NPORT-P false 0000810893 XXXXXXXX S000057874 C000187474 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Portfolio S000057874 549300F9QJIJF2GM8419 2026-03-31 2026-03-31 N 7219772250.630000 350597761.300000 6869174489.330000 0.000000 0.000000 198118679.960000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 22539079.295949 0.000000 0.000000 20384357.000000 USD EUR CLP AUD GBP N Fund Securities Portfolio 0 FANNIE MAE REMICS 2019-18 N/A 3136B4PY8 7227486.000000 PA USD 7167536.890000 0.104344 Long ABS-MBS USGSE US N 2 2049-05-25 Floating 4.19573 N N N N N N HARVEST CLO XXI DAC 21A N/A ACI1WSV44 5757885.220000 PA 6662171.700000 0.0969865 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 2.776 N N N N N N FANNIE MAE 2025-35 N/A 3136BVF78 7024241.200000 PA USD 7079060.490000 0.103055 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.6619 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BH5 986000.000000 PA USD 991870.470000 0.0144394 Long DBT CORP US N 2 2026-11-01 Fixed 5.55 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JF1 19191000.000000 PA USD 19188853.290000 0.279347 Long DBT CORP US N 2 2026-09-06 Fixed 4.4 N N N N N N FANNIE MAE REMICS 2025-88 N/A 3136BXZS6 1078462.400000 PA USD 1083866.360000 0.0157787 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.7119 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CZ4 400000.000000 PA USD 401364.180000 0.005843 Long DBT CORP US N 2 2028-04-24 Floating 4.61866 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2025-3 N/A 17332RCX9 3681927.440000 PA USD 3703555.820000 0.0539156 Long ABS-MBS CORP US N 2 2055-06-25 Floating 5.1619 N N N N N N FREDDIE MAC REMICS 5648 N/A 3137HQXV8 50800000.000000 PA USD 50542449.080000 0.735786 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.67223 N N N N N N QATARENERGY 254900QTESJKJ3P87J26 74730DAB9 3900000.000000 PA USD 3848317.200000 0.056023 Long DBT CORP QA N 2 2026-09-12 Fixed 1.375 N N N N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 38151LAH3 6015000.000000 PA USD 6016404.260000 0.0875856 Long DBT CORP US N 2 2027-05-21 Floating 4.41031 N N N N N N FANNIE MAE REMICS 2014-92 N/A 3136AMED7 1577090.800000 PA USD 1539411.260000 0.0224104 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 4.11573 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAS0 98000.000000 PA USD 97883.840000 0.001425 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAZ4 4858000.000000 PA USD 4786699.960000 0.0696838 Long DBT CORP US N 2 2027-03-15 Fixed 2.9 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2N36 4604123.610000 PA USD 4523219.490000 0.0658481 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 4.14573 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BK7 13800000.000000 PA USD 13853651.920000 0.201679 Long DBT CORP LR N 2 2027-07-15 Fixed 5.375 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EDE2 49600000.000000 PA USD 49609833.700000 0.722209 Long DBT CORP US N 2 2027-08-11 Floating 4.37469 N N N N N N LSEG US FIN CORP 2138007FV67QQ13CGJ43 50222CAA8 277000.000000 PA USD 278342.200000 0.004052 Long DBT CORP US N 2 2027-03-28 Fixed 4.875 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 4683000.000000 PA USD 4624271.150000 0.0673192 Long DBT CORP US N 2 2027-03-15 Fixed 3.125 N N N N N N FREDDIE MAC REMICS 4779 N/A 3137F4BX9 1347233.130000 PA USD 1320253.440000 0.01922 Long ABS-MBS USGSE US N 2 2044-07-15 Floating 4.14573 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BB8 6900000.000000 PA USD 6869142.370000 0.0999995 Long DBT CORP NL N 2 2028-03-28 Floating 4.017 N N N N N N N/A N/A 000000000 4064.000000 NC USD -1669370.630000 -0.0243023 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2028-03-14 981430600.000000 USD -1669370.630000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-13 N/A 38384GP87 1704731.230000 PA USD 1716451.260000 0.0249877 Long ABS-MBS USGSE US N 2 2054-01-20 Floating 4.62294 N N N N N N FREDDIE MAC REMICS 5496 N/A 3137HHZL8 19115828.900000 PA USD 19237325.290000 0.280053 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.7619 N N N N N N NISSAN AUTO LEASE TRUST 2024-B N/A 65481DAD4 5000000.000000 PA USD 5027374.000000 0.0731875 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.92 N N N N N N FANNIE MAE REMICS 2016-88 N/A 3136AUTX9 800652.050000 PA USD 793566.440000 0.0115526 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 4.23573 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 1000000.000000 PA USD 989279.730000 0.0144017 Long DBT CORP CH N 2 2027-08-10 Floating 1.494 N N N N N N N/A N/A 000000000 1.000000 NC -248666.460000 -0.00362 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 11665813.750000 USD 16567000.000000 AUD 2026-04-02 -248666.460000 N N N MFA 2021-RPL1 TRUST N/A 55283QAA2 12714856.280000 PA USD 11664890.150000 0.169815 Long ABS-MBS CORP US N 2 2060-07-25 Variable 1.1313 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WGH8 21700000.000000 PA USD 21683991.260000 0.315671 Long DBT CORP US N 2 2027-08-13 Floating 4.39493 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 U37818BS6 1700000.000000 PA USD 1706800.480000 0.0248472 Long DBT CORP US N 2 2027-04-04 Floating 4.72652 N N N N N N CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC) 549300CTE3HOMEUMM603 12610CFC9 67700000.000000 PA USD 67137927.520000 0.97738 Long DBT CORP US N 2 2026-06-12 None 0 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAH0 31751000.000000 PA USD 31260869.340000 0.455089 Long DBT CORP DE N 2 2028-01-07 Floating 2.552 N N N N N N N/A N/A 000000000 1.000000 NC -895859.160000 -0.0130417 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 167971117.110000 EUR 193347857.540000 USD 2026-05-04 -895859.160000 N N N BPCE SA 9695005MSX1OYEMGDF46 05584KAK4 727000.000000 PA USD 716932.860000 0.010437 Long DBT CORP FR N 2 2027-10-19 Floating 2.045 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8F0 46850000.000000 PA USD 46815924.590000 0.681536 Long DBT CORP US N 2 2027-10-15 Floating 4.35414 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TJ6 2711000.000000 PA USD 2705543.350000 0.0393867 Long DBT UST US N 2 2026-04-21 None 0 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 2195000.000000 PA USD 2175076.490000 0.0316643 Long DBT CORP US N 2 2027-07-20 Floating 1.512 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 X60003AE4 250000.000000 PA USD 250670.940000 0.0036492 Long DBT CORP FI N 2 2028-03-17 Floating 4.34283 N N N N N N CANYON CLO 2021-4 LTD N/A 13877PAL1 3100000.000000 PA USD 3100197.970000 0.045132 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.77219 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 1780841.840000 PA USD 1789386.140000 0.0260495 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.15 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RGA0 10700000.000000 PA USD 10719155.030000 0.156047 Long DBT CORP US N 2 2028-07-21 Floating 4.39889 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 U5876JBD6 3500000.000000 PA USD 3506066.900000 0.0510406 Long DBT CORP US N 2 2027-04-01 Floating 4.4337 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 37790BE49 25600000.000000 PA USD 25502950.400000 0.371267 Long DBT CORP US N 2 2026-05-04 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H11 N/A 38383KZS4 16881440.260000 PA USD 17139559.170000 0.249514 Long ABS-MBS USGSE US N 2 2074-07-20 Floating 4.57294 N N N N N N TR FINANCE LLC 254900OWSTRTOV8P5W25 87268LAA5 5795000.000000 PA USD 5785733.100000 0.0842275 Long DBT CORP US N 2 2026-05-15 Fixed 3.35 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E74 200000.000000 PA USD 201521.360000 0.0029337 Long DBT CORP US N 2 2027-05-17 Fixed 5.85 N N N N N N FREDDIE MAC REMICS 4913 N/A 3137FNJB7 144252.500000 PA USD 142620.440000 0.0020762 Long ABS-MBS USGSE US N 2 2037-01-15 Floating 4.19573 N N N N N N AOZORA BANK LTD X0XUGKC9FD2CYUQNC010 ACI2JJCB2 1000000.000000 PA USD 1006341.450000 0.0146501 Long DBT CORP JP N 2 2026-09-08 Fixed 5.9 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAM8 1954000.000000 PA USD 1964025.720000 0.0285919 Long DBT CORP US N 2 2026-09-12 Fixed 5.6 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SN8 425000.000000 PA USD 423759.060000 0.006169 Long DBT UST US N 2 2026-04-30 None 0 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BP2 11700000.000000 PA USD 11461598.460000 0.166855 Long DBT CORP US N 2 2031-02-15 Fixed 4.55 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AL4 3505000.000000 PA USD 3485726.710000 0.0507445 Long DBT CORP US N 2 2026-11-15 Fixed 3.45 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BU7 10353000.000000 PA USD 10360907.930000 0.150832 Long DBT CORP US N 2 2026-05-24 Fixed 5.75 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 10626000.000000 PA USD 10570594.650000 0.153885 Long DBT CORP FR N 2 2027-06-09 Floating 1.792 N N N N N N NBA (HARDWOOD FUNDING LLC) N/A 990ACFQD8 4600000.000000 PA USD 4578017.240000 0.0666458 Long DBT CORP US Y 3 2029-06-08 Fixed 4.36 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 N/A 38376R6V3 2339838.590000 PA USD 2374602.980000 0.034569 Long ABS-MBS USGSE US N 2 2067-09-20 Floating 5.57655 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882SDD5 4500000.000000 PA USD 4493408.850000 0.0654141 Long DBT CORP US N 2 2026-04-13 None 0 N N N N N N GROSVENOR PLACE CLO 2025-4 DAC 25-4A N/A ACI379GR6 13600000.000000 PA 15719177.870000 0.228837 Long ABS-CBDO CORP IE N 2 2039-08-15 Floating 3.383 N N N N N N FANNIE MAE REMICS 2012-66 N/A 3136A6ZN7 1000352.950000 PA USD 988024.000000 0.0143834 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 1.75 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-D N/A 83207QAA7 4067519.530000 PA USD 4130609.200000 0.0601325 Long ABS-O CORP US N 2 2053-07-15 Fixed 5.38 N N N N N N N/A N/A 000000000 1.000000 NC -69.340000 -0.000001 N/A DFE JP N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2654034.000000 JPY 16684.750000 USD 2026-05-07 -69.340000 N N N WORLD OMNI AUTO RECEIVABLES TRUST 2024-C N/A 98164NAB1 142412.420000 PA USD 142441.970000 0.0020736 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.78 N N N N N N N/A N/A 000000000 1.000000 NC 228.450000 0.0000033 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 35413.000000 USD 5662892.000000 JPY 2026-04-02 228.450000 N N N SLM STUDENT LOAN TRUST 2013-2 N/A 78446CAA9 10037111.840000 PA USD 9827441.590000 0.143066 Long ABS-O CORP US N 2 2043-06-25 Floating 4.22638 N N N N N N CITADEL LIMITED PARTNERSHIP 549300IPM6EKPVUPFL67 17288XAB0 1075000.000000 PA USD 1074296.410000 0.0156394 Long DBT CORP US N 2 2027-01-15 Fixed 4.875 N N N N N N FREDDIE MAC REMICS 5439 N/A 3137HF3R4 301971.640000 PA USD 303756.840000 0.004422 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.7619 N N N N N N PPM CLO LTD 2019-3A N/A 69355EAU9 12300000.000000 PA USD 12311087.590000 0.179222 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 4.78763 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 10617000.000000 PA USD 10582469.270000 0.154057 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAE1 1610000.000000 PA USD 1603244.170000 0.0233397 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CT7 5150000.000000 PA USD 5160895.700000 0.0751312 Long DBT CORP US N 2 2027-03-25 Floating 4.69913 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 5385068.950000 PA USD 5382395.260000 0.0783558 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.51748 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DDN6 900000.000000 PA USD 897651.000000 0.0130678 Long DBT CORP US N 2 2026-04-22 None 0 N N N N N N FORD CREDIT AUTO OWNER TRUST 2025-B N/A 34532BAB7 8700000.000000 PA USD 8693326.230000 0.126556 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.88 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAJ2 416000.000000 PA USD 413632.120000 0.0060216 Long DBT CORP US N 2 2026-09-01 Fixed 2.95 N N N N N N PFS FINANCING CORP 2023-C N/A 69335PEY7 8000000.000000 PA USD 8058446.400000 0.117313 Long ABS-O CORP US N 2 2028-10-15 Fixed 5.52 N N N N N N FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11 N/A 30343TAA7 4900000.000000 PA USD 4900935.510000 0.0713468 Long ABS-CBDO CORP KY N 2 2044-01-19 Floating 5.11529 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AN3 1742000.000000 PA USD 1735875.510000 0.0252705 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 26138EAU3 9079000.000000 PA USD 8997359.730000 0.130982 Long DBT CORP US N 2 2026-09-15 Fixed 2.55 N N N N N N FANNIE MAE REMICS 2025-16 N/A 3136BU5M8 6876621.790000 PA USD 6924853.730000 0.100811 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.6119 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAR1 9416000.000000 PA USD 9504400.610000 0.138363 Long DBT CORP US N 2 2026-12-01 Fixed 6.05 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TPE9 25000000.000000 PA USD 24998509.250000 0.363923 Long DBT CORP US N 2 2027-06-09 Floating 4.08 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 U37818AR9 1350000.000000 PA USD 1344384.460000 0.0195713 Long DBT CORP US N 2 2027-03-27 Fixed 4 N N N N N N CARLYLE EURO CLO 2019-2 DAC 19-2A N/A ACI1ZPM05 1925037.200000 PA 2227363.610000 0.0324255 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 2.874 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4J7 42000000.000000 PA USD 42026203.800000 0.611809 Long DBT CORP US N 2 2026-07-16 Floating 4.41914 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368MXW9 9854000.000000 PA USD 9856506.560000 0.143489 Long DBT CORP CA N 2 2028-09-22 Floating 4.38581 N N N N N N FREDDIE MAC REMICS 4876 N/A 3137FLY81 2673154.800000 PA USD 2641882.900000 0.03846 Long ABS-MBS USGSE US N 2 2038-09-15 Floating 4.19573 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DED7 300000.000000 PA USD 298429.770000 0.0043445 Long DBT CORP US N 2 2026-05-13 None 0 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2ND4 3813628.730000 PA USD 3810320.030000 0.0554698 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.14573 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DEB1 38600000.000000 PA USD 38407714.100000 0.559131 Long DBT CORP US N 2 2026-05-11 None 0 N N N N N N N/A N/A 000000000 413600000.000000 NC USD 278642.320000 0.0040564 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Purchased WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.00000 08/05/26-1Y LCH 2027-08-05 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2026-08-03 XXXX -91529.680000 N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAJ9 1515000.000000 PA USD 1490639.830000 0.0217004 Long DBT CORP US N 2 2026-10-15 Fixed 2.05 N N N N N N EAGLE FUNDING LUXCO SA RL 894500VDP08MVIZ6OA60 26951TAA8 34850000.000000 PA USD 35076525.000000 0.510637 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.5 N N N N N N FANNIE MAE REMICS 2025-72 N/A 3136BWW69 5769841.690000 PA USD 5807433.360000 0.0845434 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.9119 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBL2 6300000.000000 PA USD 6316367.970000 0.0919524 Long DBT CORP JP N 2 2026-09-14 Floating 4.79209 N N N N N N FINSBURY SQUARE 21-1GRA N/A ACI1YK6T2 357636.570000 PA 473580.950000 0.0068943 Long ABS-MBS CORP GB N 2 2067-12-16 Floating 4.3826 N N N N N N PRET 2025-RPL4 TRUST N/A 740943AA3 19087503.300000 PA USD 18497390.230000 0.269281 Long ABS-MBS CORP US N 2 2065-03-25 Fixed 4 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAT4 9955000.000000 PA USD 10096699.170000 0.146986 Long DBT CORP SE N 2 2027-09-20 Fixed 5.337 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2023-C N/A 83207DAA6 3830992.370000 PA USD 3910370.530000 0.0569264 Long ABS-O CORP US N 2 2052-11-15 Fixed 5.67 N N N N N N TOWER BRIDGE FUNDING 2024-3 PLC 24-3A N/A ACI2R23Z7 563102.950000 PA 745323.320000 0.0108503 Long ABS-MBS CORP GB N 2 2066-12-20 Floating 4.52162 N N N N N N UWM-2021-INV4 N/A 918307AM1 9743190.610000 PA USD 9095132.030000 0.132405 Long ABS-MBS CORP US N 2 2051-12-25 Floating 4.6119 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CCZ4 900000.000000 PA USD 903099.230000 0.0131471 Long DBT CORP US N 2 2027-03-19 Floating 4.67509 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDQ6 9000000.000000 PA USD 8998771.680000 0.131002 Long DBT CORP US N 2 2027-02-26 Floating 4.69815 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAV7 42114000.000000 PA USD 41656829.790000 0.606431 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2023-D N/A 78450PAB1 2621251.400000 PA USD 2668057.250000 0.038841 Long ABS-O CORP US N 2 2053-09-15 Floating 5.32223 N N N N N N N/A N/A 000000000 1.000000 NC 40980.840000 0.0005966 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3286000.000000 AUD 2305527.590000 USD 2026-04-02 40980.840000 N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607L8D8 4000000.000000 PA USD 4021463.160000 0.0585436 Long DBT CORP CA N 2 2027-06-28 Floating 4.58381 N N N N N N FREDDIE MAC REMICS 5584 N/A 3137HNCM8 5497467.120000 PA USD 5523840.670000 0.0804149 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.5619 N N N N N N GALAXY XXII CLO LTD 2016-22A N/A 36320TBM4 1154804.000000 PA USD 1154349.760000 0.0168048 Long ABS-CBDO CORP KY N 2 2034-04-16 Floating 4.68316 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 N/A 36267KAD9 1509225.220000 PA USD 1516897.370000 0.0220827 Long ABS-O CORP US N 2 2028-06-16 Fixed 5.45 N N N N N N FANNIE MAE REMICS 2018-39 N/A 3136B2CD2 4419183.900000 PA USD 4370118.140000 0.0636193 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 4.09573 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AB3 13000000.000000 PA USD 13051895.220000 0.190007 Long DBT CORP US N 2 2028-04-01 Fixed 4.65 N N N N N N GPMT LTD 2021-FL4 N/A 36262TAA1 1618483.070000 PA USD 1616422.680000 0.0235315 Long ABS-CBDO CORP KY N 2 2036-12-15 Floating 5.13943 N N N N N N 37 CAPITAL CLO I 2021-1A N/A 88430TAQ4 6200000.000000 PA USD 6208483.960000 0.0903818 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.95219 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-26 N/A 38375KCC4 435538.230000 PA USD 433364.070000 0.0063088 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 4.09952 N N N N N N FANNIE MAE REMICS 2019-79 N/A 3136B72K6 278318.000000 PA USD 273837.390000 0.0039865 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 4.27638 N N N N N N FREDDIE MAC REMICS 5484 N/A 3137HHKS9 8850440.810000 PA USD 8925848.340000 0.129941 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.8619 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A N/A 81885BAC9 1065951.350000 PA USD 1066973.600000 0.0155328 Long ABS-O CORP US N 2 2028-05-22 Fixed 4.65 N N N N N N BLUEMOUNTAIN CLO XXXIV LTD N/A 09631JAL0 23200000.000000 PA USD 23205550.140000 0.337822 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 4.81763 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-A N/A 448973AD9 4175443.490000 PA USD 4200424.330000 0.0611489 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.99 N N N N N N N/A N/A 000000000 1.000000 NC -39443.950000 -0.0005742 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1777480.130000 USD 2522000.000000 AUD 2026-04-02 -39443.950000 N N N FREDDIE MAC REMICS 4948 N/A 3137FQZF3 1612891.280000 PA USD 1476957.770000 0.0215012 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 2.5 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAG7 7768000.000000 PA USD 7706632.800000 0.112192 Long DBT CORP US N 2 2027-01-30 Fixed 3.7 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 23600000.000000 PA USD 23533546.880000 0.342596 Long DBT CORP US N 2 2027-06-17 Floating 3.196 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 400000.000000 PA USD 394557.280000 0.0057439 Long DBT CORP US N 2 2027-09-22 Floating 1.47 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04686E4J8 2900000.000000 PA USD 2905344.440000 0.0422954 Long DBT CORP US N 2 2026-08-27 Floating 4.68729 N N N N N N N/A N/A 000000000 1.000000 NC -188.100000 -0.0000027 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 5181801.000000 JPY 32523.000000 USD 2026-05-07 -188.100000 N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HW6 13757000.000000 PA USD 13739798.380000 0.200021 Long DBT CORP US N 2 2026-06-01 Fixed 4.9 N N N N N N PALMER SQUARE LOAN FUNDING 2024-2A LTD N/A 69702WAE5 4500000.000000 PA USD 4494851.730000 0.0654351 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 4.48932 N N N N N N SYNCHRONY CARD FUNDING LLC 2024-A1 N/A 87166PAM3 10600000.000000 PA USD 10696074.160000 0.155711 Long ABS-MBS CORP US N 2 2030-03-15 Fixed 5.04 N N N N N N FANNIE MAE REMICS 2019-39 N/A 3136B5YZ2 6809064.210000 PA USD 6725022.650000 0.0979015 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 4.13169 N N N N N N GS REFT 2026-FL1 ISSUER LTD N/A 36274DAA2 15600000.000000 PA USD 15639000.000000 0.227669 Long ABS-CBDO CORP KY N 2 2043-04-19 Floating 5.17 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAR8 6100000.000000 PA USD 6139194.150000 0.0893731 Long DBT CORP US N 2 2027-11-19 Fixed 4.875 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 6580000.000000 PA USD 6633290.560000 0.0965661 Long DBT CORP US N 2 2027-04-18 Fixed 5.2 N N N N N N N/A N/A 000000000 4749.000000 NC -1291216.740000 -0.0187973 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300ZD7BBOVZFVHK49 Long N/A AUSTRALIA GOVT 2026-06-15 339632891.370000 AUD -1291216.740000 N N N N/A N/A 000000000 176.000000 NC USD -148340.620000 -0.0021595 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-06-30 19038937.460000 USD -148340.620000 N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 N/A 36271VAB3 12514795.400000 PA USD 12531632.810000 0.182433 Long ABS-O CORP US N 2 2027-05-20 Fixed 4.54 N N N N N N N/A N/A 000000000 1.000000 NC 9.070000 0.0000001 N/A DFE JP N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 72759.000000 JPY 467.000000 USD 2026-04-02 9.070000 N N N FANNIE MAE REMICS 2014-61 N/A 3136ALFX4 14800000.280000 PA USD 14653304.160000 0.21332 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 4.14573 N N N N N N VERUS SECURITIZATION TRUST 2021-R1 N/A 92538BAC7 71465.050000 PA USD 69375.720000 0.00101 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.262 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 65480CAC9 26510000.000000 PA USD 26068591.000000 0.379501 Long DBT CORP US N 2 2026-09-16 Fixed 1.85 N N N N N N FANNIE MAE REMICS 2013-96 N/A 3136AGAH5 214072.000000 PA USD 212031.920000 0.0030867 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 4.17638 N N N N N N FREDDIE MAC REMICS 4263 N/A 3137B5QC0 217730.170000 PA USD 215925.640000 0.0031434 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 4.18671 N N N N N N FREDDIE MAC REMICS 4351 N/A 3137BBQ37 969145.670000 PA USD 950809.820000 0.0138417 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 4.24573 N N N N N N FREDDIE MAC REMICS 5517 N/A 3137HKP40 12890617.040000 PA USD 12979981.240000 0.18896 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.6119 N N N N N N N/A N/A 000000000 1.000000 NC -9257.370000 -0.0001348 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1654258.310000 USD 2387000.000000 AUD 2026-04-02 -9257.370000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 7330000.000000 PA USD 7335850.660000 0.106794 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-101 N/A 38385GB99 9860796.540000 PA USD 9932739.930000 0.144599 Long ABS-MBS USGSE US N 2 2055-06-20 Floating 4.67294 N N N N N N FREDDIE MAC REMICS 5513 N/A 3137HKEX8 61451815.440000 PA USD 61855056.110000 0.900473 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.6019 N N N N N N FREDDIE MAC REMICS 5500 N/A 3137HJ7M3 1521410.900000 PA USD 1524315.430000 0.0221907 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.6619 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690DK72 7000000.000000 PA USD 7076079.640000 0.103012 Long DBT CORP US N 2 2029-01-12 Floating 5.016 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 10000000.000000 PA USD 10417572.000000 0.151657 Long DBT CORP GB N 2 2028-11-02 Floating 7.385 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CQ3 1195000.000000 PA USD 1191093.550000 0.0173397 Long DBT CORP US N 2 2026-06-15 Fixed 2.6 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AX2 1360000.000000 PA USD 1356607.280000 0.0197492 Long DBT CORP US N 2 2027-04-01 Fixed 4.2 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LBA2 1110000.000000 PA USD 1094140.920000 0.0159283 Long DBT CORP US N 2 2027-02-14 Fixed 3.05 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BG6 27260000.000000 PA USD 27577456.600000 0.401467 Long DBT CORP LR N 2 2028-04-01 Fixed 5.5 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2D4 12200000.000000 PA USD 12254835.220000 0.178403 Long DBT CORP US N 2 2027-09-02 Floating 4.50671 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZX1 3500000.000000 PA USD 3507036.160000 0.0510547 Long DBT CORP CA N 2 2027-07-23 Floating 5.069 N N N N N N N/A N/A 000000000 1.000000 NC 1853.560000 0.000027 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 403499.820000 CAD 291842.380000 USD 2026-05-04 1853.560000 N N N FANNIE MAE REMICS 2025-87 N/A 3136BXQD9 5407381.620000 PA USD 5441047.980000 0.0792096 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.7619 N N N N N N FNMA PASS THRU POOLS N/A 3140LLW72 1000000.000000 PA USD 1012500.060000 0.0147398 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 4.72 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JA2 15600000.000000 PA USD 15641393.040000 0.227704 Long DBT CORP US N 2 2027-02-01 Fixed 4.875 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 21038QD19 10700000.000000 PA USD 10698706.370000 0.15575 Long DBT CORP US N 2 2026-04-01 None 0 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAB8 5468000.000000 PA USD 5459645.930000 0.0794804 Long DBT CORP US N 2 2026-06-01 Fixed 3.75 N N N N N N ARES XLIV CLO LTD 2017-44A N/A 04016NBH5 20600000.000000 PA USD 20621898.420000 0.300209 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.80219 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3M3 5911000.000000 PA USD 5933473.560000 0.0863783 Long DBT CORP US N 2 2028-04-22 Floating 4.73845 N N N N N N NAVIENT STUDENT LOAN TRUST 2020-IA N/A 63942AAB2 2311004.340000 PA USD 2300548.430000 0.0334909 Long ABS-O CORP US N 2 2069-04-15 Floating 4.78699 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12 N/A 38383KZF2 3650742.230000 PA USD 3708282.310000 0.0539844 Long ABS-MBS USGSE US N 2 2074-07-20 Floating 4.57294 N N N N N N FREDDIE MAC REMICS 5560 N/A 3137HLZD7 6696590.540000 PA USD 6758122.830000 0.0983833 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 4.6619 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 U9273AEE1 655000.000000 PA USD 656704.830000 0.0095602 Long DBT CORP US N 2 2026-08-14 Floating 4.7248 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 1000000.000000 PA USD 999977.220000 0.0145575 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N FANNIE MAE REMICS 2024-52 N/A 3136BSVF9 11895842.030000 PA USD 11974316.520000 0.17432 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.9619 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XFH4 9223000.000000 PA USD 9273349.190000 0.134999 Long DBT CORP US N 2 2027-07-15 Fixed 5 N N N N N N NISSAN AUTO LEASE TRUST 26-A N/A 65481HAB9 16190000.000000 PA USD 16154670.180000 0.235176 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.9 N N N N N N JAMESTOWN CLO XVI LTD 2021-16A N/A 47048RAL9 7000000.000000 PA USD 7005949.230000 0.101991 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 4.78802 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 N30706VC1 15650000.000000 PA USD 15533201.550000 0.226129 Long DBT CORP NL N 2 2026-07-12 Variable 1.625 N N N N N N FORTRESS CREDIT BSL VII LTD 2019-1A N/A 34956NAL6 2658336.180000 PA USD 2661030.880000 0.0387387 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 4.76102 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KDD3 600000.000000 PA USD 599093.400000 0.0087215 Long DBT CORP US N 2 2026-04-13 None 0 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 9698000.000000 PA USD 9675815.530000 0.140859 Long DBT CORP US N 2 2027-03-01 Fixed 4.125 N N N N N N FORTIS INC/CANADA 549300MQYQ9Y065XPR71 349553AM9 10400000.000000 PA USD 10328605.560000 0.150362 Long DBT CORP CA N 2 2026-10-04 Fixed 3.055 N N N N N N N/A N/A 000000000 1.000000 NC 69.830000 0.000001 N/A DFE JP N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 16684.750000 USD 2662051.000000 JPY 2026-04-02 69.830000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 5237000.000000 PA USD 5240164.720000 0.0762852 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC 362896.210000 0.005283 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4358391591.000000 CLP 5073856.030000 USD 2026-06-17 362896.210000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYD3 600000.000000 PA USD 600370.270000 0.0087401 Long DBT CORP CA N 2 2026-11-02 Floating 4.25803 N N N N N N FANNIE MAE REMICS 2025-12 N/A 3136BVGN2 8548356.920000 PA USD 8595246.370000 0.125128 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.5719 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1 N/A 64829VAA4 1819765.770000 PA USD 1772903.530000 0.0258096 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.5 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBQ1 650000.000000 PA USD 654074.600000 0.0095219 Long DBT CORP JP N 2 2027-07-02 Floating 4.88528 N N N N N N N/A N/A 000000000 8273.000000 NC USD 3486217.860000 0.0507516 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-06-30 1716485911.760000 USD 3486217.860000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AEB9 1025000.000000 PA USD 1026100.930000 0.0149378 Long DBT CORP US N 2 2028-09-18 Floating 4.71046 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CL1 1300000.000000 PA USD 1302305.320000 0.0189587 Long DBT CORP US N 2 2026-11-04 Floating 4.31621 N N N N N N N/A N/A 000000000 1.000000 NC 2132.170000 0.000031 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 15501111.000000 JPY 99694.000000 USD 2026-04-02 2132.170000 N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BY9 4760000.000000 PA USD 4786342.170000 0.0696786 Long DBT CORP US N 2 2027-01-12 Fixed 5.35 N N N N N N EQUITABLE AMERICA GLOBAL FUNDING 98450066CCBIACF06694 29446Q2D4 14200000.000000 PA USD 14227099.140000 0.207115 Long DBT CORP US N 2 2027-09-15 Floating 4.35353 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BP7 2600000.000000 PA USD 2619605.220000 0.0381357 Long DBT CORP US N 2 2027-03-15 Fixed 5.4 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4F5 8700000.000000 PA USD 8699651.040000 0.126648 Long DBT CORP US N 2 2027-01-07 Floating 4.50042 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TT4 300000.000000 PA USD 298333.180000 0.0043431 Long DBT UST US N 2 2026-05-26 None 0 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397F99 6950000.000000 PA USD 6959579.740000 0.101316 Long DBT CORP US N 2 2026-11-05 Floating 5.11542 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAM2 34200000.000000 PA USD 33837431.090000 0.492598 Long DBT CORP US N 2 2027-01-15 Fixed 3.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09 N/A 38375UYW4 911565.180000 PA USD 923664.200000 0.0134465 Long ABS-MBS USGSE US N 2 2067-04-20 Floating 5.59185 N N N N N N TRANSURBAN FINANCE COMPANY PTY LTD 54930081LPJMUMEA6E57 89400PAG8 600000.000000 PA USD 594800.720000 0.008659 Long DBT CORP AU N 2 2027-03-22 Fixed 3.375 N N N N N N TOYOTA FINANCE AUSTRALIA LIMITED 3UKPTDP5PGQRH8AUK042 ACI2F1WP2 2050000.000000 PA 1414404.080000 0.0205906 Long DBT CORP AU N 2 2026-04-06 Floating 4.7473 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CKL4 19240986.000000 PA USD 19759115.350000 0.287649 Long DBT UST US N 2 2029-04-15 Fixed 2.125 N N N N N N N/A N/A 000000000 1.000000 NC -57849.850000 -0.0008422 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2978071.400000 USD 4069000.000000 CAD 2026-04-02 -57849.850000 N N N N/A N/A 000000000 1.000000 NC USD -1176218.430000 -0.0171231 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-12-18 0.000000 USD -717920.800000 USD 195900000.000000 USD -458297.630000 N N N 522 FUNDING CLO I LTD 2018-3A N/A 33835NAA9 350891.830000 PA USD 351241.240000 0.0051133 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 4.96924 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 31429KAN3 25000000.000000 PA USD 25029509.250000 0.364374 Long DBT CORP CA N 2 2027-01-27 Floating 4.29871 N N N N N N TOYOTA LEASE OWNER TRUST 2024-B N/A 891943AD4 4120380.310000 PA USD 4122595.010000 0.0600159 Long ABS-O CORP US N 2 2027-09-20 Fixed 4.21 N N N N N N PALMER SQUARE LOAN FUNDING 2024-3A LTD N/A 69690EAJ8 5900000.000000 PA USD 5898908.800000 0.0858751 Long ABS-CBDO CORP KY N 2 2032-08-08 Floating 4.48364 N N N N N N TRINITAS CLO VI LTD 2017-6A N/A 89640YBQ6 5400000.000000 PA USD 5404131.590000 0.0786722 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 4.77802 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C N/A 44935GAB8 13079670.050000 PA USD 13107663.160000 0.190819 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.37 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DS5 1250000.000000 PA USD 1250347.730000 0.0182023 Long DBT CORP US N 2 2027-04-23 Floating 4.41848 N N N N N N N/A N/A 000000000 13600000.000000 NC USD 14407.840000 0.0002097 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.25000 12/11/26-1Y LCH 2027-12-11 0.000000 USD 0.000000 USD N/A USD N/A 4.250000 USD 2026-12-09 XXXX 8287.840000 N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688ABG6 4700000.000000 PA USD 4704926.020000 0.0684933 Long DBT CORP NL N 2 2026-08-28 Floating 4.27671 N N N N N N FREDDIE MAC REMICS 3314 N/A 31397GXE5 342512.360000 PA USD 339467.900000 0.0049419 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 4.18671 N N N N N N TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST N/A 89231HAB2 4372749.580000 PA USD 4377641.810000 0.0637288 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.46 N N N N N N BARINGS EURO CLO 2025-1 DAC 25-1A N/A ACI379GS4 13000000.000000 PA 14997247.920000 0.218327 Long ABS-CBDO CORP IE N 2 2039-08-15 Floating 3.426 N N N N N N N/A N/A 000000000 1.000000 NC -79563.470000 -0.0011583 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4125562.850000 USD 5871000.000000 AUD 2026-04-02 -79563.470000 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AV1 2011000.000000 PA USD 1968267.920000 0.0286536 Long DBT CORP US N 2 2027-03-12 Fixed 2 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CDE0 300000.000000 PA USD 300786.420000 0.0043788 Long DBT CORP US N 2 2027-06-24 Floating 4.67665 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 606769AQ0 6700000.000000 PA USD 6702175.830000 0.0975689 Long DBT CORP JP N 2 2028-09-09 Floating 4.36129 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484AL5 4388000.000000 PA USD 4391330.670000 0.0639281 Long DBT CORP US N 2 2026-06-10 Floating 4.46559 N N N N N N N/A N/A 000000000 1.000000 NC 59205.430000 0.0008619 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-09-01 0.000000 CLP 0.000000 CLP 3959000000.000000 CLP 59205.430000 N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAE9 900000.000000 PA USD 899724.340000 0.013098 Long DBT CORP US N 2 2026-10-01 Fixed 4.25 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64953BBU1 10000000.000000 PA USD 9997978.900000 0.145549 Long DBT CORP US N 2 2027-02-05 Floating 4.07542 N N N N N N SYMPHONY CLO XXV LTD 2021-25A N/A 87167WDC6 3000000.000000 PA USD 3001670.940000 0.0436977 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 4.71763 N N N N N N N/A N/A 000000000 1.000000 NC USD 269721.150000 0.0039265 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-31 0.000000 USD 0.000000 USD 28500000.000000 USD 269721.150000 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KDF8 35800000.000000 PA USD 35737364.320000 0.520257 Long DBT CORP US N 2 2026-04-15 None 0 N N N N N N N/A N/A 000000000 1552000000.000000 NC USD 1644188.800000 0.0239358 N/A DIR US N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Put Purchased WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.25000 12/11/26-1Y LCH 2027-12-11 0.000000 USD 0.000000 USD N/A USD N/A 4.250000 USD 2026-12-09 XXXX 936088.800000 N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBD6 21425000.000000 PA USD 21662900.630000 0.315364 Long DBT CORP IE N 2 2027-01-15 Fixed 6.1 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAR3 9494000.000000 PA USD 9320035.460000 0.135679 Long DBT CORP US N 2 2027-01-15 Fixed 2.2 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-A N/A 831943AA3 2893624.680000 PA USD 2922229.900000 0.0425412 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.24 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 11200000.000000 PA USD 11021021.980000 0.160442 Long DBT CORP US N 2 2028-02-24 Floating 2.64 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 3292000.000000 PA USD 3280539.100000 0.0477574 Long DBT CORP GB N 2 2027-05-11 Floating 1.627 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4B4 19140000.000000 PA USD 19175273.300000 0.27915 Long DBT CORP US N 2 2026-08-27 Floating 4.68745 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BC1 7600000.000000 PA USD 7534496.060000 0.109686 Long DBT CORP US N 2 2026-11-15 Fixed 3 N N N N N N SBNA AUTO LEASE TRUST 2024-B N/A 78437VAE0 6699906.290000 PA USD 6720831.440000 0.0978405 Long ABS-O CORP US N 2 2027-11-22 Fixed 5.56 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 14561000.000000 PA USD 14490677.070000 0.210952 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N FANNIE MAE REMICS 2017-95 N/A 3136AYN82 3599687.400000 PA USD 3558195.600000 0.0517995 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 4.14573 N N N N N N INVESCO CLO 2022-2A LTD N/A 46145XAL0 13000000.000000 PA USD 13005446.090000 0.189331 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 4.81763 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205 N/A 38385K4D9 866895.550000 PA USD 867643.850000 0.012631 Long ABS-MBS USGSE US N 2 2054-04-20 Floating 4.52294 N N N N N N LANEBROOK MORTGAGE TRANSACTION 2024-1 PLC 24-1 N/A ACI2NZVX2 4638161.820000 PA 6138027.620000 0.0893561 Long ABS-MBS CORP GB N 2 2061-03-15 Floating 4.53212 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAE8 9500000.000000 PA USD 9504719.410000 0.138368 Long DBT CORP CA N 2 2026-08-03 Floating 4.12787 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675DCQ3 19300000.000000 PA USD 19372857.110000 0.282026 Long DBT CORP FR N 2 2028-10-16 Floating 4.65914 N N N N N N WHETSTONE PARK CLO LTD 2021-1A N/A 96329YAN7 4600000.000000 PA USD 4597700.000000 0.0669324 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.73763 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21 N/A 38382DMC0 1750909.100000 PA USD 1561878.500000 0.0227375 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 2.5 N N N N N N AMMC CLO 24 LTD N/A 00177LAJ9 6400000.000000 PA USD 6402098.300000 0.0932004 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.86763 N N N N N N ICG US CLO LTD 2015-2RA N/A 44933WAL3 3557868.440000 PA USD 3560603.590000 0.0518345 Long ABS-CBDO CORP KY N 2 2033-01-16 Floating 4.66113 N N N N N N FANNIE MAE REMICS 2025-4 N/A 3136BUU65 4821264.080000 PA USD 4862389.460000 0.0707856 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 4.8619 N N N N N N LAD AUTO RECEIVABLES 2026-1A N/A 505708AB3 3100000.000000 PA USD 3089823.320000 0.044981 Long ABS-O CORP US N 2 2029-05-15 Fixed 3.75 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AM1 10294000.000000 PA USD 10213607.050000 0.148688 Long DBT CORP US N 2 2027-01-15 Fixed 3.15 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H18 N/A 38375BUN0 148822.470000 PA USD 149457.080000 0.0021758 Long ABS-MBS USGSE US N 2 2062-08-20 Variable 4.61865 N N N N N N CUMULUS STATIC CLO 2024-1 DAC 24-1A N/A ACI2NK2H2 4596258.030000 PA 5319575.100000 0.0774413 Long ABS-CBDO CORP IE N 2 2033-11-15 Floating 3.184 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACX3 4700000.000000 PA USD 4737156.090000 0.0689625 Long DBT CORP US N 2 2027-03-19 Fixed 5.3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYH1 18453000.000000 PA USD 18460391.350000 0.268743 Long DBT CORP US N 2 2027-09-10 Floating 4.46611 N N N N N N CQS US CLO 2021-1 LTD N/A 12659UAL6 9100000.000000 PA USD 9103022.020000 0.13252 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.86763 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CN0 7500000.000000 PA USD 7532087.180000 0.109651 Long DBT CORP US N 2 2027-03-25 Fixed 4.95 N N N N N N MOUNTAIN VIEW CLO XIV LTD 2019-1A N/A 62432MAN9 19150000.000000 PA USD 19173444.390000 0.279123 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.81298 N N N N N N DRYDEN 52 EURO CLO 2017 17-52A N/A ACI1YL2T4 6709356.930000 PA 7763165.310000 0.113015 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 2.844 N N N N N N SLM STUDENT LOAN TRUST 2013-6 N/A 78448CAG4 5744018.740000 PA USD 5683978.810000 0.0827462 Long ABS-O CORP US N 2 2055-06-26 Floating 4.42638 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4U7 304869.820000 PA USD 309032.020000 0.0044988 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 5.2274 N N N N N N N/A N/A 000000000 1.000000 NC -10666.350000 -0.0001553 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1393000.000000 EUR 1597761.670000 USD 2026-04-02 -10666.350000 N N N MDPKE 14A N/A ACI2289F9 8367321.650000 PA 9658975.740000 0.140613 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 2.816 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 10277000.000000 PA USD 10378094.440000 0.151082 Long DBT CORP ES N 2 2027-08-18 Fixed 5.294 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 N/A 38382Y5C3 3105233.340000 PA USD 3178577.090000 0.0462731 Long ABS-MBS USGSE US N 2 2073-05-20 Floating 4.77294 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 1000000.000000 PA USD 1001175.350000 0.0145749 Long DBT CORP US N 2 2028-11-01 Fixed 4.85 N N N N N N ROCHESTER GAS AND ELECTRIC CORPORATION 549300DD8M80WFTQO509 771367CD9 3700000.000000 PA USD 3647542.840000 0.0531002 Long DBT CORP US N 2 2027-06-01 Fixed 3.1 N N N N N N FREDDIE MAC REMICS 4620 N/A 3137BSAE3 733541.450000 PA USD 727773.390000 0.0105948 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 4.23573 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADP9 5500000.000000 PA USD 5520150.020000 0.0803612 Long DBT CORP US N 2 2027-03-25 Fixed 4.85 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 4171000.000000 PA USD 4118994.680000 0.0599635 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N FNMA PASS THRU POOLS N/A 3140XQZ75 7798884.910000 PA USD 7541397.860000 0.109786 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.5 N N N N N N FANNIE MAE REMICS 2024-88 N/A 3136BT7D9 1021030.380000 PA USD 1029287.760000 0.0149842 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.0619 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAW0 7881000.000000 PA USD 7913944.710000 0.11521 Long DBT CORP US N 2 2027-03-15 Fixed 5.1 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2G6 6300000.000000 PA USD 6375716.930000 0.0928163 Long DBT CORP US N 2 2027-06-10 Fixed 5.875 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACZ8 5920000.000000 PA USD 5940386.050000 0.0864789 Long DBT CORP US N 2 2027-03-19 Floating 4.67509 N N N N N N FREDDIE MAC REMICS 5565 N/A 3137HMGK0 15232109.100000 PA USD 15270861.110000 0.22231 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.6119 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAG3 18457000.000000 PA USD 18479446.480000 0.26902 Long DBT CORP CA N 2 2028-03-27 Floating 4.46368 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 6600000.000000 PA USD 6563087.120000 0.095544 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N PFP 2026-13 LTD N/A 716966AA4 1400000.000000 PA USD 1401616.660000 0.0204044 Long ABS-CBDO CORP KY N 2 2043-08-18 Floating 5.17956 N N N N N N N/A N/A 000000000 1.000000 NC -2804694.550000 -0.0408302 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB SONIO (09/16/26) LCH N/A N/A 2031-09-16 0.000000 GBP 0.000000 GBP N/A GBP Y 2031-09-16 0.000000 GBP -1859652.360000 GBP 64000000.000000 GBP -945042.190000 N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A N/A 14311UBA5 19100000.000000 PA USD 19112354.070000 0.278234 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.75763 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 43566000.000000 PA USD 43204132.090000 0.628957 Long DBT CORP US N 2 2027-07-22 Floating 1.734 N N N N N N N/A N/A 000000000 1.000000 NC 21794.480000 0.0003173 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2028-10-01 0.000000 CLP 0.000000 CLP 1801500000.000000 CLP 21794.480000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZR7 16900000.000000 PA USD 16903197.820000 0.246073 Long DBT CORP CA N 2 2027-10-18 Floating 4.38915 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAZ2 26263000.000000 PA USD 25828886.000000 0.376012 Long DBT CORP JP N 2 2027-01-22 Fixed 2.329 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 28670000.000000 PA USD 28673336.610000 0.41742 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N FREDDIE MAC STRIPS 328 N/A 31351DC90 20123051.730000 PA USD 19887340.360000 0.289516 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 4.14573 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYR9 1000000.000000 PA USD 1002267.150000 0.0145908 Long DBT CORP US N 2 2027-10-21 Floating 4.58889 N N N N N N SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH 5U0XI89JRFVHWIBS4F54 ACI2MP258 5000000.000000 PA 3457098.900000 0.0503277 Long DBT CORP JP N 2 2026-07-28 Floating 4.8631 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44 N/A 38381TQQ1 4143677.840000 PA USD 4076922.780000 0.059351 Long ABS-MBS USGSE US N 2 2049-04-20 Floating 4.23952 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBA4 4500000.000000 PA USD 4478202.500000 0.0651927 Long DBT CORP US N 2 2026-06-01 Fixed 1.45 N N N N N N BUNGE LIMITED FINANCE CORP 549300QHC068L40NNM71 120568BL3 5104000.000000 PA USD 5096744.560000 0.0741973 Long DBT CORP US N 2 2026-04-21 Fixed 2 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QDM0 22000000.000000 PA USD 21946020.800000 0.319486 Long DBT CORP US N 2 2026-04-21 None 0 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAN8 2000000.000000 PA USD 1977944.900000 0.0287945 Long DBT CORP US N 2 2026-08-15 Fixed 1.4 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 J7771YSN8 9350000.000000 PA USD 9374292.140000 0.136469 Long DBT CORP JP N 2 2026-09-14 Floating 4.79209 N N N N N N FANNIE MAE REMICS 2026-25 N/A 3136G5JT8 50700000.000000 PA USD 50455935.270000 0.734527 Long ABS-MBS USGSE US N 2 2056-04-25 Floating 4.75 N N N N N N BAIN CAPITAL CREDIT CLO 2019-3A N/A 05683TBA6 1000000.000000 PA USD 1000006.470000 0.0145579 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 4.69969 N N N N N N N/A N/A 000000000 1.000000 NC 1969414.600000 0.0286703 N/A DFE AU N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 87641930.300000 AUD 62367846.850000 USD 2026-04-02 1969414.600000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797UC9 8000.000000 PA USD 7928.170000 0.0001154 Long DBT UST US N 2 2026-06-30 None 0 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QD99 11700000.000000 PA USD 11687712.660000 0.170147 Long DBT CORP US N 2 2026-04-09 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 6858.170000 0.0000998 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2607000.000000 GBP 3455918.710000 USD 2026-04-02 6858.170000 N N N BLUEMOUNTAIN CLO 2021-32A LTD N/A 09631EAJ6 11000000.000000 PA USD 11004660.370000 0.160204 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.77219 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00913XD26 47900000.000000 PA USD 47889016.530000 0.697158 Long DBT CORP US N 2 2026-04-02 None 0 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CE1 880000.000000 PA USD 880304.160000 0.0128153 Long DBT CORP US N 2 2026-08-03 Floating 4.51084 N N N N N N N/A N/A 000000000 1.000000 NC -17044.330000 -0.0002481 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1264633.160000 USD 943000.000000 GBP 2026-04-02 -17044.330000 N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A N/A 78398AAD5 1518499.240000 PA USD 1525369.540000 0.022206 Long ABS-O CORP US N 2 2028-10-20 Fixed 5.47 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535EAJ6 2220000.000000 PA USD 2225528.730000 0.0323988 Long DBT CORP FR N 2 2027-03-11 Floating 4.51452 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5 N/A 36273GAA6 8423559.660000 PA USD 8384591.430000 0.122061 Long ABS-MBS CORP US N 2 2065-07-25 Fixed 5.013 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QDE8 11400000.000000 PA USD 11381366.700000 0.165687 Long DBT CORP US N 2 2026-04-14 None 0 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CG4 22111000.000000 PA USD 21842902.800000 0.317984 Long DBT CORP CA N 2 2027-03-15 Fixed 3.2 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBE9 30075000.000000 PA USD 30199908.090000 0.439644 Long DBT CORP NL N 2 2028-12-03 Floating 4.65595 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBB2 3348000.000000 PA USD 3324686.270000 0.0484001 Long DBT CORP IT N 2 2027-07-14 Fixed 3.875 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAG5 2000000.000000 PA USD 1994916.080000 0.0290416 Long DBT CORP US N 2 2027-03-15 Fixed 4.5 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJS1 9900000.000000 PA USD 9896776.260000 0.144075 Long DBT CORP US N 2 2028-09-12 Floating 4.59391 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2N4 22703000.000000 PA USD 22566295.930000 0.328515 Long DBT CORP US N 2 2027-09-23 Fixed 4.4 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBK4 4892000.000000 PA USD 4922322.180000 0.0716581 Long DBT CORP JP N 2 2026-09-14 Fixed 5.65 N N N N N N N/A N/A 000000000 1.000000 NC 23451.230000 0.0003414 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1968000.000000 GBP 2627114.880000 USD 2026-04-02 23451.230000 N N N FANNIE MAE REMICS 2018-11 N/A 3136B1CV4 830996.180000 PA USD 817755.340000 0.0119047 Long ABS-MBS USGSE US N 2 2048-03-25 Floating 4.09573 N N N N N N FANNIE MAE REMICS 2025-19 N/A 3136BVBY3 14377128.110000 PA USD 14498622.030000 0.211068 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.8219 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 12648000.000000 PA USD 12647802.820000 0.184124 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N FREDDIE MAC REMICS 5567 N/A 3137HMEX4 18494138.470000 PA USD 18664073.710000 0.271708 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.6619 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EDL6 500000.000000 PA USD 500107.050000 0.0072805 Long DBT CORP US N 2 2028-03-17 Floating 4.42636 N N N N N N FANNIE MAE REMICS 2026-21 N/A 3136G5FC9 6800000.000000 PA USD 6780786.600000 0.0987133 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.6719 N N N N N N FREDDIE MAC REMICS 5580 N/A 3137HMXT2 2612975.570000 PA USD 2632417.150000 0.0383222 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.6119 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 11746000.000000 PA USD 11597381.030000 0.168832 Long DBT CORP ES N 2 2027-09-14 Floating 1.722 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AE3 4840000.000000 PA USD 4823242.180000 0.0702157 Long DBT CORP US N 2 2026-06-15 Fixed 3.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECF0 19200000.000000 PA USD 19221164.160000 0.279818 Long DBT CORP GB N 2 2027-05-09 Floating 5.829 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 N/A 379931AD0 5165341.250000 PA USD 5194402.490000 0.075619 Long ABS-O CORP US N 2 2029-03-16 Fixed 5.1 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368TBC1 6400000.000000 PA USD 6366629.570000 0.0926841 Long DBT CORP FR N 2 2027-06-09 Floating 1.792 N N N N N N CARS ALLIANCE AUTO LOANS GERMANY V 2024-1 N/A ACI2NDC04 23730777.450000 PA 27461343.960000 0.399776 Long ABS-O CORP DE N 2 2036-01-18 Floating 2.478 N N N N N N RCKT MORTGAGE TRUST 2024-CES9 N/A 749426AA0 7313221.200000 PA USD 7347684.020000 0.106966 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.582 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50077LAD8 4339000.000000 PA USD 4328700.520000 0.0630163 Long DBT CORP US N 2 2026-06-01 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC 898714.730000 0.0130833 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 193049204.890000 USD 167971117.110000 EUR 2026-04-02 898714.730000 N N N N/A N/A 000000000 1713400000.000000 NC USD 4651366.980000 0.0677136 N/A DIR US N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 Put Purchased Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.65000 09/11/26-1Y LCH 2027-09-11 0.000000 USD 0.000000 USD N/A USD N/A 3.650000 USD 2026-09-09 XXXX 2830879.480000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAB4 7895000.000000 PA USD 7910556.230000 0.11516 Long DBT CORP CA N 2 2029-01-24 Floating 4.49867 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DEC9 8000000.000000 PA USD 7959138.400000 0.115868 Long DBT CORP US N 2 2026-05-12 None 0 N N N N N N POST ROAD EQUIPMENT FINANCE 2025-1 LLC N/A 73747LAB4 1880954.550000 PA USD 1893886.110000 0.0275708 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.9 N N N N N N PROJECT CASHMERE N/A 990ABJRT5 46200000.000000 PA 31875698.570000 0.46404 Long ABS-MBS CORP AU N 3 2057-12-30 Floating 4.5426 N N N N N N N/A N/A 000000000 1012700000.000000 NC USD 642558.150000 0.0093542 N/A DIR US N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 Call Purchased Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.00000 07/30/26-1Y LCH 2027-07-30 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2026-07-28 XXXX -66331.850000 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397F81 13803000.000000 PA USD 13834101.750000 0.201394 Long DBT CORP US N 2 2026-11-05 Fixed 5.125 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535EAF4 1000000.000000 PA USD 1002386.130000 0.0145925 Long DBT CORP FR N 2 2026-07-05 Floating 4.95633 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D83 18933000.000000 PA USD 19041925.340000 0.277208 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N FANNIE MAE REMICS 2014-38 N/A 3136AKNX7 29297.250000 PA USD 29153.220000 0.0004244 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 2.75 N N N N N N FREDDIE MAC REMICS 4177 N/A 3137B16L1 129051.260000 PA USD 128727.750000 0.001874 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 1.5 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882SDQ6 49000000.000000 PA USD 48864936.400000 0.711365 Long DBT CORP US N 2 2026-04-24 None 0 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBR0 920000.000000 PA USD 908128.810000 0.0132203 Long DBT CORP US N 2 2026-09-15 Fixed 1.45 N N N N N N FREDDIE MAC REMICS 5564 N/A 3137HMD23 9445650.290000 PA USD 9540409.050000 0.138887 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.8619 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 11721000.000000 PA USD 11649341.320000 0.169589 Long DBT CORP GB N 2 2027-06-14 Floating 1.673 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H42097DK0 800000.000000 PA USD 800264.540000 0.0116501 Long DBT CORP CH N 2 2027-08-05 Floating 4.703 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAG7 2800000.000000 PA USD 2761132.390000 0.040196 Long DBT CORP IE N 2 2026-10-15 Fixed 1.9 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AD8 7952000.000000 PA USD 7921586.780000 0.115321 Long DBT CORP US N 2 2026-12-15 Fixed 3.8 N N N N N N N/A N/A 000000000 1.000000 NC -10757.710000 -0.0001566 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1908000.000000 EUR 2192315.280000 USD 2026-04-02 -10757.710000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 11020000.000000 PA USD 10870525.930000 0.158251 Long DBT CORP US N 2 2027-10-21 Floating 1.948 N N N N N N VOLKSWAGEN AUTO LEASE TRUST 2025-B N/A 92868BAC7 19299464.080000 PA USD 19311800.300000 0.281137 Long ABS-O CORP US N 2 2028-04-20 Floating 4.04294 N N N N N N LEHMAN XS TRUST 2005-7N N/A 525221EM5 264729.810000 PA USD 254145.070000 0.0036998 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.33303 N N N N N N N/A N/A 000000000 1.000000 NC 56031.780000 0.0008157 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3570000.000000 GBP 4779141.150000 USD 2026-04-02 56031.780000 N N N VENTURE 44 CLO LTD N/A 92332KAQ4 5300000.000000 PA USD 5305346.750000 0.0772341 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.80763 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAC9 16000000.000000 PA USD 15997044.320000 0.232882 Long DBT CORP JP N 2 2026-04-03 Fixed 1.162 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 11500000.000000 PA USD 11448564.180000 0.166666 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 11974000.000000 PA USD 11977959.440000 0.174373 Long DBT CORP CH N 2 2027-08-05 Floating 4.703 N N N N N N VERUS SECURITIZATION TRUST 2024-1 N/A 92540EAA1 4666899.620000 PA USD 4680248.820000 0.0681341 Long ABS-MBS CORP US N 2 2069-01-25 Variable 5.712 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BX8 5580000.000000 PA USD 5541276.140000 0.0806687 Long DBT CORP US N 2 2027-03-15 Fixed 3.65 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-48 N/A 38381R6U8 11982120.740000 PA USD 11883344.930000 0.172995 Long ABS-MBS USGSE US N 2 2043-02-20 Floating 4.18214 N N N N N N TOYOTA LEASE OWNER TRUST 2025-B N/A 89240NAC6 13579520.870000 PA USD 13585316.610000 0.197772 Long ABS-O CORP US N 2 2028-05-22 Floating 4.01294 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAR6 7635000.000000 PA USD 7696169.100000 0.112039 Long DBT CORP JP N 2 2028-07-16 Floating 4.74874 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B6 N/A 08162CAB6 2990295.730000 PA USD 2981980.910000 0.0434111 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.203 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC85 992000.000000 PA USD 998059.130000 0.0145295 Long DBT CORP US N 2 2028-04-23 Floating 4.95848 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 Q98236AC8 21055000.000000 PA USD 20981138.430000 0.305439 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N N/A N/A 000000000 1.000000 NC USD 225501.580000 0.0032828 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-03-18 0.000000 USD -150430.000000 USD 41300000.000000 USD 375931.580000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 5309000.000000 PA USD 5335220.200000 0.077669 Long DBT CORP GB N 2 2027-08-14 Floating 5.887 N N N N N N FANNIE MAE REMICS 2024-38 N/A 3136BR4S3 4537871.890000 PA USD 4556663.670000 0.066335 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 4.48125 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 5513000.000000 PA USD 5544907.310000 0.0807216 Long DBT CORP US N 2 2027-01-08 Fixed 5.25 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YAU4 4373000.000000 PA USD 4355106.730000 0.0634007 Long DBT CORP US N 2 2026-09-15 Fixed 3.4 N N N N N N FREDDIE MAC STRIPS 413 N/A 3133Q3LH2 15651105.920000 PA USD 15764886.330000 0.229502 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.8119 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166CC6 8067000.000000 PA USD 8069609.760000 0.117476 Long DBT CORP US N 2 2026-05-15 Fixed 4.75 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 3176731.360000 PA USD 3057291.980000 0.0445074 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 71855BDT6 20400000.000000 PA USD 20338228.800000 0.29608 Long DBT CORP US N 2 2026-04-27 None 0 N N N N N N NAVIENT REFINANCE LOAN TRUST 2025-C N/A 638973AA5 12776212.990000 PA USD 12721892.370000 0.185203 Long ABS-O CORP US N 2 2055-10-15 Fixed 4.8 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEF9 13050000.000000 PA USD 13051272.900000 0.189998 Long DBT CORP US N 2 2026-04-06 Fixed 5.4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CJ9 2560000.000000 PA USD 2566663.140000 0.0373649 Long DBT CORP US N 2 2026-08-14 Floating 4.7248 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 G84228FT0 1100000.000000 PA USD 1104102.730000 0.0160733 Long DBT CORP GB N 2 2027-07-06 Floating 5.60418 N N N N N N DLLMT 2026-1 LLC N/A 23347JAB8 1500000.000000 PA USD 1499261.700000 0.0218259 Long ABS-O CORP US N 2 2028-07-20 Fixed 4.03 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 3305000.000000 PA USD 3344569.810000 0.0486895 Long DBT CORP US N 2 2028-03-15 Floating 5.49353 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2J6 3382000.000000 PA USD 3404628.660000 0.0495639 Long DBT CORP US N 2 2027-04-09 Fixed 5.55 N N N N N N FANNIE MAE REMICS 2014-42 N/A 3136AKPQ0 828984.000000 PA USD 814300.210000 0.0118544 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 4.19573 N N N N N N OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH 5493007O3QFXCPOGWK22 ACI2G08Q8 19000000.000000 PA 13112612.770000 0.190891 Long DBT CORP SG N 2 2026-05-18 Floating 4.7458 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI13NCW6 8025000000.000000 PA 8487997.430000 0.123567 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25 N/A 38375UZ78 445406.390000 PA USD 450846.670000 0.0065633 Long ABS-MBS USGSE US N 2 2067-11-20 Floating 5.07714 N N N N N N PRPM 2025-RCF6 LLC N/A 69393BAA3 2038479.190000 PA USD 2021589.370000 0.0294299 Long ABS-MBS CORP US N 2 2055-12-25 Variable 4.942 N N N N N N N/A N/A 000000000 1.000000 NC 516.540000 0.0000075 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 114784.000000 USD 18319526.000000 JPY 2026-04-02 516.540000 N N N FANNIE MAE REMICS 2018-27 N/A 3136B1M35 1953828.510000 PA USD 1918025.970000 0.0279222 Long ABS-MBS USGSE US N 2 2058-05-25 Floating 4.14573 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CK6 5583000.000000 PA USD 5591976.120000 0.0814068 Long DBT CORP US N 2 2026-08-14 Fixed 4.9 N N N N N N LCM 35 LTD 35A N/A 50202QAL7 5600000.000000 PA USD 5591600.280000 0.0814013 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.75219 N N N N N N ENTERPRISE FLEET FINANCING 2024-4 LLC N/A 29374MAB4 5648163.280000 PA USD 5661186.810000 0.0824144 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.69 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AY3 2866000.000000 PA USD 2844627.980000 0.0414115 Long DBT CORP US N 2 2026-10-01 Fixed 2.85 N N N N N N PENFED AUTO RECEIVABLES OWNER TRUST 2025-A N/A 706916AC7 3500000.000000 PA USD 3493485.450000 0.0508574 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.03 N N N N N N FREDDIE MAC REMICS 5508 N/A 3137HJGE1 1728793.000000 PA USD 1732062.670000 0.025215 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.6619 N N N N N N KKR CLO LTD 16 N/A 48251BBE9 15550000.000000 PA USD 15565873.600000 0.226605 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.80763 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVX9 6550000.000000 PA USD 6599388.240000 0.0960725 Long DBT CORP US N 2 2027-10-28 Floating 5.68291 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 N/A 14044EAD0 4733900.220000 PA USD 4777992.710000 0.069557 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.82 N N N N N N WELLFLEET CLO 2021-2 LTD N/A 95023AAL4 7150000.000000 PA USD 7156970.680000 0.10419 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.82219 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 8760495.370000 PA USD 8717893.960000 0.126913 Long ABS-O CORP US N 2 2068-02-27 Floating 4.52638 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3U3 199000.000000 PA USD 199247.830000 0.0029006 Long DBT CORP US N 2 2027-03-25 Floating 4.85055 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04686E3C4 901000.000000 PA USD 894410.630000 0.0130206 Long DBT CORP US N 2 2026-06-29 Fixed 1.608 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WGM7 2700000.000000 PA USD 2700678.920000 0.0393159 Long DBT CORP US N 2 2027-03-08 Floating 4.37696 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 8816251.100000 PA USD 8825557.090000 0.128481 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.0238 N N N N N N N/A N/A 000000000 1.000000 NC 592912.120000 0.0086315 N/A DFE GB N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 20888089.120000 GBP 28227850.320000 USD 2026-04-02 592912.120000 N N N ACORE ISSUER, LLC 26-FL1 N/A 00485EAA1 7400000.000000 PA USD 7395464.540000 0.107662 Long ABS-CBDO CORP KY N 2 2043-08-20 Floating 5.12504 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 146000.000000 PA USD 145437.960000 0.0021173 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8M1 15549000.000000 PA USD 15562670.840000 0.226558 Long DBT CORP CA N 2 2027-09-10 Floating 4.52611 N N N N N N FANNIE MAE REMICS 2014-63 N/A 3136ALCV1 149509.500000 PA USD 148878.990000 0.0021673 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2025-18 N/A 3136BVKH0 64219346.100000 PA USD 64479826.190000 0.938684 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.5619 N N N N N N CARVAL CLO LTD 2018-1A N/A 146865AJ9 1567786.660000 PA USD 1569414.900000 0.0228472 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 4.90113 N N N N N N MIRAE ASSET DAEWOO CO LTD (AKA: DAEWOO SECURITIES CO LTD) 98840072S6T63E2V1291 ACI2HJDJ6 3616000.000000 PA USD 3642182.550000 0.0530221 Long DBT CORP KR N 2 2026-07-26 Fixed 6.875 N N N N N N POST CLO 2022-1 LTD N/A 73742YAJ4 7700000.000000 PA USD 7701702.620000 0.11212 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 4.76211 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBP9 6697000.000000 PA USD 6713070.860000 0.0977275 Long DBT CORP US N 2 2027-04-02 Fixed 4.7 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAM4 24799000.000000 PA USD 24549224.470000 0.357382 Long DBT CORP US N 2 2026-08-15 Fixed 1.875 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-3 N/A 02582JKD1 3100000.000000 PA USD 3118342.080000 0.0453962 Long ABS-MBS CORP US N 2 2028-09-15 Fixed 5.23 N N N N N N EVERGREEN CREDIT CARD TRUST SERIES 2025-1A N/A 30023JCZ9 36600000.000000 PA USD 36722251.320000 0.534595 Long ABS-MBS CORP CA N 2 2029-10-15 Floating 4.23211 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDL5 4100000.000000 PA USD 4033588.490000 0.0587201 Long DBT CORP NL N 2 2027-12-15 Floating 1.98 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439BB4 20900000.000000 PA USD 20993894.920000 0.305625 Long DBT CORP GB N 2 2028-11-26 Floating 4.72106 N N N N N N FANNIE MAE REMICS 2025-16 N/A 3136BU5D8 12801938.860000 PA USD 12902172.920000 0.187827 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.8119 N N N N N N FREDDIE MAC REMICS 5517 N/A 3137HKGJ7 17662108.130000 PA USD 17870944.900000 0.260161 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.6119 N N N N N N FREDDIE MAC REMICS 5426 N/A 3137HCY22 8130240.250000 PA USD 8093180.180000 0.117819 Long ABS-MBS USGSE US N 2 2050-12-15 Floating 4.58125 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-B N/A 78449XAB8 525140.760000 PA USD 526673.380000 0.0076672 Long ABS-O CORP US N 2 2053-07-15 Floating 4.88699 N N N N N N EMERA US FINANCE LP N/A 29103DAJ5 2200000.000000 PA USD 2195091.890000 0.0319557 Long DBT CORP US N 2 2026-06-15 Fixed 3.55 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AY5 4400000.000000 PA USD 4421238.890000 0.0643635 Long DBT CORP GB N 2 2027-08-07 Floating 5.985 N N N N N N COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP N/A 196500AA0 3395000.000000 PA USD 3389703.940000 0.0493466 Long DBT CORP US N 2 2026-08-15 Fixed 4.15 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECV5 3800000.000000 PA USD 3809726.250000 0.0554612 Long DBT CORP US N 2 2027-03-19 Floating 4.41637 N N N N N N BARINGS EURO CLO 2020-1 DAC 20-1A N/A ACI316LH4 10900000.000000 PA 12591497.910000 0.183304 Long ABS-CBDO CORP IE N 2 2038-10-21 Floating 3.269 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAY9 6600000.000000 PA USD 6652500.430000 0.0968457 Long DBT CORP GB N 2 2028-01-05 Floating 5.26461 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAJ4 4294000.000000 PA USD 4319430.910000 0.0628814 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N FREDDIE MAC REMICS 4680 N/A 3137BY6F2 2901862.620000 PA USD 2851853.080000 0.0415167 Long ABS-MBS USGSE US N 2 2046-12-15 Floating 4.18671 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYZ4 7775000.000000 PA USD 7803625.760000 0.113604 Long DBT CORP CA N 2 2027-01-21 Floating 4.37889 N N N N N N ARROWMARK COLORADO HOLDINGS 2018-3A N/A 28623VAN9 4700000.000000 PA USD 4702638.250000 0.06846 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 4.96802 N N N N N N N/A N/A 000000000 1.000000 NC -221175.920000 -0.0032198 N/A DFE GB N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 35905245.040000 USD 26972089.120000 GBP 2026-04-02 -221175.920000 N N N KKR CLO 36A LTD N/A 48255AAJ7 18300000.000000 PA USD 18322403.590000 0.266734 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.82219 N N N N N N SLM STUDENT LOAN TRUST 2012-3 N/A 78447AAA2 5126585.520000 PA USD 5077761.970000 0.073921 Long ABS-O CORP US N 2 2038-12-27 Floating 4.42638 N N N N N N FANNIE MAE REMICS 2019-9 N/A 3136B35A4 3448259.010000 PA USD 3320690.320000 0.0483419 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.5 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAU9 5000000.000000 PA USD 5012376.800000 0.0729691 Long DBT CORP GB N 2 2030-09-11 Floating 4.858 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H20 N/A 38384LB73 9582877.300000 PA USD 9673178.670000 0.14082 Long ABS-MBS USGSE US N 2 2075-09-20 Floating 4.44294 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBC8 1400000.000000 PA USD 1408814.670000 0.0205092 Long DBT CORP ES N 2 2028-03-14 Floating 5.02209 N N N N N N FREDDIE MAC REMICS 5548 N/A 3137HLJR4 17430805.310000 PA USD 17612800.350000 0.256403 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 5.1119 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAG0 22692000.000000 PA USD 22814707.670000 0.332132 Long DBT CORP US N 2 2027-06-30 Fixed 5.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89 N/A 38385GMK2 5077784.140000 PA USD 5111530.080000 0.0744126 Long ABS-MBS USGSE US N 2 2055-05-20 Floating 4.62294 N N N N N N ASHFORD HOSPITALITY TRUST 2018-ASHF N/A 04410RAA4 1360301.630000 PA USD 1360386.650000 0.0198042 Long ABS-MBS CORP US N 2 2035-04-15 Floating 4.745 N N N N N N FANNIE MAE REMICS 2019-41 N/A 3136B5SR7 943159.080000 PA USD 924311.650000 0.0134559 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 4.22638 N N N N N N ENTERPRISE FLEET FINANCING 2025-4 LLC N/A 29373NAB3 16400000.000000 PA USD 16386128.880000 0.238546 Long ABS-O CORP US N 2 2028-08-20 Fixed 4.05 N N N N N N TRNTS-2021-17A N/A 89642JAL9 2500000.000000 PA USD 2503049.480000 0.0364389 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.81763 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI2T0199 19400000.000000 PA USD 19610795.940000 0.28549 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.125 N N N N N N FREDDIE MAC REMICS 4521 N/A 3137BLN53 1277757.950000 PA USD 1261402.520000 0.0183632 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 4.12573 N N N N N N N/A N/A 000000000 898300000.000000 NC USD 2438615.010000 0.0355008 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.65000 09/11/26-1Y LCH 2027-09-11 0.000000 USD 0.000000 USD N/A USD N/A 3.650000 USD 2026-09-09 XXXX 1535823.510000 N N N FREDDIE MAC REMICS 4344 N/A 3137BAJK9 597537.960000 PA USD 584378.140000 0.0085073 Long ABS-MBS USGSE US N 2 2037-12-15 Floating 4.24573 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04686E4Q2 1100000.000000 PA USD 1099955.880000 0.0160129 Long DBT CORP US N 2 2027-01-07 Floating 4.50042 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A N/A ACI309N95 12500000.000000 PA 14449743.050000 0.210356 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.047 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 Q8809VAH2 24600000.000000 PA USD 24579582.000000 0.357824 Long DBT CORP AU N 2 2026-04-28 Fixed 3.625 N N N N N N FREDDIE MAC REMICS 5544 N/A 3137HLNN8 17578875.210000 PA USD 17729149.980000 0.258097 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 4.6619 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DE62 6100000.000000 PA USD 6073440.600000 0.0884159 Long DBT CORP US N 2 2026-05-06 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98 N/A 38381NNT1 27834702.120000 PA USD 27977945.060000 0.407297 Long ABS-MBS USGSE US N 2 2055-06-20 Floating 4.57294 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 1300000.000000 PA USD 1296288.510000 0.0188711 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2025-P1 N/A 14689MAC4 3000000.000000 PA USD 3011031.000000 0.043834 Long ABS-O CORP US N 2 2030-05-10 Fixed 4.55 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385BD2 3900000.000000 PA USD 3962053.490000 0.0576787 Long DBT CORP CA N 2 2029-12-15 Fixed 5 N N N N N N PRKCM 2025-AFC1 TRUST N/A 69392YAA4 6412223.530000 PA USD 6400980.980000 0.0931841 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 5.101 N N N N N N NELNET STUDENT LOAN TRUST 2025-DA N/A 639931AA2 12654107.770000 PA USD 12508228.680000 0.182092 Long ABS-O CORP US N 2 2054-08-20 Fixed 4.65 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAJ6 5785000.000000 PA USD 5850888.660000 0.085176 Long DBT CORP GB N 2 2027-10-18 Floating 6.557 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADJ3 2250000.000000 PA USD 2256096.420000 0.0328438 Long DBT CORP US N 2 2027-09-24 Floating 4.66665 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 7872000.000000 PA USD 7850264.150000 0.114283 Long DBT CORP US N 2 2027-05-04 Floating 1.593 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3W9 3152000.000000 PA USD 3153502.590000 0.045908 Long DBT CORP US N 2 2026-05-08 Floating 4.51451 N N N N N N N/A N/A 000000000 2035.000000 NC -3256874.520000 -0.0474129 N/A DIR GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A 90SONIA 2027-03-16 644022289.430000 GBP -3256874.520000 N N N FANNIE MAE REMICS 2014-38 N/A 3136AKNW9 39063.000000 PA USD 38888.700000 0.0005661 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 3 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675DCL4 5800000.000000 PA USD 5821590.270000 0.0847495 Long DBT CORP FR N 2 2028-02-16 Floating 4.73487 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCL2 20400000.000000 PA USD 20454936.180000 0.297779 Long DBT CORP JP N 2 2027-01-14 Floating 4.54889 N N N N N N N/A N/A 000000000 -59014351.540000 PA USD -59020630.010000 -0.85921 Short RA US N 2 Reverse repurchase N 3.830000 2026-04-08 60800000.000000 USD 60494310.080000 USD AMBS N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD76 3400000.000000 PA USD 3396734.440000 0.0494489 Long DBT CORP US N 2 2029-01-21 Floating 4.37889 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE/SYDNEY BRANCH 2IGI19DL77OX0HC3ZE78 ACI2FDKD6 24490000.000000 PA 16897057.130000 0.245984 Long DBT CORP AU N 2 2026-04-21 Floating 4.5292 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-85 N/A 38381XKL9 944835.630000 PA USD 876533.840000 0.0127604 Long ABS-MBS USGSE US N 2 2049-07-20 Floating 4 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAU1 9500000.000000 PA USD 9513233.980000 0.138492 Long DBT CORP US N 2 2027-04-01 Fixed 4.6 N N N N N N PFP 2025-12 LTD N/A 69382JAA9 1200000.000000 PA USD 1200123.560000 0.0174711 Long ABS-CBDO CORP KY N 2 2042-12-18 Floating 5.16876 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AT9 581000.000000 PA USD 580669.250000 0.0084533 Long DBT CORP US N 2 2026-04-21 Fixed 3.125 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KE83 20000000.000000 PA USD 19908898.000000 0.28983 Long DBT CORP US N 2 2026-05-08 None 0 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 66775VAB1 700000.000000 PA USD 697555.910000 0.0101549 Long DBT CORP US N 2 2027-04-01 Fixed 4 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBD4 2286000.000000 PA USD 2272848.210000 0.0330876 Long DBT CORP US N 2 2026-11-02 Fixed 3.5 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAH1 5914000.000000 PA USD 5989248.850000 0.0871902 Long DBT CORP GB N 2 2027-05-17 Fixed 5.416 N N N N N N FREDDIE MAC REMICS 5511 N/A 3137HKKP8 10995429.470000 PA USD 11074728.510000 0.161224 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.8119 N N N N N N N/A N/A 000000000 -1844.000000 NC USD 3828851.540000 0.0557396 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2026-06-18 -209164344.670000 USD 3828851.540000 N N N JTI FINANCIAL SERVICES (NORTH AMERICA) LLC N/A 48130PEL6 15700000.000000 PA USD 15617721.010000 0.227359 Long DBT CORP US N 2 2026-05-20 None 0 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2025-RP4 N/A 17292EAA8 20296991.430000 PA USD 18652914.830000 0.271545 Long ABS-MBS CORP US N 2 2062-10-25 Fixed 3.375 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 1190000.000000 PA USD 1188488.520000 0.0173018 Long DBT CORP US N 2 2026-04-15 Fixed 1.7 N N N N N N SBA TOWER TRUST N/A 78403DAV2 4500000.000000 PA USD 4392481.500000 0.0639448 Long DBT CORP US N 2 2027-04-15 Fixed 1.84 N N N N N N ALBACORE EURO CLO IV DAC 4A N/A ACI2Q3N92 1499752.640000 PA 1735639.290000 0.0252671 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.006 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607LWU3 1000000.000000 PA USD 1003185.480000 0.0146042 Long DBT CORP CA N 2 2026-10-02 Floating 4.88519 N N N N N N N/A N/A 000000000 2356.000000 NC -1363438.930000 -0.0198487 N/A DIR GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A EUIB 2026-12-14 661597338.770000 EUR -1363438.930000 N N N N/A N/A 000000000 1.000000 NC 57338.780000 0.0008347 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-10-01 0.000000 CLP 0.000000 CLP 3897300000.000000 CLP 57338.780000 N N N FREDDIE MAC REMICS 5500 N/A 3137HJB30 16781093.340000 PA USD 16898782.500000 0.246009 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.6119 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A N/A ACI2TS750 13393540.600000 PA 15469139.680000 0.225196 Long ABS-CBDO CORP IE N 2 2034-10-15 Floating 2.866 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAB9 2437000.000000 PA USD 2447408.500000 0.0356289 Long DBT CORP US N 2 2026-09-18 Fixed 5.5 N N N N N N RENESAS ELECTRONICS CORPORATION 5299000EPC47VJQOFB81 75972BAB7 500000.000000 PA USD 492332.230000 0.0071673 Long DBT CORP JP N 2 2026-11-25 Fixed 2.17 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BX5 5100000.000000 PA USD 5108535.770000 0.074369 Long DBT CORP US N 2 2026-10-01 Floating 4.40371 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAS9 300000.000000 PA USD 300518.620000 0.0043749 Long DBT CORP US N 2 2027-03-15 Fixed 4.875 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DJ5 5636000.000000 PA USD 5642981.600000 0.0821493 Long DBT CORP US N 2 2027-07-28 Floating 4.63844 N N N N N N FANNIE MAE 2025-35 N/A 3136BVJ66 5557153.560000 PA USD 5617636.510000 0.0817804 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.7119 N N N N N N N/A N/A 000000000 1.000000 NC -14139.040000 -0.0002058 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1106936.890000 USD 826000.000000 GBP 2026-04-02 -14139.040000 N N N ENTERPRISE FLEET FUNDING LLC 2022-4 N/A 29374GAB7 150700.210000 PA USD 150883.220000 0.0021965 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.76 N N N N N N N/A N/A 000000000 1.000000 NC -1861.450000 -0.0000271 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 291842.380000 USD 404055.780000 CAD 2026-04-02 -1861.450000 N N N N/A N/A 000000000 -1526000.000000 PA USD -1526000.000000 -0.0222152 Short RA US N 2 Reverse repurchase N 3.770000 2026-04-01 1400000.000000 USD 1437699.790000 USD UST N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BR5 983000.000000 PA USD 978415.670000 0.0142436 Long DBT CORP US N 2 2026-06-15 Fixed 2.25 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CY4 7060000.000000 PA USD 7140090.190000 0.103944 Long DBT CORP GB N 2 2028-02-08 Floating 5.69451 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 13771000.000000 PA USD 13278068.980000 0.193299 Long DBT CORP GB N 2 2028-09-22 Floating 2.013 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DDP1 19100000.000000 PA USD 19047793.970000 0.277294 Long DBT CORP US N 2 2026-04-23 None 0 N N N N N N OBX 2024-NQM5 TRUST N/A 67448NAA6 3347740.430000 PA USD 3367844.950000 0.0490284 Long ABS-MBS CORP US N 2 2064-01-25 Fixed 5.988 N N N N N N MFA 2020-NQM2 TRUST N/A 552751AA7 1572535.070000 PA USD 1546354.560000 0.0225115 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381 N N N N N N N/A N/A 000000000 1.000000 NC USD 479250.680000 0.0069768 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-08-31 0.000000 USD -245703.460000 USD 47804600.000000 USD 724954.140000 N N N FANNIE MAE REMICS 2025-12 N/A 3136BVFH6 1928045.840000 PA USD 1941658.610000 0.0282663 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.6119 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A45 29624000.000000 PA USD 29495185.070000 0.429385 Long DBT CORP US N 2 2027-01-09 Fixed 4.271 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJR3 566000.000000 PA USD 567067.740000 0.0082553 Long DBT CORP US N 2 2027-06-09 Floating 4.53696 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI1YYXQ8 1565000000.000000 PA 1681362.090000 0.0244769 Long DBT NUSS CL N 2 2028-10-01 Fixed 5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBL3 2242000.000000 PA USD 2239651.550000 0.0326044 Long DBT CORP US N 2 2026-04-15 Fixed 1.6 N N N N N N HARVEST CLO XXI DAC 21A N/A ACI1WSV36 84426.470000 PA 96298.070000 0.0014019 Long ABS-CBDO CORP IE N 2 2031-07-15 Fixed 1.04 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AW4 570000.000000 PA USD 565981.880000 0.0082394 Long DBT CORP US N 2 2026-11-15 Fixed 3.4 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAW9 7515000.000000 PA USD 7460835.490000 0.108613 Long DBT CORP JP N 2 2026-07-14 Fixed 1.653 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 5173000.000000 PA USD 5163339.060000 0.0751668 Long DBT CORP US N 2 2027-04-15 Fixed 4.2 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBW2 1000000.000000 PA USD 994015.800000 0.0144707 Long DBT CORP US N 2 2026-06-15 Fixed 1.5 N N N N N N FREDDIE MAC REMICS 4141 N/A 3137AX2H5 2695699.980000 PA USD 2357911.790000 0.034326 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 1.5 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 8300000.000000 PA USD 8281381.610000 0.120559 Long DBT CORP US N 2 2027-09-24 Fixed 4.25 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DDH9 2100000.000000 PA USD 2095801.470000 0.0305102 Long DBT CORP US N 2 2026-04-17 None 0 N N N N N N FELLS POINT FUNDING TRUST N/A 314382AA0 26900000.000000 PA USD 26602480.080000 0.387273 Long DBT CORP US N 2 2027-01-31 Fixed 3.046 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 955000.000000 PA USD 950522.780000 0.0138375 Long DBT CORP US N 2 2026-06-01 Fixed 1.8 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HQ9 900000.000000 PA USD 900937.190000 0.0131157 Long DBT CORP US N 2 2027-06-01 Fixed 4.7 N N N N N N N/A N/A 000000000 1.000000 NC USD 43050.480000 0.0006267 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-31 0.000000 USD 0.000000 USD 6900000.000000 USD 43050.480000 N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 U9273ACX1 500000.000000 PA USD 496990.640000 0.0072351 Long DBT CORP US N 2 2026-09-26 Fixed 3.2 N N N N N N FREDDIE MAC REMICS 4367 N/A 3137BCL48 12124867.680000 PA USD 11975788.790000 0.174341 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 4.14573 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H18 N/A 38384LTU3 17715872.210000 PA USD 17713740.990000 0.257873 Long ABS-MBS USGSE US N 2 2075-08-20 Floating 4.37294 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22534PAB9 2350000.000000 PA USD 2310747.500000 0.0336394 Long DBT CORP FR N 2 2027-01-11 Fixed 2.015 N N N N N N THE CAMPBELLS COMPANY 5493007JDSMX8Z5Z1902 134429BM0 18213000.000000 PA USD 18316172.270000 0.266643 Long DBT CORP US N 2 2027-03-19 Fixed 5.2 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BB7 1660000.000000 PA USD 1650008.910000 0.0240205 Long DBT CORP US N 2 2026-09-26 Fixed 3.2 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 ACI1Y1WH1 1600000.000000 PA USD 1592649.900000 0.0231855 Long DBT CORP IT N 2 2027-06-03 Floating 1.982 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 19060000.000000 PA USD 19159031.570000 0.278913 Long DBT CORP US N 2 2028-01-23 Floating 5.04 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023KAM0 20400000.000000 PA USD 20434206.310000 0.297477 Long DBT CORP SG N 2 2028-03-21 Floating 4.23651 N N N N N N NELNET STUDENT LOAN TRUST 2017-3A N/A 64032KAA1 4173406.650000 PA USD 4158852.310000 0.0605437 Long ABS-O CORP US N 2 2066-02-25 Floating 4.62638 N N N N N N N/A N/A 000000000 1.000000 NC 38773.250000 0.0005645 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2868000.000000 CAD 2097066.540000 USD 2026-04-02 38773.250000 N N N N/A N/A 000000000 272600000.000000 NC USD 172964.700000 0.002518 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.00000 07/30/26-1Y LCH 2027-07-30 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2026-07-28 XXXX -31485.300000 N N N FANNIE MAE REMICS 2025-54 N/A 3136BWNW2 4930951.140000 PA USD 4959782.410000 0.0722035 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.7619 N N N N N N N/A N/A 000000000 1.000000 NC 1015.650000 0.0000148 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 69000.000000 CAD 50535.260000 USD 2026-04-02 1015.650000 N N N FANNIE MAE-ACES 2019-M18 N/A 3136B56M2 4134801.900000 PA USD 3931792.220000 0.0572382 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.469 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 ACI286S09 25000000.000000 PA USD 25355849.250000 0.369125 Long DBT CORP SE N 2 2027-09-20 Fixed 5.337 N N N N N N CHASE AUTO OWNER TRUST 2024-5A N/A 16144QAB1 245.410000 PA USD 245.460000 0.0000036 Long ABS-O CORP US N 2 2027-11-26 Fixed 4.4 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861WAG0 1200000.000000 PA USD 1204754.800000 0.0175386 Long DBT CORP GB N 2 2028-02-16 Floating 4.95487 N N N N N N UBS AG/SYDNEY BRANCH BFM8T61CT2L1QCEMIK50 ACI2FYK57 23800000.000000 PA 16434985.250000 0.239257 Long DBT CORP CH N 2 2026-05-12 Floating 5.2564 N N N N N N N/A N/A 000000000 1.000000 NC 375709.520000 0.0054695 N/A DFE CL N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 8101638183.000000 CLP 9132722.560000 USD 2026-06-17 375709.520000 N N N FANNIE MAE REMICS 2024-90 N/A 3136BTXD0 14355729.660000 PA USD 14514080.540000 0.211293 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 4.9119 N N N N N N BLACKROCK EUROPEAN CLO VII DAC 7A N/A ACI1W2WD0 5622915.290000 PA 6507334.240000 0.0947324 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 2.636 N N N N N N FANNIE MAE REMICS 2019-53 N/A 3136B5K95 666708.530000 PA USD 651028.810000 0.0094775 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 4.19573 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07 N/A 38380L8G1 10601097.980000 PA USD 10611120.260000 0.154474 Long ABS-MBS USGSE US N 2 2070-04-20 Floating 4.48325 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 5000000.000000 PA USD 5097768.500000 0.0742122 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.98 N N N N N N FREDDIE MAC REMICS 5593 N/A 3137HNV47 756391.940000 PA USD 760641.650000 0.0110733 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.5619 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBG9 400000.000000 PA USD 407623.390000 0.0059341 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45 N N N N N N CARMAX AUTO OWNER TRUST 2025-2 N/A 14320AAB7 2658454.890000 PA USD 2663648.450000 0.0387768 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.59 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 5136000.000000 PA USD 5069812.570000 0.0738053 Long DBT CORP US N 2 2027-09-10 Floating 1.542 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KD84 1300000.000000 PA USD 1298801.920000 0.0189077 Long DBT CORP US N 2 2026-04-08 None 0 N N N N N N JP MORGAN MORTGAGE TRUST SERIES 2025-NQM4 N/A 46660HAD8 5564953.180000 PA USD 5545868.170000 0.0807356 Long ABS-MBS CORP US N 2 2066-03-25 Variable 4.954 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2024-C N/A 98164NAD7 5000000.000000 PA USD 5014546.000000 0.0730007 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.43 N N N N N N FREDDIE MAC REMICS 4903 N/A 3137FN4N7 642693.180000 PA USD 630232.320000 0.0091748 Long ABS-MBS USGSE US N 2 2049-08-15 Floating 4.23671 N N N N N N FREDDIE MAC REMICS 4903 N/A 3137FN4L1 2516646.910000 PA USD 2469161.050000 0.0359455 Long ABS-MBS USGSE US N 2 2048-09-15 Floating 4.23671 N N N N N N FREDDIE MAC REMICS 4190 N/A 3137B1CE0 3078801.570000 PA USD 3000265.650000 0.0436772 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 4.14573 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LVC2 11165000.000000 PA USD 11207611.450000 0.163158 Long DBT CORP US N 2 2027-01-13 Fixed 4.9 N N N N N N NELNET STUDENT LOAN TRUST 2026-A N/A 64032UAA9 13714635.200000 PA USD 13548449.480000 0.197236 Long ABS-O CORP US N 2 2061-02-21 Fixed 4.61 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2026-1 DAC 26-1A N/A ACI38ZH96 12700000.000000 PA 14679297.800000 0.213698 Long ABS-CBDO CORP IE N 3 2035-10-15 Floating 3.15 N N N N N N MIZUHO BANK LTD/ SYDNEY BRANCH 254900O5B06Y1EPP2H33 ACI2JNV22 2200000.000000 PA 1520819.940000 0.0221398 Long DBT CORP JP N 2 2026-09-14 Floating 5.0239 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAF6 10600000.000000 PA USD 10626591.050000 0.1547 Long DBT CORP FI N 2 2027-03-19 Floating 4.37636 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAV0 5200000.000000 PA USD 5202979.340000 0.0757439 Long DBT CORP US N 2 2026-05-15 Fixed 4.75 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAG7 36421000.000000 PA USD 35768459.510000 0.52071 Long DBT CORP US N 2 2027-01-15 Fixed 2.15 N N N N N N COMMONBOND STUDENT LOAN TRUST 2017-AGS N/A 20267VAA5 84765.250000 PA USD 81489.230000 0.0011863 Long ABS-O CORP US N 2 2041-05-25 Fixed 2.55 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAL6 21200000.000000 PA USD 21273425.140000 0.309694 Long DBT CORP SG N 2 2028-04-02 Floating 4.21527 N N N N N N ELEMENT FLEET MANAGEMENT CORP (AKA: ELEMENT FINANCIAL CORP) 5493000PGBS1C22ELQ16 286181AH5 137000.000000 PA USD 137364.140000 0.0019997 Long DBT CORP CA N 2 2026-06-26 Fixed 6.271 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3D2 2274044.850000 PA USD 2222586.170000 0.0323559 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.14573 N N N N N N BSREP COMMERCIAL MORTGAGE TRUST 2021-DC N/A 05591UAA5 3749328.630000 PA USD 3567523.310000 0.0519353 Long ABS-MBS CORP US N 2 2038-08-15 Floating 4.73748 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAQ1 24011000.000000 PA USD 23706670.420000 0.345117 Long DBT CORP US N 2 2027-03-01 Fixed 2.9 N N N N N N FREDDIE MAC REMICS 4842 N/A 3137FJG52 17795841.370000 PA USD 17464892.110000 0.25425 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.14573 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607PVR2 5000000.000000 PA USD 5002823.450000 0.0728301 Long DBT CORP CA N 2 2028-01-13 Floating 4.38928 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DG1 9867000.000000 PA USD 9893629.850000 0.144029 Long DBT CORP US N 2 2027-07-28 Floating 5.389 N N N N N N JUBILEE CLO 2016-XVII BV 16-17A N/A ACI1W2W24 3107867.830000 PA 3596697.740000 0.05236 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 2.666 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626VDG5 20100000.000000 PA USD 20063661.210000 0.292083 Long DBT CORP CA N 2 2026-04-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797QX8 721000.000000 PA USD 715892.560000 0.0104218 Long DBT UST US N 2 2026-06-11 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 221229.850000 0.0032206 N/A DFE GB N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 26972089.120000 GBP 35903869.460000 USD 2026-05-05 221229.850000 N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAU4 600000.000000 PA USD 596520.310000 0.008684 Long DBT CORP US N 2 2026-12-01 Fixed 3.35 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBA4 7700000.000000 PA USD 7735695.510000 0.112615 Long DBT CORP FR N 2 2026-07-13 Fixed 5.896 N N N N N N CHASE AUTO OWNER TRUST 2024-4A N/A 16144YAC2 4734226.180000 PA USD 4764601.450000 0.0693621 Long ABS-O CORP US N 2 2029-07-25 Fixed 4.94 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCK3 6800000.000000 PA USD 6763890.840000 0.0984673 Long DBT CORP US N 2 2026-08-15 Fixed 2.85 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CDS9 1000000.000000 PA USD 1002231.400000 0.0145903 Long DBT CORP US N 2 2027-03-25 Floating 4.63055 N N N N N N JTI FINANCIAL SERVICES (NORTH AMERICA) LLC N/A 48130PE44 1600000.000000 PA USD 1594325.280000 0.0232099 Long DBT CORP US N 2 2026-05-04 None 0 N N N N N N FREDDIE MAC REMICS 5601 N/A 3137HNQX9 768874.580000 PA USD 773154.140000 0.0112554 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.5619 N N N N N N FANNIE MAE REMICS 2025-6 N/A 3136BUTN0 4460477.800000 PA USD 4504654.370000 0.0655778 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.9119 N N N N N N COCA-COLA EUROPACIFIC PARTNERS PLC 549300LTH67W4GWMRF57 19123MAF0 600000.000000 PA USD 586555.060000 0.0085389 Long DBT CORP GB N 2 2027-01-15 Fixed 1.5 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA N/A 63941TAA4 2522288.290000 PA USD 2364659.650000 0.0344242 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A 38375UG53 506029.380000 PA USD 508084.370000 0.0073966 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 4.53325 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084EAJ7 850000.000000 PA USD 853530.240000 0.0124255 Long DBT CORP NL N 2 2028-12-03 Floating 4.65595 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084EAF5 5500000.000000 PA USD 5529425.660000 0.0804962 Long DBT CORP NL N 2 2027-09-18 Floating 5.42047 N N N N N N TRILLIUM CREDIT CARD TRUST II 2025-1A N/A 89621ACC1 27700000.000000 PA USD 27822855.040000 0.405039 Long ABS-MBS CORP US N 2 2030-09-26 Floating 4.21981 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING LLC 2025-1 N/A 39154GAH9 1817502.900000 PA USD 1821832.190000 0.0265219 Long ABS-O CORP US N 2 2027-10-15 Fixed 4.52 N N N N N N FREDDIE MAC REMICS 5493 N/A 3137HHWV9 13576541.950000 PA USD 13683992.130000 0.199209 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.8119 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAT0 28868000.000000 PA USD 28753907.600000 0.418593 Long DBT CORP ES N 2 2027-03-08 Fixed 4.103 N N N N N N FANNIE MAE REMICS 2020-66 N/A 3136BBM58 3582629.190000 PA USD 3300661.230000 0.0480503 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 1.25 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626VDA8 22750000.000000 PA USD 22724326.630000 0.330816 Long DBT CORP CA N 2 2026-04-10 None 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABD8 185000.000000 PA USD 183935.660000 0.0026777 Long DBT CORP US N 2 2026-11-02 Fixed 3.5 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADY0 10400000.000000 PA USD 10437156.600000 0.151942 Long DBT CORP US N 2 2027-06-23 Floating 4.7558 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-4A N/A 42806MCE7 5000000.000000 PA USD 5204879.500000 0.0757715 Long ABS-O CORP US N 2 2030-03-25 Fixed 6.15 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3A1 400000.000000 PA USD 401207.090000 0.0058407 Long DBT CORP CA N 2 2027-07-02 Floating 5.6 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAT9 16933000.000000 PA USD 16993078.280000 0.247382 Long DBT CORP US N 2 2026-12-30 Fixed 5.05 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAY6 13820000.000000 PA USD 13798342.680000 0.200873 Long DBT CORP US N 2 2026-11-15 Floating 4.24487 N N N N N N N/A N/A 000000000 1.000000 NC 2828.060000 0.0000412 N/A DFE HU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 100891.160000 USD 34522937.000000 HUF 2026-04-15 2828.060000 N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABQ1 6000000.000000 PA USD 5913186.720000 0.0860829 Long DBT CORP US N 2 2026-10-15 Fixed 1.3 N N N N N N JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 N/A 46590SAC1 1844460.950000 PA USD 1853124.570000 0.0269774 Long ABS-MBS CORP US N 2 2065-09-25 Variable 5.567 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI25THB0 2900000.000000 PA USD 2897532.850000 0.0421817 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25 N N N N N N FANNIE MAE REMICS 2013-40 N/A 3136ADG86 809949.940000 PA USD 802143.240000 0.0116774 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 1.5 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECX1 11900000.000000 PA USD 11937626.970000 0.173786 Long DBT CORP US N 2 2028-03-21 Floating 4.55581 N N N N N N N/A N/A 000000000 1.000000 NC 1518.720000 0.0000221 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 14282217.000000 JPY 91409.000000 USD 2026-04-02 1518.720000 N N N FNMA PASS THRU POOLS N/A 3140NVJY4 5600000.000000 PA USD 5694146.700000 0.0828942 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 5.81 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LUZ2 7000000.000000 PA USD 7001653.400000 0.101929 Long DBT CORP US N 2 2026-04-10 Fixed 5.6 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 87124VAF6 6500000.000000 PA USD 6494605.000000 0.0945471 Long DBT CORP AU N 2 2026-04-28 Fixed 3.625 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DDG1 3800000.000000 PA USD 3792861.700000 0.0552157 Long DBT CORP US N 2 2026-04-16 None 0 N N N N N N LOWE`S COMPANIES INC WAFCR4OKGSC504WU3E95 548661DM6 2200000.000000 PA USD 2198355.520000 0.0320032 Long DBT CORP US N 2 2026-04-15 Fixed 2.5 N N N N N N COX ENTERPRISES INC TVRMNZKRGA8LPW6XPG60 224050AE4 2000000.000000 PA USD 2059702.740000 0.0299847 Long DBT CORP US N 2 2027-07-15 Fixed 7.375 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BF0 4100000.000000 PA USD 4037803.000000 0.0587815 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.875 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 G91703AK7 5704000.000000 PA USD 5703911.070000 0.0830363 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AQ5 1423000.000000 PA USD 1435741.260000 0.0209012 Long DBT CORP US N 2 2027-01-30 Fixed 5.75 N N N N N N CVC CORDATUS LOAN FUND XII DAC 12A N/A ACI378M42 1920000.000000 PA 2216264.640000 0.0322639 Long ABS-CBDO CORP IE N 2 2039-01-23 Floating 3.285 N N N N N N FANNIE MAE REMICS 2025-93 N/A 3136BXS39 5399636.130000 PA USD 5418601.810000 0.0788829 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.7619 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASM60 8960305.570000 PA USD 8905341.260000 0.129642 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 4.24573 N N N N N N FREDDIE MAC REMICS 5564 N/A 3137HMDP2 5312348.640000 PA USD 5368211.700000 0.0781493 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.8619 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 4200000.000000 PA USD 4149910.510000 0.0604135 Long DBT CORP US N 2 2028-02-24 Floating 3.07 N N N N N N TOYOTA LEASE OWNER TRUST 2026-A N/A 89240MAC8 13700000.000000 PA USD 13682670.870000 0.199189 Long ABS-O CORP US N 2 2028-02-22 Floating 4.00294 N N N N N N MARBLE POINT CLO XXIV LTD N/A 56607WAU2 12000000.000000 PA USD 12003197.280000 0.17474 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 4.76057 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4 N/A 36265QAE6 3000000.000000 PA USD 3008018.700000 0.0437901 Long ABS-O CORP US N 2 2028-08-16 Fixed 4.88 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3R2 7400000.000000 PA USD 7427946.470000 0.108134 Long DBT CORP US N 2 2028-01-24 Floating 4.9 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CP2 22700000.000000 PA USD 22392898.740000 0.325991 Long DBT CORP DE N 2 2027-11-16 Floating 2.311 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3D5 15300000.000000 PA USD 15363565.530000 0.22366 Long DBT CORP CA N 2 2028-02-01 Floating 4.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 12913000.000000 PA USD 12892321.900000 0.187684 Long DBT CORP US N 2 2027-04-22 Floating 1.578 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 1493000.000000 PA USD 1442881.260000 0.0210052 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N N/A N/A 000000000 491200000.000000 NC USD 330921.440000 0.0048175 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.00000 08/05/26-1Y LCH 2027-08-05 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2026-08-03 XXXX -111158.560000 N N N N/A N/A 000000000 -883.000000 NC USD 3529482.910000 0.0513815 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2026-06-18 -102662546.880000 USD 3529482.910000 N N N PROVIDUS CLO V DAC 5A N/A ACI3128Y1 13400000.000000 PA 15479415.880000 0.225346 Long ABS-CBDO CORP IE N 2 2039-11-15 Floating 3.214 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CV9 13380000.000000 PA USD 13493694.140000 0.196438 Long DBT CORP DE N 2 2028-02-08 Floating 5.706 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZL1 9000000.000000 PA USD 9039005.190000 0.131588 Long DBT CORP US N 2 2028-02-24 Floating 4.7797 N N N N N N N/A N/A 000000000 58500000.000000 NC USD 39411.450000 0.0005737 N/A DIR US N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 Call Purchased Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.00000 08/05/26-1Y LCH 2027-08-05 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2026-08-03 XXXX -12946.050000 N N N UNITY-PEACE PARK CLO LTD 2022-1A N/A 913318AL5 20200000.000000 PA USD 20205670.140000 0.29415 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 4.72312 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BV3 25216000.000000 PA USD 25352409.480000 0.369075 Long DBT CORP US N 2 2026-09-12 Fixed 5.7 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TG2 1433000.000000 PA USD 1432137.810000 0.0208488 Long DBT UST US N 2 2026-04-07 None 0 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0W53 15644374.970000 PA USD 13955932.330000 0.203168 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 1 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KE69 10000000.000000 PA USD 9958560.000000 0.144975 Long DBT CORP US N 2 2026-05-06 None 0 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2J0 2600000.000000 PA USD 2635754.760000 0.0383708 Long DBT CORP US N 2 2030-01-16 Fixed 5.875 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 2800000.000000 PA USD 2773616.610000 0.0403777 Long DBT CORP US N 2 2027-03-24 Fixed 3.375 N N N N N N FREDDIE MAC-2991 N/A 31395UWP2 241489.000000 PA USD 239775.880000 0.0034906 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 4.18671 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 13392000.000000 PA USD 13295287.530000 0.19355 Long DBT CORP US N 2 2026-06-30 Fixed 1.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 1696000.000000 PA USD 1695564.180000 0.0246837 Long DBT CORP US N 2 2027-03-15 Fixed 4.4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-118 N/A 38381ND21 5332859.060000 PA USD 5381572.590000 0.0783438 Long ABS-MBS USGSE US N 2 2055-07-20 Floating 4.82294 N N N N N N GOLUB CAPITAL PARTNERS CLO 50B LTD N/A 38178DAN7 10500000.000000 PA USD 10503275.480000 0.152905 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 4.77763 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688ABE1 4075000.000000 PA USD 4087227.320000 0.059501 Long DBT CORP NL N 2 2027-03-05 Floating 4.36021 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368TAG3 10000000.000000 PA USD 9979710.900000 0.145283 Long DBT CORP FR N 2 2027-01-12 Fixed 4 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 10900000.000000 PA USD 10734435.870000 0.15627 Long DBT CORP FR N 2 2028-01-20 Floating 2.591 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28621BD10 21400000.000000 PA USD 21397626.740000 0.311502 Long DBT CORP US N 2 2026-04-01 None 0 N N N N N N NELNET STUDENT LOAN TRUST 2026-A N/A 64032UAB7 4315794.300000 PA USD 4338623.990000 0.0631608 Long ABS-O CORP US N 2 2061-02-21 Floating 4.95819 N N N N N N N/A N/A 000000000 1.000000 NC 7696.720000 0.000112 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2762000.000000 AUD 1911128.890000 USD 2026-04-02 7696.720000 N N N HYUNDAI CAPITAL SERVICES INC 549300MALMDAGL2ZJJ27 44920UAT5 3395000.000000 PA USD 3340047.950000 0.0486237 Long DBT CORP KR N 2 2027-01-24 Fixed 2.5 N N N N N N FREDDIE MAC-3121 N/A 31396JFX8 145897.560000 PA USD 145101.560000 0.0021124 Long ABS-MBS USGSE US N 2 2036-03-15 Floating 4.18671 N N N N N N TOWD POINT MORTGAGE TRUST 2020-1 N/A 89178WAU2 7088110.220000 PA USD 6851052.630000 0.0997362 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.71 N N N N N N ANCHORAGE CAPITAL CLO 2021-20A LTD N/A 03330YAJ9 2100000.000000 PA USD 2100675.280000 0.0305812 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.76763 N N N N N N FREDDIE MAC REMICS 4474 N/A 3137BJG80 1022286.020000 PA USD 1009559.380000 0.014697 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 4.14573 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1500000.000000 PA USD 1485221.000000 0.0216215 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N NELNET STUDENT LOAN TRUST 2025-CA N/A 64035UAA6 26545083.070000 PA USD 26280362.230000 0.382584 Long ABS-O CORP US N 2 2065-06-22 Fixed 4.67 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAT6 8152000.000000 PA USD 8143548.250000 0.118552 Long DBT CORP US N 2 2026-07-15 Fixed 3.9 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CM5 800000.000000 PA USD 790672.400000 0.0115104 Long DBT CORP US N 2 2027-02-15 Fixed 3 N N N N N N N/A N/A 000000000 464900000.000000 NC USD 340260.310000 0.0049534 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.00000 08/13/26-1Y LCH 2027-08-13 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2026-08-11 XXXX -180427.690000 N N N VERIZON MASTER TRUST 2024-6 N/A 92348KDE0 9200000.000000 PA USD 9204805.160000 0.134002 Long ABS-O CORP US N 2 2030-08-20 Fixed 4.17 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WGE5 37100000.000000 PA USD 37129931.910000 0.54053 Long DBT CORP US N 2 2027-07-09 Floating 4.53944 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BU5 26800000.000000 PA USD 26781240.000000 0.389876 Long DBT NUSS PE N 2 2027-08-25 Fixed 4.125 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDH5 12000000.000000 PA USD 11972670.600000 0.174296 Long DBT CORP GB N 2 2030-05-24 Floating 4.5897 N N N N N N N/A N/A 000000000 1.000000 NC -227.060000 -0.0000033 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5645781.000000 JPY 35413.000000 USD 2026-05-07 -227.060000 N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XEW2 10900000.000000 PA USD 10913297.460000 0.158874 Long DBT CORP US N 2 2027-07-15 Floating 4.71926 N N N N N N FANNIE MAE REMICS 2024-103 N/A 3136BUQH6 21749930.810000 PA USD 21920641.670000 0.319116 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.8119 N N N N N N FREDDIE MAC REMICS 4722 N/A 3137FAWH7 1466969.540000 PA USD 1422906.180000 0.0207144 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 4.11573 N N N N N N N/A N/A 000000000 1.000000 NC -2232.790000 -0.0000325 N/A DFE GB N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 5908104.000000 USD 4464000.000000 GBP 2026-04-02 -2232.790000 N N N TELEDYNE TECHNOLOGIES INCORPORATED 549300VSMO9KYQWDND94 879360AC9 3459000.000000 PA USD 3459000.000000 0.0503554 Long DBT CORP US N 2 2026-04-01 Fixed 1.6 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 12856000.000000 PA USD 12663162.700000 0.184348 Long DBT CORP GB N 2 2027-11-24 Floating 2.279 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 N/A 38376R6F8 1959101.240000 PA USD 1987729.190000 0.0289369 Long ABS-MBS USGSE US N 2 2067-07-20 Floating 5.5807 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CF7 9253000.000000 PA USD 9332027.470000 0.135854 Long DBT CORP US N 2 2027-03-22 Fixed 5.3 N N N N N N N/A N/A 000000000 1.000000 NC USD 31241.360000 0.0004548 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-31 0.000000 USD 0.000000 USD 4600000.000000 USD 31241.360000 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BQ1 3810000.000000 PA USD 3816378.320000 0.055558 Long DBT CORP US N 2 2026-08-01 Fixed 5.4 N N N N N N FREDDIE MAC REMICS 4419 N/A 3137BFMR9 1314082.250000 PA USD 1281810.360000 0.0186603 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 4.13573 N N N N N N FHLMC PASS THRU POOLS N/A 3132CXLV2 10400475.520000 PA USD 10059257.030000 0.146441 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.5 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCZ1 5160000.000000 PA USD 5171475.890000 0.0752853 Long DBT CORP JP N 2 2026-07-13 Floating 4.96916 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17 N/A 38382CP47 1024908.290000 PA USD 909713.420000 0.0132434 Long ABS-MBS USGSE US N 2 2049-10-20 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TE7 200000.000000 PA USD 198308.260000 0.0028869 Long DBT UST US N 2 2026-06-25 None 0 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBZ4 1900000.000000 PA USD 1912132.070000 0.0278364 Long DBT CORP FR N 2 2027-02-19 Fixed 5.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11 N/A 38375BLQ3 100299.660000 PA USD 100326.280000 0.0014605 Long ABS-MBS USGSE US N 2 2061-04-20 Floating 4.28325 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAN7 7915000.000000 PA USD 7968871.710000 0.116009 Long DBT CORP DE N 2 2027-07-13 Floating 7.146 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBT2 9267000.000000 PA USD 9255721.040000 0.134743 Long DBT CORP US N 2 2027-01-17 Fixed 4.35 N N N N N N CARDS II TRUST 2025-1A N/A 14161GCM0 10700000.000000 PA USD 10745455.740000 0.15643 Long ABS-MBS CORP US N 2 2031-03-15 Fixed 4.63 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863DX3 1400000.000000 PA USD 1381730.000000 0.0201149 Long DBT NUSS CL N 2 2027-01-31 Fixed 2.75 N N N N N N ARES EUROPEAN CLO X BV 10A N/A ACI1Y2RR3 2492448.830000 PA 2883835.760000 0.0419823 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 2.796 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-P4 N/A 14076LAC7 1997936.820000 PA USD 2004385.360000 0.0291794 Long ABS-O CORP US N 2 2030-01-10 Fixed 4.64 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675DCH3 3700000.000000 PA USD 3717686.520000 0.0541213 Long DBT CORP FR N 2 2027-01-23 Floating 4.79848 N N N N N N FANNIE MAE REMICS 2014-69 N/A 3136ALXW6 1847884.480000 PA USD 1861522.980000 0.0270997 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 4.14573 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AG7 2000000.000000 PA USD 2085637.420000 0.0303623 Long DBT CORP LR N 2 2027-10-15 Fixed 7.5 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CDN0 5490000.000000 PA USD 5460524.240000 0.0794932 Long DBT CORP US N 2 2028-01-07 Floating 4.59042 N N N N N N MADISON PARK FUNDING XLVI LTD 2020-46A N/A 55822AAW7 10000000.000000 PA USD 9993493.200000 0.145483 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.67219 N N N N N N COLUMBIA PIPELINES HOLDING COMPANY LLC N/A 19828AAA5 1454000.000000 PA USD 1460724.080000 0.0212649 Long DBT CORP US N 2 2026-08-15 Fixed 6.055 N N N N N N FANNIE MAE REMICS 2025-92 N/A 3136BXU85 3308836.030000 PA USD 3339855.710000 0.0486209 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.8619 N N N N N N FREDDIE MAC REMICS 5573 N/A 3137HMSG6 764686.350000 PA USD 768940.760000 0.0111941 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.5619 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAJ2 6000000.000000 PA USD 6005237.340000 0.087423 Long DBT CORP GB N 2 2028-06-30 Fixed 4.5 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28621BDD4 30900000.000000 PA USD 30855080.670000 0.449182 Long DBT CORP US N 2 2026-04-13 None 0 N N N N N N FANNIE MAE REMICS 2019-46 N/A 3136B5XC4 2454819.670000 PA USD 2430626.440000 0.0353845 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 4.17638 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAB1 2600000.000000 PA USD 2597596.250000 0.0378153 Long DBT CORP ES N 2 2027-04-11 Fixed 4.25 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BX0 2000000.000000 PA USD 1917426.520000 0.0279135 Long DBT CORP US N 2 2027-10-01 Fixed 1.2 N N N N N N FHR-4749 N/A 3137FCUQ5 822298.730000 PA USD 819197.100000 0.0119257 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 2.75 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A86 600000.000000 PA USD 592411.600000 0.0086242 Long DBT CORP US N 2 2027-08-17 Fixed 4.125 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903AS2 851000.000000 PA USD 848889.390000 0.012358 Long DBT CORP US N 2 2026-06-15 Fixed 3.125 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BJ6 5644000.000000 PA USD 5672671.180000 0.0825816 Long DBT CORP US N 2 2027-03-15 Fixed 5.15 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 32034000.000000 PA USD 31850311.920000 0.46367 Long DBT CORP US Y 2 2027-06-09 Floating 1.462 N N N N N N N/A N/A 000000000 1.000000 NC -4067066.630000 -0.0592075 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB SONIO (03/18/26) LCH N/A N/A 2031-03-18 0.000000 GBP 0.000000 GBP N/A GBP Y 2031-03-18 0.000000 GBP -2108089.690000 GBP 95400000.000000 GBP -1958976.940000 N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAM0 2500000.000000 PA USD 2481342.100000 0.0361229 Long DBT CORP NL N 2 2026-07-12 Variable 1.625 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VA3 16100350.770000 PA USD 14029818.290000 0.204243 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 1 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 U09513KF5 500000.000000 PA USD 500866.540000 0.0072915 Long DBT CORP US N 2 2027-08-13 Floating 4.58487 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3B6 1338262.510000 PA USD 1316257.860000 0.0191618 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 4.14573 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AN8 897000.000000 PA USD 893268.780000 0.013004 Long DBT CORP US N 2 2027-03-27 Fixed 4 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 28200000.000000 PA USD 28179545.980000 0.410232 Long DBT CORP US N 2 2026-04-15 Fixed 2.625 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BC1 9400000.000000 PA USD 9525831.780000 0.138675 Long DBT CORP CH N 2 2027-12-22 Floating 6.327 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAE6 9582000.000000 PA USD 9596189.220000 0.139699 Long DBT CORP US N 2 2026-10-01 Fixed 4.9 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEC9 7200000.000000 PA USD 7208829.430000 0.104945 Long DBT CORP US N 2 2028-03-03 Floating 4.1325 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SM0 720000.000000 PA USD 718405.150000 0.0104584 Long DBT UST US N 2 2026-04-23 None 0 N N N N N N 522 FUNDING CLO 2020-6 LTD N/A 33835AAY5 1600000.000000 PA USD 1602208.020000 0.0233246 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 4.87102 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A N/A 81885FAB2 2800000.000000 PA USD 2793973.840000 0.0406741 Long ABS-O CORP US N 2 2029-08-20 Fixed 3.91 N N N N N N ISRAEL ELECTRIC CORPORATION LIMITED 254900JW7GE35YNJGJ55 46507VAB8 600000.000000 PA USD 626843.250000 0.0091255 Long DBT CORP IL N 2 2027-12-15 Fixed 7.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 4300000.000000 PA USD 4279215.820000 0.0622959 Long DBT CORP US N 2 2028-02-01 Floating 3.782 N N N N N N N/A N/A 000000000 1.000000 NC -40966.590000 -0.0005964 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3135463.180000 USD 2339000.000000 GBP 2026-04-02 -40966.590000 N N N FANNIE MAE REMICS 2025-70 N/A 3136BXKH6 5469867.600000 PA USD 5504417.470000 0.0801322 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.9119 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B77 9037000.000000 PA USD 8971202.420000 0.130601 Long DBT CORP US N 2 2026-08-10 Fixed 2.7 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607PVU5 20000000.000000 PA USD 20514571.400000 0.298647 Long DBT CORP CA N 2 2030-01-14 Fixed 4.876 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAA1 4000000.000000 PA USD 3939281.280000 0.0573472 Long DBT CORP US N 2 2026-11-30 Fixed 2 N N N N N N OCEAN TRAILS CLO XI 2021-11A N/A 67514VAL3 20100000.000000 PA USD 20103277.310000 0.292659 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.69763 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAD7 2815000.000000 PA USD 2794266.710000 0.0406783 Long DBT CORP US N 2 2027-02-15 Fixed 3.75 N N N N N N TRIMARAN CAVU LTD 2021-2A N/A 89624UAN2 7200000.000000 PA USD 7198520.980000 0.104795 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 4.68364 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 830505BL6 11800000.000000 PA USD 11813452.470000 0.171978 Long DBT CORP SE N 2 2030-09-03 Floating 4.71595 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DY2 5700000.000000 PA USD 5716467.410000 0.0832191 Long DBT CORP GB N 2 2027-08-14 Floating 5.23425 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDK2 7500000.000000 PA USD 7526915.250000 0.109575 Long DBT CORP JP N 2 2031-05-13 Floating 4.7439 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAA3 27003000.000000 PA USD 26933762.690000 0.392096 Long DBT CORP US N 2 2026-12-01 Fixed 4.25 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871RAG5 14658000.000000 PA USD 14603215.730000 0.21259 Long DBT CORP US N 2 2026-07-15 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC 2277.430000 0.0000332 N/A DFE GB N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 4464000.000000 GBP 5907912.050000 USD 2026-05-05 2277.430000 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 13402000.000000 PA USD 13552196.210000 0.19729 Long DBT CORP FR N 2 2027-10-19 Floating 6.612 N N N N N N N/A N/A 000000000 1.000000 NC 1156535.220000 0.0168366 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 59139523.000000 AUD 41912534.790000 USD 2026-04-02 1156535.220000 N N N FANNIE MAE REMICS 2024-95 N/A 3136BTS53 8043112.070000 PA USD 8093788.500000 0.117828 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.7619 N N N N N N M&T BANK AUTO RECEIVABLES TRUST 2024-1A N/A 55286TAC9 4169060.480000 PA USD 4209346.950000 0.0612788 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.22 N N N N N N AVON FINANCE 4A N/A ACI2JTXR2 14879424.660000 PA 19710229.880000 0.286937 Long ABS-MBS CORP GB N 2 2049-12-28 Floating 4.6291 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAA6 1700000.000000 PA USD 1685447.540000 0.0245364 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.5 N N N N N N VOYA CLO 2017-3A N/A 92915QBG7 8000000.000000 PA USD 8005896.720000 0.116548 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.72763 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BW7 1461000.000000 PA USD 1466844.410000 0.021354 Long DBT CORP US N 2 2027-04-04 Floating 4.73916 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4Z6 721210.060000 PA USD 731592.530000 0.0106504 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 5.2274 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2025-A N/A 41284XAB4 7867461.780000 PA USD 7884081.790000 0.114775 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.71 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 71855BD17 15200000.000000 PA USD 15198320.400000 0.221254 Long DBT CORP US N 2 2026-04-01 None 0 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58769JAV9 17575000.000000 PA USD 17590155.630000 0.256074 Long DBT CORP US N 2 2026-07-31 Floating 4.29827 N N N N N N N/A N/A 000000000 1.000000 NC 18977.410000 0.0002763 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1535559.640000 CAD 1121010.920000 USD 2026-04-02 18977.410000 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 28103BDT6 43400000.000000 PA USD 43263546.060000 0.629822 Long DBT CORP US N 2 2026-04-27 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R5D4 79012.520000 PA USD 78992.450000 0.00115 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 4.25325 N N N N N N FANNIE MAE REMICS 2026-19 N/A 3136BY6F4 15000000.000000 PA USD 14991702.000000 0.218246 Long ABS-MBS USGSE US N 2 2056-04-25 Floating 4.77223 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2026-P1 N/A 14689FAB1 13800000.000000 PA USD 13786890.000000 0.200707 Long ABS-O CORP US N 2 2029-06-11 Fixed 4.1 N N N N N N N/A N/A 000000000 1.000000 NC 35.440000 0.0000005 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 271465.000000 JPY 1744.000000 USD 2026-04-02 35.440000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHT9 16377000.000000 PA USD 16368643.640000 0.238291 Long DBT CORP US N 2 2027-04-23 Floating 3.559 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 F0803NAF9 6500000.000000 PA USD 6519453.850000 0.0949088 Long DBT CORP FR N 2 2026-07-13 Floating 5.06928 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 481000.000000 PA USD 481052.800000 0.0070031 Long DBT CORP US N 2 2027-02-15 Fixed 4.5 N N N N N N ALGONQUIN POWER & UTILITIES CORP 549300K5VIUTJXQL7X75 015857AF2 22825000.000000 PA USD 22845204.010000 0.332576 Long DBT CORP CA N 2 2026-06-15 Fixed 5.365 N N N N N N FREDDIE MAC REMICS 5557 N/A 3137HLZ21 8517339.150000 PA USD 8567082.110000 0.124718 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.7619 N N N N N N CHASE AUTO OWNER TRUST 2023-AA N/A 16144KAC2 1078683.920000 PA USD 1088112.480000 0.0158405 Long ABS-O CORP US N 2 2029-01-25 Fixed 5.68 N N N N N N FANNIE MAE REMICS 2019-33 N/A 3136B45C8 15731747.800000 PA USD 15450681.250000 0.224928 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 4.22638 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBL5 11377000.000000 PA USD 11383601.960000 0.16572 Long DBT CORP US N 2 2026-12-15 Fixed 4.5 N N N N N N N/A N/A 000000000 417500000.000000 NC USD 305568.250000 0.0044484 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.00000 08/13/26-1Y LCH 2027-08-13 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2026-08-11 XXXX -162031.750000 N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2Z7 250000.000000 PA USD 250351.610000 0.0036446 Long DBT CORP CA N 2 2027-07-02 Floating 4.69522 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAZ1 12800000.000000 PA USD 12783799.810000 0.186104 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI2PB2M9 36800000.000000 PA USD 37102772.000000 0.540134 Long DBT NUSS KY N 2 2027-06-04 Fixed 5.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECM5 6000000.000000 PA USD 6023927.700000 0.0876951 Long DBT CORP GB N 2 2027-09-13 Floating 5.52372 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BB8 5200000.000000 PA USD 5236723.080000 0.0762351 Long DBT CORP US N 2 2030-02-15 Fixed 4.75 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-B N/A 78449XAA0 4294901.240000 PA USD 4105776.980000 0.059771 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29 N N N N N N FANNIE MAE REMICS 2020-49 N/A 3136BAB78 8615620.250000 PA USD 8401732.310000 0.122311 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 4.17638 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBV1 9300000.000000 PA USD 9235358.400000 0.134446 Long DBT CORP US N 2 2027-03-15 Fixed 3.65 N N N N N N FANNIE MAE REMICS 2026-21 N/A 3136G5FE5 12700000.000000 PA USD 12662848.690000 0.184343 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.6729 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607QFC1 21600000.000000 PA USD 21607742.520000 0.314561 Long DBT CORP CA N 2 2028-09-08 Floating 4.44696 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDR4 13000000.000000 PA USD 12754205.230000 0.185673 Long DBT CORP US N 2 2027-02-26 Fixed 2.35 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797TZ0 992000.000000 PA USD 985179.720000 0.014342 Long DBT UST US N 2 2026-06-09 None 0 N N N N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180BS9 12950000.000000 PA USD 13009275.910000 0.189386 Long DBT CORP US N 2 2026-10-01 Fixed 5.5 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 10000000.000000 PA USD 10027350.500000 0.145976 Long DBT CORP US N 2 2029-01-25 Fixed 4.709 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZY9 16225000.000000 PA USD 16240849.070000 0.236431 Long DBT CORP CA N 2 2027-07-23 Floating 4.45848 N N N N N N ATLANTIC AVENUE 2024-3A LTD N/A 04822JAA4 22000000.000000 PA USD 22011751.960000 0.320443 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.92763 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADS3 8500000.000000 PA USD 8518966.900000 0.124017 Long DBT CORP US N 2 2027-03-25 Floating 4.63055 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100 N/A 38385GQ77 6118778.400000 PA USD 6166164.670000 0.0897657 Long ABS-MBS USGSE US N 2 2055-06-20 Floating 4.82294 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KE18 14300000.000000 PA USD 14246918.400000 0.207404 Long DBT CORP US N 2 2026-05-01 None 0 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 G84228FU7 2000000.000000 PA USD 2008119.820000 0.0292338 Long DBT CORP GB N 2 2027-07-06 Floating 6.187 N N N N N N FANNIE MAE REMICS 2025-66 N/A 3136BWYL4 16672338.650000 PA USD 16820659.110000 0.244872 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.8419 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WGG0 20500000.000000 PA USD 20520004.930000 0.298726 Long DBT CORP US N 2 2027-01-15 Floating 4.41926 N N N N N N BBCCRE TRUST 2015-GTP N/A 05490TAA0 2000000.000000 PA USD 1869986.000000 0.0272229 Long ABS-MBS CORP US N 2 2033-08-10 Fixed 3.966 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAJ0 6900000.000000 PA USD 6824096.140000 0.0993438 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25 N N N N N N ELEMENT FLEET MANAGEMENT CORP (AKA: ELEMENT FINANCIAL CORP) 5493000PGBS1C22ELQ16 286181AM4 519000.000000 PA USD 523395.310000 0.0076195 Long DBT CORP CA N 2 2027-03-13 Fixed 5.643 N N N N N N HUNTINGTON AUTO TRUST 2024-1A N/A 446144AE7 3733568.610000 PA USD 3760918.490000 0.0547507 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.23 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL3E7 29000000.000000 PA USD 29002395.980000 0.422211 Long DBT CORP US N 2 2028-01-27 Floating 4.26871 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 N/A 379965AC0 8406191.800000 PA USD 8408412.720000 0.122408 Long ABS-O CORP US N 2 2027-10-20 Floating 4.02294 N N N N N N HYUNDAI CAPITAL SERVICES INC 549300MALMDAGL2ZJJ27 44920UAU2 5000000.000000 PA USD 5026421.150000 0.0731736 Long DBT CORP KR N 2 2027-02-05 Fixed 5.125 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G N/A 63942KAA2 5864993.920000 PA USD 5301548.650000 0.0771788 Long ABS-O CORP US N 2 2070-04-15 Fixed 1.58 N N N N N N FANNIE MAE REMICS 2016-84 N/A 3136AUKR1 1036777.320000 PA USD 1016449.120000 0.0147973 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 4.21573 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 Y8085FBT6 13290000.000000 PA USD 13423152.510000 0.195411 Long DBT CORP KR N 2 2027-01-16 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC 1307.470000 0.000019 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 11232460.000000 JPY 72003.000000 USD 2026-04-02 1307.470000 N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAG2 3950000.000000 PA USD 3965651.200000 0.0577311 Long DBT CORP GB N 2 2028-02-16 Floating 4.95487 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBB5 3200000.000000 PA USD 3217120.380000 0.0468342 Long DBT CORP NL N 2 2027-09-18 Floating 5.42047 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH N/A 46654EAA9 9000000.000000 PA USD 8711233.200000 0.126816 Long ABS-MBS CORP US N 2 2038-06-15 Floating 4.79748 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AX1 9000000.000000 PA USD 9000000.000000 0.13102 Long DBT CORP NL N 2 2027-04-01 Floating 4.69594 N N N N N N VENTURE CLO LTD 2018-33A N/A 92330YAN3 828680.300000 PA USD 829533.980000 0.0120762 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 4.9938 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CX5 3000000.000000 PA USD 3004520.580000 0.0437392 Long DBT CORP US N 2 2028-03-01 Floating 4.52671 N N N N N N ARES XXVII CLO LTD 2013-2A N/A 00190YBP9 19500000.000000 PA USD 19523663.060000 0.284221 Long ABS-CBDO CORP KY N 2 2034-10-28 Floating 4.8213 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 11059000.000000 PA USD 10905860.390000 0.158765 Long DBT CORP FR N 2 2027-10-19 Floating 2.045 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAA6 5400000.000000 PA USD 5354627.420000 0.0779515 Long DBT CORP NL N 2 2027-05-25 Fixed 3.625 N N N N N N FREDDIE MAC REMICS 4347 N/A 3137BBVB3 104244.420000 PA USD 101861.990000 0.0014829 Long ABS-MBS USGSE US N 2 2040-01-15 Floating 4.19573 N N N N N N N/A N/A 000000000 1.000000 NC 6662.120000 0.000097 N/A DFE GB N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2047000.000000 GBP 2714842.760000 USD 2026-04-02 6662.120000 N N N N/A N/A 000000000 1.000000 NC -248.080000 -0.0000036 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 9487412.000000 JPY 59643.000000 USD 2026-05-07 -248.080000 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAU5 1485000.000000 PA USD 1484273.480000 0.0216077 Long DBT CORP US N 2 2026-04-15 Fixed 3.4 N N N N N N FANNIE MAE REMICS 2025-88 N/A 3136BXZK3 6132101.660000 PA USD 6166418.130000 0.0897694 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.5619 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AH6 17902000.000000 PA USD 17851608.020000 0.25988 Long DBT CORP NL N 2 2027-03-29 Fixed 3.95 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CG0 18314000.000000 PA USD 18231964.090000 0.265417 Long DBT CORP US N 2 2026-09-15 Fixed 3.35 N N N N N N CSWF 2021-SOP2 N/A 12657VAA0 1231332.110000 PA USD 1211255.490000 0.0176332 Long ABS-MBS CORP US N 2 2034-06-15 Floating 4.85387 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEF9 36822000.000000 PA USD 36943029.860000 0.537809 Long DBT CORP US N 2 2028-04-22 Floating 4.58834 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 N/A 362962AB8 14726604.400000 PA USD 14750246.490000 0.214731 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.55 N N N N N N FREDDIE MAC REMICS 5565 N/A 3137HMGJ3 9840191.530000 PA USD 9915553.620000 0.144348 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.8119 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DE47 800000.000000 PA USD 796716.320000 0.0115984 Long DBT CORP US N 2 2026-05-04 None 0 N N N N N N CCG RECEIVABLES TRUST 2025-1 N/A 12515XAB6 7322672.060000 PA USD 7350037.620000 0.107 Long ABS-O CORP US N 2 2032-10-14 Fixed 4.48 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797UQ8 750000.000000 PA USD 741686.570000 0.0107973 Long DBT UST US N 2 2026-07-21 None 0 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECQ6 2070000.000000 PA USD 2084657.210000 0.030348 Long DBT CORP GB N 2 2028-03-12 Floating 5.13391 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABC5 22354000.000000 PA USD 22430802.310000 0.326543 Long DBT CORP US N 2 2026-12-15 Fixed 5.125 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABZ9 2105000.000000 PA USD 2078185.710000 0.0302538 Long DBT CORP US N 2 2026-09-17 Fixed 1.65 N N N N N N HAYFIN EMERALD CLO VI DAC 6A N/A ACI30X675 2550000.000000 PA 2945740.390000 0.0428835 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 3.266 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZW6 4371000.000000 PA USD 4365352.450000 0.0635499 Long DBT CORP US N 2 2026-08-01 Fixed 4.542 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H42097EL7 4390000.000000 PA USD 4448766.120000 0.0647642 Long DBT CORP CH N 2 2027-12-22 Floating 6.327 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VQ8 2055113.660000 PA USD 1819464.870000 0.0264874 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 1 N N N N N N ANCHORAGE CREDIT FUNDING 25-19A LTD N/A 03331VAA3 1700000.000000 PA USD 1685168.960000 0.0245323 Long ABS-CBDO CORP KY N 2 2040-10-25 Fixed 5.036 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DEJ4 3800000.000000 PA USD 3777686.400000 0.0549948 Long DBT CORP US N 2 2026-05-18 None 0 N N N N N N GREYWOLF CLO III LTD 2020-3RA N/A 39809CAY0 524521.040000 PA USD 525030.160000 0.0076433 Long ABS-CBDO CORP KY N 2 2033-04-22 Floating 4.8992 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2C1 3000000.000000 PA USD 2986877.130000 0.0434823 Long DBT CORP US N 2 2026-05-24 Fixed 1.55 N N N N N N N/A N/A 000000000 1.000000 NC 59628.840000 0.0008681 N/A DFE CL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1684316950.000000 CLP 1879272.700000 USD 2026-04-09 59628.840000 N N N N/A N/A 000000000 -137557491.780000 PA USD -137572049.950000 -2.00275 Short RA US N 2 Reverse repurchase N 3.810000 2026-04-09 144165300.000000 USD 144998956.000000 USD AMBS N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CH6 489000.000000 PA USD 488369.000000 0.0071096 Long DBT CORP US N 2 2026-05-01 Fixed 3.1 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DD23 8900000.000000 PA USD 8897943.210000 0.129534 Long DBT CORP US N 2 2026-04-02 None 0 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZU0 2292000.000000 PA USD 2293907.840000 0.0333942 Long DBT CORP CA N 2 2028-10-18 Floating 4.52915 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2025-C N/A 44935JAC0 25000000.000000 PA USD 24994850.000000 0.36387 Long ABS-O CORP US N 2 2028-07-17 Floating 4.02223 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BM5 5029000.000000 PA USD 5001133.560000 0.0728055 Long DBT CORP US N 2 2026-06-15 Fixed 1.7 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAP0 4700000.000000 PA USD 4712075.800000 0.0685974 Long DBT CORP JP N 2 2027-07-16 Fixed 4.567 N N N N N N N/A N/A 000000000 1.000000 NC 4542041.300000 0.0661221 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 164319117.110000 EUR 194273177.610000 USD 2026-04-02 4542041.300000 N N N BA CREDIT CARD TRUST 2024-A1 N/A 05522RDJ4 11000000.000000 PA USD 11117673.600000 0.161849 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 4.93 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 830505BA0 18866000.000000 PA USD 18941687.000000 0.275749 Long DBT CORP SE N 2 2027-03-05 Floating 4.54021 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 ACI2P5QJ3 2000000.000000 PA 1383626.100000 0.0201425 Long DBT CORP FR N 2 2027-05-24 Floating 5.0575 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACW5 11690000.000000 PA USD 11770808.640000 0.171357 Long DBT CORP US N 2 2027-01-08 Floating 5.1702 N N N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH C3GTMMZIHMY46P4OIX74 ACI2R4XB3 39200000.000000 PA 27142060.740000 0.395128 Long DBT CORP JP N 2 2027-09-20 Floating 5.0175 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI2QBM79 4290000000.000000 PA 4716563.820000 0.0686627 Long DBT NUSS CL N 2 2029-10-01 Fixed 5.8 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAB3 4100000.000000 PA USD 3998223.450000 0.0582053 Long DBT CORP US N 2 2027-03-15 Fixed 1.75 N N N N N N FREDDIE MAC 3171 N/A 31396TS95 521213.930000 PA USD 518046.360000 0.0075416 Long ABS-MBS USGSE US N 2 2036-06-15 Floating 4.21671 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 11680000.000000 PA USD 11703334.300000 0.170375 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4T5 13600000.000000 PA USD 13535029.940000 0.19704 Long DBT CORP US N 2 2028-09-18 Floating 4.64047 N N N N N N SA GLOBAL SUKUK LIMITED 5493007DFAVKU7UOGR47 ACI1YJLN1 3500000.000000 PA USD 3484467.950000 0.0507262 Long DBT CORP KY N 2 2026-06-17 Fixed 1.602 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI1D2NZ2 10800000.000000 PA 12084219.870000 0.17592 Long DBT NUSS SA N 2 2027-07-09 Fixed 0.75 N N N N N N MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION 549300GS0W0TEUQS8571 61776NVF7 2700000.000000 PA USD 2696630.890000 0.039257 Long DBT CORP US N 2 2028-07-06 Floating 4.43651 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-135 N/A 38381QEE7 11010899.350000 PA USD 11071392.130000 0.161175 Long ABS-MBS USGSE US N 2 2055-08-20 Floating 4.87294 N N N N N N N/A N/A 000000000 1.000000 NC -9161.120000 -0.0001334 N/A DFE AU N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2601000.000000 AUD 1782644.250000 USD 2026-05-04 -9161.120000 N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A U71000BQ2 4600000.000000 PA USD 4625456.720000 0.0673364 Long DBT CORP US N 2 2027-01-12 Fixed 5.35 N N N N N N LCM 30 LTD N/A 50200YAQ1 2357333.630000 PA USD 2359963.990000 0.0343559 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.00924 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA N/A 63935BAA1 4317700.240000 PA USD 4104884.680000 0.059758 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31 N N N N N N FREDDIE MAC REMICS 4315 N/A 3137B8HN0 649931.000000 PA USD 646662.950000 0.009414 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 3 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2G3 1600000.000000 PA USD 1601184.400000 0.0233097 Long DBT CORP US N 2 2026-06-04 Floating 4.2725 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBC9 11719000.000000 PA USD 11521675.130000 0.16773 Long DBT CORP US N 2 2028-01-06 Floating 2.49 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDZ6 4590000.000000 PA USD 4609541.330000 0.0671047 Long DBT CORP US N 2 2028-01-23 Floating 4.86838 N N N N N N FANNIE MAE REMICS 2019-76 N/A 3136B7WQ0 5788118.030000 PA USD 5704530.080000 0.0830454 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 4.27638 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2026-B N/A 78451PAA2 33100000.000000 PA USD 33139938.460000 0.482444 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.03 N N N N N N JAMESTOWN CLO 2022 XVIIIA LTD N/A 47047RAN6 12800000.000000 PA USD 12817149.700000 0.186589 Long ABS-CBDO CORP KY N 2 2035-07-25 Floating 4.93802 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-9 N/A 38375JMU6 709699.240000 PA USD 701075.760000 0.0102061 Long ABS-MBS USGSE US N 2 2037-03-20 Floating 4.08952 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAK6 6302000.000000 PA USD 6266299.230000 0.0912235 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N M&T BANK AUTO RECEIVABLES TRUST 2025-1A N/A 55287XAC9 4276139.210000 PA USD 4278127.610000 0.0622801 Long ABS-O CORP US N 2 2028-05-15 Floating 4.17223 N N N N N N TOYOTA LEASE OWNER TRUST 2025-A N/A 89239NAB1 13633970.430000 PA USD 13653270.680000 0.198761 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.58 N N N N N N NORTHWOODS CAPITAL XII-B LTD 2018-12BA N/A 66858CAN7 599955.250000 PA USD 600567.780000 0.0087429 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 4.86401 N N N N N N NELNET STUDENT LOAN TRUST 2025-BA N/A 64032BAA1 14097417.430000 PA USD 14045805.380000 0.204476 Long ABS-O CORP US N 2 2055-05-17 Fixed 4.84 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 N/A 85573MAA7 309854.750000 PA USD 304716.890000 0.004436 Long ABS-MBS CORP US N 2 2065-04-25 Fixed 1.486 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAS9 888000.000000 PA USD 889236.540000 0.0129453 Long DBT CORP US N 2 2027-03-15 Floating 4.52353 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C N/A 448984AB0 4167977.540000 PA USD 4172972.030000 0.0607493 Long ABS-O CORP US N 2 2027-03-15 Fixed 4.77 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AZ1 5446000.000000 PA USD 5421033.630000 0.0789183 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N FANNIE MAE REMICS 2012-138 N/A 3136AAEY7 1539266.030000 PA USD 1516305.410000 0.0220741 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 1.375 N N N N N N FREDDIE MAC REMICS 5549 N/A 3137HLSA1 24022457.610000 PA USD 24389573.610000 0.355058 Long ABS-MBS USGSE US N 2 2052-10-25 Floating 4.6619 N N N N N N FREDDIE MAC-4832 N/A 3137FHS61 6231651.600000 PA USD 6158212.830000 0.08965 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 4.14573 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AU4 6422000.000000 PA USD 6406053.150000 0.093258 Long DBT CORP US N 2 2026-05-19 Fixed 2.6 N N N N N N N/A N/A 000000000 1.000000 NC USD 3771745.210000 0.0549083 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-31 1631804.050000 USD 0.000000 USD 380550000.000000 USD 2139941.160000 N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAW8 208000.000000 PA USD 208870.720000 0.0030407 Long DBT CORP US N 2 2026-09-25 Floating 4.94055 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBQ8 3453000.000000 PA USD 3442664.410000 0.0501176 Long DBT CORP US N 2 2026-05-15 Fixed 1.45 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAV3 16668000.000000 PA USD 16509738.010000 0.240345 Long DBT CORP US N 2 2026-07-15 Fixed 1.05 N N N N N N FANNIE MAE REMICS 2017-108 N/A 3136B0SA5 1136414.300000 PA USD 1120609.730000 0.0163136 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 4.07638 N N N N N N JP MORGAN MORTGAGE TRUST SERIES 2025-NQM1 N/A 46593QAC2 3491229.730000 PA USD 3508015.560000 0.051069 Long ABS-MBS CORP US N 2 2065-06-25 Fixed 5.591 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TKV6 3375000.000000 PA USD 3377226.150000 0.0491649 Long DBT CORP US N 2 2026-05-18 Floating 4.55481 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAC2 6560000.000000 PA USD 6434237.390000 0.0936683 Long DBT CORP US N 2 2026-12-01 Fixed 1.875 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2D5 1500000.000000 PA USD 1479916.940000 0.0215443 Long DBT CORP US N 2 2026-09-14 Fixed 1.25 N N N N N N NELNET STUDENT LOAN TRUST 2012-4A N/A 64033AAA2 6164510.350000 PA USD 6148855.580000 0.0895137 Long ABS-O CORP US N 2 2038-09-27 Floating 4.47638 N N N N N N N/A N/A 000000000 1.000000 NC 32361.670000 0.0004711 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4464000.000000 GBP 5938232.880000 USD 2026-04-02 32361.670000 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAL7 2790000.000000 PA USD 2782137.840000 0.0405018 Long DBT CORP US N 2 2026-08-04 Fixed 3.7 N N N N N N DRYDEN XXVII-R EURO CLO BV 2017-27A N/A ACI1W43B2 7212872.660000 PA 8347366.680000 0.121519 Long ABS-CBDO CORP IE N 2 2033-04-15 Floating 2.676 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAA1 23503000.000000 PA USD 23317149.790000 0.339446 Long DBT CORP US N 2 2026-09-23 Fixed 2.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3S0 8000000.000000 PA USD 7998726.320000 0.116444 Long DBT CORP US N 2 2028-01-24 Floating 4.44856 N N N N N N N/A N/A 000000000 1.000000 NC 189.340000 0.0000028 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 32523.000000 USD 5197500.000000 JPY 2026-04-02 189.340000 N N N N/A N/A 000000000 1.000000 NC USD 344356.240000 0.0050131 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-31 0.000000 USD 0.000000 USD 43300000.000000 USD 344356.240000 N N N N/A N/A 000000000 1.000000 NC -512.140000 -0.0000075 N/A DFE JP N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 18264189.000000 JPY 114784.000000 USD 2026-05-07 -512.140000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAS2 21600000.000000 PA USD 21460124.020000 0.312412 Long DBT CORP GB N 2 2028-03-18 Floating 3.75 N N N N N N N/A N/A 000000000 1.000000 NC 55790.620000 0.0008122 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-09-01 0.000000 CLP 0.000000 CLP 3388100000.000000 CLP 55790.620000 N N N FREDDIE MAC REMICS 4585 N/A 3137BPF46 3669901.360000 PA USD 3636551.500000 0.0529402 Long ABS-MBS USGSE US N 2 2046-05-15 Floating 4.18671 N N N N N N N/A N/A 000000000 1.000000 NC 249.630000 0.0000036 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 59643.000000 USD 9516040.000000 JPY 2026-04-02 249.630000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAL5 18190000.000000 PA USD 17976399.560000 0.261697 Long DBT CORP US N 2 2026-09-20 Fixed 1.95 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22 N/A 38384LA58 10054191.600000 PA USD 10137961.110000 0.147586 Long ABS-MBS USGSE US N 2 2075-10-20 Floating 4.45294 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3L7 39500000.000000 PA USD 39549847.420000 0.575758 Long DBT CORP CA N 2 2029-01-20 Floating 4.43914 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QDG3 13800000.000000 PA USD 13774216.080000 0.200522 Long DBT CORP US N 2 2026-04-16 None 0 N N N N N N BOSPHORUS CLO IX DAC 9A N/A ACI396444 6800000.000000 PA 7859781.500000 0.114421 Long ABS-CBDO CORP IE N 2 2038-04-15 Floating 3.51 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 03111CDT7 14200000.000000 PA USD 14157321.900000 0.206099 Long DBT CORP US N 2 2026-04-27 None 0 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAH8 1700000.000000 PA USD 1698238.340000 0.0247226 Long DBT CORP US N 2 2026-09-01 Fixed 4.5 N N N N N N PPL CAPITAL FUNDING 549300MROK5WY0D2NU17 69352PAL7 1500000.000000 PA USD 1497600.950000 0.0218018 Long DBT CORP US N 2 2026-05-15 Fixed 3.1 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 21038QD27 10700000.000000 PA USD 10697410.600000 0.155731 Long DBT CORP US N 2 2026-04-02 None 0 N N N N N N JONES LANG LASALLE FINANCE BV 7245008JNMAJF7J71W93 48002BD90 53100000.000000 PA USD 53047011.510000 0.772247 Long DBT CORP NL N 2 2026-04-09 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 3555.840000 0.0000518 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 351000.000000 EUR 408838.130000 USD 2026-04-02 3555.840000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 40412DE13 8500000.000000 PA USD 8468277.150000 0.123279 Long DBT CORP US N 2 2026-05-01 None 0 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CM5 4800000.000000 PA USD 4733894.830000 0.068915 Long DBT CORP US N 2 2027-02-01 Fixed 2.7 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAE8 6087000.000000 PA USD 6096208.050000 0.0887473 Long DBT CORP GB N 2 2026-09-29 Floating 4.40381 N N N N N N 2026-05-26 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer