NPORT-P false 0000810893 XXXXXXXX S000028928 C000088650 C000088651 C000088654 C000200462 C000088655 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO CommoditiesPLUS Strategy Fund S000028928 J3CR7RQMQGPILZT8TV36 2026-03-31 2025-06-30 N 5677337568.800000 1150738046.720000 4526599522.080000 0.000000 1126461844.970000 129848038.640000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1650000.000000 0.000000 0.000000 0.000000 USD JPY BRL CAD EUR ILS GBP NZD N UBS Prompt Commodity Total Return Index CSIXTR N/A N/A 000000000 74.000000 NC USD 18209.550000 0.0004023 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-09-26 642690.000000 USD 18209.550000 N N N N/A N/A 000000000 156.000000 NC USD 83382.830000 0.0018421 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2025-09-30 171600.000000 USD 83382.830000 N N N M&T EQUIPMENT 2024-LEAF1 LLC N/A 55376YAB1 891964.040000 PA USD 893879.980000 0.0197473 Long ABS-O CORP US N 2 2031-08-18 Fixed 4.99 N N N N N N MRCD 2019-PARK MORTGAGE TRUST N/A 55348UAG3 7500000.000000 PA USD 6680625.000000 0.147586 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.71752 N N N N N N N/A N/A 000000000 5.000000 NC USD 13344.590000 0.0002948 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A API2 Coal 2025-10-31 543500.000000 USD 13344.590000 N N N COMMODITY WAREHOUSE RECEIPT N/A 966RBW902 3560.980000 NS USD 11690431.200000 0.258261 Long COMM US N 2 N N N NORTHWOODS CAPITAL XII-B LTD 2018-12BA N/A 66858CAN7 2007738.030000 PA USD 2005457.740000 0.0443038 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 5.50847 N N N N N N BLUEMOUNTAIN CLO LTD 2018-3A N/A 09630AAN6 565827.470000 PA USD 566235.000000 0.0125091 Long ABS-CBDO CORP KY N 2 2030-10-25 Floating 5.47177 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20B N/A 83162CRP0 8134.010000 PA USD 8174.310000 0.0001806 Long ABS-O CORP US N 2 2028-02-01 Fixed 5.16 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 6100000.000000 PA USD 6198421.910000 0.136933 Long DBT CORP US N 2 2026-12-04 Fixed 5.488 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAA9 45473.680000 PA USD 31732.730000 0.000701 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.85368 N N N N N N M360 2021-CRE3 LLC N/A 55379AAA2 85505.660000 PA USD 84209.720000 0.0018603 Long ABS-CBDO CORP KY N 2 2038-11-22 Floating 5.93591 N N N N N N N/A N/A 000000000 8.000000 NC -28786.660000 -0.0006359 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-07-30 226067.920000 EUR -28786.660000 N N N AREIT TRUST 2022-CRE7 N/A 00217VAA8 3053769.060000 PA USD 3055933.270000 0.0675106 Long ABS-MBS CORP US N 2 2039-06-17 Floating 6.5557 N N N N N N N/A N/A 000000000 1.000000 NC -85189.540000 -0.001882 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5100000.000000 BRL 832109.640000 USD 2025-10-02 -85189.540000 N N N FNMA PASS THRU POOLS N/A 3138WD2N0 29512.740000 PA USD 27450.810000 0.0006064 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.5 N N N N N N N/A N/A 000000000 8.000000 NC -12595.850000 -0.0002783 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-02-26 243205.390000 EUR -12595.850000 N N N FHLMC PASS THRU POOLS N/A 3132DWMK6 2165029.480000 PA USD 2166620.190000 0.0478642 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CRC0 166594.170000 PA USD 153250.960000 0.0033856 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N N/A N/A 000000000 30000000.000000 PA 22030475.490000 0.486689 Long RA CA N 2 Repurchase N 2.690000 2025-07-03 32632000.000000 CAD 31259275.530000 CAD N N N SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST N/A 83407HAA5 2800000.000000 PA USD 2805244.120000 0.0619724 Long ABS-O CORP US N 2 2034-06-25 Fixed 4.82 N N N N N N N/A N/A 000000000 1.000000 NC USD -6636.210000 -0.0001466 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-09-30 0.000000 USD 0.000000 USD 30000.000000 USD -6636.210000 N N N FLAGSHIP CREDIT AUTO TRUST 2024-3 N/A 33843YAA5 667235.240000 PA USD 668456.610000 0.0147673 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.88 N N N N N N LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST3 N/A 52607TAA2 1345395.260000 PA USD 1323192.610000 0.0292315 Long ABS-O CORP US N 2 2028-05-15 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC -219.100000 -0.0000048 N/A DFE CA N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 133754.570000 CAD 98170.650000 USD 2025-08-05 -219.100000 N N N JAMESTOWN CLO 2022 XVIIIA LTD N/A 47047RAN6 3500000.000000 PA USD 3505304.740000 0.0774379 Long ABS-CBDO CORP KY N 2 2035-07-25 Floating 5.55177 N N N N N N PAGAYA AI DEBT TRUST 2025-1 N/A 69544NAA5 419044.700000 PA USD 419035.060000 0.0092572 Long ABS-O CORP US N 2 2026-02-17 Fixed 4.708 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 2100000.000000 PA USD 2135060.760000 0.047167 Long DBT CORP US N 2 2028-08-03 Fixed 4.8 N N N N N N N/A N/A 000000000 -27.000000 NC USD -40176.000000 -0.0008876 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 07/29/25 2025-07-30 N/A USD N/A 3.300000 USD 2025-07-28 XXXX -2707.290000 N N N TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A N/A ACI2NQX93 2935800.660000 PA 4038843.780000 0.0892247 Long ABS-MBS CORP GB N 2 2053-07-20 Floating 5.23021 N N N N N N N/A N/A 000000000 -66.000000 NC USD -133227.160000 -0.0029432 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A WTI Crude 2026-11-19 -4055040.000000 USD -133227.160000 N N N OPORTUN ISSUANCE TRUST 2025-A N/A 68377TAA6 1000000.000000 PA USD 999698.800000 0.022085 Long ABS-O CORP US N 2 2033-02-08 Fixed 5.01 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAH0 15700000.000000 PA USD 16070844.990000 0.355031 Long DBT CORP CA N 2 2027-06-04 Fixed 5.4 N N N N N N N/A N/A 000000000 1.000000 NC -5742.950000 -0.0001269 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 189000.000000 GBP 253687.840000 USD 2025-07-02 -5742.950000 N N N N/A N/A 000000000 1.000000 NC USD -3102741.140000 -0.0685446 N/A DCO US N 2 MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 COMM SWAP TBL/CSIXTR MAC CSIXTR Y 2026-08-17 0.000000 USD 0.000000 USD 81252476.100000 USD -3102741.140000 N N N SBNA AUTO LEASE TRUST 2024-B N/A 78437VAC4 142870.670000 PA USD 143052.190000 0.0031603 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.67 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-5 N/A 1266716K7 970.480000 PA USD 970.750000 0.0000214 Long ABS-MBS CORP US N 2 2034-08-25 Floating 5.28868 N N N N N N FREDDIE MAC REMICS 5426 N/A 3137HCXU1 2172290.010000 PA USD 2179437.500000 0.0481473 Long ABS-MBS USGSE US N 2 2050-03-15 Floating 5.25001 N N N N N N FANNIE MAE REMICS 2025-12 N/A 3136BVFH6 3804581.240000 PA USD 3808353.100000 0.0841328 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.25517 N N N N N N N/A N/A 000000000 72.000000 NC USD -3030.480000 -0.0000669 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2026-03-31 24480.000000 USD -3030.480000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 100000.000000 PA USD 101768.370000 0.0022482 Long DBT CORP US N 2 2029-02-01 Floating 5.123 N N N N N N LCM XVII LP 17A N/A 50190AAK8 203869.250000 PA USD 204098.010000 0.0045089 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.64771 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4 N/A 024945AA5 430998.300000 PA USD 430937.010000 0.0095201 Long ABS-O CORP US N 2 2028-03-13 Fixed 4.81 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6F9 28200000.000000 PA USD 28615186.910000 0.632156 Long DBT CORP US N 2 2026-12-11 Fixed 5.254 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20H N/A 83162CRY1 3214.830000 PA USD 3283.260000 0.0000725 Long ABS-O CORP US N 2 2028-08-01 Fixed 6.02 N N N N N N N/A N/A 000000000 1.000000 NC -30810.970000 -0.0006807 N/A DFE NZ N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2341291.740000 NZD 1396322.980000 USD 2025-07-02 -30810.970000 N N N TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST N/A 89237NAC1 3227055.800000 PA USD 3227383.020000 0.0712982 Long ABS-O CORP US N 2 2027-03-15 Floating 4.65385 N N N N N N N/A N/A 000000000 -100.000000 NC USD -102000.000000 -0.0022533 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 07/31/25 2025-08-01 N/A USD N/A 70.000000 USD 2025-07-28 XXXX 20000.000000 N N N N/A N/A 000000000 8.000000 NC -19616.070000 -0.0004334 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-11-27 235238.510000 EUR -19616.070000 N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AL2 52069.370000 PA USD 51638.870000 0.0011408 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.86784 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMK2 13900000.000000 PA USD 14101753.220000 0.311531 Long DBT CORP US N 2 2029-01-24 Floating 4.979 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22 N/A 38378BDY2 578087.750000 PA USD 3.700000 0.0000001 Long ABS-MBS USGSE US N 2 2053-10-16 Variable 0.00017 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 379000.000000 PA USD 326832.560000 0.0072203 Long DBT CORP US N 2 2032-03-15 Fixed 2.355 N N N N N N N/A N/A 000000000 2078.000000 NC USD 2839699.220000 0.0627336 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Gasoil 2025-12-11 130862050.000000 USD 2839699.220000 N N N N/A N/A 000000000 -60.000000 NC USD -6000.000000 -0.0001325 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 08/27/25 2025-08-28 N/A USD N/A 3700.000000 USD 2025-07-28 XXXX 71992.200000 N N N N/A N/A 000000000 1.000000 NC USD 106300.860000 0.0023484 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 COMM SWAP JMABFNJ2 JPM JMABFNJ2 Y Single Leg Swap 2026-01-30 0.000000 USD 0.000000 USD 9085016.360000 USD 106300.860000 N N N N/A N/A 000000000 1.000000 NC -316.320000 -0.000007 N/A DFE DK N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 423242.220000 DKK 66507.000000 USD 2025-07-02 -316.320000 N N N DLLAA LLC 2025-1A N/A 233249AB7 6500000.000000 PA USD 6515000.700000 0.143927 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.7 N N N N N N N/A N/A 000000000 -490.000000 NC USD 985181.730000 0.0217643 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Wheat 2025-12-12 -13720000.000000 USD 985181.730000 N N N LCM 31 LTD N/A 50201QAL8 2000000.000000 PA USD 2001489.140000 0.0442162 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.54947 N N N N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 38151LAG5 1400000.000000 PA USD 1411794.540000 0.0311889 Long DBT CORP US N 2 2027-05-21 Floating 5.414 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA N/A 63941KAC9 912202.970000 PA USD 918521.800000 0.0202917 Long ABS-O CORP US N 2 2068-11-15 Floating 6.02624 N N N N N N N/A N/A 000000000 -1796.000000 NC USD 1863566.370000 0.0411692 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Corn 2025-09-12 -36750650.000000 USD 1863566.370000 N N N N/A N/A 000000000 -225.000000 NC USD -289125.000000 -0.0063872 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 07/29/25 2025-07-30 N/A USD N/A 3.250000 USD 2025-07-28 XXXX -174885.750000 N N N N/A N/A 000000000 65.000000 NC USD -83582.550000 -0.0018465 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Ethane 2026-03-31 728009.100000 USD -83582.550000 N N N N/A N/A 000000000 8.000000 NC -26535.120000 -0.0005862 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-08-27 220098.480000 EUR -26535.120000 N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A N/A ACI2Q3MV4 1414618.330000 PA 1665209.130000 0.0367872 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 3.133 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 N/A 38380LJY0 2271892.210000 PA USD 2282809.560000 0.050431 Long ABS-MBS USGSE US N 2 2068-08-20 Floating 5.46121 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1 N/A 072926AC2 500000.000000 PA USD 501926.000000 0.0110884 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.66 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2024-1 N/A 17332CBX3 144481.000000 PA USD 145149.040000 0.0032066 Long ABS-MBS CORP US N 2 2054-07-25 Floating 5.65517 N N N N N N ACHV ABS TRUST 2024-1PL N/A 00092BAA2 119798.890000 PA USD 120902.670000 0.0026709 Long ABS-O CORP US N 2 2031-04-25 Fixed 5.9 N N N N N N FREDDIE MAC REMICS 5410 N/A 3137HCUC4 3859928.170000 PA USD 3877519.410000 0.0856608 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 5.55517 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 2359088.330000 PA USD 2360723.580000 0.0521523 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.46758 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-E N/A 78450XAA6 891257.750000 PA USD 901103.390000 0.0199069 Long ABS-O CORP US N 2 2056-10-16 Fixed 5.09 N N N N N N N/A N/A 000000000 -32.000000 NC USD 20107.210000 0.0004442 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2025-08-26 -1116800.000000 USD 20107.210000 N N N FANNIE MAE 2007-75 N/A 31396W3K0 272362.800000 PA USD 270750.330000 0.0059813 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 4.86965 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-10 N/A 41161PTN3 181146.700000 PA USD 117589.220000 0.0025977 Long ABS-MBS CORP US N 2 2035-11-19 Floating 5.05206 N N N N N N N/A N/A 000000000 1.000000 NC -381675.280000 -0.0084318 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 31662000.000000 GBP 43085491.290000 USD 2025-08-04 -381675.280000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 N/A 80287LAB5 70488.210000 PA USD 70530.580000 0.0015581 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.91 N N N N N N COMMODITY WAREHOUSE RECEIPT N/A 954MDZII9 1371800.000000 NS USD 49010468.700000 1.08272 Long COMM US N 2 N N N ALBACORE EURO CLO IV DAC 4A N/A ACI2Q3N92 1000000.000000 PA 1179534.640000 0.0260579 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.269 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC N/A 76089RAA2 234588.170000 PA USD 235463.470000 0.0052018 Long ABS-O CORP US N 2 2032-01-26 Fixed 7.13 N N N N N N DRYDEN 48 EURO CLO 2016 DAC 16-48A N/A ACI2410M6 2802060.320000 PA 3219771.720000 0.07113 Long ABS-CBDO CORP IE N 2 2032-10-15 Fixed 1.47 N N N N N N N/A N/A 000000000 1.000000 NC USD -4976081.750000 -0.10993 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA N/A N/A Y 2026-11-21 2165336.300000 USD 0.000000 USD 39000000.000000 USD -7141418.050000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBF4 12600000.000000 PA USD 12700440.400000 0.280573 Long DBT CORP US N 2 2026-04-30 Fixed 5.438 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H20 N/A 38380LR47 4605093.660000 PA USD 4659635.930000 0.102939 Long ABS-MBS USGSE US N 2 2069-12-20 Floating 5.33617 N N N N N N N/A N/A 000000000 1.000000 NC USD 141578.450000 0.0031277 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 LONDON GOLD MKT FIX LTD PM N/A N/A Y Single Leg Swap 2025-10-22 0.000000 USD 0.000000 USD 13557000.000000 USD 141578.450000 N N N PAGAYA AI DEBT GRANTOR TRUST 2024-10 N/A 69544MAA7 229483.910000 PA USD 230384.400000 0.0050896 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.183 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-P3 N/A 146919AB1 448943.450000 PA USD 448875.080000 0.0099164 Long ABS-O CORP US N 2 2027-11-10 Fixed 4.61 N N N N N N BAIN CAPITAL CREDIT CLO 2021-2 LTD N/A 05684RAL6 4000000.000000 PA USD 3997157.480000 0.0883038 Long ABS-CBDO CORP KY N 2 2034-07-16 Floating 5.49054 N N N N N N BAIN CAPITAL CREDIT CLO LTD 2021-6A N/A 05684PAL0 4000000.000000 PA USD 4004400.000000 0.0884638 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 5.35947 N N N N N N N/A N/A 000000000 -17.000000 NC USD 8464.470000 0.000187 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Petroleum 2025-07-31 -237150.000000 USD 8464.470000 N N N N/A N/A 000000000 142.000000 NC USD 352621.220000 0.00779 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2026-04-30 9193080.000000 USD 352621.220000 N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA N/A 63941UAA1 236855.930000 PA USD 220691.770000 0.0048754 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17 N N N N N N FANNIE MAE REMICS 2025-1 N/A 3136BUZM5 1349096.460000 PA USD 1352556.890000 0.0298802 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.50517 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST 2024-2 N/A 89616PAA1 121824.800000 PA USD 122214.590000 0.0026999 Long ABS-O CORP US N 2 2027-12-15 Fixed 6.36 N N N N N N N/A N/A 000000000 1.000000 NC USD -187626.050000 -0.004145 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-09-30 37530.050000 USD 0.000000 USD 231000.000000 USD -225156.100000 N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 N/A 10806EAB0 596322.880000 PA USD 596673.520000 0.0131815 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.84 N N N N N N N/A N/A 000000000 1.000000 NC -5301.940000 -0.0001171 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 768656.950000 CAD 560121.480000 USD 2025-08-05 -5301.940000 N N N FREDDIE MAC REMICS 5517 N/A 3137HKGJ7 10710877.480000 PA USD 10627316.570000 0.234775 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.25517 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UU78 680000.000000 PA USD 679384.530000 0.0150087 Long DBT CORP CA N 2 2025-07-07 None 0 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 400000.000000 PA USD 408821.700000 0.0090315 Long DBT CORP US N 2 2028-04-22 Floating 5.707 N N N N N N N/A N/A 000000000 1.000000 NC 316.200000 0.000007 N/A DFE DK N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 66507.000000 USD 422205.690000 DKK 2025-08-04 316.200000 N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJN2 1300000.000000 PA USD 1304850.500000 0.0288263 Long DBT CORP US N 2 2028-01-14 Floating 5.30752 N N N N N N N/A N/A 000000000 1.000000 NC 18144.580000 0.0004008 N/A DFE NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1408989.370000 USD 2341291.740000 NZD 2025-07-02 18144.580000 N N N FNMA PASS THRU POOLS N/A 3140J6GJ0 16162.890000 PA USD 14906.790000 0.0003293 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC 401331.810000 0.0088661 N/A DFE CA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 100155917.810000 CAD 73973254.510000 USD 2025-07-08 401331.810000 N N N N/A N/A 000000000 34.000000 NC USD 24748.940000 0.0005467 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2025-07-31 62220.000000 USD 24748.940000 N N N WASHINGTON MUTUAL 2004-AR3 N/A 92922FNH7 16185.420000 PA USD 15195.800000 0.0003357 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.3873 N N N N N N N/A N/A 000000000 1.000000 NC 381200.370000 0.0084213 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 43079633.820000 USD 31662000.000000 GBP 2025-07-02 381200.370000 N N N CHASE AUTO OWNER TRUST 2024-1A N/A 16144BAB4 332147.950000 PA USD 332602.330000 0.0073477 Long ABS-O CORP US N 2 2027-04-26 Fixed 5.48 N N N N N N N/A N/A 000000000 1.000000 NC -513815.710000 -0.011351 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 33700000.000000 BRL 5547553.400000 USD 2025-10-02 -513815.710000 N N N N/A N/A 000000000 1.000000 NC USD 104839.430000 0.0023161 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-12-31 0.000000 USD 0.000000 USD 45000.000000 USD 104839.430000 N N N N/A N/A 000000000 288.000000 NC USD 711768.580000 0.0157241 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2025-08-29 18967680.000000 USD 711768.580000 N N N N/A N/A 000000000 -1010.000000 NC USD 372660.890000 0.0082327 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Corn 2026-12-14 -23078500.000000 USD 372660.890000 N N N COMMODITY WAREHOUSE RECEIPT N/A 966RBXII1 40009.000000 NS USD 131346556.770000 2.90166 Long COMM US N 2 N N N N/A N/A 000000000 1.000000 NC 120237.350000 0.0026562 N/A DFE CA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 30035375.340000 CAD 22177815.300000 USD 2025-07-03 120237.350000 N N N PROVIDUS CLO II DAC 2A N/A ACI2RB411 1000000.000000 PA 1179581.520000 0.0260589 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 3.439 N N N N N N N/A N/A 000000000 1.000000 NC 5285.530000 0.0001168 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 560121.480000 USD 769942.990000 CAD 2025-07-02 5285.530000 N N N OCEAN TRAILS CLO X 2020-10A N/A 67516CAW9 3000000.000000 PA USD 3001898.490000 0.0663169 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.5561 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3R2 3700000.000000 PA USD 3727995.940000 0.0823575 Long DBT CORP US N 2 2028-01-24 Floating 4.9 N N N N N N N/A N/A 000000000 33.000000 NC USD 1046.370000 0.0000231 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-06-28 310777.500000 USD 1046.370000 N N N UMBS PASS THRU POOLS N/A 01F040685 220700000.000000 PA USD 205199329.720000 4.53319 Long ABS-MBS USGSE US N 2 2054-08-15 Fixed 4 N N N N N N WASHINGTON MUTUAL 2004-AR11 N/A 92922FYA0 13986.230000 PA USD 13678.810000 0.0003022 Long ABS-MBS CORP US N 2 2034-10-25 Floating 6.92433 N N N N N N FANNIE MAE REMICS 2025-54 N/A 3136BWNW2 3700000.000000 PA USD 3701161.060000 0.0817647 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.40218 N N N N N N TESLA ELECTRIC VEHICLE TRUST 2023-1 N/A 881943AB0 2029299.290000 PA USD 2032470.880000 0.0449006 Long ABS-O CORP US N 2 2026-12-21 Fixed 5.54 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8E3 300000.000000 PA USD 303653.090000 0.0067082 Long DBT CORP US N 2 2028-07-14 Floating 4.968 N N N N N N N/A N/A 000000000 -50.000000 NC USD -75500.000000 -0.0016679 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 08/20/25 2025-08-21 N/A USD N/A 68.000000 USD 2025-08-15 XXXX -5897.100000 N N N N/A N/A 000000000 -293.000000 NC USD 456909.330000 0.0100939 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Kansas Wheat 2025-12-12 -8057500.000000 USD 456909.330000 N N N WASHINGTON MUTUAL 2005-AR2 N/A 92922FD39 128580.020000 PA USD 127966.850000 0.002827 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.17368 N N N N N N MARS INCORPORATED 54930073HKEO6GZBSS03 571676AX3 3900000.000000 PA USD 3932514.340000 0.0868757 Long DBT CORP US N 2 2028-03-01 Fixed 4.6 N N N N N N STRUCTURED ASSET SEC CORP 2005-7XS N/A 86359B7K1 5665.210000 PA USD 5644.950000 0.0001247 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.93861 N N N N N N N/A N/A 000000000 179.000000 NC USD 140858.430000 0.0031118 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-10-29 1645010.000000 USD 140858.430000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797QK6 1186000.000000 PA USD 1179046.490000 0.0260471 Long DBT UST US N 2 2025-08-19 None 0 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 681309.250000 PA USD 668006.790000 0.0147574 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 5.92908 N N N N N N PAGAYA AI DEBT GRANTOR TRUST 2024-5 N/A 69544LAA9 184924.030000 PA USD 186739.430000 0.0041254 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.278 N N N N N N ASHFORD HOSPITALITY TRUST 2018-ASHF N/A 04410RAA4 173735.260000 PA USD 172900.840000 0.0038197 Long ABS-MBS CORP US N 2 2035-04-15 Floating 5.384 N N N N N N N/A N/A 000000000 74.000000 NC USD -55605.450000 -0.0012284 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-04-28 568875.000000 USD -55605.450000 N N N N/A N/A 000000000 -95.000000 NC USD -78934.880000 -0.0017438 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-06-26 -988712.500000 USD -78934.880000 N N N N/A N/A 000000000 1.000000 NC 220685.020000 0.0048753 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 24912074.070000 USD 18307000.000000 GBP 2025-08-04 220685.020000 N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JB0 1120000.000000 PA USD 1125775.500000 0.0248702 Long DBT CORP US N 2 2026-03-01 Fixed 5.35 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A N/A ACI2TS750 3000000.000000 PA 3524143.040000 0.0778541 Long ABS-CBDO CORP IE N 2 2034-10-15 Floating 3.17 N N N N N N N/A N/A 000000000 113.000000 NC USD 966975.870000 0.0213621 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Platinum 2025-10-29 7587950.000000 USD 966975.870000 N N N HERTZ VEHICLE FINANCING III LLC 2023-1A N/A 42806MBS7 8290000.000000 PA USD 8335467.330000 0.184144 Long ABS-O CORP US N 2 2027-06-25 Fixed 5.49 N N N N N N N/A N/A 000000000 1.000000 NC USD 4291.060000 0.0000948 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BANK OF AMERICA CORPORATION BANK OF AMERICA CORP SR UNSEC TSFR3M Y Single Leg Swap 2025-12-20 8160.240000 USD 0.000000 USD 1100000.000000 USD -3869.180000 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 11310616.930000 PA USD 110131477.090000 2.43298 Long STIV RF US N 1 N N N N/A N/A 000000000 -613.000000 NC USD 1199068.630000 0.0264894 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2025-08-20 -39140050.000000 USD 1199068.630000 N N N RESIDENTIAL ACCREDIT LOANS 2006-QS13 N/A 75115DAF2 278602.930000 PA USD 220518.090000 0.0048716 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 N N N N N N N/A N/A 000000000 -120.000000 NC USD -137160.000000 -0.0030301 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 08/27/25 2025-08-28 N/A USD N/A 3.000000 USD 2025-08-26 XXXX -57459.600000 N N N N/A N/A 000000000 -6.000000 NC USD 11538.960000 0.0002549 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Nickel 2025-07-14 -542152.800000 USD 11538.960000 N N N N/A N/A 000000000 71.000000 NC USD -56546.180000 -0.0012492 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-03-27 542617.500000 USD -56546.180000 N N N N/A N/A 000000000 29.000000 NC USD -14239.090000 -0.0003146 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Long N/A Gold 2025-10-29 9672660.000000 USD -14239.090000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLV9 5400000.000000 PA USD 5495527.780000 0.121405 Long DBT CORP US N 2 2027-09-15 Floating 5.933 N N N N N N N/A N/A 000000000 1.000000 NC 225.820000 0.000005 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 128131.000000 USD 174789.900000 CAD 2025-07-02 225.820000 N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2 N/A 07386UAN2 200341.730000 PA USD 176322.760000 0.0038953 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.43368 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2021-A N/A 78448YAB7 1428720.930000 PA USD 1421896.930000 0.031412 Long ABS-O CORP US N 2 2053-01-15 Floating 5.15624 N N N N N N N/A N/A 000000000 -19.000000 NC USD -37050.000000 -0.0008185 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 10/29/25 2025-10-30 N/A USD N/A 3550.000000 USD 2025-08-26 XXXX 18425.210000 N N N N/A N/A 000000000 1.000000 NC -4223258.820000 -0.0932987 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 103254000.000000 EUR 117404857.450000 USD 2025-07-02 -4223258.820000 N N N N/A N/A 000000000 720.000000 NC USD 869094.970000 0.0191997 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2025-12-30 46598400.000000 USD 869094.970000 N N N N/A N/A 000000000 100.000000 NC -480603.390000 -0.0106173 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Cocoa 2025-09-15 8152166.450000 GBP -480603.390000 N N N N/A N/A 000000000 -1075.000000 NC USD -248533.960000 -0.0054905 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Brent Oil 2027-10-29 -70466250.000000 USD -248533.960000 N N N N/A N/A 000000000 17.000000 NC USD 48565.940000 0.0010729 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Aluminum 2025-07-14 1104065.000000 USD 48565.940000 N N N N/A N/A 000000000 1.000000 NC -5181.950000 -0.0001145 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 193000.000000 GBP 259739.440000 USD 2025-07-02 -5181.950000 N N N COMMODITY WAREHOUSE RECEIPT N/A 965SRC908 33944.970000 NS USD 111438812.630000 2.46187 Long COMM US N 2 N N N N/A N/A 000000000 -15.000000 NC USD -20550.000000 -0.000454 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 10/29/25 2025-10-30 N/A USD N/A 3600.000000 USD 2025-08-26 XXXX 8364.450000 N N N N/A N/A 000000000 -273.000000 NC USD 983999.160000 0.0217382 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2025-08-27 -9527700.000000 USD 983999.160000 N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U7W4 3700000.000000 PA USD 3778888.590000 0.0834818 Long DBT CORP US N 2 2026-10-30 Fixed 5.882 N N N N N N N/A N/A 000000000 1.000000 NC -16121.810000 -0.0003562 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 497000.000000 ILS 131526.720000 USD 2025-09-02 -16121.810000 N N N N/A N/A 000000000 345.000000 NC USD 455508.530000 0.0100629 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-09-30 37611738.200000 USD 455508.530000 N N N BAIN CAPITAL EURO CLO 2021-2 DAC 21-2A N/A ACI294R53 3900000.000000 PA 4600243.440000 0.101627 Long ABS-CBDO CORP IE N 2 2034-07-17 Floating 3.283 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB72 97578.820000 PA USD 94043.360000 0.0020776 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.17368 N N N N N N N/A N/A 000000000 801.000000 NC USD -2439656.120000 -0.053896 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A WTI Crude 2025-12-19 49213440.000000 USD -2439656.120000 N N N N/A N/A 000000000 -1130.000000 NC USD -1052448.140000 -0.0232503 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2027-11-19 -69856600.000000 USD -1052448.140000 N N N COMMODITY WAREHOUSE RECEIPT N/A 935QHD908 257000.000000 NS USD 9181870.870000 0.202843 Long COMM US N 2 N N N NAVIENT STUDENT LOAN TRUST 2014-AA N/A 63939CAD9 85626.950000 PA USD 85648.530000 0.0018921 Long ABS-O CORP US N 2 2031-10-15 Floating 6.02624 N N N N N N CPS AUTO RECEIVABLES TRUST 2024-D N/A 22411JAA3 535314.510000 PA USD 535708.820000 0.0118347 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.91 N N N N N N N/A N/A 000000000 1.000000 NC -9433.310000 -0.0002084 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 401000.000000 GBP 540999.210000 USD 2025-07-02 -9433.310000 N N N N/A N/A 000000000 857399999.920000 PA USD 857399999.920000 18.9414 Long RA US N 2 Repurchase N 4.450000 2025-07-01 868253200.000000 USD 874561597.800000 USD UST N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 N/A 03880XAA4 229292.190000 PA USD 229750.650000 0.0050756 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.75385 N N N N N N PAGAYA AI DEBT TRUST 2024-3 N/A 69547XAA0 178998.280000 PA USD 180229.290000 0.0039816 Long ABS-O CORP US N 2 2031-10-15 Fixed 6.258 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CQ3 700000.000000 PA USD 687867.990000 0.0151961 Long DBT CORP US N 2 2026-06-15 Fixed 2.6 N N N N N N FHF ISSUER TRUST 2025-1A N/A 30340RAB2 1000000.000000 PA USD 1003578.400000 0.0221707 Long ABS-O CORP US N 2 2031-02-15 Fixed 4.92 N N N N N N N/A N/A 000000000 8.000000 NC -8581.360000 -0.0001896 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2025-12-30 247564.140000 EUR -8581.360000 N N N N/A N/A 000000000 816.000000 NC USD -1070700.770000 -0.0236535 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A WTI Crude 2026-02-20 50028960.000000 USD -1070700.770000 N N N JONES LANG LASALLE FINANCE BV 7245008JNMAJF7J71W93 48002AUE2 8640000.000000 PA USD 8624523.170000 0.19053 Long DBT CORP NL N 2 2025-07-14 None 0 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB4 N/A 12669GM24 631985.860000 PA USD 596541.500000 0.0131786 Long ABS-MBS CORP US N 2 2035-08-20 Floating 4.78766 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST 2024-1 N/A 89616LAA0 87155.260000 PA USD 87564.590000 0.0019344 Long ABS-O CORP US N 2 2027-10-15 Fixed 6.61 N N N N N N N/A N/A 000000000 38.000000 NC USD -214386.410000 -0.0047361 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Gasoline 2025-11-28 2892271.200000 USD -214386.410000 N N N N/A N/A 000000000 1.000000 NC -626504.570000 -0.0138405 N/A DFE CA N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 130076931.510000 CAD 94900254.260000 USD 2025-07-03 -626504.570000 N N N SOUNDS POINT CLO IV-R LTD 2013-3RA N/A 83609YAC0 665335.910000 PA USD 666152.680000 0.0147164 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 5.68108 N N N N N N PEAC SOLUTIONS RECEIVABLES 2025-1A LLC N/A 69392HAB9 1000000.000000 PA USD 1004079.400000 0.0221818 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.94 N N N N N N ALLY AUTO RECEIVABLES TRUST 2024-1 N/A 02008FAB0 161368.010000 PA USD 161451.860000 0.0035667 Long ABS-O CORP US N 2 2027-01-15 Fixed 5.32 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08 N/A 38383KYQ9 1063990.220000 PA USD 1062644.590000 0.0234756 Long ABS-MBS USGSE US N 2 2074-05-20 Floating 4.95185 N N N N N N COMMODITY WAREHOUSE RECEIPT N/A 936QAV904 16796.560000 NS USD 55141851.120000 1.21817 Long COMM US N 2 N N N N/A N/A 000000000 32.000000 NC USD -21031.770000 -0.0004646 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-03-29 279200.000000 USD -21031.770000 N N N CPS AUTO RECEIVABLES TRUST 2024-C N/A 223920AA7 192583.950000 PA USD 193263.310000 0.0042695 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.88 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 92866BU29 280000.000000 PA USD 279930.220000 0.0061841 Long DBT CORP US N 2 2025-07-02 None 0 N N N N N N WIND RIVER CLO LTD 2016-1KRA N/A 97314DAN8 3978530.660000 PA USD 3966630.840000 0.0876294 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.3161 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-P2 N/A 14688PAB0 289264.040000 PA USD 289821.800000 0.0064026 Long ABS-O CORP US N 2 2027-11-10 Fixed 5.63 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828S50 5515936.740000 PA USD 5468754.910000 0.120814 Long DBT UST US N 2 2026-07-15 Fixed 0.125 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 67122RU26 1200000.000000 PA USD 1199693.280000 0.0265032 Long DBT CORP NL N 2 2025-07-02 None 0 N N N N N N FREDDIE MAC REMICS 5500 N/A 3137HJB30 5983272.260000 PA USD 5989652.220000 0.132321 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 5.25517 N N N N N N N/A N/A 000000000 179.000000 NC USD -153596.570000 -0.0033932 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-03-27 1350555.000000 USD -153596.570000 N N N N/A N/A 000000000 1.000000 NC -763255.400000 -0.0168616 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 18660749.000000 EUR 21218185.990000 USD 2025-07-02 -763255.400000 N N N CITIZENS AUTO RECEIVABLES TRUST 2023-1 N/A 17331KAD1 5201944.060000 PA USD 5235952.810000 0.115671 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.84 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UU86 1200000.000000 PA USD 1198757.880000 0.0264825 Long DBT CORP CA N 2 2025-07-08 None 0 N N N N N N AVON FINANCE 4A N/A ACI2JTXR2 11960781.950000 PA 16445327.350000 0.363304 Long ABS-MBS CORP GB N 2 2049-12-28 Floating 5.11859 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QV3 2440206.450000 PA USD 1896535.020000 0.0418976 Long DBT UST US N 2 2042-02-15 Fixed 0.75 N N N N N N ENTERPRISE FLEET FINANCING 2025-1 LLC N/A 29390HAB5 1000000.000000 PA USD 1003215.500000 0.0221627 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.65 N N N N N N N/A N/A 000000000 1.000000 NC -18118.830000 -0.0004003 N/A DFE NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2341291.740000 NZD 1410518.230000 USD 2025-08-04 -18118.830000 N N N FREDDIE MAC 5557 N/A 3137HLZ21 4500000.000000 PA USD 4501412.100000 0.0994436 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.40385 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECT0 2600000.000000 PA USD 2620589.580000 0.0578931 Long DBT CORP GB N 2 2028-09-10 Floating 4.837 N N N N N N N/A N/A 000000000 85000000.000000 PA USD 85000000.000000 1.87779 Long RA US N 2 Repurchase N 4.380000 2025-08-18 89828300.000000 USD 86636939.440000 USD UST N N N N/A N/A 000000000 -70.000000 NC USD -75600.000000 -0.0016701 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 07/22/25 2025-07-23 N/A USD N/A 67.000000 USD 2025-07-17 XXXX 11623.680000 N N N FORD CREDIT AUTO OWNER TRUST 2023-A N/A 344928AD8 682835.360000 PA USD 683695.600000 0.015104 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.65 N N N N N N FORTRESS CREDIT BSL VII LTD 2019-1A N/A 34956NAL6 1941034.890000 PA USD 1943060.480000 0.0429254 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.36934 N N N N N N BLUEMOUNTAIN CLO XXII LTD 2018-22A N/A 09629PAA4 266827.720000 PA USD 267013.030000 0.0058988 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.59771 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDG2 11600000.000000 PA USD 11764924.620000 0.259906 Long DBT CORP US N 2 2028-02-04 Fixed 4.85 N N N N N N N/A N/A 000000000 -120.000000 NC USD -322800.000000 -0.0071312 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 08/27/25 2025-08-28 N/A USD N/A 3.400000 USD 2025-08-26 XXXX -114937.200000 N N N CAPITAL STREET MASTER TRUST 2024-1 N/A 14051LAA0 1500000.000000 PA USD 1500314.250000 0.0331444 Long ABS-O CORP US N 2 2028-10-16 Floating 5.65385 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828XL9 28134288.000000 PA USD 28121117.500000 0.621242 Long DBT UST US N 2 2025-07-15 Fixed 0.375 N N N N N N N/A N/A 000000000 31.000000 NC USD 1015.210000 0.0000224 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2026-04-30 16740.000000 USD 1015.210000 N N N N/A N/A 000000000 1.000000 NC 25566.360000 0.0005648 N/A DFE BR N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1536555.190000 USD 8487162.590000 BRL 2025-07-02 25566.360000 N N N FREDDIE MAC 3397 N/A 31397PLU2 87074.500000 PA USD 87090.640000 0.001924 Long ABS-MBS USGSE US N 2 2037-12-15 Floating 5.01833 N N N N N N N/A N/A 000000000 27.000000 NC USD 56441.240000 0.0012469 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-01-27 309555.000000 USD 56441.240000 N N N ATLAS SENIOR LOAN FUND LTD 2018-10A N/A 04942JAC5 39787.830000 PA USD 39832.380000 0.00088 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 5.60771 N N N N N N N/A N/A 000000000 1.000000 NC -267.040000 -0.0000059 N/A DFE DK N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 311408.160000 DKK 48899.430000 USD 2025-07-02 -267.040000 N N N HARBORVIEW MORTGAGE LOAN TR 2006-12 N/A 41162DAA7 6140765.240000 PA USD 4820789.940000 0.106499 Long ABS-MBS CORP US N 2 2036-12-19 Floating 4.84206 N N N N N N DRIVE AUTO RECEIVABLES TRUST 2024-2 N/A 26207AAD5 1000000.000000 PA USD 999772.300000 0.0220866 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.5 N N N N N N N/A N/A 000000000 -61.000000 NC USD 193649.860000 0.004278 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Brent Oil 2026-01-30 -3946700.000000 USD 193649.860000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 850000.000000 PA USD 834052.260000 0.0184256 Long DBT CORP CH N 2 2027-02-02 Floating 1.305 N N N N N N PAGAYA AI DEBT GRANTOR TRUST 2024-11 N/A 69544AAA3 278644.250000 PA USD 279140.960000 0.0061667 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.092 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251UUM8 2410000.000000 PA USD 2403499.750000 0.0530972 Long DBT CORP US N 2 2025-07-21 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -309082.280000 -0.0068281 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 23300000.000000 BRL 3881715.950000 USD 2025-10-02 -309082.280000 N N N FANNIE MAE REMICS 2025-52 N/A 3136BWUZ7 5200000.000000 PA USD 5212673.960000 0.115156 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.5237 N N N N N N N/A N/A 000000000 -110.000000 NC USD -88000.000000 -0.0019441 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 07/22/25 2025-07-23 N/A USD N/A 68.000000 USD 2025-07-17 XXXX 50900.300000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZX1 16000000.000000 PA USD 16111470.400000 0.355929 Long DBT CORP CA N 2 2027-07-23 Floating 5.069 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 45826CU16 10180000.000000 PA USD 10178708.160000 0.224864 Long DBT CORP US N 2 2025-07-01 None 0 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 1700000.000000 PA USD 1697938.410000 0.0375102 Long DBT CORP JP N 2 2025-07-16 Fixed 1.851 N N N N N N N/A N/A 000000000 -71.000000 NC USD -115020.000000 -0.002541 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 08/29/25 2025-08-30 N/A USD N/A 70.000000 USD 2025-08-26 XXXX 29940.940000 N N N N/A N/A 000000000 100000000.000000 PA USD 100000000.000000 2.20916 Long RA US N 2 Repurchase N 4.430000 2025-07-01 107230000.000000 USD 102023480.600000 USD UST N N N ACHV ABS TRUST 2024-3AL N/A 00092KAA2 554148.150000 PA USD 556374.050000 0.0122912 Long ABS-O CORP US N 2 2031-12-26 Fixed 5.01 N N N N N N BSST 2021-1818 MORTGAGE TRUST N/A 07403PAA0 600000.000000 PA USD 537942.660000 0.011884 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.47648 N N N N N N FREDDIE MAC REMICS 5473 N/A 3137HHFU0 16732989.130000 PA USD 16647513.670000 0.367771 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.40517 N N N N N N FREDDIE MAC REMICS 5426 N/A 3137HCXW7 1164266.180000 PA USD 1166772.610000 0.0257759 Long ABS-MBS USGSE US N 2 2049-04-15 Floating 5.25001 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JF1 200000.000000 PA USD 199737.520000 0.0044125 Long DBT CORP US N 2 2026-09-06 Fixed 4.4 N N N N N N POST ROAD EQUIPMENT FINANCE 2025-1 LLC N/A 73747LAB4 1000000.000000 PA USD 1006203.800000 0.0222287 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.9 N N N N N N HAYFIN EMERALD CLO II DAC N/A ACI294QX3 28300000.000000 PA 33148488.340000 0.732304 Long ABS-CBDO CORP IE N 2 2034-05-27 Floating 2.899 N N N N N N N/A N/A 000000000 205.000000 NC USD -270267.910000 -0.0059707 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Henry 2026-04-28 7810500.000000 USD -270267.910000 N N N N/A N/A 000000000 -12.000000 NC USD -73658.160000 -0.0016272 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Copper 2025-07-14 -2983569.000000 USD -73658.160000 N N N FREDDIE MAC STRIPS 278 N/A 3132HTBH8 7502.450000 PA USD 7402.770000 0.0001635 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 4.86833 N N N N N N N/A N/A 000000000 1.000000 NC 3363342.400000 0.0743017 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 33971696.530000 USD 202845000.000000 BRL 2025-07-02 3363342.400000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3E0 10800000.000000 PA USD 10955931.370000 0.242035 Long DBT CORP CA N 2 2028-01-31 Fixed 4.861 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2024-X2 N/A 00833QAA3 461786.750000 PA USD 462058.000000 0.0102076 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.22 N N N N N N GROSVENOR PLACE CLO 2024-2 DAC 24-2A N/A ACI2RYX19 2000000.000000 PA 2354402.470000 0.0520126 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.84523 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HS5 1327000.000000 PA USD 1360209.060000 0.0300492 Long DBT CORP US N 2 2027-11-01 Fixed 5.85 N N N N N N N/A N/A 000000000 8.000000 NC -20927.320000 -0.0004623 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-03-30 223680.950000 EUR -20927.320000 N N N N/A N/A 000000000 1.000000 NC 2313.950000 0.0000511 N/A DFE DK N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 63012.000000 USD 413758.220000 DKK 2025-07-02 2313.950000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 201000.000000 PA USD 191150.880000 0.0042228 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N N/A N/A 000000000 33.000000 NC USD 56733.870000 0.0012533 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-11-26 366465.000000 USD 56733.870000 N N N BARINGS CLO LTD 2018-I N/A 06760GAA9 1214584.460000 PA USD 1215986.960000 0.0268631 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.46771 N N N N N N BMW CANADA AUTO TRUST 2024-1A N/A 05570XCL8 431240.370000 PA 319641.980000 0.0070614 Long ABS-O CORP CA N 2 2027-07-20 Fixed 4.844 N N N N N N DRIVE AUTO RECEIVABLES TRUST 2024-2 N/A 26207AAC7 1065480.430000 PA USD 1066504.570000 0.0235608 Long ABS-O CORP US N 2 2027-12-15 Fixed 4.94 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLG2 200000.000000 PA USD 204424.590000 0.0045161 Long DBT CORP US N 2 2029-04-25 Floating 5.202 N N N N N N VOLKSWAGEN AUTO LEASE TRUST 2024-A N/A 92866EAB5 1475008.280000 PA USD 1478691.230000 0.0326667 Long ABS-O CORP US N 2 2026-12-21 Fixed 5.4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797PW1 164755000.000000 PA USD 163360019.420000 3.60889 Long DBT UST US N 2 2025-09-11 None 0 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HQ9 1400000.000000 PA USD 1405466.730000 0.0310491 Long DBT CORP US N 2 2027-06-01 Fixed 4.7 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A N/A 96043CAC4 2109186.920000 PA USD 2110024.690000 0.0466139 Long ABS-O CORP US N 2 2027-09-15 Floating 4.87385 N N N N N N N/A N/A 000000000 898.000000 NC USD -1726322.980000 -0.0381373 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Henry 2025-10-29 35785300.000000 USD -1726322.980000 N N N ST PAUL'S CLO XII DAC 12A N/A ACI1MLB75 7990560.600000 PA 9401590.150000 0.207697 Long ABS-CBDO CORP IE N 2 2033-04-15 Floating 3.199 N N N N N N N/A N/A 000000000 1.000000 NC -13.400000 -0.0000003 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 10374.360000 CAD 7605.000000 USD 2025-07-02 -13.400000 N N N N/A N/A 000000000 1.000000 NC USD 19040009.990000 0.420625 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A US Treasury H15 Treasury Bill 3 Month Auction Avg Discount Y 2026-01-15 0.000000 USD 0.000000 USD 547026363.490000 USD 19040009.990000 N N N UPSTART PASS-THROUGH TRUST SERIES 2022-ST2 N/A 91680UAA7 77456.270000 PA USD 77211.670000 0.0017057 Long ABS-O CORP US N 2 2030-04-20 Fixed 3.8 N N N N N N JONES LANG LASALLE FINANCE BV 7245008JNMAJF7J71W93 48002AU93 4000000.000000 PA USD 3995408.800000 0.0882651 Long DBT CORP NL N 2 2025-07-09 None 0 N N N N N N CARMAX AUTO OWNER TRUST 2024-3 N/A 14319GAD3 500000.000000 PA USD 505446.100000 0.0111661 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.89 N N N N N N AFFIRM MASTER TRUST 2025-2A N/A 00833BAG3 1200000.000000 PA USD 1205231.700000 0.0266255 Long ABS-O CORP US N 2 2033-07-15 Fixed 4.67 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAA3 1385952.250000 PA USD 717666.030000 0.0158544 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.57368 N N N N N N FREDDIE MAC-3179 N/A 31396UF47 109193.910000 PA USD 108137.850000 0.0023889 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 4.79833 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 400000.000000 PA USD 406735.060000 0.0089854 Long DBT CORP US N 2 2029-07-23 Floating 5.049 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 400000.000000 PA USD 407719.820000 0.0090072 Long DBT CORP GB N 2 2028-03-12 Floating 5.674 N N N N N N FNMA PASS THRU POOLS N/A 3140HGRA7 357160.700000 PA USD 327837.520000 0.0072425 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-1 N/A 88522EAC7 1150236.130000 PA USD 811000.210000 0.0179163 Long ABS-MBS CORP US N 2 2037-03-25 Floating 6.04933 N N N N N N N/A N/A 000000000 129300000.000000 PA USD 129300000.000000 2.85645 Long RA US N 2 Repurchase N 4.440000 2025-07-01 131102800.000000 USD 130897951.900000 USD UST N N N N/A N/A 000000000 1.000000 NC -3.350000 -0.0000001 N/A DFE MX N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3373.540000 MXN 174.980000 USD 2025-09-17 -3.350000 N N N CHEVY CHASE MTGE FUNDING CORP 2004-1A N/A 16678RAS6 679.650000 PA USD 665.110000 0.0000147 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.71368 N N N N N N N/A N/A 000000000 78.000000 NC USD -166876.710000 -0.0036866 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Heating Oil 2025-11-28 7188854.400000 USD -166876.710000 N N N COMMODITY WAREHOUSE RECEIPT N/A 966QVDII5 15045.260000 NS USD 49392464.110000 1.09116 Long COMM US N 2 N N N N/A N/A 000000000 32.000000 NC USD -12791.770000 -0.0002826 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-05-26 287440.000000 USD -12791.770000 N N N GSAMP TRUST 2006-FM3 N/A 36245TAD7 657440.940000 PA USD 306590.280000 0.0067731 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.83368 N N N N N N N/A N/A 000000000 113.000000 NC USD 32318.000000 0.000714 N/A DCO US N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Call Purchased ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT EMFUT - CCA 2025 GE IFE 12/24/25 2025-12-25 N/A USD N/A 40.000000 USD 2025-12-15 XXXX -35482.000000 N N N N/A N/A 000000000 -425.000000 NC USD -477469.660000 -0.0105481 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2026-12-29 -21330750.000000 USD -477469.660000 N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KS5 15700000.000000 PA USD 15700357.490000 0.346847 Long DBT CORP US N 2 2025-09-04 Floating 5.27563 N N N N N N N/A N/A 000000000 1.000000 NC -4689.440000 -0.0001036 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 182000.000000 GBP 245132.800000 USD 2025-07-02 -4689.440000 N N N N/A N/A 000000000 -67.000000 NC USD -15410.000000 -0.0003404 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 08/27/25 2025-08-28 N/A USD N/A 3600.000000 USD 2025-07-28 XXXX 146571.210000 N N N N/A N/A 000000000 1.000000 NC -374646.970000 -0.0082766 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 50051780.820000 CAD 36392084.640000 USD 2025-07-08 -374646.970000 N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 38151LAF7 24000000.000000 PA USD 24121432.080000 0.532882 Long DBT CORP US N 2 2027-03-18 Floating 5.283 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484AL5 400000.000000 PA USD 400700.600000 0.0088521 Long DBT CORP US N 2 2026-06-10 Floating 5.14584 N N N N N N N/A N/A 000000000 24.000000 NC USD -136887.870000 -0.0030241 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Long N/A Gold 2025-12-29 8070960.000000 USD -136887.870000 N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823PUN1 13330000.000000 PA USD 13289247.530000 0.293581 Long DBT CORP US N 2 2025-07-22 None 0 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAU1 15800000.000000 PA USD 15868079.990000 0.350552 Long DBT CORP US N 2 2027-04-01 Fixed 4.6 N N N N N N N/A N/A 000000000 1.000000 NC -395461.550000 -0.0087364 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 28700000.000000 BRL 4766594.640000 USD 2025-10-02 -395461.550000 N N N N/A N/A 000000000 -364.000000 NC USD -1468249.380000 -0.032436 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Gasoline 2025-09-30 -28900435.200000 USD -1468249.380000 N N N N/A N/A 000000000 90000000.000000 PA 66091426.470000 1.46007 Long RA CA N 2 Repurchase N 2.700000 2025-07-07 93158000.000000 CAD 92494654.490000 CAD N N N N/A N/A 000000000 1.000000 NC USD -18485527.180000 -0.408376 N/A DCO US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COMM SWAP TBL/CSIXTR GST CSIXTR Y 2026-04-15 0.000000 USD 0.000000 USD 484136367.840000 USD -18485527.180000 N N N BAIN CAPITAL CREDIT CLO 2022-3 LTD N/A 05684NAL5 1650000.000000 PA USD 1651237.500000 0.0364785 Long ABS-CBDO CORP JE N 2 2035-07-15 Floating 5.45561 N N N N N N OMFIT-2021-1A N/A 68269MAB0 1200000.000000 PA USD 1200185.040000 0.0265141 Long ABS-O CORP US N 2 2036-06-16 Floating 5.06385 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-N3 N/A 14687WAB6 840638.500000 PA USD 841083.200000 0.0185809 Long ABS-O CORP US N 2 2027-12-10 Fixed 4.84 N N N N N N BHG SECURITIZATION TRUST 2025-1CON N/A 08860AAA7 895303.830000 PA USD 901472.830000 0.019915 Long ABS-O CORP US N 2 2036-04-17 Fixed 4.82 N N N N N N FNMA PASS THRU POOLS N/A 31418CR89 405210.780000 PA USD 372211.960000 0.0082228 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N PAGAYA AI DEBT TRUST 2025-1 N/A 69544NAB3 999914.620000 PA USD 1002962.260000 0.0221571 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.156 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA N/A 78449VAC0 168858.380000 PA USD 168367.950000 0.0037195 Long ABS-O CORP US N 2 2054-09-15 Floating 5.28368 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AU6 400000.000000 PA USD 404448.380000 0.0089349 Long DBT CORP US N 2 2028-03-30 Fixed 5.05 N N N N N N OPORTUN ISSUANCE TRUST 2025-1 N/A 68377PAA4 695805.500000 PA USD 694828.870000 0.0153499 Long ABS-O CORP US N 2 2032-08-16 Fixed 4.96 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A N/A 81885BAE5 19050000.000000 PA USD 19262670.390000 0.425544 Long ABS-O CORP US N 2 2030-07-22 Fixed 4.75 N N N N N N N/A N/A 000000000 175.000000 NC USD -1108625.750000 -0.0244914 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Gasoline 2025-07-31 15229935.000000 USD -1108625.750000 N N N N/A N/A 000000000 368.000000 NC USD -268202.920000 -0.005925 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Soybeans 2025-11-14 18896800.000000 USD -268202.920000 N N N N/A N/A 000000000 32.000000 NC USD 22728.230000 0.0005021 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-10-27 322960.000000 USD 22728.230000 N N N BAIN CAPITAL CREDIT CLO 2020-3 LTD N/A 05684CAW5 4000000.000000 PA USD 4002720.000000 0.0884266 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 5.48934 N N N N N N N/A N/A 000000000 179.000000 NC USD -100344.070000 -0.0022168 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-05-29 1403807.500000 USD -100344.070000 N N N N/A N/A 000000000 -1100.000000 NC USD 522156.640000 0.0115353 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Gasoil 2026-06-11 -67870000.000000 USD 522156.640000 N N N COMMODITY WAREHOUSE RECEIPT N/A 954ASS904 964.000000 NS USD 3164739.950000 0.0699143 Long COMM US N 2 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V49 199182.000000 PA USD 196480.170000 0.0043406 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2022-1A N/A 04047EAA4 654892.970000 PA USD 653736.430000 0.0144421 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.93 N N N N N N FANNIE MAE REMICS 2024-10 N/A 3136BQ6A2 1967878.860000 PA USD 1972000.780000 0.0435647 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 5.25001 N N N N N N N/A N/A 000000000 1.000000 NC 2222.580000 0.0000491 N/A DIR GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A UNITED KINGDOM GOVT 2025-09-26 127697.600000 GBP 2222.580000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 1066932.270000 PA USD 774876.730000 0.0171183 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N NAVIENT STUDENT LOAN TRUST 2019-BA N/A 63941LAC7 3493067.650000 PA USD 3487999.910000 0.0770556 Long ABS-O CORP US N 2 2059-12-15 Floating 5.40624 N N N N N N N/A N/A 000000000 1.000000 NC USD -943975.940000 -0.020854 N/A DCO US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COMM SWAP CMDSKEWLS GST ABGS1042 Y Single Leg Swap 2026-04-15 0.000000 USD 0.000000 USD 44698049.600000 USD -943975.940000 N N N JABIL INC 5493000CGCQY2OQU7669 46652LU21 4560000.000000 PA USD 4558707.240000 0.100709 Long DBT CORP US N 2 2025-07-02 None 0 N N N N N N COMMODITY WAREHOUSE RECEIPT N/A 965RNAII9 26607.920000 NS USD 87351815.990000 1.92974 Long COMM US N 2 N N N GREENSKY HOME IMPROVEMENT TRUST 2024-2 N/A 39571XAC8 1000000.000000 PA USD 1013494.100000 0.0223897 Long ABS-O CORP US N 2 2059-10-27 Fixed 5.15 N N N N N N N/A N/A 000000000 33.000000 NC USD 7646.370000 0.0001689 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-09-28 317377.500000 USD 7646.370000 N N N NISSAN AUTO LEASE TRUST 2024-B N/A 65481DAC6 1187428.640000 PA USD 1188195.360000 0.0262492 Long ABS-O CORP US N 2 2027-06-15 Floating 4.71385 N N N N N N BABSON CLO LTD 2015-IA N/A 056162AN0 290592.760000 PA USD 290995.510000 0.0064286 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.52108 N N N N N N CHASEFLEX TRUST 2006-1 N/A 16165LAF7 38358.190000 PA USD 34043.010000 0.0007521 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.3 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAA2 1480283.010000 PA USD 953009.160000 0.0210535 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.71368 N N N N N N N/A N/A 000000000 -74.000000 NC USD -43660.000000 -0.0009645 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 08/29/25 2025-08-30 N/A USD N/A 77.000000 USD 2025-08-26 XXXX 95052.600000 N N N N/A N/A 000000000 -1332.000000 NC USD -1570453.040000 -0.0346939 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-09-19 -149360905.580000 USD -1570453.040000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RB5 939000.000000 PA USD 928268.890000 0.020507 Long DBT UST US N 2 2025-10-07 None 0 N N N N N N N/A N/A 000000000 -140.000000 NC USD -450520.000000 -0.0099527 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 08/27/25 2025-08-28 N/A USD N/A 3.500000 USD 2025-08-26 XXXX -234603.740000 N N N HGI CRE CLO 2022-FL3 LTD N/A 403950AA6 2247673.590000 PA USD 2253850.890000 0.0497913 Long ABS-CBDO CORP US N 2 2037-04-20 Floating 6.00385 N N N N N N N/A N/A 000000000 -428.000000 NC USD 1190197.270000 0.0262934 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Brent Oil 2026-03-31 -27704440.000000 USD 1190197.270000 N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 66681LUQ1 7200000.000000 PA USD 7177855.680000 0.158571 Long DBT CORP US N 2 2025-07-24 None 0 N N N N N N N/A N/A 000000000 1191.000000 NC USD -1934212.510000 -0.0427299 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Soybean Meal 2025-12-12 34455630.000000 USD -1934212.510000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810PZ5 39366900.000000 PA USD 40969503.270000 0.905084 Long DBT UST US N 2 2029-01-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810FH6 2749226.710000 PA USD 3002102.970000 0.0663214 Long DBT UST US N 2 2029-04-15 Fixed 3.875 N N N N N N N/A N/A 000000000 71.000000 NC USD 52971.320000 0.0011702 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-10-29 652135.000000 USD 52971.320000 N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475FUG5 23670000.000000 PA USD 23621542.780000 0.521839 Long DBT CORP US N 2 2025-07-16 None 0 N N N N N N N/A N/A 000000000 -50.000000 NC USD -23000.000000 -0.0005081 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 07/22/25 2025-07-23 N/A USD N/A 70.000000 USD 2025-07-17 XXXX 18901.000000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 N/A 80287LAC3 800000.000000 PA USD 804146.320000 0.0177649 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.63 N N N N N N SYMPHONY CLO XXIV LTD 2020-24A N/A 87167QAL2 797876.750000 PA USD 798485.680000 0.0176399 Long ABS-CBDO CORP KY N 2 2032-01-23 Floating 5.47934 N N N N N N N/A N/A 000000000 1.000000 NC USD 3895.580000 0.0000861 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-12-31 0.000000 USD 0.000000 USD 96000.000000 USD 3895.580000 N N N N/A N/A 000000000 -50.000000 NC USD -33000.000000 -0.000729 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 07/31/25 2025-08-01 N/A USD N/A 72.000000 USD 2025-07-28 XXXX 13500.000000 N N N N/A N/A 000000000 5.000000 NC USD 18844.590000 0.0004163 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A API2 Coal 2025-12-24 549000.000000 USD 18844.590000 N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BY7 5500000.000000 PA USD 5504214.380000 0.121597 Long DBT CORP US N 2 2025-09-12 Floating 5.26022 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D83 2800000.000000 PA USD 2823128.170000 0.0623675 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAA0 5222386.630000 PA USD 5130781.790000 0.113347 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.805 N N N N N N N/A N/A 000000000 1122.000000 NC USD 76241.920000 0.0016843 N/A DCO SG N 1 SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED 549300ZLWT3FK3F0FW61 Long N/A Iron Ore 2025-08-29 10549044.000000 USD 76241.920000 N N N N/A N/A 000000000 76.000000 NC USD -77218.480000 -0.0017059 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Ethane 2026-02-27 863180.640000 USD -77218.480000 N N N SYNCHRONY CARD ISSUANCE TRUST 2024-A2 N/A 87166PAN1 22900000.000000 PA USD 23252197.420000 0.513679 Long ABS-MBS CORP US N 2 2030-07-15 Fixed 4.93 N N N N N N N/A N/A 000000000 1.000000 NC -544559.210000 -0.0120302 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 34200000.000000 BRL 5606741.200000 USD 2025-10-02 -544559.210000 N N N N/A N/A 000000000 -569.000000 NC USD 4509707.260000 0.0996268 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Gasoil 2025-08-12 -37610900.000000 USD 4509707.260000 N N N CAIRN CLO VIII DAC 2017-8A N/A ACI290HR4 1655803.220000 PA 1949395.970000 0.0430654 Long ABS-CBDO CORP IE N 2 2030-10-30 Floating 3.046 N N N N N N BBCMS TRUST 2018-CBM N/A 05549RAA5 4300000.000000 PA USD 4201033.350000 0.0928077 Long ABS-MBS CORP US N 2 2037-07-15 Floating 5.60901 N N N N N N N/A N/A 000000000 1.000000 NC -229.030000 -0.0000051 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 174497.250000 CAD 128131.000000 USD 2025-08-05 -229.030000 N N N GLS AUTO SELECT RECEIVABLES TRUST 2024-4 N/A 36271BAE1 1000000.000000 PA USD 1002799.600000 0.0221535 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.5 N N N N N N N/A N/A 000000000 -176.000000 NC USD 23338.680000 0.0005156 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-02-25 -1800920.000000 USD 23338.680000 N N N WORLD OMNI AUTO RECEIVABLES TRUST 2022-D N/A 98163VAD0 2060580.850000 PA USD 2068561.070000 0.0456979 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.61 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 148000.000000 PA USD 143702.560000 0.0031746 Long DBT CORP US N 2 2028-01-21 Floating 2.475 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TBJ7 21900000.000000 PA USD 22270824.380000 0.491999 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.125 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-N2 N/A 14687VAB8 169709.210000 PA USD 170078.650000 0.0037573 Long ABS-O CORP US N 2 2027-08-10 Fixed 5.9 N N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC1 N/A 585525FN3 8181.340000 PA USD 7593.840000 0.0001678 Long ABS-MBS CORP US N 2 2030-09-15 Floating 5.16624 N N N N N N N/A N/A 000000000 71.000000 NC USD 4513.820000 0.0000997 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-08-27 603677.500000 USD 4513.820000 N N N N/A N/A 000000000 11.000000 NC USD 13243.100000 0.0002926 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Zinc 2025-09-15 756987.000000 USD 13243.100000 N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1 N/A 23246KAA9 5279372.180000 PA USD 1808139.040000 0.0399448 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -315382.270000 -0.0069673 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 50351216.540000 CAD 36659992.460000 USD 2025-07-02 -315382.270000 N N N N/A N/A 000000000 -120.000000 NC USD -216240.000000 -0.0047771 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 08/27/25 2025-08-28 N/A USD N/A 3.200000 USD 2025-08-26 XXXX -83804.400000 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DG7 400000.000000 PA USD 393813.410000 0.0087 Long DBT CORP US N 2 2026-02-04 Fixed 2.196 N N N N N N NEW ORLEANS HOTEL TRUST 2019-HNLA N/A 647622AA7 1674000.000000 PA USD 1662021.690000 0.0367168 Long ABS-MBS CORP US N 2 2032-04-15 Floating 5.34771 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A 126673BR2 150433.790000 PA USD 144992.120000 0.0032031 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.21368 N N N N N N N/A N/A 000000000 1.000000 NC USD 40047.340000 0.0008847 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BANK OF AMERICA CORPORATION BANK OF AMERICA CORP SR UNSEC TSFR3M Y Single Leg Swap 2026-12-20 54450.530000 USD 0.000000 USD 4200000.000000 USD -14403.190000 N N N LCM 30 LTD N/A 50200YAQ1 376012.390000 PA USD 376917.820000 0.0083267 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.61108 N N N N N N N/A N/A 000000000 1.000000 NC USD -5973647.750000 -0.131968 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 COMM SWAP TBL/CSIXTR CIB CSIXTR Y 2026-06-15 0.000000 USD 0.000000 USD 156417691.740000 USD -5973647.750000 N N N N/A N/A 000000000 1.000000 NC USD -16206127.570000 -0.35802 N/A DCO US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 COMM SWAP TBL/CSIXTR RBC CSIXTR Y 2026-11-16 0.000000 USD 0.000000 USD 424482633.620000 USD -16206127.570000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4J7 8000000.000000 PA USD 8012022.240000 0.176999 Long DBT CORP US N 2 2026-07-16 Floating 5.08529 N N N N N N N/A N/A 000000000 -1925.000000 NC USD 1522368.950000 0.0336316 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Wheat 2025-09-12 -51806562.500000 USD 1522368.950000 N N N N/A N/A 000000000 1.000000 NC -149851.990000 -0.0033105 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10300000.000000 BRL 1702732.640000 USD 2025-10-02 -149851.990000 N N N GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A N/A 36270YAC6 641842.550000 PA USD 641915.080000 0.014181 Long ABS-O CORP US N 2 2027-10-15 Fixed 4.76 N N N N N N VEROS AUTO RECEIVABLES TRUST 2025-1 N/A 92511BAA2 459392.450000 PA USD 460062.240000 0.0101635 Long ABS-O CORP US N 2 2028-09-15 Fixed 5.31 N N N N N N N/A N/A 000000000 1.000000 NC -186778.050000 -0.0041262 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7700000.000000 BRL 1198163.850000 USD 2025-10-02 -186778.050000 N N N GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A N/A 36270YAE2 1000000.000000 PA USD 1002551.800000 0.022148 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.75 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20K N/A 83162CSD6 11669.870000 PA USD 12078.390000 0.0002668 Long ABS-O CORP US N 2 2028-11-01 Fixed 6.77 N N N N N N FORT CRE 2022-FL3 N/A 34706CAA7 44222.110000 PA USD 43549.240000 0.0009621 Long ABS-CBDO CORP US N 2 2039-02-23 Floating 6.15217 N N N N N N N/A N/A 000000000 1.000000 NC 2525.850000 0.0000558 N/A DCR FR N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BNP PARIBAS BNP PARIBAS SR UNSEC Y Single Leg Swap 2025-12-20 3273.630000 EUR 0.000000 EUR 500000.000000 EUR -747.780000 N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 3645.450000 PA USD 3505.910000 0.0000775 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.29344 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 158612.350000 PA USD 158822.800000 0.0035087 Long ABS-O CORP US N 2 2038-04-25 Floating 5.57494 N N N N N N N/A N/A 000000000 -260.000000 NC USD -1150905.000000 -0.0254254 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Short N/A Copper 2025-09-26 -33036250.000000 USD -1150905.000000 N N N N/A N/A 000000000 2200000.000000 PA USD 2200000.000000 0.0486016 Long RA US N 2 Repurchase N 4.400000 2025-07-01 2243900.000000 USD 2244150.600000 USD UST N N N N/A N/A 000000000 -10900000.000000 NC -183394.550000 -0.0040515 N/A DIR DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Eurostat Eurozone HICP Ex Tob N/A N/A N/A 3.000000 EUR 2035-06-22 XXXX 312489.950000 N N N N/A N/A 000000000 661.000000 NC USD 17847.000000 0.0003943 N/A DCO US N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Call Purchased ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT EMFUT - CCA 2025 SP IFE 12/24/25 2025-12-25 N/A USD N/A 60.000000 USD 2025-12-31 XXXX -77998.000000 N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 N/A 10806EAC8 1000000.000000 PA USD 1000687.300000 0.0221068 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.72 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8V51 32087.030000 PA USD 29431.040000 0.0006502 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 67122RU18 520000.000000 PA USD 519933.600000 0.0114862 Long DBT CORP NL N 2 2025-07-01 None 0 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI28SXK1 46500.000000 NS 395582.920000 0.0087391 Long EC CORP IT N 1 N N N N/A N/A 000000000 -424.000000 NC USD 441091.650000 0.0097444 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2026-06-22 -25995440.000000 USD 441091.650000 N N N N/A N/A 000000000 70000000.000000 PA 51404442.810000 1.13561 Long RA CA N 2 Repurchase N 2.700000 2025-07-03 67230000.000000 CAD 72313476.780000 CAD N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 78109FUG5 19710000.000000 PA USD 19669332.360000 0.434528 Long DBT CORP US N 2 2025-07-16 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -312646.740000 -0.0069069 N/A DCO US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A SPGCINP Y Single Leg Swap 2026-01-15 0.000000 USD 0.000000 USD 12592055.190000 USD -312646.740000 N N N TSTAT 2022-1A LTD N/A 872899AY5 261998.140000 PA USD 262233.240000 0.0057932 Long ABS-CBDO CORP BM N 2 2037-07-20 Floating 5.41947 N N N N N N MELLON RESIDENTIAL FUND CORP 2000-TBC2 N/A 585525ED6 1663.900000 PA USD 1623.530000 0.0000359 Long ABS-MBS CORP US N 2 2030-06-15 Floating 4.90624 N N N N N N GREENSKY HOME IMPROVEMENT TRUST 2024-2 N/A 39571XAB0 491689.100000 PA USD 492529.740000 0.0108808 Long ABS-O CORP US N 2 2059-10-27 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC 1843139.440000 0.040718 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 119784222.740000 USD 103253359.830000 EUR 2025-07-02 1843139.440000 N N N FREDDIE MAC REMICS 5513 N/A 3137HKEX8 39639024.180000 PA USD 39558085.260000 0.873903 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.24517 N N N N N N N/A N/A 000000000 -55.000000 NC 166155.050000 0.0036706 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Short N/A TTF 2025-08-28 -1561363.220000 EUR 166155.050000 N N N N/A N/A 000000000 1.000000 NC USD -11777525.360000 -0.260185 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 COMM SWAP TBL/CSIXTR JPM CSIXTR Y 2026-07-15 0.000000 USD 0.000000 USD 308421830.830000 USD -11777525.360000 N N N UMBS PASS THRU POOLS N/A 01F052680 -116900000.000000 PA USD -116795627.000000 -2.58021 Short ABS-MBS USGSE US N 2 2054-08-15 Fixed 5.5 N N N N N N N/A N/A 000000000 -95.000000 NC USD -91997.380000 -0.0020324 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-09-28 -1001775.000000 USD -91997.380000 N N N N/A N/A 000000000 1.000000 NC 7773.330000 0.0001717 N/A DFE CA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1408786.240000 USD 1929000.000000 CAD 2025-07-02 7773.330000 N N N N/A N/A 000000000 166.000000 NC USD 372937.750000 0.0082388 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-01-29 1767900.000000 USD 372937.750000 N N N N/A N/A 000000000 1.000000 NC 13.590000 0.0000003 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 7605.000000 USD 10356.990000 CAD 2025-08-05 13.590000 N N N N/A N/A 000000000 1.000000 NC USD -431801.550000 -0.0095392 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-12-31 0.000000 USD -25621.660000 USD 270000.000000 USD -406179.890000 N N N CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC) 549300CTE3HOMEUMM603 12610BUA8 20790000.000000 PA USD 20762596.710000 0.45868 Long DBT CORP US N 2 2025-07-10 None 0 N N N N N N PAGAYA AI DEBT GRANTOR TRUST 2024-7 N/A 69545AAA2 206582.200000 PA USD 208325.750000 0.0046023 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.117 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RM2 2010000.000000 PA USD 1540241.010000 0.0340264 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2 N/A 07387UDT5 4415401.070000 PA USD 4385053.580000 0.096873 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.09368 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LUZ2 850000.000000 PA USD 857319.720000 0.0189396 Long DBT CORP US N 2 2026-04-10 Fixed 5.6 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8M1 4000000.000000 PA USD 4012720.400000 0.0886476 Long DBT CORP CA N 2 2027-09-10 Floating 5.20585 N N N N N N N/A N/A 000000000 856.000000 NC USD -499693.070000 -0.011039 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2025-11-28 55443120.000000 USD -499693.070000 N N N FANNIE MAE REMICS 2024-77 N/A 3136BTWY5 3087468.310000 PA USD 3100716.020000 0.0684999 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 5.50517 N N N N N N N/A N/A 000000000 -92.000000 NC USD -30633.100000 -0.0006767 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-05-27 -913790.000000 USD -30633.100000 N N N MORGAN STANLEY ABS CAPITAL I 2005-HE3 N/A 61744CSK3 2933707.820000 PA USD 2875522.130000 0.063525 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.46868 N N N N N N KINBANE 2024-RPL 2 DAC 24-RPL2A N/A ACI2S5NF1 1823083.930000 PA 2151969.270000 0.0475405 Long ABS-MBS CORP IE N 2 2063-01-24 Floating 2.971 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A N/A 76088YAA8 291694.940000 PA USD 294264.950000 0.0065008 Long ABS-O CORP US N 2 2032-06-25 Fixed 7.09 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029 N/A 3137HHH38 5300000.000000 PA USD 5299701.080000 0.117079 Long ABS-MBS USGSE US N 2 2027-08-25 Floating 4.86155 N N N N N N TIAA CLO IV LTD 2018-1A N/A 88631YAL1 1348393.880000 PA USD 1349733.990000 0.0298178 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.40947 N N N N N N N/A N/A 000000000 -214.000000 NC USD -694709.500000 -0.0153473 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Aluminum 2025-09-15 -13910321.000000 USD -694709.500000 N N N N/A N/A 000000000 188.000000 NC USD 364026.960000 0.008042 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-11-26 1943920.000000 USD 364026.960000 N N N CARVANA AUTO RECEIVABLES TRUST 2024-N1 N/A 14687QAB9 51714.880000 PA USD 51744.100000 0.0011431 Long ABS-O CORP US N 2 2027-04-12 Fixed 5.76 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A N/A 448988AB1 1204668.410000 PA USD 1205833.440000 0.0266388 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.15 N N N N N N SMALL BUSINESS ADMIN PART CERT 2006-20F N/A 83162CQH9 4281.660000 PA USD 4299.200000 0.000095 Long ABS-O CORP US N 2 2026-06-01 Fixed 5.82 N N N N N N PAGAYA AI DEBT TRUST 2024-1 N/A 69548AAA9 155261.410000 PA USD 156285.390000 0.0034526 Long ABS-O CORP US N 2 2031-07-15 Fixed 6.66 N N N N N N N/A N/A 000000000 1.000000 NC -465811.140000 -0.0102905 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 30500000.000000 BRL 5019997.700000 USD 2025-10-02 -465811.140000 N N N BLACK DIAMOND CLO 2017-2 DAC N/A ACI1XBRF0 763672.900000 PA 900981.850000 0.0199042 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 3.096 N N N N N N N/A N/A 000000000 1.000000 NC USD 4.700000 0.0000001 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 CMBX.NA.AAA.8 N/A N/A Y Single Leg Swap 2057-10-17 0.000000 USD -2520.920000 USD 56341.200000 USD 2525.620000 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397F81 2000000.000000 PA USD 1995807.080000 0.0440906 Long DBT CORP US N 2 2026-11-05 Fixed 5.125 N N N N N N N/A N/A 000000000 -80.000000 NC USD -25600.000000 -0.0005655 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 08/20/25 2025-08-21 N/A USD N/A 80.000000 USD 2025-08-15 XXXX 119018.400000 N N N N/A N/A 000000000 1.000000 NC 44495.070000 0.000983 N/A DFE CA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 70077671.230000 CAD 51508599.590000 USD 2025-07-03 44495.070000 N N N TRINITAS CLO LTD 2020-14A N/A 89641QAN0 1000000.000000 PA USD 1000620.110000 0.0221053 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 5.62177 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 32397.920000 PA USD 23071.920000 0.0005097 Long ABS-MBS CORP US N 2 2036-01-26 Floating 5.06213 N N N N N N N/A N/A 000000000 1.000000 NC 345929.100000 0.0076421 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 36659062.800000 USD 50391547.720000 CAD 2025-07-02 345929.100000 N N N LCM XXIV LTD 24A N/A 50188YAE4 25132.130000 PA USD 25145.470000 0.0005555 Long ABS-CBDO CORP KY N 2 2030-03-20 Floating 5.51108 N N N N N N N/A N/A 000000000 1.000000 NC USD -845955.420000 -0.0186885 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 COMM SWAP TBL/CSIXTR JPM CSIXTR Y 2026-07-15 0.000000 USD 0.000000 USD 22153305.660000 USD -845955.420000 N N N NAVSL-2021-BA N/A 63942LAA0 5779211.460000 PA USD 5259006.720000 0.11618 Long ABS-O CORP US N 2 2069-07-15 Fixed 0.94 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LVC2 1400000.000000 PA USD 1410529.060000 0.0311609 Long DBT CORP US N 2 2027-01-13 Fixed 4.9 N N N N N N N/A N/A 000000000 141.000000 NC -758807.110000 -0.0167633 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A EUA 2025-12-15 11455299.130000 EUR -758807.110000 N N N FREDDIE MAC REMICS 5500 N/A 3137HJAP2 2060253.490000 PA USD 2065096.940000 0.0456214 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.50517 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAR7 1400000.000000 PA USD 1411399.700000 0.0311801 Long DBT CORP GB N 2 2028-03-14 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PXKV7 973159.270000 PA USD 963152.950000 0.0212776 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3 N N N N N N N/A N/A 000000000 1880.000000 NC USD 2212793.980000 0.0488842 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2025-10-31 122030800.000000 USD 2212793.980000 N N N TIKEHAU CLO IX DAC 9A N/A ACI2S1SP3 1000000.000000 PA 1178120.630000 0.0260266 Long ABS-CBDO CORP IE N 2 2037-01-20 Floating 3.456 N N N N N N FREDDIE MAC REMICS 5426 N/A 3137HCY22 1171985.010000 PA USD 1171180.210000 0.0258733 Long ABS-MBS USGSE US N 2 2050-12-15 Floating 5.25001 N N N N N N FREDDIE MAC REMICS 5508 N/A 3137HJVX2 2854443.360000 PA USD 2860173.370000 0.0631859 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.25517 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-N3 N/A 14687WAC4 1500000.000000 PA USD 1500378.750000 0.0331458 Long ABS-O CORP US N 2 2029-01-10 Fixed 4.53 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST 2024-3 N/A 37989EAC0 380019.360000 PA USD 384706.370000 0.0084988 Long ABS-O CORP US N 2 2029-10-15 Fixed 5.59 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-A N/A 448973AD9 1700000.000000 PA USD 1715924.920000 0.0379076 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.99 N N N N N N N/A N/A 000000000 -168.000000 NC USD -152322.250000 -0.003365 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-01-28 -1916040.000000 USD -152322.250000 N N N FREMONT HOME LOAN TRUST 2006-C N/A 35729TAE2 5100391.860000 PA USD 2039333.540000 0.0450522 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.91368 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 12665JUE7 14140000.000000 PA USD 14112985.530000 0.311779 Long DBT CORP US N 2 2025-07-14 None 0 N N N N N N CRB SECURITIZATION TRUST 2023-1 N/A 12670DAA3 113227.740000 PA USD 113651.140000 0.0025107 Long ABS-O CORP US N 2 2033-10-20 Fixed 6.96 N N N N N N N/A N/A 000000000 539.000000 NC USD 756013.940000 0.0167016 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A WTI Crude 2026-01-20 33067650.000000 USD 756013.940000 N N N BHG SECURITIZATION TRUST 2025-1CON N/A 08860AAB5 1000000.000000 PA USD 1008849.200000 0.0222871 Long ABS-O CORP US N 2 2036-04-17 Fixed 5.26 N N N N N N AVOCA STATIC CLO I DAC 1A N/A ACI2S1S08 925034.070000 PA 1089691.010000 0.0240731 Long ABS-CBDO CORP IE N 2 2035-01-15 Floating 3.249 N N N N N N N/A N/A 000000000 -60.000000 NC USD -47400.000000 -0.0010471 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 08/20/25 2025-08-21 N/A USD N/A 72.000000 USD 2025-08-15 XXXX -1636.200000 N N N N/A N/A 000000000 -33.000000 NC USD -23760.000000 -0.0005249 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 08/27/25 2025-08-28 N/A USD N/A 3500.000000 USD 2025-07-28 XXXX 115421.790000 N N N N/A N/A 000000000 1.000000 NC -5710.310000 -0.0001262 N/A DFE CA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 961001.020000 CAD 700000.000000 USD 2025-07-02 -5710.310000 N N N N/A N/A 000000000 165472811.000000 PA USD 165472811.000000 3.65557 Long RA US N 2 Repurchase N 4.400000 2026-07-30 209395000.000000 USD 164749136.900000 USD UST N N N N/A N/A 000000000 67.000000 NC USD 13102.720000 0.0002895 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Soybean Oil 2026-01-14 2126580.000000 USD 13102.720000 N N N N/A N/A 000000000 -29.000000 NC USD -66570.880000 -0.0014707 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Short N/A Copper 2025-08-27 -3665237.500000 USD -66570.880000 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EH4 13400000.000000 PA USD 13524364.060000 0.298775 Long DBT CORP US N 2 2027-08-01 Fixed 5 N N N N N N N/A N/A 000000000 -205.000000 NC USD 288932.500000 0.006383 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2026-03-27 -7824850.000000 USD 288932.500000 N N N MLCC MORTGAGE INVESTORS INC 2006-2 N/A 590219AG6 239.310000 PA USD 238.970000 0.0000053 Long ABS-MBS CORP US N 2 2036-05-25 Floating 6.0777 N N N N N N N/A N/A 000000000 -6.000000 NC USD 11495.280000 0.0002539 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Nickel 2025-09-15 -547049.880000 USD 11495.280000 N N N N/A N/A 000000000 1.000000 NC USD -18510313.000000 -0.408923 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 COMM SWAP TBL/BCOMF1TC JPM BCOMF1TCB Y 2026-07-15 0.000000 USD 0.000000 USD 531880534.950000 USD -18510313.000000 N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 2827953.780000 PA USD 2834082.320000 0.0626095 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 5.9637 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWMY6 84889175.280000 PA USD 84951550.150000 1.87672 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 40189.680000 0.0008879 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-06-30 0.000000 USD -9595.470000 USD 25000.000000 USD 30594.210000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RW0 2211123.200000 PA USD 1603493.410000 0.0354238 Long DBT UST US N 2 2047-02-15 Fixed 0.875 N N N N N N M&T BANK AUTO RECEIVABLES TRUST 2025-1A N/A 55287XAD7 19300000.000000 PA USD 19537114.010000 0.431607 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.73 N N N N N N N/A N/A 000000000 -100.000000 NC USD -290618.810000 -0.0064202 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Soybean Oil 2025-12-12 -3165000.000000 USD -290618.810000 N N N N/A N/A 000000000 100000000.000000 PA 73434918.300000 1.6223 Long RA CA N 2 Repurchase N 2.710000 2025-07-08 111056000.000000 CAD 103178859.000000 CAD N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 800000.000000 PA USD 818076.230000 0.0180726 Long DBT CORP US N 2 2028-04-13 Floating 5.652 N N N N N N N/A N/A 000000000 -332.000000 NC USD 114583.320000 0.0025313 N/A DCO US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short N/A Lean Hogs 2025-10-14 -12270720.000000 USD 114583.320000 N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAG8 2100000.000000 PA USD 2155874.030000 0.0476268 Long DBT CORP US N 2 2030-01-09 Fixed 5.25 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2021-C N/A 83208AAD5 10501959.210000 PA USD 10396866.100000 0.229684 Long ABS-O CORP US N 2 2053-01-15 Floating 5.22624 N N N N N N OCEANVIEW MORTGAGE TRUST 2025-INV1 N/A 67551WAU5 410053.560000 PA USD 408703.750000 0.0090289 Long ABS-MBS CORP US N 2 2054-11-25 Floating 5.10517 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 743672AG2 11900000.000000 PA USD 11914449.690000 0.26321 Long DBT CORP US N 2 2026-07-22 Floating 4.83378 N N N N N N RCKT MORTGAGE TRUST 2024-CES9 N/A 749426AA0 1013629.650000 PA USD 1018707.730000 0.0225049 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.582 N N N N N N CARMAX AUTO OWNER TRUST 2023-1 N/A 14318DAC3 825656.910000 PA USD 826632.180000 0.0182617 Long ABS-O CORP US N 2 2027-10-15 Fixed 4.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEL6 800000.000000 PA USD 810428.420000 0.0179037 Long DBT CORP US N 2 2028-07-22 Floating 4.979 N N N N N N N/A N/A 000000000 1.000000 NC USD 277704.560000 0.0061349 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-12-21 672080.180000 USD 0.000000 USD 8800000.000000 USD -394375.620000 N N N N/A N/A 000000000 -42.000000 NC USD 52503.150000 0.0011599 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2025-07-28 -1451520.000000 USD 52503.150000 N N N N/A N/A 000000000 1.000000 NC -85180.440000 -0.0018818 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5100000.000000 BRL 832118.740000 USD 2025-10-02 -85180.440000 N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAL0 1400000.000000 PA USD 1416685.940000 0.0312969 Long DBT CORP US N 2 2028-04-01 Fixed 4.75 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P0UJ1 2600000.000000 PA USD 2594028.840000 0.0573063 Long DBT CORP US N 2 2025-07-18 None 0 N N N N N N PAGAYA AI DEBT GRANTOR TRUST 2024-9 N/A 69546QAA6 197357.590000 PA USD 197388.500000 0.0043606 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.065 N N N N N N FREDDIE MAC REMICS 5495 N/A 3137HJ2H9 2065937.830000 PA USD 2066368.780000 0.0456495 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 5.45517 N N N N N N OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 N/A 68383NCY7 2470378.080000 PA USD 2438138.410000 0.0538625 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.19368 N N N N N N N/A N/A 000000000 1.000000 NC 2026061.710000 0.044759 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20672596.520000 USD 126200000.000000 BRL 2025-10-02 2026061.710000 N N N COMMODITY WAREHOUSE RECEIPT N/A 935QKH905 300.000000 NS USD 984877.580000 0.0217576 Long COMM US N 2 N N N CBAM 2018-6 LTD 2019-10A N/A 12482NAN1 594814.790000 PA USD 596036.560000 0.0131674 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.65108 N N N N N N N/A N/A 000000000 -15.000000 NC 71422.980000 0.0015779 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A NBP 2025-08-28 -499774.890000 GBP 71422.980000 N N N N/A N/A 000000000 39.000000 NC USD -27778.530000 -0.0006137 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Henry 2027-02-24 1533090.000000 USD -27778.530000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4E8 500000.000000 PA USD 503499.990000 0.0111231 Long DBT CORP US N 2 2027-01-07 Fixed 4.95 N N N N N N N/A N/A 000000000 8.000000 NC -26389.180000 -0.000583 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-09-29 228807.910000 EUR -26389.180000 N N N REACH ABS TRUST 2024-2A N/A 75525HAA8 214746.530000 PA USD 215309.620000 0.0047565 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.88 N N N N N N SCCU AUTO RECEIVABLES TRUST 2024-1A N/A 78436RAE0 500000.000000 PA USD 503063.600000 0.0111135 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.11 N N N N N N NORTH WESTERLY VI BV VI-A N/A ACI298N25 7467790.540000 PA 8792290.360000 0.194236 Long ABS-CBDO CORP IE N 2 2032-07-05 Floating 3.071 N N N N N N N/A N/A 000000000 1236.000000 NC USD -182072.040000 -0.0040223 N/A DCO SG N 1 SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED 549300ZLWT3FK3F0FW61 Long N/A Iron Ore 2025-09-30 11587500.000000 USD -182072.040000 N N N N/A N/A 000000000 84.000000 NC USD 237555.000000 0.005248 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Copper 2025-08-18 20803398.000000 USD 237555.000000 N N N N/A N/A 000000000 -92.000000 NC USD -74793.100000 -0.0016523 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-08-27 -957950.000000 USD -74793.100000 N N N N/A N/A 000000000 50000000.000000 PA 36717459.150000 0.811149 Long RA CA N 2 Repurchase N 2.700000 2025-07-08 50728000.000000 CAD 50702539.620000 CAD N N N N/A N/A 000000000 -328.000000 NC USD 1717725.620000 0.0379474 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2026-03-20 -20109680.000000 USD 1717725.620000 N N N N/A N/A 000000000 985.000000 NC USD 1127740.850000 0.0249136 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2026-10-30 63946200.000000 USD 1127740.850000 N N N TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST N/A 891940AC2 878335.710000 PA USD 878844.970000 0.0194151 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.63 N N N N N N INDYMAC HOME EQUITY LOAN ABS TR 2004-B N/A 456606FA5 115127.760000 PA USD 114054.800000 0.0025197 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.48368 N N N N N N N/A N/A 000000000 100000.000000 PA USD 100000.000000 0.0022092 Long RA US N 2 Repurchase N 4.480000 2025-07-01 75800.000000 USD 75387.460000 USD UST N N N INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) VGRQXHF3J8VDLUA7XE92 459200LF6 23400000.000000 PA USD 23675487.260000 0.52303 Long DBT CORP US N 2 2028-02-10 Fixed 4.65 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3 N/A 10805NAC9 500000.000000 PA USD 501430.800000 0.0110774 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.34 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST 2024-4 N/A 36271BAC5 847356.780000 PA USD 847086.130000 0.0187135 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.43 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A N/A 96043RAD9 500000.000000 PA USD 500990.550000 0.0110677 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.44 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 N/A 802919AC4 2300000.000000 PA USD 2307105.620000 0.0509677 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.85 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 9300000.000000 PA USD 9302809.440000 0.205514 Long DBT CORP GB N 2 2026-08-09 Floating 5.304 N N N N N N LENDBUZZ SECURITIZATION TRUST 2025-1A N/A 525938AC0 1000000.000000 PA USD 1003668.300000 0.0221727 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.1 N N N N N N N/A N/A 000000000 1.000000 NC USD 120664.740000 0.0026657 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A Petroleum Y Single Leg Swap 2025-12-31 0.000000 USD 0.000000 USD 35000.000000 USD 120664.740000 N N N N/A N/A 000000000 1.000000 NC USD 1890.560000 0.0000418 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COMM SWAP BCOMF1NTC BPS BCOMF1NTC Y Single Leg Swap 2026-03-16 0.000000 USD 0.000000 USD 34602026.310000 USD 1890.560000 N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AA6 31122.020000 PA USD 31014.280000 0.0006852 Long ABS-MBS CORP US N 2 2037-02-25 Floating 6.54998 N N N N N N N/A N/A 000000000 -64.000000 NC USD -48640.000000 -0.0010745 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 08/29/25 2025-08-30 N/A USD N/A 75.000000 USD 2025-08-26 XXXX 28866.000000 N N N N/A N/A 000000000 19.000000 NC USD 95258.980000 0.0021044 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Palladium 2025-09-26 2103490.000000 USD 95258.980000 N N N MF1 2022-FL8 LTD N/A 55284JAA7 728178.390000 PA USD 728825.280000 0.0161009 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.66758 N N N N N N CEDAR FUNDING V CLO LTD 2016-5A N/A 15032AAN7 510468.070000 PA USD 510946.520000 0.0112876 Long ABS-CBDO CORP KY N 2 2031-07-17 Floating 5.6414 N N N N N N LOANCORE ISSUER LTD 2021-CRE6 N/A 53948HAA4 420184.550000 PA USD 420965.850000 0.0092998 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 5.72624 N N N N N N FANNIE MAE REMICS 2025-18 N/A 3136BVKH0 7383582.340000 PA USD 7359187.720000 0.162577 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 5.20517 N N N N N N REED ELSEVIER INC 549300TEN8O7HZZY5K14 75955FU35 860000.000000 PA USD 859675.090000 0.0189916 Long DBT CORP US N 2 2025-07-03 None 0 N N N N N N CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC) 549300CTE3HOMEUMM603 12610BUQ3 3240000.000000 PA USD 3229584.700000 0.0713468 Long DBT CORP US N 2 2025-07-24 None 0 N N N N N N FHF ISSUER TRUST 2024-2A N/A 30336NAC5 360954.440000 PA USD 365412.440000 0.0080726 Long ABS-O CORP US N 2 2030-06-15 Fixed 5.89 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DT3 24900000.000000 PA USD 25135156.600000 0.555277 Long DBT CORP US N 2 2027-04-23 Floating 5.645 N N N N N N PFP 2022-9 LTD A N/A 69291QAA3 1398128.400000 PA USD 1400450.130000 0.0309382 Long ABS-MBS CORP KY N 2 2035-08-19 Floating 6.58606 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 N/A 802919AB6 298125.770000 PA USD 298440.260000 0.006593 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.41 N N N N N N N/A N/A 000000000 -252.000000 NC USD -151782.300000 -0.0033531 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Brent Oil 2026-05-29 -16314480.000000 USD -151782.300000 N N N N/A N/A 000000000 5.000000 NC USD 16094.590000 0.0003556 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A API2 Coal 2025-11-28 546250.000000 USD 16094.590000 N N N N/A N/A 000000000 66.000000 NC USD -1538212.120000 -0.0339816 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Long N/A Coffee 2025-12-18 7291350.000000 USD -1538212.120000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961CU18 3120000.000000 PA USD 3119575.680000 0.0689165 Long DBT CORP US N 2 2025-07-01 None 0 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00913WUF0 440000.000000 PA USD 439127.390000 0.009701 Long DBT CORP US N 2 2025-07-15 None 0 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-13 N/A 576433UM6 55954.230000 PA USD 54044.020000 0.0011939 Long ABS-MBS CORP US N 2 2034-11-21 Floating 6.04298 N N N N N N N/A N/A 000000000 -95.000000 NC USD 4902.620000 0.0001083 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-04-28 -904875.000000 USD 4902.620000 N N N AVOCA CLO 17A N/A ACI2363G6 7564777.810000 PA 8904252.610000 0.19671 Long ABS-CBDO CORP IE N 2 2032-10-15 Floating 3.099 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P0V19 4150000.000000 PA USD 4133052.230000 0.0913059 Long DBT CORP US N 2 2025-08-01 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 14830.470000 0.0003276 N/A DCR GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BARCLAYS BANK PLC BARCLAYS BANK PLC GOV GTD Y Single Leg Swap 2025-12-20 18747.520000 EUR 0.000000 EUR 3200000.000000 EUR -3917.050000 N N N N/A N/A 000000000 -190.000000 NC USD -303851.270000 -0.0067126 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2025-12-29 -2304700.000000 USD -303851.270000 N N N SYMPHONY CLO XXII LTD N/A 87167GCH1 4000000.000000 PA USD 4003218.000000 0.0884376 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 5.44947 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 N/A 14318UAD3 556873.850000 PA USD 558727.960000 0.0123432 Long ABS-O CORP US N 2 2027-08-16 Fixed 5.34 N N N N N N N/A N/A 000000000 188.000000 NC USD 35966.960000 0.0007946 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-09-26 1615860.000000 USD 35966.960000 N N N MFA 2022-NQM1 TRUST N/A 55284PAC9 2772137.360000 PA USD 2720638.260000 0.0601034 Long ABS-MBS CORP US N 2 2066-12-25 Variable 4.112 N N N N N N N/A N/A 000000000 1.000000 NC -347003.330000 -0.0076659 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 50307378.520000 CAD 36659062.800000 USD 2025-08-05 -347003.330000 N N N N/A N/A 000000000 -772.000000 NC USD 1072302.300000 0.0236889 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2026-05-19 -47354480.000000 USD 1072302.300000 N N N N/A N/A 000000000 -20.000000 NC USD -32000.000000 -0.0007069 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Put Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 08/27/25 2025-08-28 N/A USD N/A 3200.000000 USD 2025-07-28 XXXX 1999.480000 N N N ACE SECURITIES CORP 2004-HE4 N/A 004421JH7 318945.460000 PA USD 288454.980000 0.0063724 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.33368 N N N N N N N/A N/A 000000000 -897.000000 NC USD 2237188.950000 0.0494232 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2025-12-29 -43522440.000000 USD 2237188.950000 N N N N/A N/A 000000000 96.000000 NC USD 242865.600000 0.0053653 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-09-19 10968749.950000 USD 242865.600000 N N N BANC OF AMERICA FUNDING CORP 2007-C N/A 059522BE1 159391.530000 PA USD 141016.380000 0.0031153 Long ABS-MBS CORP US N 2 2036-05-20 Floating 4.68951 N N N N N N N/A N/A 000000000 2164.000000 NC USD -2780927.800000 -0.0614353 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Kansas Wheat 2025-09-12 56994350.000000 USD -2780927.800000 N N N APIDOS CLO XI 2012-11A N/A 03763YBY1 3000000.000000 PA USD 2998953.990000 0.0662518 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.51979 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17 N/A 863579DS4 361861.400000 PA USD 333623.150000 0.0073703 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.38861 N N N N N N N/A N/A 000000000 1.000000 NC -25228.130000 -0.0005573 N/A DFE BR N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 8617001.510000 BRL 1536555.190000 USD 2025-09-03 -25228.130000 N N N UMBS PASS THRU POOLS N/A 01F040677 22000000.000000 PA USD 20459146.180000 0.451976 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 4 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01JMT5 276812.250000 PA 379879.650000 0.0083922 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 5.28988 N N N N N N N/A N/A 000000000 -195.000000 NC USD -702854.270000 -0.0155272 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A WTI Crude 2025-11-19 -12021750.000000 USD -702854.270000 N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW95 18213.470000 PA USD 18382.570000 0.0004061 Long ABS-MBS CORP US N 2 2035-11-25 Floating 6.31 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM N/A 04965JAA1 1784927.250000 PA USD 1745922.130000 0.0385703 Long ABS-MBS CORP US N 2 2036-12-15 Floating 5.539 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A N/A 412922AB2 129406.190000 PA USD 129604.400000 0.0028632 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HY2 200000.000000 PA USD 204935.100000 0.0045274 Long DBT CORP US N 2 2028-10-01 Fixed 5.65 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828R36 25577000.000000 PA USD 25048113.420000 0.553354 Long DBT UST US N 2 2026-05-15 Fixed 1.625 N N N N N N ENTERPRISE FLEET FINANCING 2025-1 LLC N/A 29390HAC3 1000000.000000 PA USD 1015442.600000 0.0224328 Long ABS-O CORP US N 2 2029-02-20 Fixed 4.82 N N N N N N BAIN CAPITAL EURO CLO DAC 2018-1A N/A ACI129YN4 34131.190000 PA 40271.360000 0.0008897 Long ABS-CBDO CORP IE N 2 2032-04-20 Floating 3.016 N N N N N N N/A N/A 000000000 348.000000 NC USD 1040955.400000 0.0229964 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Gasoline 2025-08-29 29848795.200000 USD 1040955.400000 N N N CARVANA AUTO RECEIVABLES TRUST 2024-P4 N/A 14076LAC7 1950000.000000 PA USD 1962615.720000 0.0433574 Long ABS-O CORP US N 2 2030-01-10 Fixed 4.64 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST 25-3A N/A 36272GAC3 1000000.000000 PA USD 1000531.300000 0.0221034 Long ABS-O CORP US N 2 2030-10-15 Fixed 4.46 N N N N N N READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7 N/A 75575WAA4 240107.790000 PA USD 240081.850000 0.0053038 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.63368 N N N N N N N/A N/A 000000000 1.000000 NC -100419.090000 -0.0022184 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 8600000.000000 BRL 1446399.140000 USD 2025-10-02 -100419.090000 N N N BNPP AM EURO CLO 2019 BV 19-1A N/A ACI21M4V9 6392085.820000 PA 7508435.940000 0.165874 Long ABS-CBDO CORP IE N 2 2032-07-22 Floating 3.056 N N N N N N N/A N/A 000000000 8.000000 NC -6932.070000 -0.0001531 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-01-29 223289.690000 EUR -6932.070000 N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 350000.000000 PA USD 352943.470000 0.0077971 Long DBT CORP US N 2 2028-04-01 Fixed 4.75 N N N N N N PAGAYA AI DEBT GRANTOR TRUST 2024-8 N/A 69544QAA8 184794.890000 PA USD 185353.410000 0.0040948 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.331 N N N N N N FS RIALTO 2022-FL4 N/A 30326MAA3 2494270.790000 PA USD 2500503.350000 0.0552402 Long ABS-CBDO CORP US N 2 2039-01-19 Floating 6.20185 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI2HDVK6 177500000.000000 PA 31512748.740000 0.696168 Long DBT NUSS BR N 2 2025-10-01 None 0 N N N N N N LOANCORE ISSUER LTD 2021-CRE5 N/A 53947XAA0 188956.580000 PA USD 189013.030000 0.0041756 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.72624 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-9 N/A 41161PSK0 232557.650000 PA USD 221625.050000 0.0048961 Long ABS-MBS CORP US N 2 2035-06-20 Floating 5.11206 N N N N N N FCCU AUTO RECEIVABLES TRUST 2024-1 N/A 30336CAC9 208234.330000 PA USD 208934.660000 0.0046157 Long ABS-O CORP US N 2 2027-11-15 Fixed 5.76 N N N N N N N/A N/A 000000000 31.000000 NC USD 2565.210000 0.0000567 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2026-06-30 18290.000000 USD 2565.210000 N N N N/A N/A 000000000 1.000000 NC -240.830000 -0.0000053 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 22001.650000 CAD 15916.060000 USD 2025-07-02 -240.830000 N N N RESIDENTIAL ACCREDIT LOANS 2006-QO6 N/A 75114NAA2 99029.590000 PA USD 21455.810000 0.000474 Long ABS-MBS CORP US N 2 2046-06-25 Floating 4.79368 N N N N N N N/A N/A 000000000 -23.000000 NC USD 113797.790000 0.002514 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2025-07-29 -794880.000000 USD 113797.790000 N N N N/A N/A 000000000 74.000000 NC USD 9699.550000 0.0002143 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-07-29 634180.000000 USD 9699.550000 N N N KREF 2022-FL3 LTD N/A 48275EAA4 768138.200000 PA USD 769557.200000 0.0170008 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 5.76758 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-N3 N/A 14686RAA0 9562.050000 PA USD 9579.180000 0.0002116 Long ABS-O CORP US N 2 2027-09-10 Fixed 6.41 N N N N N N N/A N/A 000000000 -17.000000 NC USD -92633.000000 -0.0020464 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Aluminum 2025-07-14 -1104065.000000 USD -92633.000000 N N N FNMA PASS THRU POOLS N/A 3140HYDL9 21800000.000000 PA USD 20846350.930000 0.46053 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 1.63 N N N N N N N/A N/A 000000000 -64.000000 NC USD -33920.000000 -0.0007493 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 08/29/25 2025-08-30 N/A USD N/A 78.000000 USD 2025-08-26 XXXX 17938.000000 N N N ARES XXXIV CLO LTD 2015-2A N/A 04015GAX7 1600000.000000 PA USD 1605163.120000 0.0354607 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 5.59979 N N N N N N N/A N/A 000000000 188.000000 NC USD -2103.040000 -0.0000465 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-07-29 1577790.000000 USD -2103.040000 N N N N/A N/A 000000000 -1179.000000 NC USD -1743938.950000 -0.0385265 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A WTI Crude 2025-08-19 -75279150.000000 USD -1743938.950000 N N N BAIN CAPITAL CREDIT CLO 2020-2 LTD N/A 05683EAW2 2600000.000000 PA USD 2606312.050000 0.0575777 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 5.50947 N N N N N N N/A N/A 000000000 1.000000 NC -942099.760000 -0.0208125 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 395400000.000000 BRL 67079025.670000 USD 2026-04-02 -942099.760000 N N N WASHINGTON MUTUAL 2005-AR1 N/A 939336X81 128451.870000 PA USD 126905.490000 0.0028036 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.23368 N N N N N N FANNIE MAE REMICS 2024-38 N/A 3136BR4S3 2290530.560000 PA USD 2292010.700000 0.0506343 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 5.15001 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RD1 4208000.000000 PA USD 4153090.740000 0.0917486 Long DBT UST US N 2 2025-10-21 None 0 N N N N N N N/A N/A 000000000 -245.000000 NC USD 262579.680000 0.0058008 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Soybean Meal 2026-01-14 -7173600.000000 USD 262579.680000 N N N COUNTRYWIDE ASSET-BACKED CERT 2004-7 N/A 126673EG3 2519031.550000 PA USD 2256529.070000 0.0498504 Long ABS-MBS CORP US N 2 2034-11-25 Floating 6.15868 N N N N N N AVOCA CLO XIV LTD14A N/A ACI1PDP91 938733.030000 PA 1105781.180000 0.0244285 Long ABS-CBDO CORP IE N 2 2031-01-12 Floating 3.075 N N N N N N N/A N/A 000000000 -70.000000 NC USD 28167.810000 0.0006223 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Soybeans 2026-01-14 -3647875.000000 USD 28167.810000 N N N BANK OF AMERICA AUTO TRUST 2023-1A N/A 06428AAC2 3891957.940000 PA USD 3919130.030000 0.08658 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.53 N N N N N N CHASE AUTO OWNER TRUST 2024-4A N/A 16144YAC2 10000000.000000 PA USD 10094116.000000 0.222996 Long ABS-O CORP US N 2 2029-07-25 Fixed 4.94 N N N N N N FANNIE MAE REMICS 2024-104 N/A 3136BUEQ9 3561903.290000 PA USD 3554549.030000 0.0785258 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 5.35517 N N N N N N NEW ZEALAND GOVT 549300237GPHG2AI7C34 ACI02MK69 2795603.130000 PA 1708660.780000 0.0377471 Long DBT NUSS NZ N 2 2025-09-20 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3138E0SF7 100175.560000 PA USD 99041.270000 0.002188 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3 N N N N N N BLACKROCK EUROPEAN CLO XI DAC 11A N/A ACI1ZCH75 11304000.000000 PA 13287258.580000 0.293537 Long ABS-CBDO CORP IE N 2 2034-07-17 Floating 3.243 N N N N N N N/A N/A 000000000 1.000000 NC USD 67989.030000 0.001502 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-09-30 0.000000 USD -867.300000 USD 30000.000000 USD 68856.330000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 N/A 802920AD0 1000000.000000 PA USD 1001183.000000 0.0221178 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.62 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A N/A 78398HAB4 5100000.000000 PA USD 5108648.330000 0.112858 Long ABS-O CORP US N 2 2028-11-20 Fixed 4.52 N N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8 N/A 1266735Z1 2314000.000000 PA USD 2292895.630000 0.0506538 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.46868 N N N N N N N/A N/A 000000000 1.000000 NC USD -638359.070000 -0.0141024 N/A DCO US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COMM SWAP TBL/BCOMF1TC GST BCOMF1TCA Y 2026-04-15 0.000000 USD 0.000000 USD 18348032.250000 USD -638359.070000 N N N N/A N/A 000000000 1.000000 NC USD -24888.960000 -0.0005498 N/A DCO US N 2 MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 COMM SWAP PIMCODBU MAC PIMCODBU1 Y Single Leg Swap 2025-09-15 0.000000 USD 0.000000 USD 778307.400000 USD -24888.960000 N N N N/A N/A 000000000 -90.000000 NC USD -26100.000000 -0.0005766 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 07/22/25 2025-07-23 N/A USD N/A 72.000000 USD 2025-07-17 XXXX 28595.700000 N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UUW3 8600000.000000 PA USD 8566423.880000 0.189246 Long DBT CORP CA N 2 2025-07-30 None 0 N N N N N N N/A N/A 000000000 31.000000 NC USD 2565.210000 0.0000567 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2026-05-29 18290.000000 USD 2565.210000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3V1 12900000.000000 PA USD 13018019.910000 0.287589 Long DBT CORP US N 2 2026-05-08 Fixed 5.62 N N N N N N N/A N/A 000000000 1.000000 NC 847.910000 0.0000187 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 17128.690000 USD 97668.650000 BRL 2025-07-02 847.910000 N N N RESIDENTIAL ASSET SEC TRUST 2006-A10 N/A 76113LAE7 7242251.300000 PA USD 2196832.640000 0.0485316 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.5 N N N N N N SANDSTONE PEAK LTD 2021-1A N/A 800130AN6 4000000.000000 PA USD 4002508.000000 0.088422 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.5361 N N N N N N FNMA PASS THRU POOLS N/A 31418CPE8 101728.880000 PA USD 93347.320000 0.0020622 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRU8 9400000.000000 PA USD 9521931.160000 0.210355 Long DBT CORP US N 2 2026-12-08 Fixed 5.11 N N N N N N N/A N/A 000000000 -1828.000000 NC USD 11614639.810000 0.256586 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Short N/A Gold 2025-08-27 -604647560.000000 USD 11614639.810000 N N N SLM STUDENT LOAN TRUST 2010-C N/A 78445QAE1 1175480.980000 PA USD 1232722.550000 0.0272329 Long ABS-O CORP US N 2 2041-10-15 Floating 9.17624 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128287D6 1252736.010000 PA USD 1203327.290000 0.0265835 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N BDS 2022-FL12 LLC N/A 07336CAA1 852113.810000 PA USD 852893.280000 0.0188418 Long ABS-MBS CORP US N 2 2038-08-19 Floating 6.45408 N N N N N N N/A N/A 000000000 1.000000 NC -568236.840000 -0.0125533 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 90093205.480000 CAD 65608505.050000 USD 2025-07-07 -568236.840000 N N N ASSET BACKED SEC HOME EQTY LN 2006-HE6 N/A 04544NAR5 2756512.820000 PA USD 2687820.800000 0.0593784 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.89368 N N N N N N N/A N/A 000000000 1.000000 NC USD 217788.400000 0.0048113 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-12-21 526505.020000 USD 0.000000 USD 6900000.000000 USD -308716.620000 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 12665JUF4 5700000.000000 PA USD 5688309.300000 0.125664 Long DBT CORP US N 2 2025-07-15 None 0 N N N N N N BDS 2022-FL11 LLC N/A 054980AA5 1600121.180000 PA USD 1604114.600000 0.0354375 Long ABS-CBDO CORP US N 2 2039-03-19 Floating 6.12143 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A N/A ACI23GLP4 988201.090000 PA 1161692.930000 0.0256637 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 2.999 N N N N N N FHLMC PASS THRU POOLS N/A 3128PWPR3 75036.790000 PA USD 74209.610000 0.0016394 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3 N N N N N N N/A N/A 000000000 -74.000000 NC USD -35520.000000 -0.0007847 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 08/29/25 2025-08-30 N/A USD N/A 79.000000 USD 2025-08-26 XXXX 83960.000000 N N N N/A N/A 000000000 1.000000 NC -1032.810000 -0.0000228 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 178000.000000 CAD 129681.340000 USD 2025-07-02 -1032.810000 N N N INDYMAC INDA MORTGAGE LOAN TR 2005-AR1 N/A 45660LZM4 100691.610000 PA USD 76460.240000 0.0016891 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.20129 N N N N N N N/A N/A 000000000 1.000000 NC USD -18445502.330000 -0.407491 N/A DCO US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 COMM SWAP TBL/CSIXTR SOG CSIXTR Y 2026-02-17 0.000000 USD 0.000000 USD 483038280.390000 USD -18445502.330000 N N N FIRST HORIZON ALT MTGE SEC 2005-AA2 N/A 32051GHL2 92582.720000 PA USD 91496.580000 0.0020213 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.10292 N N N N N N N/A N/A 000000000 -104.000000 NC USD -241280.000000 -0.0053303 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 07/22/25 2025-07-23 N/A USD N/A 66.000000 USD 2025-07-17 XXXX -55030.560000 N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A N/A 96041AAC0 2412781.300000 PA USD 2416174.150000 0.0533772 Long ABS-O CORP US N 2 2027-01-15 Fixed 6.23 N N N N N N N/A N/A 000000000 1.000000 NC USD -20436982.090000 -0.451486 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COMM SWAP TBL/CSIXTR BPS CSIXTR Y 2026-03-16 0.000000 USD 0.000000 USD 535134593.500000 USD -20436982.090000 N N N N/A N/A 000000000 1.000000 NC -427851.840000 -0.0094519 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 33100000.000000 BRL 5525599.720000 USD 2025-10-02 -427851.840000 N N N N/A N/A 000000000 71.000000 NC USD -26193.680000 -0.0005787 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-05-28 572970.000000 USD -26193.680000 N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251UUB2 5100000.000000 PA USD 5092848.780000 0.112509 Long DBT CORP US N 2 2025-07-11 None 0 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-3 N/A 007036HW9 660.120000 PA USD 659.350000 0.0000146 Long ABS-MBS CORP US N 2 2035-07-25 Floating 9.24995 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JA2 500000.000000 PA USD 503028.630000 0.0111127 Long DBT CORP US N 2 2027-02-01 Fixed 4.875 N N N N N N N/A N/A 000000000 8.000000 NC -29557.890000 -0.000653 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-06-29 225296.690000 EUR -29557.890000 N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475FU83 2900000.000000 PA USD 2897049.540000 0.0640006 Long DBT CORP US N 2 2025-07-08 None 0 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341WZ8 29980.800000 PA USD 28985.370000 0.0006403 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.98485 N N N N N N N/A N/A 000000000 33.000000 NC USD 104336.370000 0.002305 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2026-12-29 414067.500000 USD 104336.370000 N N N CARVANA AUTO RECEIVABLES TRUST 2024-P2 N/A 14688PAC8 1000000.000000 PA USD 1010746.200000 0.022329 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.33 N N N N N N N/A N/A 000000000 1.000000 NC -265577.830000 -0.005867 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 22000000.000000 BRL 3691399.040000 USD 2025-10-02 -265577.830000 N N N CHASE HOME LENDING MORTGAGE TRUST 2024-6 N/A 161931AP5 1069692.160000 PA USD 1070533.790000 0.0236498 Long ABS-MBS CORP US N 2 2055-05-25 Floating 5.55517 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QF8 1544896.050000 PA USD 1526155.610000 0.0337153 Long DBT UST US N 2 2040-02-15 Fixed 2.125 N N N N N N COMMODITY WAREHOUSE RECEIPT N/A 966NPXII5 6086.000000 NS USD 19979883.140000 0.441388 Long COMM US N 2 N N N N/A N/A 000000000 130000000.000000 PA 95465393.790000 2.10899 Long RA CA N 2 Repurchase N 2.700000 2025-07-03 141815669.000000 CAD 132206324.900000 CAD N N N N/A N/A 000000000 1.000000 NC -332772.700000 -0.0073515 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 18619728.010000 EUR 21648200.700000 USD 2025-08-04 -332772.700000 N N N OFSI BSL X LTD N/A 67115PAW5 4000000.000000 PA USD 4004742.680000 0.0884713 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.53947 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8A1 2100000.000000 PA USD 2117585.970000 0.0467809 Long DBT CORP US N 2 2028-01-14 Floating 4.952 N N N N N N N/A N/A 000000000 1.000000 NC -1841303.990000 -0.0406774 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 103027021.870000 EUR 119784222.740000 USD 2025-08-04 -1841303.990000 N N N N/A N/A 000000000 -543.000000 NC USD -1306307.020000 -0.0288585 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Brent Oil 2025-09-30 -35430750.000000 USD -1306307.020000 N N N N/A N/A 000000000 1.000000 NC USD 454955.620000 0.0100507 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-12-31 0.000000 USD 0.000000 USD 140000.000000 USD 454955.620000 N N N MERRILL LYNCH MORTGAGE INVS 2005-A5 N/A 59020UYU3 74108.050000 PA USD 71679.940000 0.0015835 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.74387 N N N N N N N/A N/A 000000000 -95.000000 NC USD -227372.380000 -0.005023 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-11-25 -1137150.000000 USD -227372.380000 N N N N/A N/A 000000000 1.000000 NC -198176.810000 -0.0043781 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 16600000.000000 BRL 2787542.100000 USD 2025-10-02 -198176.810000 N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAJ6 2600000.000000 PA USD 2601115.920000 0.0574629 Long DBT CORP DE N 2 2026-07-14 Floating 6.119 N N N N N N JABIL INC 5493000CGCQY2OQU7669 46652LUE5 1500000.000000 PA USD 1497037.200000 0.033072 Long DBT CORP US N 2 2025-07-14 None 0 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2018-A N/A 78449PAC3 1316664.780000 PA USD 1316339.830000 0.0290801 Long ABS-O CORP US N 2 2036-02-15 Floating 5.22624 N N N N N N N/A N/A 000000000 1.000000 NC -458305.600000 -0.0101247 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 27600000.000000 BRL 4505901.750000 USD 2025-10-02 -458305.600000 N N N N/A N/A 000000000 -50.000000 NC USD 20583.560000 0.0004547 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short N/A Cocoa 2025-09-15 -4500000.000000 USD 20583.560000 N N N N/A N/A 000000000 -100.000000 NC USD -81000.000000 -0.0017894 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 07/31/25 2025-08-01 N/A USD N/A 71.000000 USD 2025-07-28 XXXX 37700.800000 N N N COMMODITY WAREHOUSE RECEIPT N/A 935UQP902 20829.550000 NS USD 68381862.440000 1.51067 Long COMM US N 2 N N N N/A N/A 000000000 74.000000 NC USD 3039.550000 0.0000671 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-06-26 627520.000000 USD 3039.550000 N N N N/A N/A 000000000 33.000000 NC USD -25106.130000 -0.0005546 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-04-28 284625.000000 USD -25106.130000 N N N N/A N/A 000000000 -66.000000 NC USD -44880.000000 -0.0009915 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 10/29/25 2025-10-30 N/A USD N/A 3700.000000 USD 2025-08-26 XXXX 23015.520000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 2100000.000000 PA USD 2117362.550000 0.046776 Long DBT CORP US N 2 2026-06-24 Fixed 5.45 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22 N/A 02151BBG2 1324654.250000 PA USD 467181.840000 0.0103208 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC 359069.740000 0.0079324 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 26094634.900000 USD 19272000.000000 GBP 2025-07-02 359069.740000 N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634EU34 9350000.000000 PA USD 9346274.030000 0.206475 Long DBT CORP US N 2 2025-07-03 None 0 N N N N N N N/A N/A 000000000 74.000000 NC USD 133094.550000 0.0029403 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-11-25 757575.000000 USD 133094.550000 N N N N/A N/A 000000000 1.000000 NC -172782.400000 -0.003817 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11000000.000000 BRL 1805706.030000 USD 2025-10-02 -172782.400000 N N N CITIZENS AUTO RECEIVABLES TRUST 2024-2 N/A 17331XAB7 216543.330000 PA USD 216843.030000 0.0047904 Long ABS-O CORP US N 2 2026-11-16 Fixed 5.54 N N N N N N ACHV ABS TRUST 2024-2PL N/A 00092HAA9 228371.090000 PA USD 229234.630000 0.0050642 Long ABS-O CORP US N 2 2031-10-27 Fixed 5.07 N N N N N N N/A N/A 000000000 67.000000 NC USD 713766.000000 0.0157683 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Copper 2025-07-14 16658260.250000 USD 713766.000000 N N N GCCT-2021-1A N/A 380881FB3 4500000.000000 PA USD 4344762.150000 0.0959829 Long ABS-MBS CORP US N 2 2028-08-15 Fixed 1.14 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAH8 11900000.000000 PA USD 11936926.060000 0.263706 Long DBT CORP US N 2 2028-01-14 Fixed 5.45 N N N N N N BSPRT 2022-FL9 ISSUER LTD N/A 055984AA6 622190.900000 PA USD 623990.950000 0.013785 Long ABS-CBDO CORP US N 2 2039-07-15 Floating 6.60776 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RF7 14584757.070000 PA USD 12256716.410000 0.270771 Long DBT UST US N 2 2044-02-15 Fixed 1.375 N N N N N N N/A N/A 000000000 74.000000 NC USD 20244.550000 0.0004472 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-02-26 644725.000000 USD 20244.550000 N N N RAD CLO LTD 2019-5A N/A 74923EAA6 1037557.440000 PA USD 1039131.290000 0.0229561 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 5.65679 N N N N N N MOUNTAIN VIEW CLO XVI LTD 2022-1A N/A 62432UAN1 1000000.000000 PA USD 1001500.000000 0.0221248 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.7161 N N N N N N N/A N/A 000000000 -412.000000 NC USD 1311746.890000 0.0289786 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Brent Oil 2026-02-27 -26660520.000000 USD 1311746.890000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI2MFC91 395400000.000000 PA 65556463.420000 1.44825 Long DBT NUSS BR N 2 2026-04-01 None 0 N N N N N N SMALL BUSINESS ADMIN PART CERT 2007-20E N/A 83162CRA3 10180.930000 PA USD 10143.440000 0.0002241 Long ABS-O CORP US N 2 2027-05-01 Fixed 5.31 N N N N N N N/A N/A 000000000 72.000000 NC USD -6630.480000 -0.0001465 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2026-01-30 20880.000000 USD -6630.480000 N N N N/A N/A 000000000 1.000000 NC -3445543.300000 -0.0761177 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 202845000.000000 BRL 33889495.630000 USD 2025-07-02 -3445543.300000 N N N N/A N/A 000000000 -17.000000 NC USD 7427.470000 0.0001641 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Petroleum 2025-08-29 -238187.000000 USD 7427.470000 N N N N/A N/A 000000000 1.000000 NC USD -33701.380000 -0.0007445 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 COMM SWAP JMABNIU5 JPM JMABNIU5 Y Single Leg Swap 2026-07-15 0.000000 USD 0.000000 USD 1049820.620000 USD -33701.380000 N N N N/A N/A 000000000 231.000000 NC USD -54391.160000 -0.0012016 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2025-07-31 15416940.000000 USD -54391.160000 N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-A N/A 448973AB3 595959.730000 PA USD 597103.080000 0.013191 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.29 N N N N N N GNMA PASS THRU POOLS N/A 3622ADXW3 1500000.000000 PA USD 1523395.430000 0.0336543 Long ABS-MBS USGSE US N 2 2055-06-20 Fixed 7 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBE8 600000.000000 PA USD 600012.400000 0.0132553 Long DBT CORP JP N 2 2025-07-03 Fixed 5.099 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128283R9 7925877.050000 PA USD 7779730.850000 0.171867 Long DBT UST US N 2 2028-01-15 Fixed 0.5 N N N N N N 37 CAPITAL CLO I 2021-1A N/A 88430TAQ4 3500000.000000 PA USD 3503443.550000 0.0773968 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.5361 N N N N N N N/A N/A 000000000 1.000000 NC USD -9362.800000 -0.0002068 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-07-31 0.000000 USD 0.000000 USD 20000.000000 USD -9362.800000 N N N N/A N/A 000000000 1.000000 NC USD 27438.700000 0.0006062 N/A DCO US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COMM SWAP TBL/BCOMF1NTC GST BCOMF1NTCB Y 2026-04-15 0.000000 USD 0.000000 USD 70671007.130000 USD 27438.700000 N N N CPS AUTO RECEIVABLES TRUST 2024-B N/A 12627SAA4 4845749.380000 PA USD 4854927.230000 0.107253 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.78 N N N N N N N/A N/A 000000000 188.000000 NC USD 96596.960000 0.002134 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-02-26 1676490.000000 USD 96596.960000 N N N N/A N/A 000000000 -386.000000 NC USD 1516816.240000 0.033509 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2026-04-21 -23669520.000000 USD 1516816.240000 N N N N/A N/A 000000000 -262.000000 NC USD -1069624.910000 -0.0236298 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-09-19 -31173906.250000 USD -1069624.910000 N N N HARBORVIEW MORTGAGE LOAN TR 2007-1 N/A 41164MAC1 456935.550000 PA USD 423130.730000 0.0093477 Long ABS-MBS CORP US N 2 2037-03-19 Floating 4.69206 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A N/A 78397XAB0 235113.610000 PA USD 235680.800000 0.0052066 Long ABS-O CORP US N 2 2027-10-20 Fixed 5.71 N N N N N N N/A N/A 000000000 -1.000000 NC USD -2494.000000 -0.0000551 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 07/29/25 2025-07-30 N/A USD N/A 3.500000 USD 2025-07-28 XXXX -1411.270000 N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECW3 1600000.000000 PA USD 1618792.850000 0.0357618 Long DBT CORP US N 2 2028-03-21 Fixed 4.75 N N N N N N PRESTIGE AUTO RECEIVABLES TRUST 2024-1A N/A 74113QAC5 135934.830000 PA USD 136024.590000 0.003005 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.69 N N N N N N N/A N/A 000000000 1.000000 NC 433450.570000 0.0095756 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6342527.000000 USD 36814563.720000 BRL 2025-07-02 433450.570000 N N N N/A N/A 000000000 -270.000000 NC USD -669591.170000 -0.0147924 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2025-09-22 -16945200.000000 USD -669591.170000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412BVE0 5900000.000000 PA USD 5863752.170000 0.12954 Long DBT CORP US N 2 2025-08-14 None 0 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWMS9 94317.380000 PA USD 94386.680000 0.0020852 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -6981.360000 -0.0001542 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 965000.000000 CAD 701665.600000 USD 2025-07-02 -6981.360000 N N N N/A N/A 000000000 -20.000000 NC USD -101400.000000 -0.0022401 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Put Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 08/27/25 2025-08-28 N/A USD N/A 3300.000000 USD 2025-07-28 XXXX -19044.200000 N N N N/A N/A 000000000 1.000000 NC 4253.550000 0.000094 N/A DFE MX N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 145165.480000 USD 2826589.640000 MXN 2025-09-17 4253.550000 N N N VOYA CLO 2017-2A N/A 92915UAG9 164694.970000 PA USD 164803.820000 0.0036408 Long ABS-CBDO CORP KY N 2 2030-06-07 Floating 5.49771 N N N N N N SCCU AUTO RECEIVABLES TRUST 2024-1A N/A 78436RAC4 401853.750000 PA USD 402805.020000 0.0088986 Long ABS-O CORP US N 2 2027-12-15 Fixed 5.45 N N N N N N GOLDEN CREDIT CARD TRUST 2022-1A N/A 380881FE7 7000000.000000 PA USD 6761961.500000 0.149383 Long ABS-MBS CORP CA N 2 2029-01-15 Fixed 1.97 N N N N N N N/A N/A 000000000 14.000000 NC USD -43641.930000 -0.0009641 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Nickel 2025-09-15 1276449.720000 USD -43641.930000 N N N N/A N/A 000000000 -40.000000 NC USD -43200.000000 -0.0009544 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 08/20/25 2025-08-21 N/A USD N/A 70.000000 USD 2025-08-15 XXXX -3967.600000 N N N N/A N/A 000000000 1.000000 NC 268.010000 0.0000059 N/A DFE DK N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 48899.430000 USD 310652.200000 DKK 2025-08-04 268.010000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI0ZY1X9 500000.000000 PA 646045.560000 0.0142722 Long DBT CORP IT N 2 2028-01-18 Floating 7.708 N N N N N N WORLD OMNI SELECT AUTO TRUST 2024-A N/A 98164LAD1 500000.000000 PA USD 502834.100000 0.0111084 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.98 N N N N N N N/A N/A 000000000 33.000000 NC USD 5171.370000 0.0001142 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-07-28 314902.500000 USD 5171.370000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 N/A 38380V2S9 1632012.410000 PA USD 1583535.600000 0.0349829 Long ABS-MBS USGSE US N 2 2043-10-20 Floating 4.73861 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UUA1 6940000.000000 PA USD 6931008.540000 0.153117 Long DBT CORP CA N 2 2025-07-10 None 0 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A N/A 44935WAD9 12100000.000000 PA USD 12213587.540000 0.269818 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.83 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-BA N/A 63939KAC3 1109667.190000 PA USD 1115249.700000 0.0246377 Long ABS-O CORP US N 2 2040-07-16 Floating 5.87624 N N N N N N N/A N/A 000000000 -92.000000 NC USD -134593.100000 -0.0029734 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-10-28 -1017750.000000 USD -134593.100000 N N N N/A N/A 000000000 1.000000 NC 333104.410000 0.0073588 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 21648200.700000 USD 18660633.310000 EUR 2025-07-02 333104.410000 N N N WASHINGTON MUTUAL 2004-AR14 N/A 939336V91 20533.410000 PA USD 19331.520000 0.0004271 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.32277 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCY8 900000.000000 PA USD 904804.890000 0.0199886 Long DBT CORP US N 2 2027-03-20 Fixed 4.5 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST 2023-1A N/A 36267FAC2 969158.640000 PA USD 970475.730000 0.0214394 Long ABS-O CORP US N 2 2027-08-16 Fixed 6.27 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-2 N/A 68401TAA6 1163212.270000 PA USD 775949.710000 0.017142 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.57368 N N N N N N LAD AUTO RECEIVABLES TRUST 2025-1A N/A 505712AC3 15200000.000000 PA USD 15307720.880000 0.338173 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.69 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UU94 6430000.000000 PA USD 6422507.120000 0.141884 Long DBT CORP CA N 2 2025-07-09 None 0 N N N N N N N/A N/A 000000000 -44.000000 NC USD 1089421.660000 0.0240671 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short N/A Coffee 2025-09-18 -4951650.000000 USD 1089421.660000 N N N N/A N/A 000000000 76.000000 NC USD -77795.980000 -0.0017186 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Ethane 2026-01-30 863180.640000 USD -77795.980000 N N N N/A N/A 000000000 1.000000 NC 1841.610000 0.0000407 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2045-12-15 1.410000 JPY 0.000000 JPY 990000.000000 JPY 1840.200000 N N N N/A N/A 000000000 8.000000 NC -25465.700000 -0.0005626 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-05-28 217282.700000 EUR -25465.700000 N N N N/A N/A 000000000 188.000000 NC USD -27483.040000 -0.0006071 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-06-26 1552410.000000 USD -27483.040000 N N N ICG EURO CLO 2021-1 DAC 21-1A N/A ACI299J93 8000000.000000 PA 9405002.990000 0.207772 Long ABS-CBDO CORP IE N 2 2034-10-15 Floating 3.329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15 N/A 38380LA78 1487730.240000 PA USD 1493754.800000 0.0329995 Long ABS-MBS USGSE US N 2 2069-09-20 Floating 5.34602 N N N N N N FANNIE MAE 2006-98 N/A 31396K5N8 8444.550000 PA USD 8375.170000 0.000185 Long ABS-MBS USGSE US N 2 2036-10-25 Floating 4.84965 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-AA N/A 63939EAD5 457392.650000 PA USD 458343.750000 0.0101256 Long ABS-O CORP US N 2 2030-11-15 Floating 6.12624 N N N N N N VERDELITE STATIC CLO LTD 2024-1 N/A 92338VAA9 1681838.930000 PA USD 1679609.420000 0.0371053 Long ABS-CBDO CORP JE N 2 2032-07-20 Floating 5.39947 N N N N N N N/A N/A 000000000 -408.000000 NC USD 357672.260000 0.0079016 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2025-10-21 -25320480.000000 USD 357672.260000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287BU72 25810000.000000 PA USD 25787039.420000 0.569678 Long DBT CORP US N 2 2025-07-07 None 0 N N N N N N RCKT MORTGAGE TRUST 2024-CES7 N/A 749414AA6 839999.520000 PA USD 838219.810000 0.0185176 Long ABS-MBS CORP US N 2 2044-10-25 Variable 5.158 N N N N N N UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A N/A 91680YAY7 147061.450000 PA USD 146137.230000 0.0032284 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC -589916.270000 -0.0130322 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 31662000.000000 GBP 42870917.920000 USD 2025-07-02 -589916.270000 N N N COUNTRYWIDE HOME LOANS 2004-HYB7 N/A 12669GBZ3 113943.860000 PA USD 108939.760000 0.0024067 Long ABS-MBS CORP US N 2 2034-11-20 Floating 4.92364 N N N N N N PK ALIFT LOAN FUNDING 4 LP 2024-2 N/A 69381EAA1 791576.090000 PA USD 790078.590000 0.0174541 Long ABS-O CORP US N 2 2039-10-15 Fixed 5.052 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810FQ6 1313768.970000 PA USD 1462983.990000 0.0323197 Long DBT UST US N 2 2032-04-15 Fixed 3.375 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A N/A 78398HAC2 24200000.000000 PA USD 24396587.490000 0.538961 Long ABS-O CORP US N 2 2030-12-20 Fixed 4.44 N N N N N N PROVIDUS CLO V DAC 5A N/A ACI295GL7 5300000.000000 PA 6218070.990000 0.137367 Long ABS-CBDO CORP IE N 2 2035-02-15 Floating 2.943 N N N N N N N/A N/A 000000000 -80.000000 NC USD -72800.000000 -0.0016083 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Call Written INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO GB N/A N/A FIN FUT BRENT CRUDE ICE 07/31/25 2025-08-01 N/A USD N/A 70.500000 USD 2025-07-28 XXXX 6100.000000 N N N SAXON ASSET SECURITIES TRUST 2007-3 N/A 80557BAA2 359694.530000 PA USD 346323.390000 0.0076509 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.74368 N N N N N N N/A N/A 000000000 -91.000000 NC USD 529061.810000 0.0116878 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Heating Oil 2025-07-31 -8700018.600000 USD 529061.810000 N N N N/A N/A 000000000 -80.000000 NC USD -222400.000000 -0.0049132 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 10/29/25 2025-10-30 N/A USD N/A 3500.000000 USD 2025-08-26 XXXX -36189.600000 N N N WELLS FARGO MTGE BK SEC TR 2006-AR4 N/A 94983PAF5 97135.650000 PA USD 96350.320000 0.0021285 Long ABS-MBS CORP US N 2 2036-04-25 Floating 6.14033 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBT5 2000000.000000 PA USD 2008625.040000 0.0443738 Long DBT CORP JP N 2 2027-09-10 Fixed 4.45 N N N N N N N/A N/A 000000000 1.000000 NC USD 5491279.540000 0.121311 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 LONDON GOLD MKT FIX LTD PM N/A N/A Y Single Leg Swap 2026-04-10 0.000000 USD 0.000000 USD 162405314.000000 USD 5491279.540000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412BVN0 23430000.000000 PA USD 23260767.450000 0.513868 Long DBT CORP US N 2 2025-08-22 None 0 N N N N N N HARVEST CLO XXII DAC 22A N/A ACI211PS9 4791824.610000 PA 5641710.640000 0.124635 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 3.129 N N N N N N MADISON PARK FUNDING XLVI LTD 2020-46A N/A 55822AAW7 4350000.000000 PA USD 4355019.380000 0.0962095 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.2561 N N N N N N N/A N/A 000000000 1102.000000 NC USD -761633.120000 -0.0168257 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A WTI Crude 2026-11-20 67706880.000000 USD -761633.120000 N N N CARVANA AUTO RECEIVABLES TRUST 2024-P1 N/A 14688NAB5 97826.660000 PA USD 97936.020000 0.0021636 Long ABS-O CORP US N 2 2027-08-10 Fixed 5.5 N N N N N N N/A N/A 000000000 6.000000 NC USD -22363.200000 -0.000494 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Nickel 2025-07-14 542152.800000 USD -22363.200000 N N N N/A N/A 000000000 -80.000000 NC USD -124400.500000 -0.0027482 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Zinc 2025-09-15 -5505360.000000 USD -124400.500000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 N/A 80287NAC9 10500000.000000 PA USD 10582380.900000 0.233782 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.67 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M3X8 50143.140000 PA USD 51204.610000 0.0011312 Long ABS-MBS CORP US N 2 2035-01-25 Floating 7.10494 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 1254391.850000 PA USD 1301805.000000 0.028759 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 6.845 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 ACI2NCY93 4000000.000000 PA 4721290.700000 0.104301 Long DBT CORP US N 2 2027-03-19 Floating 2.664 N N N N N N UPSTART SECURITIZATION TRUST 2025-2 N/A 91679EAB4 1400000.000000 PA USD 1401976.600000 0.030972 Long ABS-O CORP US N 3 2035-06-20 Fixed 5.22 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2023-A N/A 193938AA5 1022638.300000 PA USD 1036500.880000 0.022898 Long ABS-O CORP US N 2 2055-05-25 Floating 6.20517 N N N N N N N/A N/A 000000000 74.000000 NC USD 186929.550000 0.0041296 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-12-27 811410.000000 USD 186929.550000 N N N GNMA PASS THRU POOLS N/A 3618KWBS1 3000000.000000 PA USD 3046790.850000 0.0673086 Long ABS-MBS USGSE US N 2 2055-06-20 Fixed 7 N N N N N N OPORTUN ISSUANCE TRUST 2024-2 N/A 68377KAA5 338830.640000 PA USD 339260.070000 0.0074948 Long ABS-O CORP US N 2 2032-02-09 Fixed 5.86 N N N N N N N/A N/A 000000000 1.000000 NC USD 1145.070000 0.0000253 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Lead 2025-07-14 50698.250000 USD 1145.070000 N N N PRESTIGE AUTO RECEIVABLES TRUST 2024-2A N/A 74113SAB3 5263723.390000 PA USD 5263461.780000 0.116279 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.72 N N N N N N N/A N/A 000000000 188.000000 NC USD 566596.960000 0.0125171 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2029-12-27 2146490.000000 USD 566596.960000 N N N N/A N/A 000000000 -531.000000 NC USD -2571894.990000 -0.0568174 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Gasoil 2025-07-10 -35948700.000000 USD -2571894.990000 N N N FREDDIE MAC 3381 N/A 31397KWR8 258556.800000 PA USD 256837.010000 0.005674 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.03833 N N N N N N N/A N/A 000000000 188.000000 NC USD -178823.040000 -0.0039505 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-04-26 1401070.000000 USD -178823.040000 N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BU5 5100000.000000 PA USD 5107657.340000 0.112837 Long DBT CORP US N 2 2025-09-12 Fixed 5.8 N N N N N N N/A N/A 000000000 1084.000000 NC USD -1662397.030000 -0.0367251 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Emission 2025-12-24 30774760.000000 USD -1662397.030000 N N N FREDDIE MAC REMICS 5383 N/A 3137HBGQ1 2145167.760000 PA USD 2160245.290000 0.0477234 Long ABS-MBS USGSE US N 2 2048-08-15 Floating 5.35001 N N N N N N N/A N/A 000000000 1.000000 NC USD -104509.440000 -0.0023088 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-06-30 0.000000 USD -1184.030000 USD 63000.000000 USD -103325.410000 N N N FREDDIE MAC REMICS 5499 N/A 3137HJWY9 1737065.330000 PA USD 1741517.430000 0.038473 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.50517 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 9219330.290000 PA USD 90312559.560000 1.99515 Long STIV RF US N 1 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QP6 137684.620000 PA USD 134865.320000 0.0029794 Long DBT UST US N 2 2041-02-15 Fixed 2.125 N N N N N N N/A N/A 000000000 1.000000 NC -415273.400000 -0.0091741 N/A DFE BR N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 45377422.230000 BRL 7936758.080000 USD 2025-07-02 -415273.400000 N N N N/A N/A 000000000 559.000000 NC USD -127590.920000 -0.0028187 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Corn 2025-12-12 11892725.000000 USD -127590.920000 N N N N/A N/A 000000000 1.000000 NC -850.340000 -0.0000188 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 470676.710000 CAD 344790.720000 USD 2025-07-02 -850.340000 N N N UMBS PASS THRU POOLS N/A 01F032682 -14500000.000000 PA USD -13052411.640000 -0.288349 Short ABS-MBS USGSE US N 2 2054-08-15 Fixed 3.5 N N N N N N FHF TRUST 2022-1A N/A 30327CAA4 57339.960000 PA USD 57319.320000 0.0012663 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.43 N N N N N N N/A N/A 000000000 208.000000 NC USD 153244.150000 0.0033854 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2025-08-29 282880.000000 USD 153244.150000 N N N BEAR STEARNS ALT-A TRUST 2005-5 N/A 07386HUM1 409469.350000 PA USD 277209.150000 0.006124 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.81017 N N N N N N REACH ABS TRUST 2025-1A N/A 75525PAA0 717274.420000 PA USD 717449.720000 0.0158496 Long ABS-O CORP US N 2 2032-08-16 Fixed 4.96 N N N N N N ATLAS SENIOR LOAN FUND XIII N/A 04942VAW4 266712.420000 PA USD 267033.640000 0.0058992 Long ABS-CBDO CORP KY N 2 2031-04-22 Floating 5.61399 N N N N N N N/A N/A 000000000 168.000000 NC USD 170826.720000 0.0037738 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Aluminum 2025-09-15 10920252.000000 USD 170826.720000 N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HT3 400000.000000 PA USD 410920.630000 0.0090779 Long DBT CORP US N 2 2032-11-01 Fixed 5.95 N N N N N N TRINITY SQUARE 2021-1 PLC A N/A ACI2NNG08 1208591.980000 PA 1662954.930000 0.0367374 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 5.22135 N N N N N N COMMODITY WAREHOUSE RECEIPT N/A 935QHE906 15050.000000 NS USD 537693.220000 0.0118785 Long COMM US N 2 N N N GREENSKY HOME IMPROVEMENT TRUST 2024-1 N/A 39571MAB4 147617.150000 PA USD 148397.720000 0.0032783 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.88 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS13 N/A 75115DAE5 106642.300000 PA USD 84408.860000 0.0018647 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWMA8 4479513.540000 PA USD 4482804.590000 0.0990325 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412BVF7 6000000.000000 PA USD 5962326.600000 0.131718 Long DBT CORP US N 2 2025-08-15 None 0 N N N N N N VERUS SECURITIZATION TRUST 2022-4 N/A 92538NAA5 4823787.230000 PA USD 4832860.770000 0.106766 Long ABS-MBS CORP US N 2 2067-04-25 Fixed 4.474 N N N N N N N/A N/A 000000000 -92.000000 NC USD 5246.900000 0.0001159 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-03-27 -877910.000000 USD 5246.900000 N N N N/A N/A 000000000 1.000000 NC USD -23303482.410000 -0.514812 N/A DCO US N 2 UBS AG 254900R882POXXVAK772 COMM SWAP TBL/CSIXTR UAG CSIXTR Y 2026-02-17 0.000000 USD 0.000000 USD 610507670.020000 USD -23303482.410000 N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8G8 2650000.000000 PA USD 2654566.000000 0.0586437 Long DBT CORP US N 2 2027-10-15 Floating 4.447 N N N N N N N/A N/A 000000000 -110.000000 NC USD -66000.000000 -0.001458 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Call Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT CRUDE OIL NYM 08/20/25 2025-08-21 N/A USD N/A 74.000000 USD 2025-08-15 XXXX 16110.800000 N N N N/A N/A 000000000 -367.000000 NC USD 254613.770000 0.0056248 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short N/A Raw Sugar 2026-02-27 -6963017.600000 USD 254613.770000 N N N N/A N/A 000000000 27.000000 NC USD -63496.440000 -0.0014027 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Henry 2025-11-25 1231200.000000 USD -63496.440000 N N N N/A N/A 000000000 -60.000000 NC USD 2683.600000 0.0000593 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short N/A Cotton 2025-12-08 -2043900.000000 USD 2683.600000 N N N N/A N/A 000000000 72.000000 NC USD -3030.480000 -0.0000669 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2026-02-27 24480.000000 USD -3030.480000 N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 N/A 03065UAB5 1575273.880000 PA USD 1578360.940000 0.0348686 Long ABS-O CORP US N 2 2027-04-19 Fixed 6.19 N N N N N N COMMODITY WAREHOUSE RECEIPT N/A 967FDJ904 4419.000000 NS USD 14507246.730000 0.320489 Long COMM US N 2 N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 92780JUU3 4870000.000000 PA USD 4853094.280000 0.107213 Long DBT CORP US N 2 2025-07-28 None 0 N N N N N N ATSTC 2022-1A N/A 04942PAJ6 161087.870000 PA USD 161331.370000 0.0035641 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.0061 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-C N/A 448976AD2 1800000.000000 PA USD 1810004.040000 0.039986 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.41 N N N N N N ATCLO-2021-17A N/A 04942FAL3 3000000.000000 PA USD 2999800.800000 0.0662705 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.32947 N N N N N N N/A N/A 000000000 -83.000000 NC USD -143344.750000 -0.0031667 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Lead 2025-09-15 -4244142.750000 USD -143344.750000 N N N JP MORGAN ALTERNATIVE LN TRUST 2006-S3 N/A 46628VAG1 688668.870000 PA USD 676683.210000 0.014949 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.81 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GJ6 500000.000000 PA USD 486290.390000 0.010743 Long DBT CORP US N 2 2028-03-01 Fixed 3.65 N N N N N N ARBOUR CLO VI DAC 6A N/A ACI2RC930 2000000.000000 PA 2356455.170000 0.052058 Long ABS-CBDO CORP IE N 2 2037-11-15 Floating 3.293 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20G N/A 83162CRX3 4977.950000 PA USD 5045.920000 0.0001115 Long ABS-O CORP US N 2 2028-07-01 Fixed 5.87 N N N N N N N/A N/A 000000000 33.000000 NC USD 14576.370000 0.000322 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-02-24 324307.500000 USD 14576.370000 N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034 N/A 3137HLY30 9400000.000000 PA USD 8819900.620000 0.194846 Long ABS-MBS USGSE US N 2 2054-07-25 Floating 2.86223 N N N N N N N/A N/A 000000000 73.000000 NC USD 120915.620000 0.0026712 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Petroleum 2025-06-30 175492.000000 USD 120915.620000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAA6 6600000.000000 PA USD 6697432.960000 0.147957 Long DBT CORP CA N 2 2029-01-24 Floating 4.965 N N N N N N VOYA CLO LTD 2013-1A N/A 92917CAE2 71743.410000 PA USD 71832.230000 0.0015869 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.72771 N N N N N N VOYA EURO CLO III DAC 3A N/A ACI1K8HQ8 10978892.760000 PA 12922894.400000 0.285488 Long ABS-CBDO CORP IE N 2 2033-04-15 Floating 3.199 N N N N N N N/A N/A 000000000 -73.000000 NC USD -112810.910000 -0.0024922 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Short N/A Silver 2025-09-26 -13202780.000000 USD -112810.910000 N N N ASCENT EDUCATION FUNDING TRUST 2024-A N/A 04362VAA3 381673.640000 PA USD 389957.180000 0.0086148 Long ABS-O CORP US N 2 2050-10-25 Fixed 6.14 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 N/A 38014AAD3 1100000.000000 PA USD 1103749.790000 0.0243836 Long ABS-O CORP US N 2 2029-08-16 Fixed 4.4 N N N N N N N/A N/A 000000000 -17.000000 NC USD 21282.470000 0.0004702 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short N/A Petroleum 2025-09-30 -224332.000000 USD 21282.470000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797NX1 43089000.000000 PA USD 43078979.220000 0.951685 Long DBT UST US N 2 2025-07-03 None 0 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331BM8 500000.000000 PA USD 505983.000000 0.011178 Long DBT CORP US N 2 2027-07-01 Fixed 4.95 N N N N N N ARES EUROPEAN CLO 14A N/A ACI2RNVJ6 1091776.970000 PA 1285649.520000 0.0284021 Long ABS-CBDO CORP IE N 2 2034-10-21 Floating 3.266 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 N/A 83613FAC5 676486.580000 PA USD 521939.030000 0.0115305 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.38368 N N N N N N FANNIE MAE REMICS 2025-18 N/A 3136BU7K0 4184974.980000 PA USD 4192279.440000 0.0926143 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 5.25517 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25 N/A 38375UBF6 99360.980000 PA USD 99914.060000 0.0022073 Long ABS-MBS USGSE US N 2 2063-10-20 Floating 5.19602 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDW3 1100000.000000 PA USD 1124199.890000 0.0248354 Long DBT CORP US N 2 2027-10-22 Floating 6.07 N N N N N N N/A N/A 000000000 1.000000 NC USD -25679.640000 -0.0005673 N/A DCO US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Petroleum Y Single Leg Swap 2025-12-31 0.000000 USD 0.000000 USD 30000.000000 USD -25679.640000 N N N N/A N/A 000000000 1.000000 NC USD 1253238.260000 0.0276861 N/A DCO US N 3 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A BACVWSAV Y Single Leg Swap 2025-09-30 0.000000 USD 0.000000 USD 57816809.060000 USD 1253238.260000 N N N EUROSAIL PLC 2007-3A N/A 29880YAJ8 94419.850000 PA 129575.840000 0.0028625 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 5.28988 N N N N N N FREDDIE MAC REMICS 5549 N/A 3137HLS52 5918830.080000 PA USD 5935684.540000 0.131129 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.50517 N N N N N N N/A N/A 000000000 -95.000000 NC USD -90572.380000 -0.0020009 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Short N/A Henry 2026-07-29 -1000350.000000 USD -90572.380000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797QU4 5691000.000000 PA USD 5639388.950000 0.124583 Long DBT UST US N 2 2025-09-16 None 0 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 6500000.000000 PA USD 6639943.120000 0.146687 Long DBT CORP US N 2 2028-05-26 Floating 5.504 N N N N N N N/A N/A 000000000 1.000000 NC 216.920000 0.0000048 N/A DFE CA N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 98170.650000 USD 133979.280000 CAD 2025-07-02 216.920000 N N N N/A N/A 000000000 -1.000000 NC USD -2606.500000 -0.0000576 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Lead 2025-07-14 -50698.250000 USD -2606.500000 N N N N/A N/A 000000000 32.000000 NC USD 2168.230000 0.0000479 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2027-08-27 302400.000000 USD 2168.230000 N N N N/A N/A 000000000 8.000000 NC -24540.630000 -0.0005421 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-04-29 226299.280000 EUR -24540.630000 N N N STRUCTURED ASSET MTG INV INC 2004-AR8 N/A 86359LGE3 20655.160000 PA USD 19761.020000 0.0004366 Long ABS-MBS CORP US N 2 2035-05-19 Floating 5.11206 N N N N N N DRYDEN 60 CLO LTD N/A 26251NAB6 738240.130000 PA USD 739744.930000 0.0163422 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.56771 N N N N N N N/A N/A 000000000 179.000000 NC USD -10396.570000 -0.0002297 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2030-08-28 1493755.000000 USD -10396.570000 N N N N/A N/A 000000000 66.000000 NC USD 118870.950000 0.0026261 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Henry 2031-01-29 675840.000000 USD 118870.950000 N N N ICG-2021-3A N/A 449249AS0 4000000.000000 PA USD 4002815.080000 0.0884287 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.41947 N N N N N N VEROS AUTO RECEIVABLES TRUST 2024-1 N/A 92512WAA5 165395.320000 PA USD 166146.840000 0.0036705 Long ABS-O CORP US N 2 2027-11-15 Fixed 6.28 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI0DVTJ0 500000.000000 PA 150010.390000 0.003314 Long DBT NUSS IL N 2 2025-08-31 Fixed 1.75 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBJ6 11700000.000000 PA USD 11782882.100000 0.260303 Long DBT CORP US N 2 2026-08-06 Fixed 4.929 N N N N N N N/A N/A 000000000 -15.000000 NC USD -16685.580000 -0.0003686 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Heating Oil 2025-08-29 -1418634.000000 USD -16685.580000 N N N NYSEG STORM FUNDING LLC N/A 67122QAA2 13400000.000000 PA USD 13476625.490000 0.297721 Long DBT CORP US N 2 2029-05-01 Fixed 4.713 N N N N N N LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2 N/A 52607QAA8 505688.640000 PA USD 499112.720000 0.0110262 Long ABS-O CORP US N 2 2028-04-15 Fixed 3.25 N N N N N N ARROWMARK COLORADO HOLDINGS 2018-3A N/A 28623VAN9 8600000.000000 PA USD 8603280.300000 0.190061 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.58177 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2007-20K N/A 83162CRK1 6147.930000 PA USD 6207.670000 0.0001371 Long ABS-O CORP US N 2 2027-11-01 Fixed 5.51 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A N/A 96043CAB6 1515978.100000 PA USD 1516686.970000 0.0335061 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.82 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 N/A 362583AD8 1420688.500000 PA USD 1420569.870000 0.0313827 Long ABS-O CORP US N 2 2028-02-16 Fixed 4.47 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBD9 1000000.000000 PA USD 1015538.830000 0.0224349 Long DBT CORP US N 2 2028-01-07 Fixed 4.9 N N N N N N N/A N/A 000000000 1.000000 NC USD -42256091.670000 -0.933506 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 COMM SWAP TBL/CSIXTR MEI CSIXTR Y 2026-09-15 238567.780000 USD 0.000000 USD 1106947822.970000 USD -42494659.450000 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 45826CU32 14700000.000000 PA USD 14694397.830000 0.324623 Long DBT CORP US N 2 2025-07-03 None 0 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-1 N/A 59020UNP6 24209.060000 PA USD 22962.490000 0.0005073 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.41474 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMW41 7252152.380000 PA USD 7053669.310000 0.155827 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBZ3 14700000.000000 PA USD 14915838.480000 0.329515 Long DBT CORP US N 2 2027-07-12 Fixed 5.05 N N N N N N N/A N/A 000000000 1.000000 NC 2063.420000 0.0000456 N/A DFE DK N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48560.750000 USD 320640.860000 DKK 2025-07-02 2063.420000 N N N CHASE AUTO OWNER TRUST 2024-4A N/A 16144YAB4 742276.730000 PA USD 744059.460000 0.0164375 Long ABS-O CORP US N 2 2027-09-27 Fixed 5.25 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWNK5 18993731.160000 PA USD 19003236.760000 0.419813 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.5 N N N N N N TRINITAS CLO 2022 XXA LTD N/A 89640EAN8 2900000.000000 PA USD 2885720.340000 0.0637503 Long ABS-CBDO CORP BM N 2 2035-07-20 Floating 5.30947 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2024-1 N/A 33843VAC7 704491.770000 PA USD 706355.220000 0.0156045 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.64 N N N N N N N/A N/A 000000000 1.000000 NC -1974.650000 -0.0000436 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 309082.730000 CAD 225000.000000 USD 2025-07-02 -1974.650000 N N N FREDDIE MAC 3096 N/A 31396GWQ0 651818.630000 PA USD 648735.010000 0.0143316 Long ABS-MBS USGSE US N 2 2032-05-15 Floating 4.86833 N N N N N N MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A N/A ACI2PXBX7 2528115.400000 PA 2981742.980000 0.0658716 Long ABS-MBS CORP IE N 2 2081-03-24 Floating 2.999 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 13638WV66 27180000.000000 PA USD 27047252.880000 0.597518 Long DBT CORP CA N 2 2025-08-06 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 341.110000 0.0000075 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 39649.620000 USD 54457.370000 CAD 2025-07-02 341.110000 N N N BENEFIT STREET PARTNERS CLO VIII LTD 2015 N/A 08180XAN2 158059.750000 PA USD 158273.790000 0.0034965 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.63108 N N N N N N N/A N/A 000000000 -60.000000 NC USD -24600.000000 -0.0005435 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Call Written COMMODITY EXCHANGE INC. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT GOLD 100 OZ FUTR 08/27/25 2025-08-28 N/A USD N/A 3550.000000 USD 2025-07-28 XXXX 196384.200000 N N N PAGAYA AI DEBT GRANTOR TRUST 2024-6 N/A 69548KAA7 209096.390000 PA USD 210497.130000 0.0046502 Long ABS-O CORP US N 2 2031-11-15 Fixed 6.093 N N N N N N N/A N/A 000000000 8.000000 NC -21018.920000 -0.0004643 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. 549300CZW488L20NT866 Long N/A TTF 2026-10-29 225614.680000 EUR -21018.920000 N N N N/A N/A 000000000 1.000000 NC -1039.150000 -0.000023 N/A DFE CA N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 178442.560000 CAD 130000.000000 USD 2025-07-02 -1039.150000 N N N GLS AUTO SELECT RECEIVABLES TRUST 2023-1A N/A 36267FAE8 5860000.000000 PA USD 5915944.830000 0.130693 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.96 N N N N N N N/A N/A 000000000 1.000000 NC USD 660012.380000 0.0145808 N/A DIR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 LONDON GOLD MKT FIX LTD PM N/A N/A Y Single Leg Swap 2025-10-16 0.000000 USD 0.000000 USD 70058000.000000 USD 660012.380000 N N N N/A N/A 000000000 -53.000000 NC USD -103456.000000 -0.0022855 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Put Written NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCO US N/A N/A FIN FUT NATURAL GAS NYM 07/29/25 2025-07-30 N/A USD N/A 3.400000 USD 2025-07-28 XXXX -18034.310000 N N N N/A N/A 000000000 188.000000 NC USD -37743.610000 -0.0008338 N/A DCO US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A Live Cattle 2025-10-31 15805160.000000 USD -37743.610000 N N N N/A N/A 000000000 3281.000000 NC USD -4642022.770000 -0.10255 N/A DCO US N 1 ICE FUTURES US ENERGY DIVISION 5493004R83R1LVX2IL36 Long N/A Emission 2026-12-24 98922150.000000 USD -4642022.770000 N N N LCM 36 LTD N/A 50190LAL2 3000000.000000 PA USD 2989964.070000 0.0660532 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.3261 N N N N N N FCCU AUTO RECEIVABLES TRUST 2025-1A N/A 31424YAB4 1100000.000000 PA USD 1102629.220000 0.0243589 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.87 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAM0 1100000.000000 PA USD 1112527.310000 0.0245776 Long DBT CORP GB N 2 2028-03-21 Fixed 4.789 N N N N N N N/A N/A 000000000 1754.000000 NC USD -3868647.150000 -0.0854648 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A WTI Crude 2025-11-20 108134100.000000 USD -3868647.150000 N N N FREDDIE MAC REMICS 5500 N/A 3137HJCB1 2265978.730000 PA USD 2256689.120000 0.049854 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.20517 N N N N N N LCM XIV LP 14A N/A 50184VAR5 336527.730000 PA USD 336939.820000 0.0074436 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.57108 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR15 N/A 456610AB0 562904.370000 PA USD 540584.480000 0.0119424 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.85368 N N N N N N N/A N/A 000000000 1.000000 NC -220410.430000 -0.0048692 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 18307000.000000 GBP 24908687.270000 USD 2025-07-02 -220410.430000 N N N GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A N/A 37989AAE4 1000000.000000 PA USD 1002506.800000 0.022147 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.02 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823PUQ4 11060000.000000 PA USD 11023090.570000 0.243518 Long DBT CORP US N 2 2025-07-24 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -94907.780000 -0.0020967 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6200000.000000 BRL 1020240.250000 USD 2025-10-02 -94907.780000 N N N N/A N/A 000000000 386.000000 NC USD 472389.750000 0.0104359 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Henry 2027-03-29 13471400.000000 USD 472389.750000 N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UUV5 5800000.000000 PA USD 5778103.840000 0.127648 Long DBT CORP CA N 2 2025-07-29 None 0 N N N N N N N/A N/A 000000000 -695.000000 NC USD 442831.790000 0.0097829 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A WTI Crude 2025-07-22 -45251450.000000 USD 442831.790000 N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00913WUJ2 3900000.000000 PA USD 3890673.540000 0.0859514 Long DBT CORP US N 2 2025-07-18 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -7767911.020000 -0.171606 N/A DCO US N 2 MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 COMM SWAP PIMCODB MAC PIMCODB1 Internal_ID COMM SWAP PIMCODB MAC 13696793.835158 USD -432986.259093 USD Y Single Leg Swap 2026-08-17 0.000000 USD 0.000000 USD 245724831.990000 USD -7767911.020000 N N N N/A N/A 000000000 1.000000 NC USD -4189220.230000 -0.0925467 N/A DCO US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 COMM SWAP JMABNIC5 JPM JMABNIC5 Internal_ID COMM SWAP JMABNIC5 JPM 14369572.839024 USD -461289.148405 USD Y Single Leg Swap 2026-07-15 0.000000 USD 0.000000 USD 130497986.870000 USD -4189220.230000 N N N N/A N/A 000000000 1.000000 NC USD -2637957.240000 -0.0582768 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 COMM SWAP PIMCODB CIB PIMCODB2 Internal_ID COMM SWAP PIMCODB CIB 3744151.873568 USD -118180.484351 USD COMM SWAP JMABNIC5 JPM 5834960.806699 USD -187312.742811 USD COMM SWAP PIMCODB CIB 4780479.624524 USD -150891.154134 USD COMM SWAP PIMCODB CIB 117004.746055 USD -3693.140136 USD COMM SWAP PIMCODB MAC 351325.206521 USD -11106.174827 USD COMM SWAP PIMCODB MAC 6860985.294285 USD -216891.076263 USD COMM SWAP PIMCODB CIB 2306664.993672 USD -72807.619827 USD COMM SWAP PIMCODB MAC 22433934.248425 USD -709186.791001 USD COMM SWAP PIMCODB CIB 7555163.602433 USD -238471.334507 USD COMM SWAP JMABNIC5 JPM 7343745.841124 USD -235747.457708 USD COMM SWAP JMABNIC5 JPM 3460900.139826 USD -111101.122914 USD COMM SWAP PIMCODB CIB 175507.118878 USD -5539.710198 USD COMM SWAP JMABNIC5 JPM 18286294.878646 USD -587022.974625 USD COMM SWAP PIMCODB MAC 528078.561988 USD -16693.743354 USD COMM SWAP JMABNIC5 JPM 3708670.559867 USD -119054.999299 USD COMM SWAP PIMCODB CIB 3819369.210709 USD -120554.645879 USD COMM SWAP PIMCODB MAC 10520323.413163 USD -332570.931119 USD COMM SWAP PIMCODB MAC 5206879.676993 USD -164601.101544 USD COMM SWAP PIMCODB CIB 1755071.190827 USD -55397.102042 USD COMM SWAP JMABNIC5 JPM 10336824.560132 USD -331830.671097 USD COMM SWAP PIMCODB MAC 4492577.675814 USD -142020.419154 USD COMM SWAP PIMCODB CIB 1479274.286050 USD -46691.843044 USD COMM SWAP JMABNIC5 JPM 4752078.836091 USD -152550.282741 USD COMM SWAP PIMCODB MAC 5531290.270205 USD -174856.445302 USD COMM SWAP PIMCODB CIB 1855360.973131 USD -58562.650730 USD COMM SWAP PIMCODB MAC 3246827.794186 USD -102639.481724 USD COMM SWAP PIMCODB CIB 1078115.160000 USD -34029.648395 USD COMM SWAP PIMCODB MAC 10764254.439811 USD -340282.135944 USD COMM SWAP JMABNIC5 JPM 8955917.122630 USD -287501.057197 USD COMM SWAP PIMCODB CIB 3602074.682066 USD -113695.957047 USD COMM SWAP PIMCODB MAC 9971134.723797 USD -315209.849467 USD COMM SWAP PIMCODB CIB 3317920.299736 USD -104726.902460 USD COMM SWAP PIMCODB MAC 15084187.873949 USD -476844.884839 USD COMM SWAP PIMCODB CIB 5240141.126897 USD -165399.918955 USD COMM SWAP PIMCODB CIB 4964344.225518 USD -156694.660064 USD COMM SWAP JMABNIC5 JPM 5810473.524965 USD -186526.656999 USD COMM SWAP PIMCODB MAC 14273706.239138 USD -451223.749313 USD COMM SWAP PIMCODB MAC 53300895.239927 USD -1684960.401243 USD COMM SWAP PIMCODB CIB 14291293.981976 USD -451090.688044 USD COMM SWAP JMABNIC5 JPM 24599356.906081 USD -789683.627039 USD COMM SWAP JMABNIC5 JPM 2216835.269802 USD -71164.401699 USD COMM SWAP PIMCODB MAC 5050775.888050 USD -159666.311956 USD COMM SWAP PIMCODB CIB 1671496.372189 USD -52759.144801 USD COMM SWAP JMABNIC5 JPM 20830841.429541 USD -668707.498214 USD COMM SWAP PIMCODB MAC 7729664.740540 USD -244351.974654 USD COMM SWAP PIMCODB CIB 2716181.604826 USD -85733.610303 USD COMM SWAP PIMCODB CIB 2682751.677407 USD -84678.427408 USD COMM SWAP PIMCODB MAC 7594435.157931 USD -240077.065372 USD COMM SWAP PIMCODB CIB 1345554.579487 USD -42471.111561 USD COMM SWAP PIMCODB MAC 4126461.902446 USD -130446.681459 USD COMM SWAP PIMCODB CIB 3501784.899734 USD -110530.408359 USD COMM SWAP PIMCODB MAC 10397171.458463 USD -328677.822644 USD COMM SWAP JMABNIC5 JPM -8485.840393 USD 272.410748 USD COMM SWAP PIMCODB CIB 10329847.580301 USD -326051.514878 USD COMM SWAP PIMCODB MAC 30890918.179957 USD -976530.950502 USD COMM SWAP PIMCODB CIB 1245264.797318 USD -39305.562878 USD COMM SWAP PIMCODB MAC 3672210.172199 USD -116086.769225 USD Y Single Leg Swap 2026-06-15 0.000000 USD 0.000000 USD 83574818.610000 USD -2637957.240000 N N N 2025-08-19 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX