0001752724-25-191777.txt : 20250819
0001752724-25-191777.hdr.sgml : 20250819
20250819092256
ACCESSION NUMBER: 0001752724-25-191777
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250630
FILED AS OF DATE: 20250819
DATE AS OF CHANGE: 20250819
PERIOD START: 20251231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TCW STRATEGIC INCOME FUND INC
CENTRAL INDEX KEY: 0000809559
ORGANIZATION NAME:
EIN: 930939398
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04980
FILM NUMBER: 251229836
BUSINESS ADDRESS:
STREET 1: 865 S FIGUEROA ST STE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
BUSINESS PHONE: 2132440000
MAIL ADDRESS:
STREET 1: 865 S. FIGUEROA STREET,
STREET 2: SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
FORMER COMPANY:
FORMER CONFORMED NAME: TCW CONVERTIBLE SECURITIES FUND INC
DATE OF NAME CHANGE: 19920703
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000809559
XXXXXXXX
TCW STRATEGIC INCOME FUND INC
811-04980
0000809559
54930062BZFVP7F6WJ47
515 South Flower Street
LOS ANGELES
90071
213-244-0000
TCW STRATEGIC INCOME FUND INC
54930062BZFVP7F6WJ47
2025-12-31
2025-06-30
N
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40360443.36
245869893.88
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2353048.95000000
0.00000000
0.00000000
1676663.44000000
EUR
USD
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAE8
315000.00000000
PA
USD
325202.85000000
0.132266234335
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
6.75000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6
25150RAF2
244281.26000000
PA
USD
211563.11000000
0.086046773218
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.81000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-3
07386HSN2
134583.08000000
PA
USD
131539.65000000
0.053499697715
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
4.31000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
425000.00000000
PA
USD
415237.75000000
0.168885154439
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
15706.00000000
NS
USD
743364.98000000
0.302340790191
Long
EC
CORP
GB
N
1
N
N
N
Greenpoint Manufactured Housing
N/A
Greenpoint Manufactured Housing
395383AN2
343807.77000000
PA
USD
198904.48000000
0.080898265688
Long
ABS-O
CORP
US
N
2
2030-03-20
Variable
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N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO
98450038B4549046D794
Allied Universal Holdco LLC
019576AD9
125000.00000000
PA
USD
130771.25000000
0.053187174702
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.88000000
N
N
N
N
N
N
Farmers Exchange Capital
N/A
Farmers Exchange Capital
309588AC5
500000.00000000
PA
USD
525535.00000000
0.213745160786
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.05000000
N
N
N
N
N
N
Wells Fargo Alternative Loan Trust
N/A
Wells Fargo Alternative Loan 2007-PA2 Trust
94985FAH1
1095376.20000000
PA
USD
114250.48000000
0.046467860784
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
1.64000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4077.87000000
0.001658547915
N/A
DFE
XX
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
283061.00000000
USD
244468.05000000
EUR
2025-07-11
4077.87000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
85000.00000000
PA
USD
79887.25000000
0.032491676284
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
4.13000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAX3
435000.00000000
PA
USD
352010.70000000
0.143169500927
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.88000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
275000.00000000
PA
USD
278047.00000000
0.113087046003
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754AAJ2
650000.00000000
PA
USD
677903.01000000
0.275716151864
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
9.81000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052678
3950000.00000000
PA
USD
3955451.00000000
1.608757761098
Long
ABS-MBS
USGA
US
N
2
2054-07-20
Fixed
5.50000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust 2023-1
12547QAB3
460000.00000000
PA
USD
466455.18000000
0.189716265232
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
8.17000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-55HY Mortgage Trust
44421MAN0
150000.00000000
PA
USD
127082.21000000
0.051686771403
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
3.04000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P2
14686TAK4
2000.00000000
PA
USD
251083.09000000
0.102120306816
Long
ABS-O
CORP
US
N
2
2030-06-10
None
0.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032674
4600000.00000000
PA
USD
4143024.50000000
1.685047499968
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2005-11
17307GW79
127024.74000000
PA
USD
131765.67000000
0.053591624383
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
7.23000000
N
N
N
N
N
N
Romania Government International Bonds
315700IASY927EDWBK92
Romania Government International Bonds
000000000
200000.00000000
PA
USD
185210.00000000
0.075328458103
Long
DBT
NUSS
RO
Y
2
2035-03-24
Fixed
5.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAL1
1451000.00000000
PA
USD
1328923.89000000
0.540498826037
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.64000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
150000.00000000
PA
USD
154603.50000000
0.062880207722
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-C
80281HAD6
5500.00000000
PA
USD
566298.39000000
0.230324413072
Long
ABS-O
CORP
US
N
2
2028-06-15
None
0.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
55000.00000000
PA
USD
51185.75000000
0.020818225929
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
189000.00000000
PA
USD
204223.95000000
0.083061796130
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.88000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
313000.00000000
PA
USD
300304.72000000
0.122139687483
Long
DBT
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2007-QS2 Trust
74923CAJ1
4969783.65000000
PA
USD
49669.51000000
0.020201542049
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
0.29000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BV30
752001.32000000
PA
USD
15698.03000000
0.006384689785
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.65000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
145000.00000000
PA
USD
141866.55000000
0.057699845947
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7902.84000000
0.003214236552
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
257207.44000000
USD
225713.06000000
EUR
2025-07-11
7902.84000000
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
40000.00000000
PA
USD
40000.40000000
0.016268929623
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VS66
34866.56000000
PA
USD
2337.87000000
0.000950856553
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
1.69000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P3
14686MAK9
2900.00000000
PA
USD
246574.65000000
0.100286637826
Long
ABS-O
CORP
US
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCY9
365000.00000000
PA
USD
371066.30000000
0.150919778808
Long
DBT
CORP
US
N
2
2028-08-03
Fixed
4.80000000
N
N
N
N
N
N
JP Morgan ReRemic
N/A
JP Morgan Resecuritization Trust Series 2015-4
46645AAJ0
2836298.96000000
PA
USD
1074897.89000000
0.437181581297
Long
ABS-MBS
CORP
US
N
2
2047-06-26
Variable
3.18000000
N
N
N
N
N
N
OCP CLO Ltd
2138002ZIH5ZX5JB4G62
OCP CLO 2023-28 Ltd
670891AG5
700000.00000000
PA
USD
700035.00000000
0.284717656543
Long
ABS-CBDO
CORP
JE
N
2
2036-07-16
Floating
9.61000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2024-RPL1 LLC
69380XAD4
650000.00000000
PA
USD
617806.22000000
0.251273635112
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJP6
832379.67000000
PA
USD
659778.63000000
0.268344619013
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.00000000
N
N
N
N
N
N
Asset Backed Securities Corp Home Equity Ln Trst
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series RFC 2007-HE1
04544RAS4
188663.40000000
PA
USD
182522.84000000
0.074235538609
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.81000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
254900FFJQHW9R90FL74
HAH Group Holding Co LLC
40518JAA7
125000.00000000
PA
USD
123992.50000000
0.050430127106
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
9.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB
46651EAA2
585000.00000000
PA
USD
549523.14000000
0.223501597258
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Fixed
3.40000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
423074AF0
210000.00000000
PA
USD
220707.90000000
0.089766134648
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.38000000
N
N
N
N
N
N
Merrill Lynch First Franklin Mortgage Loan Trust
N/A
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3
59024VAF6
246447.38000000
PA
USD
245796.71000000
0.099970234712
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
4.69000000
N
N
N
N
N
N
Saxon Asset Securities Trust
N/A
Saxon Asset Securities Trust 2007-3
80557BAE4
1326000.00000000
PA
USD
1123073.47000000
0.456775513372
Long
ABS-O
CORP
US
N
2
2047-09-25
Floating
4.92000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2006-3 Trust
058931BF2
79151.95000000
PA
USD
71922.80000000
0.029252381763
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
1350000.00000000
PA
USD
1303776.00000000
0.530270697003
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54000000
N
N
N
N
N
N
Academic Loan Funding Trust
N/A
Academic Loan Funding Trust 2012-1
00400V206
3368.00000000
PA
USD
267419.20000000
0.108764515972
Long
ABS-O
CORP
US
N
2
2044-12-27
None
0.00000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 42M-R
381742AC9
600000.00000000
PA
USD
604138.80000000
0.245714833347
Long
ABS-CBDO
CORP
US
N
2
2036-01-20
Floating
7.03000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
133000.00000000
PA
USD
132468.00000000
0.053877275460
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
145000.00000000
PA
174170.62000000
0.070838530594
Long
DBT
US
N
2
2034-05-05
Fixed
4.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
370000.00000000
PA
USD
370392.20000000
0.150645609413
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGL8
2742803.32000000
PA
USD
71795.35000000
0.029200545405
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
1.81000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-57454.18000000
-0.02336771659
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
780000.00000000
GBP
1011461.10000000
USD
2025-07-11
-57454.18000000
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EF8
200000.00000000
PA
USD
207452.00000000
0.084374705957
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7736.11000000
-0.00314642426
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
100000.00000000
EUR
109718.45000000
USD
2025-07-11
-7736.11000000
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CF2
85000.00000000
PA
USD
83155.50000000
0.033820936222
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.75000000
N
N
N
N
N
N
Gracechurch Mortgage Finance Plc
N/A
Grace Trust 2020-GRCE
38406JAC2
10620000.00000000
PA
USD
150256.01000000
0.061112000183
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
0.39000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-787S Mortgage Trust
12635WAJ6
693000.00000000
PA
USD
670214.30000000
0.272589006089
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Variable
3.96000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
193678.63000000
NS
USD
193678.63000000
0.078772812296
Long
STIV
RF
US
N
1
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR13
45661XAF9
155377.53000000
PA
USD
0.17000000
0.000000069142
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
0.00000000
N
N
N
N
N
N
VOYAGER PARENT LLC
2549002DYVI4ACSV4V71
Voyager Parent LLC
92921EAA0
245000.00000000
PA
USD
255598.70000000
0.103956891983
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
9.25000000
N
N
N
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl
42329HAB4
197000.00000000
PA
USD
202744.52000000
0.082460083583
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
8.75000000
N
N
N
N
N
N
SLM Student Loan Trust
549300SRMXHPGI3BJ386
SLM Student Loan Trust 2008-5
78444YAE5
260000.00000000
PA
USD
264498.88000000
0.107576765835
Long
ABS-O
CORP
US
N
2
2073-07-25
Floating
6.47000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
242000.00000000
PA
USD
239972.04000000
0.097601229745
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Cedar Funding Ltd
254900Q56WTD2BRLBE32
Cedar Funding II CLO Ltd
15032TBG0
700000.00000000
PA
USD
700863.80000000
0.285054745393
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.88000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
45000.00000000
PA
USD
46521.90000000
0.018921348712
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.13000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549004WBNSFGOX1MY52
Golub Capital Partners CLO 69M
38179UAD0
870000.00000000
PA
USD
875513.19000000
0.356088000927
Long
ABS-CBDO
CORP
US
N
2
2036-11-09
Floating
7.55000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC 2021
05377REU4
250000.00000000
PA
USD
241805.30000000
0.098346851736
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
4.08000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
595000.00000000
PA
USD
548578.10000000
0.223117231371
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
56000.00000000
PA
USD
48691.44000000
0.019803742227
Long
DBT
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2019-F
00969PAB9
1300000.00000000
PA
USD
1252783.48000000
0.509531061420
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.50000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de CV
07586PAA9
395000.00000000
PA
USD
327407.60000000
0.133162948433
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus 2021-1 UK DAC
000000000
665114.90000000
PA
913443.02000000
0.371514790031
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Floating
7.89000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
55000.00000000
PA
USD
53426.45000000
0.021729561581
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GX74
2400000.00000000
PA
USD
2252136.00000000
0.915986892278
Long
DBT
CORP
US
N
2
2036-08-15
Floating
5.07000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Securities Trust
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAC2
805000.00000000
PA
USD
670976.52000000
0.272899015577
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
3.66000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379EFX5
3410924.49000000
PA
USD
280512.18000000
0.114089681975
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Floating
1.17000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
125000.00000000
PA
USD
128211.25000000
0.052145973619
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
144641.00000000
NS
USD
1329250.79000000
0.540631782534
Long
EC
US
N
1
N
N
N
Shamrock Residential
635400DULOLZBZ1GY715
Shamrock Residential 2024-1 DAC
000000000
575000.00000000
PA
671360.48000000
0.273055179471
Long
ABS-MBS
CORP
IE
N
2
2078-12-24
Floating
4.29000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CJ8
75000.00000000
PA
USD
76260.75000000
0.031016709201
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
275000.00000000
PA
USD
247076.50000000
0.100490749843
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
169646.00000000
0.068998280888
Long
DBT
NUSS
GT
Y
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGK0
303525.86000000
PA
USD
290626.34000000
0.118203304769
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Verus Securitization Trust
213800DYYV3EM7TSTN14
Verus Securitization Trust 2025-3
924928AE4
734000.00000000
PA
USD
745461.70000000
0.303193566416
Long
ABS-MBS
CORP
US
N
2
2070-05-25
Variable
7.52000000
N
N
N
N
N
N
Apidos CLO Ltd
549300OGB01ASKLNI660
Apidos CLO XXXVII
03769HAC1
725000.00000000
PA
USD
726308.63000000
0.295403645618
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
6.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4581.05000000
-0.00186320086
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
125000.00000000
EUR
142237.15000000
USD
2025-07-11
-4581.05000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CNC1
48000.00000000
PA
USD
48086.25000000
0.019557599851
Long
DBT
UST
US
N
1
2035-05-15
Fixed
4.25000000
N
N
N
N
N
N
Redwood Trust Inc
DRBV4N1ERQLEMIF11G78
Redwood Trust Inc
758075402
61963.00000000
NS
USD
366201.33000000
0.148941102231
Long
EC
US
N
1
N
N
N
Reorganized ISA SA
529900YI9I36GOXH4729
Reorganized ISA SA
000000000
9093.00000000
NS
USD
95099.14000000
0.038678643610
Long
EC
CORP
LU
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMQ0
1221468.42000000
PA
USD
1138497.89000000
0.463048920725
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
4.00000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-7
52520QAQ7
2865400.65000000
PA
USD
325897.20000000
0.132548639793
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.12000000
N
N
N
N
N
N
Merrill Lynch Alternative Note Asset
N/A
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2
59024BAB9
474806.30000000
PA
USD
373370.49000000
0.151856937060
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
4.85000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
128000.00000000
PA
USD
126383.36000000
0.051402535709
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTAF8
2499972.33000000
PA
USD
58261.86000000
0.023696215539
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
1.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374M7D5
635446.79000000
PA
USD
63177.78000000
0.025695614458
Long
ABS-MBS
USGA
US
N
2
2036-07-20
Floating
2.17000000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAC7
74000.00000000
PA
USD
77045.84000000
0.031336020357
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
7.00000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AB2
239000.00000000
PA
USD
259001.91000000
0.105341042741
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
7.75000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAJ2
450000.00000000
PA
USD
409288.86000000
0.166465626816
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Variable
3.56000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2023-DELC
05610DAC6
615000.00000000
PA
USD
621232.23000000
0.252667059067
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
7.65000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
136000.00000000
PA
USD
130146.56000000
0.052933101302
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.88000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
460000.00000000
PA
USD
444714.20000000
0.180873791818
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.38000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
265745.43000000
0.108083761621
Long
DBT
CORP
NL
Y
2
2032-09-06
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHSL4
770156.37000000
PA
USD
610457.86000000
0.248284916207
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137APLC2
390366.45000000
PA
USD
43222.52000000
0.017579427606
Long
ABS-MBS
USGSE
US
N
2
2042-04-15
Floating
2.19000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030678
1425000.00000000
PA
USD
1233090.26000000
0.501521451260
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Trust 2006-WF1
46628SAH6
1789397.19000000
PA
USD
478340.40000000
0.194550212086
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
6.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDZ3
1401440.75000000
PA
USD
1214542.47000000
0.493977709443
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
1261229 BC LTD
N/A
1261229 BC Ltd
68288AAA5
230000.00000000
PA
USD
232288.50000000
0.094476186707
Long
DBT
CORP
CA
N
2
2032-04-15
Fixed
10.00000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CS0
255000.00000000
PA
USD
267189.00000000
0.108670889218
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
10.25000000
N
N
N
N
N
N
ECHOSTAR CORP
549300EE20907QZ9GT38
EchoStar Corp
278768AC0
80000.00000000
PA
USD
82319.20000000
0.033480796978
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
10.75000000
N
N
N
N
N
N
Banc of America Funding Corporation
549300R847L762RQF071
Banc of America Funding 2015-R4 Trust
05990RAD3
65873.02000000
PA
USD
65610.83000000
0.026685182542
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.64000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
60000.00000000
PA
USD
39652.80000000
0.016127554038
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAL6
45000.00000000
PA
USD
46318.05000000
0.018838439008
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
10.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR8 Trust
74333TAQ2
1450000.00000000
PA
USD
1412615.96000000
0.574537995566
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
4.01000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RBA3
5881960.14000000
PA
USD
59431.33000000
0.024171861410
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.40000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RAE5
26458000.00000000
PA
USD
123389.53000000
0.050184887646
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
254900ZARLSVK41DKO78
Dell International LLC / EMC Corp
24703TAL0
370000.00000000
PA
USD
374510.30000000
0.152320519641
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
KRE Commercial Mortgage Trust 2025-AIP4
N/A
KRE Commercial Mortgage Trust 2025-AIP4
50077KAJ7
490000.00000000
PA
USD
488818.32000000
0.198811783047
Long
ABS-MBS
CORP
US
N
2
2042-03-15
Floating
7.31000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-8T1
12668BMF7
4660684.79000000
PA
USD
524730.19000000
0.213417829128
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
1.07000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042679
1550000.00000000
PA
USD
1483603.43000000
0.603409960685
Long
ABS-MBS
USGA
US
N
2
2054-07-20
Fixed
4.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
3675000.00000000
PA
USD
3049197.11000000
1.240166928077
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
2138008DC17PCNG48R87
Verus Securitization Trust 2023-4
92539TAA1
705087.22000000
PA
USD
706184.48000000
0.287218767965
Long
ABS-MBS
CORP
US
N
2
2068-05-25
Variable
5.81000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
541750.00000000
PA
USD
514104.55000000
0.209096177611
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-1
70015QAC2
420000.00000000
PA
USD
420416.22000000
0.170991337477
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.28000000
N
N
N
N
N
N
EQUINIX EU 2 FINANCING C
254900FSZR46BPMCKI50
Equinix Europe 2 Financing Corp LLC
000000000
155000.00000000
PA
177014.09000000
0.071995024362
Long
DBT
US
N
2
2034-11-22
Fixed
3.63000000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67092BAE3
1360000.00000000
PA
USD
580694.16000000
0.236179448746
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Variable
0.00000000
N
N
N
N
N
N
PAYCHEX INC
529900K900DW6SUBM174
Paychex Inc
704326AB3
700000.00000000
PA
USD
718907.00000000
0.292393260783
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
5.35000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
31944TAA8
280000.00000000
PA
USD
279801.20000000
0.113800512777
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.63000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan Trust
N/A
JP Morgan Alternative Loan Trust
46628GAQ2
322103.32000000
PA
USD
183018.37000000
0.074437080161
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
4.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
196000.00000000
PA
USD
186002.04000000
0.075650595957
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
281000.00000000
PA
USD
226556.25000000
0.092144770726
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BU8
75000.00000000
PA
USD
83917.50000000
0.034130856232
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LF5C8
1020504.09000000
PA
USD
867890.74000000
0.352987804364
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.41000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
100000.00000000
PA
USD
88328.00000000
0.035924691147
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Allegro CLO Ltd
254900E6QZJ305P65V74
Allegro CLO XIII Ltd
01750WAE9
650000.00000000
PA
USD
650798.85000000
0.264692370314
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.23000000
N
N
N
N
N
N
SUEZ
5493007LKZ37MXEN5D79
Suez SACA
000000000
100000.00000000
PA
109807.75000000
0.044660917311
Long
DBT
CORP
FR
Y
2
2034-05-24
Fixed
2.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2979.12000000
0.001211665223
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
129369.29000000
USD
112680.52000000
EUR
2025-07-11
2979.12000000
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
25000.00000000
PA
USD
24715.50000000
0.010052267729
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.84000000
N
N
N
N
N
N
SLM Student Loan Trust
549300MHMWVKFEDI8G73
SLM Student Loan Trust 2008-2
784442AD7
225000.00000000
PA
USD
230792.31000000
0.093867657547
Long
ABS-O
CORP
US
N
2
2083-01-25
Floating
5.82000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-R3
12566LAB0
602246.84000000
PA
USD
557409.26000000
0.226709033466
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
1.95000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
495000.00000000
PA
USD
461359.80000000
0.187643876490
Long
DBT
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
686000.00000000
PA
USD
480282.32000000
0.195340028183
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2007-AR3 Trust
94983UAD9
70906.47000000
PA
USD
62688.57000000
0.025496643371
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
6.36000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-CNP
61770YAG0
620000.00000000
PA
USD
507409.12000000
0.206373017856
Long
ABS-MBS
CORP
US
N
2
2042-04-05
Variable
2.51000000
N
N
N
N
N
N
Asset Backed Funding Certificates
N/A
ABFC 2007-NC1 Trust
00076BAB0
638779.42000000
PA
USD
601613.32000000
0.244687672209
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
4.73000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
5299005YSRP46BE8Z459
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAD0
210000.00000000
PA
USD
210489.30000000
0.085610034103
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.38000000
N
N
N
N
N
N
UK Logisitics
635400LLQ82YFJBFFU27
UK Logistics 2025-1 DAC
000000000
300000.00000000
PA
413245.38000000
0.168074819360
Long
ABS-MBS
CORP
GB
N
2
2035-05-17
Floating
9.90000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753WAE6
841278.29000000
PA
USD
860153.38000000
0.349840871700
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Floating
7.82000000
N
N
N
N
N
N
GLOBAL SWITCH FINANCE
635400GVJAKOJNEUMF33
Global Switch Finance BV
000000000
315000.00000000
PA
346678.30000000
0.141000711607
Long
DBT
CORP
NL
Y
2
2030-10-07
Fixed
1.38000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2006-12N
525226AG1
394034.19000000
PA
USD
400905.04000000
0.163055766476
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
4.83000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
117000.00000000
PA
USD
58086.99000000
0.023625092557
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
COMM Mortgage Trust
549300MGZ5FI5VFL1177
COMM 2013-CCRE12 Mortgage Trust
12591KAF2
659198.33000000
PA
USD
13.38000000
0.000005441902
Long
ABS-MBS
CORP
US
N
2
2046-10-10
Variable
0.67000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
55000.00000000
PA
USD
55637.45000000
0.022628817673
Long
DBT
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3888.88000000
-0.00158168205
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
119508.49000000
EUR
136479.29000000
USD
2025-07-11
-3888.88000000
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAG8
120000.00000000
PA
USD
124539.60000000
0.050652643166
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
10.25000000
N
N
N
N
N
N
CRSNT Trust
N/A
CRSNT Trust 2021-MOON
22877LAE7
620000.00000000
PA
USD
608829.03000000
0.247622439816
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
5.98000000
N
N
N
N
N
N
NATL GAS TRANSMISSION
FPCHGTHKVH9ZWXS7S453
National Gas Transmission PLC
000000000
215000.00000000
PA
263752.29000000
0.107273113368
Long
DBT
CORP
GB
Y
2
2030-04-05
Fixed
4.25000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2007-QS3 Trust
75116BAH1
6134511.46000000
PA
USD
89520.31000000
0.036409626484
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
0.36000000
N
N
N
N
N
N
Elmwood CLO III Ltd
N/A
Elmwood CLO III Ltd
29002JAE5
1000000.00000000
PA
USD
584536.00000000
0.237741998735
Long
ABS-CBDO
CORP
KY
N
2
2037-07-18
Variable
0.00000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2006-2
5764342J2
5879175.90000000
PA
USD
344208.11000000
0.139996037972
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.67000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB4
12669FW25
59107.75000000
PA
USD
12684.38000000
0.005158980548
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Variable
6.47000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3N1
80000.00000000
PA
USD
80365.60000000
0.032686230400
Long
DBT
CORP
US
N
2
2035-12-03
Fixed
5.21000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AE1
275000.00000000
PA
USD
246224.00000000
0.100144021748
Long
DBT
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR6
45660NX83
202539.04000000
PA
USD
194366.27000000
0.079052488669
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
5.30000000
N
N
N
N
N
N
Bombardier Capital Mortgage Securitization Corp.
N/A
BCMSC Trust 2000-A
09774XBQ4
3316690.47000000
PA
USD
257490.60000000
0.104726363987
Long
ABS-O
CORP
US
N
2
2030-06-15
Variable
8.29000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
220000.00000000
PA
USD
200360.60000000
0.081490497611
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLMB5
392874.88000000
PA
USD
373346.52000000
0.151847188001
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
4.04000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2024-1
96043RAG2
600000.00000000
PA
USD
612506.64000000
0.249118194315
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.02000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5382.41000000
0.002189129346
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
420546.39000000
USD
362632.84000000
EUR
2025-07-11
5382.41000000
N
N
N
Nomura Asset Acceptance Corporation
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AR1
65535VRY6
101332.44000000
PA
USD
66912.01000000
0.027214397396
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.24000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2007-NC1
3622MGAD0
2099861.55000000
PA
USD
1037826.33000000
0.422103867058
Long
ABS-O
CORP
US
N
2
2046-12-25
Floating
4.73000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31424UGV2
3302114.88000000
PA
USD
436398.19000000
0.177491511105
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
2.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
345000.00000000
PA
USD
353880.30000000
0.143929903094
Long
DBT
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
93000.00000000
PA
USD
87819.90000000
0.035718037135
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
INTELSAT EMERGENCE SA
N/A
INTELSAT EMERGENCE SA
000000000
9093.00000000
NS
USD
281883.00000000
0.114647220752
Long
EC
CORP
LU
N
2
N
N
N
LA FRANCAISE DES JEUX SA
969500R4CLSQFTYYI535
La Francaise des Jeux SACA
000000000
100000.00000000
PA
115936.41000000
0.047153560840
Long
DBT
CORP
FR
Y
2
2033-11-21
Fixed
3.38000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042673
5600000.00000000
PA
USD
5357007.60000000
2.178797702908
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
4.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
280000.00000000
PA
USD
125227.20000000
0.050932303269
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705AA5
70000.00000000
PA
USD
73171.00000000
0.029760048636
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.38000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C5
90276TAH7
4889498.44000000
PA
USD
82929.32000000
0.033728944480
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.28000000
N
N
N
N
N
N
GREAT CAN GAMING/RAPTOR
549300FU60SSFLTE0M84
Great Canadian Gaming Corp/Raptor LLC
389925AA6
95000.00000000
PA
USD
93252.95000000
0.037927762740
Long
DBT
CORP
XX
N
2
2029-11-15
Fixed
8.75000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
615000.00000000
PA
USD
546999.45000000
0.222475164147
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust 2005-A15
45660L4F3
931913.73000000
PA
USD
260997.72000000
0.106152776934
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
Citimortgage Alternative Loan Trust
N/A
CitiMortgage Alternative Loan Trust Series 2006-A3
17309KAG2
466134.57000000
PA
USD
409356.21000000
0.166493019352
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040677
1650000.00000000
PA
USD
1534688.93000000
0.624187413018
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
4.00000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
110000.00000000
PA
USD
111333.20000000
0.045281347074
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
WORLDLINE SA/FRANCE
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
234264.00000000
PA
255339.83000000
0.103851604590
Long
DBT
CORP
FR
Y
2
2026-07-30
None
0.00000000
N
N
N
N
N
Worldline SA
Worldline SA
EUR
XXXX
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
95000.00000000
PA
USD
80766.15000000
0.032849141765
Long
DBT
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHK9
997915.75000000
PA
USD
957579.75000000
0.389466044373
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384YEE7
2530836.98000000
PA
USD
209507.04000000
0.085210530127
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Floating
1.20000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
80000.00000000
PA
USD
83143.20000000
0.033815933576
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.68000000
N
N
N
N
N
N
FirstKey Homes 2021-SFR3 Trust
N/A
FirstKey Homes 2021-SFR3 Trust
33768JAJ0
1173000.00000000
PA
USD
1127378.39000000
0.458526406876
Long
ABS-O
CORP
US
N
2
2038-12-17
Fixed
2.99000000
N
N
N
N
N
N
Residential Asset Securitization Trust
N/A
Residential Asset Securitization Trust 2007-A5
76114HAQ8
1083952.63000000
PA
USD
175239.37000000
0.071273211711
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLN38
2330000.00000000
PA
USD
1949.74000000
0.000792996641
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
Variable
1.62000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61748UAF9
105000.00000000
PA
USD
108054.45000000
0.043947816584
Long
DBT
CORP
US
N
2
2036-01-18
Fixed
5.59000000
N
N
N
N
N
N
COOF Securitization Trust II
N/A
COOF Securitization Trust II Series 2015-2
12593RAA6
1460699.43000000
PA
USD
89075.93000000
0.036228888618
Long
ABS-O
USGA
US
N
2
2041-08-25
Variable
1.76000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
955000.00000000
PA
USD
920782.35000000
0.374499836262
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-R1
12555VAA3
549014.75000000
PA
USD
499886.99000000
0.203313623360
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
3.25000000
N
N
N
N
N
N
OREGON TOOL INC
N/A
Oregon Tool Inc 2025 2nd Lien Term Loan
000000000
240035.91000000
PA
USD
195828.50000000
0.079647205645
Long
LON
CORP
LU
N
2
2029-10-15
Floating
8.59000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services Inc
46285MAA8
420000.00000000
PA
USD
403326.00000000
0.164040417326
Long
DBT
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
BCPE FLAVOR DEBT/ISSUER
N/A
BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc
072933AA2
125000.00000000
PA
USD
128008.75000000
0.052063612986
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
9.50000000
N
N
N
N
N
N
Vita Scientia
635400JHBEHLCY2DZM20
Vita Scientia 2022-1 DAC
000000000
1500000.00000000
PA
1694753.95000000
0.689288925640
Long
ABS-MBS
CORP
IE
Y
2
2033-02-27
Floating
4.54000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLV Ltd
55820BAW7
625000.00000000
PA
USD
625704.38000000
0.254485968219
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.16000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
46635TAR3
47286628.91000000
PA
USD
363657.82000000
0.147906607946
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
0.49000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QS7 Trust
748940AB9
232886.62000000
PA
USD
184603.91000000
0.075081949679
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
1275000.00000000
PA
USD
1255377.75000000
0.510586200770
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GC44
50000.00000000
PA
USD
51308.00000000
0.020867947348
Long
DBT
CORP
US
N
2
2036-01-28
Fixed
5.54000000
N
N
N
N
N
N
SLM Student Loan Trust
54930067BGNOZYMNWK87
SLM Student Loan Trust 2008-7
78445FAE5
305000.00000000
PA
USD
308915.96000000
0.125642043897
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
6.47000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
465000.00000000
PA
USD
494448.45000000
0.201101664867
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.63000000
N
N
N
N
N
N
MVM ENERGETIKA ZRT
529900ELI5AQ9F74PF85
MVM Energetika Zrt
000000000
200000.00000000
PA
USD
207294.00000000
0.084310444328
Long
DBT
CORP
HU
Y
2
2031-03-13
Fixed
6.50000000
N
N
N
N
N
N
Oakwood Mortgage Investors Inc.
N/A
Oakwood Mortgage Investors Inc
67087TBW0
681680.39000000
PA
USD
96323.55000000
0.039176634633
Long
ABS-O
CORP
US
N
2
2030-07-15
Variable
7.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQTB2
1228033.37000000
PA
USD
1145567.10000000
0.465924103973
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AJ6
235000.00000000
PA
USD
247410.35000000
0.100626533039
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
1876287.23000000
PA
USD
1800737.36000000
0.732394410549
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
634000.00000000
PA
USD
632605.20000000
0.257292664025
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.63000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
000000000
125000.00000000
PA
145707.00000000
0.059261830596
Long
DBT
CORP
US
N
2
2029-06-06
Fixed
2.75000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2003-7
07384MYZ9
144203.66000000
PA
USD
132416.18000000
0.053856199272
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
6.33000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAY0
120000.00000000
PA
USD
118224.00000000
0.048083967554
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CNK3
477000.00000000
PA
USD
478881.91000000
0.194770454585
Long
DBT
UST
US
N
1
2030-06-30
Fixed
3.88000000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
200000.00000000
PA
157763.02000000
0.064165245085
Long
DBT
CORP
DE
Y
2
2041-06-14
Fixed
1.50000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAD8
535000.00000000
PA
USD
486833.95000000
0.198004701721
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.60000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAJ6
115000.00000000
PA
USD
123082.20000000
0.050059890642
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
Merrill Lynch First Franklin Mortgage Loan Trust
N/A
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3
59024VAG4
354131.79000000
PA
USD
354246.10000000
0.144078680968
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
4.79000000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838PAA9
120000.00000000
PA
USD
127557.60000000
0.051880121631
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2005-QA8 Trust
761118BS6
270687.62000000
PA
USD
139657.24000000
0.056801277210
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.27000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
C-BASS Mortgage Loan Trust 2007-CB2
1248MBAH8
680680.90000000
PA
USD
399990.90000000
0.162683968210
Long
ABS-O
CORP
US
N
2
2037-02-25
Variable
3.52000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AF0
70000.00000000
PA
USD
71803.90000000
0.029204022854
Long
DBT
CORP
US
N
2
2031-01-25
Fixed
5.50000000
N
N
N
N
N
N
Banc of America Alternative Loan Trust
N/A
Banc of America Alternative Loan Trust 2005-10
05948KQ85
231730.72000000
PA
USD
201832.22000000
0.082089033681
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
4.83000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-605361.01000000
-0.24621192958
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
6801000.00000000
EUR
7382723.54000000
USD
2025-07-11
-605361.01000000
N
N
N
ELIA GROUP SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
100000.00000000
PA
119646.95000000
0.048662708602
Long
DBT
CORP
BE
Y
2
2031-06-11
Fixed
3.88000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
125000.00000000
PA
USD
91683.75000000
0.037289539013
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAC2
365000.00000000
PA
USD
368069.65000000
0.149700983797
Long
DBT
CORP
US
N
2
2028-03-17
Fixed
4.80000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
375000.00000000
PA
USD
395160.00000000
0.160719148556
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H7R88
1910384.75000000
PA
USD
132579.77000000
0.053922734462
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
1.74000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series 2007-RFC1
144526AC4
679534.83000000
PA
USD
664788.92000000
0.270382400020
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
4.57000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAQ5
246000.00000000
PA
USD
239796.05000000
0.097529651237
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.66000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
04302XAA2
170000.00000000
PA
USD
141576.00000000
0.057581673691
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.50000000
N
N
N
N
N
N
BXHPP TRUST
N/A
BXHPP Trust 2021-FILM
05609JAL6
430000.00000000
PA
USD
387431.72000000
0.157575908902
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.53000000
N
N
N
N
N
N
bmo sba coof trust
N/A
BMO SBA COOF Trust 2019-1
05588XAA4
3303916.31000000
PA
USD
129567.04000000
0.052697399407
Long
ABS-O
USGA
US
N
2
2045-10-25
Variable
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180AB85
1273669.94000000
PA
USD
1221437.30000000
0.496781969001
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Fixed
4.50000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2004-4
542514HT4
252115.44000000
PA
USD
244137.05000000
0.099295219169
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
5.33000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
203000.00000000
PA
249724.66000000
0.101567807289
Long
DBT
CORP
ES
Y
2
2030-05-01
Fixed
7.50000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Asset-Backed Certificates Trust 2007-13
126698AC3
348544.92000000
PA
USD
323881.50000000
0.131728815955
Long
ABS-O
CORP
US
N
2
2047-10-25
Floating
5.33000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series 2006-NC4
14453MAD6
1250000.00000000
PA
USD
1065127.50000000
0.433207776353
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
4.67000000
N
N
N
N
N
N
OT MIDCO LTD
N/A
OT Midco Ltd
68877AAA2
300000.00000000
PA
USD
232338.00000000
0.094496319306
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
10.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8353.56000000
-0.00339755301
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
242503.45000000
EUR
276477.80000000
USD
2025-07-11
-8353.56000000
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2007-4
07401CAV5
478617.03000000
PA
USD
421717.46000000
0.171520576734
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Variable
4.32000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE66
1200633.28000000
PA
USD
1152010.55000000
0.468544778630
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Conseco Finance Securitizations Corp.
N/A
Conseco Finance Securitizations Corp
20846QAM0
1178493.44000000
PA
USD
326171.87000000
0.132660353348
Long
ABS-O
CORP
US
N
2
2030-06-01
Variable
7.36000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
145000.00000000
PA
USD
126419.70000000
0.051417315884
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.30000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2022-SFR1 Trust
00179WAG9
850000.00000000
PA
USD
845588.33000000
0.343916986604
Long
ABS-O
CORP
US
N
2
2039-03-17
Fixed
6.02000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
Credit Suisse First Boston Mortgage Securities Corp
225470RS4
948045.51000000
PA
USD
209361.63000000
0.085151389092
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAL0
4710599.78000000
PA
USD
126.24000000
0.000051344228
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
1.33000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
976543.76000000
PA
USD
878848.47000000
0.357444523252
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust 2005-A
35729PHP8
1432275.42000000
PA
USD
1304562.43000000
0.530590553163
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
5.45000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P1
14688EAH2
4400.00000000
PA
USD
372281.72000000
0.151414113426
Long
ABS-O
CORP
US
N
2
2030-03-11
None
0.00000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2024-NR1 LLC
12531DAA2
807314.22000000
PA
USD
811717.72000000
0.330141160103
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Variable
6.41000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AM9
490000.00000000
PA
USD
500025.40000000
0.203369917361
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust
933631AD5
1439258.62000000
PA
USD
653955.08000000
0.265976069570
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
4.73000000
N
N
N
N
N
N
USQ Rail
25490077I8NB6ADB4I38
USQ Rail I LLC
90352WAD6
342973.79000000
PA
USD
321631.22000000
0.130813583934
Long
ABS-O
CORP
US
N
2
2051-02-28
Fixed
2.25000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAL0
8000.00000000
PA
USD
8220.00000000
0.003343231605
Long
DBT
CORP
LU
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BT0
200000.00000000
PA
USD
194986.00000000
0.079304544742
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
155000.00000000
PA
183640.59000000
0.074690148965
Long
DBT
CORP
DE
Y
2
2033-04-16
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
460000.00000000
PA
USD
451315.20000000
0.183558545081
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.66000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAN3
1631116.07000000
PA
USD
23.81000000
0.000009683983
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Variable
0.78000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2017-GM
056083AL2
575000.00000000
PA
USD
546422.27000000
0.222240413975
Long
ABS-MBS
CORP
US
N
2
2039-06-13
Variable
3.54000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AK1
125000.00000000
PA
USD
128642.50000000
0.052321371262
Long
DBT
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAH8
2200.00000000
PA
USD
143991.58000000
0.058564136392
Long
ABS-O
CORP
US
N
2
2028-06-12
None
0.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
1707000.00000000
PA
USD
1598821.61000000
0.650271403614
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
2.81000000
N
N
N
N
N
N
ROLLINS INC
549300F2A0BXT4SGWD84
Rollins Inc
775711AC8
370000.00000000
PA
USD
371609.50000000
0.151140708663
Long
DBT
CORP
US
N
2
2035-02-24
Fixed
5.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDB3
490000.00000000
PA
USD
489421.80000000
0.199057229934
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
254900640HC5OZKI7J87
PRET 2025-NPL6 LLC
740936AA7
700000.00000000
PA
USD
701797.67000000
0.285434568228
Long
ABS-O
CORP
US
N
2
2055-06-25
Variable
5.74000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-2
61946RAE9
1150000.00000000
PA
USD
38749.25000000
0.015760062929
Long
ABS-O
CORP
US
N
2
2047-04-22
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384D6P7
245710.34000000
PA
USD
211063.42000000
0.085843539714
Long
ABS-MBS
USGA
US
N
2
2053-11-20
None
0.00000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAN0
557523.08000000
PA
USD
558480.01000000
0.227144528021
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
8.13000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAG4
1375000.00000000
PA
USD
1371618.05000000
0.557863359500
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
5.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
100000.00000000
PA
USD
102976.00000000
0.041882313598
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2022-RN2 LLC
69377NAB5
1255000.00000000
PA
USD
1256363.31000000
0.510987046918
Long
ABS-O
CORP
US
N
2
2052-06-25
Variable
6.50000000
N
N
N
N
N
N
BCRED CLO LLC
N/A
BCRED CLO 2023-1 LLC
055978AA8
850000.00000000
PA
USD
853210.45000000
0.347017048950
Long
ABS-CBDO
CORP
US
N
2
2036-01-20
Floating
6.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLPB2
2306621.75000000
PA
USD
150631.60000000
0.061264759838
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
0.74000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
275000.00000000
PA
USD
265144.00000000
0.107839148508
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.38000000
N
N
N
N
N
N
SLM Student Loan Trust
SCSW2GRYW6ZPGKE5DL61
SLM Student Loan Trust 2005-9
78442GRC2
286988.49000000
PA
USD
270020.04000000
0.109822327467
Long
ABS-O
CORP
US
N
2
2041-01-25
Floating
4.92000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AP1
100000.00000000
PA
USD
93143.00000000
0.037883043966
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJN1
1423855.03000000
PA
USD
1183735.16000000
0.481447785786
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
220000.00000000
PA
USD
196477.60000000
0.079911207061
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2005-8
17307GE20
300688.65000000
PA
USD
240736.81000000
0.097912276367
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
5.66000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAA4
117000.00000000
PA
USD
123894.81000000
0.050390394710
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378KGP8
5245850.45000000
PA
USD
2697.42000000
0.001097092432
Long
ABS-MBS
USGA
US
N
2
2055-02-16
Variable
0.04000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2004-A6
466247HA4
142730.97000000
PA
USD
142623.96000000
0.058007899116
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
5.44000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEJ8
2447345.00000000
PA
USD
2282619.42000000
0.928385083663
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
213800W65K5FH3AI2J91
Verus Securitization Trust 2023-7
92539YAE2
650000.00000000
PA
USD
654905.94000000
0.266362802564
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.89000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376G3C2
1631552.83000000
PA
USD
16.32000000
0.000006637656
Long
ABS-MBS
USGA
US
N
2
2051-09-16
None
0.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
6499022E2
903339.13000000
PA
USD
914906.39000000
0.372109970668
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
5.29000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396JM36
888400.80000000
PA
USD
46609.45000000
0.018956956976
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
Floating
1.21000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EP6
200000.00000000
PA
USD
195990.00000000
0.079712890792
Long
DBT
NUSS
CO
N
2
2036-11-07
Fixed
7.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2022-NQM2
64831MAB8
930000.00000000
PA
USD
744032.36000000
0.302612226433
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.70000000
N
N
N
N
N
N
Rithm Capital Corp
549300WNTHGEO5LP2G31
Rithm Capital Corp
64828T201
55339.00000000
NS
USD
624777.31000000
0.254108911075
Long
EC
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
34000.00000000
PA
USD
23711.94000000
0.009644100636
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
100000.00000000
PA
USD
98464.00000000
0.040047196688
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3848.43000000
-0.00156523026
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
101281.70000000
EUR
115111.54000000
USD
2025-07-11
-3848.43000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
395000.00000000
PA
USD
386136.20000000
0.157048996079
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AP9
195000.00000000
PA
USD
202244.25000000
0.082256614182
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.50000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
275000.00000000
PA
USD
280167.25000000
0.113949392330
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7055.81000000
0.002869733210
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
229639.58000000
USD
201520.82000000
EUR
2025-07-11
7055.81000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
190000.00000000
PA
USD
164272.10000000
0.066812612722
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
135000.00000000
PA
155964.27000000
0.063433658972
Long
DBT
NL
Y
2
2035-03-15
Fixed
3.88000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2025-NPL1 LLC
921962AA4
592901.00000000
PA
USD
594494.48000000
0.241792303489
Long
ABS-O
CORP
US
N
2
2055-01-25
Variable
5.88000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM6 Trust
36167KAA6
927773.01000000
PA
USD
841616.95000000
0.342301750213
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.86000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BU3
205000.00000000
PA
USD
176191.35000000
0.071660400230
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QS1 Trust
761118SB5
180886.18000000
PA
USD
142478.02000000
0.057948542520
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.75000000
N
N
N
N
N
N
OPAL BIDCO SAS
969500R96XT7XY2UJ564
OPAL BIDCO
68348BAA1
60000.00000000
PA
USD
61213.80000000
0.024896826135
Long
DBT
CORP
FR
N
2
2032-03-31
Fixed
6.50000000
N
N
N
N
N
N
KEDRION SPA
81560047FA58E1BEDF67
Kedrion SpA
49272YAB9
415000.00000000
PA
USD
397607.35000000
0.161714532725
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2006-10N
525229AE0
325437.56000000
PA
USD
312663.55000000
0.127166260604
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
4.85000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-B
802824AD4
5000.00000000
PA
USD
1360387.03000000
0.553295488330
Long
ABS-O
CORP
US
N
2
2029-03-15
None
0.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAH9
4700.00000000
PA
USD
241490.66000000
0.098218881616
Long
ABS-O
CORP
US
N
2
2028-12-11
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPW79
750711.16000000
PA
USD
700066.22000000
0.284730354315
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAQ4
30000.00000000
PA
USD
31041.30000000
0.012625091876
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAK4
2000.00000000
PA
USD
151889.08000000
0.061776201064
Long
ABS-O
CORP
US
N
2
2027-09-08
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLVW9
393901.91000000
PA
USD
373539.86000000
0.151925823086
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
4.12000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AM6
271000.00000000
PA
USD
279650.32000000
0.113739146988
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
9.38000000
N
N
N
N
N
N
GRAND CANYON UNIVERSITY
N/A
Grand Canyon University
38528UAE6
250000.00000000
PA
USD
242580.00000000
0.098661937080
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEH5
145000.00000000
PA
USD
152458.80000000
0.062007917111
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.77000000
N
N
N
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC
83600WAE9
120000.00000000
PA
USD
124744.80000000
0.050736101940
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.38000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAJ0
104000.00000000
PA
USD
108865.12000000
0.044277531617
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
7.38000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAL8
134139.32000000
PA
USD
1.15000000
0.000000467727
Long
ABS-MBS
CORP
US
N
3
2046-06-15
Variable
0.46000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378XDR9
2030909.12000000
PA
USD
10058.08000000
0.004090813983
Long
ABS-MBS
USGA
US
N
2
2055-05-16
Variable
0.19000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
305000.00000000
PA
USD
240584.00000000
0.097850125610
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
95000.00000000
PA
USD
98572.95000000
0.040091508742
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300IZGFDRVV7YTH38
SLM Student Loan Trust 2007-7
78444EAE9
150000.00000000
PA
USD
150615.84000000
0.061258349944
Long
ABS-O
CORP
US
N
2
2070-10-27
Floating
5.37000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CK3
130000.00000000
PA
USD
115554.40000000
0.046998190049
Long
DBT
CORP
GB
N
2
2031-08-18
Fixed
2.36000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
505000.00000000
PA
USD
486133.20000000
0.197719693260
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1
00442JAD6
1114949.18000000
PA
USD
450481.61000000
0.183219508045
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.95000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding Trust
N/A
Bear Stearns Mortgage Funding Trust 2007-AR3
07401VAD3
22034056.11000000
PA
USD
436848.30000000
0.177674579472
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
0.50000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES8
749421AF0
700000.00000000
PA
USD
707401.45000000
0.287713732997
Long
ABS-MBS
CORP
US
N
2
2044-11-25
Fixed
7.40000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859CD2
200000.00000000
PA
USD
201172.00000000
0.081820509548
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
140000.00000000
PA
USD
137715.20000000
0.056011412307
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
4.38000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B7HP9
7900000.00000000
PA
USD
160543.80000000
0.065296241628
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
0.70000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6021.42000000
-0.00244902696
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
169988.10000000
EUR
193637.35000000
USD
2025-07-11
-6021.42000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
260000.00000000
PA
USD
240679.40000000
0.097888926619
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2005-9
07387AEG6
76567.02000000
PA
USD
72621.83000000
0.029536690667
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
7.08000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
40000.00000000
PA
USD
34239.20000000
0.013925739121
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
200000.00000000
PA
USD
183246.00000000
0.074529661646
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CP7
170000.00000000
PA
USD
182100.60000000
0.074063805505
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2032.47000000
0.000826644518
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
197942.96000000
USD
170257.70000000
EUR
2025-07-11
2032.47000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAV0
5793954.63000000
PA
USD
13396.78000000
0.005448727287
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.84000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAV2
963505.34000000
PA
USD
14.26000000
0.000005799815
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.72000000
N
N
N
N
N
N
Securitized Asset Backed Receivables LLC Trust
N/A
Securitized Asset Backed Receivables LLC Trust 2007-NC2
81378GAD0
1494000.00000000
PA
USD
987989.49000000
0.401834268689
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
4.87000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
564426.88000000
PA
USD
526886.85000000
0.214294984101
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
Merrill Lynch Mortgage Backed Securities Trust
N/A
Merrill Lynch Mortgage Backed Securities Trust Series 2007-2
59025GAA9
79226.53000000
PA
USD
67812.55000000
0.027580664281
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
6.53000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325YBW7
3338408.64000000
PA
USD
447654.46000000
0.182069651934
Long
ABS-MBS
USGSE
US
N
2
2052-03-15
Fixed
2.00000000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-3 Ltd
86315XAG1
750000.00000000
PA
USD
112.50000000
0.000045755907
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Variable
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPCS6
690000.00000000
PA
USD
14096.29000000
0.005733231416
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
4.24000000
N
N
N
N
N
N
Structured Receivables Finance LLC
N/A
Structured Receivables Finance 2010-B LLC
86365LAB7
276898.98000000
PA
USD
282203.26000000
0.114777476634
Long
ABS-O
CORP
US
N
2
2036-08-15
Fixed
7.97000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
515000.00000000
PA
USD
450764.05000000
0.183334381809
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
29505.00000000
NS
USD
853874.70000000
0.347287212161
Long
EC
CORP
US
N
1
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QS13 Trust
75115DAB1
1695760.23000000
PA
USD
226734.00000000
0.092217065059
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
2.73000000
N
N
N
N
N
N
AMCOR GROUP FINANCE
2549008XHB8M1L64J275
Amcor Group Finance PLC
02344BAA4
225000.00000000
PA
USD
231531.75000000
0.094168401973
Long
DBT
CORP
GB
N
2
2029-05-23
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754RAJ5
475000.00000000
PA
USD
496316.86000000
0.201861583037
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
10.31000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-RM2
590216AA5
3723264.07000000
PA
USD
1048582.12000000
0.426478453076
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
4.80000000
N
N
N
N
N
N
SLM Student Loan Trust
549300JQFJDGC1WO7674
SLM Student Loan Trust 2008-6
78445CAE2
225000.00000000
PA
USD
226048.46000000
0.091938242796
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
6.47000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
580000.00000000
PA
USD
601413.60000000
0.244606442256
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL 2021-SFR1
30322DAN9
1015000.00000000
PA
USD
951567.07000000
0.387020572134
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
4.11000000
N
N
N
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2023-18 Ltd
442911AJ2
600000.00000000
PA
USD
602251.80000000
0.244947354267
Long
ABS-CBDO
CORP
KY
N
2
2036-07-20
Floating
10.02000000
N
N
N
N
N
N
LONZA FINANCE INTL NV
549300AS6XQBD4ETT379
Lonza Finance International NV
000000000
125000.00000000
PA
145373.92000000
0.059126360574
Long
DBT
CORP
BE
Y
2
2034-09-04
Fixed
3.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-46CB
12668ABD6
462297.90000000
PA
USD
319397.55000000
0.129905107518
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
345000.00000000
PA
USD
319739.10000000
0.130044022451
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.88000000
N
N
N
N
N
N
Oakwood Mortgage Investors Inc.
N/A
Oakwood Mortgage Investors Inc
67087TCL3
1671028.16000000
PA
USD
115670.57000000
0.047045438615
Long
ABS-O
CORP
US
N
2
2031-06-15
Variable
6.61000000
N
N
N
N
N
N
Bear Stearns Asset Backed Securities Trust
N/A
Bear Stearns Asset Backed Securities I Trust 2005-AC6
073879L55
229600.00000000
PA
USD
221197.19000000
0.089965138272
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.50000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAL6
510000.00000000
PA
USD
503503.37000000
0.204784474444
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.26000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
120000.00000000
PA
USD
116667.60000000
0.047450949833
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG3 Mortgage Trust
08162QBE8
555000.00000000
PA
USD
502455.26000000
0.204358188011
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.65000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
406000.00000000
PA
USD
386057.28000000
0.157016897802
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.53000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378XLU3
1254740.56000000
PA
USD
34930.47000000
0.014206891884
Long
ABS-MBS
USGA
US
N
2
2054-11-16
Variable
0.89000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT CIII LLC
92873JAA7
446283.23000000
PA
USD
446628.30000000
0.181652292987
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
4.99000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBR9
750000.00000000
PA
USD
741019.43000000
0.301386810034
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
4.67000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
27922.32000000
0.011356542909
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
499952.22000000
USD
449428.74000000
EUR
2025-07-11
27922.32000000
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12547WAC8
650000.00000000
PA
USD
273388.05000000
0.111192161710
Long
ABS-CBDO
CORP
KY
N
2
2038-01-18
Variable
0.00000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAB9
1647423.64000000
PA
USD
1331147.79000000
0.541403328806
Long
ABS-O
CORP
US
N
2
2036-12-25
Variable
2.99000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V100
103400.00000000
NS
USD
1874642.00000000
0.762452844639
Long
EC
CORP
US
N
1
N
N
N
LOAN PARTICIPATION 2
N/A
LOAN PARTICIPATION 2
000000000
952317.06000000
PA
USD
952317.06000000
0.387325607446
Long
ABS-O
CORP
US
N
3
2027-12-19
Fixed
3.14000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CS9
70000.00000000
PA
USD
70522.90000000
0.028683015592
Long
DBT
CORP
US
N
2
2035-03-27
Fixed
5.80000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund
857492706
1026925.02000000
NS
USD
1026925.02000000
0.417670095266
Long
STIV
RF
US
N
1
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2006-3 Trust
058931AW6
77070.34000000
PA
USD
65369.49000000
0.026587024937
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
323000.00000000
PA
USD
317308.74000000
0.129055548441
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397TTP7
68286.31000000
PA
USD
6649.80000000
0.002704601159
Long
ABS-MBS
USGSE
US
N
2
2038-06-15
Floating
1.83000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2006-AR2
23332QAC7
306606.77000000
PA
USD
203801.15000000
0.082889835263
Long
ABS-MBS
CORP
US
N
2
2036-10-19
Floating
4.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
500000.00000000
PA
USD
457035.00000000
0.185884897409
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGX46
318778.69000000
PA
USD
252677.20000000
0.102768661918
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
01330AAA4
240000.00000000
PA
USD
245740.80000000
0.099947495043
Long
DBT
CORP
LU
N
2
2030-05-21
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040673
1375000.00000000
PA
USD
1278390.44000000
0.519945903024
Long
ABS-MBS
USGA
US
N
2
2054-07-20
Fixed
4.00000000
N
N
N
N
N
N
Oakwood Mortgage Investors Inc.
N/A
Oakwood Mortgage Investors Inc
67087TBC4
1717629.89000000
PA
USD
232996.15000000
0.094764001530
Long
ABS-O
CORP
US
N
2
2029-09-15
Variable
8.15000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Securitized Asset Backed Receivables LLC Trust 2006-CB1
81375WHH2
876407.23000000
PA
USD
750018.62000000
0.305046953152
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
2.84000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CK1
49000.00000000
PA
USD
48546.26000000
0.019744694738
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
10.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2957.36000000
0.001202815014
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
104234.60000000
USD
91262.49000000
EUR
2025-07-11
2957.36000000
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAJ2
230000.00000000
PA
USD
198241.60000000
0.080628659683
Long
DBT
CORP
LU
N
2
2027-07-15
Fixed
9.63000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
149000.00000000
PA
USD
142989.34000000
0.058156506168
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAJ2
500000.00000000
PA
USD
499995.00000000
0.203357553098
Long
DBT
CORP
GB
N
2
2028-06-30
Fixed
4.50000000
N
N
N
N
N
N
LINEAGE OP LP
254900CSRDL1G4SRQE89
Lineage OP LP
53567YAA7
230000.00000000
PA
USD
231543.30000000
0.094173099579
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
Modivcare Inc 2025 Incremental Term Loan
60783LAD2
173388.94000000
PA
USD
134896.60000000
0.054865033644
Long
LON
CORP
US
N
2
2026-01-09
Floating
11.71000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJQ9
6821140.16000000
PA
USD
96607.13000000
0.039291972057
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
1.34000000
N
N
N
N
N
N
Gracechurch Mortgage Finance Plc
N/A
Grace Trust 2020-GRCE
38406JAN8
376000.00000000
PA
USD
289121.97000000
0.117591448646
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.77000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
50000.00000000
PA
USD
45904.50000000
0.018670240294
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAA7
390000.00000000
PA
USD
379355.77000000
0.154291265194
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
5.38000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS2
36252TAT2
3953512.03000000
PA
USD
20583.96000000
0.008371891196
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
1.88000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBP2
140000.00000000
PA
USD
142723.00000000
0.058048180583
Long
DBT
CORP
US
N
2
2030-05-29
Fixed
4.91000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579ZE1
78400.47000000
PA
USD
72781.54000000
0.029601647786
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
6.08000000
N
N
N
N
N
N
SLC Student Loan Trust
25490083RPF52FIUZ551
SLC Student Loan Trust 2004-1
784423AH8
154462.11000000
PA
USD
136226.45000000
0.055405909137
Long
ABS-O
CORP
US
N
2
2031-08-15
Floating
4.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLK35
394161.46000000
PA
USD
379940.00000000
0.154528882737
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
4.49000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-HYB2
126694C63
538794.92000000
PA
USD
404655.46000000
0.164581134198
Long
ABS-MBS
CORP
US
N
2
2036-04-20
Variable
5.35000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QS6 Trust
74922EAV1
2247825.89000000
PA
USD
58895.74000000
0.023954026688
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
0.77000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAE9
950000.00000000
PA
USD
100014.10000000
0.040677652079
Long
ABS-O
CORP
US
N
2
2046-12-20
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5AZ2
1353698.59000000
PA
USD
1259139.68000000
0.512116249830
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAU2
8966129.34000000
PA
USD
95283.06000000
0.038753447401
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
0.91000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BH2
195000.00000000
PA
USD
197683.20000000
0.080401547696
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
8.13000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3L3
135000.00000000
PA
USD
131319.90000000
0.053410321177
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
3.21000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
7000.00000000
PA
USD
6716.43000000
0.002731700857
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset Backed Certificates
N/A
First Franklin Mortgage Loan Trust 2006-FF13
30247DAD3
538516.68000000
PA
USD
352339.56000000
0.143303254595
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
85000.00000000
PA
USD
74888.40000000
0.030458548144
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.55000000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp
18538RAJ2
125000.00000000
PA
USD
119000.00000000
0.048399581633
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR9
45661EGC2
415061.96000000
PA
USD
224017.08000000
0.091112041602
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
4.26000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES6
749410AD8
800000.00000000
PA
USD
806183.76000000
0.327890392466
Long
ABS-MBS
CORP
US
N
2
2044-09-25
Variable
5.99000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
2549001742TZTUKJHB13
Neuberger Berman Loan Advisers Clo 56 Ltd
64135UAC1
700000.00000000
PA
USD
546960.40000000
0.222459281764
Long
ABS-CBDO
CORP
KY
N
2
2037-07-24
Variable
0.00000000
N
N
N
N
N
N
Park Avenue Trust
N/A
245 Park Avenue Trust 2017-245P
90187LAN9
650000.00000000
PA
USD
608571.47000000
0.247517685226
Long
ABS-MBS
CORP
US
N
2
2037-06-05
Variable
3.78000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373M8V5
4420758.44000000
PA
USD
44.21000000
0.000017981054
Long
ABS-MBS
USGA
US
N
2
2049-10-16
Variable
0.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
480000.00000000
PA
USD
322929.60000000
0.131341659974
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
SLM Student Loan Trust
549300Y3YMECZJOAL893
SLM Student Loan Trust 2004-2
78442GLB0
139907.21000000
PA
USD
133608.15000000
0.054340996325
Long
ABS-O
CORP
US
N
2
2039-07-25
Floating
5.09000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S9 Trust
749577AP7
13991520.81000000
PA
USD
149127.23000000
0.060652903715
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
0.33000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP25
000000000
-16.00000000
NC
14251.66000000
0.005796423374
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXU5 Comdty
2025-09-08
-2094540.96000000
EUR
14251.66000000
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAD2
250000.00000000
PA
USD
255137.50000000
0.103769313100
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
6.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLT85
122991.48000000
PA
USD
116841.31000000
0.047521601020
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
4.04000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SAS
060335AB2
200000.00000000
PA
USD
207680.00000000
0.084467437929
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
8.13000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBS1
195000.00000000
PA
USD
197724.15000000
0.080418202846
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
4.88000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
285000.00000000
PA
USD
240730.95000000
0.097909892993
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
409000.00000000
PA
USD
332831.93000000
0.135369127446
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BW6
260000.00000000
PA
USD
261729.00000000
0.106450202531
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust
90205FAL4
490000.00000000
PA
USD
477076.69000000
0.194036236999
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.15000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
C-BASS Mortgage Loan Trust 2007-CB3
17311YAC7
1068255.55000000
PA
USD
376407.64000000
0.153092204197
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
3.28000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AU6
310000.00000000
PA
USD
313410.00000000
0.127469856131
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.05000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
Eleven Madison Trust 2015-11MD Mortgage Trust
556227AJ5
625000.00000000
PA
USD
593983.56000000
0.241584502529
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.67000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AN6
24000.00000000
PA
USD
22665.84000000
0.009218631708
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.13000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
275000.00000000
PA
USD
246622.75000000
0.100306201018
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
TEVA PHARM FIN IV
549300GKSD1RG56QRY33
Teva Pharmaceutical Finance Netherlands IV BV
881937AA4
58000.00000000
PA
USD
58911.76000000
0.023960542330
Long
DBT
CORP
NL
N
2
2030-12-01
Fixed
5.75000000
N
N
N
N
N
N
SEVERN TRENT WATER UTIL
213800KY9PT6WBH33232
Severn Trent Utilities Finance PLC
000000000
150000.00000000
PA
177295.87000000
0.072109629691
Long
DBT
CORP
GB
Y
2
2035-08-04
Fixed
3.88000000
N
N
N
N
N
N
AMERICAN MEDICAL SYST EU
549300AA2JE6ZQ5D2493
American Medical Systems Europe BV
000000000
260000.00000000
PA
304797.99000000
0.123967186543
Long
DBT
CORP
NL
N
2
2031-03-08
Fixed
3.00000000
N
N
N
N
N
N
CIM Trust
N/A
CIM TRUST 2025-R1
12575LAA1
723754.43000000
PA
USD
716080.39000000
0.291243624300
Long
ABS-MBS
CORP
US
N
2
2099-02-25
Variable
5.00000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2024-RPL2 LLC
69381DAD7
900000.00000000
PA
USD
821737.08000000
0.334216225920
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.50000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CJ4
309000.00000000
PA
USD
288856.29000000
0.117483391496
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
9.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2024-3 Ltd
69688HAC0
625000.00000000
PA
USD
554431.88000000
0.225498075933
Long
ABS-CBDO
CORP
KY
N
2
2037-07-20
Variable
0.00000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AA8
695000.00000000
PA
USD
657620.33000000
0.267466797021
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Fixed
2.13000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAN2
1005000.00000000
PA
USD
989366.12000000
0.402394170505
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.01000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAD8
5000.00000000
PA
USD
4881.70000000
0.001985480988
Long
DBT
US
N
2
2028-02-15
Fixed
5.95000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
152904.76000000
PA
USD
156598.94000000
0.063691791430
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
50000.00000000
PA
USD
48463.00000000
0.019710831299
Long
DBT
US
N
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
HEATHROW FUNDING LTD
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
130000.00000000
PA
136890.21000000
0.055675873056
Long
DBT
CORP
JE
Y
2
2030-10-08
Fixed
1.13000000
N
N
N
N
N
N
Bear Mountain Park CLO, Ltd
N/A
Bear Mountain Park CLO Ltd
07403CAL5
625000.00000000
PA
USD
627796.25000000
0.255336771856
Long
ABS-CBDO
CORP
JE
N
2
2037-07-15
Floating
6.01000000
N
N
N
N
N
N
PMT Loan Trust
N/A
PMT Loan Trust 2024-INV1
73015BBE4
707420.19000000
PA
USD
709553.77000000
0.288589122809
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
6.00000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO, LTD
549300TMEEKUOKVHYV65
Goldentree Loan Management US Clo 11 Ltd
38138KAL4
625000.00000000
PA
USD
625012.50000000
0.254204567357
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.35000000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings Inc
34965KAA5
280000.00000000
PA
USD
253960.00000000
0.103290401273
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT SEP25
000000000
3.00000000
NC
-567.57000000
-0.00023084160
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 2 Year Euro SCHATZ Futures
DUU5 Comdty
2025-09-08
322233.51000000
EUR
-567.57000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
15224.00000000
NS
USD
658742.48000000
0.267923196941
Long
EC
CORP
US
N
1
N
N
N
SLM Student Loan Trust
549300EQOYJZL2D96G46
SLM Student Loan Trust 2008-4
78445AAE6
515000.00000000
PA
USD
546794.97000000
0.222391998211
Long
ABS-O
CORP
US
N
2
2073-04-25
Floating
6.47000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-HHV
43300LAQ3
1341000.00000000
PA
USD
1292569.38000000
0.525712749780
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
4.33000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2007-AR5
45669EAC0
529200.20000000
PA
USD
424915.85000000
0.172821423271
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.34000000
N
N
N
N
N
N
HSI Asset Loan Obligation
N/A
HSI Asset Loan Obligation Trust 2007-2
40432BAR0
265337.85000000
PA
USD
195461.74000000
0.079498037321
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
45000.00000000
PA
USD
40413.15000000
0.016436802962
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
Oakwood Mortgage Investors Inc.
N/A
Oakwood Mortgage Investors Inc
67087TAU5
451966.64000000
PA
USD
198423.12000000
0.080702487347
Long
ABS-O
CORP
US
N
2
2030-03-15
Variable
7.61000000
N
N
N
N
N
N
Freddie Mac Multiclass Certificates
N/A
Freddie Mac Multifamily PC REMIC Trust 2019-P002
3137FQKX0
1295000.00000000
PA
USD
71272.07000000
0.028987717396
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Variable
1.14000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
248000.00000000
PA
USD
221702.08000000
0.090170486716
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-14
12670AAG6
5516680.74000000
PA
USD
19246.04000000
0.007827733479
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
0.14000000
N
N
N
N
N
N
MFT Trust
N/A
MFT 2020-B6 Mortgage Trust
55316TAE9
220000.00000000
PA
USD
142733.48000000
0.058052443000
Long
ABS-MBS
CORP
US
N
2
2040-08-10
Variable
3.39000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3379.69000000
-0.00137458472
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
112021.74000000
EUR
128194.95000000
USD
2025-07-11
-3379.69000000
N
N
N
TCW Central Cash Fund
2549003KPNUIFJCJM366
TCW Central Cash Fund
872365671
18109354.20000000
NS
USD
18109354.20000000
7.365421570824
Long
EC
RF
US
N
1
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR3
36242D4W0
113039.20000000
PA
USD
84387.93000000
0.034322189133
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
4.30000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
259000.00000000
PA
USD
248684.03000000
0.101144563116
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED UTILITIES WAT FIN
213800313INX42GDLR44
United Utilities Water Finance PLC
000000000
115000.00000000
PA
135043.98000000
0.054924975916
Long
DBT
CORP
GB
Y
2
2034-05-23
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEK5
558122.61000000
PA
USD
535606.31000000
0.217841355664
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300DP3T6QDZHB8271
SLM Student Loan Trust 2007-6
78444CAF0
73926.10000000
PA
USD
69672.59000000
0.028337178212
Long
ABS-O
CORP
US
N
2
2043-04-27
Floating
5.47000000
N
N
N
N
N
N
Asset Backed Securities Corp Home Equity Ln Trst
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE3
04541GXC1
473291.01000000
PA
USD
465710.31000000
0.189413312321
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-S2
46630WAA8
146909.72000000
PA
USD
45312.39000000
0.018429417805
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG7J8
1984973.26000000
PA
USD
3172.19000000
0.001290190494
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Variable
2.41000000
N
N
N
N
N
N
OREGON TOOL LUX LP
N/A
Oregon Tool Lux LP
68610BAA2
228735.00000000
PA
USD
132949.93000000
0.054073285631
Long
DBT
CORP
LU
N
2
2029-10-15
Fixed
7.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP25
000000000
-71.00000000
NC
USD
-284143.70000000
-0.11556669078
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long-Term U.S. Treasury Bond Futures
WNU5 Comdty
2025-09-19
-8173731.30000000
USD
-284143.70000000
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
000000000
100000.00000000
PA
102828.04000000
0.041822135429
Long
DBT
CORP
NL
Y
2
2031-10-01
Fixed
0.88000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
EFMT 2025-CES1
26846VAG9
670000.00000000
PA
USD
680099.04000000
0.276609319371
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
7.07000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-D
009723AA5
706094.08000000
PA
USD
707371.69000000
0.287701629035
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
5.00000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAL0
200000.00000000
PA
USD
205354.00000000
0.083521409132
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.88000000
N
N
N
N
N
N
Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC
N/A
Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC
209031AA1
245000.00000000
PA
USD
253243.96000000
0.102999174076
Long
ABS-O
CORP
US
N
2
2055-05-20
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
410000.00000000
PA
USD
355252.70000000
0.144488084488
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.24000000
N
N
N
N
N
N
HOA Funding LLC
N/A
HOA Funding LLC - HOA
40390GAA6
581626.98000000
PA
USD
133782.17000000
0.054411773596
Long
ABS-O
CORP
US
N
3
2051-08-20
Fixed
4.72000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
350000.00000000
PA
USD
357686.00000000
0.145477754252
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
12670.00000000
NS
USD
742842.10000000
0.302128124870
Long
EC
CORP
US
N
1
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
80000.00000000
PA
USD
82564.00000000
0.033580361831
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
RAVEN ACQUISITION HOLDIN
N/A
Raven Acquisition Holdings LLC
75420NAA1
175000.00000000
PA
USD
175026.25000000
0.071186531721
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.88000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAM8
540000.00000000
PA
USD
502729.20000000
0.204469604662
Long
DBT
CORP
LU
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
1245000.00000000
PA
USD
1219664.25000000
0.496060835571
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAA1
550000.00000000
PA
USD
547887.07000000
0.222836176220
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.58000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2006-AR4
86360QAM7
472372.05000000
PA
USD
382520.23000000
0.155578311749
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.79000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
2549009VFCBSE99NTJ29
Angel Oak Mortgage Trust 2024-11
03463QAD8
750000.00000000
PA
USD
760735.20000000
0.309405591711
Long
ABS-MBS
CORP
US
N
2
2069-08-25
Variable
6.58000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
5000.00000000
PA
USD
4669.80000000
0.001899297195
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384YDR9
3360061.67000000
PA
USD
239464.88000000
0.097394958049
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Floating
1.15000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2007-FLX2
45668RAC2
1125795.98000000
PA
USD
995071.70000000
0.404714739286
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
4.81000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31423XZ61
3798059.28000000
PA
USD
501305.20000000
0.203890436559
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
2.00000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS
N/A
TransMontaigne Partners LLC
89377AAA3
120000.00000000
PA
USD
125106.00000000
0.050883008905
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAF8
283000.00000000
PA
USD
276021.22000000
0.112263122436
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AT5H3
653424.05000000
PA
USD
12225.39000000
0.004972300515
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Variable
3.09000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
80000.00000000
PA
USD
75766.40000000
0.030815647578
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-20278.38000000
-0.00824760595
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
316000.00000000
EUR
350878.03000000
USD
2025-07-11
-20278.38000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YBM3
535000.00000000
PA
USD
9742.19000000
0.003962335463
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
3.40000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514Y8A8
200000.00000000
PA
USD
204482.00000000
0.083166750012
Long
DBT
NUSS
IL
N
2
2030-02-19
Fixed
5.38000000
N
N
N
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AA4
35000.00000000
PA
USD
37518.95000000
0.015259676330
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
7.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-II Ltd
12567VAC5
685000.00000000
PA
USD
508504.27000000
0.206818436358
Long
ABS-CBDO
CORP
KY
N
2
2035-04-19
Variable
0.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
130000.00000000
PA
USD
128102.00000000
0.052101539549
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.88000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AS8
165000.00000000
PA
USD
164574.30000000
0.066935523256
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.63000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BP7A1
7698241.62000000
PA
USD
34130.92000000
0.013881699569
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Variable
1.15000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAC2
96000.00000000
PA
USD
101107.20000000
0.041122236807
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
7.13000000
N
N
N
N
N
N
Verus Securitization Trust
984500BADC7CFE3B0756
Verus Securitization Trust 2023-5
924934AE2
760000.00000000
PA
USD
764422.74000000
0.310905384932
Long
ABS-MBS
CORP
US
N
2
2068-06-25
Variable
8.02000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAM4
80000.00000000
PA
USD
83808.80000000
0.034086645858
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
11.13000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2007-HF1
55291YAG2
1046088.99000000
PA
USD
409529.30000000
0.166563418374
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PER3
185000.00000000
PA
USD
183229.55000000
0.074522971116
Long
DBT
CORP
US
N
2
2035-10-22
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376G6L9
639298.70000000
PA
USD
22.89000000
0.000009309801
Long
ABS-MBS
USGA
US
N
2
2051-08-16
Variable
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ50
1245007.28000000
PA
USD
1160823.16000000
0.472129036085
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAL7
275000.00000000
PA
USD
284427.00000000
0.115681914329
Long
DBT
CORP
US
N
2
2030-11-06
Fixed
7.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
165000.00000000
PA
USD
139260.00000000
0.056639712086
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-179.15000000
-0.00007286373
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
24435.00000000
EUR
28520.87000000
USD
2025-07-11
-179.15000000
N
N
N
NCFA1
N/A
NCFA1
000000000
866268.11000000
PA
USD
866268.11000000
0.352327849632
Long
ABS-MBS
CORP
US
N
3
2028-06-12
Fixed
2.75000000
N
N
N
N
N
N
Elmwood CLO 17 Ltd
N/A
Elmwood CLO 17 Ltd
29003GAC4
850000.00000000
PA
USD
601849.30000000
0.244783649800
Long
ABS-CBDO
CORP
KY
N
2
2037-07-17
Variable
0.00000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2004-IN1
004421FD0
287738.25000000
PA
USD
271349.28000000
0.110362954861
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Floating
5.07000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAE1
111000.00000000
PA
USD
112386.39000000
0.045709699640
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.00000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300G18KVCW7VUKI86
Rockford Tower CLO 2017-2 Ltd
77340GAL5
800000.00000000
PA
USD
802362.40000000
0.326336172086
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.02000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABG7
1389558.15000000
PA
USD
19.59000000
0.000007967628
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
0.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWD67
2469199.56000000
PA
USD
2139903.33000000
0.870339713508
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE
46646GAA5
775000.00000000
PA
USD
755879.20000000
0.307430563405
Long
ABS-MBS
CORP
US
N
2
2038-09-06
Variable
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BBQ1
2216557.76000000
PA
USD
22.17000000
0.000009016964
Long
ABS-MBS
USGA
US
N
2
2052-05-16
Variable
0.00000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
725000.00000000
PA
USD
641451.00000000
0.260890420489
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
275000.00000000
PA
USD
258150.75000000
0.104994859649
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
198000.00000000
PA
USD
132174.90000000
0.053758066070
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
DAVIDE CAMPARI-MILANO SP
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
100000.00000000
PA
112796.37000000
0.045876446367
Long
DBT
CORP
NL
Y
2
2029-01-17
Fixed
2.38000000
N
N
N
N
N
Davide Campari-Milano NV
Davide Campari-Milano NV
EUR
XXXX
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-24859.17000000
-0.01011070107
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
300000.00000000
GBP
386262.09000000
USD
2025-07-11
-24859.17000000
N
N
N
RAC BOND CO PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
100000.00000000
PA
148769.22000000
0.060507294184
Long
DBT
CORP
GB
Y
2
2028-11-06
Fixed
8.25000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAL8
167000.00000000
PA
USD
169541.74000000
0.068955876347
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
7.13000000
N
N
N
N
N
N
Structured Receivables Finance LLC
N/A
Structured Receivables Finance 2010-A LLC
86365FAC8
406239.03000000
PA
USD
410685.83000000
0.167033801299
Long
ABS-O
CORP
US
N
2
2046-01-16
Fixed
7.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFQ1
509216.31000000
PA
USD
488554.92000000
0.198704653217
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.50000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAC0
115000.00000000
PA
USD
118743.25000000
0.048295156485
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
8.00000000
N
N
N
N
N
N
WINDSTREAM SERVICES/ESCR
N/A
Windstream Services LLC / Windstream Escrow Finance Corp
97381AAA0
235000.00000000
PA
USD
246345.80000000
0.100193560143
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
8.25000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AR2
15000.00000000
PA
USD
11020.05000000
0.004482065626
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.27000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR1 Trust
33768NAG7
1100000.00000000
PA
USD
1101318.90000000
0.447927512645
Long
ABS-O
CORP
US
N
2
2039-05-19
Fixed
5.20000000
N
N
N
N
N
N
Goal Capital Funding Trust
5493009VZI2B6V83UU74
Goal Capital Funding Trust 2006-1
38021BAG5
82595.72000000
PA
USD
78657.53000000
0.031991525582
Long
ABS-O
CORP
US
N
2
2042-08-25
Floating
5.30000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-R5
12592SAC1
1096000.00000000
PA
USD
731236.40000000
0.297407864159
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
2.00000000
N
N
N
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2024-19 Ltd
442924AN6
750000.00000000
PA
USD
754330.50000000
0.306800677421
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
7.16000000
N
N
N
N
N
N
EUROGRID GMBH
967600Q53854Z2NBCC81
Eurogrid GmbH
000000000
100000.00000000
PA
101489.85000000
0.041277867899
Long
DBT
CORP
DE
Y
2
2032-05-15
Fixed
1.11000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJJ0
5000.00000000
PA
USD
5265.00000000
0.002141376447
Long
DBT
CORP
US
N
2
2033-10-21
Fixed
5.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UK2
414000.00000000
PA
USD
411768.28000000
0.167474054469
Long
DBT
UST
US
N
1
2055-05-15
Fixed
4.75000000
N
N
N
N
N
N
DEUTSCHE ALT-B SECURITIES INC MORTGAGE L
N/A
Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2
251511AB7
727920.10000000
PA
USD
671792.22000000
0.273230776407
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
4.68000000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
270000.00000000
PA
USD
267594.30000000
0.108835732499
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
MetroNet Infrastructure Issuer LLC
N/A
MetroNet Infrastructure Issuer LLC
000000000
850000.00000000
PA
USD
860857.39000000
0.350127206066
Long
ABS-MBS
CORP
US
N
3
2053-04-20
Fixed
7.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VE20
586535.60000000
PA
USD
50366.91000000
0.020485188001
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
1.68000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754LAJ8
800000.00000000
PA
USD
840494.08000000
0.341845057455
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
10.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396Q4H9
91673.80000000
PA
USD
9940.23000000
0.004042882128
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
2.33000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AJ2
10175621.74000000
PA
USD
139.41000000
0.000056700719
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
0.60000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-3
61946TAE5
1600000.00000000
PA
USD
68699.20000000
0.027941281836
Long
ABS-O
CORP
US
N
2
2052-06-20
None
0.00000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
200000.00000000
PA
USD
1040.00000000
0.000422987940
Long
DBT
CORP
KY
Y
2
2026-01-07
None
0.00000000
Y
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
130000.00000000
PA
USD
125879.00000000
0.051197402826
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
60000.00000000
PA
USD
58656.60000000
0.023856763865
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375DLA4
204844.00000000
PA
USD
3733.75000000
0.001518587713
Long
ABS-MBS
USGA
US
N
2
2038-05-20
Floating
1.97000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GXY1
4590018.75000000
PA
USD
48105.23000000
0.019565319381
Long
ABS-MBS
USGA
US
N
2
2050-09-16
Variable
0.30000000
N
N
N
N
N
N
Bear Stearns Asset Backed Securities Trust
N/A
Bear Stearns Asset Backed Securities I Trust 2006-IM1
07387UFD8
104502.36000000
PA
USD
104911.26000000
0.042669420946
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
4.89000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP25
000000000
-10.00000000
NC
4387.94000000
0.001784659329
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 5 Year Euro BOBL Futures
OEU5 Comdty
2025-09-08
-1180538.08000000
EUR
4387.94000000
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAG5
1025593.37000000
PA
USD
24.10000000
0.000009801932
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.85000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBA5
600000.00000000
PA
USD
595218.00000000
0.242086572945
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MNMM5
1312136.01000000
PA
USD
1090856.51000000
0.443672258032
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAN5
730000.00000000
PA
USD
715939.11000000
0.291186163015
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.42000000
N
N
N
N
N
N
SLC Student Loan Trust
N/A
SLC Student Loan Trust 2006-1
784427AG1
166073.69000000
PA
USD
149196.29000000
0.060680991741
Long
ABS-O
CORP
US
N
2
2055-03-15
Floating
4.81000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
C-BASS Mortgage Loan Trust 2007-CB2
1248MBAJ4
668777.15000000
PA
USD
392995.86000000
0.159838951324
Long
ABS-O
CORP
US
N
2
2037-02-25
Variable
3.52000000
N
N
N
N
N
N
GALDERMA FINANCE EUROPE
7245004RN4I1ORSTHY93
Galderma Finance Europe BV
000000000
210000.00000000
PA
248828.03000000
0.101203130677
Long
DBT
CORP
NL
Y
2
2030-03-20
Fixed
3.50000000
N
N
N
N
N
N
Arbour CLO
635400YH93RIIHDLXQ91
ARBOUR CLO VIII DAC
000000000
600000.00000000
PA
702869.18000000
0.285870371889
Long
ABS-CBDO
CORP
IE
Y
2
2034-10-15
Floating
3.98000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CNL1
406000.00000000
PA
USD
406269.61000000
0.165237639952
Long
DBT
UST
US
N
1
2027-06-30
Fixed
3.75000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
294000.00000000
PA
USD
291953.76000000
0.118743191934
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2294.46000000
-0.00093320087
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
124377.35000000
EUR
143792.41000000
USD
2025-07-11
-2294.46000000
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-4 LLC
693583AA4
907595.27000000
PA
USD
909133.46000000
0.369762009351
Long
ABS-O
CORP
US
N
2
2026-04-25
Variable
5.87000000
N
N
N
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
21772.00000000
NS
USD
675149.72000000
0.274596336031
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5382.35000000
0.002189104942
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
113541.24000000
USD
101250.72000000
EUR
2025-07-11
5382.35000000
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QS8 Trust
75115AAC5
416607.95000000
PA
USD
348424.02000000
0.141710729403
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
40000.00000000
PA
USD
36985.60000000
0.015042752659
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
AMERICOLD REALTY OPER PA
549300FKD9KVWNHSUU79
Americold Realty Operating Partnership LP
03063UAB7
370000.00000000
PA
USD
371924.00000000
0.151268621843
Long
DBT
US
N
2
2032-05-15
Fixed
5.60000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-76048.87000000
-0.03093053354
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1073000.00000000
EUR
1184238.55000000
USD
2025-07-11
-76048.87000000
N
N
N
SLM Student Loan Trust
549300OORAXMFXOHG132
SLM Student Loan Trust 2008-3
78444GAD6
225000.00000000
PA
USD
225855.05000000
0.091859579241
Long
ABS-O
CORP
US
N
2
2083-04-26
Floating
5.82000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
130000.00000000
PA
USD
120877.90000000
0.049163359568
Long
DBT
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBD7
365000.00000000
PA
USD
370573.55000000
0.150719367935
Long
DBT
US
N
2
2032-06-15
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397CW39
202992.91000000
PA
USD
21112.85000000
0.008587000899
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
2.23000000
N
N
N
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AE2
5000.00000000
PA
USD
4081.10000000
0.001659861618
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
4.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020679
1800000.00000000
PA
USD
1425605.40000000
0.579821049866
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
2.00000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752BD4
110000.00000000
PA
USD
111205.60000000
0.045229449708
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
5.20000000
N
N
N
N
N
N
Citimortgage Alternative Loan Trust
N/A
CitiMortgage Alternative Loan Trust Series 2006-A5
18974BAH2
428161.97000000
PA
USD
370838.92000000
0.150827299002
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.00000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
265000.00000000
PA
USD
257834.40000000
0.104866194039
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397GWM8
43617.35000000
PA
USD
1074.86000000
0.000437166170
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
1.69000000
N
N
N
N
N
N
Oakwood Mortgage Investors Inc.
N/A
Oakwood Mortgage Investors Inc
67087TCV1
477536.49000000
PA
USD
181623.12000000
0.073869605234
Long
ABS-O
CORP
US
N
2
2022-09-15
Variable
5.90000000
N
N
N
N
N
N
Frost CMBS
635400USRLUMX8CQN243
Frost CMBS 2021-1 DAC
000000000
721273.40000000
PA
840533.14000000
0.341860943906
Long
ABS-MBS
CORP
IE
N
2
2033-11-20
Floating
6.09000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP25
000000000
-2.00000000
NC
3283.98000000
0.001335657631
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBU5 Comdty
2025-09-08
-240277.62000000
EUR
3283.98000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
790000.00000000
PA
USD
689330.30000000
0.280363849807
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
PRIMO / TRITON WATER HLD
N/A
Primo Water Holdings Inc / Triton Water Holdings Inc
74168RAC7
125000.00000000
PA
USD
126008.75000000
0.051250174639
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2007-QS6 Trust
75116CCP9
135249.82000000
PA
USD
109858.25000000
0.044681456629
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP25
000000000
207.00000000
NC
USD
318144.15000000
0.129395325706
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU5 Comdty
2025-09-30
22244855.85000000
USD
318144.15000000
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAF4
155000.00000000
PA
USD
120796.15000000
0.049130110276
Long
DBT
US
N
2
2052-04-15
Fixed
4.30000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3904.43000000
-0.00158800654
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
110224.40000000
EUR
125559.15000000
USD
2025-07-11
-3904.43000000
N
N
N
CIM Trust
N/A
CIM Trust 2021-R4
12598HAB1
582145.74000000
PA
USD
537803.06000000
0.218734816009
Long
ABS-MBS
CORP
US
N
2
2061-05-01
Variable
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374NU62
742584.20000000
PA
USD
14780.35000000
0.006011451734
Long
ABS-MBS
USGA
US
N
2
2036-11-20
Floating
0.32000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
2285764.25000000
PA
USD
1814572.26000000
0.738021329640
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CB9
135000.00000000
PA
USD
134909.55000000
0.054870300658
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAQ8
1735000.00000000
PA
USD
1727057.17000000
0.702427264577
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
4.78000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAK4
700000.00000000
PA
USD
740845.00000000
0.301315866009
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
180000.00000000
PA
USD
157737.60000000
0.064154906284
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HHAC5
1254579.55000000
PA
USD
88090.03000000
0.035827904185
Long
ABS-MBS
USGSE
US
N
2
2054-11-25
Floating
1.09000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GB78
5000.00000000
PA
USD
4943.10000000
0.002010453545
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
5.02000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFE8
522082.63000000
PA
USD
486699.98000000
0.197950213553
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.00000000
N
N
N
N
N
N
VOLKSWAGEN FINANCIAL SER
529900SSGT49ZZSWYE62
Volkswagen Financial Services AG
000000000
300000.00000000
PA
353831.09000000
0.143909888443
Long
DBT
CORP
DE
Y
2
2031-11-19
Fixed
3.88000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PL9
35000.00000000
PA
USD
35796.60000000
0.014559163562
Long
DBT
CORP
US
N
2
2035-06-11
Fixed
5.45000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities
N/A
First Horizon Alternative Mortgage Securities Trust 2005-AA10
32051GA88
119508.90000000
PA
USD
90863.13000000
0.036955777125
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
5.37000000
N
N
N
N
N
N
HEATHROW FUNDING LTD
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
120000.00000000
PA
139003.97000000
0.056535579776
Long
DBT
CORP
JE
Y
2
2036-01-16
Fixed
3.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU91
3750000.00000000
PA
USD
67629.00000000
0.027506010977
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.23000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
660000.00000000
PA
USD
619482.60000000
0.251955451000
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.07000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAT8
309000.00000000
PA
USD
315794.91000000
0.128439844755
Long
DBT
CORP
NL
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
55000.00000000
PA
USD
24304.50000000
0.009885106149
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP25
000000000
-40.00000000
NC
USD
-33450.65000000
-0.01360502071
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUU5 Comdty
2025-09-30
-8287486.87000000
USD
-33450.65000000
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAN3
515000.00000000
PA
USD
455847.10000000
0.185401755703
Long
DBT
CORP
US
N
2
2038-06-25
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050672
3025000.00000000
PA
USD
2971858.31000000
1.208711755271
Long
ABS-MBS
USGA
US
N
2
2054-07-20
Fixed
5.00000000
N
N
N
N
N
N
WORLDLINE SA/FRANCE
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
53748.00000000
PA
74032.85000000
0.030110579555
Long
DBT
CORP
FR
Y
2
2025-07-30
None
0.00000000
N
N
N
N
N
Worldline SA
Worldline SA
EUR
XXXX
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
135000.00000000
PA
USD
131241.60000000
0.053378475066
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.88000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAN2
515000.00000000
PA
USD
459653.26000000
0.186949793952
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.93000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050676
4625000.00000000
PA
USD
4534060.94000000
1.844089517610
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
5.00000000
N
N
N
N
N
N
GSC Capital Corp Mortgage Trust
N/A
GSC Capital Corp Mortgage Trust 2006-2
362480AD7
136943.29000000
PA
USD
131297.10000000
0.053401047980
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
4.79000000
N
N
N
N
N
N
MASTR Asset Backed Securities Trust
N/A
Mastr Asset Backed Securities Trust 2007-HE1
576457AD7
2000000.00000000
PA
USD
1695433.00000000
0.689565108295
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.99000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
75000.00000000
PA
USD
73989.00000000
0.030092744919
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.05000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CBA0
75000.00000000
PA
USD
75634.50000000
0.030762001319
Long
DBT
CORP
US
N
2
2036-03-27
Fixed
5.33000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Credit-Based Asset Servicing and Securitization LLC
12489WGJ7
185739.48000000
PA
USD
180388.20000000
0.073367339593
Long
ABS-O
CORP
US
N
2
2032-12-25
Variable
3.38000000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAD2
140000.00000000
PA
USD
145699.40000000
0.059258739531
Long
DBT
CORP
GB
N
2
2032-04-15
Fixed
7.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CE0
140000.00000000
PA
106181.02000000
0.043185856683
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.88000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
125000.00000000
PA
USD
129011.25000000
0.052471348957
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.13000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
200000.00000000
PA
USD
173168.00000000
0.070430745817
Long
DBT
CORP
KZ
Y
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756CH1
200000.00000000
PA
USD
199006.00000000
0.080939555819
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.13000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
60783XAC8
537600.00000000
PA
USD
147840.00000000
0.060129362593
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
Y
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CX Mortgage Trust
12656KAL1
370000.00000000
PA
USD
285468.43000000
0.116105483878
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
2.77000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 22 Ltd
74923VAJ9
350000.00000000
PA
USD
353778.25000000
0.143888397402
Long
ABS-CBDO
CORP
KY
N
2
2037-01-20
Floating
9.27000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754JAC8
568167.56000000
PA
USD
582303.57000000
0.236834026651
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
8.17000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
131000.00000000
PA
USD
133469.35000000
0.054284543704
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-4
007036KJ4
283607.80000000
PA
USD
224683.97000000
0.091383278552
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.98000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIX LLC
92872VAA1
122983.77000000
PA
USD
123008.19000000
0.050029789356
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
6.12000000
N
N
N
N
N
N
TCW Private Asset Income Fund
254900JOZ7KOHWZ5ZD02
TCW Private Asset Income Fund
87807Y206
636358.37000000
NS
USD
6376310.87000000
2.593367886314
Long
EC
RF
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP25
000000000
-245.00000000
NC
USD
-794951.02000000
-0.32332182173
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10 Year U.S. Treasury Notes Futures
UXYU5 Comdty
2025-09-19
-27200127.11000000
USD
-794951.02000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BTLG6
4965831.09000000
PA
USD
283775.20000000
0.115416814772
Long
ABS-MBS
USGSE
US
N
2
2054-07-25
Floating
1.04000000
N
N
N
N
N
N
NXPT Commercial Mortgage Trust
N/A
NXPT Commercial Mortgage Trust 2024-STOR
67119YAJ1
528000.00000000
PA
USD
533794.17000000
0.217104323582
Long
ABS-MBS
CORP
US
N
2
2041-11-05
Variable
6.93000000
N
N
N
N
N
N
EZCORP INC
5493003K6PG3ZQ7TUQ63
EZCORP Inc
302301AJ5
225000.00000000
PA
USD
236866.50000000
0.096338147083
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.38000000
N
N
N
N
N
N
SLM Student Loan Trust
549300QFNKDN6MY4H751
SLM Student Loan EDC Repackaging Trust 2013-M1
78447T103
1000.00000000
PA
USD
210773.72000000
0.085725713170
Long
ABS-O
CORP
US
N
2
2029-10-28
None
0.00000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
140000.00000000
PA
USD
138983.60000000
0.056527294906
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.38000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
240000.00000000
PA
USD
233460.00000000
0.094952658219
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.61000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-13
36244SAF5
1067189.22000000
PA
USD
299806.21000000
0.121936933907
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
6.54000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
120000.00000000
PA
USD
121818.00000000
0.049545716263
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EG1
375000.00000000
PA
USD
377077.50000000
0.153364649103
Long
DBT
CORP
US
N
2
2054-12-10
Fixed
6.75000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Trust 2019-SURF
44965LAA2
240000.00000000
PA
USD
233852.42000000
0.095112262957
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Fixed
4.15000000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
150000.00000000
PA
166090.31000000
0.067552113591
Long
DBT
CORP
LU
Y
2
2028-05-04
Fixed
1.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAH9
750000.00000000
PA
USD
727855.13000000
0.296032636820
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.67000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380BP58
1124682.04000000
PA
USD
214766.53000000
0.087349665553
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
Gracechurch Mortgage Finance Plc
N/A
Grace Trust 2020-GRCE
38406JAJ7
700000.00000000
PA
USD
603047.69000000
0.245271057990
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.77000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AB5
230000.00000000
PA
USD
250520.60000000
0.101891531348
Long
DBT
CORP
US
N
2
2031-01-31
Fixed
8.63000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
33000.00000000
PA
USD
32875.26000000
0.013370998572
Long
DBT
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Securities Trust
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAQ1
880000.00000000
PA
USD
696579.66000000
0.283312303514
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.53000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
254900ZARLSVK41DKO78
Dell International LLC / EMC Corp
24703TAM8
245000.00000000
PA
USD
249069.45000000
0.101301320820
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.00000000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710839
41441.00000000
NS
USD
779919.62000000
0.317208263155
Long
EC
US
N
1
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
000000000
100000.00000000
PA
109459.11000000
0.044519118739
Long
DBT
CORP
FR
Y
2
2029-03-22
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AL7
640000.00000000
PA
USD
638348.80000000
0.259628696269
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.88000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAL5
95000.00000000
PA
USD
97531.75000000
0.039668032739
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV L
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC
56085RAA8
135000.00000000
PA
USD
107071.20000000
0.043547909957
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.38000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AQ5
55000.00000000
PA
USD
52294.55000000
0.021269196148
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
10.75000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR19
45660LXA2
354489.77000000
PA
USD
287100.34000000
0.116769212964
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
3.68000000
N
N
N
N
N
N
2025-08-01
TCW STRATEGIC INCOME FUND INC
Richard Villa
Richard Villa
Treasurer