018-B7 MTG TR N/A 08162TAG8 614000.00000000 PA USD 447740.47000000 0.001136344769 Long ABS-MBS CORP US N 2 2053-05-15 Variable 0.03000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 990000.00000000 PA USD 959599.97000000 0.002435420695 Long DBT CORP US N 2 2040-04-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GN6X6 26678.96200000 PA USD 26421.12000000 0.000067055590 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARUP4 5032.78550000 PA USD 4913.43000000 0.000012470059 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M7RM9 27496.31550000 PA USD 26135.85000000 0.000066331588 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402JRK5 37768.86190000 PA USD 37644.55000000 0.000095540140 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GT43 1367.53250000 PA USD 1413.81000000 0.000003588184 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QGB84 2598.73660000 PA USD 2673.45000000 0.000006785093 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 0.08637000 N N N N N N BMO 2023-C5 MTG TR N/A 055988AD1 1355000.00000000 PA USD 1442609.15000000 0.003661275832 Long ABS-MBS CORP US N 2 2056-06-15 Fixed 0.05765300 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 71424VAB6 1000000.00000000 PA USD 1025403.94000000 0.002602428151 Long DBT CORP US N 2 2033-02-01 Fixed 0.06250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GMZ0 86866.98340000 PA USD 84826.57000000 0.000215285942 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329PZC0 8569.99400000 PA USD 8455.03000000 0.000021458478 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 0.04500000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAB4 3120000.00000000 PA USD 3315692.64000000 0.008415075788 Long DBT CORP GB N 2 2029-03-30 Fixed 0.08125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376ABZ0 483.99100000 PA USD 488.84000000 0.000001240653 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 0.07500000 N N N N N N RR 31 LTD N/A 74988BAA4 150000.00000000 PA USD 150000.00000000 0.000380693117 Long ABS-CBDO CORP KY N 2 2039-10-15 Variable 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213YYC0 1569.17270000 PA USD 1628.56000000 0.000004133210 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P74W0 246026.77410000 PA USD 239882.50000000 0.000608810778 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.03500000 N N N N N N NCR ATLEOS CORP N/A 638962AA8 1970000.00000000 PA USD 2170002.28000000 0.005507366221 Long DBT CORP US N 2 2029-04-01 Fixed 0.09500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CFG4 1888901.75800000 PA USD 1785330.82000000 0.004531087706 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 0.03000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 2555000.00000000 PA USD 2428295.51000000 0.006162902588 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHKF8 371038.67060000 PA USD 362865.65000000 0.000920936370 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GR6X4 90072.10810000 PA USD 88190.81000000 0.000223824229 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3136AECM7 680889.00160000 PA USD 31782.88000000 0.000080663491 Long ABS-CBDO USGSE US N 2 2032-10-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945PQ5 157825.68680000 PA USD 157835.77000000 0.000400579942 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XZRY9 101706.32390000 PA USD 98676.62000000 0.000250436734 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KVD2 34.43340000 PA USD 35.00000000 0.000000088828 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAW5 1510000.00000000 PA USD 1496441.41000000 0.003797899638 Long DBT CORP US N 2 2024-12-31 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J96A1 19986.51760000 PA USD 19503.35000000 0.000049498607 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RV60 1157480.14620000 PA USD 1152000.75000000 0.002923725047 Long ABS-CBDO USGA US N 2 2066-08-20 Variable 0.05450000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138X52L0 26772.75300000 PA USD 27338.82000000 0.000069384670 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 0.05000000 N N N N N N STWD TR 2021-LIH N/A 78486EAQ1 2268000.00000000 PA USD 2220014.79000000 0.005634295677 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.08354000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 3400000.00000000 PA USD 3365305.38000000 0.008540990646 Long DBT CORP US N 2 2027-07-31 Fixed 0.05000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 78442FAZ1 735000.00000000 PA USD 633973.07000000 0.001608994563 Long DBT CORP US N 2 2033-08-01 Fixed 0.05625000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AF0 4128000.00000000 PA USD 4252071.17000000 0.010791561534 Long DBT CORP US N 2 2034-04-01 Fixed 0.05750000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KRZ0 53147.11300000 PA USD 52008.44000000 0.000131995034 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AR0 915000.00000000 PA USD 869821.88000000 0.002207568022 Long DBT NUSS GT N 2 2050-06-01 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EDC1 136477.96400000 PA USD 116386.69000000 0.000295384079 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.02500000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAA0 570000.00000000 PA USD 581526.54000000 0.001475887676 Long DBT CORP US N 2 2028-06-01 Fixed 0.06250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8CS0 3449261.69300000 PA USD 3350796.31000000 0.008504167292 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5UF2 1954232.85200000 PA USD 1742460.26000000 0.004422284191 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 1525000.00000000 PA USD 1189027.25000000 0.003017696605 Long DBT CORP MX N 2 2032-02-20 Fixed 0.06990000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405E6P5 10298.46030000 PA USD 10719.34000000 0.000027205193 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N OIL AND GAS HOLDING CO BSCC/THE 549300OBH16L6TS6IW50 67778M2D1 485000.00000000 PA USD 525318.05000000 0.001333233108 Long DBT CORP BH N 2 2028-11-07 Fixed 0.08375000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AE8 6573000.00000000 PA USD 6386795.45000000 0.016209393811 Long DBT CORP US N 2 2027-05-15 Fixed 0.05375000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CW5 920000.00000000 PA USD 937537.50000000 0.002379427158 Long DBT NUSS PH N 2 2033-07-17 Fixed 0.05000000 N N N N N N BX TR 2019-OC11 N/A 05606FAL7 168000.00000000 PA USD 153024.21000000 0.000388368423 Long ABS-MBS CORP US N 2 2041-12-09 Variable 0.04075457 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201KJ23 134.85900000 PA USD 139.91000000 0.000000355085 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BG5 152000.00000000 PA USD 150325.73000000 0.000381519805 Long DBT CORP US N 2 2025-11-15 Fixed 0.03800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EP62 55680.76260000 PA USD 54323.76000000 0.000137871210 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DZ62 7647452.90000000 PA USD 6624563.25000000 0.016812837578 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 5827000.00000000 PA USD 5796786.66000000 0.014711978573 Long DBT CORP US N 2 2025-06-12 Fixed 0.04450000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375KVH2 2832.54230000 PA USD 3293.18000000 0.000008357939 Long ABS-CBDO USGA US N 2 2037-06-16 Variable 0.07481280 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AC4 1610000.00000000 PA USD 1384600.00000000 0.003514051271 Long DBT NUSS AO N 2 2048-05-08 Fixed 0.09375000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAF6 4522000.00000000 PA USD 4352072.92000000 0.011045361387 Long DBT CORP US N 2 2029-07-15 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375DBF9 646.47920000 PA USD 670.81000000 0.000001702485 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 31000000.00000000 PA USD 30676043.18000000 0.077854390103 Long DBT CORP US N 2 2030-05-15 Fixed 0.04500000 N N N N N N EQT TR 2024-EXTR N/A 29439DAA9 18258000.00000000 PA USD 18593253.40000000 0.047188824028 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.05330800 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 930000.00000000 PA USD 846021.00000000 0.002147162480 Long DBT CORP AT N 2 2031-01-15 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212HED8 133.52040000 PA USD 135.16000000 0.000000343029 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 N/A 6324495.56200000 PA USD 6329871.38000000 0.016064923133 Long LON CORP US N 2 2028-06-21 Variable 0.07889230 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAC5 5085000.00000000 PA USD 5364252.95000000 0.013614227862 Long DBT CORP US N 2 2029-04-15 Fixed 0.08250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DB3 2780000.00000000 PA USD 2755675.00000000 0.006993776713 Long DBT NUSS TR N 2 2026-01-26 Fixed 0.04750000 N N N N N N FINCO I LLC 5493001RSEZ0X6VJMC68 31774BAF1 1397465.92000000 PA USD 1404453.25000000 0.003564437908 Long LON CORP US N 2 2029-06-27 Variable 0.08255370 N N N N N N RR 7 LTD N/A 74980EAQ1 31230000.00000000 PA USD 31243085.37000000 0.079293517164 Long ABS-CBDO CORP KY N 2 2037-01-15 Variable 0.06641370 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J6T5 110.56550000 PA USD 112.29000000 0.000000284986 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N HOME PARTNERS AMER 2021-2 TR N/A 43732VAN6 3991081.41000000 PA USD 3659791.72000000 0.009288383465 Long ABS-CBDO CORP US N 2 2026-12-17 Fixed 0.04505000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPB80 13412689.80000000 PA USD 13469941.87000000 0.034186094434 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5FN7 26974.20870000 PA USD 26295.54000000 0.000066736874 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GGM4 106.27320000 PA USD 108.58000000 0.000000275571 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H2B49 12966.03200000 PA USD 12315.92000000 0.000031257239 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFE3 41647.64300000 PA USD 40744.43000000 0.000103407493 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N AASET 2021-1 TR N/A 00038PAA8 16123178.71000000 PA USD 14990475.42000000 0.038045138818 Long ABS-CBDO CORP US N 2 2041-11-16 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7T44 118095.59540000 PA USD 109427.21000000 0.000277721238 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NDY1 77.65850000 PA USD 79.46000000 0.000000201665 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N CEDAR FUNDING LTD 2022 N/A 15032QAA0 28708000.00000000 PA USD 28706047.86000000 0.072854632369 Long ABS-CBDO CORP US N 2 2035-04-20 Variable 0.06602010 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAZ9 11235000.00000000 PA USD 11291658.11000000 0.028657710195 Long DBT CORP LU N 2 2028-02-01 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417YHV2 18023.22910000 PA USD 18193.20000000 0.000046173506 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.05000000 N N N N N N GLOVES BUYER INC N/A 37987UAC6 1219043.93000000 PA USD 1216764.32000000 0.003088092016 Long LON CORP US N 2 2028-01-06 Variable 0.09361220 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3142GRLK4 11144322.96000000 PA USD 11364690.80000000 0.028843063812 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 0.06000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 6798000.00000000 PA USD 6626646.96000000 0.016818125938 Long DBT CORP US N 2 2030-04-15 Fixed 0.04050000 N N N N N N OCP CLO 2016-11 LTD N/A 67092HAJ9 428000.00000000 PA USD 429128.21000000 0.001089107707 Long ABS-CBDO CORP KY N 2 2036-04-26 Variable 0.12099210 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A7ZY4 7557.09020000 PA USD 7379.29000000 0.000018728299 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04000000 N N N N N N ICON LUXEMBOURG SARL 635400PUWMHSPI2DDA35 N/A 1830191.11000000 PA USD 1838921.12000000 0.004667097428 Long LON CORP LU N 2 2028-07-03 Variable 0.07334580 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DQ8 3325000.00000000 PA USD 2182862.50000000 0.005540004870 Long DBT NUSS CL N 2 2061-01-22 Fixed 0.03100000 N N N N N N MIWD HOLDCO II LLC 254900X3SPV5RVFJEY72 55336CAK8 1205000.00000000 PA USD 1210024.85000000 0.003070987550 Long LON CORP US N 2 2031-03-28 Variable 0.08746740 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAF2 2900000.00000000 PA USD 2981101.40000000 0.007565898573 Long DBT CORP US N 2 2030-04-23 Fixed 0.06750000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAE3 16378990.00000000 PA USD 15083657.58000000 0.038281630865 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.04008000 N N N N N N ICU MEDICAL INC 5493003NRW7LS2QZRH60 44931YAD9 2475382.29900000 PA USD 2472510.86000000 0.006275119118 Long LON CORP US N 2 2029-01-06 Variable 0.07984580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E1JB4 70731.96670000 PA USD 72765.51000000 0.000184675525 Long ABS-MBS USGSE US N 2 2042-01-01 Variable 0.06055000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HJ70 929.47140000 PA USD 956.71000000 0.000002428086 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 0.06000000 N N N N N N ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC N/A 03969AAN0 967000.00000000 PA USD 833980.19000000 0.002116603457 Long DBT CORP IE N 2 2026-08-15 Fixed 0.04125000 N N N N N N HIGHTOWER HOLDING LLC 254900MKOSB7RTMA9K12 43118DAB6 4325000.00000000 PA USD 4478550.48000000 0.011366355632 Long DBT CORP US N 2 2030-01-31 Fixed 0.09125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207HNQ6 105.13400000 PA USD 107.09000000 0.000000271789 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07500000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92840JAB5 6175000.00000000 PA USD 5063572.49000000 0.012851114651 Long DBT CORP MT N 2 2030-02-01 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUNN2 22680894.59800000 PA USD 23129386.61000000 0.058701321986 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBJJ3 43270.17940000 PA USD 42225.46000000 0.000107166280 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N BANK 2019-BNK21 N/A 06540BBD0 2606000.00000000 PA USD 2351920.21000000 0.005969065581 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 0.02851000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AF6 1155000.00000000 PA USD 1152391.61000000 0.002924717031 Long DBT CORP IT N 2 2032-06-19 Variable 0.05861000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209XYE4 300.71200000 PA USD 305.40000000 0.000000775091 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GMS6 41.38110000 PA USD 42.94000000 0.000000108979 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUC4 118444.89000000 PA USD 105206.75000000 0.000267009904 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N MH SUB I LLC 2549005VFKP807SR8N49 55303BAD5 2065000.00000000 PA USD 2024567.30000000 0.005138258915 Long LON CORP US N 2 2029-02-23 Variable 0.11502110 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDQ8 1708362.14700000 PA USD 1437259.60000000 0.003647698920 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CNG5 2706260.61600000 PA USD 2613549.27000000 0.006633068131 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 500000.00000000 PA USD 494531.25000000 0.001255097622 Long DBT CORP US N 2 2027-05-01 Fixed 0.07750000 N N N N N N AIMCO CLO 17 LTD / AIMCO CLO 17 LLC N/A 00889JAK0 26319958.00000000 PA USD 26328880.47000000 0.066821490603 Long ABS-CBDO CORP US N 2 2037-07-20 Variable 0.06632010 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QG5R4 97865.86100000 PA USD 84276.87000000 0.000213890829 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 5960000.00000000 PA USD 5634489.18000000 0.014300075015 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297YY97 55.30470000 PA USD 57.81000000 0.000000146719 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.08000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31395DMG1 13011.11630000 PA USD 10596.03000000 0.000026892237 Long ABS-CBDO USGSE US N 2 2036-05-25 Fixed 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVMG7 21029454.77200000 PA USD 21549603.62000000 0.054691905242 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.05500000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBC3 6112377.69500000 PA USD 6071974.88000000 0.015410393649 Long LON CORP US N 2 2028-08-19 Variable 0.09596740 N N N N N N PACIFIC DENTAL SERVICES INC N/A 69417WAC5 1551112.50000000 PA USD 1555548.68000000 0.003947911177 Long LON CORP US N 2 2031-03-17 Variable 0.08591570 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MLM6 214.44370000 PA USD 219.87000000 0.000000558019 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 1715000.00000000 PA USD 1578263.91000000 0.004005561389 Long DBT CORP US N 2 2031-03-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6X26 6669021.13200000 PA USD 6228434.25000000 0.015807480351 Long ABS-CBDO USGSE US N 2 2037-04-25 Fixed 0.02250000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AM0 38976000.00000000 PA USD 38950495.66000000 0.098854570846 Long DBT CORP CH N 2 2025-09-11 Variable 0.02593000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 10540000.00000000 PA USD 9514351.12000000 0.024146986602 Long DBT CORP US N 2 2040-11-15 Fixed 0.05875000 N N N N N N DIGICEL LTD N/A N/A 16305.00000000 NS USD 52012.95000000 0.000132006480 Long EC CORP BM N 3 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SQ2 5000000.00000000 PA USD 3207812.50000000 0.008141280943 Long DBT UST US N 2 2040-08-15 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404SGK5 19290.21260000 PA USD 19230.65000000 0.000048806507 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVPL0 3459.28340000 PA USD 3447.25000000 0.000008748962 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030694 140400000.00000000 PA USD 124478864.64000000 0.315921647080 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810FM5 26000000.00000000 PA USD 29273359.44000000 0.074294443129 Long DBT UST US N 2 2030-05-15 Fixed 0.06250000 N N N N N N MAJORDRIVE HOLDINGS IV LLC 25490044R1FR5N8FIT62 56085RAA8 3954000.00000000 PA USD 3727677.78000000 0.009460675171 Long DBT CORP US N 2 2029-06-01 Fixed 0.06375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H9AA7 6972282.76100000 PA USD 6935630.17000000 0.017602311148 Long ABS-CBDO USGSE US N 2 2044-10-25 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JBDB6 152619.66340000 PA USD 148995.05000000 0.000378142600 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297F5U2 12184.02950000 PA USD 12382.34000000 0.000031425810 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200T2Z0 1681.55230000 PA USD 1724.47000000 0.000004376625 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 0.07000000 N N N N N N BENCHMARK 2018-B4 MTG TR N/A 08161HAF7 2953000.00000000 PA USD 2871059.57000000 0.007286617457 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 0.04121000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAC3 2465000.00000000 PA USD 2171510.94000000 0.005511195131 Long DBT NUSS SA N 2 2046-10-26 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MGJ30 103179.37480000 PA USD 98020.67000000 0.000248771963 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAK4 1897000.00000000 PA USD 2024099.00000000 0.005137070391 Long DBT CORP US N 2 2027-12-01 Fixed 0.04250000 N N N N N PG and E CORP USD XXXX N N N IQVIA INC 549300PLWY28YB00C717 449934AD0 385000.00000000 PA USD 382337.76000000 0.000970355692 Long DBT CORP US N 2 2026-10-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLGT7 72479.59200000 PA USD 59659.36000000 0.000151412718 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213QAA7 250.45570000 PA USD 257.57000000 0.000000653700 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N CMG MEDIA CORP N/A 88145LAE4 9033898.69100000 PA USD 7778999.82000000 0.019742744624 Long LON CORP US N 2 2026-12-17 Variable 0.08934580 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAL9 10546000.00000000 PA USD 10467826.93000000 0.026566864460 Long DBT CORP IE N 2 2026-04-03 Fixed 0.04450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200JL99 6906.47000000 PA USD 6985.75000000 0.000017729512 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 8567000.00000000 PA USD 8546042.80000000 0.021689464514 Long DBT CORP US N 2 2026-03-09 Fixed 0.04600000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0226A8 187200000.00000000 PA USD 159770819.52000000 0.405491009289 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.02500000 N N N N N N ZELIS PAYMENTS BUYER INC 549300U8NGLZN5R1Y309 98932TAG8 4054837.50000000 PA USD 4057797.53000000 0.010298503950 Long LON CORP US N 2 2029-09-28 Variable 0.07996740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W9GP9 219435.66390000 PA USD 202567.60000000 0.000514107274 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.03000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040693 86000000.00000000 PA USD 81555545.80000000 0.206984233284 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378E7F9 85.01200000 PA USD 86.81000000 0.000000220319 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DX55 3425.74100000 PA USD 3363.64000000 0.000008536763 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A3FZ5 2711.84550000 PA USD 2657.74000000 0.000006745222 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293JH93 105.74300000 PA USD 107.67000000 0.000000273261 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050692 -6225000.00000000 PA USD -6179528.24000000 -0.01568335914 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.05000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 4545000.00000000 PA USD 4394943.19000000 0.011154164166 Long DBT CORP US N 2 2029-12-15 Fixed 0.05000000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QR6M7 30862.03680000 PA USD 28209.05000000 0.000071593274 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y8BB5 16399.31600000 PA USD 16358.69000000 0.000041517604 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04500000 N N N N N N INTERCONTINENTAL EXCHANGE N/A N/A 18500000.00000000 NC USD 74850.96000000 0.000189968302 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE N/A CDX EM CDSI S41 5YR CXPEM541 Y 2029-06-20 0.00000000 USD 0.00000000 USD 17975608.29000000 USD 74850.96000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 435000.00000000 PA 567629.27000000 0.001440617043 Long EP CORP GB N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QPM0 650.03260000 PA USD 672.51000000 0.000001706799 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 21378000.00000000 PA USD 15070283.85000000 0.038247688952 Long DBT CORP US N 2 2070-10-15 Fixed 0.03729000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6AG5 30369183.82600000 PA USD 27528040.39000000 0.069864903460 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DMR9 242.23510000 PA USD 247.75000000 0.000000628778 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A8F43 99946.42570000 PA USD 97743.26000000 0.000248067909 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202UEP4 378.83580000 PA USD 387.54000000 0.000000983558 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 0.05500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BB5 2809000.00000000 PA USD 3255350.10000000 0.008261929190 Long DBT NUSS BR N 2 2034-01-20 Fixed 0.08250000 N N N N N N AUTONATION INC DEL N/A 05329WAQ5 2958000.00000000 PA USD 2922450.73000000 0.007417045863 Long DBT CORP US N 2 2030-06-01 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQAC6 4380897.80000000 PA USD 4569682.08000000 0.011597643451 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179DLT5 6043.01640000 PA USD 5736.45000000 0.000014558846 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XC50 531.60070000 PA USD 547.96000000 0.000001390697 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N AASET 2024-1 US LTD / AASET 2024-1 INTL LTD N/A 00255JAB6 16038134.16000000 PA USD 16566975.60000000 0.042046223941 Long ABS-CBDO CORP US N 2 2049-05-16 Fixed 0.06261000 N N N N N N GS MTG SECS TR 2018-GS9 N/A 36255NAA3 835000.00000000 PA USD 631474.68000000 0.001602653764 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FXJ0 7937.47200000 PA USD 7562.77000000 0.000019193963 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 0.03500000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAV3 24530000.00000000 PA USD 22461027.45000000 0.057005057104 Long DBT CORP US N 2 2030-02-15 Fixed 0.03375000 N N N N N N BOSCH (ROBERT) GMBH 529900F0LT5OP4SV6122 N/A 1500000.00000000 PA 1720187.41000000 0.004365756720 Long DBT CORP DE N 2 2043-06-02 Fixed 0.04375000 N N N N N N GS MTG SECS TR 2010-C1 N/A 36249KAE0 384708.20270000 PA USD 5.54000000 0.000000014060 Long ABS-MBS CORP US N 2 2043-08-10 Variable 0.00548633 N N N N N N KRONOS ACQUISITION HOLDINGS INC N/A 50106JAH9 1225000.00000000 PA USD 1209173.00000000 0.003068825594 Long LON CORP US N 2 2031-06-27 Variable 0.09314260 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAC8 2140000.00000000 PA USD 2115925.00000000 0.005370120566 Long DBT CORP AE N 2 2053-05-22 Fixed 0.05084000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R5P9 80480.01920000 PA USD 78571.33000000 0.000199410430 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 3290000.00000000 PA USD 3207902.00000000 0.008141508090 Long DBT CORP US N 2 2029-02-15 Fixed 0.04750000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 4279000.00000000 PA USD 4431007.20000000 0.011245692968 Long DBT CORP US N 2 2028-08-28 Variable 0.06650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNBQ5 5222127.57100000 PA USD 4670197.25000000 0.011852746341 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N BYJU'S ALPHA INC 254900EAJ040Y8AVVN71 N/A 29023.40000000 PA USD 29023.40000000 0.000073660057 Long LON CORP US N 3 2026-04-09 Variable 0.13341570 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 N/A 5000000.00000000 PA 7135260.08000000 0.018108962700 Long DBT CORP GB N 2 2029-08-23 Variable 0.07625000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLE6 249993.11800000 PA USD 243406.25000000 0.000617753894 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.04000000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AZ5 2895000.00000000 PA USD 2889250.24000000 0.007332784543 Long DBT CORP US N 2 2031-07-31 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382WZJ4 5072.30900000 PA USD 5263.20000000 0.000013357760 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.07000000 N N N N N N BBCMS MTG TR 2024-C24 N/A 07336VAX9 790000.00000000 PA USD 790857.62000000 0.002007160353 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 0.05718000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 5140000.00000000 PA USD 4959296.88000000 0.012586467937 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31414NDX9 42779.52890000 PA USD 44837.81000000 0.000113796304 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 0.06000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 17464000.00000000 PA USD 16743436.58000000 0.042494073812 Long DBT CORP GB N 2 2028-05-22 Variable 0.03073000 N N N N N N AP CORE HOLDINGS II LLC N/A 00187GAD1 4085000.00000000 PA USD 3542471.15000000 0.008990629241 Long LON CORP US N 2 2027-09-01 Variable 0.10861220 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UHEK7 91810.94090000 PA USD 94450.51000000 0.000239711060 Long ABS-MBS USGSE US N 2 2041-09-01 Variable 0.06000000 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 N/A 600000.00000000 PA 532276.62000000 0.001350893639 Long EP CORP SE N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295DUT4 6796.28920000 PA USD 6641.63000000 0.000016856152 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNLU4 2285438.81000000 PA USD 1887616.82000000 0.004790684880 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N EATON VANCE CLO 2020-2 LTD N/A 27829PAL0 36609000.00000000 PA USD 36621739.93000000 0.092944295652 Long ABS-CBDO CORP KY N 2 2035-01-15 Variable 0.06712980 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383KZD2 1165.57970000 PA USD 1209.45000000 0.000003069528 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ABWF3 20358.60700000 PA USD 16783.01000000 0.000042594509 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AY4Z9 14586.52050000 PA USD 14240.16000000 0.000036140872 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030694 -140400000.00000000 PA USD -124478864.64000000 -0.31592164708 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU98 18203.63200000 PA USD 15797.24000000 0.000040092670 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BKS6 316.71370000 PA USD 334.44000000 0.000000848793 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.08500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FQ74 475136.38970000 PA USD 474587.89000000 0.001204482289 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J9WZ7 23953.13690000 PA USD 23375.93000000 0.000059327037 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N FILTRATION GROUP CORP 549300ZA0D9WN5ECE978 31732FAR7 3621879.39300000 PA USD 3630427.03000000 0.009213857229 Long LON CORP US N 2 2028-10-21 Variable 0.08861220 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2020-VKNG N/A 12433YAQ0 1228500.00000000 PA USD 1207357.27000000 0.003064217354 Long ABS-MBS CORP US N 2 2037-10-15 Variable 0.08201480 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NF7M3 15832.77210000 PA USD 15883.06000000 0.000040310477 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 0.06029000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CQG2 33743.33300000 PA USD 32097.57000000 0.000081462159 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LCNC6 3522.35230000 PA USD 3597.63000000 0.000009130619 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 0.05000000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAJ8 810000.00000000 PA USD 761829.30000000 0.001933487808 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.05968471 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1600000.00000000 PA 1757458.23000000 0.004460348351 Long DBT CORP DE N 2 2028-05-24 Variable 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C43U2 13297.81780000 PA USD 13251.78000000 0.000033632409 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9J52 1995916.75200000 PA USD 1952616.74000000 0.004955651695 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04000000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 12769GAB6 3161000.00000000 PA USD 3273430.45000000 0.008307816289 Long DBT CORP US N 2 2030-02-15 Fixed 0.07000000 N N N N N N OAK HILL CREDIT PARTNERS N/A 67706JAC8 1651000.00000000 PA USD 1658005.19000000 0.004207941099 Long ABS-CBDO CORP KY N 2 2037-04-20 Variable 0.06941730 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283H6B6 18855.38590000 PA USD 19591.83000000 0.000049723165 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLFC7 11593098.47000000 PA USD 12143395.03000000 0.030819379419 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.06500000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 1400000.00000000 NC USD 154076.72000000 0.000391039645 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S17 PRC INDX CY885802 Y 2056-12-15 199797.41000000 USD 0.00000000 USD 1400000.00000000 USD -45720.69000000 N N N GOLDENTREE LN MGMT US CLO 21 LTD N/A 38139DAA3 588000.00000000 PA USD 586605.85000000 0.001488778732 Long ABS-CBDO CORP US N 2 2037-07-20 Variable 0.11025060 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYV48 4326762.68900000 PA USD 3741273.38000000 0.009495180180 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAQ7 16989000.00000000 PA USD 16896767.57000000 0.042883220830 Long DBT CORP US N 2 2025-01-15 Fixed 0.03900000 N N N N N N GRUPO KUO SAB DE CV 549300WIYIAVCFZI6Z04 40052CAC0 1295000.00000000 PA USD 1249131.10000000 0.003170237418 Long DBT CORP MX N 2 2027-07-07 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132A9UF2 551430.59600000 PA USD 530868.14000000 0.001347318981 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416SVT5 2074.26970000 PA USD 2112.51000000 0.000005361453 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.05000000 N N N N N N BENCHMARK 2022-B37 MTG TR N/A 08161QAK6 1456000.00000000 PA USD 1291396.72000000 0.003277505623 Long ABS-MBS CORP US N 2 2055-11-15 Variable 0.05750631 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208J5W8 166.86090000 PA USD 167.94000000 0.000000426224 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 43373000.00000000 PA USD 28631384.76000000 0.072665140847 Long DBT CORP MX N 2 2048-02-12 Fixed 0.06350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV66 34071656.44100000 PA USD 26655439.12000000 0.067650281473 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A1T76 5925.46180000 PA USD 5804.38000000 0.000014731250 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 3949000.00000000 PA USD 3948593.61000000 0.010021349411 Long DBT CORP KY N 2 2027-02-01 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XUUB9 1986742.44200000 PA USD 1911737.35000000 0.004851901679 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AUJ7 312.03990000 PA USD 320.50000000 0.000000813414 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NM96 24149.81190000 PA USD 22275.95000000 0.000056535339 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 0.03000000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828TAA0 455000.00000000 PA USD 454059.56000000 0.001152382329 Long DBT CORP US N 2 2025-10-15 Fixed 0.06250000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAK5 837000.00000000 PA USD 835585.22000000 0.002120676949 Long DBT CORP CA N 2 2025-04-15 Fixed 0.05750000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136BMAC2 3715825.43200000 PA USD 3455446.77000000 0.008769765358 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417DU50 521071.01500000 PA USD 482162.95000000 0.001223707444 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128K5WC2 15414.57700000 PA USD 16150.87000000 0.000040990167 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419L3N1 206455.31600000 PA USD 201968.98000000 0.000512588004 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A5P55 20755.31790000 PA USD 20715.37000000 0.000052574658 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TNM84 19204.90680000 PA USD 19629.27000000 0.000049818186 Long ABS-CBDO USGSE US N 2 2030-03-15 Fixed 0.06000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375UEJ5 133558.80350000 PA USD 133452.30000000 0.000338695814 Long ABS-CBDO USGA US N 2 2064-01-20 Variable 0.06046400 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 2775000.00000000 PA USD 2286757.07000000 0.005803684521 Long DBT CORP US N 2 2031-10-01 Fixed 0.03625000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875CD2 1055000.00000000 PA USD 26902.50000000 0.000068277310 Long DBT NUSS SV N 2 2030-04-17 Fixed 0.00250000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1460000.00000000 NC USD 215514.10000000 0.000546964897 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 334038.64000000 USD 0.00000000 USD 1460000.00000000 USD -118524.54000000 N N N PERU, REPUBLIC OF 254900STKLK2DBJJZ530 715638DF6 2035000.00000000 PA USD 1799194.38000000 0.004566272785 Long DBT NUSS PE N 2 2031-01-23 Fixed 0.02783000 N N N N N N PRIMA CAP LTD 2021-9A N/A 74167FAA8 1419983.11000000 PA USD 1420605.91000000 0.003605432618 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.07806050 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -34468.09000000 -0.00008747843 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 3284000.00000000 CAD 2404616.39000000 USD 2024-10-03 -34468.09000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N0HG3 414650.52300000 PA USD 421474.01000000 0.001069681699 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F1ZP0 97889.81810000 PA USD 91638.64000000 0.000232574663 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9UW9 3568408.18900000 PA USD 3386384.40000000 0.008594488232 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 9078000.00000000 PA USD 8677051.88000000 0.022021959548 Long DBT CORP US N 2 2045-10-23 Fixed 0.06484000 N N N N N N HTA GROUP LTD/MAURITIUS 213800WEFU8O8X6EPU13 40435WAC4 9875000.00000000 PA USD 9938693.75000000 0.025223948727 Long DBT CORP MU N 2 2029-06-04 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6AP5 215869.68000000 PA USD 191135.61000000 0.000485093408 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.01500000 N N N N N N LAMAR FDG LTD 549300TSXHL7X0727895 513063AA5 1895000.00000000 PA USD 1877338.60000000 0.004764599230 Long DBT CORP KY N 2 2025-05-07 Fixed 0.03958000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAM4 7783507.14500000 PA USD 7413790.56000000 0.018815860279 Long LON CORP US N 2 2028-01-18 Variable 0.09836890 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5VK0 4068448.00200000 PA USD 3631992.22000000 0.009217829610 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FW65 95841.67800000 PA USD 98807.26000000 0.000250768292 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05500000 N N N N N N TESLA 2024-A A3 N/A 88166VAB2 5916174.10000000 PA USD 5918910.33000000 0.015021922844 Long ABS-CBDO CORP US N 2 2026-06-22 Fixed 0.05370000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 940000.00000000 PA USD 940930.60000000 0.002388038690 Long EP CORP CH N 2 N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAH9 8040000.00000000 PA USD 8664590.13000000 0.021990332198 Long DBT CORP US N 2 2030-07-15 Fixed 0.06200000 N N N N N N PACIFIC BELLS LLC 549300VGOQXINYVBJF37 69403HAL4 1477164.06000000 PA USD 1474859.68000000 0.003743126197 Long LON CORP US N 2 2028-11-10 Variable 0.10096190 N N N N N N MOODYS CORP 549300GCEDD8YCF5WU84 615369AM7 7339000.00000000 PA USD 7109104.65000000 0.018042581419 Long DBT CORP US N 2 2028-01-15 Fixed 0.03250000 N N N N N N OPTIV SECURITY INC 549300EMRBO1UNORKL53 N/A 3520083.29000000 PA USD 3087605.86000000 0.007836202006 Long LON CORP US N 2 2026-07-31 Variable 0.10529210 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 1030000.00000000 PA USD 929739.29000000 0.002359635659 Long DBT CORP US N 2 2029-03-01 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3KT1 643327.68000000 PA USD 579129.56000000 0.001469804251 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390YXX1 462.84730000 PA USD 480.27000000 0.000001218903 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 0.07000000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305VAN0 1822213.13500000 PA USD 1819935.37000000 0.004618912466 Long LON CORP US N 2 2030-05-30 Variable 0.07592330 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FXBN7 1603450.44700000 PA USD 1477527.64000000 0.003749897357 Long ABS-CBDO USGSE US N 2 2040-10-25 Fixed 0.03000000 N N N N N N UPFIELD USA CORP 254900U4MHW4MZWGFU47 N/A 3946409.54000000 PA USD 3935833.16000000 0.009988963975 Long LON CORP US N 2 2028-01-03 Variable 0.09580000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCC5 85546.02200000 PA USD 73266.69000000 0.000185947497 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJSS9 25470.23930000 PA USD 25469.77000000 0.000064641107 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416TL80 5839.72660000 PA USD 5953.98000000 0.000015110928 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.05000000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AM6 1050000.00000000 PA USD 1017187.50000000 0.002581575204 Long DBT NUSS KE N 2 2031-02-16 Fixed 0.09750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVD1 21112454.24800000 PA USD 18894259.46000000 0.047952763597 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HJS3 333.99830000 PA USD 345.05000000 0.000000875721 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAX3 26922000.00000000 PA USD 23930342.29000000 0.060734110752 Long DBT CORP IE N 2 2032-01-30 Fixed 0.03300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416CAF3 4847.44280000 PA USD 4977.95000000 0.000012633808 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 0.06837000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5MS3 3498459.72600000 PA USD 3087129.02000000 0.007834991808 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A 46652BBN8 1145000.00000000 PA USD 355007.25000000 0.000900992111 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 0.04625400 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136A3M81 14263.17000000 PA USD 62.32000000 0.000000158165 Long ABS-CBDO USGSE US N 2 2041-06-25 Variable 0.01086680 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RET9 14.16300000 PA USD 14.24000000 0.000000036140 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N MEGLOBAL CANADA INC 635400MHHHT7LMKMQL03 58518N2B7 1460000.00000000 PA USD 1452919.00000000 0.003687441758 Long DBT CORP CA N 2 2025-05-18 Fixed 0.05000000 N N N N N N GTC AURORA LUXEMBOURG SA 549300UAWIR6P1PVC062 N/A 4150000.00000000 PA 4062656.17000000 0.010310834955 Long DBT CORP LU N 2 2026-06-23 Fixed 0.02250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QUC7 393.13160000 PA USD 396.88000000 0.000001007263 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AETL4 7011.44710000 PA USD 6986.55000000 0.000017731543 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201ND56 830.10400000 PA USD 855.65000000 0.000002171600 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLPX8 4049627.86700000 PA USD 3511763.99000000 0.008912695878 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAP0 12530000.00000000 PA USD 12562785.25000000 0.031883772555 Long DBT CORP GB N 2 2026-05-12 Fixed 0.05200000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEZ7 816000.00000000 PA USD 857616.00000000 0.002176590058 Long DBT NUSS DO N 2 2036-06-01 Fixed 0.06600000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 375000.00000000 PA USD 233437.50000000 0.000592453664 Long DBT CORP US N 2 2029-01-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371M7A9 670.04720000 PA USD 677.68000000 0.000001719920 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GTMQ7 130032.63870000 PA USD 127432.87000000 0.000323418777 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PTC2 47.32540000 PA USD 48.01000000 0.000000121847 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412QBF5 2819.96300000 PA USD 2816.82000000 0.000007148959 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M76E1 63195.48590000 PA USD 64531.96000000 0.000163779153 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9PT2 3055.33720000 PA USD 3044.55000000 0.000007726928 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293RTS0 108.09230000 PA USD 110.07000000 0.000000279352 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJTE3 2623187.07900000 PA USD 2634384.15000000 0.006685946101 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N BRAVO RESIDENTIAL FDG TR 2023-RPL1 N/A 10569GAA4 12988833.77000000 PA USD 13003659.22000000 0.033002690462 Long ABS-CBDO CORP US N 2 2063-05-25 Fixed 0.05000000 N N N N N N HILTON GRAND VACATIONS BORROWER ESCROW LLC N/A 43283QAC4 4085000.00000000 PA USD 4134232.42000000 0.010492492193 Long DBT CORP US N 2 2032-01-15 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403EDZ7 9716.89820000 PA USD 9870.22000000 0.000025050165 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.06402000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HHK7 413517.94120000 PA USD 380873.35000000 0.000966639086 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N PRUDENTIAL FINL INC 5PRBRS5FEH7NREC8OR45 744320AV4 11144000.00000000 PA USD 11066969.33000000 0.028087460381 Long DBT CORP US N 2 2045-05-15 Variable 0.05375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BA81 327.27460000 PA USD 331.83000000 0.000000842169 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QUJM6 3388439.48750000 PA USD 3180993.12000000 0.008073214587 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AY8 2718000.00000000 PA USD 2749895.73000000 0.006979109191 Long DBT CORP US N 2 2028-08-15 Fixed 0.08000000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAY7 3255000.00000000 PA USD 3316031.25000000 0.008415935165 Long DBT NUSS QA N 2 2048-04-23 Fixed 0.05103000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 262484AC2 12306000.00000000 PA USD 12324409.78000000 0.031278786549 Long ABS-CBDO CORP KY N 2 2035-02-20 Variable 0.06520020 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AH0 473000.00000000 PA USD 438678.27000000 0.001113345321 Long DBT CORP US N 2 2032-04-15 Fixed 0.04200000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AE7 19003000.00000000 PA USD 20234478.39000000 0.051354177749 Long DBT CORP US N 2 2030-11-27 Fixed 0.07700000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133TGWC9 35894.66240000 PA USD 36522.93000000 0.000092693520 Long ABS-CBDO USGSE US N 2 2028-11-15 Fixed 0.06000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E41 2175000.00000000 PA 2430856.04000000 0.006169401096 Long DBT CORP US N 2 2030-02-14 Fixed 0.04445000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAU3 7675000.00000000 PA USD 6535742.19000000 0.016587413803 Long DBT NUSS SA N 2 2060-04-22 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2D58 51389.60710000 PA USD 52146.27000000 0.000132344840 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203C3X8 31.76850000 PA USD 31.96000000 0.000000081113 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H042695 33150000.00000000 PA USD 32448197.93000000 0.082352037548 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GAS5 12284.80010000 PA USD 11353.95000000 0.000028815804 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TZX1 28.17670000 PA USD 28.60000000 0.000000072585 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N VESTIS CORP 254900QDW0TA2TMFAP59 92550HAE3 2010793.75000000 PA USD 2000739.78000000 0.005077785763 Long LON CORP US N 2 2031-02-24 Variable 0.07371080 N N N N N N UNITED RENTALS NORTH AMER INC NGIZXNT70J2LYT3FBI09 911365BR4 4170000.00000000 PA USD 4259567.43000000 0.010810586698 Long DBT CORP US N 2 2034-03-15 Fixed 0.06125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XL7 111781.09750000 PA USD 111397.88000000 0.000282722708 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N CROTON PK CLO LTD N/A 22779DAA2 285000.00000000 PA USD 285000.00000000 0.000723316923 Long ABS-CBDO CORP US N 2 2036-10-15 Variable 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374F2P3 49.43570000 PA USD 50.02000000 0.000000126948 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402CST0 7966.49840000 PA USD 8146.85000000 0.000020676331 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 0.06414000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJYX5 9500567.31200000 PA USD 9254362.01000000 0.023487146170 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04500000 N N N N N N BBCMS MTG TR 2023-C19 N/A 05553RAH3 846000.00000000 PA USD 873415.98000000 0.002216689682 Long ABS-MBS CORP US N 2 2056-04-15 Variable 0.06544792 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756BK5 2250000.00000000 PA USD 2443792.50000000 0.006202233238 Long DBT NUSS BR N 2 2037-01-20 Fixed 0.07125000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 900000.00000000 NC USD 132851.16000000 0.000337170148 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 173617.47000000 USD 0.00000000 USD 900000.00000000 USD -40766.31000000 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAB2 665000.00000000 PA USD 681658.25000000 0.001730017362 Long DBT CORP GB N 2 2032-05-13 Fixed 0.05625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU75 9121082.77200000 PA USD 8087402.32000000 0.020525456019 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M76W3 116509.34600000 PA USD 108726.86000000 0.000275943782 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAL2 6286000.00000000 PA USD 6117063.75000000 0.015524827132 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06749780 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M7QW1 6456.68470000 PA USD 6425.73000000 0.000016308207 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 0.04500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 63710000.00000000 PA USD 55589205.49000000 0.141082852973 Long DBT CORP US N 2 2031-02-15 Fixed 0.02450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJKG3 37129.22250000 PA USD 36356.46000000 0.000092271027 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAG6 520000.00000000 PA USD 534414.40000000 0.001356319227 Long DBT CORP AE N 2 2030-04-23 Fixed 0.04875000 N N N N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04651BAB5 1750500.00000000 PA USD 617051.25000000 0.001566047760 Long LON CORP US N 2 2028-07-24 Variable 0.09706810 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 505000.00000000 PA USD 495209.21000000 0.001256818253 Long DBT CORP US N 2 2027-03-15 Fixed 0.05000000 N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBN9 2160000.00000000 PA USD 2338245.36000000 0.005934359439 Long DBT CORP US N 2 2032-01-15 Fixed 0.10875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNSH7 31689705.50000000 PA USD 26173538.67000000 0.066427240242 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P8DW8 669979.25100000 PA USD 633952.32000000 0.001608941900 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.03000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AM1 1586000.00000000 PA USD 1226671.88000000 0.003113236948 Long DBT NUSS EG N 2 2047-01-31 Fixed 0.08500000 N N N N N N GROUPE SOLMAX INC 549300UUEKZ3HF9FNI46 N/A 2211166.26400000 PA USD 2087186.17000000 0.005297182734 Long LON CORP CA N 2 2028-05-27 Variable 0.10237550 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BY4 1755000.00000000 PA USD 1776726.90000000 0.004509251351 Long DBT CORP KY N 2 2029-05-15 Fixed 0.08250000 N N N N N N HILTON USA TR 2016-HHV N/A 43300LAQ3 5070000.00000000 PA USD 4786055.16000000 0.012146788400 Long ABS-MBS CORP US N 2 2038-11-05 Variable 0.04333283 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407HDC7 655.00580000 PA USD 681.24000000 0.000001728955 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 7113000.00000000 PA USD 6236715.32000000 0.015828497327 Long DBT CORP US N 2 2030-09-15 Fixed 0.02700000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAP6 1320000.00000000 PA USD 1297234.49000000 0.003292321615 Long DBT CORP NL N 2 2027-05-09 Fixed 0.04750000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CR5 1165000.00000000 PA USD 909428.13000000 0.002308086867 Long DBT NUSS ID N 2 2050-02-14 Fixed 0.03500000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBH0 865000.00000000 PA USD 899329.69000000 0.002282457489 Long DBT CORP CL N 2 2053-09-08 Fixed 0.06300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403QMV9 1391.37420000 PA USD 1410.48000000 0.000003579733 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.07174000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200R5X6 728.31380000 PA USD 741.34000000 0.000001881486 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKDQ6 49797.57590000 PA USD 48787.58000000 0.000123820639 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A1RP8 10766.75180000 PA USD 10563.78000000 0.000026810388 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132Y27L4 286812.49900000 PA USD 283376.00000000 0.000719195286 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQDR0 18463523.38000000 PA USD 19126458.03000000 0.048542072914 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KWE9 51.06530000 PA USD 52.21000000 0.000000132506 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204UKG5 32.09440000 PA USD 32.12000000 0.000000081519 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 11018000.00000000 PA USD 10565007.16000000 0.026813503425 Long DBT CORP US N 2 2049-02-15 Fixed 0.05500000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 23-2 N/A 55361AAZ7 878000.00000000 PA USD 930694.40000000 0.002362059684 Long ABS-MBS CORP US N 2 2056-12-15 Variable 0.07252102 N N N N N N BBCMS MORTGAGE TRUST 2022-C18 N/A 054975AE7 2816000.00000000 PA USD 2992371.43000000 0.007594501392 Long ABS-MBS CORP US N 2 2055-12-15 Fixed 0.05710000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AP3 15184000.00000000 PA USD 15091872.45000000 0.038302479828 Long DBT CORP US N 2 2026-01-30 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BSP72 4839000.00000000 PA USD 4687652.05000000 0.011897045822 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 0.02653000 N N N N N N GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP N/A 37892AAA8 1115000.00000000 PA USD 1016202.30000000 0.002579074811 Long DBT CORP US N 2 2027-12-15 Fixed 0.03750000 N N N N N N ELDORADO GOLD CORP NEW 5493004PWQ01YDD1IH62 284902AF0 1705000.00000000 PA USD 1684079.65000000 0.004274116882 Long DBT CORP CA N 2 2029-09-01 Fixed 0.06250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417TKW7 47027.94180000 PA USD 46980.66000000 0.000119234759 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HN89 59162.57820000 PA USD 57185.71000000 0.000145134708 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296JUD5 9865.18520000 PA USD 10021.03000000 0.000025432914 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 66877AAF5 7079417.98900000 PA USD 7069577.60000000 0.017942263580 Long LON CORP US N 2 2029-09-12 Variable 0.06996740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARRZ6 6663.86490000 PA USD 6500.26000000 0.000016497361 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EP5H3 4761858.89340000 PA USD 4747086.18000000 0.012047886917 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04500000 N N N N N N CLUBCORP HLDGS INC 549300XWSO7KBICXNW37 210374AA2 880000.00000000 PA USD 818400.00000000 0.002077061649 Long DBT CORP US N 2 2025-09-15 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2VZ2 2395894.71450000 PA USD 2327817.52000000 0.005907894060 Long ABS-MBS USGA US N 2 2046-04-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AJQ2 3805000.89800000 PA USD 3613427.47000000 0.009170713126 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408XB74 1409.17100000 PA USD 1472.37000000 0.000003736807 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 4150000.00000000 PA USD 3888928.48000000 0.009869922049 Long DBT CORP US N 2 2028-11-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EUPU7 1588128.42730000 PA USD 1533375.79000000 0.003891637400 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MR6E6 23836.31820000 PA USD 22205.22000000 0.000056355829 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HWS6 12.35480000 PA USD 12.34000000 0.000000031318 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFVZ1 5283530.23100000 PA USD 4730063.53000000 0.012004684212 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390CB54 62.46610000 PA USD 65.39000000 0.000000165956 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213MWF1 1098.42720000 PA USD 1133.09000000 0.000002875730 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AKVF4 1590540.15400000 PA USD 1319145.33000000 0.003347930322 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JWS3 26739.52870000 PA USD 26165.70000000 0.000066407346 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206X5E9 180.79490000 PA USD 183.49000000 0.000000465689 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N KSL COML MTG TR 2023-HT N/A 48268TAJ1 1597000.00000000 PA USD 1599991.82000000 0.004060705827 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.08775420 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAB6 3065000.00000000 PA USD 3158120.83000000 0.008015165764 Long DBT CORP US N 2 2028-12-15 Fixed 0.06625000 N N N N N N BX TR 2021-ACNT N/A 05609QAN6 1520684.08500000 PA USD 1489323.78000000 0.003779835420 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.08746480 N N N N N N MERCHANTS FLEET FUNDING LLC N/A 588926AF2 14000000.00000000 PA USD 14179495.40000000 0.035986908737 Long ABS-CBDO CORP US N 2 2037-04-20 Fixed 0.05820000 N N N N N N DPL INC N/A 233293AQ2 315000.00000000 PA USD 294507.71000000 0.000747447055 Long DBT CORP US N 2 2029-04-15 Fixed 0.04350000 N N N N N N COSAN OVERSEAS LTD 222100V5GTJGKUH55655 N/A 2363000.00000000 PA USD 2414702.44000000 0.006128404000 Long EP CORP KY N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 26155000.00000000 PA USD 26056892.07000000 0.066131196523 Long DBT CORP GB N 2 2030-06-20 Variable 0.05088000 N N N N N N BABSON CLO LTD/CAYMAN ISLANDS N/A 06762LAM0 15712000.00000000 PA USD 15726769.28000000 0.039913818852 Long ABS-CBDO CORP KY N 2 2036-10-15 Variable 0.06712980 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BT8 850000.00000000 PA USD 898585.15000000 0.002280567881 Long DBT CORP LR N 2 2030-01-15 Fixed 0.07250000 N N N N N N BBCMS MTG TR 2020-C7 N/A 05492VAK1 851000.00000000 PA USD 704215.78000000 0.001787267338 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 0.03152000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383CXP5 494.65760000 PA USD 513.25000000 0.000001302604 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 871503AU2 1910000.00000000 PA USD 1902653.95000000 0.004828848426 Long DBT CORP US N 2 2025-04-15 Fixed 0.05000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCU7 22984000.00000000 PA USD 22933939.47000000 0.058205286113 Long DBT CORP US N 2 2026-07-24 Variable 0.04985000 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AH4 8535000.00000000 PA USD 8975679.12000000 0.022779861781 Long DBT CORP NL N 2 2031-03-15 Fixed 0.07125000 N N N N N N MFRA TRST N/A 55287AAA3 4466378.76000000 PA USD 4230385.13000000 0.010736523360 Long ABS-CBDO CORP US N 2 2066-02-25 Variable 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133L8YY5 2330884.43300000 PA USD 2160571.14000000 0.005483430421 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.02500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 3050000.00000000 NC -87021.34000000 -0.00022085616 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2029-06-20 0.00000000 EUR 74815.27000000 EUR 3050000.00000000 EUR -10681.01000000 N N N ELMWOOD CLO XII LTD N/A 29003CAA7 685000.00000000 PA USD 688350.34000000 0.001747001579 Long ABS-CBDO CORP KY N 2 2035-01-20 Variable 0.11893620 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNHK6 3658039.72200000 PA USD 3039581.90000000 0.007714319399 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3H3 1337272.76500000 PA USD 1145319.70000000 0.002906768848 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N THORNBURG MTG SECS TR N/A 885220DW0 1038340.06700000 PA USD 988142.76000000 0.002507860986 Long ABS-CBDO CORP US N 2 2043-09-25 Variable 0.06032430 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLP42 7338988.52900000 PA USD 6558463.61000000 0.016645079724 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02500000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -2084890.52000000 -0.00529135648 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 115945000.00000000 GBP 150226921.93000000 USD 2024-10-03 -2084890.52000000 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 950000.00000000 PA USD 912368.32000000 0.002315548934 Long DBT CORP US N 2 2026-06-01 Fixed 0.02750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176VUU5 269704.92710000 PA USD 247412.82000000 0.000627922385 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BLMZ8 2129165.67000000 PA USD 2094908.25000000 0.005316781019 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 0.03010000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAA8 8855000.00000000 PA USD 6779225.07000000 0.017205362181 Long DBT CORP US N 2 2029-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213J7F6 2548.00900000 PA USD 2634.23000000 0.000006685554 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382KTP3 118.05340000 PA USD 122.50000000 0.000000310899 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205DCA4 27.31270000 PA USD 27.41000000 0.000000069565 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07500000 N N N N N N ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO N/A 045086AM7 1345000.00000000 PA USD 1273602.29000000 0.003232344176 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GNG1 127407.27260000 PA USD 124390.33000000 0.000315696950 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QLP6 1242.17380000 PA USD 1289.62000000 0.000003272996 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BQ54 222810.06700000 PA USD 221914.39000000 0.000563208539 Long ABS-CBDO USGA US N 2 2063-03-20 Variable 0.05806400 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213JKH7 271.88040000 PA USD 281.28000000 0.000000713875 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N BBVA BANCOMER SA TEXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAF5 1500000.00000000 PA USD 1421715.00000000 0.003608247438 Long EP CORP US N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HTF1 31246.37250000 PA USD 29702.91000000 0.000075384622 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287QND9 37.98550000 PA USD 39.50000000 0.000000100249 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.06500000 N N N N N N SBA TOWER TR N/A 78403DAN0 22598000.00000000 PA USD 22367744.46000000 0.056768309156 Long ABS-CBDO CORP US N 2 2050-01-15 Fixed 0.02836000 N N N N N N SCIH SALT HLDGS INC N/A 78433BAA6 870000.00000000 PA USD 828996.90000000 0.002103956095 Long DBT CORP US N 2 2028-05-01 Fixed 0.04875000 N N N N N N NOURYON USA LLC 213800XPQ78J7OIF6Y69 N/A 4398467.60000000 PA USD 4411311.13000000 0.011195705246 Long LON CORP US N 2 2028-04-03 Variable 0.08628410 N N N N N N OPEN TR 2023-AIR N/A 68373BAJ0 1573434.09000000 PA USD 1581279.55000000 0.004013214945 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.14766380 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402TVU6 49163.77210000 PA USD 49002.78000000 0.000124366807 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N WINDSTREAM ESCROW LLC N/A 97382WAA1 3730000.00000000 PA USD 3640875.75000000 0.009240375601 Long DBT CORP US N 2 2028-08-15 Fixed 0.07750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31377KG41 115.00740000 PA USD 116.68000000 0.000000296128 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.07500000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 1780000.00000000 PA USD 1755399.69000000 0.004455123871 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57163KAJ7 3220000.00000000 PA USD 3209953.60000000 0.008146714956 Long LON CORP US N 2 2031-04-01 Variable 0.07496740 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F64V6 12129955.24700000 PA USD 10220987.77000000 0.025940397997 Long ABS-CBDO USGSE US N 2 2040-11-25 Fixed 0.01500000 N N N N N N SREIT TRUST N/A 85236WCS3 1090000.00000000 PA USD 1057400.39000000 0.002683633673 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.08418980 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XW7M7 65753.72300000 PA USD 63476.82000000 0.000161101256 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04000000 N N N N N N TIMES SQUARE HOTEL TR N/A 887367AA8 404971.12410000 PA USD 405164.09000000 0.001028287870 Long DBT CORP US N 2 2026-08-01 Fixed 0.08528000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLJB3 11726026.58000000 PA USD 10918580.60000000 0.027710856593 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407WSA2 3060.79450000 PA USD 3105.91000000 0.000007882657 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 0.06461000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNAH6 1256474.64400000 PA USD 1040511.03000000 0.002640769253 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KCY9 78036.32400000 PA USD 76437.90000000 0.000193995883 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 13097000.00000000 PA USD 11675044.30000000 0.029630726755 Long DBT CORP US N 2 2031-02-01 Fixed 0.03375000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAV3 3535000.00000000 PA USD 3395809.38000000 0.008618408398 Long DBT NUSS QA N 2 2046-06-02 Fixed 0.04625000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAD7 1405000.00000000 PA USD 1258353.13000000 0.003193642507 Long DBT CORP MA N 2 2031-06-23 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206HY77 53.06860000 PA USD 53.15000000 0.000000134892 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GCZ1 2132.31310000 PA USD 2124.90000000 0.000005392898 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 6545000.00000000 PA USD 6567213.73000000 0.016667287127 Long DBT CORP US N 2 2026-11-01 Fixed 0.08000000 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 N/A 6200000.00000000 PA 4763853.73000000 0.012090442190 Long EP CORP LU N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411WPK7 15041.75440000 PA USD 15289.37000000 0.000038803719 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 0.06395000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKDT2 6078699.87000000 PA USD 5275137.69000000 0.013388057421 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N OCWEN LN INVT TR 2024-HB1 N/A 675952AA3 1735332.50000000 PA USD 1683949.65000000 0.004273786948 Long ABS-CBDO CORP US N 2 2037-02-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404WH25 30721.82810000 PA USD 30629.73000000 0.000077736849 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GTL4 34.13260000 PA USD 34.85000000 0.000000088447 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H3LN4 360491.72100000 PA USD 347612.72000000 0.000882225134 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.04000000 N N N N N N DRYDEN 78 CLO LTD N/A 26253LAJ1 30702000.00000000 PA USD 30804759.59000000 0.078181066446 Long ABS-CBDO CORP US N 2 2037-04-17 Variable 0.06815770 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6E50 7298949.39000000 PA USD 6778391.97000000 0.017203247811 Long ABS-CBDO USGSE US N 2 2048-10-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVK63 4194433.82670000 PA USD 3926580.22000000 0.009965480437 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LYRP0 2790492.60000000 PA USD 2310861.06000000 0.005864859342 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N ASPLUNDH TREE EXPERT LLC N/A 04538FAE9 2582415.00000000 PA USD 2586985.87000000 0.006565651441 Long LON CORP US N 2 2031-05-23 Variable 0.06996740 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -552557.67000000 -0.00140236601 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 390675000.00000000 EUR 431873241.45000000 USD 2024-10-03 -552557.67000000 N N N BX COML MTG TR 2024-XL4 N/A 05612GAC7 11583550.28000000 PA USD 11482271.82000000 0.029141479046 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.07028120 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312933G73 932632.34100000 PA USD 932576.94000000 0.002366837484 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H22J2 1985990.45500000 PA USD 1683838.89000000 0.004273505844 Long ABS-CBDO USGSE US N 2 2051-04-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A3F44 9101.88670000 PA USD 9091.19000000 0.000023073023 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 1630000.00000000 PA USD 1371568.55000000 0.003480978049 Long DBT CORP US N 2 2032-02-01 Fixed 0.03100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BT88 334.27990000 PA USD 341.83000000 0.000000867548 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDKY9 465029.41970000 PA USD 423455.60000000 0.001074710883 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03000000 N N N N N N IHS NETHERLANDS HOLDCO BV 5493006Z6YQYCCN2XI74 44963LAC0 3795000.00000000 PA USD 3783140.63000000 0.009601437339 Long DBT CORP NL N 2 2027-09-18 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9PE9 1732524.74400000 PA USD 1651705.76000000 0.004191953434 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.04000000 N N N N N N OSMOSE UTILITIES SERVICES INC 549300FSLVHLFZ3S0D82 68835HAH3 176372.80000000 PA USD 175233.43000000 0.000444734405 Long LON CORP US N 2 2028-06-23 Variable 0.08611220 N N N N N N WELLS FARGO COML MTG TR 2019-C53 N/A 95002BAJ2 1142000.00000000 PA USD 1006506.04000000 0.002554466148 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 0.03514000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GSR9 20.53930000 PA USD 21.31000000 0.000000054083 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.07000000 N N N N N N DELEK US HOLDINGS INC 5493003O53JMENV1N385 24664GAF8 5087083.10000000 PA USD 5082860.82000000 0.012900067547 Long LON CORP US N 2 2029-11-19 Variable 0.08846740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MAEW5 1712159.46200000 PA USD 1670620.08000000 0.004239957111 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFDT1 14266.55470000 PA USD 14217.40000000 0.000036083108 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBG1 22716271.34000000 PA USD 22871984.57000000 0.058048047419 Long ABS-CBDO CORP US N 2 2038-08-18 Fixed 0.06460000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPXJ8 4907.27610000 PA USD 4824.34000000 0.000012243953 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EVAV9 2249705.81400000 PA USD 2153062.95000000 0.005464374979 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.02500000 N N N N N N MERRILL LYNCH CAPITAL SERVICES , INC. GDWTXX036O1TB7DW3U69 N/A 6260000.00000000 NC USD 20666.14000000 0.000052449715 N/A DCR CORP US N 2 MERRILL LYNCH CAPITAL SERVICES , INC. GDWTXX036O1TB7DW3U69 CMBX AAA CDSI S13 PRC INDX CY451600 Y 2072-12-16 103698.09000000 USD 0.00000000 USD 6260000.00000000 USD -83031.95000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E2G0 1916.82240000 PA USD 1978.05000000 0.000005020200 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6K38 2852404.21500000 PA USD 2629219.56000000 0.006672838608 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.03000000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 N/A 8307302.24000000 PA USD 8310791.31000000 0.021092407026 Long LON CORP LU N 2 2028-05-05 Variable 0.07496740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296VAX7 9100.16570000 PA USD 9244.25000000 0.000023461482 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.05000000 N N N N N N CARMAX AUTO OWNER TR 2024-2 N/A 14319EAE6 10297000.00000000 PA USD 10508133.81000000 0.026669161472 Long ABS-CBDO CORP US N 2 2029-01-16 Fixed 0.05500000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 N/A 6840000.00000000 PA 4952413.08000000 0.012568997168 Long EP CORP LU N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290UCF1 5130.20180000 PA USD 5364.45000000 0.000013614727 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 0.06500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BL7 2230000.00000000 PA USD 1360991.30000000 0.003454133473 Long DBT NUSS PA N 2 2060-07-23 Fixed 0.03870000 N N N N N N WERFENLIFE SA 9598003BHZ02SG7LKD16 N/A 2300000.00000000 PA 2629963.15000000 0.006674725805 Long DBT CORP ES N 2 2028-06-06 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHBK7 1848116.85810000 PA USD 1731252.48000000 0.004393839360 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 3465000.00000000 PA USD 3704452.29000000 0.009401729943 Long DBT CORP US N 2 2030-09-01 Fixed 0.06500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392EVD9 6872.55870000 PA USD 6929.25000000 0.000017586118 Long ABS-CBDO USGSE US N 2 2032-04-25 Variable 0.06463320 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210Y3B9 80.58610000 PA USD 82.45000000 0.000000209254 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 1378000.00000000 PA USD 1309013.05000000 0.003322215060 Long DBT CORP ES N 2 2028-10-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386QSH5 651.26490000 PA USD 684.81000000 0.000001738016 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 39788123.98900000 PA USD 33523822.07000000 0.085081922263 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E0ZN5 36258507.47300000 PA USD 37315406.71000000 0.094704790113 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 1387151.25000000 PA USD 1313160.60000000 0.003332741351 Long DBT CORP LU N 2 2034-06-15 Fixed 0.05198000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPYP7 6227011.38000000 PA USD 6451333.24000000 0.016373187761 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KA3R5 1480800.16000000 PA USD 1342266.12000000 0.003406609826 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 0.02000000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 N/A 5272041.72000000 PA USD 5295713.19000000 0.013440277096 Long LON CORP CA N 2 2030-01-31 Variable 0.07496740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JSR5 166.10800000 PA USD 167.88000000 0.000000426071 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2020-VIVA N/A 12433XAJ8 5065000.00000000 PA USD 4275818.30000000 0.010851830661 Long ABS-MBS CORP US N 2 2044-03-11 Variable 0.03667042 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56A5 1933351.11100000 PA USD 1717267.80000000 0.004358346884 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GY92 2.23560000 PA USD 2.24000000 0.000000005685 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E07L7 135759.12380000 PA USD 132732.21000000 0.000336868258 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2T5 39179.16570000 PA USD 38255.85000000 0.000097091592 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAZ3 9525000.00000000 PA USD 8882538.75000000 0.022543475796 Long LON CORP US N 2 2028-01-31 Variable 0.10611220 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 4516000.00000000 PA USD 4698827.87000000 0.011925409541 Long DBT CORP US N 2 2049-04-15 Fixed 0.06250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213PM40 291.17070000 PA USD 296.04000000 0.000000751335 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31380DS56 267.26720000 PA USD 277.33000000 0.000000703850 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383RXZ0 33.45140000 PA USD 34.84000000 0.000000088422 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4ER7 8369.01560000 PA USD 8157.81000000 0.000020704147 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N BAHAMAS COMWLTH 549300W13SXC7EKNJC20 056732AJ9 1035000.00000000 PA USD 956081.25000000 0.002426490345 Long DBT NUSS BS N 2 2028-11-21 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M5GR5 4971.62450000 PA USD 5211.77000000 0.000013227233 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLJ5 9342.88390000 PA USD 9807.64000000 0.000024891340 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R3D9 308682.58900000 PA USD 299987.25000000 0.000761353876 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ETM3 14534.38440000 PA USD 13434.46000000 0.000034096043 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CW4V3 11070823.67700000 PA USD 10568049.97000000 0.026821225937 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GGS3 39.02500000 PA USD 40.49000000 0.000000102761 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 N/A 1300000.00000000 PA 1468832.45000000 0.003727829364 Long DBT CORP NL N 2 2034-07-26 Fixed 0.03822000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 580000.00000000 PA USD 579553.40000000 0.001470879937 Long DBT CORP ID N 2 2027-04-14 Fixed 0.04763000 N N N N N N BCP RENAISSANCE PARENT LLC 549300GVXMQFQZDSJR97 05549PAF8 1848554.00700000 PA USD 1854709.69000000 0.004707168094 Long LON CORP US N 2 2028-10-31 Variable 0.08597460 N N N N N N HAH GROUP HOLDING CO LLC 254900FFJQHW9R90FL74 40467AAH2 2179589.97000000 PA USD 2175950.05000000 0.005522461389 Long LON CORP US N 2 2027-10-29 Variable 0.10450000 N N N N N N SW FINANCE I PLC 549300BHN1HB5BNG2R96 N/A 1334000.00000000 PA 1532816.21000000 0.003890217211 Long DBT CORP GB N 2 2041-12-12 Fixed 0.07375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJD3 3304861.03300000 PA USD 3227426.82000000 0.008191061187 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.03500000 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 71913BAJ1 2648362.50000000 PA USD 2650719.54000000 0.006727404571 Long LON CORP US N 2 2031-02-21 Variable 0.08496740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F4SL1 63261.21000000 PA USD 62610.26000000 0.000158901967 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7TY9 651976.96290000 PA USD 638750.63000000 0.001621119791 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 2792000.00000000 PA USD 2801495.59000000 0.007110067268 Long DBT CORP CA N 2 2027-04-15 Fixed 0.07875000 N N N N N N CREDIT SUISSE COM MTG TR 2021 N/A 12657VAQ5 1135200.00000000 PA USD 380883.89000000 0.000966665836 Long ABS-MBS CORP US N 3 2034-06-15 Variable 0.09768248 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KU92 141.45090000 PA USD 143.77000000 0.000000364881 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N MIDOCEAN CREDIT CLO XII LTD N/A 59804HAE6 326000.00000000 PA USD 328270.92000000 0.000833136533 Long ABS-CBDO CORP JE N 2 2036-04-18 Variable 0.11929240 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBJ4 60900000.00000000 PA USD 60704126.11000000 0.154064286822 Long DBT CORP US N 2 2031-03-24 Variable 0.04493000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-SOAR N/A 05609WAA1 21382098.74000000 PA USD 21302591.54000000 0.054064999916 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.06827890 N N N N N N HARBOR FREIGHT TOOLS USA INC 549300Y48HLCFTTB4249 41151PAR6 1405000.00000000 PA USD 1384880.40000000 0.003514762913 Long LON CORP US N 2 2031-06-05 Variable 0.07690000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBA4 28315000.00000000 PA USD 28761795.13000000 0.072996116382 Long DBT CORP US N 2 2025-09-29 Fixed 0.07050000 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAA3 199000.00000000 PA USD 196445.12000000 0.000498568701 Long DBT CORP US N 2 2026-12-01 Fixed 0.04250000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 N/A 9350000.00000000 PA 10464620.61000000 0.026558726967 Long DBT CORP DK N 2 2032-01-09 Variable 0.03875000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BKJA1 2564868.77500000 PA USD 2285360.40000000 0.005800139837 Long ABS-CBDO USGSE US N 2 2048-08-25 Fixed 0.02500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 950000.00000000 PA USD 631804.82000000 0.001603491644 Long DBT CORP US N 2 2031-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J2F9 84.29660000 PA USD 85.38000000 0.000000216690 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946BR6 38312.13600000 PA USD 38310.39000000 0.000097230012 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A 08162YBP6 485000.00000000 PA USD 4866.73000000 0.000012351537 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.03404110 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XY2J5 600936.26000000 PA USD 577685.86000000 0.001466140207 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 3020000.00000000 PA USD 3171724.80000000 0.008049692016 Long DBT CORP US N 2 2031-04-30 Fixed 0.07125000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 601000.00000000 PA USD 571851.44000000 0.001451332716 Long DBT CORP US N 2 2028-06-30 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLM78 18358707.62600000 PA USD 15786593.94000000 0.040065651094 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 N/A 61765TAG8 23959399.75450000 PA USD 133954.61000000 0.000339970654 Long ABS-MBS CORP US N 2 2048-10-15 Variable 0.01175071 N N N N N N BELLRING BRANDS INC N/A 07831CAA1 760000.00000000 PA USD 789321.56000000 0.002003261903 Long DBT CORP US N 2 2030-03-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FH47 12.58640000 PA USD 13.06000000 0.000000033145 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N BOMBARDIER RECREATNL PRODS INC N/A 09776MAS3 2957550.76000000 PA USD 2958083.12000000 0.007507479234 Long LON CORP CA N 2 2029-12-13 Variable 0.07996740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YMC0 46.48260000 PA USD 47.29000000 0.000000120019 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N PKHL COML MTG TR 2021-MF N/A 69356GAU3 280000.00000000 PA USD 119236.60000000 0.000302617019 Long ABS-MBS CORP US N 3 2038-07-15 Variable 0.11451480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LQGV6 3859162.00000000 PA USD 3445254.53000000 0.008743897920 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291GR40 5648.48380000 PA USD 5704.55000000 0.000014477886 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 0.05000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 20610000.00000000 PA USD 21895623.98000000 0.055570089039 Long DBT CORP GB N 2 2034-05-09 Variable 0.06224000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBL3 3864000.00000000 PA USD 3059920.53000000 0.007765937908 Long DBT CORP US N 2 2030-04-01 Fixed 0.06125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297KMS8 2340.29770000 PA USD 2379.77000000 0.000006039747 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3131XYQN2 734999.11400000 PA USD 692426.64000000 0.001757347042 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385WWD7 355.93940000 PA USD 369.97000000 0.000000938966 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.07000000 N N N N N N CITYCON OYJ 549300P8N0P6KDGTJ206 N/A 2550000.00000000 PA 2319142.95000000 0.005885878399 Long EP CORP FI N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CPK4 300507.10200000 PA USD 290213.14000000 0.000736547633 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MK66 30891.02850000 PA USD 28589.16000000 0.000072557976 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 0.03000000 N N N N N N AMENTUM GOVERNMENT SERVICES HOLDINGS LLC 5493008CT6B5L54YSE94 57776DAB9 3511753.86000000 PA USD 3511753.86000000 0.008912670169 Long LON CORP US N 2 2027-01-23 Variable 0.09361220 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 23000000.00000000 NC USD 284346.93000000 0.000721659461 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2035-02-26 0.00000000 USD 0.00000000 USD 23000000.00000000 USD 1.00000000 3.77800000 USD 2025-02-24 XXXX -550553.07000000 N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31397BQR5 45410.60120000 PA USD 37254.11000000 0.000094549221 Long ABS-CBDO USGSE US N 2 2036-10-15 Fixed 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GSMY2 27205.94320000 PA USD 26580.20000000 0.000067459328 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 24376000.00000000 PA USD 24026286.79000000 0.060977613491 Long DBT CORP US N 2 2025-07-01 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57J5 339864.25400000 PA USD 300923.05000000 0.000763728893 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 980000.00000000 PA USD 1041986.96000000 0.002644515095 Long DBT CORP US N 2 2031-08-01 Fixed 0.08250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405NCX1 6512.66790000 PA USD 6647.05000000 0.000016869907 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.06000000 N N N N N N ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC N/A 01749WAA1 18066000.00000000 PA USD 18077508.04000000 0.045879885967 Long ABS-CBDO CORP XX N 2 2035-07-20 Variable 0.06782010 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAS2 895000.00000000 PA USD 951197.05000000 0.002414094469 Long DBT NUSS OM N 2 2031-01-25 Fixed 0.06250000 N N N N N N ELECTRICITE DE FRANCE 549300X3UK4GG3FNMO06 N/A 1700000.00000000 PA 2182463.49000000 0.005538992201 Long DBT CORP FR N 2 2035-01-25 Fixed 0.05500000 N N N N N N MAGNETITE XXIX LTD N/A 55955JAE7 150000.00000000 PA USD 150022.95000000 0.000380751363 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.11241650 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 2095000.00000000 PA USD 1047500.00000000 0.002658506938 Long DBT CORP CA N 2 2030-01-30 Fixed 0.05250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AFZS4 101690.16810000 PA USD 101421.36000000 0.000257402758 Long ABS-CBDO USGSE US N 2 2034-10-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DD35 603.54670000 PA USD 616.16000000 0.000001563785 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 2785000.00000000 PA USD 2646754.27000000 0.006717340898 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAE8 3196000.00000000 PA USD 2756550.00000000 0.006995997423 Long ABS-MBS CORP US N 2 2032-11-05 Fixed 0.03465000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292GZX7 170.68610000 PA USD 173.91000000 0.000000441375 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFDU8 26105.39870000 PA USD 26005.69000000 0.000066001248 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAU0 9085000.00000000 PA USD 8163650.18000000 0.020718969589 Long DBT CORP LU N 2 2032-01-15 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209N4P4 638.81640000 PA USD 656.44000000 0.000001666014 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402CGU0 14676.35230000 PA USD 14630.42000000 0.000037131334 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.04500000 N N N N N N AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC N/A 00900PAQ8 26700000.00000000 PA USD 26779646.10000000 0.067965513090 Long ABS-CBDO CORP KY N 2 2037-04-16 Variable 0.06786110 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DJ97 42.20180000 PA USD 42.92000000 0.000000108928 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBW4 24176000.00000000 PA USD 23456113.18000000 0.059530539030 Long DBT CORP US N 2 2028-01-31 Fixed 0.03800000 N N N N N N PROGRESS RESIDENTIAL 2021 N/A 74333DAS3 735000.00000000 PA USD 697855.45000000 0.001771125112 Long ABS-CBDO CORP US N 2 2038-04-19 Fixed 0.04998000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 21633000.00000000 PA USD 21647786.80000000 0.054941089648 Long DBT CORP US N 2 2025-08-22 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EWQ65 93210.48220000 PA USD 90171.71000000 0.000228851662 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.04000000 N N N N N N LONDON CLEARING HOUSE N/A N/A -68931000.00000000 NC USD -1271929.71000000 -0.00322809924 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2044-09-18 0.00000000 USD 0.00000000 USD -69843859.01000000 USD -1271929.71000000 N N N PREGIS TOPCO LLC 549300LJXHJYHS1GM034 74045BAC1 1089296.88000000 PA USD 1089983.14000000 0.002766327198 Long LON CORP US N 2 2026-08-03 Variable 0.09246740 N N N N N N MONTREAL EXCHANGE (THE) 549300DKBYNOI0B1NP44 N/A 315.00000000 NC -292844.45000000 -0.00074322577 N/A DIR CORP CA N 1 MONTREAL EXCHANGE (THE) 549300DKBYNOI0B1NP44 Long CANADA, GOVERNMENT OF CANADA BOND FUT UNDERLYING GENERIC IV FOR FUTURES TRADING 2024-12-18 29033127.86000000 CAD -292844.45000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MAHU1 3304500.25900000 PA USD 2950082.03000000 0.007487172835 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312939LZ2 33192.40200000 PA USD 33938.72000000 0.000086134914 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KDN4 16914.61430000 PA USD 16514.72000000 0.000041913601 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N RCI BANQUE S A 96950001WI712W7PQG45 N/A 1900000.00000000 PA 2139883.31000000 0.005430925658 Long DBT CORP FR N 2 2034-10-09 Variable 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KK31 48986.88550000 PA USD 49549.25000000 0.000125753723 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 0.05000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 2545000.00000000 PA USD 2745282.72000000 0.006967401583 Long DBT CORP US N 2 2034-03-15 Fixed 0.05900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178GFQ2 10513.87730000 PA USD 9977.08000000 0.000025321371 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCZQ4 4390883.50300000 PA USD 3917038.24000000 0.009941263330 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DNL1 221.56580000 PA USD 226.93000000 0.000000575937 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 0.06500000 N N N N N N MHP 2022-MHIL F N/A 55293DAL5 346413.28000000 PA USD 341487.73000000 0.000866680190 Long ABS-MBS CORP US N 2 2027-01-15 Variable 0.08596090 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291Q2R4 1121.03420000 PA USD 1168.45000000 0.000002965472 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 0.06500000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AM6 3656000.00000000 PA USD 4164649.59000000 0.010569689575 Long DBT CORP US N 2 2033-03-15 Fixed 0.07125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HAX2 98.40890000 PA USD 101.46000000 0.000000257500 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412UGS3 5011.93670000 PA USD 5245.21000000 0.000013312102 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407PV88 507.55030000 PA USD 529.23000000 0.000001343161 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N BENCHMARK 2023-B38 MTG TR N/A 081916AE8 1084000.00000000 PA USD 1134939.22000000 0.002880423666 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 0.05524600 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137FXC30 1218004.79600000 PA USD 1122056.47000000 0.002847727838 Long ABS-CBDO USGSE US N 2 2040-10-25 Fixed 0.03000000 N N N N N N MOSS CREEK RES HLDGS INC 54930037SLMSPWKYIX36 61965RAC9 2185000.00000000 PA USD 2203801.88000000 0.005593148055 Long DBT CORP US N 2 2031-09-01 Fixed 0.08250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418XLE6 1050.63160000 PA USD 999.60000000 0.000002536938 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.03500000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2024-A N/A 58770JAD6 16350000.00000000 PA USD 16643861.82000000 0.042241357640 Long ABS-CBDO CORP US N 2 2028-01-18 Fixed 0.05320000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BDK1 216.19320000 PA USD 220.18000000 0.000000558806 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N ENERGO-PRO AS 315700IQCL9IX158RO36 N/A 1815000.00000000 PA USD 1825776.56000000 0.004633737138 Long DBT CORP CZ N 2 2027-02-04 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335APZ5 4025060.63000000 PA USD 3788701.82000000 0.009615551384 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YF95 153.69810000 PA USD 154.87000000 0.000000393052 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD7G5 43437.76700000 PA USD 37324.85000000 0.000094728756 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVQP0 4220.18850000 PA USD 4204.69000000 0.000010671310 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AF4 19003000.00000000 PA USD 20333732.01000000 0.051606078883 Long DBT CORP US N 2 2033-11-27 Fixed 0.07850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MQ2L6 34522.34050000 PA USD 32753.64000000 0.000083127235 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03500000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 N/A 2600000.00000000 PA 2711212.72000000 0.006880933486 Long DBT CORP DE N 2 2027-05-06 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FDC9 95494.23120000 PA USD 95204.47000000 0.000241624576 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XUFN7 137032.50240000 PA USD 139801.38000000 0.000354809488 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 0.05000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 950000.00000000 PA USD 1014716.85000000 0.002575304807 Long DBT CORP US N 2 2031-06-15 Fixed 0.08750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401KY90 2975.27220000 PA USD 3087.25000000 0.000007835298 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EKU3 5423544.85900000 PA USD 5392459.81000000 0.013685815579 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 27874000.00000000 PA USD 27762264.84000000 0.070459354367 Long DBT CORP US N 2 2029-03-19 Fixed 0.05150000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FP75 616425.65120000 PA USD 615713.25000000 0.001562651978 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.04500000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BY9 915000.00000000 PA USD 1008503.85000000 0.002559536498 Long DBT NUSS PA N 2 2038-03-01 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XTHA9 40083.93700000 PA USD 38720.97000000 0.000098272045 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2C0 725000.00000000 PA USD 616703.13000000 0.001565164248 Long DBT NUSS UZ N 2 2030-11-25 Fixed 0.03700000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AY6 2260000.00000000 PA USD 2011002.92000000 0.005103833141 Long DBT CORP US N 2 2031-08-01 Fixed 0.04250000 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AG1 2520000.00000000 PA USD 2557510.20000000 0.006490843543 Long DBT CORP US N 2 2032-04-15 Fixed 0.06500000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAJ0 3438484.89000000 PA USD 3423659.86000000 0.008689091639 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.09524970 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERRK8 1239585.46000000 PA USD 1158876.92000000 0.002941176451 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FCS74 76972.51500000 PA USD 76132.38000000 0.000193220487 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XNW7 180.94230000 PA USD 183.97000000 0.000000466907 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CM0 3093000.00000000 PA USD 2443470.00000000 0.006201414747 Long DBT NUSS TR N 2 2047-05-11 Fixed 0.05750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38382AFL4 1065720.86500000 PA USD 1044597.42000000 0.002651140323 Long ABS-CBDO USGA US N 2 2049-10-20 Variable 0.05950160 N N N N N N CAMB COML MTG TR 2019-LIFE N/A 12482HAQ7 151000.00000000 PA USD 150240.30000000 0.000381302988 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.08184000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GLV6 187811.29370000 PA USD 173676.95000000 0.000440784130 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N BOMBARDIER RECREATNL PRODS INC N/A 09776MAT1 1268883.65000000 PA USD 1269200.87000000 0.003221173574 Long LON CORP CA N 2 2031-01-22 Variable 0.07996740 N N N N N N CLOVERIE PLC 5493002N598MXOKUEF55 N/A 4198000.00000000 PA USD 4192752.50000000 0.010641013471 Long DBT CORP IE N 2 2044-09-11 Variable 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FQ58 14998.12800000 PA USD 14308.45000000 0.000036314189 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EMR8 15695849.98600000 PA USD 15279285.27000000 0.038778124966 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.04500000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAS2 1870000.00000000 PA USD 1907400.00000000 0.004840893684 Long DBT CORP KY N 2 2054-06-28 Fixed 0.06400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XWXB9 209027.10010000 PA USD 213250.70000000 0.000541220492 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 0.05000000 N N N N N N SUBWAY FDG LLC ISSUER N/A 864300AE8 20726000.00000000 PA USD 21656638.85000000 0.054963555744 Long ABS-CBDO CORP US N 2 2054-07-30 Fixed 0.06505000 N N N N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 140944AA7 1155000.00000000 PA USD 1216544.18000000 0.003087533311 Long DBT CORP US N 2 2030-06-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GUST2 1077805.00070000 PA USD 1053587.69000000 0.002673957216 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412QHM4 2910.92360000 PA USD 2852.52000000 0.000007239564 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04000000 N N N N N N QBE INS GROUP LTD 549300D2FBW76FPUSG65 N/A 4350000.00000000 PA 5028237.47000000 0.012761435991 Long DBT CORP AU N 2 2038-09-13 Variable 0.02500000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AF1 965000.00000000 PA USD 959094.20000000 0.002434137074 Long DBT NUSS BM N 2 2029-02-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHMS8 85702.59500000 PA USD 84820.73000000 0.000215271120 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.04500000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBA8 1345000.00000000 PA USD 1344266.44000000 0.003411686546 Long DBT CORP BM N 2 2026-03-15 Fixed 0.05875000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAB7 2520000.00000000 PA USD 2386912.50000000 0.006057874407 Long DBT CORP KY N 2 2026-06-17 Fixed 0.01602000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAG6 8235679.65000000 PA USD 8237985.64000000 0.020907629576 Long LON CORP US N 2 2028-08-31 Variable 0.08246740 N N N N N N JAMAICA GOVT OF 529900Y93KNSXZI8KK56 470160CB6 430000.00000000 PA USD 519895.80000000 0.001319471686 Long DBT NUSS JM N 2 2045-07-28 Fixed 0.07875000 N N N N N N MORGAN STANLEY CAP I TR 2015-MS1 N/A 61765DAZ1 779000.00000000 PA USD 683733.36000000 0.001735283896 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.04157105 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 36361000.00000000 PA USD 35135709.57000000 0.089172818781 Long DBT CORP CH N 2 2031-04-01 Variable 0.04194000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 4800000.00000000 PA 5626418.63000000 0.014279592329 Long DBT CORP GB N 2 2031-09-21 Variable 0.04750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BNE69 2073468.55000000 PA USD 2009960.07000000 0.005101186436 Long ABS-CBDO USGSE US N 2 2048-12-25 Fixed 0.04000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 3305000.00000000 PA USD 3237026.40000000 0.008215424480 Long DBT CORP US N 2 2028-07-01 Fixed 0.05000000 N N N N N N WH BORROWER LLC 2549009H920CQUE3R944 92942LAD3 4138567.83300000 PA USD 4159260.67000000 0.010556012744 Long LON CORP US N 2 2027-02-15 Variable 0.10785770 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDS0 569000.00000000 PA USD 564404.82000000 0.001432433536 Long DBT CORP US N 2 2049-04-15 Fixed 0.05012000 N N N N N N KEYBANK NATL ASSN HUX2X73FUCYHUVH1BK78 49306CAB7 1259000.00000000 PA USD 1325819.08000000 0.003364867993 Long DBT CORP US N 2 2028-02-01 Fixed 0.06950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BFB2 21510.69490000 PA USD 21026.44000000 0.000053364139 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 37622000.00000000 PA USD 35839623.14000000 0.090959319125 Long DBT CORP FR N 2 2026-12-14 Variable 0.01488000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-C10 N/A 46651EAN4 1690000.00000000 PA USD 1438501.64000000 0.003650851160 Long ABS-MBS CORP US N 2 2039-06-05 Variable 0.03908893 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LQSB1 6377.88810000 PA USD 6249.99000000 0.000015862187 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P75V1 46640.12480000 PA USD 45417.03000000 0.000115266338 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416SAM3 10809.28210000 PA USD 10797.04000000 0.000027402392 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 1800000.00000000 NC USD 198098.64000000 0.000502765259 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S17 PRC INDX CY885802 Y 2056-12-15 232540.58000000 USD 0.00000000 USD 1800000.00000000 USD -34441.94000000 N N N BUFFALO ENERGY MEXICO HOLDINGS N/A 11952AAA0 1215000.00000000 PA USD 1302747.30000000 0.003306312874 Long DBT CORP MX N 2 2039-02-15 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSQ26 4052083.46600000 PA USD 3346745.00000000 0.008493885253 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N ALI GROUP NORTH AMERICA CORP N/A 01608UAE7 2242155.52000000 PA USD 2249285.57000000 0.005708583574 Long LON CORP US N 2 2029-07-22 Variable 0.07361220 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRH6 368.90460000 PA USD 378.22000000 0.000000959905 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 0.06500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2022-NXSS N/A 465979AL6 1653000.00000000 PA USD 1653051.08000000 0.004195367795 Long ABS-MBS CORP US N 2 2039-09-15 Variable 0.09465890 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297B4H2 203.87540000 PA USD 207.46000000 0.000000526523 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 0.05000000 N N N N N N GATES CORP/THE 984500F43C791F4C7894 367398AA2 2450000.00000000 PA USD 2513073.83000000 0.006378066074 Long DBT CORP US N 2 2029-07-01 Fixed 0.06875000 N N N N N N DIVERSIFIED HEALTHCARE TR N/A 25525PAA5 301000.00000000 PA USD 301535.78000000 0.000765283974 Long DBT CORP US N 2 2025-06-15 Fixed 0.09750000 N N N N N N BANK 2018-BNK10 N/A 065404AZ8 3049975.15500000 PA USD 2996264.18000000 0.007604381013 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 0.03641000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MDY97 1196890.07180000 PA USD 1137248.68000000 0.002886284970 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 312942ME2 9499.07090000 PA USD 9317.33000000 0.000023646956 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N RAILWORKS HOLDINGS LP/R N/A 75079MAA7 4889000.00000000 PA USD 4994880.68000000 0.012676777989 Long DBT CORP US N 2 2028-11-15 Fixed 0.08250000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AS7 1135000.00000000 PA USD 1083073.75000000 0.002748791483 Long DBT CORP KY N 2 2026-04-09 Fixed 0.01720000 N N N N N N BANK 2020-BNK30 N/A 06541UBJ4 3731000.00000000 PA USD 1796150.78000000 0.004558548268 Long ABS-MBS CORP US N 2 2053-12-15 Variable 0.03015504 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLDH8 30522161.67800000 PA USD 26487342.51000000 0.067223659990 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ALD6 11245.14460000 PA USD 11208.37000000 0.000028446328 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BY9 3000000.00000000 PA USD 1821017.52000000 0.004621658913 Long DBT CORP US N 2 2061-04-01 Fixed 0.03850000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A 92840JAD1 2434000.00000000 PA USD 2284401.49000000 0.005797706168 Long DBT CORP MT N 2 2027-05-01 Fixed 0.07875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WWYF0 8074.28500000 PA USD 7427.68000000 0.000018851111 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.03000000 N N N N N N BX 2021-BXMF N/A 05609RAS3 3094442.76000000 PA USD 2969333.51000000 0.007536032208 Long ABS-MBS CORP US N 2 2026-10-15 Variable 0.08800993 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8DE0 1917855.69000000 PA USD 1851735.31000000 0.004699619254 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KFM2 11151.19850000 PA USD 10914.41000000 0.000027700271 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GBGD0 1124767.26100000 PA USD 1021650.29000000 0.002592901560 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31393FCL8 34205.21020000 PA USD 35037.78000000 0.000088924278 Long ABS-CBDO USGSE US N 2 2032-11-15 Fixed 0.05500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 1960000.00000000 PA 2249689.65000000 0.005709609110 Long DBT CORP GB N 2 2029-01-11 Variable 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMBL7 4289644.67400000 PA USD 3832086.72000000 0.009725660270 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02500000 N N N N N N OWENS BROCKWAY GLASS CONT INC V2UQUCDZJ9WY98W8QU33 69073TAU7 290000.00000000 PA USD 293443.46000000 0.000744746037 Long DBT CORP US N 2 2031-05-15 Fixed 0.07250000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B4KS3 5752451.60800000 PA USD 5117506.35000000 0.012987996313 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XB2F6 4592014.35900000 PA USD 4406434.07000000 0.011183327492 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 0.04000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 29622000.00000000 PA USD 29225260.41000000 0.074172369998 Long DBT CORP US N 2 2037-05-01 Fixed 0.06550000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36192XPJ2 68186.99100000 PA USD 64356.78000000 0.000163334554 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMKY9 5674684.02500000 PA USD 4917436.60000000 0.012480228467 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BAN59 4915129.32000000 PA USD 4538091.22000000 0.011517467298 Long ABS-CBDO USGSE US N 2 2045-01-25 Fixed 0.02000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PEC6 45000000.00000000 PA USD 46342402.20000000 0.117614890487 Long DBT CORP US N 2 2035-01-23 Variable 0.05336000 N N N N N N NATIXIS COML MTG SECS TR 2020-2PAC N/A 63875DAS0 336000.00000000 PA USD 173926.70000000 0.000441417984 Long ABS-MBS CORP US N 2 2037-01-15 Variable 0.03616667 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 5868000.00000000 PA USD 5909119.54000000 0.014997074268 Long DBT CORP US N 2 2029-01-25 Fixed 0.04709000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F7R80 1779773.38300000 PA USD 1482010.53000000 0.003761274727 Long ABS-CBDO USGSE US N 2 2050-12-25 Fixed 0.01000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404UBD1 9296.61880000 PA USD 9267.47000000 0.000023520413 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ENRB7 535129.57220000 PA USD 534425.88000000 0.001356348362 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31414HFC6 7903.27250000 PA USD 8270.69000000 0.000020990631 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LYS8 47366.70090000 PA USD 46167.34000000 0.000117170590 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295GXH0 8632.90800000 PA USD 8759.77000000 0.000022231894 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 0.05000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 2874000.00000000 PA USD 2918080.72000000 0.007405954979 Long DBT CORP US N 2 2043-09-15 Fixed 0.06150000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJA0 882000.00000000 PA USD 910527.19000000 0.002310876231 Long DBT UST US N 2 2028-09-30 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AEDE1 256837.64100000 PA USD 202859.28000000 0.000514847544 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q7SQ1 3561315.27000000 PA USD 3355037.48000000 0.008514931187 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295AJT3 1384.49330000 PA USD 1406.17000000 0.000003568794 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPPY4 116968.40030000 PA USD 113502.88000000 0.000288065101 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGN76 4207.27350000 PA USD 4273.74000000 0.000010846556 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 7500000.00000000 NC USD 79648.50000000 0.000202144238 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX AAA CDSI S15 PRC INDX CY562346 Y 2064-11-18 85946.73000000 USD 0.00000000 USD 7500000.00000000 USD -6298.23000000 N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A 26863LAS3 4948240.36700000 PA USD 4772358.63000000 0.012112027236 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.09066380 N N N N N N MEDLINE BORROWER LP N/A 58503UAF0 4720000.00000000 PA USD 4723540.00000000 0.011988127793 Long LON CORP US N 2 2028-10-21 Variable 0.07496740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3132E03J9 1194466.33900000 PA USD 1028610.87000000 0.002610567193 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQKH5 13720.90540000 PA USD 13673.17000000 0.000034701878 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A 442722AB0 3500000.00000000 PA USD 3731164.50000000 0.009469524306 Long DBT CORP US N 2 2028-07-15 Fixed 0.08875000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAS6 1250000.00000000 PA USD 1283320.70000000 0.003257009054 Long DBT CORP US N 2 2034-03-01 Fixed 0.06375000 N N N N N N DB MASTER FIN LLC 549300F17UZJL70BPB08 233046AF8 17526575.00000000 PA USD 17013172.54000000 0.043178651303 Long ABS-CBDO CORP US N 2 2047-11-20 Fixed 0.04030000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BU9 27364000.00000000 PA USD 26388087.57000000 0.066971755506 Long DBT CORP US N 2 2044-03-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402MLR9 28802.92220000 PA USD 28679.14000000 0.000072786341 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390JK26 297.31720000 PA USD 312.03000000 0.000000791917 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297RXG7 1048.10000000 PA USD 1066.31000000 0.000002706245 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 2355000.00000000 PA USD 2320405.05000000 0.005889081551 Long DBT CORP KY N 2 2027-09-07 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6K3 17101210.77000000 PA USD 14201866.37000000 0.036043685232 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9A51 210529.19930000 PA USD 213726.86000000 0.000542428964 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.05000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29081LAC8 3794690.45300000 PA USD 3720086.84000000 0.009441409713 Long LON CORP US N 2 2029-03-31 Variable 0.08246740 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAM7 6070000.00000000 PA USD 5987857.12000000 0.015196906633 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.07651480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209N3Q3 134.60750000 PA USD 138.10000000 0.000000350491 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AVX61 421252.96500000 PA USD 414991.71000000 0.001053229919 Long ABS-CBDO USGSE US N 2 2044-06-25 Fixed 0.03500000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 1760000.00000000 PA USD 1688596.45000000 0.004285580313 Long DBT CORP US N 2 2028-05-01 Fixed 0.06625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D2R2 32960730.97800000 PA USD 29877139.23000000 0.075826808534 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944H79 30685.94590000 PA USD 30093.54000000 0.000076376023 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQYH9 4060608.67870000 PA USD 3823431.37000000 0.009703693389 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N SREIT TR 2021-MFP N/A 78472UAG3 6663593.67000000 PA USD 6530321.80000000 0.016573657102 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.07029570 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDGU4 14703579.14000000 PA USD 13177116.78000000 0.033442917791 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N WELLS FARGO COML MTG TR 2015-NXS4 549300RD723OFH36TP29 94989XBL8 861000.00000000 PA USD 786529.87000000 0.001996176722 Long ABS-MBS CORP US N 2 2048-12-15 Variable 0.03826440 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AU48 2415037.53330000 PA USD 2264920.49000000 0.005748264283 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 26885BAH3 650000.00000000 PA USD 666244.80000000 0.001690898733 Long DBT CORP US N 2 2027-07-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297XWP5 683.42510000 PA USD 715.42000000 0.000001815703 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 0.08000000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AC7 565000.00000000 PA USD 486606.25000000 0.001234984335 Long DBT CORP CL N 2 2029-04-15 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CRL7 1557.82300000 PA USD 1608.18000000 0.000004081487 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CE4 1225000.00000000 PA USD 1108242.19000000 0.002812667829 Long DBT NUSS ID N 2 2048-01-11 Fixed 0.04350000 N N N N N N NEXUS BUYER LLC N/A 65343UAE2 1555000.00000000 PA USD 1546120.95000000 0.003923984031 Long LON CORP US N 2 2029-11-01 Variable 0.11596740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASEA3 2614.17840000 PA USD 2654.00000000 0.000006735730 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35908MAD2 2236000.00000000 PA USD 2354957.44000000 0.005976773931 Long DBT CORP US N 2 2030-05-15 Fixed 0.08750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LNLL9 4242179.47500000 PA USD 3650487.92000000 0.009264770848 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N PACKAGING COORDINATORS MIDCO INC 549300SL20D7D39KSB12 69515EAJ1 5012980.22000000 PA USD 5021351.90000000 0.012743960731 Long LON CORP US N 2 2027-11-30 Variable 0.08584580 N N N N N N SIGMA HOLDCO BV 254900RAPCKVT00GAO59 82660CAA0 4445000.00000000 PA USD 4384638.23000000 0.011128010650 Long DBT CORP NL N 2 2026-05-15 Fixed 0.07875000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -2612.00000000 NC USD 2382640.28000000 0.006047031709 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UST NOTES UST NOTES 0% 06/30/2040 2024-12-19 -299007890.28000000 USD 2382640.28000000 N N N PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAF3 975000.00000000 PA USD 1007755.47000000 0.002557637144 Long DBT CORP US N 2 2030-01-31 Fixed 0.08875000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 6600000.00000000 PA USD 6666858.00000000 0.016920179713 Long DBT CORP PA N 2 2026-03-01 Fixed 0.07625000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AF9 2910000.00000000 PA USD 2397112.50000000 0.006083761539 Long DBT NUSS RS N 2 2030-12-01 Fixed 0.02125000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AQ6 2295000.00000000 PA USD 2156074.01000000 0.005472016911 Long DBT CORP US N 2 2030-01-15 Fixed 0.04125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209T7M5 233.81920000 PA USD 241.08000000 0.000000611849 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384Q6P3 621.65070000 PA USD 645.05000000 0.000001637107 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 0.07000000 N N N N N N WELLS FARGO COML MTG TR 2019-C51 N/A 95001VAS9 2370528.26000000 PA USD 2292904.36000000 0.005819286061 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 0.03160000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AN53 2910593.48330000 PA USD 2821630.32000000 0.007161168289 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 29364GAL7 11033000.00000000 PA USD 9978474.58000000 0.025324910648 Long DBT CORP US N 2 2030-06-15 Fixed 0.02800000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LUU8 459873.49160000 PA USD 458257.96000000 0.001163037676 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FA65 15048.78850000 PA USD 14994.99000000 0.000038056596 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 0.04500000 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAQ4 568000.00000000 PA USD 396033.74000000 0.001005115461 Long DBT CORP US N 2 2030-04-15 Fixed 0.05250000 N N N N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q807 66700.00000000 NS USD 1664165.00000000 0.004223574414 Long EP CORP US N 1 N N N CHEMOURS CO 549300M1BOLNXL8DOV14 16384YAJ6 7408446.15000000 PA USD 7389925.03000000 0.018755290659 Long LON CORP US N 2 2028-08-18 Variable 0.08746740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329KX25 7451.69700000 PA USD 6977.91000000 0.000017709615 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRX6 14828664.56900000 PA USD 12783558.91000000 0.032444085974 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230NUW3 4604.19590000 PA USD 4491.16000000 0.000011398358 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297MLB2 18362.40840000 PA USD 18690.11000000 0.000047434641 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W3QM8 48568.66860000 PA USD 46146.90000000 0.000117118714 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N VARSITY BRANDS LLC N/A 92227QAE6 5285000.00000000 PA USD 5260213.35000000 0.013350180131 Long LON CORP US N 2 2031-07-26 Variable 0.00000000 N N N N N N AGPS BONDCO PLC 89450071QI2G8XS48K39 N/A 16200000.00000000 PA 5555795.41000000 0.014100353837 Long DBT CORP GB N 2 2026-01-14 Variable 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AL57 199.77380000 PA USD 203.35000000 0.000000516092 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AF5 1205000.00000000 PA USD 1090238.93000000 0.002766976381 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAL2 2238068.97000000 PA USD 2853537.94000000 0.007242148364 Long LON CORP US N 2 2027-08-02 Fixed 0.10000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31400KBQ8 1419.35410000 PA USD 1472.77000000 0.000003737822 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E94A5 29845.08150000 PA USD 29122.64000000 0.000073911924 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 1011000.00000000 PA USD 1030593.18000000 0.002615598204 Long DBT NUSS DO N 2 2028-07-19 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSHQ7 9843590.82800000 PA USD 10148978.39000000 0.025757641495 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CTC8 339785.99000000 PA USD 321966.56000000 0.000817136356 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 0.02500000 N N N N N N DTP COML MTG TR 2023-STE2 N/A 23346GAE9 621000.00000000 PA USD 630290.53000000 0.001599648445 Long ABS-MBS CORP US N 2 2041-01-15 Variable 0.06689139 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AE7 1370000.00000000 PA USD 1294815.22000000 0.003286181619 Long DBT CORP US N 2 2030-02-15 Fixed 0.04250000 N N N N N N US ANESTHESIA PARTNERS INC 549300J001GMNRO7SQ51 90350HAP4 565000.00000000 PA USD 468950.00000000 0.001190173583 Long LON CORP US N 3 2029-10-01 Variable 0.12956810 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404VFK9 50591.89080000 PA USD 50436.20000000 0.000128004761 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04500000 N N N N N N ZAMBIA REPUBLIC 213800DMLAZ6LGMMD849 988895AR9 172927.00000000 PA USD 85706.94000000 0.000217520281 Long DBT NUSS ZM N 2 2053-12-31 Fixed 0.00500000 N N N N N N RACKSPACE FINANCE LLC N/A 75008UAC1 2006797.02000000 PA USD 2019841.20000000 0.005126264290 Long LON CORP US N 2 2028-05-15 Variable 0.11654000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G3U9 1059.44080000 PA USD 1085.19000000 0.000002754162 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.08500000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AB3 6595000.00000000 PA USD 6610498.25000000 0.016777141253 Long DBT CORP US N 2 2027-07-15 Fixed 0.09750000 N N N N N N FKH 2021-SFR1 F1 N/A 33767WAN3 473000.00000000 PA USD 442260.53000000 0.001122436933 Long ABS-CBDO CORP US N 2 2038-08-17 Fixed 0.03238000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A7XD5 22742.98420000 PA USD 22248.83000000 0.000056466509 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3003009YZ3S5V395NR77 268733AA0 1795000.00000000 PA USD 1736101.56000000 0.004406146102 Long DBT CORP VG N 2 2026-05-12 Fixed 0.03375000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AH1 2165000.00000000 PA USD 1904572.80000000 0.004833718380 Long DBT CORP US N 2 2029-11-15 Fixed 0.04625000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XXZG4 80751.03440000 PA USD 82382.69000000 0.000209083487 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BSV1 36102.01780000 PA USD 37322.75000000 0.000094723427 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GSY4 580.59940000 PA USD 590.93000000 0.000001499753 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HRGD6 89859.65800000 PA USD 83202.97000000 0.000211165320 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9RA4 17216833.74200000 PA USD 14940887.12000000 0.037919285988 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02000000 N N N N N N KLOECKNER PENTAPLAST OF AMERICA INC 529900H8J1B7UA1CG794 49865NAT7 3207459.94900000 PA USD 3019599.02000000 0.007663603766 Long LON CORP US N 2 2026-02-09 Variable 0.09722930 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E75J9 9479.91660000 PA USD 9267.61000000 0.000023520768 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N ABG INTERMEDIATE HLDGS 2 LLC 54930020NXD0RJB64985 00076VBJ8 18230515.39000000 PA USD 18272263.27000000 0.046374165805 Long LON CORP US N 2 2028-12-21 Variable 0.07996740 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 05675M2L7 580000.00000000 PA USD 613168.75000000 0.001556194153 Long DBT NUSS BH N 2 2036-02-12 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNPN6 3076690.27600000 PA USD 2855216.88000000 0.007246409437 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQTF2 3397798.01000000 PA USD 3472418.75000000 0.008812839464 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210T5E2 191.76830000 PA USD 193.82000000 0.000000491906 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABDF6 44757639.91000000 PA USD 38666751.73000000 0.098134441771 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RVV5 22688.32940000 PA USD 21614.92000000 0.000054857675 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H1BE9 25251.17800000 PA USD 24029.63000000 0.000060986098 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N TRANSOCEAN AQUILA LTD N/A 893790AA3 690000.00000000 PA USD 709566.33000000 0.001800846789 Long DBT CORP KY N 2 2028-09-30 Fixed 0.08000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAB0 5197373.00000000 PA USD 4995974.80000000 0.012679554815 Long DBT CORP US N 2 2029-01-31 Variable 0.07775000 N N Y N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 92943EAE6 15065000.00000000 PA USD 15075696.15000000 0.038261425121 Long LON CORP US N 2 2031-08-01 Variable 0.07747680 N N N N N N BBCMS MTG TR 2023-C22 N/A 05554FAK1 2818000.00000000 PA USD 2969953.89000000 0.007537606704 Long ABS-MBS CORP US N 2 2056-11-15 Variable 0.07363324 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9FB5 16734158.01700000 PA USD 14563853.19000000 0.036962391173 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 9810000.00000000 PA 11524519.64000000 0.029248702074 Long DBT CORP CH N 2 2032-03-17 Variable 0.04750000 N N N N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAE1 2295000.00000000 PA USD 2197222.21000000 0.005576449155 Long DBT CORP NL N 2 2026-10-01 Fixed 0.03150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKKE4 2435016.95600000 PA USD 2297697.10000000 0.005831449816 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQLB6 11293521.25330000 PA USD 11449605.62000000 0.029058573729 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31388QUW7 8289.93470000 PA USD 8711.48000000 0.000022109336 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SKB9 126685.09680000 PA USD 120237.65000000 0.000305157638 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N AERCAP GLOBAL AVIATION TR 635400FBSV8LXXNRV758 00773HAA5 1856000.00000000 PA USD 1850190.72000000 0.004695699156 Long DBT CORP US N 2 2045-06-15 Variable 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMJQ6 2232.60550000 PA USD 2224.23000000 0.000005644993 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383QW34 782.06160000 PA USD 813.52000000 0.000002064676 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N BAMLL COML MTG SECS TR 2019 N/A 05492PAG3 1322000.00000000 PA USD 961755.00000000 0.002440890062 Long ABS-MBS CORP US N 2 2032-11-05 Variable 0.03842502 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 645000.00000000 PA 847188.62000000 0.002150125846 Long EP CORP GB N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NGB4 49.07640000 PA USD 49.24000000 0.000000124968 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 1956000.00000000 PA USD 125917.50000000 0.000319572837 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.06375000 Y Y N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FCJC1 18877.46750000 PA USD 3277.00000000 0.000008316875 Long ABS-CBDO USGSE US N 2 2034-03-25 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABDV1 19935730.74200000 PA USD 17191607.31000000 0.043631510562 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLK2 142414.93140000 PA USD 148884.07000000 0.000377860938 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.06000000 N N N N N N ALLEN MEDIA LLC 549300ERNJNM4RN5JP79 01771JAG8 8072136.79800000 PA USD 5317520.12000000 0.013495622084 Long LON CORP US N 2 2027-02-10 Variable 0.10984580 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MCP58 17711.10190000 PA USD 17646.42000000 0.000044785804 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295T7J7 1688.18230000 PA USD 1758.49000000 0.000004462966 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31395NEN3 39667.36940000 PA USD 32920.07000000 0.000083549627 Long ABS-CBDO USGSE US N 2 2036-06-25 Fixed 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJJE4 9371234.43500000 PA USD 9526884.08000000 0.024178794679 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8ES2 993292.82100000 PA USD 865090.40000000 0.002195559742 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KDJR2 26863858.46800000 PA USD 24459784.91000000 0.062077811830 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.02000000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597CV7 1245000.00000000 PA USD 1348098.45000000 0.003421412012 Long DBT NUSS CR N 2 2054-11-13 Fixed 0.07300000 N N N N N N GS MTG SECS TR 2012-GCJ9 N/A 36192PAN6 896000.00000000 PA USD 734720.00000000 0.001864685649 Long ABS-MBS CORP US N 2 2045-11-10 Variable 0.04754281 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210JGZ5 158.66680000 PA USD 158.42000000 0.000000402062 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WPRV1 394576.67000000 PA USD 392068.46000000 0.000995051762 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31359PQC3 4420.50150000 PA USD 4533.92000000 0.000011506880 Long ABS-CBDO USGSE US N 2 2027-06-18 Fixed 0.07500000 N N N N N N COMM 2014-CCRE15 MTG TR N/A 12591RAE0 298000.00000000 PA USD 268171.12000000 0.000680605998 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.04079333 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 1355000.00000000 PA USD 1283469.55000000 0.003257386829 Long DBT NUSS DO N 2 2030-01-30 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04R6 85191.40610000 PA USD 84899.34000000 0.000215470629 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAA6 2355000.00000000 PA USD 2254176.56000000 0.005720996682 Long DBT NUSS BJ N 2 2038-02-13 Fixed 0.07960000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASDX4 10101.23700000 PA USD 10270.26000000 0.000026065448 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N SAGICOR FINANCIAL CO LTD N/A 78669QAA8 1590000.00000000 PA USD 1538643.00000000 0.003905005337 Long DBT CORP BM N 2 2028-05-13 Fixed 0.05300000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390HPV1 1691.64030000 PA USD 1777.15000000 0.000004510325 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 0.07000000 N N N N N N CSMC 2020-NET N/A 126438AA8 4113776.67000000 PA USD 3920723.71000000 0.009950616884 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 0.02256900 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 6100000.00000000 PA 8227323.81000000 0.020880570341 Long DBT CORP DE N 2 2030-12-12 Variable 0.06125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9S44 25774.04560000 PA USD 26162.98000000 0.000066400442 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N DAIMLER TRUCKS RETAIL TRUST 2023-1 N/A 233868AB4 13011538.08000000 PA USD 13027429.07000000 0.033063017251 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 0.06030000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408EN99 2608.04180000 PA USD 2601.09000000 0.000006601447 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.04500000 N N N N N N BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 N/A 06054MAW3 2108000.00000000 PA USD 1789370.11000000 0.004541339238 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H4JT2 16399.97000000 PA USD 15631.39000000 0.000039671750 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208SDQ2 505.80040000 PA USD 517.83000000 0.000001314228 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QDTY0 8498500.31200000 PA USD 7382195.10000000 0.018735672451 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 0.02500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 7006000.00000000 PA USD 7179050.23000000 0.018220100092 Long DBT CORP US N 2 2038-06-15 Fixed 0.05800000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCZ43 4322025.06500000 PA USD 3737176.85000000 0.009484783375 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AR4 6385000.00000000 PA USD 6621328.01000000 0.016804626687 Long DBT CORP US N 2 2032-05-15 Fixed 0.06500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 21253000.00000000 PA USD 21169367.32000000 0.053726882958 Long DBT CORP US N 2 2028-02-15 Fixed 0.04750000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAL0 6505000.00000000 PA USD 6552154.75000000 0.016629068127 Long DBT CORP LU N 2 2030-01-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M5GP9 105680.41810000 PA USD 109502.78000000 0.000277913031 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E5VC9 46112.05360000 PA USD 45096.22000000 0.000114452137 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291QSF2 268107.04340000 PA USD 252767.22000000 0.000641511606 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 0.03500000 N N N N N N DPL INC N/A 233293AR0 2660000.00000000 PA USD 2611239.54000000 0.006627206142 Long DBT CORP US N 2 2025-07-01 Fixed 0.04125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D3F7 141080.47000000 PA USD 110239.88000000 0.000279783757 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EQK7 138.45760000 PA USD 144.99000000 0.000000367977 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BSH0 871629.56760000 PA USD 819356.37000000 0.002079488873 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-AON N/A 46649XAU1 743000.00000000 PA USD 149520.21000000 0.000379475432 Long ABS-MBS CORP US N 2 2031-07-05 Variable 0.04766973 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CG5 1118373.00000000 PA USD 442875.71000000 0.001123998231 Long DBT NUSS UA N 2 2036-02-01 Variable 0.00000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A3F5 49.53600000 PA USD 50.42000000 0.000000127963 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LTD 549300MCGUSL5B852H65 55609NAD0 2915000.00000000 PA USD 3073441.91000000 0.007800254551 Long DBT CORP GB N 2 2031-03-26 Fixed 0.06500000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAB1 535000.00000000 PA USD 523798.44000000 0.001329376407 Long DBT CORP US N 2 2028-09-27 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GR7A3 14695.14960000 PA USD 14356.31000000 0.000036435656 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYJ7 34782000.00000000 PA USD 29615663.28000000 0.075163194570 Long DBT CORP US N 2 2032-07-21 Variable 0.02383000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402N4C9 39758.46710000 PA USD 39628.70000000 0.000100575822 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P8GB1 5202972.46100000 PA USD 5120245.20000000 0.012994947388 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410UUH3 291.38250000 PA USD 296.69000000 0.000000752985 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.06000000 N N N N N N BENCHMARK 2021 MORTGAGE TRUST N/A 08163DBX4 1520000.00000000 PA USD 712607.01000000 0.001808563895 Long ABS-MBS CORP US N 3 2054-04-15 Variable 0.03094020 N N N N N N BANK 2019 N/A 06541RAZ6 1800000.00000000 PA USD 1719091.08000000 0.004362974285 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 0.02846000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GW60 144.66020000 PA USD 146.18000000 0.000000370998 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 1266504373.73800000 NS USD 1266757674.61000000 3.214972856410 Long STIV RF US N 1 N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 N/A 61691GAX8 415000.00000000 PA USD 366080.34000000 0.000929095106 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.04410359 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SRX7 1834705.73600000 PA USD 1780100.49000000 0.004517813368 Long ABS-MBS USGA US N 2 2031-12-20 Fixed 0.03000000 N N N N N N BBAM US CLO IV LTD N/A 05555KAA1 250000.00000000 PA USD 247802.25000000 0.000628910740 Long ABS-CBDO CORP KY N 2 2039-07-15 Variable 0.11572940 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TR4H5 10711.26930000 PA USD 10851.08000000 0.000027539543 Long ABS-CBDO USGSE US N 2 2031-01-15 Fixed 0.06500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 16701000.00000000 PA USD 17223310.75000000 0.043711972438 Long DBT CORP US N 2 2028-09-01 Fixed 0.05625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PAX4 40200000.00000000 PA USD 40041950.89000000 0.101624634142 Long DBT CORP US N 2 2029-12-05 Variable 0.04452000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HPYR9 48558.60880000 PA USD 47451.30000000 0.000120429222 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04000000 N N N N N N TRITAX EUROBOX PLC 213800HK59N7H979QU33 N/A 1580000.00000000 PA 1665772.37000000 0.004227653845 Long DBT CORP GB N 2 2026-06-02 Fixed 0.00950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287MT59 31228.70510000 PA USD 32383.68000000 0.000082188294 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206B2C4 104.85790000 PA USD 104.95000000 0.000000266358 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 1600000.00000000 NC USD 176087.68000000 0.000446902452 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S17 PRC INDX CY885802 Y 2056-12-15 258721.26000000 USD 0.00000000 USD 1600000.00000000 USD -82633.58000000 N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31359SXB1 36036.85530000 PA USD 36802.42000000 0.000093402853 Long ABS-CBDO USGSE US N 2 2031-05-25 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7SM9 276095.13800000 PA USD 276088.54000000 0.000700700046 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EHVP4 372165.61870000 PA USD 363630.67000000 0.000922877956 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M6XY9 3052.01520000 PA USD 3096.52000000 0.000007858825 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202STC2 1985.79450000 PA USD 2002.09000000 0.000005081212 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJR0 28889968.12400000 PA USD 25247347.60000000 0.064076609802 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02500000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BZ9 8160000.00000000 PA USD 7864200.00000000 0.019958978772 Long DBT CORP US N 2 2027-05-15 Fixed 0.05250000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAJ7 12332000.00000000 PA USD 11494922.34000000 0.029173585485 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.07878800 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212WPT8 21211.60170000 PA USD 21132.34000000 0.000053632909 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A 05609PAA6 37565000.00000000 PA USD 37201089.06000000 0.094414657162 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.06140580 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDC6 47805000.00000000 PA USD 53964524.62000000 0.136959487469 Long DBT CORP US N 2 2031-10-30 Variable 0.07624000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F6YK7 15967629.82300000 PA USD 13456418.25000000 0.034151772107 Long ABS-CBDO USGSE US N 2 2040-11-25 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVC0 2527846.75400000 PA USD 2189733.09000000 0.005557442112 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02000000 N N N N N N DLLAD 2024-1 LLC N/A 23346MAC0 4579000.00000000 PA USD 4673783.93000000 0.011861849170 Long ABS-CBDO CORP US N 2 2029-07-20 Fixed 0.05300000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAE7 3798000.00000000 PA USD 3763119.24000000 0.009550623970 Long DBT CORP US N 2 2025-02-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298C2P3 220.32060000 PA USD 232.13000000 0.000000589135 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 0.07500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1425000.00000000 PA USD 1268394.35000000 0.003219126663 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAP1 33235000.00000000 PA USD 28403810.84000000 0.072087568679 Long DBT CORP LU N 2 2032-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AYFE1 15484.93550000 PA USD 15726.33000000 0.000039912703 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N AYDEM YENILENEBILIR ENERJI AS 9845009C50EDA74OA532 054644AA7 1290000.00000000 PA USD 1274278.13000000 0.003234059427 Long DBT CORP TR N 2 2027-02-02 Fixed 0.07750000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 41809JAB1 755000.00000000 PA USD 766325.00000000 0.001944897689 Long DBT NUSS JO N 2 2029-01-13 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KPFQ6 11299096.86300000 PA USD 10065164.30000000 0.025544925180 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARMG3 153867.87600000 PA USD 150230.10000000 0.000381277100 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLN4 652500.67830000 PA USD 636958.05000000 0.001616570305 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QKR91 4753094.90900000 PA USD 4090141.79000000 0.010380592197 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AX4 556000.00000000 PA USD 528712.35000000 0.001341847685 Long DBT CORP US N 2 2036-04-01 Variable 0.06875000 N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3129424K8 12224.77260000 PA USD 12226.12000000 0.000031029331 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XABG6 60556.80300000 PA USD 49921.18000000 0.000126697664 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31394D4V9 166564.94260000 PA USD 13417.29000000 0.000034052466 Long ABS-CBDO USGSE US N 2 2035-06-25 Variable 0.01256680 N N N N N N BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH QE0Q0253K88YAGNPE356 059578AK0 1555000.00000000 PA USD 1576303.50000000 0.004000585958 Long DBT CORP KY N 2 2031-03-18 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MBXL5 366436.49660000 PA USD 348099.54000000 0.000883460660 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297ETU9 2230.68330000 PA USD 2307.42000000 0.000005856126 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31392XV96 63335.07680000 PA USD 65462.40000000 0.000166140567 Long ABS-CBDO USGSE US N 2 2032-11-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RAQ2 17756.88060000 PA USD 18383.55000000 0.000046656606 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.06500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BU6 7534000.00000000 PA USD 8072454.98000000 0.020487520356 Long DBT CORP US N 2 2030-05-15 Fixed 0.10500000 N N N N N N CAPTIAL ONE MULTI-ASSET EXECUT R42WS16M9R97TJJKGU15 14041NGD7 2400000.00000000 PA USD 2398920.96000000 0.006088351328 Long ABS-CBDO CORP US N 2 2028-05-15 Fixed 0.04420000 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 1200000.00000000 PA USD 1046583.96000000 0.002656182070 Long DBT CORP LU N 2 2028-05-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207BR85 442.62520000 PA USD 450.87000000 0.000001144287 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07500000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AB3 3809000.00000000 PA USD 3879605.41000000 0.009846260525 Long DBT CORP US N 2 2025-11-27 Fixed 0.07050000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297P2R1 1889.51800000 PA USD 1917.95000000 0.000004867669 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B0QV8 2169487.08000000 PA USD 1796594.34000000 0.004559674003 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DSD4 5320.74610000 PA USD 5509.26000000 0.000013982249 Long ABS-MBS USGA US N 2 2032-03-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KKS6 25054.45240000 PA USD 25333.15000000 0.000064294372 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212BQD8 752.06540000 PA USD 776.66000000 0.000001971127 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FIN CORP N/A 865033AC8 546000.00000000 PA USD 545665.25000000 0.001384873368 Long DBT CORP US N 2 2025-05-15 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375TWW4 40.30160000 PA USD 41.82000000 0.000000106137 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H2C71 44731.68640000 PA USD 42965.85000000 0.000109045355 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378G2A0 16.95070000 PA USD 17.59000000 0.000000044642 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07000000 N N N N N N ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC N/A 03969AAP5 368000.00000000 PA USD 221369.33000000 0.000561825202 Long DBT CORP IE N 2 2027-08-15 Fixed 0.05250000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2M4 32932000.00000000 PA USD 31555359.08000000 0.080086053512 Long DBT CORP US N 2 2051-04-04 Variable 0.05013000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBM5 571986.23330000 PA USD 570178.36000000 0.001447086516 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBE0 7870000.00000000 PA USD 7331326.91000000 0.018606571319 Long DBT CORP US N 2 2042-07-15 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385HY48 37.45870000 PA USD 38.87000000 0.000000098650 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940M63 4559.59310000 PA USD 4557.60000000 0.000011566979 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56U1 6129781.63600000 PA USD 5435101.45000000 0.013794038105 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPQF8 859047.85700000 PA USD 792109.30000000 0.002010337059 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.03500000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 2205000.00000000 PA USD 2027380.64000000 0.005145399043 Long DBT CORP US N 2 2030-11-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MC2K9 32063.78630000 PA USD 31300.73000000 0.000079439816 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377YTR1 22871.99340000 PA USD 1222.92000000 0.000003103714 Long ABS-CBDO USGA US N 2 2040-05-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DUF0 7.12250000 PA USD 7.12000000 0.000000018070 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N EQM MIDSTREAM PARTNERS LP 549300NELT611CL6XM83 26885BAF7 239000.00000000 PA USD 239251.43000000 0.000607209151 Long DBT CORP US N 2 2025-07-01 Fixed 0.06000000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TBH1 950000.00000000 PA USD 969000.00000000 0.002459277540 Long DBT NUSS SA N 2 2054-01-16 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297R6H5 572.73520000 PA USD 583.05000000 0.000001479754 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUZX7 13566567.35300000 PA USD 13834832.66000000 0.035112170517 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YFG9 139.80540000 PA USD 141.67000000 0.000000359551 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAB9 1375000.00000000 PA USD 1327026.25000000 0.003367931735 Long DBT CORP KY N 2 2025-10-28 Fixed 0.02125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ED56 834294.91800000 PA USD 711802.15000000 0.001806521197 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N COMM 2006 FL12 N/A 12592LBK7 31411086.02100000 PA USD 731.88000000 0.000001857477 Long ABS-MBS CORP US N 2 2047-11-10 Variable 0.00892080 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WWT41 41717.28890000 PA USD 38547.01000000 0.000097830542 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.03000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 4746735.00000000 PA USD 5405883.19000000 0.013719883501 Long DBT CORP US N 2 2031-06-01 Variable 0.14000000 N N Y N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9DY7 5585752.64000000 PA USD 5007399.90000000 0.012708551195 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BL5X4 2736586.59000000 PA USD 2583384.81000000 0.006556512116 Long ABS-CBDO USGSE US N 2 2046-08-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133KTTB6 29724518.24700000 PA USD 25776564.21000000 0.065419737277 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 1255000.00000000 PA USD 1128021.11000000 0.002862865820 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBE0 16412000.00000000 PA USD 14951969.77000000 0.037947413245 Long DBT CORP US N 2 2032-03-15 Fixed 0.03350000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 4172000.00000000 PA USD 4195475.84000000 0.010647925183 Long DBT CORP US N 2 2026-06-15 Fixed 0.06375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VXK9 819.75720000 PA USD 851.64000000 0.000002161423 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AEG4 4319.74820000 PA USD 4383.99000000 0.000011126365 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N BENCHMARK 2023-B38 MTG TR N/A 081916AH1 1058000.00000000 PA USD 1082586.33000000 0.002747554433 Long ABS-MBS CORP US N 2 2056-04-15 Variable 0.06452728 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402MLU2 29970.37070000 PA USD 29867.96000000 0.000075803512 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JAFT0 21997555.92300000 PA USD 22380170.41000000 0.056799845646 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31415PMW5 5656.71910000 PA USD 5765.82000000 0.000014633386 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNLE7 96410.57500000 PA USD 90779.30000000 0.000230393698 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 4020000.00000000 PA USD 3464237.01000000 0.008792074584 Long DBT CORP US N 2 2029-09-01 Fixed 0.04000000 N N N N N N GS MTG SECS TR 2015-GC34 54930070360RBP384M53 36250VAC6 1157715.36000000 PA USD 1135558.89000000 0.002881996360 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 0.03244000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419ERZ4 395466.00160000 PA USD 394962.22000000 0.001002395992 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY CAP I TR 2019-MEAD N/A 61771LAE2 4445000.00000000 PA USD 4212272.25000000 0.010690553701 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03283000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 19254000.00000000 PA USD 19163311.35000000 0.048635604949 Long DBT CORP US N 2 2027-09-29 Fixed 0.04450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295QLQ1 44554.83090000 PA USD 44401.33000000 0.000112688538 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HMHP9 90628.99550000 PA USD 88863.19000000 0.000225530698 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401XT80 124375.07450000 PA USD 126005.40000000 0.000319795923 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B1XC0 3462657.34800000 PA USD 3091276.27000000 0.007845517338 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213JQU2 412.15710000 PA USD 425.32000000 0.000001079442 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J66F6 345790.55750000 PA USD 329247.35000000 0.000835614667 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03500000 N N N N N N BBCMS MTG TR 2020-C7 N/A 05492VAJ4 226000.00000000 PA USD 191211.50000000 0.000485286013 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 0.02444000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178VBM2 10735.65990000 PA USD 10467.46000000 0.000026565933 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412UR44 1785.97400000 PA USD 1783.95000000 0.000004527583 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DF1 6352000.00000000 PA USD 5778031.50000000 0.014664378837 Long DBT CORP US N 2 2029-09-13 Fixed 0.02450000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAM9 6996000.00000000 PA USD 6843769.91000000 0.017369174023 Long DBT CORP US N 2 2028-03-01 Fixed 0.04000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAA3 1175000.00000000 PA USD 1173386.96000000 0.002978002266 Long DBT CORP US N 2 2029-04-15 Fixed 0.06625000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 28850000.00000000 PA USD 22068742.01000000 0.056009454656 Long DBT CORP US N 2 2046-09-16 Fixed 0.03875000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A 46639YAX5 1638000.00000000 PA USD 718688.88000000 0.001823999402 Long ABS-MBS CORP US N 2 2046-04-15 Variable 0.04517648 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M2MT6 5473024.72600000 PA USD 4547710.83000000 0.011541881427 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181BB90 6867.20110000 PA USD 6693.90000000 0.000016988811 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5PK2 59883.39730000 PA USD 58402.97000000 0.000148224058 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J8LJ0 4919926.46100000 PA USD 4914739.38000000 0.012473383046 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04500000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 4910000.00000000 NC USD 724776.88000000 0.001839450467 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 1430479.02000000 USD 0.00000000 USD 4910000.00000000 USD -705702.14000000 N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EG8 2389000.00000000 PA USD 2329979.80000000 0.005913381827 Long DBT CORP US N 2 2027-04-01 Fixed 0.03350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XLLK2 6332228.26500000 PA USD 6436431.41000000 0.016335367600 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.05000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 40800000.00000000 NC USD 1380092.23000000 0.003502610757 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2034-03-21 0.00000000 USD 0.00000000 USD 40800000.00000000 USD 1.00000000 3.75500000 USD 2029-03-19 XXXX -298827.77000000 N N N CABLEVISION LIGHTPATH LLC 5493002ZVBLRLGES1R71 12687GAB5 895000.00000000 PA USD 811434.92000000 0.002059384596 Long DBT CORP US N 2 2028-09-15 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQKL5 29148.66060000 PA USD 28577.78000000 0.000072529094 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04000000 N N N N N N DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC N/A 26246BAU8 24007000.00000000 PA USD 24044186.84000000 0.061023042997 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.06681370 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206KG96 25.87420000 PA USD 25.88000000 0.000000065682 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N SREIT TR 2021-MFP N/A 78472UAA6 32154420.84400000 PA USD 31762538.84000000 0.080611866237 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06182170 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYLA3 80452.60300000 PA USD 77515.86000000 0.000196731696 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523AZ3 10400000.00000000 PA USD 9999838.16000000 0.025379130434 Long DBT CORP US N 2 2027-10-15 Fixed 0.03050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M8HG7 2922234.58400000 PA USD 2526803.35000000 0.006412910966 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SK42 1856.73590000 PA USD 1873.38000000 0.000004754552 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 0.05000000 N N N N N N HUDSON AUTOMOTIVE GROUP N/A 22208WAA1 1290000.00000000 PA USD 1360624.92000000 0.003453203618 Long DBT CORP US N 2 2032-05-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0306A7 98650000.00000000 PA USD 89280015.84000000 0.226588583829 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371M3Q8 1119.58280000 PA USD 1130.47000000 0.000002869080 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDTQ9 5264366.10700000 PA USD 4683097.44000000 0.011885486431 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207CF94 29.11580000 PA USD 29.27000000 0.000000074285 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAJ9 10000000.00000000 PA USD 9600820.00000000 0.024366440652 Long DBT CORP US N 2 2046-02-01 Fixed 0.04900000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 12028000.00000000 PA USD 8391784.41000000 0.021297963798 Long DBT CORP FR N 2 2029-07-15 Fixed 0.05125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F2M7 135692.76260000 PA USD 132344.95000000 0.000335885410 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 0.04000000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC N/A 3720.49000000 0.000009442432 N/A DFE CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 400000.00000000 EUR 446467.84000000 USD 2024-10-03 3720.49000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KL52 6285.99750000 PA USD 6272.65000000 0.000015919697 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 3660000.00000000 PA USD 3522750.00000000 0.008940577868 Long DBT CORP US N 2 2026-03-01 Fixed 0.06000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AJ8 2085000.00000000 PA USD 2126854.44000000 0.005397858983 Long DBT CORP US N 2 2032-03-15 Fixed 0.06625000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 24672000.00000000 PA USD 25802611.18000000 0.065485843291 Long DBT CORP US N 2 2038-07-01 Fixed 0.07300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 34460000.00000000 PA USD 29333067.39000000 0.074445979167 Long DBT CORP US N 2 2032-07-21 Variable 0.02299000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KPG7 13.58720000 PA USD 13.55000000 0.000000034389 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AD8 2900000.00000000 PA USD 2673544.22000000 0.006785332562 Long DBT CORP CA N 2 2029-12-01 Fixed 0.03875000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAL9 6656343.77000000 PA USD 6674116.21000000 0.016938600717 Long LON CORP US N 2 2030-11-06 Variable 0.08811450 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MVR8 3493805.51350000 PA USD 3231074.83000000 0.008200319669 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WGQ67 133051.96610000 PA USD 124532.08000000 0.000316056705 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.03500000 N N N N N N MITCHELL INTERNATIONAL INC 5493002RDNIGEM7SSV41 60662WAW2 4935000.00000000 PA USD 4887081.15000000 0.012403187728 Long LON CORP US N 2 2031-06-17 Variable 0.08496740 N N N N N N SG COML MTG SECS TR 2020-COVE N/A 78397FAL7 2364000.00000000 PA USD 1967906.60000000 0.004994456658 Long ABS-MBS CORP US N 2 2037-03-15 Variable 0.03851822 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179KWP5 43426.11510000 PA USD 41208.93000000 0.000104586373 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95002YAC7 2160000.00000000 PA USD 2217080.16000000 0.005626847721 Long EP CORP US N 2 N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAK0 2000000.00000000 PA USD 1977967.00000000 0.005019989492 Long DBT CORP CA N 2 2025-08-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138APXP8 12327.36130000 PA USD 12078.91000000 0.000030655719 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJR3 242180000.00000000 PA USD 242151618.93000000 0.614569698372 Long DBT UST US N 2 2028-12-31 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUN7 1206701.28400000 PA USD 1009658.67000000 0.002562467379 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 N/A 1600000.00000000 PA 1589635.89000000 0.004034422952 Long DBT CORP NO N 2 2029-02-23 Variable 0.00250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AUDS4 2413238.25300000 PA USD 2005236.65000000 0.005089198612 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402YEH3 66123.13470000 PA USD 65914.05000000 0.000167286834 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396HU49 19520.97740000 PA USD 18734.49000000 0.000047547276 Long ABS-CBDO USGSE US N 2 2035-09-15 Fixed 0.00000000 N N N N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 731011AW2 585000.00000000 PA USD 597554.10000000 0.001516564888 Long DBT NUSS PL N 2 2053-04-04 Fixed 0.05500000 N N N N N N COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP N/A 197363AU8 23751000.00000000 PA USD 23774727.25000000 0.060339166921 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 0.06713620 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374UC61 38.19580000 PA USD 38.19000000 0.000000096924 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290XL40 3674.57470000 PA USD 3704.74000000 0.000009402460 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213PSP7 388.92500000 PA USD 389.26000000 0.000000987924 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ET2P0 483969.74150000 PA USD 468191.75000000 0.001188249179 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020497 46600000.00000000 PA USD 42140235.54000000 0.106949984309 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 0.02000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 5070000.00000000 PA USD 4441003.13000000 0.011271062180 Long DBT CORP LU N 2 2036-08-31 Fixed 0.03545000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBXV7 902398.74000000 PA USD 787619.85000000 0.001998943041 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GET67 44076.19180000 PA USD 44048.30000000 0.000111792564 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 N/A 5300000.00000000 PA 5471247.66000000 0.013885775527 Long DBT CORP LU N 2 2027-06-17 Fixed 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXK4 64869.39000000 PA USD 62518.37000000 0.000158668754 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946RF5 10151.64770000 PA USD 10379.09000000 0.000026341654 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211AAN6 15.28240000 PA USD 15.26000000 0.000000038729 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07000000 N N N N N N SPGN 2022-TFLM MTG TR N/A 78473HAJ5 3962000.00000000 PA USD 3851001.80000000 0.009773665875 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.07986890 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UQU7 109.09610000 PA USD 112.91000000 0.000000286560 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N AASET 2019-2 TR N/A 00038RAA4 12609723.98000000 PA USD 12027270.74000000 0.030524661299 Long ABS-CBDO CORP US N 2 2039-10-16 Fixed 0.03376000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAH1 720000.00000000 PA USD 653400.00000000 0.001658299220 Long DBT CORP NL N 2 2032-01-19 Fixed 0.04193000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAF5 1185000.00000000 PA USD 1178482.50000000 0.002990934513 Long DBT CORP LU N 2 2030-12-05 Fixed 0.08875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X5X81 2871809.95100000 PA USD 2689792.91000000 0.006826570991 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.02500000 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAG0 2268616.25000000 PA USD 2267903.00000000 0.005755833757 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.08925690 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QRRK8 226680.18860000 PA USD 219751.64000000 0.000557719579 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374USL1 75.53660000 PA USD 75.52000000 0.000000191666 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 0.07000000 N N N N N N JORDAN KINGDOM OF 5493000JZ4MYPVMBVN50 418097AK7 1535000.00000000 PA USD 1507657.81000000 0.003826366346 Long DBT NUSS JO N 2 2025-07-07 Fixed 0.04950000 N N N N N N ARES XLI CLO LTD / ARES XLI CLO LLC 549300X38KZ67Q2FQG11 04016DAS4 27448000.00000000 PA USD 27452419.13000000 0.069672980171 Long ABS-CBDO CORP KY N 2 2034-04-15 Variable 0.06632980 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F8AX1 5804564.99400000 PA USD 5145969.76000000 0.013060235141 Long ABS-CBDO USGSE US N 2 2050-11-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVZ2 2020577.64600000 PA USD 1690636.92000000 0.004290758932 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.01500000 N N N N N N ALLEGRO CLO LTD N/A 01750WAC3 18308000.00000000 PA USD 18285041.77000000 0.046406597052 Long ABS-CBDO CORP KY N 2 2034-07-20 Variable 0.06683620 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAD4 1605000.00000000 PA USD 1719356.25000000 0.004363647274 Long DBT CORP NL N 2 2030-07-28 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QWF4 1016604.06120000 PA USD 987392.45000000 0.002505956734 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 0.04000000 N N N N N N ARUBA INVESTMENT HOLDINGS LLC 254900GMIYFF4FZ0A357 04317JAB4 3100321.37000000 PA USD 3067395.96000000 0.007784910207 Long LON CORP US N 2 2027-11-24 Variable 0.09443710 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X98 2096585.33400000 PA USD 2019961.43000000 0.005126569428 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N BX TRUST 2022-IND N/A 05609WAG8 12381020.51400000 PA USD 12350282.15000000 0.031344449437 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07276890 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AT5 1695000.00000000 PA USD 1804617.35000000 0.004580036034 Long DBT CORP US N 2 2031-02-01 Fixed 0.07375000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAG9 5189000.00000000 PA USD 5233516.43000000 0.013282424573 Long DBT CORP US N 2 2027-08-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CA87 885682.28700000 PA USD 867595.33000000 0.002201917140 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 0.04000000 N N N N N N PRUDENTIAL FUNDING ASIA PLC 2549005TNASWKLR0XC37 N/A 11200000.00000000 PA USD 10258057.60000000 0.026034479525 Long DBT CORP GB N 2 2033-11-03 Variable 0.02950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178WGU7 413324.84840000 PA USD 392289.30000000 0.000995612244 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.03500000 N N N N N N ICON LUXEMBOURG SARL 635400PUWMHSPI2DDA35 N/A 455993.19000000 PA USD 458168.28000000 0.001162810072 Long LON CORP LU N 2 2028-07-03 Variable 0.07334580 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NQ43 45746.31900000 PA USD 43410.47000000 0.000110173781 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AC3Z5 6418.39360000 PA USD 6514.32000000 0.000016533045 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAH4 1960000.00000000 PA USD 1657434.80000000 0.004206493475 Long DBT CORP AE N 2 2049-10-03 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FHX7 69101.72360000 PA USD 69012.76000000 0.000175151218 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382UKG0 195.53770000 PA USD 202.90000000 0.000000514950 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKA0 144.81860000 PA USD 150.27000000 0.000000381378 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU42 2013849.54400000 PA USD 1685007.45000000 0.004276471596 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N QBE INS GROUP LTD 549300D2FBW76FPUSG65 N/A 6610000.00000000 PA USD 6610000.00000000 0.016775876718 Long DBT CORP AU N 2 2044-12-02 Variable 0.06750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QCNG7 323374.45600000 PA USD 309598.12000000 0.000785745823 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CSF2 96555.96800000 PA USD 91779.13000000 0.000232931220 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378BAJ3 183.78490000 PA USD 187.52000000 0.000000475917 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07500000 N N N N N N MUELLER WTR PRODS INC 549300F7ZU4P1F8V8L60 624758AF5 2825000.00000000 PA USD 2670536.06000000 0.006777697989 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HYK4 9475.94360000 PA USD 9456.23000000 0.000023999477 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABB92 11645136.94400000 PA USD 10060396.84000000 0.025532825585 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0206A8 27100000.00000000 PA USD 22842178.08000000 0.057972399915 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NBB3 279298.92690000 PA USD 265373.05000000 0.000673504624 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2HM7 805620.13720000 PA USD 765962.12000000 0.001943976716 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GYQM4 10849.14600000 PA USD 10720.56000000 0.000027208289 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5CP6 784758.90160000 PA USD 733663.80000000 0.001862005062 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417KXP7 7658.48240000 PA USD 7648.89000000 0.000019412531 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374SEK3 58.11220000 PA USD 60.30000000 0.000000153038 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATFZ5 6762.60120000 PA USD 6737.55000000 0.000017099592 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AQ7 955000.00000000 PA USD 983437.04000000 0.002495918085 Long DBT CORP US N 2 2027-01-15 Fixed 0.06694000 N N N N N N WELLS FARGO COML MTG TR 2024-5C1 N/A 95003VAC2 7300000.00000000 PA USD 7629630.04000000 0.019363650976 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 0.05928000 N N N N N N ACURIS FINANCE US INC 213800PHEXJH1L7ZN896 00510DAB0 1581624.26000000 PA USD 1577891.63000000 0.004004616559 Long LON CORP US N 2 2028-02-16 Variable 0.09484580 N N N N N N MASTERBRAND INC 549300E0Y4BR5Z9RDZ64 57638PAA2 1700000.00000000 PA USD 1751010.20000000 0.004443983547 Long DBT CORP US N 2 2032-07-15 Fixed 0.07000000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05612GAE3 15378244.23000000 PA USD 15205371.24000000 0.038590534549 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.07277760 N N N N N N GOLDEN ENTERTAINMENT INC 549300P8YYCKQVJ0Y638 38101JAE6 4410450.00000000 PA USD 4404936.94000000 0.011179527845 Long LON CORP US N 2 2030-05-26 Variable 0.07501630 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HYM1 9656.52190000 PA USD 9980.80000000 0.000025330812 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376YG34 109.29610000 PA USD 111.15000000 0.000000282093 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BT24 241.92490000 PA USD 249.18000000 0.000000632407 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N SENEGAL REPUBLIC OF 549300NP14ZLQGWIUZ97 81720TAC9 1085000.00000000 PA USD 941576.56000000 0.002389678107 Long DBT NUSS SN N 2 2033-05-23 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWSY1 3265209.96200000 PA USD 3052136.73000000 0.007746182981 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EZC5 42342.95600000 PA USD 42203.25000000 0.000107109912 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 42829JAB5 1815000.00000000 PA USD 1625931.45000000 0.004126539418 Long LON CORP US N 2 2030-03-15 Variable 0.12784240 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31381DHY4 516.72450000 PA USD 536.17000000 0.000001360774 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07000000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BG8 645000.00000000 PA USD 470804.85000000 0.001194881107 Long DBT NUSS PA N 2 2047-05-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ERTD2 1409771.30300000 PA USD 1282689.16000000 0.003255406235 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BAAF1 13995099.72900000 PA USD 11825950.24000000 0.030013719107 Long ABS-CBDO USGSE US N 2 2040-06-25 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFUJ4 3335.45800000 PA USD 3334.96000000 0.000008463975 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385JK23 267.84070000 PA USD 279.69000000 0.000000709840 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.07000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 11788000.00000000 PA USD 10913891.39000000 0.027698955593 Long DBT CORP US N 2 2032-04-05 Fixed 0.03900000 N N N N N N WFRBS COML MTG TR 2011-C4 N/A 92936CAY5 335432.00000000 PA USD 271699.92000000 0.000689561930 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.04555157 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DK8 6576000.00000000 PA USD 6926934.29000000 0.017580241404 Long DBT CORP US N 2 2031-05-01 Fixed 0.06388000 N N N N N N CSAIL 2017-C8 COML MTG TR N/A 12595BAJ0 2305000.00000000 PA USD 1939283.86000000 0.004921813457 Long ABS-MBS CORP US N 2 2050-06-15 Variable 0.04409314 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBV5 110675.79060000 PA USD 110329.00000000 0.000280009939 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBM6 2195000.00000000 PA USD 2181281.25000000 0.005535991730 Long LON CORP US N 2 2029-06-04 Variable 0.07774930 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HKKT4 4681934.65500000 PA USD 4252701.91000000 0.010793162323 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SK22 148925.57100000 PA USD 144567.59000000 0.000366905910 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 0.03000000 N N N N N N CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 N/A 17326CAZ7 1400000.00000000 PA USD 1333406.62000000 0.003384124821 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 0.03458000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RTA7 2750.66700000 PA USD 2668.19000000 0.000006771743 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407NF24 5933.35070000 PA USD 6191.56000000 0.000015713895 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A2J8 132.96620000 PA USD 134.60000000 0.000000341608 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BMHY7 4128183.31800000 PA USD 3880733.40000000 0.009849123312 Long ABS-CBDO USGSE US N 2 2047-01-25 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMEJ7 6579.39270000 PA USD 6556.95000000 0.000016641238 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXCQ4 3146048.09300000 PA USD 3009858.19000000 0.007638881987 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LGA7 16472.38960000 PA USD 16072.30000000 0.000040790759 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP N/A 76134KAE4 1670000.00000000 PA USD 1612214.33000000 0.004091725997 Long ABS-CBDO CORP US N 2 2048-09-15 Fixed 0.05050000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAE3 1025000.00000000 PA USD 1040375.00000000 0.002640424015 Long DBT CORP US N 2 2036-01-09 Fixed 0.05375000 N N N N N N BBCMS 2016-ETC MTG TR N/A 05491LAG3 868000.00000000 PA USD 751285.60000000 0.001906728382 Long ABS-MBS CORP US N 2 2036-08-14 Variable 0.03729197 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AAV96 14977.95400000 PA USD 14925.10000000 0.000037879219 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGHK8 31756908.12500000 PA USD 30443721.87000000 0.077264769278 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.04000000 N N N N N N CRESCENT ENERGY FINANCE LL 54930061FUL6DBLFUW14 45344LAD5 1070000.00000000 PA USD 1103345.48000000 0.002800240204 Long DBT CORP US N 2 2032-04-01 Fixed 0.07625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404USF8 4774.62110000 PA USD 4761.16000000 0.000012083605 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W6CK0 246927.46430000 PA USD 234329.99000000 0.000594718763 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HQBW1 58130.78380000 PA USD 56834.99000000 0.000144244596 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N YINSON BORONIA PRODUCTION B.V. 5493007X12FTT746N678 98584XAA3 3362000.00000000 PA USD 3523544.10000000 0.008942593257 Long DBT CORP NL N 2 2042-07-31 Fixed 0.08947000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207UB80 230.27840000 PA USD 231.00000000 0.000000586267 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.07000000 N N N N N N HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 969500I3QVK40XEORU25 N/A 1900000.00000000 PA 1810477.62000000 0.004594909130 Long DBT CORP FR N 2 2028-09-16 Fixed 0.00625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291AFA2 7823.53700000 PA USD 7898.21000000 0.000020045294 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292LW50 74917.23120000 PA USD 69424.05000000 0.000176195053 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03000000 N N N N N N WILLIS ENGINE STRUCTURED TR VII N/A 97064YAA2 10912577.14000000 PA USD 11593451.02000000 0.029423646754 Long ABS-CBDO CORP US N 2 2048-10-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ARA8 2196971.31910000 PA USD 2062468.78000000 0.005234451132 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8C45 3634156.87600000 PA USD 3423659.97000000 0.008689091918 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4CW1 848853.12800000 PA USD 762288.61000000 0.001934653516 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGT4 11977952.16000000 PA USD 9919174.56000000 0.025174409918 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTG9 8952421.85200000 PA USD 7408078.95000000 0.018801364475 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AQ9 1745000.00000000 PA USD 1766267.19000000 0.004482705087 Long DBT NUSS HU N 2 2034-06-16 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2J0 545075.77400000 PA USD 541610.89000000 0.001374583588 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BM6 105000.00000000 PA USD 91507.50000000 0.000232241836 Long DBT NUSS CO N 2 2041-01-18 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FREC5 72105.26000000 PA USD 67410.54000000 0.000171084857 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371G2G4 142.06560000 PA USD 145.92000000 0.000000370338 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 0.07500000 N N N N N N ADVANCED DRAIN SYS INC DEL 6QQTOZ5MF5DHM7K92I60 00790RAB0 205000.00000000 PA USD 208381.48000000 0.000528862635 Long DBT CORP US N 2 2030-06-15 Fixed 0.06375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297GL33 162.60420000 PA USD 164.21000000 0.000000416757 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.05000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 39642000.00000000 PA USD 36890495.16000000 0.093626384095 Long DBT CORP US N 2 2029-10-01 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293PFU4 29.80340000 PA USD 30.35000000 0.000000077026 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.06000000 N N N N N N COMM 2012-CCRE1 MTG TR N/A 12624BAS5 264577.87000000 PA USD 3547.65000000 0.000009003772 Long ABS-MBS CORP US N 3 2045-05-15 Fixed 0.02462000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 969000.00000000 PA USD 1083499.29000000 0.002749871484 Long DBT CORP CA N 2 2039-11-15 Fixed 0.06750000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 4800000.00000000 PA 5530233.23000000 0.014035478197 Long DBT CORP GB N 2 2029-02-16 Variable 0.04771000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RZM4 56336.26540000 PA USD 56146.37000000 0.000142496910 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 26441CBH7 10750000.00000000 PA USD 9609061.33000000 0.024387356769 Long DBT CORP US N 2 2030-06-01 Fixed 0.02450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQM1 20729.34530000 PA USD 20231.39000000 0.000051346339 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W3QL0 159685.63640000 PA USD 147453.80000000 0.000374230978 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COLOMBIA SAS / ANDEAN TELECOM PAR N/A 00216DAA9 3586000.00000000 PA USD 3430784.65000000 0.008707174029 Long DBT CORP US N 2 2026-04-27 Fixed 0.04050000 N N N N N N GS MTG SECS TR 2019-GC39 N/A 36260JAL1 1176000.00000000 PA USD 828941.58000000 0.002103815696 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31396WJV9 26491.33780000 PA USD 33448.13000000 0.000084889819 Long ABS-CBDO USGSE US N 2 2037-06-25 Variable 0.07840080 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292G4T0 417.73620000 PA USD 425.34000000 0.000001079493 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379C5N7 91.58240000 PA USD 93.60000000 0.000000237552 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GHJ0 71.41850000 PA USD 72.14000000 0.000000183088 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 10554TAH8 1285000.00000000 PA USD 1341154.50000000 0.003403788585 Long DBT CORP NL N 2 2031-01-12 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QPD27 6604.31000000 PA USD 6032.46000000 0.000015310106 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HEF7 24.71750000 PA USD 25.78000000 0.000000065428 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMW33 141917.18000000 PA USD 135140.90000000 0.000342981403 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.02500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CF8 1130000.00000000 PA USD 768928.95000000 0.001951506394 Long DBT CORP US N 2 2030-10-15 Fixed 0.03875000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAA6 1640000.00000000 PA USD 1549800.00000000 0.003933321291 Long DBT CORP MX N 2 2026-05-11 Fixed 0.01875000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 22714.00000000 NS USD 2678889.16000000 0.006798897774 Long EC CORP US N 1 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04M7 172725.62790000 PA USD 172130.55000000 0.000436859438 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GCX6 93.26140000 PA USD 96.77000000 0.000000245597 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBND8 1511016.66600000 PA USD 1356925.91000000 0.003443815700 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2D6 3740000.00000000 PA USD 3575206.25000000 0.009073709423 Long DBT CORP SA N 2 2029-04-16 Fixed 0.03500000 N N N N N N EATON VANCE CLO 2020-1 LTD N/A 278300AS7 27944000.00000000 PA USD 28050243.09000000 0.071190229952 Long ABS-CBDO CORP KY N 2 2037-10-15 Variable 0.06691370 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TC2 199600000.00000000 PA USD 144062858.88000000 0.365624925902 Long DBT UST US N 2 2041-11-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379BHJ5 97.07460000 PA USD 99.55000000 0.000000252653 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208Y5J4 211.29360000 PA USD 215.07000000 0.000000545837 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D3YA7 7849307.83800000 PA USD 6567592.01000000 0.016668247185 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N USI INC 2549006D7UF7072T7I27 90346KAB5 1235000.00000000 PA USD 1293671.15000000 0.003283278022 Long DBT CORP US N 2 2032-01-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ASKH5 585787.35000000 PA USD 523875.07000000 0.001329570891 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201E3P3 236.65660000 PA USD 245.53000000 0.000000623143 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296WBC9 33811.49930000 PA USD 33024.11000000 0.000083813675 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE CO LLC N/A 893574AP8 3952000.00000000 PA USD 3669167.41000000 0.009312178536 Long DBT CORP US N 2 2030-05-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHY35 12007576.87000000 PA USD 9390191.68000000 0.023831875640 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJJ1 511765000.00000000 PA USD 535014325.30000000 1.357841809925 Long DBT UST US N 2 2033-11-15 Fixed 0.04500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 2430000.00000000 PA USD 2526981.30000000 0.006413362595 Long DBT CORP AU N 2 2030-05-01 Fixed 0.08500000 N N N N N N BOSTON PPTY LTD PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBA1 12665000.00000000 PA USD 12338427.91000000 0.031314363920 Long DBT CORP US N 2 2028-12-01 Fixed 0.04500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 1820000.00000000 NC USD 268654.57000000 0.000681832972 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 517005.68000000 USD 0.00000000 USD 1820000.00000000 USD -248351.11000000 N N N EQT TR 2024-EXTR N/A 29439DAE1 1614000.00000000 PA USD 1640348.23000000 0.004163128544 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.06046400 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBT3 15500000.00000000 PA USD 15565910.65000000 0.039505567029 Long ABS-CBDO CORP US N 2 2039-06-21 Fixed 0.04870000 N N N N N N GARDEN SPINCO CORP N/A 365417AA2 935000.00000000 PA USD 1020284.16000000 0.002589434385 Long DBT CORP US N 2 2030-07-20 Fixed 0.08625000 N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46647PBE5 10000000.00000000 PA USD 9156267.70000000 0.023238187312 Long DBT CORP US N 2 2030-10-15 Variable 0.02739000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNYA9 122866.74740000 PA USD 120036.02000000 0.000304645911 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 4000000.00000000 PA USD 2619540.92000000 0.006648274664 Long DBT CORP US N 2 2052-06-01 Fixed 0.03900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298YTZ4 273.30960000 PA USD 290.05000000 0.000000736133 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.07500000 N N N N N N BX COML MTG TR 2019 N/A 05608FAA9 2009762.89800000 PA USD 2007878.75000000 0.005095904141 Long ABS-MBS CORP US N 2 2032-11-15 Variable 0.06327480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410G4C4 42131.88660000 PA USD 44098.57000000 0.000111920147 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 0.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 98011000.00000000 PA USD 97487256.66000000 0.247418184463 Long DBT CORP US N 2 2033-05-24 Variable 0.04910000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AM0 11988000.00000000 PA USD 11781409.00000000 0.029900675483 Long DBT CORP US N 2 2027-02-09 Fixed 0.04100000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LXZ73 652121.70600000 PA USD 583198.51000000 0.001480131059 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 N/A 95003DAC2 880000.00000000 PA USD 621664.38000000 0.001577755673 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M65A4 65719.40320000 PA USD 64050.47000000 0.000162557154 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 0.04000000 N N N N N N BX 2021-LBA N/A 05609BBM0 1144301.74000000 PA USD 1072082.23000000 0.002720895510 Long ABS-MBS CORP US N 2 2036-02-15 Variable 0.08451480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335CA79 1133745.51800000 PA USD 1110031.08000000 0.002817207950 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BNW2 7574316.04700000 PA USD 7288364.41000000 0.018497534465 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BUF78 719231.23300000 PA USD 711817.76000000 0.001806560815 Long ABS-CBDO USGSE US N 2 2045-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208KJZ3 244.40410000 PA USD 249.92000000 0.000000634285 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193NX21 297212.77770000 PA USD 280517.71000000 0.000711941077 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 N/A 1495000.00000000 PA USD 1470242.80000000 0.003731408768 Long LON CORP US N 2 2029-06-04 Variable 0.07432100 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 3930000.00000000 PA 4616030.83000000 0.011715274452 Long DBT CORP GB N 2 2032-03-10 Variable 0.04787000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAQ6 12741779.80200000 PA USD 11403055.79000000 0.028940432396 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KVX8 44.30290000 PA USD 45.00000000 0.000000114207 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAD9 1190000.00000000 PA USD 1100616.13000000 0.002793313239 Long DBT CORP US N 2 2030-02-01 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379TKG8 176.41570000 PA USD 181.19000000 0.000000459851 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MH42 535.07250000 PA USD 561.22000000 0.000001424350 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHK0 247480000.00000000 PA USD 249597114.68000000 0.633466024969 Long DBT UST US N 2 2028-06-30 Fixed 0.04000000 N N N N N N MFT TRUST N/A 55316TAE9 707000.00000000 PA USD 418998.67000000 0.001063399399 Long ABS-MBS CORP US N 3 2040-08-10 Variable 0.03392205 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 23000000.00000000 NC USD 1029102.34000000 0.002611814521 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A N/A NC USD N/A N/A DIR CORP US 2035-02-26 0.00000000 USD 0.00000000 USD 23000000.00000000 USD 1.00000000 3.77800000 USD 2025-02-24 XXXX 194202.34000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q6K0 468970.88570000 PA USD 467269.41000000 0.001185908323 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 6496000.00000000 PA USD 6681218.69000000 0.016956626485 Long DBT CORP US N 2 2053-03-02 Fixed 0.05650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940RF8 5645.54090000 PA USD 5646.93000000 0.000014331649 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFYG6 19352.92590000 PA USD 19351.85000000 0.000049114107 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36193TDY0 91662.01800000 PA USD 86570.46000000 0.000219711855 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 0.03500000 N N N N N N SREIT TR 2021-MFP2 N/A 85236WCU8 3205000.00000000 PA USD 3129137.97000000 0.007941608595 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.09366980 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DJ1 8683000.00000000 PA USD 9068130.90000000 0.023014500157 Long DBT CORP US N 2 2029-05-01 Fixed 0.06298000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7ME3 141817.69690000 PA USD 141786.53000000 0.000359847707 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N BRANDYWINE OPER PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 14429000.00000000 PA USD 13517475.34000000 0.034306732200 Long DBT CORP US N 2 2027-11-15 Fixed 0.03950000 N N N N N N SERBIA REPUBLIC OF 254900W94OCY91V32O78 817477AH5 1650000.00000000 PA USD 1721362.50000000 0.004368739044 Long DBT NUSS RS N 2 2033-09-26 Fixed 0.06500000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAB4 1525000.00000000 PA USD 1288823.25000000 0.003270974274 Long DBT CORP MX N 2 2031-05-11 Fixed 0.02875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 10000000.00000000 PA USD 9053515.10000000 0.022977405927 Long DBT CORP US N 2 2031-01-22 Variable 0.02699000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293NPA2 147.43860000 PA USD 150.12000000 0.000000380997 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E6YX8 25724.10610000 PA USD 25216.69000000 0.000063998802 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412UYR5 3418.83410000 PA USD 3414.91000000 0.000008666884 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X86D4 251562.84100000 PA USD 223053.55000000 0.000566099675 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWL4 128004000.00000000 PA USD 124976039.78000000 0.317183454774 Long DBT CORP US N 2 2028-06-05 Variable 0.03691000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404R4V6 19407.47950000 PA USD 19352.18000000 0.000049114944 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AAA40 23059.14090000 PA USD 22514.84000000 0.000057141630 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 N/A 46652JAC6 714000.00000000 PA USD 337377.50000000 0.000856248615 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 0.01750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMMN1 12857822.91900000 PA USD 11539051.31000000 0.029285582786 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BA1 620000.00000000 PA USD 591653.60000000 0.001501589690 Long DBT NUSS ZA N 2 2029-09-30 Fixed 0.04850000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAQ4 1080000.00000000 PA USD 949730.40000000 0.002410372179 Long DBT CORP CL N 2 2031-04-06 Fixed 0.03000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EM3 11670000.00000000 PA USD 12696376.50000000 0.032222821018 Long DBT NUSS CO N 2 2053-11-14 Fixed 0.08750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7SE4 16276.39880000 PA USD 15956.38000000 0.000040496560 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 0.03500000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 1235000.00000000 PA USD 1048978.13000000 0.002662258364 Long DBT NUSS MX N 2 2031-05-24 Fixed 0.02659000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A 46639YAW7 1025000.00000000 PA USD 688041.50000000 0.001746217758 Long ABS-MBS CORP US N 2 2046-04-15 Variable 0.03958200 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31397QKY3 556376.04610000 PA USD 547010.79000000 0.001388288286 Long ABS-CBDO USGSE US N 2 2041-02-25 Fixed 0.05000000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 N/A 16581250.00000000 PA USD 16573456.81000000 0.042062672955 Long LON CORP US N 2 2030-01-26 Variable 0.07996740 N N N N N N HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD N/A 41984LAB3 3462500.00000000 PA USD 3524132.50000000 0.008944086589 Long DBT CORP KY N 2 2029-04-15 Fixed 0.11000000 N N N N N N SK NEPTUNE HUSKY FINANCE SARL N/A N/A 1442973.64000000 PA USD 18037.17000000 0.000045777509 Long LON CORP LU N 2 2029-01-03 Variable 0.10433780 Y Y N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210E7C7 78.07740000 PA USD 79.61000000 0.000000202046 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABCL4 6849224.44900000 PA USD 5917140.89000000 0.015017432086 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EFE4 10207.18910000 PA USD 9975.72000000 0.000025317919 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 4937000.00000000 PA USD 4850618.79000000 0.012310647931 Long EP CORP BM N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AU2T3 41994.31150000 PA USD 41024.69000000 0.000104118780 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378QGV7 250.80100000 PA USD 256.74000000 0.000000651594 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.07500000 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD 549300BHXCDJ03WU7N77 74735KAA0 1280000.00000000 PA USD 1142000.00000000 0.002898343602 Long DBT CORP BM N 2 2031-04-08 Fixed 0.02625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382UR24 25.45500000 PA USD 26.41000000 0.000000067027 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D2P6 18796865.41600000 PA USD 17426164.16000000 0.044226805085 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VS59 1915.28590000 PA USD 1975.72000000 0.000005014286 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AX6 12391000.00000000 PA USD 12293230.80000000 0.031199655728 Long DBT CORP CH N 2 2025-03-26 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XVK77 829529.17700000 PA USD 822182.29000000 0.002086660928 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N83F3 401157.30000000 PA USD 399735.60000000 0.001014510612 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFLK1 5459.94850000 PA USD 5582.69000000 0.000014168611 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404QKH1 12029.36010000 PA USD 11989.04000000 0.000030427633 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 11.00000000 NC USD -10161.14000000 -0.00002578850 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2024-12-19 1259348.64000000 USD -10161.14000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HH27 14081.35050000 PA USD 12976.65000000 0.000032934142 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377NRP1 541675.84290000 PA USD 531479.55000000 0.001348870712 Long ABS-CBDO USGA US N 2 2040-12-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7EQ8 15530641.31500000 PA USD 13476081.90000000 0.034201677548 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N ARI FLEET LEASE TRUST 2024-B N/A 04033HAB1 6624000.00000000 PA USD 6685485.96000000 0.016967456621 Long ABS-CBDO CORP US N 2 2033-04-15 Fixed 0.05540000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378FU94 38.22060000 PA USD 38.71000000 0.000000098244 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4KQ5 1154584.50700000 PA USD 1035759.63000000 0.002628710417 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAC4 3225000.00000000 PA USD 2226257.81000000 0.005650140175 Long DBT NUSS EG N 2 2061-02-16 Fixed 0.07500000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 3045000.00000000 PA USD 2772713.06000000 0.007037018527 Long DBT CORP US N 2 2031-12-01 Fixed 0.04125000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BHF8 177.95630000 PA USD 181.55000000 0.000000460765 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397J7J7 125508.71320000 PA USD 15150.31000000 0.000038450791 Long ABS-CBDO USGSE US N 2 2037-06-15 Variable 0.01111990 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297KEH1 1580.66490000 PA USD 1608.49000000 0.000004082273 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FMB9 35780.91400000 PA USD 35737.86000000 0.000090701048 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374GNC7 255.03140000 PA USD 264.63000000 0.000000671618 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLFK7 4537770.39800000 PA USD 3949252.89000000 0.010023022634 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JXS7 170.32100000 PA USD 172.05000000 0.000000436655 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RGE9 103.97630000 PA USD 105.68000000 0.000000268210 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417TGA0 14648.53510000 PA USD 14631.46000000 0.000037133974 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A8MT7 2999.59990000 PA USD 3046.36000000 0.000007731521 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N AMYNTA AGENCY BORROWER INC 5493000GP6HBRVTWBO85 57810JAK4 2615270.44000000 PA USD 2616211.94000000 0.006639825865 Long LON CORP US N 2 2028-02-28 Variable 0.09000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287XG59 4747.42950000 PA USD 4932.86000000 0.000012519372 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJB82 4562.61220000 PA USD 4642.63000000 0.000011782781 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402NQ27 38794.03070000 PA USD 38673.39000000 0.000098151289 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FWA8 707.78810000 PA USD 730.12000000 0.000001853011 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07000000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AH3 930000.00000000 PA USD 851842.80000000 0.002161937941 Long DBT NUSS PY N 2 2050-03-30 Fixed 0.05400000 N N N N N N CHARIOT BUYER LLC 25490092IFNOZBRVE539 15963CAD8 1586025.00000000 PA USD 1584042.47000000 0.004020227109 Long LON CORP US N 2 2028-11-03 Variable 0.08746740 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339NNM4 5913.19380000 PA USD 5933.02000000 0.000015057732 Long ABS-CBDO USGSE US N 2 2031-06-15 Variable 0.06368010 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CF1 1955000.00000000 PA USD 1938504.69000000 0.004919835960 Long DBT NUSS ID N 2 2028-04-24 Fixed 0.04100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297JPL2 36978.49150000 PA USD 37525.70000000 0.000095238504 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.05000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 1720000.00000000 PA USD 1622183.60000000 0.004117027547 Long DBT CORP BM N 2 2027-01-17 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298GCJ7 27812.18680000 PA USD 28858.88000000 0.000073242513 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 5500000.00000000 NC USD -109734.35000000 -0.00027850074 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S17 PRC CORP CY885799 Y 2056-12-15 0.00000000 USD 115004.57000000 USD 5500000.00000000 USD 5270.22000000 N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378UQY6 1323435.41500000 PA USD 1289584.98000000 0.003272907510 Long ABS-CBDO USGA US N 2 2040-05-20 Fixed 0.02500000 N N N N N N SOHO CHINA ABS 2021 N/A 83410JAJ7 1113000.00000000 PA USD 447359.33000000 0.001135377453 Long ABS-MBS CORP US N 3 2038-08-10 Variable 0.02696589 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAF0 675000.00000000 PA USD 697646.93000000 0.001770595898 Long DBT CORP US N 2 2031-01-15 Fixed 0.07000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 1715000.00000000 PA USD 1600795.58000000 0.004062745733 Long DBT CORP US N 2 2029-01-15 Fixed 0.05375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6EG6 5586.02170000 PA USD 5456.64000000 0.000013848701 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N BERLIN PACKAGING LLC 549300L1HNHO6QOXHH42 08511LBB3 8613332.41600000 PA USD 8604374.55000000 0.021837507819 Long LON CORP US N 2 2031-06-07 Variable 0.09090000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140F5A45 1442322.27800000 PA USD 1312305.87000000 0.003330572086 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 0.03000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 01957TAH0 10088372.04000000 PA USD 10024512.64000000 0.025441753132 Long LON CORP US N 2 2028-05-14 Variable 0.09096740 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 5100000.00000000 PA 6046396.07000000 0.015345475803 Long DBT CORP GB N 2 2033-05-23 Variable 0.04856000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210APZ4 78.77930000 PA USD 79.62000000 0.000000202071 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TA6 208680000.00000000 PA USD 145057055.21000000 0.368148150572 Long DBT UST US N 2 2041-08-15 Fixed 0.01750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J2V4 120.76120000 PA USD 122.64000000 0.000000311254 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N SS and C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBJ2 6017789.07000000 PA USD 6032833.54000000 0.015311054724 Long LON CORP US N 2 2031-05-09 Variable 0.07246740 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 21181000.00000000 PA USD 18631497.68000000 0.047285886255 Long DBT CORP US N 2 2031-03-21 Fixed 0.02550000 N N N N N N BX 2021-VOLT N/A 05609VAS4 6499000.00000000 PA USD 6352338.37000000 0.016121943323 Long ABS-MBS CORP US N 2 2036-09-15 Variable 0.08301370 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5F77 1869950.02900000 PA USD 1700166.98000000 0.004314945787 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N GLOBAL AIRCRAFT LEASING CO LTD N/A 37960JAC2 2475000.00000000 PA USD 2499771.51000000 0.006344305397 Long DBT CORP KY N 2 2027-09-01 Fixed 0.08750000 N N N N N N CPT MORTGAGE TRUST 2019 N/A 12654YAL3 1687000.00000000 PA USD 1228971.40000000 0.003119073025 Long ABS-MBS CORP US N 2 2039-11-13 Variable 0.03096693 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419HKA9 48114.90500000 PA USD 47147.61000000 0.000119658470 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N WRANGLER HOLDCO CORP N/A 37441QAA9 3855000.00000000 PA USD 3980106.32000000 0.010101327223 Long DBT CORP US N 2 2032-04-01 Fixed 0.06625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8C28 92504.10990000 PA USD 96748.65000000 0.000245543634 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RK21 54.00960000 PA USD 54.59000000 0.000000138546 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 64277000.00000000 PA USD 55181804.50000000 0.140048887953 Long DBT CORP MX N 2 2032-02-16 Fixed 0.06700000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 1985000.00000000 PA USD 1934134.38000000 0.004908744313 Long DBT CORP MU N 2 2026-10-31 Fixed 0.05375000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBM8 12600000.00000000 PA USD 12725721.54000000 0.032297297383 Long ABS-CBDO CORP US N 2 2039-02-18 Fixed 0.05490000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401JFK9 90765.80480000 PA USD 91940.21000000 0.000233340034 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9P63 1226218.73460000 PA USD 1198154.51000000 0.003040861172 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.04000000 N N N N N N CITIGROUP COML MTG TR 2019-C7 N/A 17328CAD4 1596000.00000000 PA USD 1475633.67000000 0.003745090548 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 0.03102000 N N N N N N CD 2017-CD3 MTG TR N/A 12515GAH0 1482000.00000000 PA USD 602441.00000000 0.001528967616 Long ABS-MBS CORP US N 2 2050-02-10 Variable 0.04688203 N N N N N N CITIGROUP COML MTG TR 2019-GC41 N/A 17328FAA3 378000.00000000 PA USD 285352.43000000 0.000724211374 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 0.03000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAC4 2315000.00000000 PA USD 2214062.53000000 0.005619189114 Long DBT CORP US N 2 2029-04-15 Fixed 0.04125000 N N N N N N CITIGROUP COML MTG TR 2015-GC29 N/A 17323VBF1 30946951.97330000 PA USD 81115.06000000 0.000205866300 Long ABS-MBS CORP US N 2 2048-04-10 Variable 0.01146277 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBG8 1650000.00000000 PA 1939738.02000000 0.004922966095 Long DBT CORP US N 2 2032-11-29 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9SH5 2568.93580000 PA USD 2607.33000000 0.000006617283 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N LEIGHTON FIN USA PTY LTD 213800SWJBM5VMCQJW54 N/A 4950000.00000000 PA 4834557.71000000 0.012269885647 Long DBT CORP AU N 2 2029-05-28 Fixed 0.01500000 N N N N N N CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP N/A 131477AW1 1460000.00000000 PA USD 1435481.42000000 0.003643185980 Long DBT CORP US N 2 2028-07-15 Fixed 0.09750000 N N N N N N BBCMS MORTGAGE TRUST 2023-C20 N/A 07336DAW1 1566000.00000000 PA USD 1651453.17000000 0.004191312372 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 0.05576000 N N N N N N COVANTA HLDG CORP 40XIFLS8XDQGGHGPGC04 22282GAC1 1863883.08000000 PA USD 1864460.88000000 0.004731916167 Long LON CORP US N 2 2028-11-30 Variable 0.07740000 N N N N N N KNDR 2021-KIND F N/A 482606AS9 1968831.72000000 PA USD 1874081.50000000 0.004756332859 Long ABS-MBS CORP US N 2 2038-08-15 Variable 0.09404480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138Y8SB7 70842.89020000 PA USD 68666.16000000 0.000174271563 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 0.04000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAA4 2145000.00000000 PA USD 2138296.88000000 0.005426899371 Long EP CORP MU N 2 N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 502160AN4 1500000.00000000 PA USD 1469979.29000000 0.003730739991 Long DBT CORP US N 2 2028-10-15 Fixed 0.06250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312933DC5 22184.66140000 PA USD 22178.93000000 0.000056289106 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EFB0 343738.33210000 PA USD 335389.51000000 0.000851203187 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C84 3580000.00000000 PA 4804787.14000000 0.012194329306 Long DBT CORP US N 2 2026-06-05 Fixed 0.06860000 N N N N N N LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP N/A 505742AG1 230000.00000000 PA USD 229176.99000000 0.000581640685 Long DBT CORP US N 2 2025-10-01 Fixed 0.05250000 N N N N N N INTOWN 2022-STAY MORTGAGE TRUST N/A 46117NAA0 27660000.00000000 PA USD 27685931.25000000 0.070265623218 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.07825600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375RPQ9 43.20090000 PA USD 43.09000000 0.000000109360 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M3AY3 398074.46610000 PA USD 388750.85000000 0.000986631820 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GRFB2 3265.20510000 PA USD 3200.67000000 0.000008123153 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N ADECOAGRO SA 529900Q00UR5LFELO811 00676LAA4 870000.00000000 PA USD 859942.80000000 0.002182495370 Long DBT CORP LU N 2 2027-09-21 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WN2K7 4980956.19700000 PA USD 4820929.03000000 0.012235296682 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TX6 646563000.00000000 PA USD 649088636.72000000 1.647357178318 Long DBT UST US N 2 2054-02-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378PWF6 57.48850000 PA USD 58.70000000 0.000000148977 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N RECESS HOLDINGS INC N/A 72811HAH3 2344125.00000000 PA USD 2349610.25000000 0.005963203008 Long LON CORP US N 2 2030-02-14 Variable 0.09752110 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W7J1 3417194.89400000 PA USD 2985266.59000000 0.007576469634 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 0.02500000 N N N N N N BANK 2020-BN28 N/A 06540YAQ2 639000.00000000 PA USD 538621.66000000 0.001366997059 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.02140000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JMZ44 55836.22330000 PA USD 54604.88000000 0.000138584680 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N BENCHMARK 2020-B18 MORTGAGE TRUST N/A 08163ABT9 1995000.00000000 PA USD 1846100.58000000 0.004685318568 Long ABS-MBS CORP US N 2 2053-07-15 Variable 0.04534773 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2019-IMC N/A 05608BAS9 1533000.00000000 PA USD 1448893.18000000 0.003677224412 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.08983300 N N N N N N UBS COML MTG TR 2018-C9 N/A 90291JAW7 2000000.00000000 PA USD 1921054.40000000 0.004875547924 Long ABS-MBS CORP US N 2 2051-03-15 Fixed 0.04117000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDT2 1881000.00000000 PA USD 1897458.75000000 0.004815663247 Long DBT NUSS DO N 2 2027-01-25 Fixed 0.05950000 N N N N N N HERSCHEND ENTERTAINMENT CO LLC 54930087KQ7RPDXK0716 N/A 1337187.50000000 PA USD 1338297.37000000 0.003396537320 Long LON CORP US N 2 2028-08-27 Variable 0.08246740 N N N N N N TRITON WATER HOLDINGS 5493005IYCEL7QJFZZ63 89678QAB2 12370643.44900000 PA USD 12362231.41000000 0.031374776111 Long LON CORP US N 2 2028-03-31 Variable 0.08846190 N N N N N N JOHNSTONE SUPPLY LLC N/A 47947BAE2 2530000.00000000 PA USD 2527470.00000000 0.006414602893 Long LON CORP US N 2 2031-05-16 Variable 0.08352040 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941HS9 2682.78960000 PA USD 2683.19000000 0.000006809813 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQPN7 103273.15270000 PA USD 102915.62000000 0.000261195121 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374F6L8 173.62510000 PA USD 174.35000000 0.000000442492 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 0.07500000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 6120000.00000000 NC USD 20203.96000000 0.000051276723 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX AAA CDSI S13 PRC INDX CY451600 Y 2072-12-16 65373.05000000 USD 0.00000000 USD 6120000.00000000 USD -45169.09000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C03D8 74056.54850000 PA USD 73778.61000000 0.000187246727 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ET7C4 3643868.30960000 PA USD 3413450.85000000 0.008663181640 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406EWL4 6449.53910000 PA USD 6431.03000000 0.000016321659 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.04500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 N/A 2350000.00000000 PA 2624354.52000000 0.006660491360 Long DBT CORP US N 2 2034-03-21 Variable 0.03761000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 20891000.00000000 PA USD 19478314.65000000 0.049435068871 Long DBT CORP US N 2 2030-09-01 Fixed 0.03500000 N N N N N N JPMDB COML MTG SECS TR 2019 N/A 48129RAA3 567000.00000000 PA USD 245825.69000000 0.000623894322 Long ABS-MBS CORP US N 3 2052-11-13 Fixed 0.02500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1670000.00000000 NC USD 246512.71000000 0.000625637947 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 397881.11000000 USD 0.00000000 USD 1670000.00000000 USD -151368.40000000 N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 5700000.00000000 PA USD 5272941.75000000 0.013382484226 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 35900000.00000000 NC USD 1704103.00000000 0.004324935225 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A N/A NC USD N/A N/A DIR CORP US 2035-02-26 0.00000000 USD 0.00000000 USD 35900000.00000000 USD 1.00000000 3.82250000 USD 2025-02-24 XXXX 389714.25000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYG2 4253.83300000 PA USD 4320.14000000 0.000010964317 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.05000000 N N N N N N HEXION HOLDINGS CORPORATION 549300LBB370MUHGLV84 00217XAB2 11994624.77000000 PA USD 11923976.43000000 0.030262505079 Long LON CORP US N 2 2029-03-15 Variable 0.09771080 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J8DV9 48711.46710000 PA USD 45153.98000000 0.000114598729 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03000000 N N N N N N WFCM 2022 N/A 95003MBS6 1461000.00000000 PA USD 1384170.25000000 0.003512960585 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 0.04000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBB0 1245000.00000000 PA USD 1295949.14000000 0.003289059456 Long DBT CORP US N 2 2029-04-01 Fixed 0.07250000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAC9 2470000.00000000 PA USD 2479105.21000000 0.006291855275 Long DBT CORP US N 2 2030-01-15 Fixed 0.06875000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGV0 1925000.00000000 PA 2132442.74000000 0.005412041832 Long DBT CORP US N 2 2036-02-28 Fixed 0.03750000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAU0 1765000.00000000 PA USD 1573607.81000000 0.003993744421 Long DBT CORP KY N 2 2030-06-03 Fixed 0.02390000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXM0 401491.47700000 PA USD 380857.46000000 0.000966598758 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376WGZ7 22.27240000 PA USD 22.69000000 0.000000057586 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAB9 1185000.00000000 PA USD 1233585.00000000 0.003130782130 Long DBT NUSS OM N 2 2029-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385QRX2 261.12980000 PA USD 273.75000000 0.000000694764 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YHML1 35015.17600000 PA USD 33851.75000000 0.000085914188 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 15636000.00000000 PA USD 15195568.75000000 0.038565656279 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TKM0 182.97060000 PA USD 189.86000000 0.000000481855 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 0.07000000 N N N N N N BX COML MTG TR 2024-XL5 N/A 05612GAJ2 5894865.76000000 PA USD 5868120.16000000 0.014893019723 Long ABS-MBS CORP US N 2 2041-03-15 Variable 0.09025240 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HP2L7 14833.66470000 PA USD 13774.71000000 0.000034959581 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03000000 N N N N N N KODIAK BP LLC 549300Y1Q6ZUH0EXO182 50011JAE0 957600.00000000 PA USD 962388.00000000 0.002442496587 Long LON CORP US N 2 2028-03-13 Variable 0.09084580 N N N N N N RLJ LODGING TR N/A 74965L200 20725.00000000 NS USD 536673.88000000 0.001362053683 Long EP CORP US N 2 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 55300000.00000000 NC USD 2907461.65000000 0.007379004266 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A N/A NC USD N/A N/A DIR CORP US 2034-04-25 0.00000000 USD 0.00000000 USD 55300000.00000000 USD 1.00000000 4.05000000 USD 2029-04-23 XXXX 620806.65000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H050698 121550000.00000000 PA USD 121293116.23000000 0.307836363785 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J75K4 17903.98070000 PA USD 17581.35000000 0.000044620659 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.04000000 N N N N N N LBA TR 2024-BOLT N/A 50177BAN7 860000.00000000 PA USD 845126.30000000 0.002144891773 Long ABS-MBS CORP US N 2 2026-06-15 Variable 0.09024990 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 85769EBB6 6528637.50000000 PA USD 6523610.45000000 0.016556624003 Long LON CORP US N 2 2031-03-14 Variable 0.07496740 N N N N N N ARKO CORP N/A 041242AA6 2162000.00000000 PA USD 1920244.94000000 0.004873493552 Long DBT CORP US N 2 2029-11-15 Fixed 0.05125000 N N N N N N CITIGROUP COML MTG TR 2016-P4 N/A 29429EAL5 1707000.00000000 PA USD 1367078.09000000 0.003469581467 Long ABS-MBS CORP US N 2 2049-07-10 Variable 0.04094414 N N N N N N BYJU'S ALPHA INC 254900EAJ040Y8AVVN71 N/A 28967.99000000 PA USD 28967.99000000 0.000073519429 Long LON CORP US N 3 2026-04-03 Variable 0.00000000 N N N N N N KKR CLO 41 LTD N/A 48255PAA3 37587000.00000000 PA USD 37605605.57000000 0.095441301505 Long ABS-CBDO CORP KY N 2 2035-04-15 Variable 0.06631370 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210JG44 448.61410000 PA USD 459.82000000 0.000001167002 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.07000000 N N N N N N KEHE DIST/FIN / NEXTWAVE N/A 487526AC9 4105000.00000000 PA USD 4282647.98000000 0.010869164075 Long DBT CORP US N 2 2029-02-15 Fixed 0.09000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AVP2 111.11710000 PA USD 113.35000000 0.000000287677 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297JKL7 4994.28540000 PA USD 5064.81000000 0.000012854255 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375AXH7 78.73440000 PA USD 81.70000000 0.000000207350 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371KQ87 978.45840000 PA USD 1023.88000000 0.000002598560 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AVUY9 109710.07290000 PA USD 107359.06000000 0.000272472368 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N OPEN TR 2023-AIR N/A 68373BAA9 14550895.60000000 PA USD 14678215.94000000 0.037252638585 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.08425978 N N N N N N LONDON CLEARING HOUSE N/A N/A -151636000.00000000 NC USD -3517966.53000000 -0.00892843764 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2031-09-18 0.00000000 USD 0.00000000 USD -149049348.42000000 USD -3517966.53000000 N N N SCIL IV LLC / SCIL USA HOLDINGS LLC N/A 78397UAA8 2140000.00000000 PA USD 2108628.03000000 0.005351601191 Long DBT CORP US N 2 2026-11-01 Fixed 0.05375000 N N N N N N JP INTERMEDIATE B LLC 549300PC0CHCVUMNS121 46650KAE1 3757762.33000000 PA USD 263043.36000000 0.000667591978 Long LON CORP US N 2 2027-11-20 Variable 0.11013720 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAJ9 2400000.00000000 PA USD 2020512.00000000 0.005127966750 Long DBT NUSS AE N 2 2050-04-16 Fixed 0.03875000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 45000000.00000000 PA USD 45758896.20000000 0.116133979032 Long DBT CORP US N 2 2034-04-21 Variable 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213NP42 394.54970000 PA USD 408.20000000 0.000001035992 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 0.07000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 3215000.00000000 PA USD 2950310.34000000 0.007487752275 Long DBT CORP US N 2 2029-02-15 Fixed 0.03375000 N N N N N N TRIVIUM PACKAGING FINANCE BV 724500GMZWW3PVYET548 89686QAA4 3219000.00000000 PA USD 3178155.72000000 0.008066013396 Long DBT CORP NL N 2 2026-08-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417DPH0 60335.61680000 PA USD 58925.54000000 0.000149550316 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.04000000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 7280000.00000000 PA 7975184.70000000 0.020240652848 Long DBT NUSS DE N 2 2044-07-04 Fixed 0.02500000 N N N N N N COMM 2014-LC17 MTG TR N/A 12592MBL3 18866173.99210000 PA USD 335.82000000 0.000000852295 Long ABS-MBS CORP US N 2 2047-10-10 Variable 0.00689609 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FREY7 110982.34400000 PA USD 109736.31000000 0.000278505719 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JVH3 269.10720000 PA USD 271.70000000 0.000000689562 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J6EZ6 1202071.61000000 PA USD 1117426.90000000 0.002835978202 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 0.02500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90351JAH7 7113339.06000000 PA USD 7139231.61000000 0.018119042261 Long LON CORP US N 2 2030-03-03 Variable 0.08089220 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 7027000.00000000 PA USD 6878906.82000000 0.017458349889 Long DBT CORP US N 2 2027-04-01 Fixed 0.03625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296MEE5 6221.67040000 PA USD 6317.25000000 0.000016032890 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.05000000 N N N N N N MAUSER PACKAGING SOLUTIONS HOLDING CO 549300DNGHXL0OMHW304 57763RAD9 2855000.00000000 PA USD 2951870.15000000 0.007491711002 Long DBT CORP US N 2 2027-04-15 Fixed 0.07875000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAE5 880000.00000000 PA USD 704000.00000000 0.001786719698 Long DBT CORP MA N 2 2051-06-23 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375AAJ8 29.85960000 PA USD 30.98000000 0.000000078625 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XBBR4 6933.88720000 PA USD 6897.21000000 0.000017504802 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297R4W4 1282.63990000 PA USD 1305.17000000 0.000003312461 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329P6E8 96315.47700000 PA USD 95023.42000000 0.000241165080 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X8GK7 120055.21200000 PA USD 106449.51000000 0.000270163972 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.01500000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632NBB5 1980000.00000000 PA USD 1987425.00000000 0.005043993462 Long LON CORP US N 2 2031-03-24 Variable 0.09834580 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAB5 7079000.00000000 PA USD 7005267.33000000 0.017779047065 Long DBT CORP US N 2 2025-04-04 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200YMP9 190.86780000 PA USD 196.74000000 0.000000499317 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376MAY3 1557010.82860000 PA USD 1446642.89000000 0.003671513279 Long ABS-CBDO USGA US N 2 2044-01-20 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AWNQ3 815037.54500000 PA USD 674948.40000000 0.001712988071 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N WHATABRANDS LLC 254900HMMX4HTWIP0085 96244UAH0 6796142.05000000 PA USD 6798724.58000000 0.017254851042 Long LON CORP US N 2 2028-08-03 Variable 0.07996740 N N N N N N SBA SENIOR FINANCE II LLC 549300PVT2ADFWMYEW87 78404XAJ4 904978.58000000 PA USD 905865.46000000 0.002299044974 Long LON CORP US N 2 2031-01-27 Variable 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQF84 1687487.56000000 PA USD 1694690.60000000 0.004301046986 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AW8 1455000.00000000 PA USD 1456637.38000000 0.003696878836 Long DBT CORP US N 2 2029-08-15 Fixed 0.08125000 N N N N N N GUATEMALA, REP OF 529900QKDFFU9UWW5315 401494AW9 835000.00000000 PA USD 870913.35000000 0.002210338122 Long DBT NUSS GT N 2 2036-06-13 Fixed 0.06600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KBD6 26689.21100000 PA USD 26083.73000000 0.000066199309 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N BMP 2024-MF23 N/A 05593JAA8 17666000.00000000 PA USD 17594231.88000000 0.044653353247 Long ABS-MBS CORP US N 2 2041-06-15 Variable 0.06708830 N N N N N N PROLOGIS INTERNATIONAL FUNDING II SA 213800JNRWW2C9DWI388 N/A 1300000.00000000 PA 1480915.91000000 0.003758496631 Long DBT CORP LU N 2 2036-07-01 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAN0 2924487.35800000 PA USD 2496662.06000000 0.006336413755 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B6E3 2808.37970000 PA USD 2832.72000000 0.000007189313 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KLH26 13227960.43400000 PA USD 11391215.80000000 0.028910383045 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A6DP2 4943.27470000 PA USD 4826.81000000 0.000012250222 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385QVT6 476.92340000 PA USD 494.87000000 0.000001255957 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAK5 2681000.00000000 PA USD 2306647.55000000 0.005854165647 Long DBT CORP US N 2 2042-04-05 Fixed 0.04350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312939JD4 7278.66000000 PA USD 7278.99000000 0.000018473742 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 0.04500000 N N N N N N EP ENERGY CORP 549300Z6HPQS1H5IYQ07 N/A 6556.00000000 NS USD 9112.84000000 0.000023127969 Long EC CORP US N 3 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E1HQ3 1943.02270000 PA USD 1850.77000000 0.000004697169 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376XVJ4 1157.02650000 PA USD 1172.84000000 0.000002976614 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07500000 N N N N N N CITIGROUP COML MTG TR 2022-GC48 N/A 29426VAK2 1806000.00000000 PA USD 1147340.24000000 0.002911896886 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945SK5 600877.66350000 PA USD 588301.77000000 0.001493082899 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HXM2 1981.02960000 PA USD 2009.68000000 0.000005100475 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MY35 1842.14150000 PA USD 1860.02000000 0.000004720645 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JFA2 388.32580000 PA USD 398.72000000 0.000001011933 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XGSF1 88922.87500000 PA USD 86758.07000000 0.000220188001 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8W27 310628.06600000 PA USD 306752.27000000 0.000778523186 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAC6 1210000.00000000 PA USD 1116225.00000000 0.002832927835 Long DBT CORP US N 2 2028-08-28 Fixed 0.11930000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9DU2 1026955.08500000 PA USD 993068.65000000 0.002520362669 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N DIGITALBRIDGE ISSUER LLC / DIGITALBRIDGE CO-ISSUER LLC N/A 25402JAA7 994000.00000000 PA USD 947480.80000000 0.002404662797 Long ABS-CBDO CORP US N 2 2051-09-25 Fixed 0.03933000 N N N N N N AIMCO CLO 21 LTD / AIMCO CLO 21 LLC N/A 00901WAA7 18984000.00000000 PA USD 19068554.74000000 0.048395117021 Long ABS-CBDO CORP JE N 2 2037-04-18 Variable 0.06825130 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YGC0 10518.66770000 PA USD 10691.24000000 0.000027133876 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAD6 870000.00000000 PA USD 847162.50000000 0.002150059555 Long DBT CORP AE N 2 2033-11-22 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176K2B2 25720.83150000 PA USD 25098.39000000 0.000063698562 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 955000.00000000 PA USD 856263.12000000 0.002173156511 Long DBT CORP US N 2 2031-08-15 Fixed 0.03875000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAD8 950000.00000000 PA USD 946308.97000000 0.002401688747 Long DBT CORP US N 2 2027-03-01 Fixed 0.05750000 N N N N N N AIR CANADA INC 4B4HI3CGXMBDC0G6BM51 008911BK4 1405000.00000000 PA USD 1355731.57000000 0.003440784520 Long DBT CORP CA N 2 2026-08-15 Fixed 0.03875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207BS68 41.80830000 PA USD 42.41000000 0.000000107634 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N SEALED AIR CORP/SEALED AIR CORP US N/A 812127AB4 2020000.00000000 PA USD 2122801.84000000 0.005387573670 Long DBT CORP US N 2 2031-02-15 Fixed 0.07250000 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A 30227FAA8 15423848.67500000 PA USD 15356369.34000000 0.038973760799 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06531480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413ECS2 9739.49980000 PA USD 10198.43000000 0.000025883147 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EHM4 830.71230000 PA USD 872.19000000 0.000002213578 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 61276000.00000000 PA USD 58932193.00000000 0.149567201889 Long DBT CORP MX N 2 2027-03-13 Fixed 0.06500000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 450400.00000000 PA USD 72064.00000000 0.000182895125 Long DBT NUSS VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392CHM9 3507.37710000 PA USD 3518.18000000 0.000008928979 Long ABS-CBDO USGSE US N 2 2032-02-25 Variable 0.06263320 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293PXU4 615.39470000 PA USD 626.60000000 0.000001590282 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.06000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179YAN7 951085.60000000 PA USD 953463.31000000 0.002419846133 Long LON CORP US N 2 2029-08-29 Variable 0.07306890 N N N N N N ENLINK MIDSTRM PRTNRS LP 88CPW63VL7KHJWS0NY83 29336UAF4 1780000.00000000 PA USD 1774601.08000000 0.004503856118 Long DBT CORP US N 2 2026-07-15 Fixed 0.04850000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XXWB1 37018.27770000 PA USD 35667.01000000 0.000090521234 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KQN7 359.01060000 PA USD 369.20000000 0.000000937012 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405AUQ4 29017.05830000 PA USD 28924.38000000 0.000073408749 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04500000 N N N N N N RACKSPACE FINANCE LLC N/A 75008UAD9 6072277.98000000 PA USD 2990596.91000000 0.007589997742 Long LON CORP US N 2 2028-05-15 Variable 0.08154000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCP6 4575000.00000000 PA USD 3689329.64000000 0.009363349351 Long DBT CORP US N 2 2034-01-15 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BMV7 123.15370000 PA USD 125.07000000 0.000000317421 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402TVZ5 20701.00470000 PA USD 20621.23000000 0.000052335735 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TVL0 232.27970000 PA USD 238.18000000 0.000000604489 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.07500000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAD8 500000.00000000 PA USD 515972.50000000 0.001309514530 Long DBT CORP KY N 2 2029-04-15 Fixed 0.06875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179R4F3 109271.72600000 PA USD 105995.27000000 0.000269011131 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 0.04000000 N N N N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 10554TAE5 895000.00000000 PA USD 686912.50000000 0.001743352407 Long DBT CORP NL N 2 2050-01-31 Fixed 0.05875000 N N N N N N KAZMUAIGAZ NATIONAL CO JSC 2138001H1M69RFJCSH88 48667QAQ8 520000.00000000 PA USD 514150.00000000 0.001304889109 Long DBT CORP KZ N 2 2030-04-24 Fixed 0.05375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SBG1 2399894.53700000 PA USD 2331376.11000000 0.005916925598 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EWV6 18908.69570000 PA USD 18846.28000000 0.000047830993 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9HZ0 3669956.63200000 PA USD 3314050.84000000 0.008410908975 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02500000 N N N N N N UBS-BAMLL TR 2012-WRM N/A 90269PAN1 849000.00000000 PA USD 614413.49000000 0.001559353246 Long ABS-MBS CORP US N 3 2030-06-10 Variable 0.04379267 N N N N N N MIRA TR 2023-MILE N/A 55318EAE0 867000.00000000 PA USD 888848.83000000 0.002255857548 Long ABS-MBS CORP US N 2 2038-06-10 Fixed 0.07202600 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9VX6 1483.16600000 PA USD 1477.88000000 0.000003750791 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QWYP8 154269.57120000 PA USD 140477.81000000 0.000356526236 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FMH7 446.02560000 PA USD 459.75000000 0.000001166824 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 1320000.00000000 PA USD 1259864.89000000 0.003197479285 Long DBT CORP US N 2 2029-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FNR7 94.67410000 PA USD 96.37000000 0.000000244582 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N CSMC 2019-UVIL N/A 12656DAL7 3429000.00000000 PA USD 2768014.99000000 0.007025095041 Long ABS-MBS CORP US N 2 2041-12-15 Variable 0.03392774 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCU5 2688800.15800000 PA USD 2300327.15000000 0.005838124762 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N WP GLIMCHER MALL TR 15-WPG N/A 92939VAN4 1378000.00000000 PA USD 1110811.04000000 0.002819187452 Long ABS-MBS CORP US N 2 2035-06-05 Variable 0.03633200 N N N N N N FNMA STRIPPED MTG BKD SECS N/A 3136FER61 126490.56760000 PA USD 20808.90000000 0.000052812033 Long ABS-CBDO USGSE US N 2 2037-07-25 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTEW5 36334146.08000000 PA USD 37468410.92000000 0.095093107778 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDV37 5397168.19600000 PA USD 4836857.40000000 0.012275722155 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416WC26 24615.35580000 PA USD 24537.28000000 0.000062274490 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206SNE0 47.58170000 PA USD 47.81000000 0.000000121339 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405YQ53 4168.36570000 PA USD 4354.97000000 0.000011052714 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 0.06000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAC7 1885000.00000000 PA USD 1688281.40000000 0.004284780730 Long DBT CORP KY N 2 2030-10-28 Fixed 0.03050000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375UKG4 830640.24570000 PA USD 828972.40000000 0.002103893916 Long ABS-CBDO USGA US N 2 2064-06-20 Variable 0.05946400 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FJ37 35599.88190000 PA USD 34788.10000000 0.000088290601 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295GWL2 2758.35740000 PA USD 2799.60000000 0.000007105256 Long ABS-MBS USGA US N 2 2037-09-15 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032690 55775000.00000000 PA USD 51336966.52000000 0.130290865569 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ALSH1 5902.62480000 PA USD 5988.54000000 0.000015198639 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 0.06080000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M4UV8 2776100.71400000 PA USD 2384557.53000000 0.006051897602 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SAR7 2215000.00000000 PA USD 1169807.95000000 0.002968918903 Long DBT NUSS LK N 2 2026-07-18 Fixed 0.06825000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCKY3 831829.78900000 PA USD 720567.90000000 0.001828768268 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5KC0 6253972.08700000 PA USD 5718796.56000000 0.014514043277 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AF8 3540167.00000000 PA USD 359326.95000000 0.000911955312 Long DBT CORP VE N 2 2026-11-15 Fixed 0.06000000 Y Y N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQPL0 1516354.39500000 PA USD 1482337.11000000 0.003762103572 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.04000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AD4 800000.00000000 PA USD 719046.40000000 0.001824906771 Long DBT CORP US N 2 2028-10-01 Fixed 0.05875000 N N N N N N KOHLS CORP 549300JF6LPRTRJ0FH50 500255AU8 260000.00000000 PA USD 257525.58000000 0.000653588106 Long DBT CORP US N 2 2025-07-17 Fixed 0.04250000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AB5 3795000.00000000 PA USD 4096846.71000000 0.010397608977 Long DBT CORP US N 2 2031-01-31 Fixed 0.08625000 N N N N N N 19TH HOLDINGS GOLF LLC N/A 68250XAB7 4139587.72000000 PA USD 4049882.85000000 0.010278416855 Long LON CORP US N 2 2029-02-07 Variable 0.08700250 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YVEA3 80293.76850000 PA USD 73181.24000000 0.000185730629 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGN5 24300000.00000000 PA USD 24281395.19000000 0.061625066906 Long DBT UST US N 2 2025-02-28 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CRE6 183026.52400000 PA USD 180857.24000000 0.000459007376 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.04500000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 2235000.00000000 PA USD 2276164.23000000 0.005776800380 Long DBT CORP US N 2 2028-01-15 Fixed 0.05625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128KG6J2 10714.75040000 PA USD 11206.27000000 0.000028440999 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAH6 1519095.45300000 PA USD 1359490.63000000 0.003450324842 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.03000000 N N N N N N ARES LN FDG V LTD / ARES LN FDG V LLC N/A 04020QAA8 25309000.00000000 PA USD 25374170.68000000 0.064398480960 Long ABS-CBDO CORP JE N 2 2037-07-27 Variable 0.06823470 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AP6 1755000.00000000 PA USD 1788469.61000000 0.004539053811 Long DBT CORP US N 2 2029-04-01 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLPR1 14731893.50900000 PA USD 12667908.09000000 0.032150569499 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419DJQ5 10890.48380000 PA USD 10872.96000000 0.000027595073 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378YG78 3024654.22720000 PA USD 2810936.09000000 0.007134026824 Long ABS-CBDO USGA US N 2 2044-01-20 Fixed 0.03000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR5 N/A 74332YAJ8 922000.00000000 PA USD 930880.34000000 0.002362531591 Long ABS-CBDO CORP US N 2 2039-06-17 Fixed 0.06618000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377LAL2 5358879.37600000 PA USD 5174294.38000000 0.013132121727 Long ABS-CBDO USGA US N 2 2040-09-16 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EMS7 21738.88550000 PA USD 20118.10000000 0.000051058814 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204NCR6 18.82310000 PA USD 18.79000000 0.000000047688 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DYH9 1715949.72500000 PA USD 1489113.01000000 0.003779300495 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRVL5 13764160.71000000 PA USD 14022882.89000000 0.035589433372 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N AASET 2019-1 TRUST 549300TXM3PCKZJKD061 00256DAA0 939233.45000000 PA USD 906386.20000000 0.002300366588 Long ABS-CBDO CORP US N 2 2039-05-15 Fixed 0.03844000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213DGZ5 249.02610000 PA USD 257.08000000 0.000000652457 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N PRMI SECURITIZATION TR 2024-CMG1 N/A 74275VAA2 9190673.53000000 PA USD 9162267.92000000 0.023253415595 Long ABS-CBDO CORP US N 2 2054-07-25 Variable 0.06801160 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 3605000.00000000 PA USD 3820099.54000000 0.009695237357 Long DBT CORP FR N 2 2031-04-15 Fixed 0.08500000 N N N N N N TRICON AMERICAN HOMES 2020 N/A 89613GAF3 269000.00000000 PA USD 263035.03000000 0.000667570837 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.04882000 N N N N N N AGELLAN PORTFOLIO N/A N/A 424000.00000000 PA USD 424000.00000000 0.001076092545 Long LON CORP US N 3 2025-08-07 Fixed 0.09000000 N N N N N N BBCMS MTG TR 2024-C24 N/A 07336VAY7 338000.00000000 PA USD 335696.83000000 0.000851983151 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 0.06000000 N N N N N N FEDERAL NATL MTG AS GTD RE PTT B1V7KEBTPIMZEU4LTD58 3136AUC66 1141191.79600000 PA USD 1123586.97000000 0.002851612177 Long ABS-CBDO USGSE US N 2 2042-11-25 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LEH4 14868.75790000 PA USD 14497.30000000 0.000036793482 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N INTOWN 2022-STAY MTG TR N/A 46117NAJ1 1087000.00000000 PA USD 1086998.26000000 0.002758751709 Long ABS-MBS CORP US N 2 2039-08-15 Variable 0.10368400 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 5170000.00000000 PA USD 4899961.08000000 0.012435876399 Long DBT CORP US N 2 2032-01-31 Fixed 0.04625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407HF68 4706.62670000 PA USD 4895.39000000 0.000012424275 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EBDP7 50302.49790000 PA USD 49122.62000000 0.000124670955 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 740000.00000000 PA USD 743509.82000000 0.001886993809 Long DBT CORP US N 2 2027-09-15 Fixed 0.06375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XX1 218973.27380000 PA USD 218211.51000000 0.000553810800 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 N/A 95003QAS8 1095000.00000000 PA USD 952226.56000000 0.002416707318 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 0.02658000 N N N N N N UNITED RENTALS NORTH AMER INC NGIZXNT70J2LYT3FBI09 91136EAL9 2084775.00000000 PA USD 2095198.88000000 0.005317518624 Long LON CORP US N 2 2031-02-14 Variable 0.06996740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AN5T3 54703.46860000 PA USD 54515.00000000 0.000138356568 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JM2S7 38303.76180000 PA USD 37508.23000000 0.000095194166 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BA7B4 237659.94900000 PA USD 218530.18000000 0.000554619570 Long ABS-CBDO USGSE US N 2 2040-07-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XNGG3 18511040.95100000 PA USD 18952279.38000000 0.048100015492 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 6446000.00000000 PA USD 6078853.24000000 0.015427850611 Long DBT CORP US N 2 2028-02-15 Fixed 0.05750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CDH4 1268482.22300000 PA USD 1211569.48000000 0.003074907750 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.02500000 N N N N N N CITIGROUP COML MTG TR 2020-420K N/A 17328QAJ0 2374000.00000000 PA USD 1921462.66000000 0.004876584069 Long ABS-MBS CORP US N 2 2042-11-10 Variable 0.03422162 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129444V0 22041.56240000 PA USD 22036.88000000 0.000055928590 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04500000 N N N N N N OMNIA PARTNERS LLC 549300SMECQREC3K2B56 N/A 4795547.50000000 PA USD 4810557.56000000 0.012208974367 Long LON CORP US N 2 2030-07-25 Variable 0.08529210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YM7J2 143299.68070000 PA USD 138896.63000000 0.000352513274 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N LIBERTY COSTA RICA SR SF 549300W6O2PHTPCYQ751 530371AA1 1395000.00000000 PA USD 1500496.88000000 0.003808192235 Long DBT CORP KY N 2 2031-01-15 Fixed 0.10875000 N N N N N N CEDR COML MTG TR 2022-SNAI N/A 12524AAQ2 3948000.00000000 PA USD 3351912.01000000 0.008506998887 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.08950390 N N N N N N ASPIRE BAKERIES HOLDINGS LLC 549300MWN7R72KAKOD18 N/A 967575.00000000 PA USD 969394.04000000 0.002460277595 Long LON CORP US N 2 2030-12-23 Variable 0.09527950 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNBB8 3485918.93800000 PA USD 2864970.11000000 0.007271162687 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BD88 60.96770000 PA USD 62.06000000 0.000000157505 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ADCC4 2461.61870000 PA USD 2452.93000000 0.000006225423 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N COLUMBIA CENT CLO 31 LTD N/A 19737LAC7 31300000.00000000 PA USD 31323850.60000000 0.079498495612 Long ABS-CBDO CORP KY N 2 2034-04-20 Variable 0.06743620 N N N N N N WELLS FARGO COML MTG TR 2016-NXS6 549300CFP9NBBMZH1008 95000KAJ4 1337000.00000000 PA USD 1117155.62000000 0.002835289705 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 0.03059000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AP4C1 118787.61100000 PA USD 116658.26000000 0.000296073311 Long ABS-CBDO USGSE US N 2 2042-04-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QPH96 16390.85600000 PA USD 16862.09000000 0.000042795210 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 0.07910000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DK3 990000.00000000 PA USD 1029600.00000000 0.002613077559 Long DBT NUSS TR N 2 2034-05-15 Fixed 0.07625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290RVZ3 7768.23200000 PA USD 7836.32000000 0.000019888220 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAV7 15103000.00000000 PA USD 14394421.16000000 0.036532380454 Long DBT CORP IE N 2 2026-10-29 Fixed 0.02450000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 800000.00000000 NC USD 88043.84000000 0.000223451226 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S17 PRC INDX CY885802 Y 2056-12-15 114169.95000000 USD 0.00000000 USD 800000.00000000 USD -26126.11000000 N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 N/A 03881VAL3 7500000.00000000 PA USD 6872451.00000000 0.017441965314 Long ABS-MBS CORP US N 2 2054-06-15 Fixed 0.02244600 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAZ4 13830000.00000000 PA USD 11731388.78000000 0.029773726460 Long DBT CORP US N 2 2031-08-01 Fixed 0.02625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QPA56 42386.93300000 PA USD 40236.80000000 0.000102119152 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.04000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 16524000.00000000 PA USD 16405003.41000000 0.041635145955 Long DBT CORP NL N 2 2025-08-04 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FWH1 32840.58520000 PA USD 33336.16000000 0.000084605644 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 2610000.00000000 PA USD 2494512.46000000 0.006330958169 Long DBT CORP US N 2 2029-07-15 Fixed 0.04950000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 25876624.54300000 PA USD 21904562.68000000 0.055592775050 Long LON CORP US N 2 2028-03-04 Variable 0.09600100 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAH2 1475000.00000000 PA USD 1408533.26000000 0.003574792787 Long DBT CORP CA N 2 2028-01-15 Fixed 0.03875000 N N N N N N CITIGROUP COML MTG TR 2023-PRM3 N/A 17331LAE7 525000.00000000 PA USD 530745.34000000 0.001347007321 Long ABS-MBS CORP US N 2 2028-07-10 Variable 0.06571721 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FCEU6 19740.67270000 PA USD 3628.03000000 0.000009207773 Long ABS-CBDO USGSE US N 2 2034-08-25 Variable 0.06500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRJV7 5475018.01000000 PA USD 5644874.97000000 0.014326433674 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402HJZ5 34350.53490000 PA USD 34238.03000000 0.000086894549 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 26404000.00000000 PA USD 23243838.32000000 0.058991795175 Long DBT CORP US N 2 2030-06-22 Fixed 0.02700000 N N N N N N BANK 2019-BNK20 N/A 06540AAB7 700000.00000000 PA USD 668495.59000000 0.001696611135 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 0.02933000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DU83 8747344.00000000 PA USD 7945400.62000000 0.020165062220 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 0.02000000 N N N N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919XAB7 13769223.68000000 PA USD 12687788.85000000 0.032201025956 Long LON CORP US N 2 2027-03-09 Variable 0.08361220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376KHK5 43042.87840000 PA USD 44709.05000000 0.000113469517 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.06000000 N N N N N N GRAFTECH GLOBAL ENTERPRISES INC N/A 38431AAA4 1210000.00000000 PA USD 970889.36000000 0.002464072649 Long DBT CORP US N 2 2028-12-15 Fixed 0.09875000 N N N N N N TKC HOLDINGS INC N/A N/A 1361996.56000000 PA USD 1127052.15000000 0.002860406644 Long LON CORP US N 2 2027-02-14 Variable 0.13500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HVP3 43.62930000 PA USD 44.43000000 0.000000112761 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDY6 458103.69500000 PA USD 390844.04000000 0.000991944240 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56B3 5798430.42300000 PA USD 5150361.89000000 0.013071382166 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LXC6 196.68260000 PA USD 198.68000000 0.000000504240 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAN7 2625000.00000000 PA USD 2627559.38000000 0.006668625147 Long DBT CORP US N 2 2028-03-15 Fixed 0.05875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP2A1 62117.81450000 PA USD 56739.16000000 0.000144001384 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03000000 N N N N N N MAGNETITE IX LTD / MAGNETITE IX LLC N/A 55953UAA2 28658000.00000000 PA USD 28704397.30000000 0.072850443323 Long ABS-CBDO CORP KY N 2 2034-10-25 Variable 0.06676210 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QFEZ3 19114.17920000 PA USD 19480.97000000 0.000049441808 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 0.07000000 N N N N N N OCP CLO 2017-14 LTD N/A 67097TAG4 200000.00000000 PA USD 199179.80000000 0.000505509193 Long ABS-CBDO CORP KY N 2 2037-07-20 Variable 0.11290790 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJWC9 256336.87020000 PA USD 256213.65000000 0.000650258488 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407N3N1 171.88450000 PA USD 179.88000000 0.000000456527 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06500000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AC1 1085000.00000000 PA USD 1125251.33000000 0.002855836246 Long DBT CORP US N 2 2031-08-15 Fixed 0.07125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WBE3 217.74580000 PA USD 219.84000000 0.000000557943 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WGZ0 106.40890000 PA USD 107.95000000 0.000000273972 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417D4J9 2145551.39200000 PA USD 2038513.91000000 0.005173654771 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03500000 N N N N N N BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH 549300QTVYRPFHS0J362 05971PAA6 1465000.00000000 PA USD 1460879.69000000 0.003707645624 Long EP CORP KY N 2 N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 2400000.00000000 PA USD 2422500.00000000 0.006148193850 Long DBT NUSS MX N 2 2036-05-07 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WEQM7 7397.21300000 PA USD 6937.41000000 0.000017606828 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200N6N6 1164.74070000 PA USD 1201.98000000 0.000003050570 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FP22 8.11110000 PA USD 8.12000000 0.000000020608 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N BANK 2021-BN35 N/A 06540CBF3 1860000.00000000 PA USD 1587342.60000000 0.004028602687 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 0.02285000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JNVT1 46570.67890000 PA USD 45489.55000000 0.000115450390 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N FUGUE FINANCE LLC 254900Y4DWBRGAFENC88 N/A 2157673.81000000 PA USD 2167555.96000000 0.005501157574 Long LON CORP US N 2 2028-01-26 Variable 0.09057180 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 57200000.00000000 NC USD 2198483.72000000 0.005579650809 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2034-08-31 0.00000000 USD 0.00000000 USD 57200000.00000000 USD 1.00000000 3.45500000 USD 2029-08-29 XXXX -58056.28000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TKW97 28264.13930000 PA USD 28795.32000000 0.000073081200 Long ABS-CBDO USGSE US N 2 2029-05-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402GS38 50676.44810000 PA USD 50506.82000000 0.000128183991 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H62Q7 1521444.74100000 PA USD 1385945.94000000 0.003517467205 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BHE1 104.34040000 PA USD 105.91000000 0.000000268794 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3FD9 7753.37910000 PA USD 7724.78000000 0.000019605137 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ACZ0 754714.34540000 PA USD 737873.80000000 0.001872689849 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335B7H3 308449.22800000 PA USD 308446.91000000 0.000782824105 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04500000 N N N N N N JPMBB COML MTG SECS TR 2015-C32 N/A 46590JBC0 1942000.00000000 PA USD 782282.27000000 0.001985396508 Long ABS-MBS CORP US N 2 2048-11-15 Variable 0.04803733 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128KHMC7 59709.82850000 PA USD 60635.03000000 0.000153888924 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L6G6 2808.20290000 PA USD 2832.54000000 0.000007188856 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.05000000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAG3 11143753.58300000 PA USD 139296.92000000 0.000353529191 Long LON CORP US N 2 2026-08-24 Variable 0.00000000 Y Y N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EGX5 111.60020000 PA USD 113.59000000 0.000000288286 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N EATON VANCE CLO 2019-1 LTD 5493007R7GEORNX00105 27830XAW6 24041000.00000000 PA USD 24159498.09000000 0.061315697659 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 0.06839880 N N N N N N AT and T INC 549300Z40J86GGSTL398 00206RGQ9 10373000.00000000 PA USD 10267845.68000000 0.026059321223 Long DBT CORP US N 2 2030-02-15 Fixed 0.04300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7A82 136259.06270000 PA USD 129109.30000000 0.000327673479 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207V3S3 59.26250000 PA USD 60.32000000 0.000000153089 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M2BS4 10622.01580000 PA USD 10374.10000000 0.000026328989 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 0.04000000 N N N N N N BX 2021-MFM1 N/A 05608VAN6 2640400.00000000 PA USD 2573670.76000000 0.006531858302 Long ABS-MBS CORP US N 2 2034-01-15 Variable 0.08451480 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGQ8 2307000.00000000 PA USD 2332773.53000000 0.005920472186 Long DBT UST US N 2 2030-02-28 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYDJ3 229584.46200000 PA USD 221203.99000000 0.000561405577 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7TM5 2684681.45750000 PA USD 2630218.67000000 0.006675374303 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31394FGT6 417196.49940000 PA USD 425419.23000000 0.001079694486 Long ABS-CBDO USGSE US N 2 2035-09-25 Fixed 0.05900000 N N N N N N GS MTG SECS TR 2020-GC45 N/A 36258YBG2 2023000.00000000 PA USD 1845042.35000000 0.004682632829 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 0.02910600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UE45 66.49660000 PA USD 66.48000000 0.000000168723 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QLGU4 246131.27600000 PA USD 202595.43000000 0.000514177905 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31415YKQ1 2604.42090000 PA USD 2600.89000000 0.000006600939 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 0.04500000 N N N N N N COMMONWEALTH BANK AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BK0 9644000.00000000 PA USD 8997938.89000000 0.022836356056 Long DBT CORP AU N 2 2034-09-12 Variable 0.03610000 N N N N N N AMN HEALTHCARE 549300H27NUKBFFQEE84 00175PAC7 1215000.00000000 PA USD 1133364.51000000 0.002876427125 Long DBT CORP US N 2 2029-04-15 Fixed 0.04000000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 1540000.00000000 PA 1865739.63000000 0.004735161576 Long EP CORP GB N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A3MA2 20071.13570000 PA USD 19679.81000000 0.000049946454 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N SURGERY CENTER HLDGS INC 54930054EVI5HWPPW113 86880NBB8 3025232.20900000 PA USD 3028136.43000000 0.007685271321 Long LON CORP US N 2 2030-12-19 Variable 0.08061450 N N N N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAC3 7227000.00000000 PA USD 6496770.19000000 0.016488504655 Long DBT CORP US N 2 2030-01-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJBV1 14475.92610000 PA USD 14729.26000000 0.000037382186 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298AYN7 47.07370000 PA USD 49.15000000 0.000000124740 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 0.08000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAA8 4510000.00000000 PA USD 3920736.48000000 0.009950649293 Long DBT CORP GB N 2 2031-01-31 Fixed 0.04250000 N N N N N N WMB HOLDINGS INC 549300NOPSIMGJNT8J31 N/A 1435876.28000000 PA USD 1437671.13000000 0.003648743364 Long LON CORP US N 2 2029-11-03 Variable 0.07746740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMFP5 9822190.95400000 PA USD 8473695.48000000 0.021505850335 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 0.02500000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCG8 23060000.00000000 PA USD 19665180.13000000 0.049909324886 Long DBT CORP US N 2 2031-01-15 Fixed 0.02450000 N N N N N N ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP N/A 75606DAS0 1529600.00000000 PA USD 1356194.91000000 0.003441960456 Long DBT CORP US N 2 2030-04-15 Fixed 0.07000000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BYA0 455.47100000 PA USD 470.37000000 0.000001193777 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N CORPOARATE OFFICE PPTYS LP H0TWO5VRNEP6CQAWPX27 22003BAN6 2119000.00000000 PA USD 1863657.28000000 0.004729876667 Long DBT CORP US N 2 2029-01-15 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291GYQ3 518.97860000 PA USD 530.06000000 0.000001345267 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05500000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAH9 3285000.00000000 PA USD 3470543.73000000 0.008808080750 Long DBT CORP US N 2 2031-04-15 Fixed 0.10250000 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAE8 24765000.00000000 PA USD 23714515.75000000 0.060186352897 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.07130800 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 N/A 2300000.00000000 PA 2633484.59000000 0.006683663059 Long DBT CORP NL N 2 2029-05-23 Variable 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AK80 1603125.69600000 PA USD 1602453.67000000 0.004066953890 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375KNC2 81862.51860000 PA USD 8865.52000000 0.000022500282 Long ABS-CBDO USGA US N 2 2037-06-16 Variable 0.01236880 N N N N N N DBJPM 2016-C3 MTG TR N/A 23312VAK2 382000.00000000 PA USD 305068.79000000 0.000774250591 Long ABS-MBS CORP US N 2 2049-08-10 Variable 0.03618956 N N N N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAA6 41422000.00000000 PA USD 40524492.96000000 0.102849303775 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.06632130 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AF1 13500000.00000000 PA USD 15418925.91000000 0.039132526503 Long DBT CORP US N 2 2029-10-01 Fixed 0.07875000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 4935000.00000000 PA USD 4305787.50000000 0.010927891115 Long DBT CORP QA N 2 2031-07-12 Fixed 0.02250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177YB47 17270.18290000 PA USD 16850.72000000 0.000042766354 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.04000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 1885000.00000000 PA USD 1853758.01000000 0.004704752774 Long DBT CORP IL N 2 2025-06-30 Fixed 0.06125000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 N/A 78398AAB9 4023052.26000000 PA USD 4030506.17000000 0.010229239730 Long ABS-CBDO CORP US N 2 2027-03-22 Fixed 0.05890000 N N N N N N PETRORIO LUXEMBOURG HOLDING SARL 2221003VQP4JY7T31H94 71677WAA0 1115000.00000000 PA USD 1107334.38000000 0.002810363849 Long DBT CORP LU N 2 2026-06-09 Fixed 0.06125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EHJ1 30541.02510000 PA USD 30504.30000000 0.000077418513 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DF4 2303000.00000000 PA USD 2230757.15000000 0.005661559294 Long DBT CORP US N 2 2026-08-15 Fixed 0.03000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AV6 2401000.00000000 PA USD 2380501.05000000 0.006041602442 Long DBT CORP US N 2 2025-04-09 Fixed 0.03850000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RV2 396205000.00000000 PA USD 319270035.92000000 0.810292702322 Long DBT UST US N 2 2047-02-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FKL5 38638.77950000 PA USD 38497.96000000 0.000097706056 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210Q2F8 752.12310000 PA USD 767.77000000 0.000001948565 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180FA36 40822.14070000 PA USD 37559.75000000 0.000095324922 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132LAGH9 58713.18950000 PA USD 55026.92000000 0.000139655798 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.03500000 N N N N N N THUNDERBOLT AIRCRAFT LEASE LIM N/A 886065AA9 12842005.19000000 PA USD 11815053.15000000 0.029986062792 Long ABS-CBDO CORP KY N 2 2038-09-15 Variable 0.04147000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 70000000.00000000 PA USD 74600185.10000000 0.189331846956 Long DBT CORP US N 2 2029-11-01 Variable 0.06407000 N N N N N N PROJECT BOOST PURCHASER LLC 254900SVSL94NTLSDY26 74339NAG1 1820000.00000000 PA USD 1824095.00000000 0.004629469416 Long LON CORP US N 2 2031-07-02 Variable 0.08786110 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 10000000.00000000 PA USD 8959255.30000000 0.022738178880 Long DBT CORP US N 2 2031-02-13 Variable 0.02496000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAR0 1250000.00000000 PA USD 932421.88000000 0.002366443949 Long DBT NUSS SA N 2 2055-01-21 Fixed 0.03750000 N N N N N N COMM 2013-LC6 MTG TR N/A 20048EAG6 959000.00000000 PA USD 834330.00000000 0.002117491259 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 0.03500000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AN5 4941000.00000000 PA USD 4895678.97000000 0.012425008600 Long DBT CORP US N 2 2029-02-15 Fixed 0.04572000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2BE1 244923.66030000 PA USD 226749.35000000 0.000575479446 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 0.03000000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAH0 529000.00000000 PA USD 531057.81000000 0.001347800355 Long DBT CORP US N 2 2026-02-01 Fixed 0.07125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AKFV3 2549.71450000 PA USD 2593.18000000 0.000006581371 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HKF9 441.12580000 PA USD 457.73000000 0.000001161697 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07000000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAR1 3520000.00000000 PA USD 2510217.60000000 0.006370817094 Long DBT NUSS AE N 2 2051-09-15 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJMN7 1711.83810000 PA USD 1711.87000000 0.000004344647 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGZV2 55106.42220000 PA USD 56690.73000000 0.000143878471 Long ABS-MBS USGSE US N 2 2041-07-01 Variable 0.07567000 N N N N N N SERVICE CORP INTERNATIONAL INC 549300RKVM2ME20JHZ15 817565CE2 1040000.00000000 PA USD 1027731.43000000 0.002608335214 Long DBT CORP US N 2 2029-06-01 Fixed 0.05125000 N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 640000.00000000 PA USD 637738.88000000 0.001618552016 Long DBT CORP US N 2 2026-04-01 Variable 0.05700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CGF5 1790582.17600000 PA USD 1692402.23000000 0.004295239208 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176DHH9 1425.71920000 PA USD 1420.55000000 0.000003605290 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N LC AHAB US BIDCO LLC 254900949U9K2Q5C5A85 50180PAB7 1275000.00000000 PA USD 1278187.50000000 0.003243981228 Long LON CORP US N 2 2031-05-01 Variable 0.08746740 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5ZA8 1919497.71800000 PA USD 1778480.67000000 0.004513702339 Long ABS-CBDO USGSE US N 2 2049-01-25 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297YK84 1642.30650000 PA USD 1706.38000000 0.000004330714 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FGC0 86.85290000 PA USD 90.12000000 0.000000228720 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GD49 191583.67190000 PA USD 190910.75000000 0.000484522724 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N Arc Falcon I Inc N/A 03880YAF1 675000.00000000 PA USD 626062.50000000 0.001588917899 Long LON CORP US N 2 2029-10-01 Variable 0.12346740 N N N N N N TNT CRANE and RIGGING LLC N/A N/A 83132.00000000 NS USD 130517.24000000 0.000331246766 Long EC CORP US N 3 N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BAZ1 290000.00000000 PA USD 263265.63000000 0.000668156089 Long DBT CORP CL N 2 2029-09-30 Fixed 0.03000000 N N N N N N CITY FOOTBALL GROUP LTD 213800K6VVWALRH9UJ69 17781XAD8 18540365.33000000 PA USD 18447663.50000000 0.046819323541 Long LON CORP GB N 2 2030-07-21 Variable 0.08392430 N N N N N N BBCMS MTG TR 2019-C3 N/A 05550MAZ7 477000.00000000 PA USD 406359.26000000 0.001031321157 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 0.04178000 N N N N N N AADVANTAGE LOYALTY IP LTD N/A 02376CBJ3 6595500.00000000 PA USD 6818955.54000000 0.017306196291 Long LON CORP KY N 2 2028-04-20 Variable 0.10293620 N N N N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 50050MAB1 1165000.00000000 PA USD 920350.00000000 0.002335806072 Long DBT CORP GB N 2 2028-11-08 Fixed 0.07625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AMPQ3 216513.26900000 PA USD 171145.01000000 0.000434358182 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A83G6 11495.63210000 PA USD 11455.45000000 0.000029073406 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFJ85 18502527.14600000 PA USD 15322301.68000000 0.038887298641 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 N/A 305000.00000000 PA USD 306143.75000000 0.000776978790 Long DBT CORP HK N 2 2025-04-24 Fixed 0.05875000 N N N N N N NORTHEAST GROCERY INC N/A 66417AAB1 1727000.00000000 PA USD 1737793.75000000 0.004410440803 Long LON CORP US N 2 2028-12-13 Variable 0.12595530 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133GCH62 2727469.97200000 PA USD 2477419.62000000 0.006287577325 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379XP90 2338.64520000 PA USD 2426.66000000 0.000006158751 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617K53Y8 1286158.41500000 PA USD 1233526.24000000 0.003130633000 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NC60 238.60330000 PA USD 239.11000000 0.000000606850 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBW9 1254000.00000000 PA USD 1187569.96000000 0.003013998070 Long DBT CORP US N 2 2032-03-15 Fixed 0.04050000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAJ7 908923.00000000 PA USD 700676.74000000 0.001778285417 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05295796 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTY4 28997587.32200000 PA USD 25332335.78000000 0.064292305903 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9E67 8763134.68500000 PA USD 7820193.35000000 0.019847291913 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QT2C9 49134.63750000 PA USD 46126.53000000 0.000117067016 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGJ4 176400000.00000000 PA USD 174036515.18000000 0.441696690332 Long DBT UST US N 2 2030-01-31 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AJK4 278284.78860000 PA USD 287861.01000000 0.000730578035 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVDY5 8610.43350000 PA USD 8579.23000000 0.000021773692 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QUBZ5 28277.37810000 PA USD 27404.23000000 0.000069550678 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31412P3M1 284258.66450000 PA USD 283892.08000000 0.000720505073 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04500000 N N N N N N WOLVERINE WORLD WIDE INC 549300OVC7PK14LQ8D87 978097AG8 2580000.00000000 PA USD 2197021.19000000 0.005575938975 Long DBT CORP US N 2 2029-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208JPE6 610.33450000 PA USD 623.09000000 0.000001581373 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XAWE8 7240214.07700000 PA USD 6009337.14000000 0.015251421939 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.02000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BDY5 119345.51490000 PA USD 118919.08000000 0.000301811168 Long ABS-CBDO USGA US N 2 2060-07-20 Variable 0.05791600 N N N N N N BENCHMARK 2019-B14 MTG TR N/A 08162YAK8 32956582.68000000 PA USD 753407.25000000 0.001912113032 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.00892372 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB3Q9 13352286.03000000 PA USD 12069381.03000000 0.030631535283 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201CP32 3106.65100000 PA USD 3210.61000000 0.000008148380 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UEQ9 116.04660000 PA USD 119.97000000 0.000000304478 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FRKJ3 46539.88590000 PA USD 43509.71000000 0.000110425647 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 0.03500000 N N N N N N ENTERPRISE FLEET FING 2023-3 LLC N/A 29374LAB6 18378263.60000000 PA USD 18720551.41000000 0.047511900536 Long ABS-CBDO CORP US N 2 2030-03-20 Fixed 0.06400000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 665000.00000000 PA USD 729542.91000000 0.001851546432 Long DBT CORP BM N 2 2031-07-15 Fixed 0.09125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARR94 9821.58180000 PA USD 9579.59000000 0.000024312559 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9F25 1864870.37100000 PA USD 1679939.20000000 0.004263608610 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.02500000 N N N N N N VIKING OCEAN CRUISES SHIP VII LTD N/A 92682RAA0 950000.00000000 PA USD 942097.52000000 0.002391000280 Long DBT CORP BM N 2 2029-02-15 Fixed 0.05625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NK77 74.25700000 PA USD 75.53000000 0.000000191691 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N BX 2021-LBA N/A 05609BAP4 947000.00000000 PA USD 908958.54000000 0.002306895069 Long ABS-MBS CORP US N 2 2036-02-15 Variable 0.07851480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AHY9 12.68080000 PA USD 12.73000000 0.000000032308 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWHD8 16842068.57000000 PA USD 16383241.78000000 0.041579915936 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.04500000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAU9 490000.00000000 PA USD 471604.37000000 0.001196910252 Long DBT CORP US N 2 2026-07-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M7YR0 43008.77130000 PA USD 40744.58000000 0.000103407874 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABKD3 8074539.93200000 PA USD 6963091.62000000 0.017672007048 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTF1 12818876.73500000 PA USD 10615560.51000000 0.026941805508 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378FDK8 18.74950000 PA USD 18.95000000 0.000000048094 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140KSK55 2822360.48100000 PA USD 2440444.02000000 0.006193734949 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 019576AD9 4855000.00000000 PA USD 4929201.64000000 0.012510087599 Long DBT CORP US N 2 2031-02-15 Fixed 0.07875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SYU9 1835.07280000 PA USD 1876.59000000 0.000004762699 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05500000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AE7 15891000.00000000 PA USD 13608485.73000000 0.034537712394 Long DBT CORP US N 2 2031-07-15 Fixed 0.02700000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31359WKN0 27593.64760000 PA USD 28050.28000000 0.000071190323 Long ABS-CBDO USGSE US N 2 2029-07-25 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RUS3 3328.40190000 PA USD 3380.75000000 0.000008580188 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AHXY7 1043935.59830000 PA USD 1042367.09000000 0.002645479848 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WLCE1 1081562.00300000 PA USD 1044273.86000000 0.002650319142 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNXG3 14067487.59000000 PA USD 14301138.71000000 0.036295633876 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05500000 N N N N N N CITIGROUP COML MTG TR 2020-GC46 N/A 17328RBA6 5700000.00000000 PA USD 5383544.55000000 0.013663189058 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02614000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2L8 2170000.00000000 PA USD 1521712.50000000 0.003862036505 Long DBT CORP SA N 2 2050-11-24 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AWDN1 879370.63300000 PA USD 728223.88000000 0.001848198794 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCB9 33229000.00000000 PA USD 32576276.11000000 0.082677094092 Long DBT CORP US N 2 2025-07-15 Fixed 0.03300000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KL2U0 601108.75800000 PA USD 494784.28000000 0.001255739800 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02000000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CL9 1655000.00000000 PA USD 1134709.38000000 0.002879840343 Long DBT NUSS PH N 2 2045-12-10 Fixed 0.02650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFY28 997837.57000000 PA USD 959490.77000000 0.002435143550 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200VF99 3858.10830000 PA USD 4000.00000000 0.000010151816 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307UCF3 87538.87430000 PA USD 84688.95000000 0.000214936669 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.03000000 N N N N N N EMRLD BORROWER LP / EMERALD CO-ISSUER INC N/A 26873CAB8 1900000.00000000 PA USD 1957936.55000000 0.004969153129 Long DBT CORP US N 2 2031-07-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQF98 180928.62070000 PA USD 170360.71000000 0.000432367665 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NQ35 694065.96430000 PA USD 640351.44000000 0.001625182573 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 0.03000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAE1 4921000.00000000 PA USD 4499386.44000000 0.011419236342 Long DBT CORP US N 2 2030-03-01 Fixed 0.05125000 N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J62W3 61453.77770000 PA USD 56909.58000000 0.000144433902 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210UBJ1 326.91970000 PA USD 334.89000000 0.000000849935 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECS7 40452582.86400000 PA USD 37237237.63000000 0.094506400574 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M4MF7 85390.82970000 PA USD 86738.89000000 0.000220139323 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BG6S5 2889187.97600000 PA USD 2412844.67000000 0.006123689065 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 31524000.00000000 PA USD 29204027.47000000 0.074118481771 Long DBT CORP US N 2 2029-09-01 Fixed 0.02950000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944LX7 24096.35840000 PA USD 24086.89000000 0.000061131421 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAP9 15000000.00000000 PA USD 15855640.20000000 0.040240887334 Long DBT CORP US N 2 2032-07-15 Fixed 0.06379000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DPA4 565259.33000000 PA USD 511678.00000000 0.001298615287 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 0.02500000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MBG9 49188000.00000000 PA USD 51181476.51000000 0.129896239058 Long DBT CORP IE N 2 2027-04-15 Fixed 0.06450000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLM5 17567734.40700000 PA USD 14657980.02000000 0.037201280748 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406BTH3 4116.98050000 PA USD 4106.03000000 0.000010420915 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297SPM1 6850.11330000 PA USD 6960.58000000 0.000017665632 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.05000000 N N N N N N GRAPHIC PACKAGING INTL INC SO75N4VY5NXGQSK8YQ65 38869AAE7 2070000.00000000 PA USD 2116428.03000000 0.005371397233 Long DBT CORP US N 2 2032-07-15 Fixed 0.06375000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31359WHX2 37959.38110000 PA USD 38618.13000000 0.000098011042 Long ABS-CBDO USGSE US N 2 2029-07-25 Fixed 0.06000000 N N N N N N BBCMS MTG TR 2022-C17 N/A 054976AR6 3429000.00000000 PA USD 2235778.29000000 0.005674302717 Long ABS-MBS CORP US N 2 2055-09-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EED0 711.42120000 PA USD 722.52000000 0.000001833722 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N VENTAS RLTY LTD PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAV9 39136000.00000000 PA USD 39118076.89000000 0.099279884319 Long DBT CORP US N 2 2030-11-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FCU4 40.27440000 PA USD 41.79000000 0.000000106061 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 0.07000000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AH7 630000.00000000 PA USD 458128.13000000 0.001162708173 Long DBT NUSS BM N 2 2050-08-20 Fixed 0.03375000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCN1 7900000.00000000 PA USD 6745450.55000000 0.017119643999 Long DBT CORP US N 2 2032-05-01 Fixed 0.04500000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SAZ9 1545000.00000000 PA USD 821264.06000000 0.002084330502 Long DBT NUSS LK N 2 2029-03-14 Fixed 0.07850000 Y Y N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296U6W5 1306.36820000 PA USD 1326.08000000 0.000003365530 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.05000000 N N N N N N ARGENTUM NETHERLANDS BV 724500RPEZI5VVQQWE89 N/A 6561000.00000000 PA USD 6555727.58000000 0.016638135806 Long DBT CORP NL N 2 2052-08-15 Variable 0.05625000 N N N N N N PACTIV EVERGREEN GROUP HOLDINGS INC 5493002QNV81KCX40V06 69526MAC5 1859792.95000000 PA USD 1860257.90000000 0.004721249197 Long LON CORP US N 2 2028-09-25 Variable 0.07746740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371LR76 31485.02820000 PA USD 31390.81000000 0.000079668435 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 0.04500000 N N N N N N COMM 2015-DC1 MTG TR N/A 12629NAJ4 2059000.00000000 PA USD 1947083.06000000 0.004941607469 Long ABS-MBS CORP US N 2 2048-02-10 Variable 0.04035000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD5M4 2491760.57500000 PA USD 2157694.97000000 0.005476130833 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.02000000 N N N N N N TRAVERSE MIDSTREAM PARTNERS LLC 549300DHTM8B2X5QMJ22 89435TAB0 1345895.69000000 PA USD 1347295.42000000 0.003419373958 Long LON CORP US N 2 2028-02-16 Variable 0.08752110 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402T7G4 13329.85460000 PA USD 13289.10000000 0.000033727126 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N BENCHMARK 2018-B6 MORTGAGE TRUST N/A 08162CAL4 1089000.00000000 PA USD 796437.65000000 0.002021322213 Long ABS-MBS CORP US N 2 2051-10-10 Variable 0.03242718 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A 61760RAN2 377945.74000000 PA USD 367495.20000000 0.000932685956 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05107594 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 N/A 500000.00000000 PA USD 365000.00000000 0.000926353252 Long LON CORP US N 2 2027-12-30 Variable 0.14013720 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129455L8 24896.25220000 PA USD 24899.93000000 0.000063194879 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CP9 1000000.00000000 PA USD 953817.20000000 0.002420744290 Long DBT CORP US N 2 2029-02-01 Fixed 0.04625000 N N N N N N HEUBACH HOLDING USA LLC N/A N/A 357499.93000000 PA USD 142999.97000000 0.000362927362 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N ENTAIN PLC 213800GNI3K45LQR8L28 36270BAC6 3097972.13000000 PA USD 3101844.60000000 0.007872339275 Long LON CORP IM N 2 2029-10-31 Variable 0.08013980 N N N N N N KNDR 2021-KIND F N/A 482606AN0 850019.53500000 PA USD 813890.05000000 0.002065615603 Long ABS-MBS CORP US N 2 2038-08-15 Variable 0.07754480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389JZR8 2.23290000 PA USD 2.23000000 0.000000005659 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EB90 21412.44400000 PA USD 18275.32000000 0.000046381923 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386HCU3 1034.71660000 PA USD 1089.54000000 0.000002765202 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 0.07500000 N N N N N N GRIFFON CORP 5493000C2SGNC7ZN3242 39843GAK9 3097825.36000000 PA USD 3092032.43000000 0.007847436437 Long LON CORP US N 2 2029-01-24 Variable 0.07304090 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 2100000.00000000 PA 2422438.79000000 0.006148038501 Long DBT CORP US N 2 2029-03-02 Variable 0.04656000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBB8 8116000.00000000 PA USD 7860431.70000000 0.019949414999 Long DBT CORP US N 2 2043-02-15 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401XPT8 52201.42970000 PA USD 52019.37000000 0.000132022774 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 0.04500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DM4 10596000.00000000 PA USD 11409099.32000000 0.028955770598 Long DBT CORP US N 2 2054-05-01 Fixed 0.06858000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133D4JZ7 5110011.21900000 PA USD 4418534.21000000 0.011214037092 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201GZR9 677.58250000 PA USD 703.46000000 0.000001785349 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H8BP5 2973408.45600000 PA USD 2990161.53000000 0.007588892767 Long ABS-CBDO USGSE US N 2 2048-04-25 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378PTA1 201.19380000 PA USD 205.28000000 0.000000520991 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FANE8 30142.93370000 PA USD 28218.03000000 0.000071616065 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9X34 368619.34200000 PA USD 288383.70000000 0.000731904598 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.01500000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 21626000.00000000 PA USD 19941919.37000000 0.050611676380 Long DBT CORP US N 2 2032-03-15 Fixed 0.04224000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AC3F9 9720.15860000 PA USD 9865.42000000 0.000025037983 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207G2W8 109.45440000 PA USD 111.49000000 0.000000282956 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N CYRUSONE DATA CENTERS ISSUER I LLC N/A 23284BAH7 2600000.00000000 PA USD 2416915.02000000 0.006134019427 Long ABS-CBDO CORP US N 2 2049-05-20 Fixed 0.04650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373UDJ3 6.38270000 PA USD 6.38000000 0.000000016192 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371HYB8 327.22200000 PA USD 340.10000000 0.000000863158 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 0.07500000 N N N N N N BENCHMARK 2020-B18 MORTGAGE TRUST N/A 08163AAT0 1365000.00000000 PA USD 745365.35000000 0.001891703059 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 0.02250000 N N N N N N LEARNING CARE GROUP (US) NO. 2 INC 5493000VMN44LK8QID23 52200MAL4 2233153.12000000 PA USD 2240410.87000000 0.005686059992 Long LON CORP US N 2 2028-08-11 Variable 0.09250000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 644393AA8 8050000.00000000 PA USD 7849861.06000000 0.019922587200 Long DBT CORP US N 2 2025-09-15 Fixed 0.06750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296PKS0 22883.40990000 PA USD 23241.31000000 0.000058985378 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.05000000 N N N N N N CARMAX AUTO OWNER TR 2023-4 N/A 14318XAC9 12110000.00000000 PA USD 12375327.68000000 0.031408013843 Long ABS-CBDO CORP US N 2 2028-07-17 Fixed 0.06000000 N N N N N N MORGAN STANLEY CAP I TR 2016-BNK2 N/A 61690YBZ4 603000.00000000 PA USD 450482.06000000 0.001143302799 Long ABS-MBS CORP US N 2 2049-11-15 Variable 0.04008971 N N N N N N NEW CINEWORLD LTD N/A N/A 137267.00000000 NS USD 2264905.50000000 0.005748226239 Long EC CORP KY N 3 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290RED1 3272.44710000 PA USD 3303.68000000 0.000008384588 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401YMJ1 5424.11790000 PA USD 5395.36000000 0.000013693176 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AT34 25.43590000 PA USD 25.59000000 0.000000064946 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07000000 N N N N N N VIRGIN MEDIA BRISTOL LLC 213800IQ982XX69LE276 N/A 3841000.00000000 PA USD 3704951.78000000 0.009402997625 Long LON CORP US N 2 2028-01-31 Variable 0.07951370 N N N N N N SERVICE CORP INTERNATIONAL INC 549300RKVM2ME20JHZ15 817565CG7 1650000.00000000 PA USD 1514138.51000000 0.003842814066 Long DBT CORP US N 2 2031-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ARA0 16.43080000 PA USD 16.46000000 0.000000041774 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946K96 6898.90590000 PA USD 7054.03000000 0.000017902804 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7FF1 239870.28890000 PA USD 227283.86000000 0.000576836008 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371GDB3 320.69830000 PA USD 326.94000000 0.000000829758 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 0.07500000 N N N N N N SAMHALLSBYGGNADSBOLAGET I NORDEN AB 549300HX9MRFY47AH564 N/A 5240000.00000000 PA 2041784.34000000 0.005181954973 Long EP CORP SE N 2 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6E27 40715.81210000 PA USD 39744.35000000 0.000100869336 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 4100000.00000000 NC -116979.52000000 -0.00029688865 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BMW FINANCE NV BMW FINANCE NV 0.75% 07/13/2026 REGS Y 2029-06-20 0.00000000 EUR 100148.00000000 EUR 4100000.00000000 EUR -14502.52000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292WQ38 56.74430000 PA USD 57.78000000 0.000000146642 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WDFF6 207635.42320000 PA USD 189072.73000000 0.000479857913 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 10200000.00000000 PA USD 7759726.70000000 0.019693830330 Long DBT CORP US N 2 2050-03-01 Fixed 0.04800000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9QV7 2290591.25890000 PA USD 2241853.43000000 0.005689721143 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N BAMLL COML MTG SECS TR 2022-DKLX N/A 05530SAG1 3181000.00000000 PA USD 3122046.53000000 0.007923610846 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.06887000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBJB7 14999958.90500000 PA USD 14620378.94000000 0.037105850933 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.03500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAM6 6585000.00000000 PA USD 4497906.05000000 0.011415479180 Long DBT CORP US N 2 2031-03-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312941GX9 15959.62350000 PA USD 16299.16000000 0.000041366520 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.05000000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33 N/A 61767CAC2 947000.00000000 PA USD 784018.84000000 0.001989803843 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03356000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129404Y2 11761.63540000 PA USD 11764.35000000 0.000029857380 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.04500000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AN2 855000.00000000 PA USD 669892.50000000 0.001700156428 Long DBT NUSS SV N 2 2035-06-15 Fixed 0.07650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D5G3 19447.09600000 PA USD 16815.55000000 0.000042677094 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N MKT 2020-525M MTG TR N/A 55316PAN7 819000.00000000 PA USD 444691.12000000 0.001128605659 Long ABS-MBS CORP US N 2 2040-02-12 Variable 0.03038620 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 69805000.00000000 PA USD 69636359.50000000 0.176733885334 Long DBT CORP US N 2 2033-07-20 Variable 0.04889000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDQH8 3189.56650000 PA USD 3188.77000000 0.000008092951 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBH5 3425000.00000000 PA 3739469.38000000 0.009490601711 Long DBT CORP US N 2 2033-05-17 Fixed 0.04693000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ASJM6 4465365.86300000 PA USD 3710414.94000000 0.009416862875 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133ATKQ3 1968861.62300000 PA USD 1870373.06000000 0.004746921009 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.04000000 N N N N N N GS MTG SECS TR 2011-GC5 N/A 36191YAN8 773957.00000000 PA USD 86529.17000000 0.000219607063 Long ABS-MBS CORP US N 3 2044-08-10 Variable 0.05295796 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBE0 3580000.00000000 PA USD 3293600.00000000 0.008359005682 Long DBT NUSS QA N 2 2050-04-16 Fixed 0.04400000 N N N N N N WELLS FARGO COML MORTAGE TR 2024-MGP N/A 95003TAA1 3200000.00000000 PA USD 3191654.40000000 0.008100272426 Long ABS-MBS CORP US N 2 2041-08-15 Variable 0.07340730 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 895000.00000000 PA USD 802229.49000000 0.002036021637 Long DBT CORP US N 2 2031-02-01 Fixed 0.04375000 N N N N N N HILTON USA TR 2016-HHV N/A 43300LAN0 5051000.00000000 PA USD 4802461.50000000 0.012188426939 Long ABS-MBS CORP US N 2 2038-11-05 Variable 0.04333283 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSBQ4 31136.38200000 PA USD 30786.80000000 0.000078135485 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BN9 28922000.00000000 PA USD 24471732.82000000 0.062108135077 Long DBT CORP US N 2 2033-04-15 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EHD4 12401.12040000 PA USD 12370.44000000 0.000031395609 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TLX5 1928.48890000 PA USD 2001.07000000 0.000005078623 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178ESP5 7465.84710000 PA USD 7277.43000000 0.000018469783 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EU6S3 5178297.23670000 PA USD 4847614.80000000 0.012303023942 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RNX3 12312.15500000 PA USD 11942.98000000 0.000030310735 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 0.04000000 N N N N N N MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC N/A 58506DAA6 10620000.00000000 PA USD 10947361.50000000 0.027783901196 Long DBT CORP US N 2 2029-04-01 Fixed 0.06250000 N N N N N N BRASS NO 10 PLC 213800UCE3NFG8SQKH09 10554PAA1 1807649.41000000 PA USD 1789339.73000000 0.004541262135 Long ABS-CBDO CORP GB N 2 2069-04-16 Variable 0.00669000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 2681000.00000000 PA USD 2320066.97000000 0.005888223519 Long DBT CORP US N 2 2031-11-23 Fixed 0.03125000 N N N N N N TV AZTECA SAB DE CV 549300H2ZXE4KL0NUV88 N/A 4321000.00000000 PA USD 1641980.00000000 0.004167269902 Long DBT CORP MX N 2 2049-12-31 Fixed 0.08250000 Y Y N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292GZ58 115.58230000 PA USD 117.69000000 0.000000298691 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A6RX7 2616.09330000 PA USD 2725.04000000 0.000006916026 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9HN7 8036684.62200000 PA USD 7264835.81000000 0.018437819958 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 9378000.00000000 PA USD 9052036.48000000 0.022973653258 Long DBT CORP US N 2 2029-03-23 Fixed 0.03700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419KXM2 5083.96570000 PA USD 4979.24000000 0.000012637082 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404UKL3 25692.81130000 PA USD 25611.74000000 0.000065001420 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BG96 19311.26760000 PA USD 19238.31000000 0.000048825948 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N AIP RD BUYER CORP 5493000EBDLH9PYWBS30 00149HAD6 3999825.37000000 PA USD 4016504.64000000 0.010193704489 Long LON CORP US N 2 2028-12-26 Variable 0.09746740 N N N N N N MORGAN STANLEY CAP I TR 2012-C4 5493005SNWQW3UUOQX45 61760VAE3 166237.04000000 PA USD 154600.45000000 0.000392368848 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.05335927 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 N/A 3400000.00000000 PA 3815751.99000000 0.009684203475 Long DBT CORP NL N 2 2032-01-15 Fixed 0.03875000 N N N N N N ARCIS GOLF LLC N/A 03958MAE7 2398580.16000000 PA USD 2403569.21000000 0.006100148373 Long LON CORP US N 2 2028-11-24 Variable 0.09111220 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682695AA9 5000.00000000 PA USD 5312.43000000 0.000013482703 Long DBT CORP US N 2 2029-01-15 Fixed 0.09000000 N N N N N N BANK 2021-BNK33 N/A 06541CBR6 10214283.83200000 PA USD 491007.77000000 0.001246155191 Long ABS-MBS CORP US N 2 2064-05-15 Variable 0.01163002 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180CRK7 11103.27860000 PA USD 10805.16000000 0.000027423000 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379JSB3 326.49460000 PA USD 334.53000000 0.000000849021 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N AMERICAN TRAILER WORLD CORP 254900WNYWX3HF6TKT69 03028BAB3 3710623.29200000 PA USD 3415628.74000000 0.008668709025 Long LON CORP US N 2 2028-03-05 Variable 0.09096740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416Q6B6 3690.15660000 PA USD 3685.14000000 0.000009352716 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N BENCHMARK 2022-B37 MTG TR N/A 08161QAJ9 767000.00000000 PA USD 773593.82000000 0.001963345620 Long ABS-MBS CORP US N 2 2055-11-15 Variable 0.05942270 N N N N N N PROVIDENCE PLACE GROUP LTD PARTNERSHIP N/A 743784AB6 662685.77820000 PA USD 679484.40000000 0.001724500230 Long ABS-MBS CORP US N 2 2028-07-20 Fixed 0.07750000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST N/A 00255UAB1 1019254.82000000 PA USD 843339.59000000 0.002140357185 Long ABS-CBDO CORP US N 2 2040-01-16 Fixed 0.04335000 N N N N N N JAMAICA GOVT OF 529900Y93KNSXZI8KK56 470160CA8 745000.00000000 PA USD 783300.45000000 0.001987980602 Long DBT NUSS JM N 2 2028-04-28 Fixed 0.06750000 N N N N N N CROWN AMERS LLC / CROWN AMERS CAP CORP VI N/A 228187AB6 245000.00000000 PA USD 242676.00000000 0.000615900553 Long DBT CORP US N 2 2026-02-01 Fixed 0.04750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296YFS7 10593.84820000 PA USD 10761.89000000 0.000027313183 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132JPDD1 31486.82810000 PA USD 30709.60000000 0.000077939555 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KAP3 4341.04540000 PA USD 4380.38000000 0.000011117203 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206ANE9 7.64500000 PA USD 7.66000000 0.000000019440 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 16470575.55100000 PA USD 16099987.60000000 0.040861029824 Long LON CORP US N 2 2028-02-01 Variable 0.09096740 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 2380000.00000000 PA USD 2090820.48000000 0.005306406446 Long DBT CORP GB N 2 2026-08-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YWH42 1112208.42100000 PA USD 1042921.40000000 0.002646886661 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376XVN5 691.70970000 PA USD 697.43000000 0.000001770045 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 0.07500000 N N N N N N AEGEA FINANCE SARL 213800V6WTKUT1XWIZ47 00775CAC0 530000.00000000 PA USD 568425.00000000 0.001442636569 Long DBT CORP LU N 2 2031-01-20 Fixed 0.09000000 N N N N N N GM FINANCIAL LEASING TRUST 2023-3 N/A 379929AD4 5328000.00000000 PA USD 5356528.78000000 0.013594624273 Long ABS-CBDO CORP US N 2 2026-11-20 Fixed 0.05380000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 5300000.00000000 PA 6486932.95000000 0.016463538191 Long DBT CORP GB N 2 2031-11-28 Variable 0.02105000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GJGT0 33492.44810000 PA USD 32772.57000000 0.000083175278 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XCZ1 9246.05810000 PA USD 9231.22000000 0.000023428412 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WGBU7 1028916.48620000 PA USD 996658.72000000 0.002529474102 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298EYB5 259.23920000 PA USD 263.96000000 0.000000669918 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180CDU0 40630.76300000 PA USD 37164.89000000 0.000094322785 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N MORGAN STANLEY CAP I TR 2018-MP N/A 61691DAN7 1711000.00000000 PA USD 1089124.73000000 0.002764148593 Long ABS-MBS CORP US N 2 2040-07-11 Variable 0.04418533 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404QSP5 932.91690000 PA USD 929.68000000 0.000002359485 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CGB1 225000000.00000000 PA USD 226116211.50000000 0.573872570056 Long DBT UST US N 2 2029-12-31 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J9PR3 20433.37180000 PA USD 19937.72000000 0.000050601018 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.04000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AP9 3595000.00000000 PA USD 3533236.10000000 0.008967191108 Long DBT CORP US N 2 2029-12-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EQL6 62926.72200000 PA USD 61583.23000000 0.000156295412 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N ECHO GLOBAL LOGISTICS INC 549300WRZ9Y84GWVYR04 N/A 1525000.00000000 PA USD 1525000.00000000 0.003870380029 Long LON CORP US N 3 2029-11-23 Variable 0.12346740 N N N N N N OIL AND GAS HOLDING CO BSCC/THE 549300OBH16L6TS6IW50 67778M2A7 2177000.00000000 PA USD 2264760.31000000 0.005747857754 Long DBT CORP BH N 2 2027-10-25 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JF45 56522.95600000 PA USD 55256.55000000 0.000140238588 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AFW22 36548.92940000 PA USD 37315.16000000 0.000094704163 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.05000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BKWX6 4130665.98200000 PA USD 3675923.44000000 0.009329325030 Long ABS-CBDO USGSE US N 2 2050-02-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A56F1 9324.66330000 PA USD 9290.98000000 0.000023580080 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406BEU0 3042.91940000 PA USD 3034.67000000 0.000007701853 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TW54 78.23480000 PA USD 80.02000000 0.000000203087 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07500000 N N N N N N BENCHMARK 2023-B39 C MTG TR N/A 081925AD1 2406000.00000000 PA USD 2562320.95000000 0.006503053005 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 0.05753590 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419K7J8 80659.96500000 PA USD 78904.30000000 0.000200255493 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208H7M2 164.14390000 PA USD 166.71000000 0.000000423102 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N MED PARENTCO LP 549300660CLPRNK19Z91 58401DAK0 3267923.85200000 PA USD 3272008.76000000 0.008304208105 Long LON CORP US N 2 2031-04-07 Variable 0.09246740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H8L86 209456.74100000 PA USD 202217.02000000 0.000513217518 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UH37 5531.65890000 PA USD 5690.94000000 0.000014443344 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NNV1 387.72920000 PA USD 397.33000000 0.000001008405 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DG2 3315000.00000000 PA USD 3799818.75000000 0.009643765643 Long DBT NUSS TR N 2 2033-01-19 Fixed 0.09375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208KAW9 571.22710000 PA USD 587.66000000 0.000001491454 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N NYMT LOAN TRUST 2024-CP1 N/A 67118PAA0 5011092.85000000 PA USD 4705885.73000000 0.011943322065 Long ABS-CBDO CORP US N 2 2068-02-25 Fixed 0.03750000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAD6 425000.00000000 PA USD 431375.71000000 0.001094811759 Long DBT CORP FR N 2 2032-08-15 Fixed 0.06375000 N N N N N N PRIME HEALTHCARE SERVICES N/A 74165HAC2 1110000.00000000 PA USD 1118975.73000000 0.002839909061 Long DBT CORP US N 2 2029-09-01 Fixed 0.09375000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BCMH0 5591276.66800000 PA USD 4923461.85000000 0.012495520275 Long ABS-CBDO USGSE US N 2 2045-03-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411Y3V3 10336.64620000 PA USD 10583.13000000 0.000026859498 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 0.05945000 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AK5 1960000.00000000 PA USD 2012755.36000000 0.005108280753 Long DBT CORP US N 2 2030-08-01 Fixed 0.06500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JT9 13145000.00000000 PA USD 13072679.10000000 0.033177859751 Long DBT CORP US N 2 2025-06-10 Fixed 0.04400000 N N N N N N EQT TR 2024-EXTR N/A 29439DAG6 341000.00000000 PA USD 346476.46000000 0.000879341358 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.06681900 N N N N N N BX 2024 VLT4 N/A 05612TAJ4 2450000.00000000 PA USD 2429328.13000000 0.006165523330 Long ABS-MBS CORP US N 2 2029-07-15 Variable 0.08226294 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 36590000.00000000 PA USD 35497154.03000000 0.090090148237 Long DBT CORP MX N 2 2027-01-23 Fixed 0.06490000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQ6N8 218874.94080000 PA USD 222225.02000000 0.000563996904 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAB6 110000.00000000 PA USD 118265.95000000 0.000300153554 Long DBT CORP US N 2 2030-10-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9H57 4563838.91800000 PA USD 3930135.28000000 0.009974503017 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J7C67 97385.12570000 PA USD 95136.23000000 0.000241451386 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N DP WORLD SALAAM 549300SUYBT9X88E9435 N/A 2800000.00000000 PA USD 2787400.00000000 0.007074293307 Long EP CORP KY N 2 N N N VALARIS LTD N/A 91889FAC5 3900000.00000000 PA USD 4068612.60000000 0.010325952101 Long DBT CORP BM N 2 2030-04-30 Fixed 0.08375000 N N N N N N DIGITALBRIDGE GROUP INC 549300XG87L902AGBO89 25401T405 30500.00000000 NS USD 733116.30000000 0.001860615532 Long EP CORP US N 1 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 4274000.00000000 PA USD 4040734.06000000 0.010255197646 Long DBT CORP US N 2 2030-01-15 Fixed 0.05875000 N N N N N N ALPHA TRAINS FINANCE SA 529900FR0E130P05IY43 N/A 4151000.00000000 PA 4473669.27000000 0.011353967345 Long DBT CORP LU N 2 2030-06-30 Fixed 0.02064000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FTK3 394.55430000 PA USD 406.39000000 0.000001031399 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AN7 549000.00000000 PA USD 530954.37000000 0.001347537829 Long DBT CORP LU N 2 2028-01-15 Fixed 0.05125000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BAF41 2233948.17000000 PA USD 2074171.28000000 0.005264151540 Long ABS-CBDO USGSE US N 2 2044-08-25 Fixed 0.02000000 N N N N N N WELLS FARGO COML MTG TR 2021-SAVE N/A 95003LAL4 310400.00000000 PA USD 305749.90000000 0.000775979217 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0.07951480 N N N N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAE8 1383000.00000000 PA USD 1426502.68000000 0.003620398350 Long ABS-CBDO CORP US N 2 2048-11-16 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406XLW0 148.45390000 PA USD 152.55000000 0.000000387164 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LSZ3 8.80100000 PA USD 8.81000000 0.000000022359 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390HRU1 371.03590000 PA USD 390.89000000 0.000000992060 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7VF3 2908709.22190000 PA USD 2648669.45000000 0.006722201537 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 0.03000000 N N N N N N DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC N/A 26245XAL1 23939000.00000000 PA USD 23973711.55000000 0.060844179944 Long ABS-CBDO CORP KY N 2 2034-07-17 Variable 0.06647380 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A22Y7 7282760.78970000 PA USD 6878224.55000000 0.017456618319 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03500000 N N N N N N TRANSUNION LLC X8NPN6PWJOM1QCTYFV34 89334GBE3 1848595.13400000 PA USD 1849427.00000000 0.004693760870 Long LON CORP US N 2 2028-12-01 Variable 0.07246740 N N N N N N DISH DBS CORP N/A 25470XBF1 4415000.00000000 PA USD 3396935.44000000 0.008621266287 Long DBT CORP US N 2 2028-12-01 Fixed 0.05750000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAA4 2313000.00000000 PA USD 2259597.92000000 0.005734755845 Long DBT CORP US N 2 2027-08-15 Fixed 0.05125000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C3 N/A 46635TBR2 106000.00000000 PA USD 322.36000000 0.000000818134 Long ABS-MBS CORP US N 3 2046-02-15 Variable 0.04409000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TBE8 1010000.00000000 PA USD 936775.00000000 0.002377491968 Long DBT NUSS SA N 2 2053-01-18 Fixed 0.05000000 N N N N N N JPMDB COML MTG SECS TR 2016-C4 N/A 46646RAQ6 603000.00000000 PA USD 467704.29000000 0.001187012028 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.03166665 N N N N N N ARES LIX CLO LTD N/A 04018EAA9 13014000.00000000 PA USD 13014950.02000000 0.033031345994 Long ABS-CBDO CORP KY N 2 2034-04-25 Variable 0.06576210 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFUL9 4371.79960000 PA USD 4371.55000000 0.000011094793 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKM7 757162.58550000 PA USD 739116.45000000 0.001875843637 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133L8NL5 13535341.33500000 PA USD 12285981.96000000 0.031181258505 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.02000000 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAG7 1370000.00000000 PA USD 1365643.40000000 0.003465940290 Long DBT CORP IE N 2 2026-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ET6G6 1887239.17890000 PA USD 1767900.93000000 0.004486851444 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QP5H3 976760.08500000 PA USD 919708.21000000 0.002334177238 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375RMG4 86.78670000 PA USD 90.05000000 0.000000228542 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RJF7 99825.02100000 PA USD 96956.60000000 0.000246071402 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 0.04000000 N N N N N N BX COML MTG TR 2024-MDHS N/A 12433BAA5 38421890.69000000 PA USD 38349899.59000000 0.097330285577 Long ABS-MBS CORP US N 2 2041-05-15 Floating 0.06978190 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 97070590.46200000 NS USD 97080297.52000000 0.246385340838 Long STIV RF US N 1 N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 1220000.00000000 PA USD 1324094.06000000 0.003360489971 Long DBT CORP US N 2 2032-06-01 Fixed 0.10000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D6C1 23791087.21400000 PA USD 20353793.76000000 0.051656994684 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379DKU2 162.11330000 PA USD 166.65000000 0.000000422950 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.07500000 N N N N N N FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 529900E7PUVK6BC8PE80 34960PAG6 1005000.00000000 PA USD 1051421.96000000 0.002668460692 Long DBT CORP US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312940C49 1923.56510000 PA USD 1890.54000000 0.000004798103 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 0.04000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 67020000.00000000 PA USD 58585593.32000000 0.148687547804 Long DBT CORP US N 2 2032-03-15 Fixed 0.04279000 N N N N N N OVATION PARENT INC N/A 69014XAB2 1920000.00000000 PA USD 1926393.60000000 0.004889098569 Long LON CORP US N 2 2031-04-21 Variable 0.08834580 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31392UTM6 24573.10020000 PA USD 25393.45000000 0.000064447410 Long ABS-CBDO USGSE US N 2 2032-09-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200M7M9 3258.54760000 PA USD 3288.71000000 0.000008346595 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 0.05000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW71 1765000.00000000 PA USD 1660203.13000000 0.004213519370 Long DBT NUSS EG N 2 2029-03-01 Fixed 0.07600300 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YF79 45.29010000 PA USD 45.77000000 0.000000116162 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 5535000.00000000 PA USD 5209818.75000000 0.013222280949 Long DBT NUSS DO N 2 2032-09-23 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AVLE3 4601.19800000 PA USD 4500.38000000 0.000011421757 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GFLZ8 388054.13760000 PA USD 379692.35000000 0.000963641763 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M7UU8 1817.27080000 PA USD 1817.22000000 0.000004612020 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W3FV0 5521.62990000 PA USD 5118.54000000 0.000012990619 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36170EAC1 2537875.00000000 PA USD 2565893.14000000 0.006512119060 Long LON CORP US N 2 2029-04-14 Variable 0.10496740 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 1870000.00000000 PA USD 1702046.89000000 0.004319716913 Long DBT CORP US N 2 2032-02-15 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TT5 504327000.00000000 PA USD 495245175.21000000 1.256909531697 Long DBT UST US N 2 2053-08-15 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMMG7 192567.65400000 PA USD 164204.23000000 0.000416742801 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAX1 5760000.00000000 PA USD 6003352.68000000 0.015236233654 Long DBT CORP US N 2 2041-06-15 Fixed 0.05950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TR9 179000000.00000000 PA USD 160673477.01000000 0.407781912583 Long DBT UST US N 2 2053-05-15 Fixed 0.03625000 N N N N N N PLANET FITNESS MASTER ISSUER LLC 18-1A N/A 72703PAD5 22587092.50000000 PA USD 21603499.16000000 0.054828689649 Long ABS-CBDO CORP US N 2 2051-12-05 Fixed 0.03251000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRTS3 5816342.06000000 PA USD 5909312.22000000 0.014997563281 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XD2K1 2749453.79800000 PA USD 2464017.33000000 0.006253562928 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP 549300KH0PNTJK9NTE57 76132FAB3 2151000.00000000 PA USD 2140183.89000000 0.005431688516 Long DBT CORP US N 2 2024-12-15 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F0306A1 50700000.00000000 PA USD 44994267.63000000 0.114193386804 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.03000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CS6 1700000.00000000 PA USD 1789732.39000000 0.004542258688 Long DBT CORP US N 2 2029-01-18 Variable 0.06720000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 6908047.72800000 PA USD 6937534.73000000 0.017607144834 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CKY2 66.50040000 PA USD 67.54000000 0.000000171413 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AWKG7 4443.46180000 PA USD 4366.07000000 0.000011080885 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFZT9 4743558.66400000 PA USD 4205977.33000000 0.010674577483 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410PXH1 2447.11140000 PA USD 2517.47000000 0.000006389223 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 0.05815000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWCZ4 1832792.13200000 PA USD 1500015.55000000 0.003806970641 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LBN6 231.25550000 PA USD 234.32000000 0.000000594693 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N INVESTMENT ENERGY RESOURCES LTD 254900A71Y7WHN7L5K89 46143NAB6 1600000.00000000 PA USD 1580496.00000000 0.004011226331 Long DBT CORP BM N 2 2029-04-26 Fixed 0.06250000 N N N N N N MORGAN STANLEY CAP I TR 2015-MS1 N/A 61765DAC2 1371000.00000000 PA USD 1011992.41000000 0.002568390304 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.04157105 N N N N N N DOTDASH MEREDITH INC 549300R2AA7U9CJUQO13 25849KAB3 7584171.26000000 PA USD 7574691.05000000 0.019224218340 Long LON CORP US N 2 2028-12-01 Variable 0.09442330 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329QX30 140235.25700000 PA USD 130929.34000000 0.000332292657 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BJHA6 2688763.30600000 PA USD 2271120.39000000 0.005763999345 Long ABS-CBDO USGSE US N 2 2051-10-25 Fixed 0.01500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 5616000.00000000 PA USD 4877542.05000000 0.012378977930 Long DBT CORP GB N 2 2032-05-24 Variable 0.02804000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402E4E5 15152.54640000 PA USD 15101.79000000 0.000038327650 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 3665310.96000000 PA USD 3622170.25000000 0.009192901901 Long LON CORP US N 2 2027-07-31 Variable 0.08611220 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLFC9 11499972.52300000 PA USD 10344428.83000000 0.026253685744 Long ABS-CBDO USGSE US N 2 2048-02-25 Fixed 0.02000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AG8 2053000.00000000 PA USD 2093947.09000000 0.005314341639 Long DBT CORP US N 2 2054-04-01 Fixed 0.06125000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H6RW7 3776996.32100000 PA USD 3607817.10000000 0.009156474264 Long ABS-CBDO USGSE US N 2 2052-04-25 Fixed 0.03500000 N N N N N N OPEN TR 2023-AIR N/A 68373BAE1 1179850.92000000 PA USD 1184263.21000000 0.003005605690 Long ABS-MBS CORP US N 2 2028-10-15 Variable 0.10572819 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M2Q2 197069.88000000 PA USD 187270.03000000 0.000475282743 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 2600000.00000000 PA 3585308.70000000 0.009099348978 Long DBT CORP GB N 2 2033-06-06 Variable 0.07416000 N N N N N N THE BERKELEY GROUP PLC 2138001V85JLYR7AUB61 N/A 3350000.00000000 PA 3503000.42000000 0.008890454340 Long DBT CORP GB N 2 2031-08-11 Fixed 0.02500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 2950000.00000000 PA 3874234.98000000 0.009832630620 Long EP CORP GB N 2 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KYFK5 353026.01200000 PA USD 312576.75000000 0.000793305449 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.01500000 N N N N N N ACURIS FIN US/ACURIS FIN N/A 00511BAA5 5745000.00000000 PA USD 5142773.48000000 0.013052123129 Long DBT CORP US N 2 2028-05-01 Fixed 0.05000000 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAD6 8919212.26000000 PA USD 8948913.24000000 0.022711931206 Long LON CORP US N 2 2028-11-15 Variable 0.08246740 N N N N N N VOYA CLO 2024-1 LTD N/A 92920DAA3 18502000.00000000 PA USD 18508938.25000000 0.046974836045 Long ABS-CBDO CORP KY N 2 2037-04-15 Variable 0.06846110 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAL4 1206000.00000000 PA USD 1059772.50000000 0.002689653980 Long DBT NUSS RO N 2 2032-03-27 Fixed 0.03625000 N N N N N N BRASKEM NETHERLANDS FINANCE BV 2549000TLMHFQ74DS330 10554TAG0 2545000.00000000 PA USD 2504789.00000000 0.006357039556 Long DBT CORP NL N 2 2033-02-13 Fixed 0.07250000 N N N N N N CD 2017-CD3 MTG TR N/A 12515GAM9 1340000.00000000 PA USD 451814.77000000 0.001146685155 Long ABS-MBS CORP US N 3 2050-02-10 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KGF37 60117.17400000 PA USD 59273.14000000 0.000150432509 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 0.04500000 N N N N N N BX TRUST 2022-IND N/A 05609WAJ2 2459756.34000000 PA USD 2455168.65000000 0.006231105384 Long ABS-MBS CORP US N 2 2037-04-15 Variable 0.07626890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371M2A4 2060.55830000 PA USD 2080.58000000 0.000005280416 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 0.07000000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AA8 2245000.00000000 PA USD 2286392.19000000 0.005802758473 Long DBT NUSS AO N 2 2025-11-12 Fixed 0.09500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293TGY7 220.22760000 PA USD 224.24000000 0.000000569110 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 0.06000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 24065000.00000000 PA USD 23412650.79000000 0.059420233478 Long DBT CORP US N 2 2029-12-15 Fixed 0.04625000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 2050000.00000000 NC -25949.89000000 -0.00006585963 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 AXA SA AXA SA 8.6% 12/15/2030 Y 2029-06-20 0.00000000 EUR 24376.63000000 EUR 2050000.00000000 EUR -919.59000000 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 2555000.00000000 PA USD 2622068.75000000 0.006654690180 Long DBT CORP US N 2 2028-08-15 Fixed 0.06750000 N N N N N N ENTERPRISE FLEET FINANCING 2024-2 N/A 29375RAC0 9502000.00000000 PA USD 9731088.47000000 0.024697056052 Long ABS-CBDO CORP US N 2 2028-04-20 Fixed 0.05610000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MHK6 854.57980000 PA USD 890.70000000 0.000002260555 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 12380000.00000000 NC USD -40870.09000000 -0.00010372641 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX AAA CDSI S13 PRC INDX CY451600 Y 2072-12-16 0.00000000 USD 286994.67000000 USD 12380000.00000000 USD 246124.58000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUCB0 19337414.71900000 PA USD 19719792.76000000 0.050047929235 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 47916000.00000000 PA USD 46999849.91000000 0.119283462610 Long DBT CORP US N 2 2026-01-15 Fixed 0.03875000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128UGTL1 17479.71380000 PA USD 17982.26000000 0.000045638150 Long ABS-MBS USGSE US N 2 2041-05-01 Variable 0.07540000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407WVZ3 39396.00210000 PA USD 40977.69000000 0.000103999497 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.06000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLGX2 3756400.67000000 PA USD 3286367.51000000 0.008340649954 Long ABS-CBDO USGSE US N 2 2049-12-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LUN1 4015.43530000 PA USD 3920.81000000 0.000009950835 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XC5A2 2872118.65200000 PA USD 2788349.86000000 0.007076704008 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AN6A3 22795.62710000 PA USD 22709.71000000 0.000057636202 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FT93 22996.95440000 PA USD 23340.64000000 0.000059237473 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XEZ3 664.82500000 PA USD 684.76000000 0.000001737889 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N BBCMS MORTGAGE TRUST 2023-C21 N/A 05553WAK5 2214000.00000000 PA USD 2212090.20000000 0.005614183431 Long ABS-MBS CORP US N 2 2056-09-15 Variable 0.06506414 N N N N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 8890000.00000000 PA USD 8878147.85000000 0.022532331893 Long EP CORP NL N 2 N N N DISH DBS CORP N/A 25470XAW5 855000.00000000 PA USD 829929.26000000 0.002106322382 Long DBT CORP US N 2 2024-11-15 Fixed 0.05875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FS87 14651.87680000 PA USD 14775.94000000 0.000037500657 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FPE0 3744.44600000 PA USD 3572.94000000 0.000009067957 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 0.03500000 N N N N N N BYJU'S ALPHA INC 254900EAJ040Y8AVVN71 N/A 16646.31000000 PA USD 16646.31000000 0.000042247571 Long LON CORP US N 3 2026-04-09 Variable 0.13246740 N N Y N N N FNMA/FHLG TBA ISSUER N/A 01F020695 1001525000.00000000 PA USD 819137883.17000000 2.078934363558 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371HVJ4 79.47680000 PA USD 82.46000000 0.000000209279 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07500000 N N N N N N REYNOLDS CONSUMER PRODUCTS LLC 549300DWNZYMOSR1X343 76171JAB7 3118451.55000000 PA USD 3128586.52000000 0.007940209041 Long LON CORP US N 2 2027-01-30 Variable 0.07096740 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G7K7 54.75680000 PA USD 55.11000000 0.000000139866 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N AMERICAN FIN TR FINAN OP N/A 02608AAA7 1420000.00000000 PA USD 1304377.49000000 0.003310450221 Long DBT CORP US N 2 2028-09-30 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDNN2 13542256.17100000 PA USD 11709743.80000000 0.029718792494 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AC4G6 9894.31720000 PA USD 10042.19000000 0.000025486617 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N UBS COML MTG TR 2012-C1 N/A 90269GAQ4 446067.22000000 PA USD 412681.45000000 0.001047366585 Long ABS-MBS CORP US N 2 2045-05-10 Variable 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EHH6 422876.19800000 PA USD 389264.18000000 0.000987934628 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ETQH2 2006709.87560000 PA USD 1881698.27000000 0.004775663872 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKD2 16242000.00000000 PA USD 16585873.67000000 0.042094186376 Long DBT UST US N 2 2029-02-28 Fixed 0.04250000 N N N N N N CWGS GROUP LLC N/A 12670UAE7 6536759.18000000 PA USD 6220837.61000000 0.015788200427 Long LON CORP US N 2 2028-06-03 Variable 0.07890000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JX54 1110000.00000000 PA USD 950437.50000000 0.002412166766 Long DBT NUSS EG N 2 2032-05-29 Fixed 0.07625000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 4500000.00000000 PA USD 4723305.35000000 0.011987532262 Long DBT CORP US N 2 2031-02-20 Fixed 0.05834000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293R5M9 1318.51420000 PA USD 1342.53000000 0.000003407279 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SP50 1213090.73600000 PA USD 1176982.12000000 0.002987126617 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213Y3X8 2620.57920000 PA USD 2714.11000000 0.000006888286 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 660000.00000000 PA USD 641193.04000000 0.001627318516 Long DBT CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WW59 441.57670000 PA USD 448.48000000 0.000001138221 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M73U7 254083.74080000 PA USD 241455.35000000 0.000612802599 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N GENESEE and WYOMING INC G617XSG94Z7G0RMW3L02 371559AB1 5030000.00000000 PA USD 5141007.57000000 0.013047641331 Long DBT CORP US N 2 2032-04-15 Fixed 0.06250000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAA1 32366972.27000000 PA USD 32063531.90000000 0.081375772813 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06349790 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207BR69 254.59930000 PA USD 257.73000000 0.000000654106 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N SURGERY CENTER HLDGS INC 54930054EVI5HWPPW113 86881WAF9 3930000.00000000 PA USD 4127753.67000000 0.010476049423 Long DBT CORP US N 2 2032-04-15 Fixed 0.07250000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAD5 1155000.00000000 PA USD 1262559.38000000 0.003204317777 Long DBT CORP US N 2 2034-01-15 Fixed 0.06400000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 019576AC1 2420000.00000000 PA USD 2153995.54000000 0.005466741850 Long DBT CORP US N 2 2029-06-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31339NNN2 2133.40980000 PA USD 2141.35000000 0.000005434648 Long ABS-CBDO USGSE US N 2 2032-03-15 Variable 0.06368010 N N N N N N USIC HLDGS INC 5493009ZYUWB7X699U62 90290HAP7 1561969.30000000 PA USD 1421392.06000000 0.003607427831 Long LON CORP US N 2 2028-05-14 Variable 0.09090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180C5Q8 2766093.75680000 PA USD 2616710.59000000 0.006641091416 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 75442000.00000000 PA USD 57381076.56000000 0.145630539533 Long DBT CORP US N 2 2052-03-15 Fixed 0.05141000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8WF8 440312.29000000 PA USD 424581.61000000 0.001077568645 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCN3 22490000.00000000 PA USD 20954792.79000000 0.053182302647 Long DBT CORP US N 2 2030-03-01 Variable 0.03273000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 1940000.00000000 PA USD 2127560.98000000 0.005399652149 Long DBT CORP US N 2 2030-08-15 Fixed 0.09875000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 1534250.00000000 PA USD 1620683.51000000 0.004113220387 Long DBT CORP KY N 2 2030-02-15 Fixed 0.08750000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 3040000.00000000 PA USD 3108260.16000000 0.007888621671 Long DBT CORP US N 2 2028-03-01 Fixed 0.08125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JXN8 553.07650000 PA USD 562.02000000 0.000001426380 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMGZ9 188699.86190000 PA USD 184001.80000000 0.000466988125 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X9X67 340344.09000000 PA USD 301347.91000000 0.000764807169 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CNS2 88.81940000 PA USD 90.47000000 0.000000229608 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP N/A 095796AJ7 730000.00000000 PA USD 759317.53000000 0.001927113051 Long DBT CORP US N 2 2029-07-15 Fixed 0.07000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A 1650000.00000000 NC -361822.52000000 -0.00091828895 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 HEIDELBERG MATERIALS AG HEIDELBERG MATERIALS AG 3.75% 05/31/2032 REGS Y 2029-06-20 0.00000000 EUR 333065.33000000 EUR 1650000.00000000 EUR -21011.74000000 N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 2200000.00000000 PA 2446832.15000000 0.006209947730 Long DBT CORP DE N 2 2031-01-15 Fixed 0.03375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F6YL5 2728788.88100000 PA USD 2516308.46000000 0.006386275417 Long ABS-CBDO USGSE US N 2 2040-11-25 Fixed 0.03000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CK4 3940000.00000000 PA USD 3891981.25000000 0.009877669839 Long DBT NUSS TR N 2 2026-10-09 Fixed 0.04875000 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102CC9 3830000.00000000 PA USD 3360094.24000000 0.008527765012 Long DBT CORP US N 2 2029-02-01 Fixed 0.04375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D6AK6 287363.80400000 PA USD 254438.03000000 0.000645752045 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.01500000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAB1 1911000.00000000 PA USD 1893285.58000000 0.004805071933 Long DBT CORP US N 2 2025-09-15 Fixed 0.04000000 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAB3 2460000.00000000 PA USD 2537894.89000000 0.006441060786 Long DBT CORP US N 2 2032-08-15 Fixed 0.06750000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAB9 6006000.00000000 PA USD 5788511.33000000 0.014690976165 Long DBT CORP US N 2 2027-10-15 Fixed 0.04250000 N N N N N N SUN CMNTYS OPER LTD PRTNRSHP 549300PUNBPJCGT6X741 866677AJ6 3638000.00000000 PA USD 3703328.08000000 0.009398876749 Long DBT CORP US N 2 2033-01-15 Fixed 0.05700000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 205000.00000000 PA USD 184226.24000000 0.000467557744 Long DBT CORP US N 2 2031-06-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BUG1 725.89610000 PA USD 748.43000000 0.000001899481 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 1020000.00000000 PA USD 1083152.28000000 0.002748990789 Long DBT CORP US N 2 2030-08-15 Fixed 0.07250000 N N N N N SUMIT 2022-BVUE MTG TR N/A 865592AN9 185000.00000000 PA USD 117448.08000000 0.000298077838 Long ABS-MBS CORP US N 2 2041-02-12 Variable 0.02988906 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAB1 575000.00000000 PA USD 590970.05000000 0.001499854871 Long DBT CORP JE N 2 2028-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AXGL9 604425.13000000 PA USD 590627.07000000 0.001498984404 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMPR7 3038.00840000 PA USD 3089.98000000 0.000007842227 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYL1 81036.50780000 PA USD 80753.24000000 0.000204948017 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N BANK 2022-BNK42 N/A 06541MBN3 1746000.00000000 PA USD 1708022.75000000 0.004334883371 Long ABS-MBS CORP US N 2 2055-06-15 Variable 0.04493000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H2UC6 2670291.39100000 PA USD 2260877.78000000 0.005738004071 Long ABS-CBDO USGSE US N 2 2051-10-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DWW8 256687.77600000 PA USD 227597.68000000 0.000577632469 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.01500000 N N N N N N AFFIRM ASSET SECURITIZATION TR 2024-X1 N/A 00834XAA7 6621258.81000000 PA USD 6639145.48000000 0.016849846609 Long ABS-CBDO CORP US N 2 2029-05-15 Fixed 0.06270000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AN5U0 29137.81890000 PA USD 29037.43000000 0.000073695665 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HTH4 282.45860000 PA USD 289.35000000 0.000000734357 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407CW86 243.54110000 PA USD 253.06000000 0.000000642254 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.06000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135B101 22300.00000000 NS USD 1757909.00000000 0.004461492385 Long EC CORP US N 1 N N N COMMERCIAL MORTGAGE CD 2016-CD2 MTG TR N/A 12515ABJ8 619000.00000000 PA USD 454195.83000000 0.001152728176 Long ABS-MBS CORP US N 2 2049-11-10 Variable 0.04108725 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374J2Q3 16.85550000 PA USD 16.81000000 0.000000042663 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 0.07500000 N N N N N N WFCM 2022 N/A 95003MBD9 1365000.00000000 PA USD 866349.80000000 0.002198756042 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 0.02500000 N N N N N N NCR ATLEOS CORP N/A 63001PAD3 4036545.00000000 PA USD 4075215.10000000 0.010342708943 Long LON CORP US N 2 2029-03-27 Variable 0.10102090 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DQ5 1660000.00000000 PA USD 1218357.00000000 0.003092134164 Long DBT NUSS CO N 2 2049-05-15 Fixed 0.05200000 N N N N N N GS MTG SECS TR 2019-GC42 N/A 36257UAS6 1750000.00000000 PA USD 1439772.78000000 0.003654077255 Long ABS-MBS CORP US N 2 2052-09-10 Variable 0.03825596 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GMJF0 4198.65230000 PA USD 4110.03000000 0.000010431067 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057QAK3 5745000.00000000 PA USD 5925548.63000000 0.015038770545 Long DBT CORP US N 2 2029-06-15 Fixed 0.08250000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A 3137H3V82 3377162.74500000 PA USD 2864740.44000000 0.007270579795 Long ABS-CBDO USGSE US N 2 2051-11-25 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138NWAR0 174560.03650000 PA USD 161395.09000000 0.000409613333 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FDB1 86468.94220000 PA USD 86227.05000000 0.000218840296 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140LYRZ8 517761.72600000 PA USD 462230.12000000 0.001173118836 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N AIMCO CLO 11 LTD 549300VLRW0CEQ83RF89 00140NAW0 23628000.00000000 PA USD 23627645.58000000 0.059965880391 Long ABS-CBDO CORP KY N 2 2037-07-17 Variable 0.06583940 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ULR7 29.03350000 PA USD 29.42000000 0.000000074666 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AV3 15925000.00000000 PA USD 15829494.59000000 0.040174530975 Long DBT CORP CA N 2 2025-02-01 Fixed 0.03900000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V6F7 6.64260000 PA USD 6.64000000 0.000000016852 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07500000 N N N N N N MOBICO GROUP PLC 213800A8IQEMY8PA5X34 N/A 4150000.00000000 PA 4542315.49000000 0.011528188301 Long DBT CORP GB N 2 2031-09-26 Fixed 0.04875000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDU1 665000.00000000 PA USD 689419.47000000 0.001749714982 Long DBT CORP US N 2 2031-05-15 Fixed 0.06750000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2020-VKNG N/A 12433YAS6 1087800.00000000 PA USD 1062008.37000000 0.002695328515 Long ABS-MBS CORP US N 2 2037-10-15 Variable 0.08701480 N N N N N N BANK 2022-BNK40 N/A 06541LBG0 522000.00000000 PA USD 477286.99000000 0.001211332481 Long ABS-MBS CORP US N 2 2064-03-15 Variable 0.03506325 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMZ6 183.30590000 PA USD 189.16000000 0.000000480079 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N BANK 2020-BNK27 N/A 06539YAA0 430000.00000000 PA USD 304634.75000000 0.000773149018 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B3FA0 727533.20800000 PA USD 649502.94000000 0.001648408661 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FNR5 188021.17450000 PA USD 173854.17000000 0.000441233906 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZE4 1247632.10670000 PA USD 1179816.31000000 0.002994319662 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N DBJPM 2020-C9 N/A 233063AZ9 639000.00000000 PA USD 535661.05000000 0.001359483167 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 0.02340000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2U1 30746727.30900000 PA USD 26860387.10000000 0.068170430043 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386WNA2 221.06670000 PA USD 230.60000000 0.000000585252 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 0.07000000 N N N N N N TPGI 2021-DGWD G N/A 87267HAU1 367200.00000000 PA USD 363502.70000000 0.000922553174 Long ABS-MBS CORP US N 2 2026-06-15 Variable 0.09304480 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207SDE0 31.24470000 PA USD 31.73000000 0.000000080529 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LVE2 5030.64370000 PA USD 4904.54000000 0.000012447497 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 254900G082ZFKTCR2Q75 00402D2B0 835000.00000000 PA USD 880407.30000000 0.002234433332 Long DBT CORP AE N 2 2034-05-08 Fixed 0.05500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377RLW3 2449660.95020000 PA USD 2406031.26000000 0.006106396943 Long ABS-CBDO USGA US N 2 2040-12-20 Fixed 0.04000000 N N N N N N JPMBB COML MTG SECS TR 2015-C30 N/A 46644UBC1 36176483.54300000 PA USD 79403.76000000 0.000201523099 Long ABS-MBS CORP US N 2 2048-07-15 Variable 0.00555081 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128E3ZD9 504.44730000 PA USD 507.37000000 0.000001287681 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 0.07000000 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 2995000.00000000 PA USD 2988448.44000000 0.007584545023 Long DBT CORP MU N 2 2027-02-16 Fixed 0.07375000 N N N N N N CFMT 2024-HB13 LLC N/A 12530VAA3 11540868.87000000 PA USD 11036811.04000000 0.028010920025 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413RJ80 17004.28400000 PA USD 17827.26000000 0.000045244767 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 0.06000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -200.00000000 NC USD 487112.00000000 0.001236267906 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UST NOTES UST NOTES 0% 06/30/2040 2024-12-19 -25112112.00000000 USD 487112.00000000 N N N BANK GOSPODARSTWA KRAJOWEGO 259400BCOV9JJIGLYF05 06237MAA1 780000.00000000 PA USD 798470.40000000 0.002026481239 Long DBT NUSS PL N 2 2033-05-22 Fixed 0.05375000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191UAA0 1795000.00000000 PA USD 1734274.61000000 0.004401509387 Long DBT CORP US N 2 2028-05-15 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8W75 199529.45640000 PA USD 210870.65000000 0.000535180034 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.06500000 N N N N N N BENCHMARK 2020-B20 MTG TR N/A 08162XAN4 1029000.00000000 PA USD 569262.35000000 0.001444761725 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QTLA5 10950116.94600000 PA USD 11418564.04000000 0.028979791623 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KSL3 19.29360000 PA USD 19.55000000 0.000000049617 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F020695 -789300000.00000000 PA USD -645561050.58000000 -1.63840432654 Short ABS-MBS USGA US N 2 2054-09-01 Fixed 0.02000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBS8 5050000.00000000 PA USD 5198518.78000000 0.013193602143 Long DBT CORP US N 2 2033-02-14 Fixed 0.06700000 N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAB5 11176140.07000000 PA USD 10935182.49000000 0.027752991428 Long LON CORP US N 2 2026-10-16 Variable 0.09246740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3133KTYF1 648417.33800000 PA USD 582900.80000000 0.001479375485 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMXJ7 966828.74400000 PA USD 917140.13000000 0.002327659569 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BT65 5596.92070000 PA USD 5750.63000000 0.000014594835 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.06439000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863EA2 1440000.00000000 PA USD 1428307.20000000 0.003624978139 Long DBT NUSS CL N 2 2054-01-05 Fixed 0.05330000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 3621000.00000000 PA USD 2576698.17000000 0.006539541730 Long DBT CORP FR N 2 2028-01-15 Fixed 0.05500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A 1670000.00000000 NC USD 246512.71000000 0.000625637947 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 410434.89000000 USD 0.00000000 USD 1670000.00000000 USD -163922.18000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXP3 2510174.29000000 PA USD 2328696.72000000 0.005910125429 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N BMO 2023-C6 MTG TR N/A 055985AJ4 1096000.00000000 PA USD 1192911.94000000 0.003027555770 Long ABS-MBS CORP US N 2 2056-09-15 Variable 0.06550400 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P7RY1 5096884.73970000 PA USD 4993486.79000000 0.012673240360 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.03500000 N N N N N N GS MTG SECS TR 2018-GS9 N/A 36255NAT2 2900000.00000000 PA USD 2798171.72000000 0.007101631438 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 0.03992000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DVLQ6 15072696.22700000 PA USD 13074008.47000000 0.033181233631 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138YDBP3 51051.72980000 PA USD 49530.97000000 0.000125707329 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416TMF3 2809.80970000 PA USD 2806.30000000 0.000007122260 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4PY6 10768353.17100000 PA USD 10623897.87000000 0.026962965345 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202XTU1 22279.37110000 PA USD 22855.03000000 0.000058005017 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389YU41 449.65300000 PA USD 471.25000000 0.000001196010 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACUU6 28217.03080000 PA USD 28656.90000000 0.000072729897 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DT93 1978786.76600000 PA USD 1655670.08000000 0.004202014697 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.01500000 N N N N N N SEPLAT ENERGY PLC 029200711C4S4CB2E982 81733LAB3 415000.00000000 PA USD 413054.69000000 0.001048313851 Long DBT CORP NG N 2 2026-04-01 Fixed 0.07750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QSVD0 16377720.15900000 PA USD 16736749.26000000 0.042477101701 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 0.05500000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 2102309.16000000 PA USD 0.21000000 0.000000000532 Long LON CORP US N 3 2055-12-31 Variable 0.00000000 Y Y N N N N BJS WHOLESALE CLUB INC 549300H2XDOGOSR9L398 09179FAX0 1895077.50800000 PA USD 1901009.10000000 0.004824673873 Long LON CORP US N 2 2029-02-03 Variable 0.07341570 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 9902000.00000000 PA USD 9559768.36000000 0.024262253473 Long DBT CORP US N 2 2029-04-05 Fixed 0.03850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206SM92 48.49050000 PA USD 48.72000000 0.000000123649 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 5260000.00000000 PA USD 3813237.00000000 0.009677820545 Long DBT NUSS CO N 2 2045-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQ2F1 1773475.51500000 PA USD 1781045.60000000 0.004520212014 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAA9 5725000.00000000 PA USD 5460530.76000000 0.013858576527 Long DBT CORP US N 2 2027-10-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371MDU8 569.81270000 PA USD 592.99000000 0.000001504981 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N UNITED PF HOLDINGS LLC 2549002AF6PASVP2G486 91132UAG8 11604313.94100000 PA USD 10548321.37000000 0.026771155655 Long LON CORP US N 2 2026-12-30 Variable 0.09513720 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AABQ0 42836.22170000 PA USD 41814.16000000 0.000106122419 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392FRK5 15679.70260000 PA USD 392.72000000 0.000000996705 Long ABS-CBDO USGSE US N 2 2032-11-25 Variable 0.02086680 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661EF0 33905000.00000000 PA USD 27677156.68000000 0.070243353762 Long DBT CORP US N 2 2062-04-01 Fixed 0.04450000 N N N N N N DLLAA 2023-1A N/A 23292HAC5 5174000.00000000 PA USD 5270690.16000000 0.013376769794 Long ABS-CBDO CORP US N 2 2028-02-22 Fixed 0.05640000 N N N N N N DC OFFICE TRUST 2019 N/A 23312BAL4 449000.00000000 PA USD 262359.90000000 0.000665857388 Long ABS-MBS CORP US N 2 2045-09-15 Variable 0.03174400 N N N N N N ESDEC SOLAR GROUP BV 724500UTJRTIU7878U15 N/A 5655471.11600000 PA USD 5344420.20000000 0.013563893253 Long LON CORP NL N 3 2028-08-27 Variable 0.10596190 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AN1 6640000.00000000 PA USD 5951651.78000000 0.015105019142 Long DBT CORP US N 2 2032-02-15 Fixed 0.03625000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAH3 2911000.00000000 PA USD 2502790.47000000 0.006351967379 Long DBT NUSS RO N 2 2031-02-14 Fixed 0.03000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAA3 3639000.00000000 PA USD 3639596.80000000 0.009237129685 Long DBT CORP US N 2 2026-01-15 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291FBJ6 766.14660000 PA USD 784.94000000 0.000001992141 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F062697 58275000.00000000 PA USD 60002760.51000000 0.152284253109 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.06500000 N N N N N N 8TH AVENUE FOOD and PROVISIONS INC 549300PBCACU45IZ2V05 28253PAD1 57000.00000000 PA USD 50217.00000000 0.000127448441 Long LON CORP US N 2 2026-10-01 Variable 0.13111220 N N N N N N MADISON PARK FUNDING 2015 N/A 55819QBJ5 12766000.00000000 PA USD 12839149.18000000 0.032585171529 Long ABS-CBDO CORP KY N 2 2037-01-22 Variable 0.06882010 N N N N N N NGG FINANCE PLC 549300MLDJ2T68G21W86 N/A 6100000.00000000 PA 6315032.56000000 0.016027262889 Long DBT CORP GB N 2 2082-09-05 Variable 0.02125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LDX1 5944.42920000 PA USD 5922.76000000 0.000015031693 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6NS9 85374.95570000 PA USD 83380.75000000 0.000211616517 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.04000000 N N N N N N HAT HOLDINGS I LLC / HAT HOLDINGS II LLC N/A 418751AE3 2274000.00000000 PA USD 2178388.99000000 0.005528651307 Long DBT CORP US N 2 2026-06-15 Fixed 0.03375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A7FW3 1204273.24200000 PA USD 1202743.45000000 0.003052507691 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N BBCMS MTG TR 2024-C26 N/A 05555AAK1 520000.00000000 PA USD 518573.95000000 0.001316116891 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J6MW1 16911.44930000 PA USD 16514.76000000 0.000041913703 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.04000000 N N N N N N MOROCCO KINGDOM OF 529900F3MBW9XY5K1X07 617726AP9 1735000.00000000 PA USD 1852268.65000000 0.004700972847 Long DBT NUSS MA N 2 2033-09-08 Fixed 0.06500000 N N N N N N PROJECT BOOST PURCHASER LLC 254900SVSL94NTLSDY26 74339NAK2 875000.00000000 PA USD 879926.25000000 0.002233212449 Long LON CORP US N 2 2032-07-17 Variable 0.10536110 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAX0 1005000.00000000 PA USD 862480.95000000 0.002188937078 Long DBT CORP KY N 2 2031-02-09 Fixed 0.02125000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CU9 1320000.00000000 PA USD 1457775.00000000 0.003699766063 Long DBT NUSS PH N 2 2047-10-13 Fixed 0.05950000 N N N N N N CPT MORTGAGE TRUST 2019 N/A 12654YAN9 1196000.00000000 PA USD 848044.25000000 0.002152297396 Long ABS-MBS CORP US N 2 2039-11-13 Variable 0.03096693 N N N N N N CPI HOLDCO B LLC N/A 1261MAAB6 3120000.00000000 PA USD 3114415.20000000 0.007904242881 Long LON CORP US N 2 2031-05-19 Variable 0.07246740 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F060691 298475000.00000000 PA USD 303966462.44000000 0.771452934993 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LSP61 15153.94640000 PA USD 15589.62000000 0.000039565740 Long ABS-MBS USGSE US N 2 2042-06-01 Variable 0.07167000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D56J6 6905828.30100000 PA USD 6133990.11000000 0.015567785457 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.01500000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAM6 3100000.00000000 PA USD 2968250.00000000 0.007533282309 Long LON CORP US N 2 2029-12-10 Variable 0.11096740 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAE1 722000.00000000 PA USD 930251.88000000 0.002360936589 Long DBT NUSS QA N 2 2030-06-15 Fixed 0.09750000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115EAT4 4323013.93000000 PA USD 4331141.20000000 0.010992237642 Long LON CORP US N 2 2030-03-18 Variable 0.07824600 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J8YQ7 59685.26490000 PA USD 58352.96000000 0.000148097135 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.04000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBW1 22915000.00000000 PA USD 22034204.69000000 0.055921800523 Long DBT CORP MX N 2 2026-01-23 Fixed 0.04500000 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAF3 3135000.00000000 PA USD 39187.50000000 0.000099456076 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 Y Y N N N N ION TRADING TECHNOLOGIES SARL 5493009ZVXOKZLQ6QJ12 46205YAA9 5438000.00000000 PA USD 5118546.87000000 0.012990637105 Long DBT CORP LU N 2 2028-05-15 Fixed 0.05750000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 2245000.00000000 PA USD 2280304.87000000 0.005787309134 Long DBT CORP AU N 2 2027-11-01 Fixed 0.08000000 N N N N N N LIGHT and WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80875AAW1 3351662.52000000 PA USD 3349986.69000000 0.008502112514 Long LON CORP US N 2 2029-04-16 Variable 0.07591570 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A2CW7 9404.67400000 PA USD 9216.49000000 0.000023391028 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VCD4 1794316.03350000 PA USD 1819417.98000000 0.004617599354 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.05000000 N N N N N N OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC N/A 687785AB1 2726000.00000000 PA USD 2559709.09000000 0.006496424225 Long DBT CORP US N 2 2030-04-15 Fixed 0.09500000 N N N N N N PCI GAMING AUTHORITY 549300KPXAJ1LRW5LP59 70455DAG9 2255817.33000000 PA USD 2240906.38000000 0.005687317574 Long LON CORP US N 2 2031-07-18 Variable 0.07341570 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E6VH6 9141.43390000 PA USD 8930.10000000 0.000022664184 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.04000000 N N N N N N Patagonia Holdco LLC 254900OLXUIWWEAJZ984 70289FAD3 2137780.21100000 PA USD 1985014.44000000 0.005037875571 Long LON CORP US N 2 2029-08-01 Variable 0.10854160 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W4Y70 106113.40610000 PA USD 98316.80000000 0.000249523527 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 0.03000000 N N N N N N MORGAN STANLEY CAP I TR 2015-MS1 N/A 61765DAX6 467000.00000000 PA USD 437897.54000000 0.001111363864 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.04157105 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V6E0 439.75330000 PA USD 445.88000000 0.000001131622 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N CITIZENS FINANCIAL GRP INC 2138004JDDA4ZQUPFW65 174610AW5 10185000.00000000 PA USD 8273917.46000000 0.020998822887 Long DBT CORP US N 2 2032-09-30 Fixed 0.02638000 N N N N N N FITNESS INTERNATIONAL LLC N/A 33818XAM2 1745625.00000000 PA USD 1739078.91000000 0.004413702480 Long LON CORP US N 2 2029-02-12 Variable 0.10505350 N N N N N N MORGAN STANLEY CAP I TR 2011-C2 3IFG42XD94UUZ7FL2766 617459AF9 2469388.11350000 PA USD 8539.88000000 0.000021673823 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.00515367 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V4C6 61.43800000 PA USD 62.43000000 0.000000158444 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138W03B3 96344.61070000 PA USD 89082.44000000 0.000226087145 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209M4C5 128.38820000 PA USD 130.61000000 0.000000331482 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378DNJ5 126.83800000 PA USD 129.84000000 0.000000329527 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.07500000 N N N N N N MC BRAZIL DOWNSTREAM TRADING SARL 213800T2A7R9TYNXZI63 55292WAA8 3518587.75630000 PA USD 3174425.89000000 0.008056547258 Long DBT CORP LU N 2 2031-06-30 Fixed 0.07250000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 13068000.00000000 PA USD 13355903.46000000 0.033896670181 Long DBT CORP US N 2 2043-03-02 Fixed 0.05600000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D2S0 368196.90200000 PA USD 341523.58000000 0.000866771176 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7E70 424481.66100000 PA USD 402208.34000000 0.001020786312 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATC47 80568.72100000 PA USD 80280.38000000 0.000203747920 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 2324000.00000000 PA USD 2279465.65000000 0.005785179232 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N RVR DEALERSHIP HOLDINGS LLC N/A N/A 3265606.99000000 PA USD 2913378.62000000 0.007394021265 Long LON CORP US N 2 2028-02-08 Variable 0.09096740 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 2970000.00000000 NC USD 438408.83000000 0.001112661495 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 852677.51000000 USD 0.00000000 USD 2970000.00000000 USD -414268.68000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WUU92 51994.49310000 PA USD 48045.69000000 0.000121937756 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N BANK 2020-BNK25 N/A 06539WBG0 1375000.00000000 PA USD 1080375.31000000 0.002741942966 Long ABS-MBS CORP US N 2 2063-01-15 Variable 0.03466642 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 1143000.00000000 PA USD 1202298.84000000 0.003051379291 Long DBT NUSS DO N 2 2045-01-27 Fixed 0.06850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418D7F3 174310.28500000 PA USD 149126.25000000 0.000378475580 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WZ97 764.87330000 PA USD 770.30000000 0.000001954986 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408GHN0 13810.45650000 PA USD 14207.51000000 0.000036058008 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 0.06195000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBF4 790000.00000000 PA USD 776915.63000000 0.001971776222 Long DBT CORP CL N 2 2033-02-02 Fixed 0.05125000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38381BSP0 3402942.37600000 PA USD 3369334.58000000 0.008551216571 Long ABS-CBDO USGA US N 2 2049-01-20 Variable 0.05850160 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AEB93 4502.84240000 PA USD 4497.67000000 0.000011414880 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H15S5 6362.94200000 PA USD 6266.65000000 0.000015904470 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296PHP0 971.81290000 PA USD 986.16000000 0.000002502828 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B4MP7 2227309.51000000 PA USD 1981463.10000000 0.005028862433 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDC4 26381561.40600000 PA USD 21591511.43000000 0.054798265341 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404TRP0 17817.99620000 PA USD 17764.52000000 0.000045085536 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N M and T BANK CORP 549300WYXDDBYRASEG81 55261FAH7 965000.00000000 PA USD 938611.01000000 0.002382151677 Long EP CORP US N 2 N N N AVENTIV TECHNOLOGIES LLC 549300EBCNNXVCJ2FW66 05358AAP9 6336236.04000000 PA USD 4777521.97000000 0.012125131556 Long LON CORP US N 2 2025-07-31 Variable 0.10686190 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417LMT9 4923.50520000 PA USD 4829.35000000 0.000012256668 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375DMV2 135.81430000 PA USD 140.93000000 0.000000357673 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128L13Y4 17192.34200000 PA USD 18017.69000000 0.000045728070 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283H6W0 70406.83990000 PA USD 72299.79000000 0.000183493549 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MM4J4 951695.45900000 PA USD 902750.43000000 0.002291139171 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402UKW1 42687.47170000 PA USD 42548.84000000 0.000107987003 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EUSW0 89993.52800000 PA USD 86890.89000000 0.000220525092 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.04000000 N N N N N N EPICOR SOFTWARE CORPORATION JGNXVGGGXR4O1L5I7S73 29426NAZ7 4377591.45000000 PA USD 4392343.93000000 0.011147567363 Long LON CORP US N 2 2031-05-23 Variable 0.08496740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X3BP2 1011321.90000000 PA USD 971082.11000000 0.002464561839 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TKZ78 5005.19630000 PA USD 5003.18000000 0.000012697841 Long ABS-CBDO USGSE US N 2 2029-05-15 Fixed 0.06250000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2020-VIVA N/A 12433XAG4 5861000.00000000 PA USD 5141964.90000000 0.013050070991 Long ABS-MBS CORP US N 2 2044-03-11 Variable 0.03667042 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FP67 59951.95030000 PA USD 58518.34000000 0.000148516861 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XRA74 122713.83960000 PA USD 125193.40000000 0.000317735105 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406ETC8 1165.08360000 PA USD 1161.91000000 0.000002948874 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BEC8 125.93840000 PA USD 127.69000000 0.000000324071 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ANH9 86.70170000 PA USD 87.77000000 0.000000222756 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128K8MU7 13581.06060000 PA USD 13811.70000000 0.000035053460 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 0.05000000 N N N N N N CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC N/A 12657NAB6 4195000.00000000 PA USD 4532470.97000000 0.011503203361 Long DBT CORP US N 2 2033-12-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NX52 49037.46120000 PA USD 46505.01000000 0.000118027581 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 0.03500000 N N N N N N ADARO INDONESIA PT 2549009Z0YED3S2BID40 69368KAB2 2375000.00000000 PA USD 2362745.00000000 0.005996538401 Long DBT CORP ID N 2 2024-10-31 Fixed 0.04250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287LNP3 762.92140000 PA USD 797.86000000 0.000002024932 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CPM0 200807.20500000 PA USD 189106.41000000 0.000479943391 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 0.03000000 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 83600WAE9 2055000.00000000 PA USD 2149195.04000000 0.005454558401 Long DBT CORP US N 2 2031-06-01 Fixed 0.07375000 N N N N N N JYSKE BANK 3M5E1GQGKL17HI6CPN30 N/A 1825000.00000000 PA 2099723.43000000 0.005329001725 Long DBT CORP DK N 2 2028-10-26 Variable 0.05000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AL3 2427000.00000000 PA USD 2373909.38000000 0.006024873086 Long DBT NUSS EG N 2 2027-01-31 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180JA95 34554.72700000 PA USD 31860.98000000 0.000080861705 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292BE44 9369.18870000 PA USD 9797.00000000 0.000024864336 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 0.06500000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAJ3 5455000.00000000 PA USD 4194730.80000000 0.010646034306 Long DBT CORP US N 2 2029-08-01 Fixed 0.04625000 N N N N N N THOMSON REUTERS CORP 549300561UZND4C7B569 884903BT1 2221000.00000000 PA USD 2217397.49000000 0.005627653090 Long DBT CORP CA N 2 2024-09-29 Fixed 0.03850000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378YNA8 10.01670000 PA USD 9.98000000 0.000000025328 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 0.07500000 N N N N N N GS MTG SECS TR 2016-GS4 N/A 36251XAY3 464000.00000000 PA USD 389863.61000000 0.000989455954 Long ABS-MBS CORP US N 2 2049-11-10 Variable 0.04075294 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945YK8 13227.95650000 PA USD 13523.85000000 0.000034322910 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.05000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AQ5 1790000.00000000 PA USD 1905456.47000000 0.004835961094 Long DBT CORP US N 2 2029-04-01 Fixed 0.09250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXR9 3034490.03000000 PA USD 2704052.88000000 0.006862762141 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FVZ7 329.85010000 PA USD 342.22000000 0.000000868538 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 505000.00000000 PA USD 541153.46000000 0.001373422652 Long DBT CORP US N 2 2030-01-31 Fixed 0.09125000 N N N N N N BMO 2022-C3 MTG TR N/A 05602QAE3 639000.00000000 PA USD 378960.74000000 0.000961784970 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 0.02500000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAE3 1390000.00000000 PA USD 1419537.50000000 0.003602721043 Long DBT CORP LU N 2 2042-08-23 Fixed 0.06102700 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCL5 8375000.00000000 PA USD 7001504.19000000 0.017769496389 Long DBT CORP US N 2 2033-06-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31359VU27 30193.97170000 PA USD 30363.74000000 0.000077061778 Long ABS-CBDO USGSE US N 2 2029-06-25 Fixed 0.06000000 N N N N N N DEUTSCHE BANK AG NEW YORK BNCH 7LTWFZYICNSX8D621K86 251526CF4 60841000.00000000 PA USD 53800751.44000000 0.136543838652 Long DBT CORP US N 2 2032-01-14 Variable 0.03729000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQF92 1567485.45000000 PA USD 1573196.58000000 0.003992700738 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAM5 1060000.00000000 PA USD 1100783.50000000 0.002793738016 Long DBT CORP US N 2 2029-06-15 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138XV5G1 97831.86340000 PA USD 99808.65000000 0.000253309774 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 0.05000000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAE5 1040000.00000000 PA USD 1089821.20000000 0.002765916202 Long DBT CORP US N 2 2030-04-14 Fixed 0.07125000 N N N N N N ION TRADING TECHNOLOGIES SARL 5493009ZVXOKZLQ6QJ12 46205YAB7 840000.00000000 PA USD 891936.36000000 0.002263693557 Long DBT CORP LU N 2 2029-05-30 Fixed 0.09500000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2024-A N/A 00834BAF4 5500000.00000000 PA USD 5550735.85000000 0.014087512906 Long ABS-CBDO CORP US N 2 2029-02-15 Fixed 0.05610000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FZX7 8376750.66930000 PA USD 7979840.12000000 0.020252468091 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 0.03500000 N N N N N N KONDOR FINANCE PLC 213800PUC1T9GI6EIO63 N/A 792803.02100000 PA USD 685774.61000000 0.001740464495 Long DBT CORP GB N 2 2025-07-19 Fixed 0.07650000 N N Y N N N BAMLL COML MTG SECS TR 2015-200P 549300UQK6PJ8BF5JQ90 05526QAN6 831000.00000000 PA USD 791852.67000000 0.002009685744 Long ABS-MBS CORP US N 2 2033-04-14 Variable 0.03715660 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 0.00000000 CAD 0.00000000 USD 2024-10-03 0.00000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BF63 72877.34610000 PA USD 71183.25000000 0.000180659822 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAC6 11499425.12100000 PA USD 10989195.63000000 0.027890074299 Long LON CORP US N 2 2029-04-11 Variable 0.10404040 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAE3 3269000.00000000 PA USD 3329502.65000000 0.008450124960 Long DBT CORP US N 2 2028-04-15 Fixed 0.06750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TU2 41000000.00000000 PA USD 41403593.75000000 0.105080421245 Long DBT UST US N 2 2043-08-15 Fixed 0.04375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31380VZK5 1051.51600000 PA USD 1073.74000000 0.000002725102 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.07500000 N N N N N N COMM 2014-CCRE17 MTG TR N/A 12631DAJ2 255000.00000000 PA USD 138337.50000000 0.000351094227 Long ABS-MBS CORP US N 3 2047-05-10 Variable 0.04884062 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404HLC1 846.04360000 PA USD 877.88000000 0.000002228019 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 0.07000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 6547000.00000000 PA USD 6591522.22000000 0.016728980960 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05150000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMTD6 7250520.80600000 PA USD 6024689.03000000 0.015290384331 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N2L82 679207.19700000 PA USD 690808.74000000 0.001753240886 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05000000 N N N N N N ENLINK MIDSTRM PRTNRS LP 88CPW63VL7KHJWS0NY83 29336UAH0 2995000.00000000 PA USD 2987182.45000000 0.007581331999 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAB6 1412227.93500000 PA USD 1217597.36000000 0.003090206233 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.02000000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 2013000.00000000 PA USD 1920408.64000000 0.004873909015 Long DBT CORP US N 2 2029-02-15 Fixed 0.06750000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 2700000.00000000 PA USD 2673427.68000000 0.006785036788 Long DBT CORP FR N 2 2025-04-14 Fixed 0.04250000 N N N N N N BANK 2017-BNK9 N/A 06540RAE4 14412000.00000000 PA USD 13870408.57000000 0.035202460544 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 0.03538000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EQPH9 4895742.64190000 PA USD 4766733.95000000 0.012097752056 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180UE88 11884.88550000 PA USD 10937.96000000 0.000027760040 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373URK5 58.83270000 PA USD 61.05000000 0.000000154942 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 3166000.00000000 PA USD 2877293.09000000 0.007302437845 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X6J85 28703172.07500000 PA USD 27866081.38000000 0.070722835982 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVK2 18863.01900000 PA USD 16339.98000000 0.000041470119 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 65914000.00000000 PA USD 66134966.80000000 0.167847511314 Long DBT CORP IT N 2 2026-01-15 Fixed 0.05710000 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A 61760RAQ5 332000.00000000 PA USD 304213.82000000 0.000772080717 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05107594 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAE9 785000.00000000 PA USD 765620.31000000 0.001943109218 Long DBT NUSS SA N 2 2028-03-04 Fixed 0.03625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TS7 3000000.00000000 PA USD 2831717.40000000 0.007186768835 Long DBT UST US N 2 2043-05-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133AUDT2 2854112.06400000 PA USD 2363545.57000000 0.005998570211 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 3341000.00000000 PA USD 2960756.01000000 0.007514262907 Long DBT CORP US N 2 2038-03-01 Fixed 0.03900000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296XSH9 5805.68890000 PA USD 5896.43000000 0.000014964868 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.05000000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35908MAA8 2650000.00000000 PA USD 2437693.93000000 0.006186755347 Long DBT CORP US N 2 2029-11-01 Fixed 0.05875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417E6A4 30927.69000000 PA USD 30825.95000000 0.000078234846 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 0.04500000 N N N N N N ABU DHABI NATL ENERGY CO PJSC 213800UNJSVQFNUYYW03 00388WAL5 880000.00000000 PA USD 881372.80000000 0.002236883726 Long DBT CORP AE N 2 2029-01-24 Fixed 0.04375000 N N N N N N HEALTHCARE REALTY HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAD6 5039000.00000000 PA USD 4923162.26000000 0.012494759929 Long DBT CORP US N 2 2026-08-01 Fixed 0.03500000 N N N N N N TNT CRANE and RIGGING LLC N/A N/A 3648.00000000 NS USD 0.04000000 0.000000000101 Long EC CORP US N 3 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384WFB1 143.87330000 PA USD 149.29000000 0.000000378891 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 0.07000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCE3 52443000.00000000 PA USD 51162260.13000000 0.129847468767 Long DBT CORP US N 2 2027-05-11 Fixed 0.03650000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QQQ47 7262.65700000 PA USD 6838.45000000 0.000017355672 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L5K8 1031998.33470000 PA USD 980846.72000000 0.002489343971 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MG3E9 34090.46000000 PA USD 30434.15000000 0.000077240476 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MAD84 628118.90700000 PA USD 536780.56000000 0.001362324432 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N SUPERANNUATION and INVESTMENTS US LLC N/A N/A 1282125.00000000 PA USD 1280522.34000000 0.003249906945 Long LON CORP US N 2 2028-12-01 Variable 0.09111220 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYUY3 2068598.52800000 PA USD 1730816.45000000 0.004392732736 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAG0 1760000.00000000 PA USD 1828682.24000000 0.004641111620 Long DBT CORP US N 2 2032-04-23 Fixed 0.06875000 N N N N N N MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC N/A 55821YAA4 27525000.00000000 PA USD 27551616.68000000 0.069924739002 Long ABS-CBDO CORP KY N 2 2037-04-25 Variable 0.06800210 N N N N N N LCPR SENIOR SECURED FINANCING DAC 549300LE5FM8IKMXSP90 50201DAD5 5432000.00000000 PA USD 4386848.44000000 0.011133620062 Long DBT CORP IE N 2 2029-07-15 Fixed 0.05125000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BV5 525000.00000000 PA USD 514662.75000000 0.001306190445 Long DBT NUSS PA N 2 2054-03-28 Fixed 0.06853000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYX38 672904.57700000 PA USD 668924.48000000 0.001697699638 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NF78 117557.49900000 PA USD 111659.58000000 0.000283386890 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128P8DR9 37776.78100000 PA USD 35745.40000000 0.000090720185 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.03000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2020-HR8 N/A 61692BAJ9 756000.00000000 PA USD 525172.86000000 0.001332864622 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 0.02500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BFQ0 96734.30150000 PA USD 96291.44000000 0.000244383256 Long ABS-CBDO USGA US N 2 2060-08-20 Variable 0.05746400 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCD0 1450000.00000000 PA USD 1503151.66000000 0.003814929945 Long DBT CORP US N 2 2033-07-15 Fixed 0.05550000 N N N N N N KOPPERS INC LTO4ZL5EBDR1NE6FGJ36 50060JAG5 3049296.15000000 PA USD 3056919.39000000 0.007758321153 Long LON CORP US N 2 2030-04-10 Variable 0.08340000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAS4 27715914.28500000 PA USD 27493078.33000000 0.069776171355 Long LON CORP US N 2 2030-11-06 Variable 0.08593570 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376KTJ5 3235.75710000 PA USD 3362.66000000 0.000008534276 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X4KG0 4287663.72000000 PA USD 4310539.26000000 0.010939950864 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375BWX1 38.68910000 PA USD 40.15000000 0.000000101898 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375UDY3 205173.01270000 PA USD 204933.25000000 0.000520111185 Long ABS-CBDO USGA US N 2 2063-12-20 Variable 0.06046400 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408GBA4 407.48730000 PA USD 427.92000000 0.000001086041 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31296RHY7 8883.20750000 PA USD 9021.96000000 0.000022897320 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335AFU7 1687042.41600000 PA USD 1638640.66000000 0.004158794810 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138LQAE4 14776.34210000 PA USD 14438.43000000 0.000036644072 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N TOPGOLF CALLAWAY BRANDS CORP 5493005UB0KFRKBPCU72 89071LAB6 4884362.50000000 PA USD 4833467.44000000 0.012267118592 Long LON CORP US N 2 2030-03-18 Variable 0.08246740 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 313920CW8 16012.15380000 PA USD 16250.66000000 0.000041243429 Long ABS-CBDO USGSE US N 2 2031-07-25 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212PUV2 41.42710000 PA USD 42.50000000 0.000000107863 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M8KV7 18482.96610000 PA USD 17964.24000000 0.000045592416 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JPAU9 231521.04000000 PA USD 221947.23000000 0.000563291886 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.03000000 N N N N N N BX COML MTG TR 2024-XL4 N/A 05611VAC5 3588198.35000000 PA USD 3565772.11000000 0.009049766009 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.07128430 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402N3R7 19324.88440000 PA USD 19262.72000000 0.000048887899 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A4KM6 7214.90480000 PA USD 7050.34000000 0.000017893439 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LKV7 369565.87570000 PA USD 368305.18000000 0.000934741648 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAG6 2510000.00000000 PA USD 2496703.20000000 0.006336518167 Long EP CORP US N 2 N N N ARSENAL AIC PARENT LLC N/A 04287KAF8 2908061.62000000 PA USD 2911696.70000000 0.007389752629 Long LON CORP US N 2 2030-08-19 Variable 0.08560170 N N N N N N COMM 2015-LC19 MTG TR N/A 200474AE4 2184000.00000000 PA USD 1945366.77000000 0.004937251604 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 0.02867000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389SUT9 231.17490000 PA USD 240.90000000 0.000000611393 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.07000000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAN6 480000.00000000 PA USD 468988.80000000 0.001190272056 Long DBT CORP KY N 2 2029-04-11 Fixed 0.03975000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AHNV4 13568.92410000 PA USD 13289.20000000 0.000033727379 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417AX38 3215.25750000 PA USD 3056.84000000 0.000007758119 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.03500000 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 05523UAK6 5811000.00000000 PA USD 5800967.66000000 0.014722589759 Long DBT CORP US N 2 2024-10-07 Fixed 0.03800000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 263111000.00000000 PA USD 246152675.14000000 0.624724195455 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N AMENTUM ESCROW CORP N/A 02352BAA3 2565000.00000000 PA USD 2681959.72000000 0.006806690714 Long DBT CORP US N 2 2032-08-01 Fixed 0.07250000 N N N N N N MHP 2022-MHIL MEZZ N/A N/A 6198931.00000000 PA USD 5981968.42000000 0.015181961383 Long LON CORP US N 3 2025-01-09 Variable 0.10336890 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407QGZ3 144.58830000 PA USD 150.62000000 0.000000382266 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XKEA4 13312069.20400000 PA USD 12640034.68000000 0.032079828064 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 0.03500000 N N N N N N INEOS US PETROCHEM LLC N/A N/A 1287000.00000000 PA USD 1286459.46000000 0.003264975083 Long LON CORP US N 2 2030-03-01 Variable 0.09096740 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAB1 3100000.00000000 PA USD 3066093.75000000 0.007781605258 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06151480 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAD8 2367000.00000000 PA USD 1995909.31000000 0.005065526251 Long DBT CORP US N 2 2029-06-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404NTC0 44284.19430000 PA USD 44147.42000000 0.000112044126 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31401N2T5 8002.32590000 PA USD 7974.38000000 0.000020238610 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GKF92 850466.85510000 PA USD 832810.99000000 0.002113636081 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FNS7 26.34640000 PA USD 26.61000000 0.000000067534 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 0.07500000 N N N N N N VERTICAL HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 2445000.00000000 PA USD 2448589.26000000 0.006214407194 Long DBT CORP DE N 2 2028-07-15 Fixed 0.07625000 N N N N N N DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 N/A 4500000.00000000 PA 4920605.35000000 0.012488270609 Long DBT CORP US N 2 2034-06-15 Fixed 0.03850000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AB6 5948000.00000000 PA USD 5786405.69000000 0.014685632147 Long DBT CORP US N 2 2029-03-15 Fixed 0.04625000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 21032000.00000000 PA USD 20042812.46000000 0.050867738413 Long DBT CORP US N 2 2030-06-15 Fixed 0.04100000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 2985000.00000000 PA USD 3133324.65000000 0.007952234197 Long DBT CORP CA N 2 2031-07-01 Fixed 0.07250000 N N N N N N CNT HOLDINGS I CORP 254900SYIEHMSB69WT08 N/A 4370805.90000000 PA USD 4379591.22000000 0.011115201570 Long LON CORP US N 2 2027-11-08 Variable 0.08752110 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HJJH5 247416.03700000 PA USD 254154.24000000 0.000645031799 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138M7WZ4 136024.99680000 PA USD 126919.78000000 0.000322116578 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03000000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAF3 3520000.00000000 PA USD 3677896.64000000 0.009334332921 Long DBT CORP US N 2 2030-04-01 Fixed 0.07875000 N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5BG1 2980233.72000000 PA USD 2712299.98000000 0.006883692902 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3K7 10279000.00000000 PA USD 10607466.78000000 0.026921263992 Long DBT CORP US N 2 2035-01-23 Variable 0.05499000 N N N N N N AEROPUERTOS DOMINICANOS SIGLO XXI S A 254900KJA5MXNPYB4W32 007866AE6 1095000.00000000 PA USD 1131956.25000000 0.002872853025 Long DBT CORP DO N 2 2034-06-30 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FJT8 1964.82610000 PA USD 2007.41000000 0.000005094714 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N SARATOGA FOOD SPECIALTIES LLC 98450064UB30ECBDEB06 N/A 1180000.00000000 PA USD 1182218.40000000 0.003000416056 Long LON CORP US N 2 2029-03-01 Variable 0.09093210 N N N N N N TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12 N/A 95002UAJ0 2055000.00000000 PA USD 1758631.80000000 0.004463326818 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 0.02092000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAY7 3027000.00000000 PA USD 2680711.65000000 0.006803523170 Long DBT CORP US N 2 2050-04-15 Fixed 0.04700000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QGYS0 1808697.37100000 PA USD 1491034.77000000 0.003784177834 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418BJ49 10732.18670000 PA USD 10949.04000000 0.000027788161 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 0.05000000 N N N N N N PRPM 2024-RPL2 LLC N/A 69381DAA3 11008283.04000000 PA USD 10609068.76000000 0.026925329744 Long ABS-CBDO CORP US N 2 2054-05-25 Variable 0.03500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374F2L7 221929.05080000 PA USD 220834.54000000 0.000560467930 Long ABS-CBDO USGA US N 2 2034-04-20 Fixed 0.05000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 N/A 362548AB5 1648812.95000000 PA USD 1648978.82000000 0.004185032586 Long ABS-CBDO CORP US N 2 2025-10-20 Fixed 0.05440000 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 62983PAA3 1008639.70000000 PA USD 1063277.71000000 0.002698550042 Long DBT CORP MH N 2 2033-12-31 Fixed 0.06067000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BH4 2445000.00000000 PA USD 2401886.34000000 0.006095877326 Long DBT CORP LR N 2 2026-07-01 Fixed 0.04250000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31300MH89 62318.60100000 PA USD 64110.26000000 0.000162708898 Long ABS-MBS USGSE US N 2 2042-10-01 Variable 0.06601000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L5FH1 244853.23230000 PA USD 226508.14000000 0.000574867266 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EYLA7 142854.61300000 PA USD 137840.24000000 0.000349832204 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N DERBY BUYER LLC 2549003XRO7JUBUWQX87 24968CAD5 2912700.00000000 PA USD 2916340.88000000 0.007401539345 Long LON CORP US N 2 2030-11-01 Variable 0.08842330 N N N N N N BENCHMARK 2022-B35 MTG TR N/A 08163RAS5 1701000.00000000 PA USD 1115520.05000000 0.002831138704 Long ABS-MBS CORP US N 2 2055-05-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GSD3 161215.71770000 PA USD 153090.33000000 0.000388536233 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296XYZ1 28712.74840000 PA USD 29133.38000000 0.000073939181 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.05000000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAF3 1268000.00000000 PA USD 1151257.52000000 0.002921838763 Long DBT CORP US N 2 2029-07-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FBT8 1.78760000 PA USD 1.79000000 0.000000004542 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335BSG2 2800024.67100000 PA USD 2662699.70000000 0.006757809667 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 0.03500000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBK3 930000.00000000 PA USD 997134.38000000 0.002530681305 Long DBT CORP CL N 2 2036-01-26 Fixed 0.06440000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31411WNZ6 748.45010000 PA USD 790.24000000 0.000002005592 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 0.06500000 N N N N N N SEVERN TRENT WATER UTIL FIN 213800KY9PT6WBH33232 N/A 1170000.00000000 PA 1438303.93000000 0.003650349381 Long DBT CORP GB N 2 2034-11-30 Fixed 0.04625000 N N N N N N EMPRESA NACIONAL DEL PETROLEO 549300YP3P0JZBLIV197 29245JAN2 1065000.00000000 PA USD 1112925.00000000 0.002824552586 Long DBT CORP CL N 2 2033-05-10 Fixed 0.06150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291BTQ0 1448.06410000 PA USD 1479.78000000 0.000003755613 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389VQU4 149.64880000 PA USD 156.66000000 0.000000397595 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MZX6 59.15390000 PA USD 60.17000000 0.000000152708 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419MBT7 28895.16510000 PA USD 28192.85000000 0.000071552159 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KHW3 145.89680000 PA USD 148.67000000 0.000000377317 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31392CVK7 16610.17180000 PA USD 17185.29000000 0.000043615477 Long ABS-CBDO USGSE US N 2 2032-04-25 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q8K87 89727.43600000 PA USD 88607.88000000 0.000224882733 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406MA71 16163.65660000 PA USD 16393.03000000 0.000041604757 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 0.06755000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QNGS2 1140562.21960000 PA USD 1073942.78000000 0.002725617500 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 0.03500000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A 57200000.00000000 NC USD 2299229.50000000 0.005835338977 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 N/A N/A NC USD N/A N/A DIR CORP US 2034-08-31 0.00000000 USD 0.00000000 USD 57200000.00000000 USD 1.00000000 3.45500000 USD 2029-08-29 XXXX 42689.50000000 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 495000.00000000 PA USD 502724.97000000 0.001275892907 Long DBT CORP US N 2 2029-08-01 Fixed 0.06750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UHQ3 262.47830000 PA USD 268.77000000 0.000000682125 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAJ7 4732000.00000000 PA USD 4226647.01000000 0.010727036183 Long DBT CORP CA N 2 2044-12-01 Fixed 0.05650000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 N/A 9306541.41100000 PA USD 9315289.56000000 0.023641777496 Long LON CORP US N 2 2028-07-30 Variable 0.08842550 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140EXER0 810866.08700000 PA USD 785444.46000000 0.001993422001 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206MPJ0 47.87530000 PA USD 47.86000000 0.000000121466 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FZD2 1072.09340000 PA USD 1106.75000000 0.000002808880 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N LCCM 2017-LC26 MTG TR N/A 50190DAG1 2924025.81400000 PA USD 2797028.36000000 0.007098729643 Long ABS-MBS CORP US N 2 2050-07-12 Fixed 0.03289000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDW5 635000.00000000 PA USD 642543.80000000 0.001630746683 Long DBT NUSS DO N 2 2048-02-15 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GF2Z9 199456.96220000 PA USD 199436.98000000 0.000506161904 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176W7F2 3392.24000000 PA USD 3225.83000000 0.000008187008 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N ACPRODUCTS HOLDINGS INC 254900KTNXVUUHWHBF39 00488YAB2 11713072.44400000 PA USD 8792183.57000000 0.022314158495 Long LON CORP US N 2 2028-05-17 Variable 0.09846190 N N N N N N CLECO CORPORATE HLDGS LLC 5493002H80P81B3HXL31 18551PAE9 12555000.00000000 PA USD 11447691.18000000 0.029053714968 Long DBT CORP US N 2 2029-09-15 Fixed 0.03375000 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AR2 760000.00000000 PA USD 753443.78000000 0.001912205743 Long DBT CORP US N 2 2032-04-01 Fixed 0.05375000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 15793000.00000000 PA USD 15130387.47000000 0.038400229181 Long DBT CORP US N 2 2027-03-15 Fixed 0.03755000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZM9 64036000.00000000 PA USD 56643376.15000000 0.143758289740 Long DBT CORP US N 2 2033-02-24 Variable 0.03102000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMGY4 1597908.78200000 PA USD 1432460.19000000 0.003635518237 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.02500000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327TAA9 8084000.00000000 PA USD 8294636.70000000 0.021051407367 Long DBT CORP US N 2 2028-02-15 Fixed 0.10500000 N N N N N N NYT MORTGAGE TRUST 2019 N/A 62954PAQ3 1385000.00000000 PA USD 933539.72000000 0.002369280976 Long ABS-MBS CORP US N 2 2035-12-15 Variable 0.08634000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283G7J0 37.22000000 PA USD 38.08000000 0.000000096645 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 0.08500000 N N N N N N BMO 2024-5C3 MTG TR N/A 09660QAY0 280000.00000000 PA USD 287556.28000000 0.000729804644 Long ABS-MBS CORP US N 2 2057-02-15 Variable 0.06859227 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWAV5 33757287.65000000 PA USD 26409497.51000000 0.067026092952 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.01500000 N N N N N N PKHL COML MTG TR 2021-MF N/A 69356GAQ2 986000.00000000 PA USD 645846.37000000 0.001639128454 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.08801480 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RXE4 127230.50300000 PA USD 123415.56000000 0.000313223028 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BX37 30743.00620000 PA USD 30995.34000000 0.000078664750 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNKR3 1643248.97100000 PA USD 1467005.26000000 0.003723192040 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03000000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAT6 10790000.00000000 PA USD 10058869.60000000 0.025528949520 Long DBT NUSS SA N 2 2030-10-22 Fixed 0.03250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYLF2 500267.27600000 PA USD 482162.45000000 0.001223706175 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 695000.00000000 PA USD 686823.12000000 0.001743125565 Long DBT CORP US N 2 2030-08-01 Fixed 0.05125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138E0JS9 20867.47770000 PA USD 20428.88000000 0.000051847560 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 0.04000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 2845000.00000000 PA USD 2978931.22000000 0.007560390756 Long DBT CORP US N 2 2032-03-01 Fixed 0.07250000 N N N N N N COMM 2012-LC4 MTG TR N/A 126192AG8 166000.00000000 PA USD 147624.28000000 0.000374663649 Long ABS-MBS CORP US N 2 2044-12-10 Variable 0.05479908 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 4365000.00000000 PA USD 4173020.32000000 0.010590934104 Long DBT CORP US N 2 2028-04-30 Fixed 0.04125000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BT3 415000.00000000 PA USD 438247.89000000 0.001112253037 Long DBT CORP US N 2 2031-12-01 Fixed 0.07125000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAG8 9752381.07000000 PA USD 9578666.78000000 0.024310216796 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.07297690 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZQ6 40763600.57600000 PA USD 34332979.53000000 0.087135526771 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946LH7 27700.26990000 PA USD 27695.93000000 0.000070290999 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY CAP I TR 2024-BPR2 3IFG42XD94UUZ7FL2766 61776EAA1 1474815.58000000 PA USD 1528388.55000000 0.003878980013 Long ABS-MBS CORP US N 2 2029-05-05 Fixed 0.07291000 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAD7 4015000.00000000 PA USD 3643118.66000000 0.009246068004 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 N/A 2606916.37000000 PA USD 2498572.93000000 0.006341263456 Long LON CORP US N 2 2028-07-03 Variable 0.09359580 N N N N N N SBNA AUTO LEASE TRUST 2024-B N/A 78437VAE0 14000000.00000000 PA USD 14202083.00000000 0.036044235029 Long ABS-CBDO CORP US N 2 2027-11-22 Fixed 0.05560000 N N N N N N ANTICIMEX GLOBAL AB 54930005SBU6WYFBEB41 03703HAB2 1470759.09000000 PA USD 1477201.01000000 0.003749068386 Long LON CORP SE N 2 2028-11-16 Variable 0.08750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NPC6 1411.04820000 PA USD 1448.23000000 0.000003675541 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212HGQ7 366.97530000 PA USD 380.73000000 0.000000966275 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9 549300PFVBG5704L7K74 61762DBB6 920000.00000000 PA USD 814200.00000000 0.002066402242 Long ABS-MBS CORP US N 2 2046-05-15 Variable 0.03849349 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295HAZ3 14398.06800000 PA USD 14845.18000000 0.000037676385 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402K4M3 28684.23950000 PA USD 28591.71000000 0.000072564448 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417TRR1 216470.38220000 PA USD 216207.54000000 0.000548724816 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 0.04500000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1370000.00000000 PA USD 1262112.50000000 0.003203183616 Long DBT CORP NL N 2 2030-01-21 Fixed 0.03680000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAP5 3325000.00000000 PA USD 2091632.81000000 0.005308468102 Long DBT NUSS MX N 2 2071-04-19 Fixed 0.03750000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-C10 N/A 46651EAA2 1569000.00000000 PA USD 1429776.67000000 0.003628707587 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 0.03397300 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297S6M2 203.15540000 PA USD 206.85000000 0.000000524975 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.05000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAM3 1399000.00000000 PA USD 1589622.89000000 0.004034389959 Long DBT CORP US N 2 2037-03-15 Fixed 0.06450000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BYKR0 1599415.97800000 PA USD 1535325.78000000 0.003896586385 Long ABS-CBDO USGSE US N 2 2047-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206VKY2 47.94950000 PA USD 48.32000000 0.000000122633 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07500000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAB7 1480000.00000000 PA USD 1473525.00000000 0.003739738841 Long DBT CORP AE N 2 2048-09-25 Fixed 0.05625000 N N N N N N CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1 N/A 14855MAB4 7616545.01400000 PA USD 5200037.68000000 0.013197457042 Long ABS-CBDO CORP US N 2 2039-04-15 Fixed 0.05095000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329KXW9 376104.76000000 PA USD 353366.86000000 0.000896828877 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207EUP7 93.68460000 PA USD 95.36000000 0.000000242019 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136ANY68 1167481.82360000 PA USD 186535.58000000 0.000473418743 Long ABS-CBDO USGSE US N 2 2045-06-25 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DYH4 53945.11510000 PA USD 49753.21000000 0.000126271364 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03000000 N N N N N N ASP LS ACQUISITION CORP 254900NGHREGOQUFUT53 51809EAE5 575000.00000000 PA USD 235750.00000000 0.000598322683 Long LON CORP US N 2 2029-05-07 Variable 0.13096190 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 6430000.00000000 PA USD 4710488.63000000 0.011955004014 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205L4T4 6.57650000 PA USD 6.58000000 0.000000016699 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJQU5 467876.42680000 PA USD 444748.97000000 0.001128752479 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0606A4 133950000.00000000 PA USD 135834984.59000000 0.344742958468 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.06000000 N N N N N N USI INC 2549006D7UF7072T7I27 90351NAP0 6874569.17000000 PA USD 6872025.58000000 0.017440885617 Long LON CORP US N 2 2029-11-23 Variable 0.08084580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417FE95 67113.52780000 PA USD 66916.10000000 0.000169829991 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419E4N6 63753.75760000 PA USD 62404.52000000 0.000158379808 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04000000 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR8 N/A 74333TAN9 361000.00000000 PA USD 335900.86000000 0.000852500970 Long ABS-CBDO CORP US N 2 2038-10-17 Fixed 0.03181000 N N N N N N CELANESE US HLDGS LLC CD30XVRLT4QO00B1C706 15089QAY0 7713000.00000000 PA USD 8337755.93000000 0.021160841994 Long DBT CORP US N 2 2033-11-15 Fixed 0.06700000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D9JP0 772415.88300000 PA USD 692198.02000000 0.001756766815 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMBF0 3018147.74400000 PA USD 2615396.75000000 0.006637756951 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31292HF33 19.59770000 PA USD 20.57000000 0.000000052205 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402CTT9 152656.47490000 PA USD 157864.35000000 0.000400652477 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BVEX0 299942.29100000 PA USD 297349.89000000 0.000754660377 Long ABS-CBDO USGSE US N 2 2043-04-15 Fixed 0.04000000 N N N N N N CONNECT US FINCO LLC N/A N/A 2240890.15800000 PA USD 2176464.57000000 0.005523767217 Long LON CORP US N 2 2029-09-13 Variable 0.09746740 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 1510000.00000000 PA USD 1537275.13000000 0.003901533746 Long DBT CORP US N 2 2032-07-15 Fixed 0.06500000 N N N N N N PRIORITY HOLDINGS LLC N/A 74275TAF6 960000.00000000 PA USD 956400.00000000 0.002427299318 Long LON CORP US N 2 2031-05-16 Variable 0.09807650 N N N N N N LEIA FINCO US LLC N/A N/A 2465000.00000000 PA USD 2411583.45000000 0.006120488147 Long LON CORP US N 2 2032-07-02 Variable 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBKL3 22490412.91100000 PA USD 20871456.28000000 0.052970798408 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 0.03500000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03835EAH7 6553178.48500000 PA USD 6559338.47000000 0.016647300079 Long LON CORP US N 2 2030-08-19 Variable 0.07746740 N N N N N N LEVI STRAUSS and CO MB0UERO0RDFKU8258G77 52736RBJ0 450000.00000000 PA USD 405939.92000000 0.001030256891 Long DBT CORP US N 2 2031-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FUY1 854.57340000 PA USD 885.69000000 0.000002247840 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ARH3 1563394.17730000 PA USD 1530989.08000000 0.003885580039 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 0.04000000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 N/A 2550000.00000000 PA 2952992.27000000 0.007494558891 Long DBT CORP DE N 2 2033-05-26 Fixed 0.04625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176QUS1 1571.88900000 PA USD 1596.17000000 0.000004051006 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.05000000 N N N N N N INVESCO US CLO 2024-1 LTD N/A 46148JAA2 21493000.00000000 PA USD 21576306.87000000 0.054759676865 Long ABS-CBDO CORP KY N 2 2037-04-15 Variable 0.06851370 N N N N N N BBCMS 2022 N/A 05552FBA4 2126000.00000000 PA USD 1954265.76000000 0.004959836832 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 0.03662000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RYZ6 149481.67400000 PA USD 145300.01000000 0.000368764758 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 0.03000000 N N N N N N BAKELITE US HOLDCO INC 549300UCYL2XSFT5Y041 05710LAC7 2308027.16000000 PA USD 2315251.29000000 0.005876001544 Long LON CORP US N 2 2029-05-29 Variable 0.08834580 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31368HJ53 304.41680000 PA USD 309.59000000 0.000000785725 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 0.07500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 8225000.00000000 PA USD 7917508.38000000 0.020094272994 Long DBT CORP CA N 2 2025-11-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEFC1 3286925.33200000 PA USD 2958920.75000000 0.007509605101 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFC0 11000000.00000000 PA USD 10447421.82000000 0.026515077227 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402UJZ6 10774.56050000 PA USD 10741.92000000 0.000027262500 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N MEGLOBAL BV 549300WBVLU2FILR7W19 29441WAD7 1085000.00000000 PA USD 1001929.69000000 0.002542851582 Long DBT CORP NL N 2 2028-04-28 Fixed 0.02625000 N N N N N N ZF NORTH AMER CAP INC 529900JYGMS9CW9IQX78 98877DAD7 1040000.00000000 PA USD 1074465.60000000 0.002726944393 Long DBT CORP US N 2 2028-04-14 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416XAB6 1800909.93060000 PA USD 1762835.99000000 0.004473996859 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XTLQ9 44673.32300000 PA USD 43154.30000000 0.000109523633 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31377K3J2 1212.87520000 PA USD 1236.49000000 0.000003138154 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A2AX7 180218.40570000 PA USD 176440.74000000 0.000447798502 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HNCX5 75539.04580000 PA USD 71837.54000000 0.000182320380 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMWQ2 100765.10100000 PA USD 96062.37000000 0.000243801887 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.02500000 N N N N N N TNT CRANE and RIGGING LLC N/A N/A 936343.30220000 PA USD 866960.26000000 0.002200305361 Long LON CORP US N 3 2025-04-16 Variable 0.14343170 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLES5 29587938.18900000 PA USD 26492767.65000000 0.067237428746 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02000000 N N N N N N SITIO ROYAL OP / SIT FIN N/A 82983MAB6 1230000.00000000 PA USD 1295464.29000000 0.003287828929 Long DBT CORP US N 2 2028-11-01 Fixed 0.07875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVY2 19698.38200000 PA USD 17032.83000000 0.000043228541 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 0.02000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BR6 690000.00000000 PA USD 831450.00000000 0.002110181951 Long DBT NUSS ID N 2 2044-01-15 Fixed 0.06750000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 600000.00000000 PA USD 605567.92000000 0.001536903596 Long DBT CORP US N 2 2027-06-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206K7A3 69.75410000 PA USD 70.02000000 0.000000177707 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BSD8 629.52970000 PA USD 644.50000000 0.000001635711 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YAH5 35202.47130000 PA USD 35067.47000000 0.000088999629 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BK7 1930000.00000000 PA USD 1933298.37000000 0.004906622558 Long DBT CORP LR N 2 2027-07-15 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417C2P9 447402.62830000 PA USD 413956.33000000 0.001050602172 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03000000 N N N N N N BONOS PARA LA RECONSTRUCCION DE UNA ARGENTINA LIBRE N/A N/A 2369669.50000000 PA USD 1925735.62000000 0.004887428646 Long DBT NUSS AR N 2 2025-06-30 Fixed 0.00000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JCK8 80.19840000 PA USD 81.81000000 0.000000207630 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402WLE6 29453.60030000 PA USD 29357.13000000 0.000074507048 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N DA VINCI PURCHASER CORP 254900CEZYHAWVXDTS47 23343FAD6 2187260.56000000 PA USD 2189535.31000000 0.005556940155 Long LON CORP US N 2 2027-01-08 Variable 0.08746740 N N N N N N MARSH and MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BH4 5849000.00000000 PA USD 5681855.53000000 0.014420288638 Long DBT CORP US N 2 2039-03-15 Fixed 0.04750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31386STY3 114.08570000 PA USD 118.38000000 0.000000300443 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 0.07000000 N N N N N N BENCHMARK 2019-B9 MTG TR N/A 08160KAF1 2500000.00000000 PA USD 2389715.75000000 0.006064988927 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 0.02859000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARLM1 12455.21720000 PA USD 12160.75000000 0.000030863425 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GSRN4 250520.61100000 PA USD 247551.37000000 0.000628274018 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DL6 7038000.00000000 PA USD 7454029.27000000 0.018917984279 Long DBT CORP US N 2 2034-05-01 Fixed 0.06528000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 3900000.00000000 PA 4558566.46000000 0.011569432517 Long DBT CORP CH N 2 2029-11-15 Variable 0.02125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L67D7 923670.34590000 PA USD 875203.70000000 0.002221226834 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133CCKM7 4424904.76200000 PA USD 4616968.20000000 0.011717653454 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AWP8 686958.41590000 PA USD 706708.47000000 0.001793593671 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 0.06444000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371LBU2 32080.31100000 PA USD 31974.68000000 0.000081150270 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-VINO N/A 05610HAC7 11422699.33800000 PA USD 11244219.66000000 0.028537313586 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.06649190 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31342AU64 25922.86050000 PA USD 26151.16000000 0.000066370444 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 0.06782000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KQVF0 14513753.06800000 PA USD 14146703.16000000 0.035903683536 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136BLYE4 3002880.85600000 PA USD 2683551.20000000 0.006810729818 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212NTV9 1018.30590000 PA USD 1052.38000000 0.000002670892 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GUMS3 120233.32200000 PA USD 118770.71000000 0.000301434612 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NWZ4 49.92110000 PA USD 49.91000000 0.000000126669 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 183189000.00000000 PA USD 159617726.97000000 0.405102467422 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371HNH7 415.03760000 PA USD 431.35000000 0.000001094746 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.07500000 N N N N N N AMERICAN ROCK SALT CO LLC 549300FBKBNV4GSVVR46 02932JAP2 751128.20200000 PA USD 591889.02000000 0.001502187175 Long LON CORP US N 2 2028-06-04 Variable 0.09318790 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CJ1 24687000.00000000 PA USD 22438363.13000000 0.056947536100 Long DBT CORP US N 2 2033-04-01 Fixed 0.04400000 N N N N N N PG INVESTMENT CO 59 SARL 254900XMCCB3IEZ2A005 91728NAB5 4255000.00000000 PA USD 4265637.50000000 0.010825992257 Long LON CORP LU N 2 2031-03-24 Variable 0.08834580 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QV2M2 41359.84510000 PA USD 40082.74000000 0.000101728155 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AEAZ3 8873.32420000 PA USD 9001.32000000 0.000022844937 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31400RDY4 217.68860000 PA USD 220.52000000 0.000000559669 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 0.07260000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBG7 19314902.45700000 PA USD 15110718.42000000 0.038350310035 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5AR0 112852.77050000 PA USD 112454.51000000 0.000285404386 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N BANK 2018-BNK15 N/A 06036FAL5 735000.00000000 PA USD 516573.66000000 0.001311040247 Long ABS-MBS CORP US N 2 2061-11-15 Fixed 0.03000000 N N N N N N ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC N/A 013092AG6 4205000.00000000 PA USD 3894455.70000000 0.009883949880 Long DBT CORP US N 2 2029-03-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QU2H8 10430856.51000000 PA USD 10746703.89000000 0.027274641389 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06500000 N N N N N N ZIGGO BOND CO 213800JYI4P7V5QDOG59 98954UAB9 243000.00000000 PA USD 242300.65000000 0.000614947932 Long DBT CORP NL N 2 2027-01-15 Fixed 0.06000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DT5 19550000.00000000 PA USD 19549008.42000000 0.049614486416 Long DBT CORP US N 2 2029-09-15 Fixed 0.04650000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBB5 4353476.27000000 PA USD 4309157.88000000 0.010936444985 Long LON CORP US N 2 2028-08-19 Variable 0.09346740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BRKU7 1248697.81000000 PA USD 1215557.62000000 0.003085029466 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.04500000 N N N N N N HILTON DOMESTIC OPERATING CO INC 5493003EG7H0N1E4XV50 432833AQ4 1755000.00000000 PA USD 1799343.59000000 0.004566651473 Long DBT CORP US N 2 2032-04-01 Fixed 0.06125000 N N N N N N BXP TR 2021-601L N/A 05607TAL6 336000.00000000 PA USD 230732.11000000 0.000585587508 Long ABS-MBS CORP US N 2 2044-01-15 Variable 0.02867975 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193SYE3 59476.41200000 PA USD 56135.50000000 0.000142469323 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418CVE1 2014194.01000000 PA USD 1939086.13000000 0.004921311628 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N DK TR 2024-SPBX N/A 23346LAN8 2848000.00000000 PA USD 2831418.66000000 0.007186010647 Long ABS-MBS CORP US N 2 2034-03-15 Variable 0.09336890 N N N N N N BENCHMARK 2020 MORTGAGE TRUST N/A 08163BBA8 1043000.00000000 PA USD 873723.81000000 0.002217470941 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 0.01973000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 5145000.00000000 PA USD 3955940.08000000 0.010039994415 Long DBT CORP US N 2 2028-02-01 Fixed 0.05375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AXFN6 760031.64970000 PA USD 743685.27000000 0.001887439093 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140Q9YC1 1032562.88500000 PA USD 1060684.01000000 0.002691967350 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390HDT9 645.41760000 PA USD 674.33000000 0.000001711418 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390F5F2 115.54660000 PA USD 120.97000000 0.000000307016 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 0.07000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780AT3 4030000.00000000 PA USD 5240007.50000000 0.013298898611 Long DBT NUSS ID N 2 2035-10-12 Fixed 0.08500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 20758000.00000000 PA USD 21316539.87000000 0.054100400138 Long DBT CORP US N 2 2029-01-09 Fixed 0.05583000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 1995000.00000000 PA USD 2110959.38000000 0.005357518050 Long DBT CORP SG N 2 2029-04-27 Fixed 0.08960000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AKL3 15.24150000 PA USD 15.26000000 0.000000038729 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AA1 3815000.00000000 PA USD 3904286.26000000 0.009908899390 Long DBT CORP US N 2 2028-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WRTX8 14741.93110000 PA USD 13592.89000000 0.000034498131 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207QAC1 362.06800000 PA USD 365.37000000 0.000000927292 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N PBF HLDG CO LLC / PBF FIN CORP N/A 69318FAL2 5980000.00000000 PA USD 6218380.74000000 0.015781965004 Long DBT CORP US N 2 2030-09-15 Fixed 0.07875000 N N N N N N CROWNROCK L P / CROWNROCK FIN INC N/A 228701AG3 2795000.00000000 PA USD 2833545.85000000 0.007191409357 Long DBT CORP US N 2 2029-05-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M1SP0 1814575.19900000 PA USD 1618255.04000000 0.004107057042 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.03000000 N N N N N N TURKIYE IHRACAT KREDI BANKASI AS 789000JVRVYLAXGDWR11 90015LAH0 1080000.00000000 PA USD 1142100.00000000 0.002898597397 Long DBT CORP TR N 2 2027-01-28 Fixed 0.09000000 N N N N N N ANASTASIA PARENT LLC 254900JLBMA86EYGCG20 03275UAB1 5509568.39100000 PA USD 3935429.61000000 0.009987939783 Long LON CORP US N 2 2025-08-10 Variable 0.09346190 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAH4 37550000.00000000 PA USD 37060542.88000000 0.094057957406 Long DBT CORP KY N 2 2025-02-15 Fixed 0.02875000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133TLBA5 5413.84270000 PA USD 5510.40000000 0.000013985142 Long ABS-CBDO USGSE US N 2 2029-06-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417Y2Z9 29549.42080000 PA USD 30172.77000000 0.000076577105 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 0.05000000 N N N N N N SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC N/A 87190GAC5 28188399.23000000 PA USD 28216587.63000000 0.071612404763 Long ABS-CBDO CORP KY N 2 2033-04-20 Variable 0.06623620 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2K0 5210000.00000000 PA USD 4542468.75000000 0.011528577268 Long DBT CORP SA N 2 2030-11-24 Fixed 0.02250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8AY0 57027.14030000 PA USD 55888.17000000 0.000141841611 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EL80 19640.81440000 PA USD 19207.91000000 0.000048748794 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179RVC0 161816.79400000 PA USD 156964.80000000 0.000398369460 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7AM1 8668968.15900000 PA USD 7497762.82000000 0.019028978022 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31307UH50 74627.59980000 PA USD 72164.78000000 0.000183150900 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CKW0 365220000.00000000 PA USD 374807025.00000000 0.951243032443 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 N/A 3616734.96000000 PA USD 3628778.69000000 0.009209673818 Long LON CORP US N 2 2027-09-01 Variable 0.07996740 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 235000.00000000 PA USD 238511.84000000 0.000605332106 Long DBT CORP FR N 2 2028-10-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31395VV55 1772.42380000 PA USD 1769.15000000 0.000004490021 Long ABS-CBDO USGSE US N 2 2025-07-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4HT0 10499.32770000 PA USD 10239.73000000 0.000025987964 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N ONTARIO GAMING GTA LP/OTG CO-ISSUER INC N/A 68306MAA7 97000.00000000 PA USD 99977.71000000 0.000253738840 Long DBT CORP CA N 2 2030-08-01 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QFA74 34133695.13600000 PA USD 29618124.71000000 0.075169441566 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 0.02500000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CT1 44910000.00000000 PA USD 39366421.88000000 0.099910172509 Long DBT NUSS ID N 2 2050-10-15 Fixed 0.04200000 N N N N N N CIA DE MINAS BUENAVENTURA SAA 529900WQB1ZU9KB6EL71 204448AA2 1420000.00000000 PA USD 1388050.00000000 0.003522807213 Long DBT CORP PE N 2 2026-07-23 Fixed 0.05500000 N N N N N N OCP CLO 2021-21 LTD 2549000M7NBNQ7XU2038 670897AA5 325000.00000000 PA USD 324792.65000000 0.000824308843 Long ABS-CBDO CORP KY N 2 2034-07-20 Variable 0.11823620 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 3005000.00000000 PA USD 1981669.49000000 0.005029386242 Long DBT CORP US N 2 2030-12-01 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H0526A1 70150000.00000000 PA USD 70582278.33000000 0.179134583924 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M9C67 28483.75530000 PA USD 27141.39000000 0.000068883602 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MJZR4 59755.66770000 PA USD 55929.26000000 0.000141945895 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7RM3 603078.74800000 PA USD 584080.08000000 0.001482368444 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYVF3 4220116.25900000 PA USD 3655652.08000000 0.009277877249 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376KFA9 39842.30830000 PA USD 39718.47000000 0.000100803654 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BG2 1660000.00000000 PA USD 1608639.60000000 0.004082653496 Long LON CORP US N 2 2029-01-31 Variable 0.08861220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31382GHR1 45.69930000 PA USD 47.42000000 0.000000120349 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HLF1 205.13370000 PA USD 210.14000000 0.000000533325 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYDE4 147996.07500000 PA USD 146639.07000000 0.000372163231 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140X7HG7 47288127.54300000 PA USD 42611624.92000000 0.108146348927 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 0.03000000 N N N N N N ADVANTAGE SALES and MARKETING INC DEL 549300T4O24KQDED1182 00775PAA5 5155000.00000000 PA USD 4833127.47000000 0.012266255763 Long DBT CORP US N 2 2028-11-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403GJL7 13175.38790000 PA USD 13133.65000000 0.000033332601 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.04500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 13756000.00000000 PA USD 14136727.01000000 0.035878364525 Long DBT CORP US N 2 2033-03-02 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140FSU50 73603.32120000 PA USD 68811.06000000 0.000174639313 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 0.03500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 1870000.00000000 PA USD 1944166.07000000 0.004934204282 Long DBT CORP US N 2 2029-05-15 Fixed 0.08500000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAL9 500000.00000000 PA USD 496718.70000000 0.001260649270 Long DBT CORP US N 2 2025-03-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MLT8 3946.47390000 PA USD 3979.49000000 0.000010099763 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31379FYH1 89.09450000 PA USD 92.45000000 0.000000234633 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 0.07000000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAN5 13367000.00000000 PA USD 13495760.84000000 0.034251621795 Long DBT CORP IE N 2 2025-07-15 Fixed 0.06500000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04621HAW3 7660800.00000000 PA USD 7673287.10000000 0.019474450591 Long LON CORP US N 2 2031-02-14 Variable 0.08746740 N N N N N N ROYAL KPN NV (KONINKLIJKE KPN) 549300YO0JZHAL7FVP81 N/A 900000.00000000 PA 999331.21000000 0.002536256759 Long DBT CORP NL N 2 2036-02-16 Fixed 0.03875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BKP61 134892.13800000 PA USD 134044.52000000 0.000340198841 Long ABS-CBDO USGSE US N 2 2044-03-15 Fixed 0.04000000 N N N N N N BARINGS CLO LTD 2023-IV N/A 06763MAA3 30407000.00000000 PA USD 30761028.70000000 0.078070079453 Long ABS-CBDO CORP KY N 2 2037-01-20 Variable 0.07032010 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 28747000.00000000 PA USD 29636518.42000000 0.075216123958 Long DBT CORP GB N 2 2030-03-12 Variable 0.05690000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M4W92 25826.83930000 PA USD 25719.16000000 0.000065274048 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31397CXF1 46996.46540000 PA USD 48299.58000000 0.000122582117 Long ABS-CBDO USGSE US N 2 2036-12-15 Fixed 0.05500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 1660000.00000000 PA USD 1726350.20000000 0.004381397598 Long DBT CORP US N 2 2032-03-01 Fixed 0.06625000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDA0 3572000.00000000 PA USD 3794950.06000000 0.009631409131 Long DBT CORP US N 2 2034-06-08 Variable 0.06377000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QBKD9 2546242.27400000 PA USD 2499833.95000000 0.006344463866 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 0.04000000 N N N N N N DRYDEN 98 CLO LTD N/A 26248AAA2 16182000.00000000 PA USD 16212794.35000000 0.041147328180 Long ABS-CBDO CORP KY N 2 2035-04-20 Variable 0.06582010 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AQ5 230000.00000000 PA USD 169625.00000000 0.000430500467 Long DBT NUSS SV N 2 2041-02-01 Fixed 0.07625000 N N N N N N ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER N/A 01883LAA1 855000.00000000 PA USD 850832.16000000 0.002159372983 Long DBT CORP US N 2 2027-10-15 Fixed 0.06750000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAR1 350000.00000000 PA USD 378765.63000000 0.000961289790 Long DBT NUSS RO N 2 2033-01-17 Fixed 0.07125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206ND36 142.15530000 PA USD 142.55000000 0.000000361785 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U2J1 10000000.00000000 PA USD 8972662.40000000 0.022772205484 Long DBT CORP US N 2 2031-02-11 Variable 0.02572000 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 N/A 5150000.00000000 NC 72261.12000000 0.000183395407 N/A DCR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 INTESA SANPAOLO SPA UNIONE DI BANCHE ITALIANE SCPA 4.375%/VAR 07/12/2029 REGS Y 2029-06-20 110210.51000000 EUR 0.00000000 EUR 5150000.00000000 EUR -40904.71000000 N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CS3 855000.00000000 PA USD 822937.50000000 0.002088577616 Long DBT NUSS ID N 2 2030-10-15 Fixed 0.03850000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AQ0 945000.00000000 PA USD 965708.73000000 0.002450924447 Long DBT CORP US N 2 2031-02-01 Fixed 0.06375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RXE9 209.27790000 PA USD 212.66000000 0.000000539721 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N ENN ENERGY HLDGS LTD 549300V7BXPWT6WIPR03 29336EAA1 2045000.00000000 PA USD 2033496.88000000 0.005160921779 Long DBT CORP KY N 2 2027-05-17 Fixed 0.04625000 N N N N N N BMO 2023-C4 MTG TR N/A 05610CAP9 520000.00000000 PA USD 454531.74000000 0.001153580701 Long ABS-MBS CORP US N 2 2056-02-15 Variable 0.06058448 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376D2H4 8.38180000 PA USD 8.47000000 0.000000021496 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406WK52 9326.95150000 PA USD 9594.25000000 0.000024349766 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 0.06163000 N N N N N N APPLIED SYS INC 549300NSKGF0SY5SWQ62 N/A 5835525.09000000 PA USD 5857408.31000000 0.014865833539 Long LON CORP US N 2 2031-02-24 Variable 0.08285600 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31394UHV7 19094.58740000 PA USD 16442.60000000 0.000041730564 Long ABS-CBDO USGSE US N 2 2035-11-25 Fixed 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMVR1 11560.86500000 PA USD 11193.20000000 0.000028407828 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 0.03000000 N N N N N N TRUIST INSURANCE HOLDINGS LLC N/A 89788VAB8 7530000.00000000 PA USD 7531581.30000000 0.019114807773 Long LON CORP US N 2 2031-05-06 Variable 0.08584580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AR3K5 45542.46890000 PA USD 44464.05000000 0.000112847718 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDSF4 10258695.10500000 PA USD 8840654.15000000 0.022437174603 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196HQG8 28143.80910000 PA USD 27203.41000000 0.000069041006 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 0.04000000 N N N N N N JPMBB COML MTG SECS TR 2014-C23 N/A 46643AAQ6 194000.00000000 PA USD 183542.82000000 0.000465823255 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 0.04709400 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 2545000.00000000 PA USD 2632603.99000000 0.006681428136 Long DBT CORP US N 2 2031-02-01 Fixed 0.06875000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE 2018-C43 C 549300RVQJTKIK3XGD11 95001LAZ5 401000.00000000 PA USD 367734.92000000 0.000933294354 Long ABS-MBS CORP US N 2 2051-03-15 Fixed 0.04514000 N N N N N N EMPRESA NACIONAL DEL PETROLEO 549300YP3P0JZBLIV197 29245JAP7 730000.00000000 PA USD 757375.00000000 0.001922182999 Long DBT CORP CL N 2 2034-07-30 Fixed 0.05950000 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 13528000.00000000 PA USD 12007582.26000000 0.030474692840 Long DBT CORP US N 2 2030-05-15 Fixed 0.03625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATL96 141999.14350000 PA USD 134749.18000000 0.000341987236 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N EMERGENT BIOSOLUTIONS INC 549300YW6TUOX8BE5103 29089QAC9 7790000.00000000 PA USD 5783867.79000000 0.014679191073 Long DBT CORP US N 2 2028-08-15 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3140KVSL5 73870.81500000 PA USD 58414.99000000 0.000148254564 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36194GPG3 43489.71480000 PA USD 42036.55000000 0.000106686835 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QD6M1 3766613.62400000 PA USD 3123914.08000000 0.007928350602 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HUD1 200.84830000 PA USD 205.15000000 0.000000520661 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 29000000.00000000 PA USD 29354727.13000000 0.074500950593 Long DBT CORP US N 2 2033-07-15 Fixed 0.05050000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MNJ5 18052.57300000 PA USD 17594.71000000 0.000044654566 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 0.04000000 N N N N N N ANHEUSER BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 36395000.00000000 PA USD 39954264.31000000 0.101402089625 Long DBT CORP US N 2 2059-01-23 Fixed 0.05800000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 31394EB64 3808.78210000 PA USD 3975.07000000 0.000010088545 Long ABS-CBDO USGSE US N 2 2035-08-25 Variable 0.03345368 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31381C5S2 603.65350000 PA USD 609.69000000 0.000001547365 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPPC6 5889539.46500000 PA USD 5272591.36000000 0.013381594953 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416VBL7 922039.65080000 PA USD 919202.07000000 0.002332892678 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31387QL81 14062.87450000 PA USD 14592.12000000 0.000037034131 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SM46 1119189.48500000 PA USD 1086245.92000000 0.002756842305 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 0.03000000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 1412.06000000 0.000003583743 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 222000.00000000 EUR 247136.84000000 USD 2024-10-03 1412.06000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378QY39 318.98030000 PA USD 327.36000000 0.000000830824 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132D57D8 197367.27200000 PA USD 174753.19000000 0.000443515578 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQAB8 4332162.61000000 PA USD 4526969.57000000 0.011489241060 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FB43 41.88950000 PA USD 41.88000000 0.000000106289 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 0.07000000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 2475000.00000000 PA USD 2446216.84000000 0.006208386101 Long DBT CORP US N 2 2031-09-20 Fixed 0.09875000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38381RQS1 2127703.32900000 PA USD 2095096.28000000 0.005317258230 Long ABS-CBDO USGA US N 2 2049-02-20 Variable 0.05900160 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851AP4 9562000.00000000 PA USD 10030931.19000000 0.025458043118 Long DBT CORP US N 2 2039-10-15 Fixed 0.06000000 N N N N N N BENCHMARK 2023-V3 MTG TR N/A 08163VAC1 2200000.00000000 PA USD 2310979.88000000 0.005865160902 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 0.06362900 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SFT9 32047.67100000 PA USD 31121.18000000 0.000078984126 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 0.03000000 N N N N N N GLP CAP LP / GLP FING II INC N/A 361841AJ8 1040000.00000000 PA USD 1037336.25000000 0.002632711807 Long DBT CORP US N 2 2025-06-01 Fixed 0.05250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EQJ1 85275.71700000 PA USD 83367.79000000 0.000211583625 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AQ2 470000.00000000 PA USD 478137.11000000 0.001213490047 Long DBT CORP US N 2 2030-01-15 Fixed 0.06375000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417LCN3 210820.13830000 PA USD 206619.80000000 0.000524391572 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 0.04000000 N N N N N N MHP COML MTG TR 2021-STOR N/A 55293BAR6 1281000.00000000 PA USD 1259325.35000000 0.003196109957 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.09401480 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379AEF3 1920255.36560000 PA USD 1779726.28000000 0.004516863640 Long ABS-CBDO USGA US N 2 2044-02-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31388UFT2 536.70390000 PA USD 560.71000000 0.000001423056 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMFZ0 14956.62620000 PA USD 15200.07000000 0.000038577080 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 2550000.00000000 PA 2853869.23000000 0.007242989163 Long DBT CORP US N 2 2035-03-21 Variable 0.03955000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ESL3 16256.37900000 PA USD 16201.13000000 0.000041117724 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CJF9 787066000.00000000 PA USD 820547047.80000000 2.082510758734 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N MISC CAPITAL TWO LABUAN LIMITED 9845000ED8376T875113 60475DAB7 2601000.00000000 PA USD 2536885.35000000 0.006438498620 Long DBT CORP MY N 2 2027-04-06 Fixed 0.03750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A2ME6 98717.63600000 PA USD 96543.47000000 0.000245022897 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N BBCMS MTG TR 2021-C12 N/A 05552XBG2 501000.00000000 PA USD 438248.95000000 0.001112255727 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 0.02689000 N N N N N N ALLY AUTO RECEIVABLES TRUST 2024-1 N/A 02008FAC8 14218000.00000000 PA USD 14338361.06000000 0.036390102493 Long ABS-CBDO CORP US N 2 2028-12-15 Fixed 0.05080000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213R6S1 366.37390000 PA USD 377.79000000 0.000000958813 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZD8 575.19660000 PA USD 589.85000000 0.000001497012 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N BXSC 2022-WSS F N/A 05610BAQ9 2721000.00000000 PA USD 2697959.66000000 0.006847297828 Long ABS-MBS CORP US N 2 2035-03-15 Variable 0.10666000 N N N N N N MARLETTE FDG TR 2023-3 N/A 57109RAA8 2512657.06000000 PA USD 2514823.47000000 0.006382506580 Long ABS-CBDO CORP US N 2 2033-09-15 Fixed 0.06490000 N N N N N N FRANKLIN BSP REALTY TRUST INC/DUPE 549300LH3QNZK9Y1KC93 35243J200 34000.00000000 NS USD 748000.00000000 0.001898389680 Long EP CORP US N 1 N N N GS MTG-BACKED SECS TR 2024-RPL2 N/A 36269MAA9 4103646.04000000 PA USD 3974656.54000000 0.010087495932 Long ABS-CBDO CORP US N 2 2061-07-25 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CS23 42.97100000 PA USD 43.04000000 0.000000109233 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AETE0 12706.71590000 PA USD 12661.60000000 0.000032134559 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 2422000.00000000 PA USD 2323660.41000000 0.005897343505 Long DBT CORP CA N 2 2047-06-15 Fixed 0.05400000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407D5Z4 2743.31650000 PA USD 2853.93000000 0.000007243143 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.06000000 N N N N N N WALKER and DUNLOP INC N/A 93148QAG5 814661.12000000 PA USD 816697.77000000 0.002072741468 Long LON CORP US N 2 2028-12-16 Variable 0.07596740 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HAP6 4265000.00000000 PA USD 4235441.84000000 0.010749357058 Long DBT CORP BM N 2 2024-12-15 Fixed 0.03625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WHNL2 73179.00070000 PA USD 68505.84000000 0.000173864678 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181D5V4 4797.39350000 PA USD 4541.12000000 0.000011525154 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03500000 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 113725.12210000 NS USD 9551773.01000000 0.024241961642 Long EC CORP US N 3 N N N LIFE 2021-BMR MTG TR N/A 53218CAE0 3350198.97000000 PA USD 3257331.79000000 0.008266958629 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.06551480 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138MAG93 21257.02910000 PA USD 20244.82000000 0.000051380424 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 2699000.00000000 PA USD 2763489.66000000 0.007013609961 Long DBT CORP US N 2 2035-08-15 Fixed 0.05700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VWV6 1666.09450000 PA USD 1719.95000000 0.000004365154 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335GP74 9.83410000 PA USD 10.07000000 0.000000025557 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9P88 5947.33190000 PA USD 5925.37000000 0.000015038317 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04500000 N N N N N N PRET 2024-RPL1 TR N/A 693989AA3 8735874.91000000 PA USD 8321165.46000000 0.021118736143 Long ABS-CBDO CORP US N 2 2063-10-25 Fixed 0.03900000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AU6 4568000.00000000 PA USD 4521509.64000000 0.011475384009 Long DBT CORP US N 2 2027-06-01 Fixed 0.06625000 N N N N N N MPT OPER PARTNERSHIP LP / MPT FIN CORP N/A 55342UAH7 12707000.00000000 PA USD 10784723.16000000 0.027371132552 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H5FF9 3401298.82800000 PA USD 3036085.73000000 0.007705446280 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402EZL5 38374.52170000 PA USD 38247.87000000 0.000097071339 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXBF6 353082.24350000 PA USD 358914.84000000 0.000910909396 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419AXD4 102957.52800000 PA USD 102802.62000000 0.000260908332 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 39278000.00000000 PA USD 37267964.85000000 0.094584384849 Long DBT CORP US N 2 2031-04-01 Variable 0.03622000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NNA2 1261255.75280000 PA USD 1197108.54000000 0.003038206548 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYPZ4 303062.48100000 PA USD 300188.93000000 0.000761865730 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N EQT TR 2024-EXTR N/A 29439DAC5 1911000.00000000 PA USD 1946616.84000000 0.004940424224 Long ABS-MBS CORP US N 2 2041-07-05 Variable 0.05654600 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QUYT7 20729046.04100000 PA USD 21210198.29000000 0.053830510087 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402YRS5 1556.55700000 PA USD 1542.16000000 0.000003913931 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211BUB8 212.55850000 PA USD 213.28000000 0.000000541294 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07500000 N N N N N N PFC ACQUISITION CORP N/A 69345YAB0 892774.76000000 PA USD 879383.14000000 0.002231834061 Long LON CORP US N 2 2026-03-01 Variable 0.11651960 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAL5 1350000.00000000 PA USD 968946.84000000 0.002459142622 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136A8PY0 397715.58680000 PA USD 11586.73000000 0.000029406589 Long ABS-CBDO USGSE US N 2 2027-09-25 Fixed 0.03000000 N N N N N N SALLY HOLDINGS LLC / SALLY CAP INC N/A 79546VAQ9 2070000.00000000 PA USD 2111549.04000000 0.005359014580 Long DBT CORP US N 2 2032-03-01 Fixed 0.06750000 N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GML1 17329.57730000 PA USD 17269.58000000 0.000043829401 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04500000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAT3 845000.00000000 PA USD 813202.65000000 0.002063871014 Long DBT CORP KY N 2 2026-01-26 Fixed 0.01810000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200N6G1 3916.47630000 PA USD 4032.96000000 0.000010235467 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293JKZ1 182.34340000 PA USD 185.66000000 0.000000471196 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BPW21 27600000.00000000 PA USD 26843743.44000000 0.068128189198 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 0.02673000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXAT7 54471.49130000 PA USD 55424.89000000 0.000140665827 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 0.05000000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 1240000.00000000 PA USD 1288825.00000000 0.003270978715 Long DBT NUSS MX N 2 2035-02-09 Fixed 0.06350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RQU1 193.13840000 PA USD 197.62000000 0.000000501550 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AD6 2220000.00000000 PA USD 2163806.25000000 0.005491640982 Long DBT NUSS BM N 2 2027-01-25 Fixed 0.03717000 N N N N N N JPMBB COML MTG SECS TR 2014-C26 N/A 46643TAL6 3811000.00000000 PA USD 2996671.24000000 0.007605414112 Long ABS-MBS CORP US N 2 2048-01-15 Variable 0.03990410 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312945T99 30243.90330000 PA USD 30244.52000000 0.000076759204 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q4S5 9566.09510000 PA USD 9710.45000000 0.000024644676 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417EJB8 1096627.32450000 PA USD 1014556.72000000 0.002574898405 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 0.03000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAQ3 610000.00000000 PA USD 634095.00000000 0.001609304016 Long DBT NUSS RO N 2 2028-02-17 Fixed 0.06625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9PM7 11137.65290000 PA USD 11301.64000000 0.000028683043 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDV29 8148659.04300000 PA USD 7312886.12000000 0.018559769440 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MMW74 3713576.35400000 PA USD 3534948.88000000 0.008971538065 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.02500000 N N N N N N ENBW ENERGIE BADEN-WUERTTEM AG 529900JSFZ4TS59HKD79 N/A 3700000.00000000 PA 3646319.22000000 0.009254190878 Long DBT CORP DE N 2 2081-08-31 Variable 0.01375000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 26720000.00000000 PA USD 25251008.41000000 0.064085900770 Long DBT CORP US N 2 2046-08-21 Fixed 0.04862000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UKT6 15.49520000 PA USD 15.67000000 0.000000039769 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312946PD2 8312.06050000 PA USD 8311.48000000 0.000021094154 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132HMSH5 3846.31120000 PA USD 3654.17000000 0.000009274115 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402JAE7 5301.02910000 PA USD 5283.29000000 0.000013408747 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 0.04500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-SOAR N/A 05608WAQ7 2054196.68700000 PA USD 2035255.14000000 0.005165384163 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.07801480 N N N N N N BANK 2021-BNK32 N/A 06542BBH9 630000.00000000 PA USD 555216.54000000 0.001409114103 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 0.02643000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3133KRB37 5784266.24800000 PA USD 5896607.11000000 0.014965318295 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 0.05500000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AS1 3167485.00000000 PA USD 2448069.34000000 0.006213087661 Long DBT CORP US N 2 2030-01-15 Fixed 0.12750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XVY4 1607.24130000 PA USD 1635.98000000 0.000004152042 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31406E3F9 20847.91920000 PA USD 20795.24000000 0.000052777364 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 0.04500000 N N N N N N PTT TREASURY CENTER CO LTD 254900FBQLIN5XACCX50 74446T2C6 1375000.00000000 PA USD 973060.00000000 0.002469581633 Long DBT CORP TH N 2 2070-07-16 Fixed 0.03700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DTM9 7207.60900000 PA USD 6656.60000000 0.000016894145 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N BX COML MTG TR 2024-KING N/A 05612RAJ8 5972000.00000000 PA USD 5876145.22000000 0.014913386957 Long ABS-MBS CORP US N 2 2034-05-15 Variable 0.09024840 N N N N N N BFLD 2024-WRHS N/A 05555HAN0 2026000.00000000 PA USD 2010303.97000000 0.005102059238 Long ABS-MBS CORP US N 2 2026-08-15 Variable 0.09025790 N N N N N N NUVEEN FINANCE LLC N/A 87246YAC0 3853000.00000000 PA USD 3843507.52000000 0.009754645736 Long DBT CORP US N 2 2024-11-01 Fixed 0.04125000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMXD2 17444166.69100000 PA USD 14434950.25000000 0.036635241425 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 0.02000000 N N N N N N MORGAN STANLEY CAP I TR 2011-C2 3IFG42XD94UUZ7FL2766 617459AJ1 810152.37000000 PA USD 773695.51000000 0.001963603705 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.05385010 N N N N N N VOC ESCROW LTD N/A 91832VAA2 1305000.00000000 PA USD 1280272.73000000 0.003249273446 Long DBT CORP BM N 2 2028-02-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XECK8 4862522.71400000 PA USD 4368353.28000000 0.011086680194 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 0.03000000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAG6 16881000.00000000 PA USD 16628092.74000000 0.042201336439 Long DBT CORP KY N 2 2026-05-01 Fixed 0.04375000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 2520000.00000000 PA USD 2429437.50000000 0.006165800906 Long DBT CORP VG N 2 2029-04-27 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04Q8 138728.49400000 PA USD 138248.22000000 0.000350867639 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138AN2M4 33446.24920000 PA USD 34407.83000000 0.000087325493 Long ABS-MBS USGSE US N 2 2041-08-01 Variable 0.06434000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 595000.00000000 PA USD 619389.65000000 0.001571982512 Long DBT CORP CA N 2 2032-06-01 Fixed 0.07000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 33925000.00000000 PA USD 36547232.88000000 0.092755200178 Long DBT CORP US N 2 2030-09-01 Fixed 0.06625000 N N N N N N CENTRAL PARENT INC N/A 15477BAE7 1428161.34000000 PA USD 1414236.77000000 0.003589268033 Long LON CORP US N 2 2029-07-06 Variable 0.08584580 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780DG8 1380000.00000000 PA USD 944868.75000000 0.002398033534 Long DBT NUSS ID N 2 2061-09-23 Fixed 0.03200000 N N N N N N AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR N/A 00774MAU9 10823000.00000000 PA USD 10753322.50000000 0.027291439117 Long DBT CORP IE N 2 2024-10-29 Fixed 0.01650000 N N N N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 N/A 2008851.77000000 PA USD 2011141.86000000 0.005104185764 Long LON CORP US N 2 2030-11-08 Variable 0.07027950 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168QAC9 575000.00000000 PA USD 530396.45000000 0.001346121854 Long DBT CORP US N 2 2028-11-01 Fixed 0.05875000 N N N N N N INVESCO US CLO 2023-2 LTD N/A 46147LAB6 327000.00000000 PA USD 320328.87000000 0.000812979974 Long ABS-CBDO CORP JE N 2 2036-04-21 Variable 0.12862010 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CH8 430000.00000000 PA USD 311346.88000000 0.000790184096 Long DBT NUSS PH N 2 2045-05-05 Fixed 0.02950000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 6263000.00000000 PA USD 6324354.29000000 0.016050921012 Long DBT CORP US N 2 2048-06-15 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L9KT1 2109690.83500000 PA USD 2028725.54000000 0.005148812337 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 0.04000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 18291000.00000000 PA USD 13862403.20000000 0.035182143282 Long DBT CORP US N 2 2042-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210T6H4 753.78980000 PA USD 769.47000000 0.000001952879 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3142GQYC0 17058898.35000000 PA USD 17825996.07000000 0.045241560128 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31376ABH0 58.00610000 PA USD 58.59000000 0.000000148698 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371FBH4 5.03590000 PA USD 5.04000000 0.000000012791 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31389YAC5 170.75900000 PA USD 179.22000000 0.000000454852 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 0.07000000 N N N N N N CANO HEALTH LLC 254900OGI2T8V1NXN639 N/A 10520.00000000 NS USD 38292.80000000 0.000097185369 Long EC CORP US N 3 N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NFKN6 28503.07510000 PA USD 29072.05000000 0.000073783529 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 0.06422000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AL6 2165462.00000000 PA USD 2247670.73000000 0.005704485184 Long DBT CORP US N 2 2028-12-01 Variable 0.12000000 N N Y N N N HF SINCLAIR CORP N/A 403949AM2 3570000.00000000 PA USD 3518796.88000000 0.008930545030 Long DBT CORP US N 2 2028-02-01 Fixed 0.05000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 31396UAR1 136119.62160000 PA USD 142658.62000000 0.000362061032 Long ABS-CBDO USGSE US N 2 2036-07-15 Fixed 0.06000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 18623000.00000000 PA USD 18623114.72000000 0.047264610688 Long DBT CORP US N 2 2026-01-15 Fixed 0.05250000 N N N N N N GLOBAL PARTNERS LP / GLP FIN CORP N/A 37954FAJ3 2440000.00000000 PA USD 2457449.81000000 0.006236894864 Long DBT CORP US N 2 2029-01-15 Fixed 0.06875000 N N N N N N TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 5493001VEV2XTJIBZH31 88034QAC1 2227000.00000000 PA USD 1902704.26000000 0.004828976111 Long DBT CORP BM N 2 2030-08-15 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VTQ2 913.73740000 PA USD 943.62000000 0.000002394864 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N FOCUS FINANCIAL PARTNERS LLC 5493007L0E0VKRC2CP39 34416DAZ1 4763913.58000000 PA USD 4758863.83000000 0.012077778052 Long LON CORP US N 2 2028-06-30 Variable 0.07996740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403RPM4 7184.32410000 PA USD 7294.40000000 0.000018512852 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GH27 91.10190000 PA USD 92.73000000 0.000000235344 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RST1 163844.55040000 PA USD 159879.53000000 0.000405766911 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 2720000.00000000 PA USD 2302480.00000000 0.005843588596 Long DBT NUSS CO N 2 2030-01-30 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200TWS3 6033.49280000 PA USD 6179.43000000 0.000015683109 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05500000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 710000.00000000 PA USD 697825.63000000 0.001771049431 Long DBT CORP CA N 2 2029-12-15 Fixed 0.05250000 N N N N N N FHLMC MFD HSG COP GTD (FREDMAC N/A 3133TDPN0 9989.73940000 PA USD 10149.27000000 0.000025758381 Long ABS-CBDO USGSE US N 2 2028-04-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JF86 103138.76100000 PA USD 101102.07000000 0.000256592414 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLD8 29570.99400000 PA USD 28073.10000000 0.000071248239 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.03500000 N N N N N N BANCO DE CREDITO E INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 1075000.00000000 PA USD 1151593.75000000 0.002922692099 Long EP CORP CL N 2 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8DB6 2580014.63400000 PA USD 2506363.47000000 0.006361035489 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140H7DM6 76061.49000000 PA USD 75255.06000000 0.000190993889 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 0.04500000 N N N N N N PLAINS ALL AM PIPELN/PAA FIN C N/A 72650RBF8 4912000.00000000 PA USD 4894971.96000000 0.012423214241 Long DBT CORP US N 2 2024-11-01 Fixed 0.03600000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 N/A 2600000.00000000 PA 2970877.54000000 0.007539950885 Long DBT CORP NL N 2 2030-01-10 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LJQ9 5822.00010000 PA USD 5739.99000000 0.000014567831 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KYU80 2149119.61800000 PA USD 1798189.23000000 0.004563721760 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 313921MN5 5010.92730000 PA USD 5174.44000000 0.000013132491 Long ABS-CBDO USGSE US N 2 2031-10-25 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378LN65 39.26640000 PA USD 40.00000000 0.000000101518 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XBGK0 11834569.78800000 PA USD 10220888.33000000 0.025940145623 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.02500000 N N N N N N SBA TOWER TR N/A 78403DAR1 6959000.00000000 PA USD 6376326.41000000 0.016182823868 Long ABS-CBDO CORP US N 2 2052-07-15 Fixed 0.02328000 N N N N N N JPMDB COML MTG SECS TR 2016-C4 N/A 46646RAH6 3040166.93200000 PA USD 2925105.13000000 0.007423782609 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 0.02882200 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QEAN2 10343276.37700000 PA USD 9311501.46000000 0.023632163472 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229KAA7 2020000.00000000 PA USD 2087260.26000000 0.005297370771 Long DBT CORP US N 2 2032-08-15 Fixed 0.07250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179YU44 15999985.18400000 PA USD 15651830.31000000 0.039723627184 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31410FSX4 28768.00880000 PA USD 29831.04000000 0.000075709810 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDY97 55745.25490000 PA USD 55710.36000000 0.000141390337 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31383LTP0 89.38990000 PA USD 92.75000000 0.000000235395 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 0.07000000 N N N N N N FORD CR AUTO OWNER TR 2018-REV1 N/A 34532RAA4 5100000.00000000 PA USD 5060185.83000000 0.012842519463 Long ABS-CBDO CORP US N 2 2031-07-15 Fixed 0.03190000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QL66 5961595.29510000 PA USD 5799462.56000000 0.014718769884 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 0.04000000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DX3 790000.00000000 PA USD 757167.60000000 0.001921656628 Long DBT NUSS CL N 2 2027-01-31 Fixed 0.02750000 N N N N N N GS MTG SECS TR 2020-GC47 N/A 36258RAA1 336000.00000000 PA USD 239003.32000000 0.000606579460 Long ABS-MBS CORP US N 2 2053-05-12 Variable 0.03568097 N N N N N N TESCO CORPORATE TREASURY SERVICES PLC 21380018AJDKNF3A6712 N/A 3545000.00000000 PA 4177065.67000000 0.010601201017 Long DBT CORP GB N 2 2030-04-27 Fixed 0.02750000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AJ9 1525000.00000000 PA USD 1506890.63000000 0.003824419279 Long DBT NUSS PY N 2 2031-04-28 Fixed 0.04950000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 1600000.00000000 PA 2176123.38000000 0.005522901292 Long EP CORP GB N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A44E2 111960.07260000 PA USD 109575.11000000 0.000278096601 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31293QHZ9 126.92860000 PA USD 129.24000000 0.000000328005 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AGC8 34.89210000 PA USD 35.00000000 0.000000088828 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31287RQL6 2660.78430000 PA USD 2794.66000000 0.000007092718 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.07000000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 7305000.00000000 PA USD 6230620.05000000 0.015813027811 Long DBT CORP US N 2 2031-02-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LT97 10646.76860000 PA USD 10610.63000000 0.000026929292 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402JRW9 11660.28940000 PA USD 11618.80000000 0.000029487981 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WNWQ1 446667.16900000 PA USD 431758.40000000 0.001095783009 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176WX22 4885.64140000 PA USD 4769.77000000 0.000012105457 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 20698000.00000000 PA USD 21384711.41000000 0.054273416378 Long DBT CORP US N 2 2029-06-01 Fixed 0.06100000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UEU7 98.88310000 PA USD 101.13000000 0.000000256663 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EDEK3 316848.15970000 PA USD 309714.13000000 0.000786040251 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASK73 3906.90280000 PA USD 3965.86000000 0.000010065170 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419LJP9 11788.99480000 PA USD 11548.43000000 0.000029309385 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.04000000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CJ7 2845000.00000000 PA USD 2797879.69000000 0.007100890280 Long DBT NUSS TR N 2 2026-04-14 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EM4F5 59391.84940000 PA USD 59198.98000000 0.000150244295 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312943CX9 113704.17880000 PA USD 113687.04000000 0.000288532491 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.04500000 N N N N N N PAR PETROLEUM, LLC 984500CCF05C2FB39F45 69889PAE5 1872426.22000000 PA USD 1880852.14000000 0.004773516433 Long LON CORP US N 2 2030-02-28 Variable 0.09064260 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B4X34 973928.64000000 PA USD 866428.15000000 0.002198954890 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180NDR3 26165.65690000 PA USD 24900.11000000 0.000063195336 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GSXA2 25142.59860000 PA USD 24688.94000000 0.000062659396 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KZW1 38691.08760000 PA USD 39103.93000000 0.000099243980 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31329KW59 281106.05500000 PA USD 265253.42000000 0.000673201009 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QW7M5 95445.20390000 PA USD 92259.45000000 0.000234150251 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 0.04000000 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BF6 32478000.00000000 PA USD 32090281.86000000 0.081443662984 Long DBT CORP US N 2 2027-04-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132M5SZ6 40664.61420000 PA USD 40469.66000000 0.000102710140 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04500000 N N N N N N BENCHMARK 2021 MORTGAGE TRUST N/A 08163DBZ9 504000.00000000 PA USD 178392.06000000 0.000452750863 Long ABS-MBS CORP US N 3 2054-04-15 Variable 0.02994213 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283HRL1 6905.54960000 PA USD 7191.13000000 0.000018250757 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 0.07000000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAA0 1919911.00000000 PA USD 1170646.53000000 0.002971047181 Long DBT CORP US N 2 2029-05-28 Fixed 0.11500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402UP71 31024.96440000 PA USD 30921.03000000 0.000078476155 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 0.04500000 N N N N N N BANK 2022-BNK42 N/A 06541MAN4 738000.00000000 PA USD 483277.31000000 0.001226535638 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EBP58 25444.01760000 PA USD 24868.43000000 0.000063114934 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 0.04000000 N N N N N N FLATIRON CLO LT N/A 33883PAQ0 27878000.00000000 PA USD 27878000.00000000 0.070753084893 Long ABS-CBDO CORP KY N 2 2037-10-19 Variable 0.00000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FSE7 120176.50100000 PA USD 120040.88000000 0.000304658245 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297F2U5 11186.57650000 PA USD 11359.39000000 0.000028829610 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WAB71 88508.45790000 PA USD 81727.20000000 0.000207419883 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E4D5 289.15650000 PA USD 298.72000000 0.000000758137 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138WKVG7 74622.52400000 PA USD 73784.71000000 0.000187262208 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407T5S5 1168.66290000 PA USD 1219.31000000 0.000003094552 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.06000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 1235000.00000000 PA USD 1044810.00000000 0.002651679841 Long DBT CORP GB N 2 2031-01-29 Fixed 0.03950000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AETF7 18871.40060000 PA USD 18802.01000000 0.000047718638 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N STWD TR 2021-LIH N/A 78486EAS7 2492000.00000000 PA USD 2444564.78000000 0.006204193249 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.09002000 N N N N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 740840AC7 740000.00000000 PA USD 641950.00000000 0.001629239645 Long DBT NUSS PK N 2 2027-12-05 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419JFQ6 78824.16800000 PA USD 77164.98000000 0.000195841178 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 2705000.00000000 PA USD 2445220.46000000 0.006205857335 Long DBT CORP US N 2 2029-01-15 Fixed 0.06250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YFZ0 7381.48660000 PA USD 7488.52000000 0.000019005520 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.05000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 35000.00000000 PA USD 24284.42000000 0.000061632743 Long DBT CORP FR N 2 2029-10-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211XVC7 458.77510000 PA USD 468.59000000 0.000001189259 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 0.07000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BB9 2045000.00000000 PA USD 1646225.00000000 0.004178043517 Long DBT NUSS ZA N 2 2049-09-30 Fixed 0.05750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128KLR66 1934.40810000 PA USD 2027.34000000 0.000005145295 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 0.06500000 N N N N N N 1375209 BC LTD N/A 68251PAA5 3633000.00000000 PA USD 3530727.05000000 0.008960823255 Long DBT CORP CA N 2 2028-01-30 Fixed 0.09000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 490000.00000000 PA USD 450496.20000000 0.001143338685 Long DBT CORP KY N 2 2028-11-29 Fixed 0.06250000 N N N N N N DIGITALBRIDGE GROUP INC 549300XG87L902AGBO89 25401T504 22855.00000000 NS USD 546234.50000000 0.001386318098 Long EP CORP US N 1 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138ETG75 529548.21370000 PA USD 513277.21000000 0.001302674008 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 0.04000000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 15485000.00000000 PA USD 15139684.50000000 0.038423824617 Long DBT CORP US N 2 2027-12-15 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417VGK3 6889.36570000 PA USD 7087.43000000 0.000017987572 Long ABS-MBS USGSE US N 2 2039-12-01 Variable 0.06060000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297DWW3 6620.33460000 PA USD 6464.32000000 0.000016406147 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 N/A 510000.00000000 NC USD 75282.32000000 0.000191063074 N/A DCR CORP US N 2 GOLDMAN SACHS and CO LLC (GOV REPO) FOR8UP27PHTHYVLBNG30 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 133306.18000000 USD 0.00000000 USD 510000.00000000 USD -58023.86000000 N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BT0 1935000.00000000 PA USD 1930452.75000000 0.004899400505 Long DBT NUSS PA N 2 2035-02-14 Fixed 0.06400000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CC2 2310000.00000000 PA USD 2119425.00000000 0.005379003405 Long DBT NUSS BR N 2 2030-06-12 Fixed 0.03875000 N N N N N N CONAIR HOLDINGS LLC 549300804G00T34FLV17 20600RAB8 3734400.00000000 PA USD 3454320.00000000 0.008766905667 Long LON CORP US N 2 2028-05-17 Variable 0.09111220 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417GW93 733469.46760000 PA USD 695647.53000000 0.001765521513 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 0.03500000 N N N N N N ARRAY TECHNOLOGIES INC 549300JM5FECYJQ85V37 04270YAB6 1822134.58000000 PA USD 1817123.71000000 0.004611776602 Long LON CORP US N 2 2027-10-14 Variable 0.08675930 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 2275000.00000000 PA USD 2156204.05000000 0.005472346947 Long DBT CORP US N 2 2032-02-01 Fixed 0.04750000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 33221000.00000000 PA USD 31061389.83000000 0.078832382220 Long DBT CORP US N 2 2047-10-01 Fixed 0.05400000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RFP4 358.96620000 PA USD 361.88000000 0.000000918434 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405VD87 20154.03420000 PA USD 20101.71000000 0.000051017217 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMAA0 2232.09580000 PA USD 2268.42000000 0.000005757145 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.05000000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 2605000.00000000 PA USD 2729076.15000000 0.006926270052 Long DBT CORP US N 2 2032-01-30 Fixed 0.07625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407QFV3 915.47600000 PA USD 952.53000000 0.000002417477 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBC0 950000.00000000 PA USD 871602.49000000 0.002212087128 Long DBT CORP AU N 2 2031-04-01 Fixed 0.04375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGP90 4521.47330000 PA USD 4591.00000000 0.000011651747 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DUA8 37950821.10500000 PA USD 32993282.57000000 0.083735437355 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XSPT1 103254.99800000 PA USD 99744.04000000 0.000253145797 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 0.04000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 25259KAA8 5805000.00000000 PA USD 6183416.34000000 0.015693226961 Long DBT CORP US N 2 2028-11-15 Fixed 0.09750000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6 N/A 61761DAQ5 1469000.00000000 PA USD 1175229.38000000 0.002982678244 Long ABS-MBS CORP US N 3 2045-11-15 Variable 0.04504619 N N N N N N BMO 2022-C1 MORTGAGE TRUST N/A 05609MCC7 2917000.00000000 PA USD 2643137.16000000 0.006708160838 Long ABS-MBS CORP US N 2 2055-02-15 Fixed 0.03374000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BMHE9 193271.44100000 PA USD 191944.67000000 0.000487146765 Long ABS-CBDO USGSE US N 2 2044-08-15 Fixed 0.04000000 N N N N N N WELLS FARGO and CO PBLD0EJDB5FWOLXP3B76 95000U3B7 54000000.00000000 PA USD 53737013.52000000 0.136382074736 Long DBT CORP US N 2 2033-07-25 Variable 0.04897000 N N N N N N VLS COMMERCIAL MORTGAGE TRUST 2020 N/A 92858TAA4 25554000.00000000 PA USD 20889321.73000000 0.053016140100 Long ABS-MBS CORP US N 2 2042-10-10 Fixed 0.02130000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622ABLL4 7783474.13000000 PA USD 6721819.93000000 0.017059670569 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31371LPN3 34486.32260000 PA USD 34373.47000000 0.000087238289 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31298VSX6 295.15950000 PA USD 308.24000000 0.000000782298 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 0.07500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H77F4 5324211.63900000 PA USD 5055834.10000000 0.012831474972 Long ABS-CBDO USGSE US N 2 2051-01-25 Fixed 0.03500000 N N N N N N GS MTG SECS CORP TR 2021-IP N/A 36262MAE8 2414000.00000000 PA USD 2353724.83000000 0.005973645624 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.07001480 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAH5 2275000.00000000 PA USD 2279472.65000000 0.005785196998 Long DBT CORP US N 2 2027-12-01 Fixed 0.05875000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 33145000.00000000 PA USD 33026062.48000000 0.083818631262 Long DBT CORP US N 2 2030-02-15 Fixed 0.04950000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31378GWZ2 27.31310000 PA USD 27.73000000 0.000000070377 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 0.07500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 3269000.00000000 PA USD 3190575.25000000 0.008097533593 Long DBT CORP IT N 2 2035-06-30 Variable 0.05459000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR3 TR N/A 74331UAN8 1450000.00000000 PA USD 1423853.60000000 0.003613675107 Long ABS-CBDO CORP US N 2 2039-04-17 Fixed 0.06600000 N N N N N N BX COML MTG TR 2024-WPT N/A 05612JAJ6 1930000.00000000 PA USD 1912267.93000000 0.004853248267 Long ABS-MBS CORP US N 2 2034-03-15 Variable 0.08925290 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360AAA5 1990000.00000000 PA USD 2131622.33000000 0.005409959669 Long DBT CORP US N 2 2030-06-15 Fixed 0.08500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AATT2 502474.79000000 PA USD 489888.15000000 0.001243313647 Long ABS-CBDO USGSE US N 2 2042-05-25 Fixed 0.03500000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AB7 720000.00000000 PA USD 714702.67000000 0.001813882584 Long DBT CORP GB N 2 2026-10-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XYJF5 369306.95900000 PA USD 355826.22000000 0.000903070620 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128L1GA2 1246.78370000 PA USD 1271.52000000 0.000003227059 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 0.05000000 N N N N N N BANK 2018-BNK15 N/A 06036FAJ0 735000.00000000 PA USD 567773.09000000 0.001440982051 Long ABS-MBS CORP US N 2 2061-11-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416YP51 151842.85600000 PA USD 148722.01000000 0.000377449637 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.04000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAL0 13752000.00000000 PA USD 13582791.27000000 0.034472501033 Long DBT CORP US N 2 2025-11-05 Fixed 0.03875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMRW7 4443785.34900000 PA USD 3974118.56000000 0.010086130563 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BS0 5990000.00000000 PA USD 6501246.50000000 0.016499865324 Long DBT CORP PA N 2 2030-06-01 Fixed 0.10500000 N N N N N N DRYDEN 83 CLO LTD 2549001LFFVBUD1OX384 26246EAL2 24322000.00000000 PA USD 24347732.68000000 0.061793428411 Long ABS-CBDO CORP KY N 2 2037-04-18 Variable 0.06864150 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBG4 7615000.00000000 PA USD 7369392.64000000 0.018703180395 Long DBT CORP US N 2 2027-03-15 Fixed 0.05625000 N N N N N N TRUIST INSURANCE HOLDINGS LLC N/A 89788VAE2 6410000.00000000 PA USD 6504996.20000000 0.016509381891 Long LON CORP US N 2 2032-03-08 Variable 0.10084580 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAF2 935000.00000000 PA USD 996943.75000000 0.002530197495 Long DBT CORP MA N 2 2034-05-02 Fixed 0.06750000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAW4 2420000.00000000 PA USD 2397735.52000000 0.006085342736 Long DBT CORP US N 2 2029-07-15 Fixed 0.05750000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FCUL8 10929.69580000 PA USD 1987.37000000 0.000005043853 Long ABS-CBDO USGSE US N 2 2035-07-25 Variable 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XCWW4 5262966.50900000 PA USD 4879181.52000000 0.012383138829 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QMRK2 10164775.21000000 PA USD 8759716.63000000 0.022231758891 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132WJSM4 1267063.67100000 PA USD 1185928.14000000 0.003009831206 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 0.03500000 N N N N N N BANK 2022-BNK43 N/A 06541QAC9 1759000.00000000 PA USD 1257207.61000000 0.003190735230 Long ABS-MBS CORP US N 2 2055-08-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E6D3 91.95090000 PA USD 95.50000000 0.000000242374 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FM29 611.29010000 PA USD 623.29000000 0.000001581881 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N ZURICH FINANCE (IRELAND) DAC 549300E0FVHYR37EGX65 N/A 4950000.00000000 PA USD 4299119.55000000 0.010910968164 Long DBT CORP IE N 2 2052-05-02 Variable 0.03500000 N N N N N N DIAMONDROCK HOSPITALITY CO 529900KKD4BPVBUAQ734 252784400 12600.00000000 NS USD 319410.00000000 0.000810647924 Long EP CORP US N 1 N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAN2 1080000.00000000 PA USD 1131634.80000000 0.002872037200 Long DBT CORP CO N 2 2034-12-24 Variable 0.08625000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417WHZ7 3782.96980000 PA USD 3776.41000000 0.000009584355 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408HA62 3098.52630000 PA USD 3090.05000000 0.000007842405 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31373USA6 52.02440000 PA USD 53.98000000 0.000000136998 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 0.07000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 N/A 15927354.81900000 PA USD 15895818.66000000 0.040342858422 Long LON CORP US N 2 2029-04-13 Variable 0.08421740 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402N4E5 761.78720000 PA USD 758.02000000 0.000001923819 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N SBA TOWER TR N/A 78403DAP5 9101000.00000000 PA USD 8709697.04000000 0.022104811466 Long ABS-CBDO CORP US N 2 2050-07-15 Fixed 0.01884000 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 362393308 80353.00000000 NS USD 3030111.63000000 0.007690284288 Long EC CORP US N 3 N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 2460000.00000000 PA USD 2232450.00000000 0.005665855670 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJQ2 157542.06900000 PA USD 132639.95000000 0.000336634107 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02000000 N N N N N N CRUISE YACHT UPPER HOLDC 984500DE088QEE80G074 N/A 1000000.00000000 PA USD 1020000.00000000 0.002588713200 Long DBT CORP MT N 2 2028-07-05 Fixed 0.11875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128LXBG4 10133.90610000 PA USD 10299.74000000 0.000026140267 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 0.05000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 44880000.00000000 PA USD 35858797.31000000 0.091007982288 Long DBT CORP US N 2 2041-02-15 Fixed 0.03500000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AT2 4430000.00000000 PA USD 4381535.80000000 0.011120136825 Long DBT CORP CA N 2 2027-10-15 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140JM4S8 874819.33600000 PA USD 898371.05000000 0.002280024505 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDR32 7811048.86600000 PA USD 6731341.64000000 0.017083836232 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.02500000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AN0 560000.00000000 PA USD 584152.80000000 0.001482553004 Long DBT NUSS PY N 2 2036-02-09 Fixed 0.06000000 N N N N N N USAA AUTO OWNER TR 2024-A N/A 90327VAC2 10600000.00000000 PA USD 10722256.16000000 0.027212594172 Long ABS-CBDO CORP US N 2 2029-03-15 Fixed 0.05030000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31390KP36 1101.96390000 PA USD 1159.04000000 0.000002941590 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XDRF5 3665023.62100000 PA USD 3302724.31000000 0.008382162762 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.02500000 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 N/A 11640000.00000000 PA 11324119.09000000 0.028740094673 Long EP CORP SE N 2 N N N LIFE FINANCIAL SERVICES TRUST 2022 N/A 53218DAG3 13877000.00000000 PA USD 13058948.07000000 0.033143011027 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.07430010 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402LLB6 33508.54970000 PA USD 33394.80000000 0.000084754470 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N TOYOTA LEASE OWNER TRUST 2023-A N/A 89239MAC1 12231000.00000000 PA USD 12214773.13000000 0.031000533762 Long ABS-CBDO CORP US N 2 2026-04-20 Fixed 0.04930000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402JRP4 16597.57300000 PA USD 16509.65000000 0.000041900734 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297K7B1 2291.14220000 PA USD 2360.20000000 0.000005990079 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AUM0 320.40620000 PA USD 324.34000000 0.000000823160 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N CFMT 2023-HB12 LLC N/A 12530QAA4 5194644.10000000 PA USD 5097010.24000000 0.012935978126 Long ABS-CBDO CORP US N 2 2033-04-25 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181GFY0 20686.00080000 PA USD 19600.15000000 0.000049744281 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138A4QP3 22266.44350000 PA USD 21781.19000000 0.000055279660 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201NFP0 557.56900000 PA USD 567.22000000 0.000001439578 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419EJU4 104832.67940000 PA USD 104698.27000000 0.000265719405 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.04500000 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 19416MAB5 2750000.00000000 PA USD 2750000.00000000 0.006979373823 Long DBT CORP US N 2 2029-07-01 Fixed 0.05875000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 6054000.00000000 PA USD 5464785.97000000 0.013869376054 Long DBT CORP US N 2 2031-06-01 Fixed 0.03500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 N/A 17290YAR9 3539305.00000000 PA USD 3435205.19000000 0.008718393157 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 0.03209000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CF7 1342050.00000000 PA USD 536820.00000000 0.001362424529 Long DBT NUSS UA N 2 2035-02-01 Variable 0.00000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31335ATJ7 5079112.02850000 PA USD 4774508.54000000 0.012117483609 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 0.03500000 N N N N N N BENCHMARK 2023-B38 MTG TR N/A 081916AJ7 1415000.00000000 PA USD 1274702.61000000 0.003235136737 Long ABS-MBS CORP US N 2 2056-04-15 Variable 0.06452728 N N N N N N CORAL-US CO-BORROWER LLC N/A N/A 6532000.00000000 PA USD 6447084.00000000 0.016362403384 Long LON CORP US N 2 2028-01-31 Variable 0.07701370 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TP60 30.63410000 PA USD 31.26000000 0.000000079336 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178UPS6 46721.39030000 PA USD 43161.53000000 0.000109541982 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N BOFA AUTO TR 2024-1 N/A 09709AAC6 5525000.00000000 PA USD 5614785.67000000 0.014250068411 Long ABS-CBDO CORP US N 2 2028-11-15 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207BSY7 230.74490000 PA USD 234.21000000 0.000000594414 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N BX 2024-CNYN N/A 05612HAE1 5936423.85000000 PA USD 5817695.37000000 0.014765043919 Long ABS-MBS CORP US N 2 2041-04-15 Variable 0.07278050 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 N/A 2200000.00000000 NC USD 324747.28000000 0.000824193696 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 CMBX BBB- CDSI S16 PRC CORP CY873248 Y 2065-04-17 575346.61000000 USD 0.00000000 USD 2200000.00000000 USD -250599.33000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31375HDC5 42.82850000 PA USD 42.80000000 0.000000108624 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 0.07000000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 26439XAH6 8754000.00000000 PA USD 9501827.96000000 0.024115203396 Long DBT CORP US N 2 2036-11-03 Fixed 0.06450000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 453140AF2 1212000.00000000 PA USD 1201277.78000000 0.003048787888 Long DBT CORP GB N 2 2025-07-21 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201JFJ3 379.91170000 PA USD 392.19000000 0.000000995360 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31417ECH2 7992.83020000 PA USD 7394.55000000 0.000018767028 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132GDN24 2751.13600000 PA USD 2813.09000000 0.000007139493 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132QUWP4 285338.41660000 PA USD 276527.79000000 0.000701814843 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404TVK6 30544.36210000 PA USD 30447.64000000 0.000077274713 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 0.04500000 N N N N N N RAIZEN FUELS FINANCE SA 52990010NH26VC32Q522 75102XAC0 1635000.00000000 PA USD 1740702.75000000 0.004417823712 Long DBT CORP LU N 2 2054-03-05 Fixed 0.06950000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 6178747.68000000 PA USD 5916150.90000000 0.015014919537 Long LON CORP US N 2 2028-04-22 Variable 0.08361220 N N N N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 800000.00000000 NC USD 88043.84000000 0.000223451226 N/A DCR CORP US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 CMBX BBB- CDSI S17 PRC INDX CY885802 Y 2056-12-15 105311.98000000 USD 0.00000000 USD 800000.00000000 USD -17268.14000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AXRF2 382877.08640000 PA USD 27355.50000000 0.000069427003 Long ABS-CBDO USGSE US N 2 2033-01-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31419BHZ1 39572.43800000 PA USD 38665.57000000 0.000098131442 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.04000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JX21 45000.00000000 PA USD 37589.06000000 0.000095399309 Long DBT NUSS EG N 2 2032-01-15 Fixed 0.07052900 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QED58 11568.04100000 PA USD 10367.10000000 0.000026311224 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312943SR5 4524.24970000 PA USD 4622.58000000 0.000011731895 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140E95D4 71277.96660000 PA USD 66837.58000000 0.000169630711 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291RMC3 15193.38180000 PA USD 15824.49000000 0.000040161829 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 0.06500000 N N N N N N MORGAN STANLEY CAP I TR 2011-C2 3IFG42XD94UUZ7FL2766 617459AL6 748000.00000000 PA USD 432493.60000000 0.001097648913 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.05385010 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140HMXS8 356525.22000000 PA USD 366123.52000000 0.000929204695 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FZR4 342.47360000 PA USD 348.20000000 0.000000883715 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 1295000.00000000 PA USD 1386297.50000000 0.003518359448 Long DBT NUSS DO N 2 2031-02-03 Fixed 0.07050000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31404SJW6 9339.85290000 PA USD 9308.81000000 0.000023625332 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DXG2 329030.74300000 PA USD 291330.83000000 0.000739384279 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407CK22 6261.43970000 PA USD 6519.73000000 0.000016546775 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.06000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297RWW3 2885.83090000 PA USD 2936.38000000 0.000007452397 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 0.05000000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAC0 4725000.00000000 PA USD 4925694.38000000 0.012501186334 Long DBT CORP KY N 2 2027-02-15 Fixed 0.08000000 N N N N N N FANATICS COMMERCE INTERMEDIATE HOLDCO LLC 254900YDIRBC66RGAG10 30709UAB0 594402.04000000 PA USD 590936.68000000 0.001499770180 Long LON CORP US N 2 2028-11-23 Variable 0.08611220 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 3200000.00000000 PA 3906186.71000000 0.009913722645 Long DBT CORP GB N 2 2031-12-15 Variable 0.01985000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140GNTT0 154142.61300000 PA USD 152604.69000000 0.000387303701 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ESR0 28668.83610000 PA USD 28577.35000000 0.000072528003 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132XTKB3 220285.75500000 PA USD 212795.42000000 0.000540065012 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DPD7 289.97210000 PA USD 296.99000000 0.000000753746 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 0.06500000 N N N N N N BX 2021-LBA N/A 05609BBK4 270456.94000000 PA USD 259591.79000000 0.000658832052 Long ABS-MBS CORP US N 2 2036-02-15 Variable 0.07851480 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133B0Y72 947613.69000000 PA USD 784145.02000000 0.001990124082 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02000000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KBA7 1835000.00000000 PA USD 1799795.16000000 0.004567797537 Long DBT CORP US N 2 2029-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6NN1 5212.66760000 PA USD 5193.78000000 0.000013181575 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAA3 3305000.00000000 PA USD 3290363.81000000 0.008350792380 Long DBT CORP US N 2 2027-12-01 Fixed 0.05250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128M8UV4 1551119.36060000 PA USD 1586020.94000000 0.004025248375 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H040699 76825000.00000000 PA USD 73410981.51000000 0.186313702808 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 0.04000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137AWAE5 1023203.35290000 PA USD 952579.40000000 0.002417602810 Long ABS-CBDO USGSE US N 2 2042-06-15 Fixed 0.01750000 N N N N N N GO DADDY OPER CO LLC 5493005GJOH8HLL11157 38017BAW6 5468124.90000000 PA USD 5461836.56000000 0.013861890587 Long LON CORP US N 2 2031-06-02 Variable 0.06996740 N N N N N N BX COML MTG TR 2023-XL3 N/A 12434GAA3 15167037.00000000 PA USD 15204954.59000000 0.038589477111 Long ABS-MBS CORP US N 2 2040-12-09 Variable 0.07098310 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L6FE6 21075.28510000 PA USD 20974.25000000 0.000053231684 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 0.04500000 N N N N N N AXALTA COATING SYSTEMS DUTCH HOLDING B BV 5493007DMEBZH3CQ5E51 05455JAA5 970000.00000000 PA USD 1027250.37000000 0.002607114306 Long DBT CORP NL N 2 2031-02-15 Fixed 0.07250000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DNK44 8905219.65500000 PA USD 8036375.67000000 0.020395952723 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 3305000.00000000 PA USD 3250929.87000000 0.008250710849 Long DBT CORP US N 2 2029-03-01 Fixed 0.06750000 N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31374TG94 688.54690000 PA USD 704.27000000 0.000001787404 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 0.07500000 N N N N N N XPO INC 54930096DB9LCLPN7H13 983793AK6 3680000.00000000 PA USD 3849916.64000000 0.009770911789 Long DBT CORP US N 2 2032-02-01 Fixed 0.07125000 N N N N N N CORAL-US CO-BORROWER LLC N/A N/A 1415000.00000000 PA USD 1404826.15000000 0.003565384312 Long LON CORP US N 2 2029-10-15 Variable 0.08451370 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 N/A 3591000.00000000 PA 4622022.70000000 0.011730481543 Long DBT CORP US N 2 2026-04-14 Fixed 0.04875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137BLNS3 194399.70400000 PA USD 193058.35000000 0.000489973234 Long ABS-CBDO USGSE US N 2 2044-06-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132L7KC2 485266.92180000 PA USD 459197.51000000 0.001165422211 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.03500000 N N N N N N R1 RCM INC 549300VKOMJ3EM506212 74919EAP9 1775962.02000000 PA USD 1777737.98000000 0.004511817426 Long LON CORP US N 2 2029-06-21 Variable 0.08246740 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GYN1 31.17670000 PA USD 31.57000000 0.000000080123 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.08500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 312944AN1 29950.00290000 PA USD 29937.94000000 0.000075981118 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04500000 N N N N N N CEDAR REALTY TRUST INC 54930056URX93R2RSN82 150602506 26075.00000000 NS USD 359835.00000000 0.000913244719 Long EP CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN6H1 7557261.56700000 PA USD 7256567.95000000 0.018416836509 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QAXN5 81004.51800000 PA USD 83185.31000000 0.000211120500 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 0.05500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31415LCG0 3655.84430000 PA USD 3727.49000000 0.000009460198 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 0.05000000 N N N N N N COMM 2015-LC19 MTG TR N/A 200474BH6 2097600.00000000 PA USD 1960040.02000000 0.004974491639 Long ABS-MBS CORP US N 2 2048-02-10 Variable 0.04378744 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JSE4 55.55600000 PA USD 56.36000000 0.000000143039 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416NJB9 11852.68290000 PA USD 11602.20000000 0.000029445851 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RT7 750000.00000000 PA USD 527226.56000000 0.001338076818 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CHT1 273333000.00000000 PA USD 272724407.68000000 0.692162033469 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAK5 336000.00000000 PA USD 292945.73000000 0.000743482821 Long ABS-MBS CORP US N 2 2051-02-15 Variable 0.04839600 N N N N N N MSWF COML MTG TR 2023-1 N/A 55376CBB8 1083000.00000000 PA USD 1138474.29000000 0.002889395512 Long ABS-MBS CORP US N 2 2056-05-15 Variable 0.06905585 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31283GYU5 46.94670000 PA USD 47.98000000 0.000000121771 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 0.08500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402ETE8 42266.86860000 PA USD 42125.22000000 0.000106911875 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RYJ9 26558.44370000 PA USD 26273.95000000 0.000066682079 Long ABS-CBDO USGA US N 2 2062-12-20 Variable 0.05846400 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 5474000.00000000 PA USD 5114192.94000000 0.012979587030 Long DBT CORP US N 2 2029-03-15 Fixed 0.04054000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3138EJLL0 102767.94910000 PA USD 106548.53000000 0.000270415280 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XM81 344.30830000 PA USD 349.87000000 0.000000887954 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140N0H32 619881.14000000 PA USD 616328.29000000 0.001564212921 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 3915000.00000000 PA USD 3512447.96000000 0.008914431763 Long DBT CORP US N 2 2029-02-01 Fixed 0.02850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AGW4 3.33940000 PA USD 3.34000000 0.000000008476 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K8YL9 346409.75900000 PA USD 331760.54000000 0.000841993028 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DV90 11528813.96000000 PA USD 10310325.54000000 0.026167133159 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 0.03000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAL2 5315000.00000000 PA USD 4971030.74000000 0.012616247935 Long DBT CORP CA N 2 2030-05-01 Fixed 0.04625000 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 N/A 3000000.00000000 PA 3389750.54000000 0.008603031340 Long DBT CORP DE N 2 2029-08-14 Fixed 0.04750000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBB2 5666000.00000000 PA USD 5499473.71000000 0.013957411947 Long DBT CORP IT N 2 2027-07-14 Fixed 0.03875000 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 12642KAB0 1630000.00000000 PA USD 1559706.25000000 0.003958462899 Long DBT CORP KY N 2 2028-01-28 Fixed 0.06750000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31398NFC3 3215960.40620000 PA USD 3257495.50000000 0.008267374117 Long ABS-CBDO USGSE US N 2 2040-09-25 Fixed 0.05000000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 N/A 2600000.00000000 PA 2926620.36000000 0.007427628193 Long DBT CORP DE N 2 2034-10-16 Variable 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 31297SW84 956.71250000 PA USD 973.25000000 0.000002470063 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3129387E7 213445.23970000 PA USD 217960.08000000 0.000553172682 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFDS7 5962771.39800000 PA USD 5772829.70000000 0.014651176907 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.03000000 N N N N N N RWANDA REPUBLIC OF 213800AKFASSQE52AZ88 78347YAL7 1800000.00000000 PA USD 1446187.50000000 0.003670357520 Long DBT NUSS RW N 2 2031-08-09 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MTV8 111.90230000 PA USD 113.58000000 0.000000288260 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 950000.00000000 PA USD 857808.30000000 0.002177078107 Long DBT CORP US N 2 2031-02-15 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203M6D7 131.84470000 PA USD 133.48000000 0.000000338766 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295GRV6 16107.11810000 PA USD 16607.73000000 0.000042149656 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.05500000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 5799000.00000000 PA USD 5902748.75000000 0.014980905495 Long ABS-CBDO CORP US N 2 2036-12-11 Fixed 0.04980000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132J82L3 173749.83430000 PA USD 165244.92000000 0.000419384025 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 0.03500000 N N N N N N MERLIN ENTERTAINMENTS GR 549300HBQPPKS1187K54 59010UAA5 975000.00000000 PA USD 971393.45000000 0.002465352006 Long DBT CORP US N 2 2031-02-15 Fixed 0.07375000 N N N N N N 2024-09-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer