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 286230337.24 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 8.14000000 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